var chart_data = {"configuration": {"help": "<i>Please hover mouse cursor over graphs to see detailed information\nabout the selected area</i>.\n\nPlease note that the various categorizations defined above are\nfully customizable by the user. The system provides a large set of\npossible categorizations but more can be added by the user if\nrequired.\n\nThe bars in each chart are composed of coloured sections, each section\nrepresenting a fraction of the total risk. Bar sections are sorted\nfrom higher to lower (ie the inner most section represents the highest\nrisk component). The bars are sorted by total aggregate risk, with the\nbar representing the highest aggregate risk on top and the one\nrepreseting lowest aggregate risk on the bottom.\n\nThe <b>'By CounterParty'</b> chart is composed of clusters of 2\nbars. The first bar in each cluster represents the total aggregate net\nrisk per counterparty and each bar section represents the total net\nrisk per agreement. The second bar in each cluster represents the\ntotal aggregate collateral adjusted risk per counterparty and each bar\nsection represents the total collateral adjusted risk per agreement.\n\nIn the <b>'By Internal Industry Classification'</b> chart each bar\nsection represents the total risk per counterparty and each bar\nrepresents the total aggregate risk per industry classification.\n\nIn the <b>'By Internal Rating'</b> chart each bar section\nrepresents the total risk per counterparty and each bar represents\nthe total aggregate risk classified by internal ratings.\n\nIn the <b>'By Geographical Category'</b> chart each bar section\nrepresents the total risk per counterparty and each bar represents\nthe total aggregate risk in each geographical region.\n", "title": "CounterParty Risk"}, "charts": [{"configuration": {"column_names": [["a_col_0", "a_col_1"], ["b_col_0", "b_col_1"]], "xaxis_title": "Amount (in thousands USD)", "yaxis_rotation": -30, "title": "By CounterParty", "height": 1850, "width": 850, "yaxis_title": "CounterParty", "allow_negative_for_stacked": true, "xaxis_rotation": 30}, "data": [{"category": "Alpha Bank", "index": 0, "a_col_0": 965.36, "a_col_1": -7810.66, "b_col_1": -6332.46, "b_col_0": 863.36}, {"category": "Alpha Bank Abs Return Strategies", "index": 1, "a_col_0": -1604.34, "a_col_1": -3967.68999999, "b_col_1": -5126.8, "b_col_0": -1533.78}, {"category": "Bank of Highland", "index": 2, "a_col_0": 78.88, "a_col_1": -4212.78, "b_col_1": -4212.78, "b_col_0": 78.88}, {"category": "Camel Hedge", "index": 3, "a_col_0": -3512.7, "a_col_1": 3510.98, "b_col_1": 3563.38, "b_col_0": -2034.5}, {"category": "Garrah National", "index": 4, "a_col_0": -1103.74, "a_col_1": -117.55, "b_col_1": -3836.37, "b_col_0": -1258.95}, {"category": "Gerrell Capital Management", "index": 5, "a_col_0": -4829.32, "a_col_1": -5125.20999998, "b_col_1": -5125.20999998, "b_col_0": -4829.32}, {"category": "Merry Invest", "index": 6, "a_col_0": -7420.85, "a_col_1": -13977.49, "b_col_1": -14077.02, "b_col_0": -7570.85}, {"category": "Tpic Capital Management inc", "index": 7, "a_col_0": -1369.99, "a_col_1": -49.02, "b_col_1": -49.02, "b_col_0": -1523.7}, {"category": "Zeta Guaranteed Returns Diversified", "index": 8, "a_col_0": -5399.82, "a_col_1": -2736.25, "b_col_1": -2757.46, "b_col_0": -5565.02}, {"category": "Greenwich Capital", "index": 9, "a_col_0": 1075.23, "a_col_1": -876.250000001, "b_col_1": -896.459999999, "b_col_0": 20.02}, {"category": "H.N. Russian Securities", "index": 10, "a_col_0": 1157.12, "a_col_1": -2156.71, "b_col_1": -2311.92, "b_col_0": 1036.91}, {"category": "Bank of Caltech", "index": 11, "a_col_0": 1286.57, "a_col_1": -5273.05, "b_col_1": -1049.24, "b_col_0": 1286.57}, {"category": "Turngem Asset Management", "index": 12, "a_col_0": 2489.22, "a_col_1": -976.509999998, "b_col_1": -2135.62, "b_col_0": 1330.11}, {"category": "Opportunity Auto Hedge Fund", "index": 13, "a_col_0": 1545.14, "a_col_1": -912.39, "b_col_1": -1217.39, "b_col_0": 1665.35}, {"category": "Westend Asset Group", "index": 14, "a_col_0": 1757.61, "a_col_1": -2941.27, "b_col_1": -2971.83000001, "b_col_0": 0.465}, {"category": "Bkoz Fund Management", "index": 15, "a_col_0": 1419.46, "a_col_1": 396.13, "b_col_1": 246.13, "b_col_0": 3.898}, {"category": "Sky Asset Management", "index": 16, "a_col_0": 1843.62, "a_col_1": -4943.55, "b_col_1": -5098.76, "b_col_0": -1077.59}, {"category": "Alpha Asset Management Australia", "index": 17, "a_col_0": 1997.47, "a_col_1": -1127.54, "b_col_1": -1432.54, "b_col_0": 2117.68}, {"category": "Delta Reinsurance Company", "index": 18, "a_col_0": 2988.82999999, "a_col_1": -671.569999999, "b_col_1": -1021.57, "b_col_0": 3109.03999999}, {"category": "Cannonfire Fund", "index": 19, "a_col_0": 1768.91, "a_col_1": 606.34, "b_col_1": 606.34, "b_col_0": 195.2}, {"category": "Roy Asset Management ltd", "index": 20, "a_col_0": 2736.88, "a_col_1": -5000.08, "b_col_1": -5150.08, "b_col_0": 2431.88}, {"category": "Greg WorldWide Long Short", "index": 21, "a_col_0": 2608.59, "a_col_1": 467.61, "b_col_1": 327.489999999, "b_col_0": -1312.62}, {"category": "Royal Asset Management", "index": 22, "a_col_0": 3738.14, "a_col_1": -2188.49, "b_col_1": -2193.7, "b_col_0": -183.07}, {"category": "Perspective Capital UK", "index": 23, "a_col_0": 4075.47, "a_col_1": -3993.74, "b_col_1": -3993.74, "b_col_0": 0.85}, {"category": "Mars Asset Management", "index": 24, "a_col_0": 3955.52000001, "a_col_1": 748.08, "b_col_1": 582.880000001, "b_col_0": 34.3100000001}, {"category": "H.N.Morgan Sach", "index": 25, "a_col_0": 6199.32000001, "a_col_1": -810.239999999, "b_col_1": -810.239999999, "b_col_0": 6919.52999999}, {"category": "Global Asia Equities Management", "index": 26, "a_col_0": 3371.59, "a_col_1": 3153.42, "b_col_1": -767.79, "b_col_0": 1269.19}, {"category": "Green Capital Management", "index": 27, "a_col_0": 5392.3, "a_col_1": 1933.63, "b_col_1": -206.49, "b_col_0": -752.91}, {"category": "Morse Capital Fund Management", "index": 28, "a_col_0": 6185.21, "a_col_1": 1676.28, "b_col_1": 102.57, "b_col_0": -1337.19}, {"category": "Abs Capital investments", "index": 29, "a_col_0": 4782.25000001, "a_col_1": 3289.13999999, "b_col_1": 314.839999999, "b_col_0": -1771.62}, {"category": "Kapur Securities", "index": 30, "a_col_0": 5547.14999999, "a_col_1": 3698.61, "b_col_1": 2539.5, "b_col_0": 5391.93999999}, {"category": "Alpha Bank Prime Brokerage", "index": 31, "a_col_0": 14236.06, "a_col_1": -1017.05, "b_col_1": -1182.25, "b_col_0": -344.54}, {"category": "Western Rock Capital", "index": 32, "a_col_0": 10489.15, "a_col_1": 4995.19000001, "b_col_1": 4892.78999999, "b_col_0": 10249.5}], "data_info": [{"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Bank_2001-08-12</b>\nActual Exposure:   -7,810,660\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -6,332,460 (0.0 %)\nCollateral Position:   -1,478,200\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   Germany\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Bank_2002-11-12</b>\nActual Exposure:   965,360\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   863,360 (100.0 %)\nCollateral Position:   102,000\n----------------------------------\nAgreement Date:   2002-11-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   Germany\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Bank_2002-11-12</b>\nActual Exposure:   965,360\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   863,360 (100.0 %)\nCollateral Position:   102,000\n----------------------------------\nAgreement Date:   2002-11-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   Germany\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Bank_2001-08-12</b>\nActual Exposure:   -7,810,660\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -6,332,460 (0.0 %)\nCollateral Position:   -1,478,200\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   Germany\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Bank_Abs_Return_Strategies_2002-09-21</b>\nActual Exposure:   -3,967,690\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,126,800 (0.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Abs Return Strategies</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Bank_Abs_Return_Strategies_2001-08-12</b>\nActual Exposure:   -1,604,340\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,533,780 (0.0 %)\nCollateral Position:   -70,560\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Abs Return Strategies</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Bank_Abs_Return_Strategies_2001-08-12</b>\nActual Exposure:   -1,604,340\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,533,780 (0.0 %)\nCollateral Position:   -70,560\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Abs Return Strategies</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Bank_Abs_Return_Strategies_2002-09-21</b>\nActual Exposure:   -3,967,690\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,126,800 (0.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Abs Return Strategies</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Bank_of_Highland_2003-09-12</b>\nActual Exposure:   -4,212,780\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -4,212,780 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2003-09-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   No\nCSA collateral flow:   \nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>Bank of Highland</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   France\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Bank_of_Highland_2001-02-25</b>\nActual Exposure:   78,880\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   78,880 (100.