Franklin K2 Global Macro Opportunities Fund

Portfolio Statistics

Assets

Total Fund AssetsAs of 04/30/2019 (updated monthly) $24.0 (M)
Net Assets - Advisor Class
Value at Risk (VaR) Exposure As of 04/30/2019 (updated monthly) -2.40%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 04/30/2019

[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Systematic 0%-80% 54.38%
Discretionary 0%-80% 45.62%

Asset Class Exposure As of 04/30/2019

% of Risk Allocation Net Exposure% of Total
Currency 42.36% -49.20%
Equity 38.21% 25.48%
Fixed Income 14.21% 84.89%
Commodities 5.22% -2.87%

Top Risk Allocations by Asset Class As of 04/30/2019

Currency % of Risk Allocation Net Exposure
% of Total
EUR/USD 31.03% -31.52%
USD/JPY 4.00% -5.47%
CHF/USD 2.24% -2.56%
Equity % of Risk Allocation Net Exposure
% of Total
EURO STOXX 50 PR 7.32% 3.70%
FTSE 100 INDEX 5.04% 3.99%
NIKKEI 225 4.61% 2.49%
Fixed Income % of Risk Allocation Net Exposure
% of Total
EURO-BUND FUTURE 2.06% 7.60%
IR DERIVATIVE: HKD/HKD-HIHD03M 1.86% -1.47%
LONG GILT FUTURE 1.48% 4.88%
Commodities % of Risk Allocation Net Exposure
% of Total
COFFEE 1.19% -0.88%
WHEAT 0.74% -0.63%
WINTER WHEAT 0.73% -0.57%

Manager Allocation % of Invested Capital As of 04/30/2019

Allocation
Discretionary 45.62%
Emso Asset Management Limited 23.98%
RV Capital Management Private, Ltd. 21.64%
Systematic 54.38%
Graham Capital Management, L.P. 21.42%
Aspect Capital Limited 18.47%
P/E Investments, LLC 14.49%

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