mirror of
https://gitlab.silvrtree.co.uk/martind2000/ft-webplatform.git
synced 2025-02-15 03:09:17 +00:00
1459 lines
38 KiB
JSON
1459 lines
38 KiB
JSON
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"fundID": {
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"name": {
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"val": {
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"name": {
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{
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"name": {
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"val": "ONEOK INC"
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"val": "6"
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"val": {
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"val": "-0.38"
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"val": "Y"
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}
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},
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{
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"name": {
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"val": "CENTURYLINK INC"
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"rank": {
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"val": "7"
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"val": {
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"val": "-0.34"
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{
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"name": {
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"val": "CTRIP.COM INTERNATIONAL LTD"
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"rank": {
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"val": "8"
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"val": {
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"val": "-0.33"
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{
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"name": {
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"val": "VISHAY INTERTECHNOLOGY INC"
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{
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"name": {
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"val": "10"
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{
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"name": {
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{
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"name": {
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"val": "LEVEL 3 COMMUNICATIONS INC"
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"val": "4"
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"val": {
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},
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"val": "Y"
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}
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},
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{
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"name": {
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"val": "ACTELION LTD"
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"val": "5"
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"val": {
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}
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},
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{
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"name": {
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"val": "MEAD JOHNSON NUTRITION CO"
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},
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"val": "6"
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"val": {
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"val": "0.54"
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"val": "Y"
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}
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},
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{
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"name": {
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"val": "WHITEWAVE FOODS CO"
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},
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|
"val": "7"
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},
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"val": {
|
|
"val": "0.51"
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"val": "Y"
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}
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},
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{
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"name": {
|
|
"val": "B/E AEROSPACE INC"
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|
},
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|
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|
"val": "8"
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|
},
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|
"val": {
|
|
"val": "0.50"
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"val": "Y"
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}
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},
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{
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"name": {
|
|
"val": "MICROSOFT CORP"
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|
},
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|
"rank": {
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|
"val": "9"
|
|
},
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|
"val": {
|
|
"val": "0.46"
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"val": "TOP LONG EXPOSURE"
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},
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"val": "Y"
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}
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},
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{
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"name": {
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"val": "SHERWIN-WILLIAMS CO/THE"
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},
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"rank": {
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|
"val": "10"
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},
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"val": {
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"val": "0.39"
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"val": "LONG_EQUITY_AS_PCT_OF_EQUITY"
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},
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"calName": {
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"val": "% of Total"
|
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}
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}
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],
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"stats": {
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},
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"val": "$1,172,252,301.32"
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},
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"val": "0.93 Years"
|
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},
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"val": "5.00 Years"
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},
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"val": "1.15"
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},
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"val": "41,317.38"
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},
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"val": "1859"
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},
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"val": "1882"
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},
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"asOfDate": {
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"val": "31/03/2017"
|
|
},
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"fundCategory": {
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"val": "Alternative"
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},
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"valueAtRisk": {
|
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"val": "-2.67"
|
|
},
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"valueAtRiskDate": {
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|
"val": "31/03/2017"
|
|
}
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|
},
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{
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"asOfDate": {
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"val": "31/03/2017"
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{
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"name": {
|
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|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "78.18"
|
|
}
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},
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{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "71.00"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "43.69"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Equity"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "20.16"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "15.30"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Commodities"