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2001-02-25\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   No\nCSA collateral flow:   \nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>Bank of Highland</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   France\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Bank_of_Highland_2001-02-25</b>\nActual Exposure:   78,880\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   78,880 (100.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2001-02-25\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   No\nCSA collateral flow:   \nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>Bank of Highland</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   France\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Bank_of_Highland_2003-09-12</b>\nActual Exposure:   -4,212,780\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -4,212,780 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2003-09-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   No\nCSA collateral flow:   \nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>Bank of Highland</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   France\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Camel_Hedge_2001-12-19</b>\nActual Exposure:   3,510,980\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   3,563,380 (100.0 %)\nCollateral Position:   -52,400\n----------------------------------\nAgreement Date:   2001-12-19\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Camel Hedge</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Camel_Hedge_2003-04-24</b>\nActual Exposure:   -3,512,700\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,034,500 (0.0 %)\nCollateral Position:   -1,478,200\n----------------------------------\nAgreement Date:   2003-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Camel Hedge</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Camel_Hedge_2003-04-24</b>\nActual Exposure:   -3,512,700\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,034,500 (0.0 %)\nCollateral Position:   -1,478,200\n----------------------------------\nAgreement Date:   2003-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Camel Hedge</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Camel_Hedge_2001-12-19</b>\nActual Exposure:   3,510,980\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   3,563,380 (100.0 %)\nCollateral Position:   -52,400\n----------------------------------\nAgreement Date:   2001-12-19\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Camel Hedge</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Garrah_National_2002-02-24</b>\nActual Exposure:   -117,550\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -3,836,370 (0.0 %)\nCollateral Position:   3,718,820\n----------------------------------\nAgreement Date:   2002-02-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Garrah National</b>\nInternal Rating:   3\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Garrah_National_2003-04-24</b>\nActual Exposure:   -1,103,740\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,258,950 (0.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2003-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Garrah National</b>\nInternal Rating:   3\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Garrah_National_2003-04-24</b>\nActual Exposure:   -1,103,740\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,258,950 (0.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2003-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Garrah National</b>\nInternal Rating:   3\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Garrah_National_2002-02-24</b>\nActual Exposure:   -117,550\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -3,836,370 (0.0 %)\nCollateral Position:   3,718,820\n----------------------------------\nAgreement Date:   2002-02-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Garrah National</b>\nInternal Rating:   3\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   United States\nGeographical Category:   North America"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Gerrell_Capital_Management_2002-09-21</b>\nActual Exposure:   -5,125,210\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,125,210 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Gerrell Capital Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Gerrell_Capital_Management_2001-09-21</b>\nActual Exposure:   -4,829,320\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -4,829,320 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2001-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Gerrell Capital Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Gerrell_Capital_Management_2001-09-21</b>\nActual Exposure:   -4,829,320\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -4,829,320 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2001-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Gerrell Capital Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Gerrell_Capital_Management_2002-09-21</b>\nActual Exposure:   -5,125,210\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,125,210 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Gerrell Capital Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Merry_Invest_2002-10-21</b>\nActual Exposure:   -13,977,490\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -14,077,020 (0.0 %)\nCollateral Position:   99,530\n----------------------------------\nAgreement Date:   2002-10-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   100.0\n----------------------------------\nCounterparty:   <b>Merry Invest</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Merry_Invest_2001-10-12</b>\nActual Exposure:   -7,420,850\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -7,570,850 (0.0 %)\nCollateral Position:   150,000\n----------------------------------\nAgreement Date:   2001-10-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   100.0\n----------------------------------\nCounterparty:   <b>Merry Invest</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Merry_Invest_2001-10-12</b>\nActual Exposure:   -7,420,850\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -7,570,850 (0.0 %)\nCollateral Position:   150,000\n----------------------------------\nAgreement Date:   2001-10-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   100.0\n----------------------------------\nCounterparty:   <b>Merry Invest</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Merry_Invest_2002-10-21</b>\nActual Exposure:   -13,977,490\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -14,077,020 (0.0 %)\nCollateral Position:   99,530\n----------------------------------\nAgreement Date:   2002-10-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   100.0\n----------------------------------\nCounterparty:   <b>Merry Invest</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Tpic_Capital_Management_inc_2002-11-12</b>\nActual Exposure:   -49,020\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -49,020 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-11-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Tpic Capital Management inc</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Tpic_Capital_Management_inc_2004-02-12</b>\nActual Exposure:   -1,369,990\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,523,700 (0.0 %)\nCollateral Position:   153,710\n----------------------------------\nAgreement Date:   2004-02-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Tpic Capital Management inc</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Tpic_Capital_Management_inc_2004-02-12</b>\nActual Exposure:   -1,369,990\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,523,700 (0.0 %)\nCollateral Position:   153,710\n----------------------------------\nAgreement Date:   2004-02-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Tpic Capital Management inc</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Tpic_Capital_Management_inc_2002-11-12</b>\nActual Exposure:   -49,020\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -49,020 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-11-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Tpic Capital Management inc</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Zeta_Guaranteed_Returns_Diversified_2001-01-25</b>\nActual Exposure:   -2,736,250\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,757,460 (0.0 %)\nCollateral Position:   21,210\n----------------------------------\nAgreement Date:   2001-01-25\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Zeta Guaranteed Returns Diversified</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Italy\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Zeta_Guaranteed_Returns_Diversified_2002-09-21</b>\nActual Exposure:   -5,399,820\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,565,020 (0.0 %)\nCollateral Position:   165,200\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Zeta Guaranteed Returns Diversified</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Italy\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Zeta_Guaranteed_Returns_Diversified_2002-09-21</b>\nActual Exposure:   -5,399,820\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,565,020 (0.0 %)\nCollateral Position:   165,200\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Zeta Guaranteed Returns Diversified</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Italy\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Zeta_Guaranteed_Returns_Diversified_2001-01-25</b>\nActual