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76920442b1
ft-webplatform/test/data/en-gb/21390/gw.portfolio.json
Martin Donnelly 76920442b1 init
2017-09-28 13:04:16 +01:00

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{
"globalProductsValue": {
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},
"val": {
"val": "0.83"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "18"
},
"val": {
"val": "-0.41"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "18"
},
"val": {
"val": "0.83"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "19"
},
"val": {
"val": "0.78"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "19"
},
"val": {
"val": "-0.17"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "19"
},
"val": {
"val": "0.83"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "20"
},
"val": {
"val": "0.78"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "20"
},
"val": {
"val": "-0.17"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "20"
},
"val": {
"val": "0.83"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "21"
},
"val": {
"val": "-0.03"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "21"
},
"val": {
"val": "0.78"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "21"
},
"val": {
"val": "0.74"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "22"
},
"val": {
"val": "-0.03"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "22"
},
"val": {
"val": "0.78"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "22"
},
"val": {
"val": "0.74"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "23"
},
"val": {
"val": "-0.01"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "23"
},
"val": {
"val": "0.70"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "23"
},
"val": {
"val": "0.70"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "24"
},
"val": {
"val": "-0.01"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "24"
},
"val": {
"val": "0.70"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "24"
},
"val": {
"val": "0.70"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "25"
},
"val": {
"val": "-0.00"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "25"
},
"val": {
"val": "0.67"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "25"
},
"val": {
"val": "0.67"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "26"
},
"val": {
"val": "-0.00"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "26"
},
"val": {
"val": "0.67"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "26"
},
"val": {
"val": "0.67"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "27"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "27"
},
"val": {
"val": "0.48"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "27"
},
"val": {
"val": "-0.51"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "28"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "28"
},
"val": {
"val": "0.48"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "28"
},
"val": {
"val": "-0.51"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "29"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "29"
},
"val": {
"val": "0.46"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "29"
},
"val": {
"val": "0.48"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "30"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "30"
},
"val": {
"val": "0.46"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "30"
},
"val": {
"val": "0.48"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "31"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "31"
},
"val": {
"val": "0.38"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "31"
},
"val": {
"val": "-0.44"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "32"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "32"
},
"val": {
"val": "0.38"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "32"
},
"val": {
"val": "-0.44"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "33"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "33"
},
"val": {
"val": "0.20"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "33"
},
"val": {
"val": "-0.43"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "34"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "34"
},
"val": {
"val": "0.20"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "34"
},
"val": {
"val": "-0.43"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "35"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "35"
},
"val": {
"val": "0.09"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "35"
},
"val": {
"val": "0.42"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "36"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "36"
},
"val": {
"val": "0.42"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "36"
},
"val": {
"val": "0.09"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "37"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "37"
},
"val": {
"val": "0.20"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "37"
},
"val": {
"val": "0.03"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "38"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "38"
},
"val": {
"val": "0.20"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "38"
},
"val": {
"val": "0.03"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "39"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "39"
},
"val": {
"val": "-0.17"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "39"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "40"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "40"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "40"
},
"val": {
"val": "-0.17"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "41"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "41"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "41"
},
"val": {
"val": "-0.13"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "42"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "42"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "42"
},
"val": {
