Franklin K2 Global Macro Opportunities Fund

Portfolio Statistics

Assets

Total Fund AssetsAs of 02/28/2019 (updated monthly) $23.4 (M)
Net Assets - Advisor Class
Value at Risk (VaR) Exposure As of 02/28/2019 (updated monthly) -2.09%

Portfolio Details


Strategy Breakdown % of Invested Capital As of 02/28/2019

[category] Target Allocation
% of Invested Capital
Actual Allocation
% of Invested Capital
Systematic 0%-80% 68.11%
Discretionary 0%-80% 31.89%

Asset Class Exposure As of 02/28/2019

% of Risk Allocation Net Exposure% of Total
Currency 45.80% -48.60%
Equity 40.65% 21.91%
Fixed Income 11.08% 83.80%
Commodities 2.46% -5.31%

Top Risk Allocations by Asset Class As of 02/28/2019

Currency % of Risk Allocation Net Exposure
% of Total
EUR/USD 35.06% -30.80%
USD/JPY 5.52% -6.09%
CHF/USD 2.06% -2.14%
Equity % of Risk Allocation Net Exposure
% of Total
NIKKEI 225 6.59% 2.46%
TOPIX INDEX (TOKYO) 4.47% 1.85%
S&P 500 INDEX 3.83% 2.38%
Fixed Income % of Risk Allocation Net Exposure
% of Total
EURO-BUND FUTURE 1.92% 7.93%
LONG GILT FUTURE 1.89% 6.49%
US LONG BOND(CBT) 1.47% 11.25%
Commodities % of Risk Allocation Net Exposure
% of Total
GOLD 2.10% -1.69%
COFFEE 0.75% -0.64%
SILVER 0.73% -0.67%

Manager Allocation % of Invested Capital As of 02/28/2019

Allocation
Discretionary 31.89%
Emso Asset Management Limited 31.89%
Systematic 68.12%
Graham Capital Management, L.P. 26.46%
Aspect Capital Limited 23.22%
P/E Investments, LLC 18.44%

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