|
|
},
|
|
"rank": {
|
|
"val": "6"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Commodities"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Cash & Cash Equivalents"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Cash & Cash Equivalents"
|
|
},
|
|
"rank": {
|
|
"val": "9"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {
|
|
"val": "10"
|
|
},
|
|
"val": {
|
|
"val": "-3.82"
|
|
}
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}
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|
]
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|
},
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"type": "ASSET_ALLOCATION"
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},
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{
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"asOfDate": {
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"val": "31/03/2017"
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{
|
|
"name": {
|
|
"val": "North America"
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|
},
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"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "35.45"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "103.22"
|
|
}
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|
},
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{
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"name": {
|
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"val": "Europe"
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|
},
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"rank": {
|
|
"val": "2"
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},
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"val": {
|
|
"val": "12.32"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "36.71"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia Pacific"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "9.35"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia Pacific"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "18.18"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Global & Emerging Markets"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "1.59"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Global & Emerging Markets"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "4.42"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "South America"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "1.33"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "South America"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "1.95"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "COUNTRY_ALLOCATION",
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Relative Value"
|
|
},
|
|
"val": {
|
|
"val": "40.05"
|
|
},
|
|
"name2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Relative Value"
|
|
},
|
|
"val": {
|
|
"val": "12.95"
|
|
},
|
|
"name2": {
|
|
"val": "Chatham Asset Management, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Relative Value"
|
|
},
|
|
"val": {
|
|
"val": "10.80"
|
|
},
|
|
"name2": {
|
|
"val": "Basso Capital Management, L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Relative Value"
|
|
},
|
|
"val": {
|
|
"val": "9.70"
|
|
},
|
|
"name2": {
|
|
"val": "Loomis Sayles & Company, L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Relative Value"
|
|
},
|
|
"val": {
|
|
"val": "6.60"
|
|
},
|
|
"name2": {
|
|
"val": "Lazard Asset Management, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Long Short Equity"
|
|
},
|
|
"val": {
|
|
"val": "30.03"
|
|
},
|
|
"name2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Long Short Equity"
|
|
},
|
|
"val": {
|
|
"val": "7.26"
|
|
},
|
|
"name2": {
|
|
"val": "Chilton Investment Company, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Long Short Equity"
|
|
},
|
|
"val": {
|
|
"val": "6.66"
|
|
},
|
|
"name2": {
|
|
"val": "Impala Asset Management, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Long Short Equity"
|
|
},
|
|
"val": {
|
|
"val": "5.58"
|
|
},
|
|
"name2": {
|
|
"val": "Jennison Associates, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Long Short Equity"
|
|
},
|
|
"val": {
|
|
"val": "5.55"
|
|
},
|
|
"name2": {
|
|
"val": "Wellington Management Company, LLP"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Long Short Equity"
|
|
},
|
|
"val": {
|
|
"val": "4.97"
|
|
},
|
|
"name2": {
|
|
"val": "Portland Hill Asset Management Limited"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Event Driven"
|
|
},
|
|
"val": {
|
|
"val": "17.21"
|
|
},
|
|
"name2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Event Driven"
|
|
},
|
|
"val": {
|
|
"val": "10.18"
|
|
},
|
|
"name2": {
|
|
"val": "P. Schoenfeld Asset Management L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Event Driven"
|
|
},
|
|
"val": {
|
|
"val": "7.02"
|
|
},
|
|
"name2": {
|
|
"val": "Halcyon Capital Management L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Global Macro"
|
|
},
|
|
"val": {
|
|
"val": "12.71"
|
|
},
|
|
"name2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Global Macro"
|
|
},
|
|
"val": {
|
|
"val": "7.19"
|
|
},
|
|
"name2": {
|
|
"val": "Emso Asset Management Limited"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Global Macro"
|
|
},
|
|
"val": {
|
|
"val": "5.52"
|
|
},
|
|
"name2": {
|
|
"val": "Graham Capital Management, L.P."
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "MANAGER_ALLOCATION",
|
|
"calName": {
|
|
"val": "% of Invested Capital"
|
|
}
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "USD"
|
|
},
|
|
"val": {
|
|
"val": "1,172,252,301.32"
|
|
},
|
|
"name2": {}
|
|
}
|
|
]
|
|
},
|
|
"type": "PRODUCT_AUM"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "STRATEGY"
|
|
},
|
|
"name2": {
|
|
"val": "Event Driven"
|
|
},
|
|
"val2": {
|
|
"val": "10% - 30%"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "STRATEGY"
|
|
},
|
|
"name2": {
|
|
"val": "Global Macro"
|
|
},
|
|
"val2": {
|
|
"val": "0 - 30%"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "STRATEGY"
|
|
},
|
|
"name2": {
|
|
"val": "Long Short Equity"
|
|
},
|
|
"val2": {
|
|
"val": "25% - 40%"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "STRATEGY"
|
|
},
|
|
"name2": {
|
|
"val": "Relative Value"
|
|
},
|
|
"val2": {
|
|
"val": "30% - 45%"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "EXPOSURES"
|
|
},
|
|
"name2": {
|
|
"val": "Gross Exposure"
|
|
},
|
|
"val2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "EXPOSURES"
|
|
},
|
|
"name2": {
|
|
"val": "Long Exposure"
|
|
},
|
|
"val2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "EXPOSURES"
|
|
},
|
|
"name2": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "EXPOSURES"
|
|
},
|
|
"name2": {
|
|
"val": "Short Exposure"
|
|
},
|
|
"val2": {}
|
|
}
|
|
]
|
|
},
|
|
"type": "HEDGE_ALLOCATION"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "78.18"
|
|
},
|
|
"name2": {
|
|
"val": "EQUITY_K2_GROSS"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "71.00"
|
|
},
|
|
"name2": {
|
|
"val": "FIXED_INCOME_K2_GROSS"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "15.30"
|
|
},
|
|
"name2": {
|
|
"val": "CURRENCY_K2_GROSS"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_GROSS"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"rank": {
|
|
"val": "6"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_GROSS"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_GROSS"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_GROSS"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "43.69"
|
|
},
|
|
"name2": {
|
|
"val": "FIXED_INCOME_K2_NET"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "20.16"
|
|
},
|
|
"name2": {
|
|
"val": "EQUITY_K2_NET"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"rank": {
|
|
"val": "6"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_NET"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_NET"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_NET"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_NET"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "-3.82"
|
|
},
|
|
"name2": {
|
|
"val": "CURRENCY_K2_NET"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "ASSET_EXPOSURE"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"val": {
|
|
"val": "78.18"
|
|
},
|
|
"name2": {
|
|
"val": "EQUITY_K2_GROSS"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"val": {
|
|
"val": "71.00"
|
|
},
|
|
"name2": {
|
|
"val": "FIXED_INCOME_K2_GROSS"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"val": {
|
|
"val": "15.30"
|
|
},
|
|
"name2": {
|
|
"val": "CURRENCY_K2_GROSS"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_GROSS"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_GROSS"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_GROSS"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETGROSS"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_GROSS"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"val": {
|
|
"val": "43.69"
|
|
},
|
|
"name2": {
|
|
"val": "FIXED_INCOME_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"val": {
|
|
"val": "20.16"
|
|
},
|
|
"name2": {
|
|
"val": "EQUITY_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "COMMODITIES_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "CASH_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"val": {
|
|
"val": "-3.82"
|
|
},
|
|
"name2": {
|
|
"val": "CURRENCY_K2_NET"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "ASSET_SECURITY_EXPOSURE"
|
|
}
|
|
]
|
|
}
|
|
}
|
|
}
|
|
} |