"val": "-0.13"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "43"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "43"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "43"
},
"val": {
"val": "-0.03"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "44"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "44"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "44"
},
"val": {
"val": "-0.03"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "45"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Residential Mortgage Backed Securities"
},
"rank": {
"val": "45"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "45"
},
"val": {
"val": "0.02"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "46"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Residential Mortgage Backed Securities"
},
"rank": {
"val": "46"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"rank": {
"val": "46"
},
"val": {
"val": "0.02"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "47"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "47"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "47"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "48"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "48"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "48"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "49"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "49"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "49"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "50"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "50"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "50"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "51"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "51"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "51"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "52"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Commercial Mortgage Backed Securities"
},
"rank": {
"val": "52"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Residential Mortgage Backed Securities"
},
"rank": {
"val": "52"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Emerging Market Corporates"
},
"rank": {
"val": "53"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Currencies"
},
"rank": {
"val": "53"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Residential Mortgage Backed Securities"
},
"rank": {
"val": "53"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "54"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "54"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "54"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Emerging Market Sovereign"
},
"rank": {
"val": "55"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "55"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "55"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "56"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "56"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "56"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "57"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Equity"
},
"rank": {
"val": "57"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "57"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "58"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Government"
},
"rank": {
"val": "58"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "58"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "59"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "59"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Asset-Backed Securities"
},
"rank": {
"val": "59"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "60"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "High Yield Corporates"
},
"rank": {
"val": "60"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Bank Loans"
},
"rank": {
"val": "60"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Other"
},
"rank": {
"val": "61"
},
"val": {
"val": "0.00"
}
},
{
"name": {
"val": "Investment Grade Corporates"
},
"rank": {
"val": "61"
},
"val": {
"val": "0.00"
}
},
{
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{
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{
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{
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"lstDtls": [
{
"name": {
"val": "Credit Long Short"
},
"val": {
"val": "43.91"
},
"name2": {}
},
{
"name": {
"val": "Credit Long Short"
},
"val": {
"val": "23.39"
},
"name2": {
"val": "Apollo SA Management, LLC"
}
},
{
"name": {
"val": "Credit Long Short"
},
"val": {
"val": "20.51"
},
"name2": {
"val": "Chatham Asset Management, LLC"
}
},
{
"name": {
"val": "Structured Credit"
},
"val": {
"val": "36.49"
},
"name2": {}
},
{
"name": {
"val": "Structured Credit"
},
"val": {
"val": "18.41"
},
"name2": {
"val": "Ellington Global Asset Management, LLC"
}
},
{
"name": {
"val": "Structured Credit"
},
"val": {
"val": "18.09"
},
"name2": {
"val": "Candlewood Investment Group, L.P."
}
},
{
"name": {
"val": "Emerging Market Fixed Income"
},
"val": {
"val": "19.60"
},
"name2": {}
},
{
"name": {
"val": "Emerging Market Fixed Income"
},
"val": {
"val": "19.60"
},
"name2": {
"val": "Emso Asset Management Limited"
}
}
]
},
"type": "MANAGER_ALLOCATION"
},
{
"asOfDate": {
"val": "31/03/2017"
},
"brkDwnLst": {
"lstDtls": [
{
"name": {
"val": "USD"
},
"val": {
"val": "70,530,012.50"
},
"name2": {}
}
]
},
"type": "PRODUCT_AUM"
},
{
"asOfDate": {
"val": "31/03/2017"
},
"brkDwnLst": {
"lstDtls": [
{
"name": {
"val": "STRATEGY"
},
"name2": {
"val": "Structured Credit"
},
"val2": {
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}
},
{
"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": {}
},
{
"name": {
"val": "STRATEGY"
},
"name2": {
"val": "Credit Long Short"
},
"val2": {
"val": "30% - 70%"
}
},
{
"name": {
"val": "STRATEGY"
},
"name2": {
"val": "Emerging Market Fixed Income"
},
"val2": {
"val": "0 - 30%"
}
}
]
},
"type": "HEDGE_ALLOCATION"
},
{
"asOfDate": {
"val": "28/02/2017"
},
"brkDwnLst": {
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{
