mirror of
https://gitlab.silvrtree.co.uk/martind2000/ft-webplatform.git
synced 2025-02-15 02:59:16 +00:00
3479 lines
89 KiB
JSON
3479 lines
89 KiB
JSON
{
|
|
"globalProductsValue": {
|
|
"portfolioIntlValue": {
|
|
"fundID": {
|
|
"val": "18904"
|
|
},
|
|
"holdings": [
|
|
{
|
|
"fundID": {
|
|
"val": "18904"
|
|
},
|
|
"asOfDate": {
|
|
"val": "31/08/2017"
|
|
},
|
|
"hldingDetails": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Source Physical Gold P-ETC"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "6.43"
|
|
},
|
|
"sectorName": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Government of New Zealand, senior bond, Reg S, 5.50%, 4/15/23"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "3.22"
|
|
},
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|
"sectorName": {
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|
"val": "Fixed Income"
|
|
},
|
|
"sectorNameSTD": {
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"val": "Government securities"
|
|
},
|
|
"rolUp": {},
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|
"asset": {},
|
|
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|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Templeton Emerging Markets Smaller Cos. Fund, Class BJ"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "2.55"
|
|
},
|
|
"sectorName": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
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|
"val": "Franklin Emerging Market Corporate Debt Fund, Class 3E"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "2.53"
|
|
},
|
|
"sectorName": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Italy Treasury Bond, senior note, .75%, 1/15/18"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "2.48"
|
|
},
|
|
"sectorName": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Government securities"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Government of Spain, senior note, .25%, 1/31/19"
|
|
},
|
|
"rank": {
|
|
"val": "6"
|
|
},
|
|
"val": {
|
|
"val": "2.30"
|
|
},
|
|
"sectorName": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Government securities"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Government of Spain, senior note, .25%, 4/30/18"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "2.12"
|
|
},
|
|
"sectorName": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Government securities"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Italy Buoni Poliennali del Tesoro, senior note, .05%, 10/15/19"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "1.96"
|
|
},
|
|
"sectorName": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Government securities"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Templeton Emerging Markets Bond Fund, Class BJ"
|
|
},
|
|
"rank": {
|
|
"val": "9"
|
|
},
|
|
"val": {
|
|
"val": "1.87"
|
|
},
|
|
"sectorName": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Diversified Financials"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asian Development Bank, 6.45%, 8/08/21"
|
|
},
|
|
"rank": {
|
|
"val": "10"
|
|
},
|
|
"val": {
|
|
"val": "1.80"
|
|
},
|
|
"sectorName": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"sectorNameSTD": {
|
|
"val": "Government securities"
|
|
},
|
|
"rolUp": {},
|
|
"asset": {},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AND_FIXED_INC_PCT_OF_TOTAL_INC_CASH"
|
|
},
|
|
"calName": {
|
|
"val": "% of Total"
|
|
}
|
|
}
|
|
],
|
|
"stats": {
|
|
"fundID": {
|
|
"val": "18904"
|
|
},
|
|
"totalNetAsset": {},
|
|
"priceToBValWgtAvg": {
|
|
"val": "3.21"
|
|
},
|
|
"priceToCFlowWgtAvg": {
|
|
"val": "9.27"
|
|
},
|
|
"priceToEarnWgtAvg": {
|
|
"val": "16.85"
|
|
},
|
|
"avgCrdQltyRating": {
|
|
"val": "BBB+"
|
|
},
|
|
"avgLifeWgtAvg": {
|
|
"val": "1.65"
|
|
},
|
|
"durationOADWgtAvg": {
|
|
"val": "1.74 Years"
|
|
},
|
|
"maturityWgtAvg": {},
|
|
"yldToMatrtyWgtAvg": {},
|
|
"mktCapWgtAvg": {
|
|
"val": "68,592.81"
|
|
},
|
|
"nbrOfScrtyExclCash": {
|
|
"val": "296"
|
|
},
|
|
"nbrOfScrtyInclCash": {
|
|
"val": "303"
|
|
},
|
|
"portfolioTurnOverRatioTwlMth": {},
|
|
"nbrOfIssuers": {
|
|
"val": "231"
|
|
},
|
|
"yldToWorstWgtAvg": {
|
|
"val": "0.36"
|
|
},
|
|
"durntModWrstWgtAVg": {},
|
|
"asOfDate": {
|
|
"val": "31/08/2017"
|
|
},
|
|
"fundCategory": {
|
|
"val": "Multi-Asset"
|
|
},
|
|
"priceToEarningRatioFwd": {},
|
|
"weightedYield": {}
|
|
},
|
|
"breakdown": {
|
|
"brkdwnDet": [
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/08/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Alternatives"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "51.73"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "43.89"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Equity"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "33.75"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Cash & Cash Equivalents"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "4.77"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency Investments"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "2.27"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Commodity"
|
|
},
|