Exposure:   -2,736,250\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,757,460 (0.0 %)\nCollateral Position:   21,210\n----------------------------------\nAgreement Date:   2001-01-25\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Zeta Guaranteed Returns Diversified</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Italy\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Greenwich_Capital_2001-01-25</b>\nActual Exposure:   -876,250\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -896,460 (0.0 %)\nCollateral Position:   20,210\n----------------------------------\nAgreement Date:   2001-01-25\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greenwich Capital</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Greenwich_Capital_2001-04-24</b>\nActual Exposure:   1,075,230\nNet Exposure:   1,075,230 (100.0 %)\nCollateral Adjusted Exposure:   20,020 (100.0 %)\nCollateral Position:   1,055,210\n----------------------------------\nAgreement Date:   2001-04-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greenwich Capital</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Greenwich_Capital_2001-04-24</b>\nActual Exposure:   1,075,230\nNet Exposure:   1,075,230 (100.0 %)\nCollateral Adjusted Exposure:   20,020 (100.0 %)\nCollateral Position:   1,055,210\n----------------------------------\nAgreement Date:   2001-04-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greenwich Capital</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Greenwich_Capital_2001-01-25</b>\nActual Exposure:   -876,250\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -896,460 (0.0 %)\nCollateral Position:   20,210\n----------------------------------\nAgreement Date:   2001-01-25\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greenwich Capital</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_H.N._Russian_Securities_2003-09-12</b>\nActual Exposure:   -2,156,710\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,311,920 (0.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2003-09-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>H.N. Russian Securities</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   Russia\nGeographical Category:   Eastern Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_H.N._Russian_Securities_2005-04-24</b>\nActual Exposure:   1,157,120\nNet Exposure:   1,157,120 (100.0 %)\nCollateral Adjusted Exposure:   1,036,910 (100.0 %)\nCollateral Position:   120,210\n----------------------------------\nAgreement Date:   2005-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>H.N. Russian Securities</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   Russia\nGeographical Category:   Eastern Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_H.N._Russian_Securities_2005-04-24</b>\nActual Exposure:   1,157,120\nNet Exposure:   1,157,120 (100.0 %)\nCollateral Adjusted Exposure:   1,036,910 (100.0 %)\nCollateral Position:   120,210\n----------------------------------\nAgreement Date:   2005-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>H.N. Russian Securities</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   Russia\nGeographical Category:   Eastern Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_H.N._Russian_Securities_2003-09-12</b>\nActual Exposure:   -2,156,710\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,311,920 (0.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2003-09-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>H.N. Russian Securities</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   Russia\nGeographical Category:   Eastern Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Bank_of_Caltech_2001-04-30</b>\nActual Exposure:   -5,273,050\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,049,240 (0.0 %)\nCollateral Position:   -4,223,810\n----------------------------------\nAgreement Date:   2001-04-30\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bank of Caltech</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Bank_of_Caltech_2005-02-18</b>\nActual Exposure:   1,286,570\nNet Exposure:   1,286,570 (100.0 %)\nCollateral Adjusted Exposure:   1,286,570 (100.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   100000.0\nThreshold Amount Counterparty:   100000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bank of Caltech</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Bank_of_Caltech_2005-02-18</b>\nActual Exposure:   1,286,570\nNet Exposure:   1,286,570 (100.0 %)\nCollateral Adjusted Exposure:   1,286,570 (100.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   100000.0\nThreshold Amount Counterparty:   100000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bank of Caltech</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Bank_of_Caltech_2001-04-30</b>\nActual Exposure:   -5,273,050\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,049,240 (0.0 %)\nCollateral Position:   -4,223,810\n----------------------------------\nAgreement Date:   2001-04-30\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bank of Caltech</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Turngem_Asset_Management_2004-01-12</b>\nActual Exposure:   -976,510\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,135,620 (0.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2004-01-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Turngem Asset Management</b>\nInternal Rating:   2\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Turngem_Asset_Management_2002-06-12</b>\nActual Exposure:   2,489,220\nNet Exposure:   1,512,710 (100.0 %)\nCollateral Adjusted Exposure:   1,330,110 (100.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Turngem Asset Management</b>\nInternal Rating:   2\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Turngem_Asset_Management_2002-06-12</b>\nActual Exposure:   2,489,220\nNet Exposure:   1,512,710 (100.0 %)\nCollateral Adjusted Exposure:   1,330,110 (100.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Turngem Asset Management</b>\nInternal Rating:   2\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Turngem_Asset_Management_2004-01-12</b>\nActual Exposure:   -976,510\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,135,620 (0.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2004-01-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Turngem Asset Management</b>\nInternal Rating:   2\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Opportunity_Auto_Hedge_Fund_2002-10-21</b>\nActual Exposure:   -912,390\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,217,390 (0.0 %)\nCollateral Position:   305,000\n----------------------------------\nAgreement Date:   2002-10-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Opportunity Auto Hedge Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Opportunity_Auto_Hedge_Fund_2004-12-21</b>\nActual Exposure:   1,545,140\nNet Exposure:   1,545,140 (100.0 %)\nCollateral Adjusted Exposure:   1,665,350 (100.0 %)\nCollateral Position:   -120,210\n----------------------------------\nAgreement Date:   2004-12-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Opportunity Auto Hedge Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Opportunity_Auto_Hedge_Fund_2004-12-21</b>\nActual Exposure:   1,545,140\nNet Exposure:   1,545,140 (100.0 %)\nCollateral Adjusted Exposure:   1,665,350 (100.0 %)\nCollateral Position:   -120,210\n----------------------------------\nAgreement Date:   2004-12-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Opportunity Auto Hedge Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Opportunity_Auto_Hedge_Fund_2002-10-21</b>\nActual Exposure:   -912,390\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,217,390 (0.0 %)\nCollateral Position:   305,000\n----------------------------------\nAgreement Date:   2002-10-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Opportunity Auto Hedge Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Westend_Asset_Group_2001-08-12</b>\nActual Exposure:   -2,941,270\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,971,830 (0.0 %)\nCollateral Position:   30,560\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Westend Asset Group</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Westend_Asset_Group_2005-02-18</b>\nActual Exposure:   1,757,610\nNet Exposure:   1,757,610 (100.0 %)\nCollateral Adjusted Exposure:   465 (100.0 %)\nCollateral Position:   1,757,145\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Westend Asset Group</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Westend_Asset_Group_2005-02-18</b>\nActual Exposure:   1,757,610\nNet Exposure:   1,757,610 (100.0 %)\nCollateral Adjusted Exposure:   465 (100.0 %)\nCollateral Position:   1,757,145\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Westend Asset Group</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Westend_Asset_Group_2001-08-12</b>\nActual Exposure:   -2,941,270\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,971,830 (0.0 %)\nCollateral Position:   30,560\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Westend Asset Group</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Bkoz_Fund_Management_2004-05-02</b>\nActual Exposure:   396,130\nNet Exposure:   396,130 (21.8 %)\nCollateral Adjusted Exposure:   246,130 (98.4 %)\nCollateral Position:   150,000\n----------------------------------\nAgreement Date:   2004-05-02\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bkoz Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Bkoz_Fund_Management_2002-09-21</b>\nActual Exposure:   1,419,460\nNet Exposure:   1,419,460 (78.2 %)\nCollateral Adjusted Exposure:   3,898 (1.6 %)\nCollateral Position:   1,415,562\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bkoz Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Bkoz_Fund_Management_2002-09-21</b>\nActual Exposure:   1,419,460\nNet Exposure:   1,419,460 (78.2 %)\nCollateral Adjusted Exposure:   3,898 (1.6 %)\nCollateral Position:   1,415,562\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bkoz Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Bkoz_Fund_Management_2004-05-02</b>\nActual Exposure:   396,130\nNet Exposure:   396,130 (21.8 %)\nCollateral Adjusted Exposure:   246,130 (98.4 %)\nCollateral Position:   150,000\n----------------------------------\nAgreement Date:   2004-05-02\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Bkoz Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Sky_Asset_Management_2004-02-27</b>\nActual Exposure:   -4,943,550\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,098,760 (0.