mirror of
https://gitlab.silvrtree.co.uk/martind2000/ft-webplatform.git
synced 2025-02-12 07:39:17 +00:00
3516 lines
96 KiB
JSON
3516 lines
96 KiB
JSON
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},
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|
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}
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},
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|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Australia/NZ"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "9.57"
|
|
},
|
|
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|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Metals"
|
|
},
|
|
"rank": {
|
|
"val": "7"
|
|
},
|
|
"val": {
|
|
"val": "10.41"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Australia/NZ"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "9.57"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "5.12"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "-7.85"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Metals"
|
|
},
|
|
"rank": {
|
|
"val": "8"
|
|
},
|
|
"val": {
|
|
"val": "10.41"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe"
|
|
},
|
|
"rank": {
|
|
"val": "9"
|
|
},
|
|
"val": {
|
|
"val": "7.97"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "9"
|
|
},
|
|
"val": {
|
|
"val": "-6.57"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "10"
|
|
},
|
|
"val": {
|
|
"val": "-6.57"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe"
|
|
},
|
|
"rank": {
|
|
"val": "10"
|
|
},
|
|
"val": {
|
|
"val": "7.97"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "US"
|
|
},
|
|
"rank": {
|
|
"val": "11"
|
|
},
|
|
"val": {
|
|
"val": "-5.59"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Metals"
|
|
},
|
|
"rank": {
|
|
"val": "11"
|
|
},
|
|
"val": {
|
|
"val": "6.54"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "US"
|
|
},
|
|
"rank": {
|
|
"val": "12"
|
|
},
|
|
"val": {
|
|
"val": "-5.59"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Metals"
|
|
},
|
|
"rank": {
|
|
"val": "12"
|
|
},
|
|
"val": {
|
|
"val": "6.54"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Australia/NZ"
|
|
},
|
|
"rank": {
|
|
"val": "13"
|
|
},
|
|
"val": {
|
|
"val": "4.59"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "US"
|
|
},
|
|
"rank": {
|
|
"val": "13"
|
|
},
|
|
"val": {
|
|
"val": "-6.32"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Australia/NZ"
|
|
},
|
|
"rank": {
|
|
"val": "14"
|
|
},
|
|
"val": {
|
|
"val": "4.59"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "US"
|
|
},
|
|
"rank": {
|
|
"val": "14"
|
|
},
|
|
"val": {
|
|
"val": "-6.32"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Japan"
|
|
},
|
|
"rank": {
|
|
"val": "15"
|
|
},
|
|
"val": {
|
|
"val": "2.36"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
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|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "15"
|
|
},
|
|
"val": {
|
|
"val": "6.10"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
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|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "16"
|
|
},
|
|
"val": {
|
|
"val": "6.10"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
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|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Japan"
|
|
},
|
|
"rank": {
|
|
"val": "16"
|
|
},
|
|
"val": {
|
|
"val": "2.36"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
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|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Japan"
|
|
},
|
|
"rank": {
|
|
"val": "17"
|
|
},
|
|
"val": {
|
|
"val": "-5.73"
|
|
},
|
|
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|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
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|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Non-US Developed Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "17"
|
|
},
|
|
"val": {
|
|
"val": "1.99"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
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|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Japan"
|
|
},
|
|
"rank": {
|
|
"val": "18"
|
|
},
|
|
"val": {
|
|
"val": "-5.73"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
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|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Non-US Developed Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "18"
|
|
},
|
|
"val": {
|
|
"val": "1.99"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
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|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Non-US Developed Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "19"
|
|
},
|
|
"val": {
|
|
"val": "5.52"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
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|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Markets"
|
|
},
|
|
"rank": {
|
|
"val": "19"
|
|
},
|
|
"val": {
|
|
"val": "-1.48"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Markets"
|
|
},
|
|
"rank": {
|
|
"val": "20"
|
|
},
|
|
"val": {
|
|