|
"rank": {
|
|
"val": "6"
|
|
},
|
|
"val": {
|
|
"val": "-0.01"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Cash Offsets"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "-36.40"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "ASSET_ALLOCATION"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/08/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Europe ex-UK"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "39.31"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe ex-UK"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "36.96"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "23.44"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "20.04"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Latin America"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "16.58"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia ex-Japan"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "13.80"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Other"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "7.51"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "United Kingdom"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "13.34"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Australasia"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "5.81"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Mid-East/Africa"
|
|
},
|
|
"rank": {
|
|
"val": "5"
|
|
},
|
|
"val": {
|
|
"val": "7.84"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia ex-Japan"
|
|
},
|
|
"rank": {
|
|
"val": "6"
|
|
},
|
|
"val": {
|
|
"val": "3.23"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Japan"
|
|
},
|
|
"rank": {
|
|
"val": "6"
|
|
},
|
|
"val": {
|
|
"val": "4.89"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "United Kingdom"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "2.09"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Australasia"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "2.27"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Mid-East/Africa"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "2.05"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "FI_AS_PCT_OF_FI_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Fixed Income (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Latin America"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "0.86"
|
|
},
|
|
"rollupLevel": {
|
|
"val": "1"
|
|
},
|
|
"calNameStd": {
|
|
"val": "EQUITY_AS_PCT_OF_EQUITY_EXP"
|
|
},
|
|
"calType": {
|
|
"val": "% of Equity (Exposure)"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "COUNTRY_ALLOCATION"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/08/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "EUR"
|
|
},
|
|
"val": {
|
|
"val": "211,316,347.86"
|
|
},
|
|
"name2": {}
|
|
}
|
|
]
|
|
},
|
|
"type": "PRODUCT_AUM"
|
|
}
|
|
]
|
|
},
|
|
"riskCntr": {
|
|
"fundID": {
|
|
"val": "18904"
|
|
},
|
|
"asOfDate": {
|
|
"val": "31/08/2017"
|
|
},
|
|
"RiskFactDt": {
|
|
"lstDtls": [
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {
|
|
"val": "FI-EM-Rates"
|
|
},
|
|
"portAvg": {
|
|
"val": "7.06"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.20"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "12.90"
|
|
},
|
|
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|
|
"val": "Growth"
|
|
},
|
|
"fact2Std": {
|
|
"val": "FI-EM-Rates"
|
|
},
|
|
"startDt": {
|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "495"
|
|
},
|
|
"factCode": {
|
|
"val": "99999999"
|
|
},
|
|
"factName": {
|
|
"val": "FI-EM-Rates"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "2"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {
|
|
"val": "FI-Global-Credit"
|
|
},
|
|
"portAvg": {
|
|
"val": "10.08"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.29"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "6.76"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2Std": {
|
|
"val": "FI-Global-Credit"
|
|
},
|
|
"startDt": {
|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "602"
|
|
},
|
|
"factCode": {
|
|
"val": "999999"
|
|
},
|
|
"factName": {
|
|
"val": "FI-Global-Credit"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "2"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {
|
|
"val": "1.46"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.38"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {},
|
|
"fact1Std": {
|
|
"val": "Growth"
|
|
},
|
|
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|
|
"val": "EQ-DM-Beta"
|
|
},
|
|
"startDt": {
|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "710"
|
|
},
|
|
"factCode": {
|
|
"val": "1000001"
|
|
},
|
|
"factName": {
|
|
"val": "EQ-DM-Beta"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "2"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {
|
|
"val": "EQ-Global-Quality/Dividend"
|
|
},
|
|
"portAvg": {
|
|
"val": "38.19"
|
|
},
|
|
"portCntr": {
|
|
"val": "-1.66"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "80.37"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2Std": {
|
|
"val": "EQ-Global-Quality/Dividend"
|
|
},
|
|
"startDt": {