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2004-02-27\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Sky Asset Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Sky_Asset_Management_2004-04-02</b>\nActual Exposure:   1,843,620\nNet Exposure:   1,843,620 (100.0 %)\nCollateral Adjusted Exposure:   -1,077,590 (0.0 %)\nCollateral Position:   2,921,210\n----------------------------------\nAgreement Date:   2004-04-02\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Sky Asset Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Sky_Asset_Management_2004-04-02</b>\nActual Exposure:   1,843,620\nNet Exposure:   1,843,620 (100.0 %)\nCollateral Adjusted Exposure:   -1,077,590 (0.0 %)\nCollateral Position:   2,921,210\n----------------------------------\nAgreement Date:   2004-04-02\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Sky Asset Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Sky_Asset_Management_2004-02-27</b>\nActual Exposure:   -4,943,550\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,098,760 (0.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2004-02-27\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Sky Asset Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Asset_Management_Australia_2002-09-21</b>\nActual Exposure:   -1,127,540\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,432,540 (0.0 %)\nCollateral Position:   305,000\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Asset Management Australia</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Asset_Management_Australia_2001-02-05</b>\nActual Exposure:   1,997,470\nNet Exposure:   1,997,470 (100.0 %)\nCollateral Adjusted Exposure:   2,117,680 (100.0 %)\nCollateral Position:   -120,210\n----------------------------------\nAgreement Date:   2001-02-05\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Client Only\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>Alpha Asset Management Australia</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Asset_Management_Australia_2001-02-05</b>\nActual Exposure:   1,997,470\nNet Exposure:   1,997,470 (100.0 %)\nCollateral Adjusted Exposure:   2,117,680 (100.0 %)\nCollateral Position:   -120,210\n----------------------------------\nAgreement Date:   2001-02-05\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Client Only\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>Alpha Asset Management Australia</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Asset_Management_Australia_2002-09-21</b>\nActual Exposure:   -1,127,540\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,432,540 (0.0 %)\nCollateral Position:   305,000\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Asset Management Australia</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Delta_Reinsurance_Company_2001-04-24</b>\nActual Exposure:   -671,570\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,021,570 (0.0 %)\nCollateral Position:   350,000\n----------------------------------\nAgreement Date:   2001-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Delta Reinsurance Company</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   Switzerland\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Delta_Reinsurance_Company_2002-05-24</b>\nActual Exposure:   2,988,830\nNet Exposure:   2,317,260 (100.0 %)\nCollateral Adjusted Exposure:   3,109,040 (100.0 %)\nCollateral Position:   -120,210\n----------------------------------\nAgreement Date:   2002-05-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Delta Reinsurance Company</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   Switzerland\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Delta_Reinsurance_Company_2002-05-24</b>\nActual Exposure:   2,988,830\nNet Exposure:   2,317,260 (100.0 %)\nCollateral Adjusted Exposure:   3,109,040 (100.0 %)\nCollateral Position:   -120,210\n----------------------------------\nAgreement Date:   2002-05-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Delta Reinsurance Company</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   Switzerland\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Delta_Reinsurance_Company_2001-04-24</b>\nActual Exposure:   -671,570\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,021,570 (0.0 %)\nCollateral Position:   350,000\n----------------------------------\nAgreement Date:   2001-04-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Delta Reinsurance Company</b>\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   Switzerland\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Cannonfire_Fund_2002-06-12</b>\nActual Exposure:   606,340\nNet Exposure:   606,340 (25.5 %)\nCollateral Adjusted Exposure:   606,340 (75.6 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   1000000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   100000.0\n----------------------------------\nCounterparty:   <b>Cannonfire Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   Poland\nGeographical Category:   Eastern Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Cannonfire_Fund_2001-05-24</b>\nActual Exposure:   1,768,910\nNet Exposure:   1,768,910 (74.5 %)\nCollateral Adjusted Exposure:   195,200 (24.4 %)\nCollateral Position:   1,573,710\n----------------------------------\nAgreement Date:   2001-05-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Cannonfire Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   Poland\nGeographical Category:   Eastern Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Cannonfire_Fund_2001-05-24</b>\nActual Exposure:   1,768,910\nNet Exposure:   1,768,910 (74.5 %)\nCollateral Adjusted Exposure:   195,200 (24.4 %)\nCollateral Position:   1,573,710\n----------------------------------\nAgreement Date:   2001-05-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Cannonfire Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   Poland\nGeographical Category:   Eastern Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Cannonfire_Fund_2002-06-12</b>\nActual Exposure:   606,340\nNet Exposure:   606,340 (25.5 %)\nCollateral Adjusted Exposure:   606,340 (75.6 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   1000000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   100000.0\n----------------------------------\nCounterparty:   <b>Cannonfire Fund</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   Poland\nGeographical Category:   Eastern Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Roy_Asset_Management_ltd_2004-02-12</b>\nActual Exposure:   -5,000,080\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,150,080 (0.0 %)\nCollateral Position:   150,000\n----------------------------------\nAgreement Date:   2004-02-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Roy Asset Management ltd</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Roy_Asset_Management_ltd_2001-08-12</b>\nActual Exposure:   2,736,880\nNet Exposure:   2,736,880 (100.0 %)\nCollateral Adjusted Exposure:   2,431,880 (100.0 %)\nCollateral Position:   305,000\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Roy Asset Management ltd</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Roy_Asset_Management_ltd_2001-08-12</b>\nActual Exposure:   2,736,880\nNet Exposure:   2,736,880 (100.0 %)\nCollateral Adjusted Exposure:   2,431,880 (100.0 %)\nCollateral Position:   305,000\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Roy Asset Management ltd</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Roy_Asset_Management_ltd_2004-02-12</b>\nActual Exposure:   -5,000,080\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -5,150,080 (0.0 %)\nCollateral Position:   150,000\n----------------------------------\nAgreement Date:   2004-02-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Roy Asset Management ltd</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Greg_WorldWide_Long_Short_2001-08-12</b>\nActual Exposure:   467,610\nNet Exposure:   467,610 (15.2 %)\nCollateral Adjusted Exposure:   327,490 (100.0 %)\nCollateral Position:   140,120\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greg WorldWide Long Short</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Greg_WorldWide_Long_Short_2001-02-05</b>\nActual Exposure:   2,608,590\nNet Exposure:   2,608,590 (84.8 %)\nCollateral Adjusted Exposure:   -1,312,620 (0.0 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2001-02-05\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greg WorldWide Long Short</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Greg_WorldWide_Long_Short_2001-02-05</b>\nActual Exposure:   2,608,590\nNet