"val": "-1.48"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
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|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Non-US Developed Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "20"
|
|
},
|
|
"val": {
|
|
"val": "5.52"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Corporates"
|
|
},
|
|
"rank": {
|
|
"val": "21"
|
|
},
|
|
"val": {
|
|
"val": "2.22"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "21"
|
|
},
|
|
"val": {
|
|
"val": "1.32"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "22"
|
|
},
|
|
"val": {
|
|
"val": "1.32"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Corporates"
|
|
},
|
|
"rank": {
|
|
"val": "22"
|
|
},
|
|
"val": {
|
|
"val": "2.22"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Energy"
|
|
},
|
|
"rank": {
|
|
"val": "23"
|
|
},
|
|
"val": {
|
|
"val": "1.59"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "U.S. Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "23"
|
|
},
|
|
"val": {
|
|
"val": "1.25"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "U.S. Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "24"
|
|
},
|
|
"val": {
|
|
"val": "1.25"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Energy"
|
|
},
|
|
"rank": {
|
|
"val": "24"
|
|
},
|
|
"val": {
|
|
"val": "1.59"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "25"
|
|
},
|
|
"val": {
|
|
"val": "-1.37"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America"
|
|
},
|
|
"rank": {
|
|
"val": "25"
|
|
},
|
|
"val": {
|
|
"val": "-0.65"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America"
|
|
},
|
|
"rank": {
|
|
"val": "26"
|
|
},
|
|
"val": {
|
|
"val": "-0.65"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "26"
|
|
},
|
|
"val": {
|
|
"val": "-1.37"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America"
|
|
},
|
|
"rank": {
|
|
"val": "27"
|
|
},
|
|
"val": {
|
|
"val": "-1.22"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "27"
|
|
},
|
|
"val": {
|
|
"val": "0.31"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Europe - Rates"
|
|
},
|
|
"rank": {
|
|
"val": "28"
|
|
},
|
|
"val": {
|
|
"val": "0.31"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "North America"
|
|
},
|
|
"rank": {
|
|
"val": "28"
|
|
},
|
|
"val": {
|
|
"val": "-1.22"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "29"
|
|
},
|
|
"val": {
|
|
"val": "0.22"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Agriculture"
|
|
},
|
|
"rank": {
|
|
"val": "29"
|
|
},
|
|
"val": {
|
|
"val": "1.20"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Sovereign"
|
|
},
|
|
"rank": {
|
|
"val": "30"
|
|
},
|
|
"val": {
|
|
"val": "0.22"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Agriculture"
|
|
},
|
|
"rank": {
|
|
"val": "30"
|
|
},
|
|
"val": {
|
|
"val": "1.20"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Other"
|
|
},
|
|
"rank": {
|
|
"val": "31"
|
|
},
|
|
"val": {
|
|
"val": "-0.75"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia Pacific"
|
|
},
|
|
"rank": {
|
|
"val": "31"
|
|
},
|
|
"val": {
|
|
"val": "-0.12"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia Pacific"
|
|
},
|
|
"rank": {
|
|
"val": "32"
|
|
},
|
|
"val": {
|
|
"val": "-0.12"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Other"
|
|
},
|
|
"rank": {
|
|
"val": "32"
|
|
},
|
|
"val": {
|
|
"val": "-0.75"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Markets"
|
|
},
|
|
"rank": {
|
|
"val": "33"
|
|
},
|
|
"val": {
|
|
"val": "-0.45"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Other"
|
|
},
|
|
"rank": {
|
|
"val": "33"
|
|
},
|
|
"val": {
|
|
"val": "0.02"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Other"
|
|
},
|
|
"rank": {
|
|
"val": "34"
|
|
},
|
|
"val": {
|
|
"val": "0.02"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Markets"
|
|
},
|
|
"rank": {
|
|
"val": "34"
|
|
},
|
|
"val": {
|
|
"val": "-0.45"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia Pacific"
|
|
},
|
|
"rank": {
|
|
"val": "35"
|
|
},
|
|
"val": {
|
|
"val": "-0.35"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Corporates"
|
|
},
|
|
"rank": {
|
|
"val": "35"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Asia Pacific"
|
|
},
|
|
"rank": {
|
|
"val": "36"
|
|
},
|
|
"val": {
|
|
"val": "-0.35"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_NET"
|
|
},
|
|
"calType": {
|
|
"val": "Net Exposure"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Emerging Market Corporates"
|
|
},
|
|
"rank": {
|
|
"val": "36"
|
|
},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"calNameStd": {
|
|
"val": "TOTAL_PCT_OF_TOTAL_RISK"
|
|
},
|
|
"calType": {
|
|
"val": "Risk Exposure"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "SECTOR_ALLOCATION"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Systematic"
|
|
},
|
|
"val": {
|
|
"val": "64.23"
|
|
},
|
|
"name2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Systematic"
|
|
},
|
|
"val": {
|
|
"val": "27.76"
|
|
},
|
|
"name2": {
|
|
"val": "Aspect Capital Limited"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Systematic"
|
|
},
|
|
"val": {
|
|
"val": "24.09"
|
|
},
|
|
"name2": {
|
|
"val": "Graham Capital Management, L.P."
