Open Protocol Enabling Risk Aggregation (OPERA) Fund & Investor Details Equity Exposure Sovereign Interest Rate Exposure Credit Exposure Convertible Bond Exposure Currency Exposure Real Asset Exposure Other Exposure Value at Risk Sensitivity Stress Test Counterparty Exposure Digital Asset Exposure Environmental, Social & Governance (ESG) Exposure Manager Disclaimer Fund Name Fund Identifier Base Currency Date Manager Details Strategy AUM Details Primary Investment Strategy Reporting Share Class Performance Investor Size Investor Type Investor Liquidity Unencumbered Cash External Fund Investment Report Generator Report Generation Date Comments Manager Name Total Firm Assets Under Management Private Funds (Performance Fees) Private Funds (No Performance Fees) Non Private Funds UCITS Funds (Performance Fees) UCITS Funds (No Performance Fees) Managed Accounts Real Estate Funds Private Equity Funds Liquidity Funds Other Total Strategy Assets Under Management Funds Managed Accounts Redemptions Subscriptions Other AUM Calculation Method Total Share Class Asset Value Share Class Percentage of Total Fund AUM percent Share Class Currency Share Class Inception Date Share Class Management Fee percent Share Class Performance Fee percent Investment Strategy Asset Class Instrument Type Investment Style Trading Strategy Market Exposure Average Holding Period Month-to-Date Performance Quarter-to-Date Performance Year-to-Date Performance Inception-to-Date Performance Is the Majority of the Fund Above the High Water Mark Top 5 Largest Investors Largest Investor Individuals Partners & Employees High Net Worth Individuals Family Offices Retail Investors Institutions Government Entities Pension Plans & Funds Endowments, Foundations & Other Charitable Organizations Sovereign Wealth Funds Intermediaries Banks & Insurance Companies Private Banks Other Investment Funds Other Less Than or Equal to 3 Months Less Than or Equal to 1 Week Less Than or Equal to 1 Month Less Than or Equal to 3 Months Less Than or Equal to 12 Months Less Than or Equal to 6 Months Less Than or Equal to 9 Months Less Than or Equal to 12 Months Less Than or Equal to 36 Months Less Than or Equal to 18 Months Less Than or Equal to 24 Months Less Than or Equal to 36 Months More Than 36 Months Side Pockets Cash Management Purpose Non Cash Management Purpose Total Asset Value Total AUM Percentage Total Number of Issuers Sector Exposure Region Exposure Instrument Exposure Market Capital Exposure Liquidity Exposure Comments Equity Common Equity Preferred Equity Depositary Receipts (ADRs, GDRs) Equity Indexes Exchange-Traded Funds (ETFs) Non Listed Private Equity Private Investments in Public Equity (PIPEs) Partnerships Restricted Securities Other Total Asset Value Total AUM Percentage Total Number of Issuers Region Exposure Maturity Instrument Exposure Credit Rating Exposure Liquidity Exposure Comments Maturity of 1 Year or Less Maturity of More Than 1 to 5 Years Maturity of More Than 5 to 10 Years Maturity of More Than 10 Years Total Asset Value Total AUM Percentage Total Number of Issuers Sector Exposure Region Exposure Credit Type Exposure Instrument Exposure Price, Yield & Spread Exposure Credit Rating Exposure Maturity Exposure Ownership Concentration Exposure Liquidity Exposure Comments Corporate Debt (Single Name) Corporate Debt (Indexes & Pooled Products) Mortgages (Indexes & Pooled Products) Residential Mortgage-Backed Securities (Agency) Agency Pass-Throughs & TBAs Agency Derivatives (IOs, IIOs & POs) Residential Mortgage-Backed Securities (Non Agency) Cash Bonds Synthetics Commercial Mortgage-Backed Securities (Non Agency) Cash Bonds Synthetics Other Credit Risk Transfer Bonds Other Securitized Assets Automobiles Credit Card Receivables Housing Equipment Finance Project & Infrastructure Finance Specialty Finance Other Municipal Bonds Non US State Alabama Alaska Arizona Arkansas California Colorado Connecticut Delaware Florida Georgia Hawaii Idaho Illinois Indiana Iowa Kansas Kentucky Louisiana Maine Maryland Massachusetts Michigan Minnesota Mississippi Missouri Montana Nebraska Nevada New Hampshire New Jersey New Mexico New York North Carolina North Dakota Ohio Oklahoma Oregon Pennsylvania Rhode Island South Carolina South Dakota Tennessee Texas Utah Vermont Virginia Washington West Virginia Wisconsin Wyoming Other Other Bonds & Notes Bank Loans Credit Default Swaps (CDSs) Structured Products Other Derivatives Exchange-Traded Funds (ETFs) Other Performing Debt Average Cash-on-Cash Yield Average Yield to Worst Average Credit Default Swap Spread Non Performing Debt Average Dollar Price Other Non