|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "623"
|
|
},
|
|
"factCode": {
|
|
"val": "999999"
|
|
},
|
|
"factName": {
|
|
"val": "EQ-Global-Quality/Dividend"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "2"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {
|
|
"val": "FI-EM-Credit"
|
|
},
|
|
"portAvg": {
|
|
"val": "2.45"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.09"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "2.95"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2Std": {
|
|
"val": "FI-EM-Credit"
|
|
},
|
|
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|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "494"
|
|
},
|
|
"factCode": {
|
|
"val": "99999999"
|
|
},
|
|
"factName": {
|
|
"val": "FI-EM-Credit"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "2"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {
|
|
"val": "0.50"
|
|
},
|
|
"portCntr": {
|
|
"val": "0.01"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {},
|
|
"fact1Std": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2Std": {
|
|
"val": "EQ-EM-Beta"
|
|
},
|
|
"startDt": {
|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "711"
|
|
},
|
|
"factCode": {
|
|
"val": "1000002"
|
|
},
|
|
"factName": {
|
|
"val": "EQ-EM-Beta"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "2"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {
|
|
"val": "62.17"
|
|
},
|
|
"portCntr": {
|
|
"val": "-2.63"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "109.89"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2Std": {
|
|
"val": " "
|
|
},
|
|
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|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "2"
|
|
},
|
|
"factCode": {
|
|
"val": "200000"
|
|
},
|
|
"factName": {
|
|
"val": "GROWTH"
|
|
},
|
|
"factLevelName": {
|
|
"val": "SUPER FACTOR"
|
|
},
|
|
"parentFactSysNo": {},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"fact1": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2": {
|
|
"val": "EQ-EM-Small Cap"
|
|
},
|
|
"portAvg": {
|
|
"val": "2.26"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.03"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "5.81"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Growth"
|
|
},
|
|
"fact2Std": {
|
|
"val": "EQ-EM-Small Cap"
|
|
},
|
|
"startDt": {
|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "489"
|
|
},
|
|
"factCode": {
|
|
"val": "99999999"
|
|
},
|
|
"factName": {
|
|
"val": "EQ-EM-Small Cap"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "2"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"fact1": {
|
|
"val": "Defensive"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {
|
|
"val": "-0.00"
|
|
},
|
|
"portCntr": {
|
|
"val": "0.00"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "-0.30"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Defensive"
|
|
},
|
|
"fact2Std": {
|
|
"val": "Commodity-Call Writing"
|
|
},
|
|
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|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "9999"
|
|
},
|
|
"factCode": {
|
|
"val": "99999999"
|
|
},
|
|
"factName": {
|
|
"val": "Unassigned"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "515"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"fact1": {
|
|
"val": "Defensive"
|
|
},
|
|
"fact2": {
|
|
"val": "FI-US-Rates"
|
|
},
|
|
"portAvg": {
|
|
"val": "4.57"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.05"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "1.72"
|
|
},
|
|
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|
|
"val": "Defensive"
|
|
},
|
|
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|
|
"val": "FI-US-Rates"
|
|
},
|
|
"startDt": {
|
|
"val": "01/06/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "487"
|
|
},
|
|
"factCode": {
|
|
"val": "99999999"
|
|
},
|
|
"factName": {
|
|
"val": "FI-US-Rates"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "1"
|
|
},
|
|
"fPeriod": {
|
|
"val": "3"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"fact1": {
|
|
"val": "Defensive"
|
|
},
|
|
"fact2": {
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"val": "2.32"
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},
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"val": "0.06"
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|
},
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"val": "0.59"
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},
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|
"val": "Stable"
|
|
},
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|
|
"val": "Commodity-Carry"
|
|
},
|
|
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|
|
"val": "01/08/2017"
|
|
},
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"val": "511"
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|
},
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|
"factCode": {
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"val": "99999999"
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|
},
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"factName": {