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Systematic"
|
|
},
|
|
"val": {
|
|
"val": "12.38"
|
|
},
|
|
"name2": {
|
|
"val": "P/E Investments, LLC"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Discretionary"
|
|
},
|
|
"val": {
|
|
"val": "35.77"
|
|
},
|
|
"name2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Discretionary"
|
|
},
|
|
"val": {
|
|
"val": "35.77"
|
|
},
|
|
"name2": {
|
|
"val": "Emso Asset Management Limited"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "MANAGER_ALLOCATION"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "USD"
|
|
},
|
|
"val": {
|
|
"val": "24,180,425.13"
|
|
},
|
|
"name2": {}
|
|
}
|
|
]
|
|
},
|
|
"type": "PRODUCT_AUM"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "STRATEGY"
|
|
},
|
|
"name2": {
|
|
"val": "Discretionary"
|
|
},
|
|
"val2": {
|
|
"val": "0 - 80%"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "STRATEGY"
|
|
},
|
|
"name2": {
|
|
"val": "Systematic"
|
|
},
|
|
"val2": {
|
|
"val": "0 - 80%"
|
|
}
|
|
},
|
|
{
|
|
"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": "Risk Exposure"
|
|
},
|
|
"val2": {}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "EXPOSURES"
|
|
},
|
|
"name2": {
|
|
"val": "Short Exposure"
|
|
},
|
|
"val2": {}
|
|
}
|
|
]
|
|
},
|
|
"type": "HEDGE_ALLOCATION"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "28/02/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstSecExpDtls": [
|
|
{
|
|
"expoType": {
|
|
"val": "Net Exposure % Total"
|
|
},
|
|
"expoTypeStd": {
|
|
"val": "SECURITYNET"
|
|
},
|
|
"expoCategory": {
|
|
"val": "Index/Multi-Security Derivatives"
|
|
},
|
|
"expoCategoryStd": {
|
|
"val": "SECURITY_MULTISEC_K2_NET"
|
|
},
|
|
"brkdwnPercent": {
|
|
"val": "13.53"
|
|
},
|
|
"expoSort": {
|
|
"val": "2"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"primFlag": {
|
|
"val": "N"
|
|
}
|
|
},
|
|
{
|
|
"expoType": {
|
|
"val": "Net Exposure % Total"
|
|
},
|
|
"expoTypeStd": {
|
|
"val": "SECURITYNET"
|
|
},
|
|
"expoCategory": {
|
|
"val": "Direct Securities"
|
|
},
|
|
"expoCategoryStd": {
|
|
"val": "SECURITY_SECURITIES_K2_NET"
|
|
},
|
|
"brkdwnPercent": {
|
|
"val": "7.45"
|
|
},
|
|
"expoSort": {
|
|
"val": "2"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"primFlag": {
|
|
"val": "N"
|
|
}
|
|
},
|
|
{
|
|
"expoType": {
|
|
"val": "Net Exposure % Total"
|
|
},
|
|
"expoTypeStd": {
|
|
"val": "SECURITYNET"
|
|
},
|
|
"expoCategory": {
|
|
"val": "Single Security Derivatives"
|
|
},
|
|
"expoCategoryStd": {
|
|
"val": "SECURITY_SINGLESEC_K2_NET"
|
|
},
|
|
"brkdwnPercent": {
|
|
"val": "-24.34"
|
|
},
|
|
"expoSort": {
|
|
"val": "2"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"primFlag": {
|
|
"val": "N"
|
|
}
|
|
},
|
|
{
|
|
"expoType": {
|
|
"val": "% of Risk Allocation"
|
|
},
|
|
"expoTypeStd": {
|
|
"val": "SECURITYRISK"
|
|
},
|
|
"expoCategory": {
|
|
"val": "Single Security Derivatives"
|
|
},
|
|
"expoCategoryStd": {
|
|
"val": "SECURITY_SINGLESEC_K2_RISK"
|
|
},
|
|
"brkdwnPercent": {
|
|
"val": "80.77"
|
|
},
|
|
"expoSort": {
|
|
"val": "1"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"expoType": {
|
|
"val": "% of Risk Allocation"
|
|
},
|
|
"expoTypeStd": {
|
|
"val": "SECURITYRISK"
|
|
},
|
|
"expoCategory": {
|
|
"val": "Index/Multi-Security Derivatives"
|
|
},
|
|
"expoCategoryStd": {
|
|
"val": "SECURITY_MULTISEC_K2_RISK"
|
|
},
|
|
"brkdwnPercent": {
|
|
"val": "17.80"
|
|
},
|
|
"expoSort": {
|
|
"val": "1"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"expoType": {
|
|
"val": "% of Risk Allocation"
|
|
},
|
|
"expoTypeStd": {
|
|
"val": "SECURITYRISK"
|
|
},
|
|
"expoCategory": {
|
|
"val": "Direct Securities"
|
|
},
|
|
"expoCategoryStd": {
|
|
"val": "SECURITY_SECURITIES_K2_RISK"
|
|
},
|
|
"brkdwnPercent": {
|
|
"val": "1.42"
|
|
},
|
|
"expoSort": {
|
|
"val": "1"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"primFlag": {
|
|
"val": "Y"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "SECURITY_EXPOSURE"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "28/02/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Equity"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "17.80"
|
|
},
|