"name": {
"val": "SECURITYGROSS"
},
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"val": "1"
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"val": {
"val": "29.40"
},
"name2": {
"val": "SECURITY_MULTISEC_K2_GROSS"
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},
{
"name": {
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},
"rank": {
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"val": {
"val": "28.26"
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"name2": {
"val": "SECURITY_SECURITIES_K2_GROSS"
}
},
{
"name": {
"val": "SECURITYGROSS"
},
"rank": {
"val": "3"
},
"val": {
"val": "28.26"
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"name2": {
"val": "SECURITY_SECURITIES_K2_GROSS"
}
},
{
"name": {
"val": "SECURITYGROSS"
},
"rank": {
"val": "4"
},
"val": {
"val": "13.72"
},
"name2": {
"val": "SECURITY_SINGLESEC_K2_GROSS"
}
},
{
"name": {
"val": "SECURITYNET"
},
"rank": {
"val": "1"
},
"val": {
"val": "28.26"
},
"name2": {
"val": "SECURITY_SECURITIES_K2_NET"
}
},
{
"name": {
"val": "SECURITYNET"
},
"rank": {
"val": "2"
},
"val": {
"val": "28.26"
},
"name2": {
"val": "SECURITY_SECURITIES_K2_NET"
}
},
{
"name": {
"val": "SECURITYNET"
},
"rank": {
"val": "3"
},
"val": {
"val": "26.50"
},
"name2": {
"val": "SECURITY_MULTISEC_K2_NET"
}
},
{
"name": {
"val": "SECURITYNET"
},
"rank": {
"val": "4"
},
"val": {
"val": "-12.06"
},
"name2": {
"val": "SECURITY_SINGLESEC_K2_NET"
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}
]
},
"type": "SECURITY_EXPOSURE"
},
{
"asOfDate": {
"val": "31/03/2017"
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{
"name": {
"val": "North America"
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"val": "1"
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},
"val3": {
"val": "48.67"
}
},
{
"name": {
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},
"rank": {
"val": "2"
},
"val": {
"val": "19.93"
},
"name2": {
"val": "Residential Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "19.93"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
},
"val": {
"val": "22.53"
},
"name2": {
"val": "High Yield Corporates"
},
"val2": {
"val": "-2.64"
},
"val3": {
"val": "19.89"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
},
"val": {
"val": "6.43"
},
"name2": {
"val": "Commercial Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "6.43"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
},
"val": {
"val": "2.05"
},
"name2": {
"val": "Asset-Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "2.05"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
},
"val": {
"val": "1.29"
},
"name2": {
"val": "Equity"
},
"val2": {
"val": "-0.55"
},
"val3": {
"val": "0.74"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.70"
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"name2": {
"val": "Emerging Market Corporates"
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"val2": {
"val": "0.00"
},
"val3": {
"val": "0.70"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
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"val": {
"val": "0.00"
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},
{
"name": {
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},
"rank": {
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},
"val": {
"val": "0.00"
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"val": "0.00"
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"val3": {
"val": "0.00"
}
},
{
"name": {
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"val": "2"
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"val": {
"val": "0.00"
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"val": "0.00"
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"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "North America"
},
"rank": {
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},
"val": {
"val": "0.00"
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"name2": {
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},
"val2": {
"val": "0.00"
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"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "North America"
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"rank": {
"val": "2"
},
"val": {
"val": "0.38"
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"val": "Government"
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"val2": {
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"val3": {
"val": "-0.13"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.09"
},
"name2": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"val2": {
"val": "-0.53"
},
"val3": {
"val": "-0.43"
}
},
{
"name": {
"val": "North America"
},
"rank": {
"val": "2"
},
"val": {
"val": "2.14"
},
"name2": {
"val": "Investment Grade Corporates"
},
"val2": {
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},
"val3": {
"val": "-0.51"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "1"
},
"val": {
"val": "5.86"
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"name2": {},
"val2": {
"val": "-0.85"
},
"val3": {
"val": "5.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "1"
},
"val": {
"val": "0.48"
},
"name2": {},
"val2": {
"val": "-0.20"
},
"val3": {
"val": "0.28"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.48"
},
"name2": {
"val": "High Yield Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.48"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Commercial Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Investment Grade Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Emerging Market Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Asset-Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Government"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Residential Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
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"name2": {