Performing Debt Total Asset Value Total AUM Percentage Total Number of Issuers Sector Exposure Region Exposure Instrument Exposure Derivative Specific Exposure Credit Rating Exposure Maturity Exposure Ownership Concentration Exposure Liquidity Exposure Comments Convertible Bonds & Asset Swapped Convertibles Contingent Convertibles (CoCos) Contingent Payments (CoPays) Convertible Hybrids & Mandatories Convertible Preferreds Warrants & Options Asset Swapped Convertible Option Transactions (ASCOTs) Market Value Look-Through Value Exchange-Traded Funds (ETFs) Average Premium Average Yield Average Yield to Maturity Average Yield to Best Average Market Price 50 or Less More Than 50 to 100 More Than 100 to 150 More Than 150 Average Delta 25 or Less More Than 25 to 50 More Than 50 to 75 More Than 75 Average Premium Over Parity 10% or Less More Than 10% to 25% More Than 25% to 50% More Than 50% to 75% More Than 75% to 100% More Than 100% Asset Swapped Convertibles Total Asset Value Total AUM Percentage Total Number of Issuers Region Currency Exposure Instrument Exposure Liquidity Exposure Comments Non Base G10 Currencies Non Base Non G10 Currencies Other Total Asset Value Total AUM Percentage Total Number of Issuers Region Exposure Commodity Type Exposure Commodity Instrument Exposure Real Estate Exposure Timberland Exposure Infrastructure Exposure Liquidity Exposure Comments Energy (Upstream) Oil Crude Oil Brent Crude Unleaded Gasoline Heating Oil Gas Oil Other Natural Gas Power Other Metals Industrial Metals Aluminum Copper Lead Nickel Tin Zinc Other Precious Metals Gold Silver Platinum Palladium Other Other Agriculture Grains & Oilseeds Corn Oats Rapeseed Rough Rice Soybeans Soybean Meal Soybean Oil Wheat Other Other Softs Cocoa Coffee Cotton Rubber Sugar Other Livestock Feeder Cattle Live Cattle Lean Hog Other Other Nitrogen Phosphorus Potassium Other Other Physical Futures & Cleared Swaps Exchange-Traded Funds (ETFs) Forwards & Swaps Options Call Options Put Options Other Commercial Offices Central Business District Suburban Other Retail Neighborhood Centers Community Centers Regional Centers Super-Regional Centers Fashion & Specialty Centers Power Centers Theme & Festival Centers Outlet Centers Single-Tenant Other Industrial Flex Space Research & Development Warehouses Manufacturing & Office Showrooms Other Hotels Other Residential High-Rise Elevator Projects Low-Rise Projects Garden-Type Projects Other Other Conifer Physical Structural Non Structural Other Non Conifer Physical Non Structural Fiber Other Derivatives Futures & Cleared Swaps Forwards & Swaps Options Call Options Put Options Other Energy (Mid & Downstream) Oil Natural Gas Power Other Transportation Other Commodity Energy (Upstream) Oil Crude Oil Brent Crude Unleaded Gasoline Heating Oil Gas Oil Other Natural Gas Power Other Metals Industrial Metals Aluminum Copper Lead Nickel Tin Zinc Other Precious Metals Gold Silver Platinum Palladium Other Other Agriculture Grains & Oilseeds Corn Oats Rapeseed Rough Rice Soybeans Soybean Meal Soybean Oil Wheat Other Other Softs Cocoa Coffee Cotton Rubber Sugar Other Livestock Feeder Cattle Live Cattle Lean Hog Other Other Nitrogen Phosphorus Potassium Other Other Real Estate Commercial Residential Other Timberland Conifer Physical Non Conifer Physical Derivatives Other Infrastructure Energy (Mid & Downstream) Transportation Other Total Asset Value Total AUM Percentage Total Number of Issuers Comments Calculation Methodology Value at Risk Methodology Other Value at Risk Methodology Details Decay Factor Look-Back Period Asset Class Value at Risk Equity Sovereign Interest Rate Credit Convertible Bond Currency Real Asset Digital Asset Diversification Benefit Portfolio Region Value at Risk Global Europe North America Asia & Oceania South America & Africa Other Diversification Benefit Sector Value at Risk Energy Materials Industrials Consumer Discretionary Consumer Staples Health Care Financials Information Technology Communication Services Utilities Real Estate Conglomerates Broad Market Indexes Other Diversification Benefit Exposure Included in Calculation Comments Equity Sovereign Interest Rate Credit Convertible Bond Currency Real Asset Digital Asset Exposure Included in Calculation Comments Scenarios Equity +10% Large Cap Equity +10% Small Cap Equity +10% Equity -10% Large Cap Equity -10% Small Cap Equity -10% Sovereign Interest Rate +10% Short Term Rates +5% Long Term Rates +10% Sovereign Interest Rate -10% Short Term Rates -5% Long Term Rates -10% Credit +10% Investment Grade +5% Non Investment Grade +10% Credit -10% Investment Grade -5% Non Investment