|
"name2": {},
|
|
"val3": {
|
|
"val": "13.07"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Equity"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "23.39"
|
|
},
|
|
"name2": {
|
|
"val": "Non-US Developed"
|
|
},
|
|
"val3": {
|
|
"val": "19.39"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Equity"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "-5.59"
|
|
},
|
|
"name2": {
|
|
"val": "US"
|
|
},
|
|
"val3": {
|
|
"val": "-6.32"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Commodities"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "64.40"
|
|
},
|
|
"name2": {},
|
|
"val3": {
|
|
"val": "9.33"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Commodities"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "40.95"
|
|
},
|
|
"name2": {
|
|
"val": "Energy"
|
|
},
|
|
"val3": {
|
|
"val": "1.59"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Commodities"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "13.05"
|
|
},
|
|
"name2": {
|
|
"val": "Agriculture"
|
|
},
|
|
"val3": {
|
|
"val": "1.20"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Commodities"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "10.41"
|
|
},
|
|
"name2": {
|
|
"val": "Metals"
|
|
},
|
|
"val3": {
|
|
"val": "6.54"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "5.12"
|
|
},
|
|
"name2": {},
|
|
"val3": {
|
|
"val": "-7.85"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "1.99"
|
|
},
|
|
"name2": {
|
|
"val": "Non-US Developed Sovereign"
|
|
},
|
|
"val3": {
|
|
"val": "5.52"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "1.32"
|
|
},
|
|
"name2": {
|
|
"val": "North America - Rates"
|
|
},
|
|
"val3": {
|
|
"val": "-6.57"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "1.25"
|
|
},
|
|
"name2": {
|
|
"val": "U.S. Sovereign"
|
|
},
|
|
"val3": {
|
|
"val": "-12.99"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "0.31"
|
|
},
|
|
"name2": {
|
|
"val": "Europe - Rates"
|
|
},
|
|
"val3": {
|
|
"val": "-1.37"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "0.22"
|
|
},
|
|
"name2": {
|
|
"val": "Emerging Market Sovereign"
|
|
},
|
|
"val3": {
|
|
"val": "6.10"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "0.02"
|
|
},
|
|
"name2": {
|
|
"val": "Other"
|
|
},
|
|
"val3": {
|
|
"val": "-0.75"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "0.00"
|
|
},
|
|
"name2": {
|
|
"val": "Emerging Market Corporates"
|
|
},
|
|
"val3": {
|
|
"val": "2.22"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "12.67"
|
|
},
|
|
"name2": {},
|
|
"val3": {
|
|
"val": "-17.91"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "7.97"
|
|
},
|
|
"name2": {
|
|
"val": "Europe"
|
|
},
|
|
"val3": {
|
|
"val": "-19.73"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "4.59"
|
|
},
|
|
"name2": {
|
|
"val": "Australia/NZ"
|
|
},
|
|
"val3": {
|
|
"val": "9.57"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "2.36"
|
|
},
|
|
"name2": {
|
|
"val": "Japan"
|
|
},
|
|
"val3": {
|
|
"val": "-5.73"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "-0.12"
|
|
},
|
|
"name2": {
|
|
"val": "Asia Pacific"
|
|
},
|
|
"val3": {
|
|
"val": "-0.35"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "-0.65"
|
|
},
|
|
"name2": {
|
|
"val": "North America"
|
|
},
|
|
"val3": {
|
|
"val": "-1.22"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Currency"
|
|
},
|
|
"rank": {},
|
|
"val": {
|
|
"val": "-1.48"
|
|
},
|
|
"name2": {
|
|
"val": "Emerging Markets"
|
|
},
|
|
"val3": {
|
|
"val": "-0.45"
|
|
},
|
|
"rollupLevel": {},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "K2_PORTFOLIO_ALLOCATION"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "28/02/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure % Total"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "13.07"
|
|
},
|
|
"name2": {
|
|
"val": "Equity"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "N"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "EQUITY_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure % Total"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "9.33"
|
|
},
|
|
"name2": {
|
|