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"val": "Commodity-Carry"
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|
},
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|
"factLevelName": {
|
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"val": "FACTOR_GROUP"
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|
},
|
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"parentFactSysNo": {
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"val": "4"
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},
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"fPeriod": {
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"val": "1"
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}
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},
|
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{
|
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"rolup": {},
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|
"rank": {
|
|
"val": "3"
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|
},
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"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {},
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"portAvg": {
|
|
"val": "2.88"
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|
},
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"portCntr": {
|
|
"val": "0.02"
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|
},
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"portHistCntr": {},
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"portForeCntr": {
|
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"val": "1.12"
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|
},
|
|
"fact1Std": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2Std": {
|
|
"val": "FI-EM-Rates Sh. Term"
|
|
},
|
|
"startDt": {
|
|
"val": "01/08/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "651"
|
|
},
|
|
"factCode": {
|
|
"val": "999999"
|
|
},
|
|
"factName": {
|
|
"val": "FI-EM-Rates Sh. Term"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "4"
|
|
},
|
|
"fPeriod": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {
|
|
"val": "14.94"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.00"
|
|
},
|
|
"portHistCntr": {},
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|
"portForeCntr": {
|
|
"val": "0.51"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2Std": {
|
|
"val": "FI-Eurozone-Rates Sh. Term"
|
|
},
|
|
"startDt": {
|
|
"val": "01/08/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "652"
|
|
},
|
|
"factCode": {
|
|
"val": "999999"
|
|
},
|
|
"factName": {
|
|
"val": "FI-Eurozone-Rates Sh. Term"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "4"
|
|
},
|
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"fPeriod": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "Commodity-Liquidity"
|
|
},
|
|
"portAvg": {
|
|
"val": "6.77"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.00"
|
|
},
|
|
"portHistCntr": {},
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|
"portForeCntr": {
|
|
"val": "0.95"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2Std": {
|
|
"val": "Commodity-Liquidity"
|
|
},
|
|
"startDt": {
|
|
"val": "01/08/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "546"
|
|
},
|
|
"factCode": {
|
|
"val": "999999"
|
|
},
|
|
"factName": {
|
|
"val": "Commodity-Liquidity"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "4"
|
|
},
|
|
"fPeriod": {
|
|
"val": "1"
|
|
}
|
|
},
|
|
{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {},
|
|
"portAvg": {
|
|
"val": "1.33"
|
|
},
|
|
"portCntr": {
|
|
"val": "-0.01"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "0.86"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2Std": {
|
|
"val": "FI-US-Rates Sh. Term"
|
|
},
|
|
"startDt": {
|
|
"val": "01/08/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "654"
|
|
},
|
|
"factCode": {
|
|
"val": "999999"
|
|
},
|
|
"factName": {
|
|
"val": "FI-US-Rates Sh. Term"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "4"
|
|
},
|
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"fPeriod": {
|
|
"val": "1"
|
|
}
|
|
},
|
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{
|
|
"rolup": {},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"fact1": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2": {
|
|
"val": "EQ-Global-Risk Premia"
|
|
},
|
|
"portAvg": {
|
|
"val": "24.23"
|
|
},
|
|
"portCntr": {
|
|
"val": "0.10"
|
|
},
|
|
"portHistCntr": {},
|
|
"portForeCntr": {
|
|
"val": "3.40"
|
|
},
|
|
"fact1Std": {
|
|
"val": "Stable"
|
|
},
|
|
"fact2Std": {
|
|
"val": "EQ-Global-Risk Premia"
|
|
},
|
|
"startDt": {
|
|
"val": "01/08/2017"
|
|
},
|
|
"factSysNo": {
|
|
"val": "616"
|
|
},
|
|
"factCode": {
|
|
"val": "999999"
|
|
},
|
|
"factName": {
|
|
"val": "EQ-Global-Risk Premia"
|
|
},
|
|
"factLevelName": {
|
|
"val": "FACTOR_GROUP"
|
|
},
|
|
"parentFactSysNo": {
|
|
"val": "4"
|
|
},
|
|
"fPeriod": {
|
|
"val": "1"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"currency": {
|
|
"val": "EUR"
|
|
},
|
|
"calNameStd": {
|
|
"val": "RISK"
|
|
}
|
|
}
|
|
}
|
|
}
|
|
}
|