Grade -10% Convertible Bond +10% Investment Grade +5% Non Investment Grade +10% Convertible Bond -10% Investment Grade -5% Non Investment Grade -10% USD +10% USD -10% Commodity +10% Metals +10% Energy +10% Commodity -10% Metals -10% Energy -10% Digital Asset +10% Digital Asset -10% Implied Volatility +10% Implied Volatility -10% Historical Stress Events Tech Bubble (15th March to 14th April 2000) Nine Eleven (10th to 17th September 2001) Credit Event I (23rd August to 9th October 2002) Gulf War 2 (1st to 21st March 2003) Subprime Crisis (16th July to 16th August 2007) Credit Event II (12th September to 15th October 2008) Historical Stress (Over Last 500 Trading Days) Worst Rolling 5 Day Cumulative Return Worst Rolling 10 Day Cumulative Return Worst Rolling 20 Day Cumulative Return Comments Trading Assets Treasury Assets Other Assets Trading Assets by Size of Assets at Counterparty Trading Assets by Counterparty Region Treasury Assets by Counterparty Region Other Assets by Counterparty Region Trading Assets by Lockup Profile Counterparty & Financing Sources Percentage of Aggregate Net Credit Counterparty Exposure With Unregulated Entities Percentage of Financing That is Uncollateralized Comments ISDA Prime Brokerage Futures Clearing Multiple Other Tri-Party Account Segregated Client Account Custody Account Guaranteed Bank Deposit Account Net Exposure to Affiliated Entities Self Custody Other Top 3 Relationships Relationship 1 Relationship 2 Relationship 3 Top 5 Relationships Relationship 1 Relationship 2 Relationship 3 Relationship 4 Relationship 5 Top 10 Relationships Relationship 1 Relationship 2 Relationship 3 Relationship 4 Relationship 5 Relationship 6 Relationship 7 Relationship 8 Relationship 9 Relationship 10 5 Days or Less 6 to 15 Days 16 to 30 Days 31 to 90 Days 91 to 180 Days 181 Days to 1 Year More Than 1 Year Life of Trade Europe Austria Belgium Bosnia & Herzegovina Bulgaria Croatia Cyprus Czech Republic Denmark Estonia Finland France Germany Greece Hungary Iceland Ireland Italy Latvia Lithuania Luxembourg Malta Netherlands Norway Poland Portugal Romania Russia Serbia Slovakia Slovenia Spain Sweden Switzerland Ukraine United Kingdom Other Europe North America Bermuda Canada Cayman Islands Costa Rica Cuba Dominican Republic Jamaica Mexico Panama United States Other North America Asia & Oceania Australia China Fiji Georgia Hong Kong India Indonesia Iraq Israel Japan Kazakhstan New Zealand North Korea Lebanon Malaysia Mongolia Pakistan Philippines Qatar Samoa Saudi Arabia Singapore South Korea Sri Lanka Taiwan Thailand Turkey United Arab Emirates Vietnam Yemen Other Asia & Oceania South America & Africa Angola Argentina Brazil Burkina Faso Chile Colombia Ecuador Egypt Ivory Coast Malawi Morocco Nigeria Peru South Africa Sudan Uruguay Venezuela Zambia Other South America & Africa Europe Austria Belgium Bosnia & Herzegovina Bulgaria Croatia Cyprus Czech Republic Denmark Estonia Finland France Germany Greece Hungary Iceland Ireland Italy Latvia Lithuania Luxembourg Malta Netherlands Norway Poland Portugal Romania Russia Serbia Slovakia Slovenia Spain Sweden Switzerland Ukraine United Kingdom Other Europe North America Bermuda Canada Cayman Islands Costa Rica Cuba Dominican Republic Jamaica Mexico Panama United States Other North America Asia & Oceania Australia China Fiji Georgia Hong Kong India Indonesia Iraq Israel Japan Kazakhstan New Zealand North Korea Lebanon Malaysia Mongolia Pakistan Philippines Qatar Samoa Saudi Arabia Singapore South Korea Sri Lanka Taiwan Thailand Turkey United Arab Emirates Vietnam Yemen Other Asia & Oceania South America & Africa Angola Argentina Brazil Burkina Faso Chile Colombia Ecuador Egypt Ivory Coast Malawi Morocco Nigeria Peru South Africa Sudan Uruguay Venezuela Zambia Other South America & Africa Total Asset Value Total AUM Percentage Total Number of Issuers Asset Type Exposure Region Exposure Instrument Exposure Liquidity Exposure Comments Cryptocurrencies Bitcoin (BTC) Ethereum (ETH) Other Binance Coin (BNB) Bitcoin Cash (BCH) Cardano (ADA) Internet Computer (ICP) Litecoin (LTC) Polkadot (DOT) Ripple (XRP) Solana (SOL) Stellar (XLM) Uniswap (UNI) Other Stablecoins Tether (USDT) USD Coin (USDC) Binance USD (BUSD) Dai (DAI) TrueUSD (TUSD) Other Other Initial Coin Offerings (ICOs) Non-Fungible Tokens (NFTs) Simple Agreements for Future Equity (SAFEs) Simple Agreements for Future Tokens (SAFTs) Other Physical Futures & Cleared Swaps Exchange-Traded Funds (ETFs) Forwards & Swaps Options Call Options Put Options Other Total Asset Value Total AUM Percentage Total Number of Issuers Equity, Credit & Convertible