Exposure:   2,608,590 (84.8 %)\nCollateral Adjusted Exposure:   -1,312,620 (0.0 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2001-02-05\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greg WorldWide Long Short</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Greg_WorldWide_Long_Short_2001-08-12</b>\nActual Exposure:   467,610\nNet Exposure:   467,610 (15.2 %)\nCollateral Adjusted Exposure:   327,490 (100.0 %)\nCollateral Position:   140,120\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Greg WorldWide Long Short</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Royal_Asset_Management_2001-08-12</b>\nActual Exposure:   -2,188,490\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,193,700 (0.0 %)\nCollateral Position:   5,210\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Royal Asset Management</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Royal_Asset_Management_2005-02-18</b>\nActual Exposure:   3,738,140\nNet Exposure:   3,738,140 (100.0 %)\nCollateral Adjusted Exposure:   -183,070 (0.0 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Royal Asset Management</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Royal_Asset_Management_2005-02-18</b>\nActual Exposure:   3,738,140\nNet Exposure:   3,738,140 (100.0 %)\nCollateral Adjusted Exposure:   -183,070 (0.0 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Royal Asset Management</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Royal_Asset_Management_2001-08-12</b>\nActual Exposure:   -2,188,490\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -2,193,700 (0.0 %)\nCollateral Position:   5,210\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Royal Asset Management</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Perspective_Capital_UK_2002-06-12</b>\nActual Exposure:   -3,993,740\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -3,993,740 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Perspective Capital UK</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Perspective_Capital_UK_2001-08-12</b>\nActual Exposure:   4,075,470\nNet Exposure:   4,075,470 (100.0 %)\nCollateral Adjusted Exposure:   850 (100.0 %)\nCollateral Position:   4,074,620\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Perspective Capital UK</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Perspective_Capital_UK_2001-08-12</b>\nActual Exposure:   4,075,470\nNet Exposure:   4,075,470 (100.0 %)\nCollateral Adjusted Exposure:   850 (100.0 %)\nCollateral Position:   4,074,620\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Perspective Capital UK</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Perspective_Capital_UK_2002-06-12</b>\nActual Exposure:   -3,993,740\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -3,993,740 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Perspective Capital UK</b>\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Mars_Asset_Management_2004-02-27</b>\nActual Exposure:   748,080\nNet Exposure:   748,080 (15.9 %)\nCollateral Adjusted Exposure:   582,880 (94.4 %)\nCollateral Position:   165,200\n----------------------------------\nAgreement Date:   2004-02-27\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Mars Asset Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Mars_Asset_Management_2002-09-21</b>\nActual Exposure:   3,955,520\nNet Exposure:   3,955,520 (84.1 %)\nCollateral Adjusted Exposure:   34,310 (5.6 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Mars Asset Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Mars_Asset_Management_2002-09-21</b>\nActual Exposure:   3,955,520\nNet Exposure:   3,955,520 (84.1 %)\nCollateral Adjusted Exposure:   34,310 (5.6 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Mars Asset Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Mars_Asset_Management_2004-02-27</b>\nActual Exposure:   748,080\nNet Exposure:   748,080 (15.9 %)\nCollateral Adjusted Exposure:   582,880 (94.4 %)\nCollateral Position:   165,200\n----------------------------------\nAgreement Date:   2004-02-27\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Mars Asset Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_H.N.Morgan_Sach_2002-11-21</b>\nActual Exposure:   -810,240\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -810,240 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-11-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   No\nCSA collateral flow:   \nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>H.N.Morgan Sach</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_H.N.Morgan_Sach_2004-02-27</b>\nActual Exposure:   6,199,320\nNet Exposure:   6,199,320 (100.0 %)\nCollateral Adjusted Exposure:   6,919,530 (100.0 %)\nCollateral Position:   -720,210\n----------------------------------\nAgreement Date:   2004-02-27\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   100000.0\nThreshold Amount Counterparty:   100000.0\nMinimum Transfer Amount Client:   10000.0\nMinimum Transfer Amount Counterparty:   10000.0\n----------------------------------\nCounterparty:   <b>H.N.Morgan Sach</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_H.N.Morgan_Sach_2004-02-27</b>\nActual Exposure:   6,199,320\nNet Exposure:   6,199,320 (100.0 %)\nCollateral Adjusted Exposure:   6,919,530 (100.0 %)\nCollateral Position:   -720,210\n----------------------------------\nAgreement Date:   2004-02-27\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   100000.0\nThreshold Amount Counterparty:   100000.0\nMinimum Transfer Amount Client:   10000.0\nMinimum Transfer Amount Counterparty:   10000.0\n----------------------------------\nCounterparty:   <b>H.N.Morgan Sach</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_H.N.Morgan_Sach_2002-11-21</b>\nActual Exposure:   -810,240\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -810,240 (0.0 %)\nCollateral Position:   0\n----------------------------------\nAgreement Date:   2002-11-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   No\nCSA collateral flow:   \nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   \nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   \n----------------------------------\nCounterparty:   <b>H.N.Morgan Sach</b>\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Global_Asia_Equities_Management_2002-09-21</b>\nActual Exposure:   3,153,420\nNet Exposure:   3,153,420 (48.3 %)\nCollateral Adjusted Exposure:   -767,790 (0.0 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Global Asia Equities Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Germany\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Global_Asia_Equities_Management_2002-06-22</b>\nActual Exposure:   3,371,590\nNet Exposure:   3,371,590 (51.7 %)\nCollateral Adjusted Exposure:   1,269,190 (100.0 %)\nCollateral Position:   2,102,400\n----------------------------------\nAgreement Date:   2002-06-22\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Global Asia Equities Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Germany\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Global_Asia_Equities_Management_2002-06-22</b>\nActual Exposure:   3,371,590\nNet Exposure:   3,371,590 (51.7 %)\nCollateral Adjusted Exposure:   1,269,190 (100.0 %)\nCollateral Position:   2,102,400\n----------------------------------\nAgreement Date:   2002-06-22\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Global Asia Equities Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Germany\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Global_Asia_Equities_Management_2002-09-21</b>\nActual Exposure:   3,153,420\nNet Exposure:   3,153,420 (48.3 %)\nCollateral Adjusted Exposure:   -767,790 (0.0 %)\nCollateral Position:   3,921,210\n----------------------------------\nAgreement Date:   2002-09-21\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Global Asia Equities Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Germany\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Green_Capital_Management_2003-04-24</b>\nActual Exposure:   1,933,630\nNet Exposure:   1,933,630 (26.4 %)\nCollateral Adjusted Exposure:   -206,490 (0.0 %)\nCollateral Position:   2,140,120\n----------------------------------\nAgreement Date:   2003-04-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Green Capital Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Green_Capital_Management_2001-08-12</b>\nActual Exposure:   5,392,300\nNet Exposure:   5,392,300 (73.6 %)\nCollateral Adjusted Exposure:   -752,910 (0.0 %)\nCollateral Position:   6,145,210\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Green Capital Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Green_Capital_Management_2001-08-12</b>\nActual Exposure:   5,392,300\nNet Exposure:   5,392,300 (73.6 %)\nCollateral Adjusted Exposure:   -752,910 (0.0 %)\nCollateral Position:   6,145,210\n----------------------------------\nAgreement Date:   2001-08-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Green Capital Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Green_Capital_Management_2003-04-24</b>\nActual Exposure:   1,933,630\nNet Exposure:   1,933,630 (26.4 %)\nCollateral Adjusted Exposure:   -206,490 (0.0 %)\nCollateral Position:   2,140,120\n----------------------------------\nAgreement Date:   2003-04-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Green Capital Management</b>\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Morse_Capital_Fund_Management_2001-08-24</b>\nActual Exposure:   1,676,280\nNet Exposure:   1,676,280 (21.3 %)\nCollateral Adjusted Exposure:   102,570 (100.0 %)\nCollateral Position:   