"val": "Commodities"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "N"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "COMMODITIES_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure % Total"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "-7.85"
|
|
},
|
|
"name2": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "N"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "FIXED_INCOME_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure % Total"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "-17.91"
|
|
},
|
|
"name2": {
|
|
"val": "Currency"
|
|
},
|
|
"val2": {
|
|
"val": "2"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "N"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "CURRENCY_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "% of Risk Allocation"
|
|
},
|
|
"rank": {
|
|
"val": "1"
|
|
},
|
|
"val": {
|
|
"val": "64.40"
|
|
},
|
|
"name2": {
|
|
"val": "Commodities"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETRISK"
|
|
},
|
|
"name2Std": {
|
|
"val": "COMMODITIES_K2_RISK"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "% of Risk Allocation"
|
|
},
|
|
"rank": {
|
|
"val": "2"
|
|
},
|
|
"val": {
|
|
"val": "17.80"
|
|
},
|
|
"name2": {
|
|
"val": "Equity"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETRISK"
|
|
},
|
|
"name2Std": {
|
|
"val": "EQUITY_K2_RISK"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "% of Risk Allocation"
|
|
},
|
|
"rank": {
|
|
"val": "3"
|
|
},
|
|
"val": {
|
|
"val": "12.67"
|
|
},
|
|
"name2": {
|
|
"val": "Currency"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETRISK"
|
|
},
|
|
"name2Std": {
|
|
"val": "CURRENCY_K2_RISK"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "% of Risk Allocation"
|
|
},
|
|
"rank": {
|
|
"val": "4"
|
|
},
|
|
"val": {
|
|
"val": "5.12"
|
|
},
|
|
"name2": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"val2": {
|
|
"val": "1"
|
|
},
|
|
"isPrimFlag": {
|
|
"val": "Y"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETRISK"
|
|
},
|
|
"name2Std": {
|
|
"val": "FIXED_INCOME_K2_RISK"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "ASSET_EXPOSURE"
|
|
},
|
|
{
|
|
"asOfDate": {
|
|
"val": "28/02/2017"
|
|
},
|
|
"brkDwnLst": {
|
|
"lstDtls": [
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val": {
|
|
"val": "13.07"
|
|
},
|
|
"name2": {
|
|
"val": "Equity"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "EQUITY_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val": {
|
|
"val": "9.33"
|
|
},
|
|
"name2": {
|
|
"val": "Commodities"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "COMMODITIES_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val": {
|
|
"val": "-7.85"
|
|
},
|
|
"name2": {
|
|
"val": "Fixed Income"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "FIXED_INCOME_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val": {
|
|
"val": "-17.91"
|
|
},
|
|
"name2": {
|
|
"val": "Currency"
|
|
},
|
|
"nameStd": {
|
|
"val": "ASSETNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "CURRENCY_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val": {
|
|
"val": "13.53"
|
|
},
|
|
"name2": {
|
|
"val": "Index/Multi-Security Derivatives"
|
|
},
|
|
"nameStd": {
|
|
"val": "SECURITYNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "SECURITY_MULTISEC_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val": {
|
|
"val": "7.45"
|
|
},
|
|
"name2": {
|
|
"val": "Direct Securities"
|
|
},
|
|
"nameStd": {
|
|
"val": "SECURITYNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "SECURITY_SECURITIES_K2_NET"
|
|
}
|
|
},
|
|
{
|
|
"name": {
|
|
"val": "Net Exposure"
|
|
},
|
|
"val": {
|
|
"val": "-24.34"
|
|
},
|
|
"name2": {
|
|
"val": "Single Security Derivatives"
|
|
},
|
|
"nameStd": {
|
|
"val": "SECURITYNET"
|
|
},
|
|
"name2Std": {
|
|
"val": "SECURITY_SINGLESEC_K2_NET"
|
|
}
|
|
}
|
|
]
|
|
},
|
|
"type": "ASSET_SECURITY_EXPOSURE"
|
|
}
|
|
]
|
|
},
|
|
"riskForecast": {
|
|
"fundID": {
|
|
"val": "21374"
|
|
},
|
|
"name": {
|
|
"val": "Franklin K2 Global Macro Opportunities Fund"
|
|
},
|
|
"asOfDate": {
|
|
"val": "31/03/2017"
|
|
},
|
|
"calcType": {
|
|
"val": "Default"
|
|
},
|
|
"betaOneYear": {},
|
|
"stdDevOneYear": {},
|
|
"varOneMo": {
|
|
"val": "-2.36"
|
|
}
|
|
}
|
|
}
|
|
}
|
|
} |