Bond Sector Exposure Sovereign Interest Rate Region Exposure Real Asset Type Exposure Comments Energy Energy Equipment & Services Oil & Gas Drilling Oil & Gas Equipment & Services Oil, Gas & Consumable Fuels Integrated Oil & Gas Oil & Gas Exploration & Production Oil & Gas Refining & Marketing Oil & Gas Storage & Transportation Coal & Consumable Fuels Materials Chemicals Commodity Chemicals Diversified Chemicals Fertilizers & Agricultural Chemicals Industrial Gases Specialty Chemicals Construction Materials Construction Materials Containers & Packaging Metal & Glass Containers Paper Packaging Metals & Mining Aluminum Diversified Metals & Mining Copper Gold Precious Metals & Minerals Silver Steel Paper & Forest Products Forest Products Paper Products Industrials Aerospace & Defense Aerospace & Defense Building Products Building Products Construction & Engineering Construction & Engineering Electrical Equipment Electrical Components & Equipment Heavy Electrical Equipment Industrial Conglomerates Industrial Conglomerates Machinery Construction Machinery & Heavy Trucks Agricultural & Farm Machinery Industrial Machinery Trading Companies & Distributors Trading Companies & Distributors Commercial Services & Supplies Commercial Printing Environmental & Facilities Services Office Services & Supplies Diversified Support Services Security & Alarm Services Professional Services Human Resource & Employment Services Research & Consulting Services Air Freight & Logistics Air Freight & Logistics Airlines Airlines Marine Marine Road & Rail Railroads Trucking Transportation Infrastructure Airport Services Highways & Railtracks Marine Ports & Services Consumer Discretionary Auto Components Auto Parts & Equipment Tires & Rubber Automobiles Automobile Manufacturers Motorcycle Manufacturers Household Durables Consumer Electronics Home Furnishings Homebuilding Household Appliances Housewares & Specialties Leisure Products Leisure Products Textiles, Apparel & Luxury Goods Apparel, Accessories & Luxury Goods Footwear Textiles Hotels, Restaurants & Leisure Casinos & Gaming Hotels, Resorts & Cruise Lines Leisure Facilities Restaurants Diversified Consumer Services Education Services Specialized Consumer Services Distributors Distributors Internet & Direct Marketing Retail Internet & Direct Marketing Retail Multiline Retail Department Stores General Merchandise Stores Specialty Retail Apparel Retail Computer & Electronics Retail Home Improvement Retail Specialty Stores Automotive Retail Homefurnishing Retail Consumer Staples Food & Staples Retailing Drug Retail Food Distributors Food Retail Hypermarkets & Super Centers Beverages Brewers Distillers & Vintners Soft Drinks Food Products Agricultural Products Packaged Foods & Meats Tobacco Tobacco Household Products Household Products Personal Products Personal Products Health Care Health Care Equipment & Supplies Health Care Equipment Health Care Supplies Health Care Providers & Services Health Care Distributors Health Care Services Health Care Facilities Managed Health Care Health Care Technology Health Care Technology Biotechnology Biotechnology Pharmaceuticals Pharmaceuticals Life Sciences Tools & Services Life Sciences Tools & Services Financials Banks Diversified Banks Regional Banks Thrifts & Mortgage Finance Thrifts & Mortgage Finance Diversified Financial Services Other Diversified Financial Services Multi-Sector Holdings Specialized Finance Consumer Finance Consumer Finance Capital Markets Asset Management & Custody Banks Investment Banking & Brokerage Diversified Capital Markets Financial Exchanges & Data Mortgage Real Estate Investment Trusts (REITs) Mortgage REITs Insurance Insurance Brokers Life & Health Insurance Multi-line Insurance Property & Casualty Insurance Reinsurance Information Technology IT Services IT Consulting & Other Services Data Processing & Outsourced Services Internet Services & Infrastructure Software Application Software Systems Software Communications Equipment Communications Equipment Technology Hardware, Storage & Peripherals Technology Hardware, Storage & Peripherals Electronic Equipment, Instruments & Components Electronic Equipment & Instruments Electronic Components Electronic Manufacturing Services Technology Distributors Semiconductors & Semiconductor Equipment Semiconductor Equipment Semiconductors Communication Services Diversified Telecommunication Services Alternative Carriers Integrated Telecommunication Services Wireless Telecommunication Services Wireless Telecommunication Services Media Advertising Broadcasting Cable & Satellite Publishing Entertainment Movies & Entertainment