"val": "Emerging Market Sovereign"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Bank Loans"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Other"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Equity"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Credit Default Swaps / Credit Default Swap Index"
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"val": "-0.03"
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"val3": {
"val": "-0.03"
}
},
{
"name": {
"val": "Asia Pacific"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Currencies"
},
"val2": {
"val": "-0.17"
},
"val3": {
"val": "-0.17"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "1"
},
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"val": "4.02"
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"name2": {},
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"val": "-6.28"
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"val3": {
"val": "-2.26"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "2.65"
},
"name2": {
"val": "High Yield Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "2.65"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.67"
},
"name2": {
"val": "Emerging Market Sovereign"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.67"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.20"
},
"name2": {
"val": "Equity"
},
"val2": {
"val": "-0.00"
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"val3": {
"val": "0.20"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.03"
},
"name2": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"val2": {
"val": "-0.01"
},
"val3": {
"val": "0.02"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Bank Loans"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Emerging Market Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Investment Grade Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Residential Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Commercial Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Other"
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"val2": {
"val": "0.00"
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"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Europe"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
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"name2": {
"val": "Asset-Backed Securities"
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"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Europe"
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"rank": {
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},
"val": {
"val": "0.46"
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"name2": {
"val": "Government"
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"val2": {
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"val3": {
"val": "-2.61"
}
},
{
"name": {
"val": "Europe"
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"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Currencies"
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"val2": {
"val": "-3.20"
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"val3": {
"val": "-3.20"
}
},
{
"name": {
"val": "Total"
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"rank": {
"val": "3"
},
"val": {
"val": "65.89"
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"name2": {
"val": "Total"
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"val2": {
"val": "-14.20"
},
"val3": {
"val": "51.69"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "3.42"
},
"name2": {
"val": "Emerging Market Sovereign"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "3.42"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.83"
},
"name2": {
"val": "Emerging Market Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.83"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.78"
},
"name2": {
"val": "Credit Default Swaps / Credit Default Swap Index"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.78"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.83"
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"name2": {
"val": "Currencies"
},
"val2": {
"val": "-0.41"
},
"val3": {
"val": "0.42"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Other"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Equity"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Bank Loans"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Asset-Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Commercial Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Investment Grade Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Residential Mortgage Backed Securities"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "High Yield Corporates"
},
"val2": {
"val": "0.00"
},
"val3": {
"val": "0.00"
}
},
{
"name": {
"val": "Global and Emerging Markets"
},
"rank": {
"val": "2"
},
"val": {
"val": "0.00"
},
"name2": {
"val": "Government"
},
"val2": {
"val": "-0.44"
},
"val3": {
"val": "-0.44"
}
}
]
},
"type": "K2_SECTOR_ALLOCATION"
},
{
"asOfDate": {
"val": "28/02/2017"
},
"brkDwnLst": {
"lstDtls": [
{
"name": {
"val": "SECURITYGROSS"
},
"val": {
"val": "29.40"
},
"name2": {
"val": "SECURITY_MULTISEC_K2_GROSS"
}
},
{
"name": {
"val": "SECURITYGROSS"
},
"val": {
"val": "28.26"
},
"name2": {
"val": "SECURITY_SECURITIES_K2_GROSS"
}
},
{
"name": {
"val": "SECURITYGROSS"
},
"val": {
"val": "28.26"
},
"name2": {
"val": "SECURITY_SECURITIES_K2_GROSS"
}
},
{
"name": {
"val": "SECURITYGROSS"
},
"val": {
"val": "13.72"
},
"name2": {
"val": "SECURITY_SINGLESEC_K2_GROSS"
}
},
{
"name": {
"val": "SECURITYNET"
},
"val": {
"val": "28.26"
},
"name2": {
"val": "SECURITY_SECURITIES_K2_NET"
}
},
{
"name": {
"val": "SECURITYNET"
},
"val": {
"val": "28.26"
},
"name2": {
"val": "SECURITY_SECURITIES_K2_NET"
}
},
{
"name": {
"val": "SECURITYNET"
},
"val": {
"val": "26.50"
},
"name2": {
"val": "SECURITY_MULTISEC_K2_NET"
}
},
{
"name": {
"val": "SECURITYNET"
},
"val": {
"val": "-12.06"
},
"name2": {
"val": "SECURITY_SINGLESEC_K2_NET"
}
}
]
},
"type": "ASSET_SECURITY_EXPOSURE"
}
]
}
}
}
}
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