1,573,710\n----------------------------------\nAgreement Date:   2001-08-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Morse Capital Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Morse_Capital_Fund_Management_2002-06-12</b>\nActual Exposure:   6,185,210\nNet Exposure:   6,185,210 (78.7 %)\nCollateral Adjusted Exposure:   -1,337,190 (0.0 %)\nCollateral Position:   7,522,400\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Morse Capital Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Morse_Capital_Fund_Management_2002-06-12</b>\nActual Exposure:   6,185,210\nNet Exposure:   6,185,210 (78.7 %)\nCollateral Adjusted Exposure:   -1,337,190 (0.0 %)\nCollateral Position:   7,522,400\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Morse Capital Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Morse_Capital_Fund_Management_2001-08-24</b>\nActual Exposure:   1,676,280\nNet Exposure:   1,676,280 (21.3 %)\nCollateral Adjusted Exposure:   102,570 (100.0 %)\nCollateral Position:   1,573,710\n----------------------------------\nAgreement Date:   2001-08-24\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Morse Capital Fund Management</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Abs_Capital_investments_2002-06-12</b>\nActual Exposure:   3,289,140\nNet Exposure:   3,289,140 (40.8 %)\nCollateral Adjusted Exposure:   314,840 (100.0 %)\nCollateral Position:   2,974,300\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Abs Capital investments</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Abs_Capital_investments_2001-04-24</b>\nActual Exposure:   4,782,250\nNet Exposure:   4,782,250 (59.2 %)\nCollateral Adjusted Exposure:   -1,771,620 (0.0 %)\nCollateral Position:   6,553,870\n----------------------------------\nAgreement Date:   2001-04-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Abs Capital investments</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Abs_Capital_investments_2001-04-24</b>\nActual Exposure:   4,782,250\nNet Exposure:   4,782,250 (59.2 %)\nCollateral Adjusted Exposure:   -1,771,620 (0.0 %)\nCollateral Position:   6,553,870\n----------------------------------\nAgreement Date:   2001-04-24\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Abs Capital investments</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Abs_Capital_investments_2002-06-12</b>\nActual Exposure:   3,289,140\nNet Exposure:   3,289,140 (40.8 %)\nCollateral Adjusted Exposure:   314,840 (100.0 %)\nCollateral Position:   2,974,300\n----------------------------------\nAgreement Date:   2002-06-12\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Abs Capital investments</b>\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Kapur_Securities_2001-12-15</b>\nActual Exposure:   3,698,610\nNet Exposure:   3,698,610 (40.0 %)\nCollateral Adjusted Exposure:   2,539,500 (32.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2001-12-15\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Kapur Securities</b>\nInternal Rating:   1\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Kapur_Securities_2005-02-18</b>\nActual Exposure:   5,547,150\nNet Exposure:   5,547,150 (60.0 %)\nCollateral Adjusted Exposure:   5,391,940 (68.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Kapur Securities</b>\nInternal Rating:   1\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Kapur_Securities_2005-02-18</b>\nActual Exposure:   5,547,150\nNet Exposure:   5,547,150 (60.0 %)\nCollateral Adjusted Exposure:   5,391,940 (68.0 %)\nCollateral Position:   155,210\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Kapur Securities</b>\nInternal Rating:   1\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Kapur_Securities_2001-12-15</b>\nActual Exposure:   3,698,610\nNet Exposure:   3,698,610 (40.0 %)\nCollateral Adjusted Exposure:   2,539,500 (32.0 %)\nCollateral Position:   1,159,110\n----------------------------------\nAgreement Date:   2001-12-15\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Kapur Securities</b>\nInternal Rating:   1\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   United States\nGeographical Category:   North America"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Bank_Prime_Brokerage_2005-02-18</b>\nActual Exposure:   -1,017,050\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,182,250 (0.0 %)\nCollateral Position:   165,200\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Prime Brokerage</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Bank_Prime_Brokerage_2003-04-17</b>\nActual Exposure:   14,236,060\nNet Exposure:   14,236,060 (100.0 %)\nCollateral Adjusted Exposure:   -344,540 (0.0 %)\nCollateral Position:   14,580,600\n----------------------------------\nAgreement Date:   2003-04-17\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Prime Brokerage</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Alpha_Bank_Prime_Brokerage_2003-04-17</b>\nActual Exposure:   14,236,060\nNet Exposure:   14,236,060 (100.0 %)\nCollateral Adjusted Exposure:   -344,540 (0.0 %)\nCollateral Position:   14,580,600\n----------------------------------\nAgreement Date:   2003-04-17\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Prime Brokerage</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Alpha_Bank_Prime_Brokerage_2005-02-18</b>\nActual Exposure:   -1,017,050\nNet Exposure:   0 (0.0 %)\nCollateral Adjusted Exposure:   -1,182,250 (0.0 %)\nCollateral Position:   165,200\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Two way\nLaw:   English\nThreshold Amount Client:   10000.0\nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   1000.0\nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Alpha Bank Prime Brokerage</b>\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"b_col_1": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>GMRA_Western_Rock_Capital_2005-02-18</b>\nActual Exposure:   4,995,190\nNet Exposure:   4,995,190 (32.3 %)\nCollateral Adjusted Exposure:   4,892,790 (32.3 %)\nCollateral Position:   102,400\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Western Rock Capital</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "b_col_0": "<b>Collateral Adjusted Exposure Bar</b>\nAgreement:   <b>ISDA_Western_Rock_Capital_2001-02-05</b>\nActual Exposure:   10,489,150\nNet Exposure:   10,489,150 (67.7 %)\nCollateral Adjusted Exposure:   10,249,500 (67.7 %)\nCollateral Position:   239,650\n----------------------------------\nAgreement Date:   2001-02-05\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Western Rock Capital</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_0": "<b>Net Exposure Bar</b>\nAgreement:   <b>ISDA_Western_Rock_Capital_2001-02-05</b>\nActual Exposure:   10,489,150\nNet Exposure:   10,489,150 (67.7 %)\nCollateral Adjusted Exposure:   10,249,500 (67.7 %)\nCollateral Position:   239,650\n----------------------------------\nAgreement Date:   2001-02-05\nAgreement Type:   ISDA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Western Rock Capital</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "a_col_1": "<b>Net Exposure Bar</b>\nAgreement:   <b>GMRA_Western_Rock_Capital_2005-02-18</b>\nActual Exposure:   4,995,190\nNet Exposure:   4,995,190 (32.3 %)\nCollateral Adjusted Exposure:   4,892,790 (32.3 %)\nCollateral Position:   102,400\n----------------------------------\nAgreement Date:   2005-02-18\nAgreement Type:   GMRA\nNetting Allowed:   Yes\nCSA:   Yes\nCSA collateral flow:   Counterparty Only\nLaw:   English\nThreshold Amount Client:   \nThreshold Amount Counterparty:   10000.0\nMinimum Transfer Amount Client:   \nMinimum Transfer Amount Counterparty:   1000.0\n----------------------------------\nCounterparty:   <b>Western Rock Capital</b>\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}]}, {"configuration": {"column_names": [["col_0", "col_1", "col_2", "col_3", "col_4", "col_5"]], "xaxis_title": "Amount (in thousands USD)", "yaxis_rotation": -30, "title": "By Internal Industry Classification", "height": 450, "width": 850, "yaxis_title": "Industry Classification", "xaxis_rotation": 30}, "data": [{"category": "Broker/Dealers ( &gt; 500 b)", "index": 0, "col_4": 1157.12, "col_5": 0.0}, {"category": "Banks ( &gt; 1 t)", "index": 1, "col_5": 6199.32000001}, {"category": "Asset Managers ( &gt; 10 b)", "index": 2, "col_3": 2736.88, "col_4": 1843.62, "col_5": 1757.61}, {"category": "Hedge Funds ( &lt; 500 m)", "index": 3, "col_2": 4075.47, "col_3": 3738.14, "col_4": 1997.47, "col_5": 0.0}, {"category": "Hedge Funds ( &gt; 2 b)", "index": 4, "col_4": 8071.39, "col_5": 2375.25}, {"category": "Broker/Dealers ( &lt; 500 b)", "index": 5, "col_4": 9245.75999999, "col_5": 2317.26}, {"category": "Hedge Funds ( &gt; 500 m and &lt; 2 b)", "index": 6, "col_2": 1545.14, "col_3": 1075.23, "col_0": 6525.01, "col_1": 3076.2, "col_4": 0.0, "col_5": 0.0}, {"category": "Banks ( &gt; 500 b and &lt; 1 t)", "index": 7, "col_2": 0.0, "col_3": 0.0, "col_0": 14236.06, "col_1": 1286.57, "col_4": 0.0, "col_5": 0.0}, {"category": "Asset Managers ( &gt; 1 b and &lt; 10 b)", "index": 8, "col_2": 4703.60000001, "col_3": 1815.59, "col_1": 7861.49, "col_4": 1512.71, "col_5": 0.0}, {"category": "Asset Managers ( &lt; 1 b)", "index": 9, "col_4": 15484.34, "col_5": 7325.93}], "data_info": [{"col_4": "CounterParty:   <b>H.N. Russian Securities</b>\nNet Exposure:   1,157,120 (100.0 %)\nActual Exposure:   -999,590\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   Russia\nGeographical Category:   Eastern Europe", "col_5": "CounterParty:   <b>Garrah National</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,221,290\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   