Interactive Home Entertainment Interactive Media & Services Interactive Media & Services Utilities Electric Utilities Electric Utilities Gas Utilities Gas Utilities Multi-Utilities Multi-Utilities Water Utilities Water Utilities Independent Power & Renewable Electricity Producers Independent Power Producers & Energy Traders Renewable Electricity Real Estate Equity Real Estate Investment Trusts (REITs) Diversified REITs Industrial REITs Hotel & Resort REITs Office REITs Health Care REITs Residential REITs Retail REITs Specialized REITs Real Estate Management & Development Diversified Real Estate Activities Real Estate Operating Companies Real Estate Development Real Estate Services Conglomerates Broad Market Indexes Other Energy Energy Equipment & Services Oil & Gas Drilling Oil & Gas Equipment & Services Oil, Gas & Consumable Fuels Integrated Oil & Gas Oil & Gas Exploration & Production Oil & Gas Refining & Marketing Oil & Gas Storage & Transportation Coal & Consumable Fuels Materials Chemicals Commodity Chemicals Diversified Chemicals Fertilizers & Agricultural Chemicals Industrial Gases Specialty Chemicals Construction Materials Construction Materials Containers & Packaging Metal & Glass Containers Paper Packaging Metals & Mining Aluminum Diversified Metals & Mining Copper Gold Precious Metals & Minerals Silver Steel Paper & Forest Products Forest Products Paper Products Industrials Aerospace & Defense Aerospace & Defense Building Products Building Products Construction & Engineering Construction & Engineering Electrical Equipment Electrical Components & Equipment Heavy Electrical Equipment Industrial Conglomerates Industrial Conglomerates Machinery Construction Machinery & Heavy Trucks Agricultural & Farm Machinery Industrial Machinery Trading Companies & Distributors Trading Companies & Distributors Commercial Services & Supplies Commercial Printing Environmental & Facilities Services Office Services & Supplies Diversified Support Services Security & Alarm Services Professional Services Human Resource & Employment Services Research & Consulting Services Air Freight & Logistics Air Freight & Logistics Airlines Airlines Marine Marine Road & Rail Railroads Trucking Transportation Infrastructure Airport Services Highways & Railtracks Marine Ports & Services Consumer Discretionary Auto Components Auto Parts & Equipment Tires & Rubber Automobiles Automobile Manufacturers Motorcycle Manufacturers Household Durables Consumer Electronics Home Furnishings Homebuilding Household Appliances Housewares & Specialties Leisure Products Leisure Products Textiles, Apparel & Luxury Goods Apparel, Accessories & Luxury Goods Footwear Textiles Hotels, Restaurants & Leisure Casinos & Gaming Hotels, Resorts & Cruise Lines Leisure Facilities Restaurants Diversified Consumer Services Education Services Specialized Consumer Services Distributors Distributors Internet & Direct Marketing Retail Internet & Direct Marketing Retail Multiline Retail Department Stores General Merchandise Stores Specialty Retail Apparel Retail Computer & Electronics Retail Home Improvement Retail Specialty Stores Automotive Retail Homefurnishing Retail Consumer Staples Food & Staples Retailing Drug Retail Food Distributors Food Retail Hypermarkets & Super Centers Beverages Brewers Distillers & Vintners Soft Drinks Food Products Agricultural Products Packaged Foods & Meats Tobacco Tobacco Household Products Household Products Personal Products Personal Products Health Care Health Care Equipment & Supplies Health Care Equipment Health Care Supplies Health Care Providers & Services Health Care Distributors Health Care Services Health Care Facilities Managed Health Care Health Care Technology Health Care Technology Biotechnology Biotechnology Pharmaceuticals Pharmaceuticals Life Sciences Tools & Services Life Sciences Tools & Services Financials Banks Diversified Banks Regional Banks Thrifts & Mortgage Finance Thrifts & Mortgage Finance Diversified Financial Services Other Diversified Financial Services Multi-Sector Holdings Specialized Finance Consumer Finance Consumer Finance Capital Markets Asset Management & Custody Banks Investment Banking & Brokerage Diversified Capital Markets Financial Exchanges & Data Mortgage Real Estate Investment Trusts (REITs) Mortgage REITs Insurance Insurance Brokers Life & Health Insurance Multi-line Insurance Property & Casualty Insurance Reinsurance Information Technology IT Services IT Consulting & Other Services Data Processing & Outsourced Services Internet Services & Infrastructure Software Application Software Systems Software Communications Equipment Communications