American Beacon Quarterly Top 10s

Information as of 12/31/2016
AHL Managed Futures Strategy Fund
Top HoldingsPositionVaR 95% (BPS)
Crude OilLong5.2
South Korean Won/US DollarShort4.8
UK Sterling/US DollarShort4.6
Japanese Yen/US DollarShort4.3
US TreasuriesShort4.3
Euro/US DollarShort3.6
GoldShort3.4
Australian BondsShort3.2
Korean KospiLong3
Natural GasLong3

Value at Risk (VaR) is a measure of the potential loss in value of a portfolio over a defined period for a given confidence interval. A one-day VaR at the 95% confidence level represents that there is a 5% probability that the mark-to-market loss on the portfolio over a one day horizon will exceed this value (assuming normal markets and no trading in the portfolio).


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