United States\nGeographical Category:   North America"}, {"col_5": "CounterParty:   <b>H.N.Morgan Sach</b>\nNet Exposure:   6,199,320 (100.0 %)\nActual Exposure:   5,389,080\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"col_3": "CounterParty:   <b>Roy Asset Management ltd</b>\nNet Exposure:   2,736,880 (43.2 %)\nActual Exposure:   -2,263,200\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "col_4": "CounterParty:   <b>Sky Asset Management</b>\nNet Exposure:   1,843,620 (29.1 %)\nActual Exposure:   -3,099,930\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Westend Asset Group</b>\nNet Exposure:   1,757,610 (27.7 %)\nActual Exposure:   -1,183,660\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"col_2": "CounterParty:   <b>Perspective Capital UK</b>\nNet Exposure:   4,075,470 (41.5 %)\nActual Exposure:   81,730\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_3": "CounterParty:   <b>Royal Asset Management</b>\nNet Exposure:   3,738,140 (38.1 %)\nActual Exposure:   1,549,650\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_4": "CounterParty:   <b>Alpha Asset Management Australia</b>\nNet Exposure:   1,997,470 (20.4 %)\nActual Exposure:   869,930\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Tpic Capital Management inc</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,419,010\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"col_4": "CounterParty:   <b>Abs Capital investments</b>\nNet Exposure:   8,071,390 (77.3 %)\nActual Exposure:   8,071,390\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Cannonfire Fund</b>\nNet Exposure:   2,375,250 (22.7 %)\nActual Exposure:   2,375,250\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   Poland\nGeographical Category:   Eastern Europe"}, {"col_4": "CounterParty:   <b>Kapur Securities</b>\nNet Exposure:   9,245,760 (80.0 %)\nActual Exposure:   9,245,760\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "col_5": "CounterParty:   <b>Delta Reinsurance Company</b>\nNet Exposure:   2,317,260 (20.0 %)\nActual Exposure:   2,317,260\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   Switzerland\nGeographical Category:   Western Europe"}, {"col_2": "CounterParty:   <b>Opportunity Auto Hedge Fund</b>\nNet Exposure:   1,545,140 (12.6 %)\nActual Exposure:   632,750\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_3": "CounterParty:   <b>Greenwich Capital</b>\nNet Exposure:   1,075,230 (8.8 %)\nActual Exposure:   198,980\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_0": "CounterParty:   <b>Global Asia Equities Management</b>\nNet Exposure:   6,525,010 (53.4 %)\nActual Exposure:   6,525,010\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Germany\nGeographical Category:   Western Europe", "col_1": "CounterParty:   <b>Greg WorldWide Long Short</b>\nNet Exposure:   3,076,200 (25.2 %)\nActual Exposure:   3,076,200\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_4": "CounterParty:   <b>Zeta Guaranteed Returns Diversified</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -8,136,070\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Italy\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Alpha Bank Abs Return Strategies</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -5,572,030\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"col_2": "CounterParty:   <b>Merry Invest</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -21,398,340\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_3": "CounterParty:   <b>Camel Hedge</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,720\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_0": "CounterParty:   <b>Alpha Bank Prime Brokerage</b>\nNet Exposure:   14,236,060 (91.7 %)\nActual Exposure:   13,219,010\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_1": "CounterParty:   <b>Bank of Caltech</b>\nNet Exposure:   1,286,570 (8.3 %)\nActual Exposure:   -3,986,480\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_4": "CounterParty:   <b>Bank of Highland</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -4,133,900\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   France\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Alpha Bank</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -6,845,300\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   Germany\nGeographical Category:   Western Europe"}, {"col_2": "CounterParty:   <b>Mars Asset Management</b>\nNet Exposure:   4,703,600 (29.6 %)\nActual Exposure:   4,703,600\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "col_3": "CounterParty:   <b>Bkoz Fund Management</b>\nNet Exposure:   1,815,590 (11.4 %)\nActual Exposure:   1,815,590\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_1": "CounterParty:   <b>Morse Capital Fund Management</b>\nNet Exposure:   7,861,490 (49.5 %)\nActual Exposure:   7,861,490\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_4": "CounterParty:   <b>Turngem Asset Management</b>\nNet Exposure:   1,512,710 (9.5 %)\nActual Exposure:   1,512,710\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Gerrell Capital Management</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -9,954,530\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"col_4": "CounterParty:   <b>Western Rock Capital</b>\nNet Exposure:   15,484,340 (67.9 %)\nActual Exposure:   15,484,340\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Green Capital Management</b>\nNet Exposure:   7,325,930 (32.1 %)\nActual Exposure:   7,325,930\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}]}, {"configuration": {"column_names": [["col_0", "col_1", "col_2", "col_3", "col_4", "col_5", "col_6", "col_7", "col_8", "col_9"]], "xaxis_title": "Amount (in thousands USD)", "yaxis_rotation": -30, "title": "By Internal Rating", "height": 325, "width": 850, "yaxis_title": "Internal Rating", "xaxis_rotation": 30}, "data": [{"category": "3", "index": 0, "col_8": 1843.62, "col_9": 0.0, "col_6": 7325.93, "col_7": 2736.88}, {"category": "5", "index": 1, "col_8": 0.0, "col_9": 0.0, "col_2": 4075.47, "col_3": 3738.14, "col_6": 1075.23, "col_7": 0.0, "col_4": 3076.2, "col_5": 1997.47}, {"category": "1", "index": 2, "col_8": 1286.57, "col_9": 0.0, "col_6": 9245.75999999, "col_7": 6199.32000001}, {"category": "2", "index": 3, "col_8": 0.0, "col_9": 0.0, "col_3": 14236.06, "col_6": 1157.12, "col_7": 0.0, "col_4": 2317.26, "col_5": 1512.71}, {"category": "4", "index": 4, "col_8": 1545.14, "col_9": 0.0, "col_2": 7861.49, "col_3": 6525.01, "col_0": 15484.34, "col_1": 8071.39, "col_6": 1815.59, "col_7": 1757.61, "col_4": 4703.60000001, "col_5": 2375.25}], "data_info": [{"col_8": "CounterParty:   <b>Sky Asset Management</b>\nNet Exposure:   1,843,620 (15.5 %)\nActual Exposure:   -3,099,930\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_9": "CounterParty:   <b>Garrah National</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,221,290\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "col_6": "CounterParty:   <b>Green Capital Management</b>\nNet Exposure:   7,325,930 (61.5 %)\nActual Exposure:   7,325,930\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_7": "CounterParty:   <b>Roy Asset Management ltd</b>\nNet Exposure:   2,736,880 (23.0 %)\nActual Exposure:   -2,263,200\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe"}, {"col_8": "CounterParty:   <b>Tpic Capital Management inc</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,419,010\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_9": "CounterParty:   <b>Alpha Bank Abs Return Strategies</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -5,572,030\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_2": "CounterParty:   <b>Perspective Capital UK</b>\nNet Exposure:   4,075,470 (29.2 %)\nActual Exposure:   81,730\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_3": "CounterParty:   <b>Royal Asset Management</b>\nNet Exposure:   3,738,140 (26.8 %)\nActual Exposure:   1,549,650\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_6": "CounterParty:   <b>Greenwich Capital</b>\nNet Exposure:   1,075,230 (7.7 %)\nActual Exposure:   198,980\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_7": "CounterParty:   <b>Zeta Guaranteed Returns Diversified</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -8,136,070\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Italy\nGeographical Category:   Western Europe", "col_4": "CounterParty:   <b>Greg WorldWide Long Short</b>\nNet Exposure:   3,076,200 (22.0 %)\nActual Exposure:   3,076,200\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Alpha Asset Management Australia</b>\nNet Exposure:   1,997,470 (14.3 %)\nActual Exposure:   869,930\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"col_8": "CounterParty:   <b>Bank of Caltech</b>\nNet Exposure:   1,286,570 (7.7 %)\nActual Exposure:   -3,986,480\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_9": "CounterParty:   <b>Camel Hedge</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,720\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_6": "CounterParty:   <b>Kapur Securities</b>\nNet Exposure:   9,245,760 (55.3 %)\nActual Exposure:   9,245,760\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "col_7": "CounterParty:   <b>H.N.Morgan Sach</b>\nNet Exposure:   6,199,320 (37.1 %)\nActual Exposure:   5,389,080\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"col_8": "CounterParty:   <b>Bank of Highland</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -4,133,900\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   France\nGeographical Category:   Western Europe", "col_9": "CounterParty:   <b>Alpha