Equipment Technology Hardware, Storage & Peripherals Technology Hardware, Storage & Peripherals Electronic Equipment, Instruments & Components Electronic Equipment & Instruments Electronic Components Electronic Manufacturing Services Technology Distributors Semiconductors & Semiconductor Equipment Semiconductor Equipment Semiconductors Communication Services Diversified Telecommunication Services Alternative Carriers Integrated Telecommunication Services Wireless Telecommunication Services Wireless Telecommunication Services Media Advertising Broadcasting Cable & Satellite Publishing Entertainment Movies & Entertainment Interactive Home Entertainment Interactive Media & Services Interactive Media & Services Utilities Electric Utilities Electric Utilities Gas Utilities Gas Utilities Multi-Utilities Multi-Utilities Water Utilities Water Utilities Independent Power & Renewable Electricity Producers Independent Power Producers & Energy Traders Renewable Electricity Real Estate Equity Real Estate Investment Trusts (REITs) Diversified REITs Industrial REITs Hotel & Resort REITs Office REITs Health Care REITs Residential REITs Retail REITs Specialized REITs Real Estate Management & Development Diversified Real Estate Activities Real Estate Operating Companies Real Estate Development Real Estate Services Regions are broken down into three grades: geographical continents, economic regions (advanced and developing economies as defined by IMF) and finally individual countries. Regional exposure should be determined by the country of listing. Investments in securities like commodities or global indexes, which do not have an easily identifiable region, should be shown under global. Global Advanced Economies Global Developing Economies Global Europe Advanced Economies Europe Austria Belgium Cyprus Czech Republic Denmark Estonia Finland France Germany Greece Iceland Ireland Italy Luxembourg Malta Netherlands Norway Portugal Slovakia Slovenia Spain Sweden Switzerland United Kingdom Euro Area Only to be used for sovereign interest rate exposure. Other Advanced Economies Europe Developing Economies Europe Bosnia & Herzegovina Bulgaria Croatia Hungary Latvia Lithuania Poland Romania Russia Serbia Ukraine Other Developing Economies Europe North America Advanced Economies North America Canada United States Other Advanced Economies North America Developing Economies North America Bermuda Cayman Islands Costa Rica Cuba Dominican Republic Jamaica Mexico Panama Other Developing Economies North America Asia & Oceania Advanced Economies Asia & Oceania Australia Hong Kong Israel Japan New Zealand Singapore South Korea Taiwan Other Advanced Economies Asia Other Advanced Economies Oceania Developing Economies Asia & Oceania China Fiji Georgia India Indonesia Iraq Kazakhstan North Korea Lebanon Malaysia Mongolia Pakistan Philippines Qatar Samoa Saudi Arabia Sri Lanka Thailand Turkey United Arab Emirates Vietnam Yemen Other Developing Economies Asia Other Developing Economies Oceania South America & Africa Advanced Economies South America & Africa Other Advanced Economies South America Other Advanced Economies Africa Developing Economies South America & Africa Angola Argentina Brazil Burkina Faso Chile Colombia Ecuador Egypt Ivory Coast Malawi Morocco Nigeria Peru South Africa Sudan Uruguay Venezuela Zambia Other Developing Economies South America Other Developing Economies Africa Other Other Advanced Economies Other Developing Economies Regions are broken down into three grades: geographical continents, economic regions (advanced and developing economies as defined by IMF) and finally individual countries. Regional exposure should be determined by the country of listing. Europe Advanced Economies Europe Austria Belgium Cyprus Czech Republic Denmark Estonia Finland France Germany Greece Iceland Ireland Italy Luxembourg Malta Netherlands Norway Portugal Slovakia Slovenia Spain Sweden Switzerland United Kingdom Other Advanced Economies Europe Developing Economies Europe Bosnia & Herzegovina Bulgaria Croatia Hungary Latvia Lithuania Poland Romania Russia Serbia Ukraine Other Developing Economies Europe North America Advanced Economies North America Canada United States Other Advanced Economies North America Developing Economies North America Bermuda Cayman Islands Costa Rica Cuba Dominican Republic Jamaica Mexico Panama Other Developing Economies North America Asia & Oceania Advanced Economies Asia & Oceania Australia Hong Kong Israel Japan New Zealand Singapore South Korea Taiwan Other Advanced Economies Asia Other Advanced Economies Oceania Developing Economies Asia & Oceania China Fiji Georgia India Indonesia Iraq Kazakhstan North Korea Lebanon Malaysia Mongolia Pakistan Philippines Qatar Samoa Saudi Arabia Sri Lanka Thailand Turkey United Arab Emirates Vietnam Yemen Other Developing Economies Asia Other Developing Economies Oceania South America & Africa Advanced Economies South America & Africa Other Advanced Economies South America Other Advanced Economies Africa Developing Economies South America & Africa Angola Argentina Brazil Burkina Faso Chile Colombia Ecuador Egypt Ivory Coast Malawi Morocco Nigeria Peru South Africa Sudan Uruguay Venezuela Zambia Other Developing Economies South America Other Developing Economies Africa Base Currency Europe Advanced Economies Europe Euro (EUR) Czech Koruna (CZK) Danish Krone (DKK) Icelandic Krona (ISK) Norwegian Krone (NOK) Pound Sterling (GBP) Swedish Krona (SEK) Swiss Franc (CHF) Other Advanced Economies Europe Developing Economies Europe Bosnia & Herzegovina Convertible Mark (BAM) Bulgarian Lev (BGN) Croatian Kuna (HRK) Hungarian Forint (HUF) Polish Zloty (PLN) Romanian Leu (RON) Russian Ruble (RUB) Old Russian Ruble (RUR) Serbian Dinar (RSD) Ukrainian Hryvnia (UAH) Other Developing Economies Europe North America Advanced Economies North America Canadian Dollar (CAD) United States Dollar (USD) Developing Economies North America Bermudian Dollar (BMD) Cayman Islands Dollar (KYD) Costa Rican Colon (CRC) Cuban Peso (CUP) Dominican Peso (DOP) Jamaican Dollar (JMD) Mexican Peso (MXN) Panamanian Balboa (PAB) Other Developing Economies North America Asia & Oceania Advanced Economies Asia & Oceania Australian Dollar (AUD) Hong Kong Dollar (HKD) Israeli New Shekel (ILS) Japanese Yen (JPY) New Zealand Dollar (NZD) Singapore Dollar (SGD) South Korean Won (KRW) New Taiwan Dollar (TWD) Other Advanced Economies Asia Other Advanced Economies Oceania Developing Economies Asia & Oceania Chinese Yuan (CNY) Fijian Dollar (FJD) Georgian Lari (GEL) Indian Rupee (INR) Indonesian Rupiah (IDR) Iraqi Dinar (IQD) Kazakhstani Tenge (KZT) North Korean Won (KPW) Lebanese Pound (LBP) Malaysian Ringgit (MYR) Mongolian Tugrik (MNT) Pakistani Rupee (PKR) Philippine Peso (PHP) Qatari Riyal (QAR) Samoan Tala (WST) Saudi Riyal (SAR) Sri Lankan Rupee (LKR) Thai Baht (THB) Turkish Lira (TRY) United Arab Emirates Dirham (AED) Vietnamese Dong (VND) Yemeni Riyal (YER) Other Developing Economies Asia Other Developing Economies Oceania South America & Africa Advanced Economies South America & Africa Other Advanced Economies South America Other Advanced Economies Africa Developing Economies South America & Africa Angolan Kwanza (AOA) Argentine Peso (ARS) Brazilian Real (BRL) Chilean Peso (CLP) Colombian Peso (COP) Egyptian Pound (EGP) Malawian Kwacha (MWK) Moroccan Dirham (MAD) Nigerian Naira (NGN) Peruvian Nuevo Sol (PEN) South African Rand (ZAR) Sudanese Pound (SDG) Uruguayan Peso (UYU) Venezuelan Bolivar Fuerte (VEF) West African CFA Franc (XOF) Zambian Kwacha (ZMK) Other Developing Economies South America Other Developing Economies Africa Other Other Advanced Economies Other Developing Economies Mega Cap Large Cap Mid Cap Small Cap Micro Cap Indexes & Baskets Other Exchange Traded 1 Week or Less Less Than 1 Day 1 to 5 Days More Than 1 Week to 1 Month 6 to 10 Days 11 to 20 Days More Than 1 to 6 Months 21 to 60 Days 61 to 120 Days More Than 6 Months to 1 Year More Than 1 to 3 Years More Than 3 Years Non Exchange Traded Private Average Percentage of Total Outstanding Issuance Owned 5% or Less More Than 5% to 10% More Than 10% to 20% More Than 20% More Than 20% to 50% More Than 50% Contracts for Difference (CFDs) Swaps Variance Swaps Dividend Swaps Futures Forwards Options Call Options Put Options Cash Notes Fixed Rate Floating Rate Options Forwards & Swaps Interest Rate Swaps Basis Swaps Swaptions & Options Futures Bond Futures Interest Rate Futures Options Exchange-Traded Funds (ETFs) Fixed Rate Floating Rate Options Credit Default Swaps (CDSs) Europe Advanced Economies Europe Developing Economies North America Advanced Economies North America Developing Economies Asia & Oceania Advanced Economies Asia & Oceania Developing Economies South America & Africa Advanced Economies South America & Africa Developing Economies Other Advanced Economies Other Developing Economies Supranational Bonds Other Bank Debt Senior Secured Debt Senior Unsecured Debt Trade Claims Subordinated Debt Other Corporate Debt (Single Name) Corporate Debt (Indexes & Pooled Products) Mortgages Other Securitized Assets Municipal Bonds Most Senior (AAA) Tranches Mezzanine Tranches Most Junior Tranches Investment Grade A- & Above AAA AA+ AA AA- A+ A A- BBB- to BBB+ BBB+ BBB BBB- Non Investment Grade B- to BB+ BB+ BB BB- B+ B B- C- to CCC+ CCC+ CCC CCC- CC+ CC CC- C+ C C- Defaulted Not Rated Other Average Maturity 1 Year or Less 6 Months or Less More Than 6 Months to 1 Year More Than 1 to 3 Years More Than 1 to 2 Years More Than 2 to 3 Years More Than 3 to 5 Years More Than 3 to 4 Years More Than 4 to 5 Years More Than 5 to 10 Years More Than 5 to 7 Years More Than 7 to 10 Years More Than 10 Years More Than 10 to 15 Years More Than 15 to 20 Years More Than 20 Years Energy (Upstream) Metals Agriculture Other Forwards, Swaps & Futures Vanilla Options Exotic Options Spot Cryptocurrencies Stablecoins Other Percentage of AUM Redeemable With Penalty percent Percentage of AUM Redeemable Without Penalty percent Percentage of AUM percent Gross Percentage percent Net Percentage percent Number of Long Issuers Number of Short Issuers Long Percentage of AUM percent Short Percentage of AUM percent Non Netted Long Percentage of AUM percent Non Netted Short Percentage of AUM percent Netted Long Percentage of AUM percent Netted Short Percentage of AUM percent Non Netted Long Asset Value Non Netted Short Asset Value Netted Long Asset Value Netted Short Asset Value Asset Value Asset Value Asset Value Exposure Percentage percent VaR Percentage percent CVaR Percentage percent Beta Delta Gamma Vega Theta CS01 DV01 Average Delta (0-100) Percentage of Long Exposure Included in Calculation percent Percentage of Short Exposure Included in Calculation percent Portfolio Return percent Start Date Average Number of Years Average Percentage of Issuance percent Average Percentage percent Average Cents per Dollar Average Price Decay Factor Number of Days Equity Long Market Value (LMV) Short Market Value (SMV) Cash Open Trade Equity (OTE/MTM) Available Liquidity Required Margin Number of Custodians & Counterparties Number of Financing Agreements Counterparty Name Non negative integer asset value money amount (currency implied from context). Note that a value of e.g. one million has to be given as 1000000 rather than as e.g. 1. Non positive integer asset value money amount (currency implied from context). Note that a value of e.g. one million has to be given as -1000000 rather than as e.g. -1. Integer asset value money amount (currency implied from context). Note that a value of e.g. one million has to be given as 1000000 rather than as e.g. 1. Relative value, between -1 and 1 inclusive, such as e.g. a percentage with min -100% and max 100%. Note that a percentage value of e.g. 25% has to be given as 0.25 rather than as 25. Non negative relative value, such as e.g. a percentage, with a maximum of 1 (i.e. 100%). Note that a percentage value of e.g. 25% has to be given as 0.25 rather than as 25. Non negative relative value, such as e.g. a percentage, with a maximum of 1.1 (i.e. 110%). Note that a percentage value of e.g. 25% has to be given as 0.25 rather than as 25. Non negative relative value such as e.g. a percentage. Note that a percentage value of e.g. 25% has to be given as 0.25 rather than as 25. Non positive relative value such as e.g. a percentage. Note that a percentage value of e.g. -25% has to be given as -0.25 rather than as -25. Relative value such as e.g. a percentage. Note that a percentage value of e.g. 25% has to be given as 0.25 rather than as 25. Currency codes according to the ISO 4217 standard. United Arab Emirates Dirham Angolan Kwanza Argentine Peso Australian Dollar Bosnia & Herzegovina Convertible Mark Bulgarian Lev Bermudian Dollar Brazilian Real Canadian Dollar Swiss Franc Chilean Peso Chinese Yuan Colombian Peso Costa Rican Colon Cuban Peso Czech Koruna Deutsche Mark Danish Krone Dominican Peso Egyptian Pound Euro Fijian Dollar Pound Sterling Georgian Lari Hong Kong Dollar Croatian Kuna Hungarian Forint Indonesian Rupiah Israeli New Shekel Indian Rupee Iraqi Dinar Iranian Rial Icelandic Krona Italian Lira Jamaican Dollar Japanese Yen North Korean Won South Korean Won Cayman Islands Dollar Kazakhstani Tenge Lebanese Pound Sri Lankan Rupee Moroccan Dirham Mongolian Tugrik Malawian Kwacha Mexican Peso Malaysian Ringgit Nigerian Naira Norwegian Krone New Zealand Dollar Panamanian Balboa Peruvian Nuevo Sol Philippine Peso Pakistani Rupee Polish Zloty Qatari Riyal Romanian Leu Serbian Dinar Russian Ruble Old Russian Ruble Saudi Riyal Sudanese Pound Swedish Krona Singapore Dollar Slovak Koruna Thai Baht Turkish Lira New Taiwan Dollar Ukrainian Hryvnia United States Dollar Uruguayan Peso Venezuelan Bolivar Fuerte Vietnamese Dong Samoan Tala West African CFA Franc Yemeni Riyal South African Rand Zambian Kwacha