Bank</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -6,845,300\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   Germany\nGeographical Category:   Western Europe", "col_3": "CounterParty:   <b>Alpha Bank Prime Brokerage</b>\nNet Exposure:   14,236,060 (74.1 %)\nActual Exposure:   13,219,010\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_6": "CounterParty:   <b>H.N. Russian Securities</b>\nNet Exposure:   1,157,120 (6.0 %)\nActual Exposure:   -999,590\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   Russia\nGeographical Category:   Eastern Europe", "col_7": "CounterParty:   <b>Merry Invest</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -21,398,340\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_4": "CounterParty:   <b>Delta Reinsurance Company</b>\nNet Exposure:   2,317,260 (12.1 %)\nActual Exposure:   2,317,260\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   Switzerland\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Turngem Asset Management</b>\nNet Exposure:   1,512,710 (7.9 %)\nActual Exposure:   1,512,710\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}, {"col_8": "CounterParty:   <b>Opportunity Auto Hedge Fund</b>\nNet Exposure:   1,545,140 (3.1 %)\nActual Exposure:   632,750\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_9": "CounterParty:   <b>Gerrell Capital Management</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -9,954,530\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_2": "CounterParty:   <b>Morse Capital Fund Management</b>\nNet Exposure:   7,861,490 (15.7 %)\nActual Exposure:   7,861,490\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_3": "CounterParty:   <b>Global Asia Equities Management</b>\nNet Exposure:   6,525,010 (13.0 %)\nActual Exposure:   6,525,010\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Germany\nGeographical Category:   Western Europe", "col_0": "CounterParty:   <b>Western Rock Capital</b>\nNet Exposure:   15,484,340 (30.9 %)\nActual Exposure:   15,484,340\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_1": "CounterParty:   <b>Abs Capital investments</b>\nNet Exposure:   8,071,390 (16.1 %)\nActual Exposure:   8,071,390\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_6": "CounterParty:   <b>Bkoz Fund Management</b>\nNet Exposure:   1,815,590 (3.6 %)\nActual Exposure:   1,815,590\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_7": "CounterParty:   <b>Westend Asset Group</b>\nNet Exposure:   1,757,610 (3.5 %)\nActual Exposure:   -1,183,660\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_4": "CounterParty:   <b>Mars Asset Management</b>\nNet Exposure:   4,703,600 (9.4 %)\nActual Exposure:   4,703,600\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Cannonfire Fund</b>\nNet Exposure:   2,375,250 (4.7 %)\nActual Exposure:   2,375,250\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   Poland\nGeographical Category:   Eastern Europe"}]}, {"configuration": {"column_names": [["col_0", "col_1", "col_2", "col_3", "col_4", "col_5", "col_6", "col_7", "col_8", "col_9", "col_10", "col_11", "col_12", "col_13", "col_14", "col_15", "col_16", "col_17", "col_18", "col_19", "col_20", "col_21", "col_22", "col_23"]], "xaxis_title": "Amount (in thousands USD)", "yaxis_rotation": -30, "title": "By Geographical Category", "height": 275, "width": 850, "yaxis_title": "Geographical Category", "xaxis_rotation": 30}, "data": [{"category": "Eastern Europe", "index": 0, "col_23": 1157.12, "col_22": 2375.25}, {"category": "North America", "index": 1, "col_23": 0.0, "col_22": 0.0, "col_18": 9245.75999999, "col_19": 6199.32000001, "col_20": 1286.57, "col_17": 14236.06, "col_21": 0.0}, {"col_8": 3076.2, "col_9": 2736.88, "col_2": 7861.49, "col_3": 7325.93, "col_0": 15484.34, "col_1": 8071.39, "col_6": 4075.47, "col_7": 3738.14, "col_4": 6525.01, "col_5": 4703.60000001, "category": "Western Europe", "index": 2, "col_23": 0.0, "col_22": 0.0, "col_21": 0.0, "col_20": 0.0, "col_18": 0.0, "col_19": 0.0, "col_14": 1757.61, "col_15": 1545.14, "col_16": 1512.71, "col_17": 1075.23, "col_10": 2317.26, "col_11": 1997.47, "col_12": 1843.62, "col_13": 1815.59}], "data_info": [{"col_23": "CounterParty:   <b>H.N. Russian Securities</b>\nNet Exposure:   1,157,120 (32.8 %)\nActual Exposure:   -999,590\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   Russia\nGeographical Category:   Eastern Europe", "col_22": "CounterParty:   <b>Cannonfire Fund</b>\nNet Exposure:   2,375,250 (67.2 %)\nActual Exposure:   2,375,250\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   Poland\nGeographical Category:   Eastern Europe"}, {"col_21": "CounterParty:   <b>Merry Invest</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -21,398,340\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_20": "CounterParty:   <b>Bank of Caltech</b>\nNet Exposure:   1,286,570 (4.2 %)\nActual Exposure:   -3,986,480\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_23": "CounterParty:   <b>Camel Hedge</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,720\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_22": "CounterParty:   <b>Garrah National</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,221,290\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Broker/Dealers ( &gt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "col_18": "CounterParty:   <b>Kapur Securities</b>\nNet Exposure:   9,245,760 (29.9 %)\nActual Exposure:   9,245,760\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   United States\nGeographical Category:   North America", "col_19": "CounterParty:   <b>H.N.Morgan Sach</b>\nNet Exposure:   6,199,320 (20.0 %)\nActual Exposure:   5,389,080\n----------------------------------\nInternal Rating:   1\nInternal Industry Classification:   Banks ( &gt; 1 t)\nCountry:   United States\nGeographical Category:   North America", "col_17": "CounterParty:   <b>Alpha Bank Prime Brokerage</b>\nNet Exposure:   14,236,060 (46.0 %)\nActual Exposure:   13,219,010\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   United States\nGeographical Category:   North America"}, {"col_8": "CounterParty:   <b>Greg WorldWide Long Short</b>\nNet Exposure:   3,076,200 (4.0 %)\nActual Exposure:   3,076,200\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_9": "CounterParty:   <b>Roy Asset Management ltd</b>\nNet Exposure:   2,736,880 (3.5 %)\nActual Exposure:   -2,263,200\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "col_2": "CounterParty:   <b>Morse Capital Fund Management</b>\nNet Exposure:   7,861,490 (10.1 %)\nActual Exposure:   7,861,490\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_3": "CounterParty:   <b>Green Capital Management</b>\nNet Exposure:   7,325,930 (9.5 %)\nActual Exposure:   7,325,930\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_0": "CounterParty:   <b>Western Rock Capital</b>\nNet Exposure:   15,484,340 (20.0 %)\nActual Exposure:   15,484,340\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &lt; 1 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_1": "CounterParty:   <b>Abs Capital investments</b>\nNet Exposure:   8,071,390 (10.4 %)\nActual Exposure:   8,071,390\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_6": "CounterParty:   <b>Perspective Capital UK</b>\nNet Exposure:   4,075,470 (5.3 %)\nActual Exposure:   81,730\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_7": "CounterParty:   <b>Royal Asset Management</b>\nNet Exposure:   3,738,140 (4.8 %)\nActual Exposure:   1,549,650\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_4": "CounterParty:   <b>Global Asia Equities Management</b>\nNet Exposure:   6,525,010 (8.4 %)\nActual Exposure:   6,525,010\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Germany\nGeographical Category:   Western Europe", "col_5": "CounterParty:   <b>Mars Asset Management</b>\nNet Exposure:   4,703,600 (6.1 %)\nActual Exposure:   4,703,600\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   France\nGeographical Category:   Western Europe", "col_21": "CounterParty:   <b>Bank of Highland</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -4,133,900\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   France\nGeographical Category:   Western Europe", "col_20": "CounterParty:   <b>Gerrell Capital Management</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -9,954,530\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_23": "CounterParty:   <b>Alpha Bank</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -6,845,300\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Banks ( &gt; 500 b and &lt; 1 t)\nCountry:   Germany\nGeographical Category:   Western Europe", "col_22": "CounterParty:   <b>Alpha Bank Abs Return Strategies</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -5,572,030\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_18": "CounterParty:   <b>Zeta Guaranteed Returns Diversified</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -8,136,070\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   Italy\nGeographical Category:   Western Europe", "col_19": "CounterParty:   <b>Tpic Capital Management inc</b>\nNet Exposure:   0 (0.0 %)\nActual Exposure:   -1,419,010\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_14": "CounterParty:   <b>Westend Asset Group</b>\nNet Exposure:   1,757,610 (2.3 %)\nActual Exposure:   -1,183,660\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_15": "CounterParty:   <b>Opportunity Auto Hedge Fund</b>\nNet Exposure:   1,545,140 (2.0 %)\nActual Exposure:   632,750\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_16": "CounterParty:   <b>Turngem Asset Management</b>\nNet Exposure:   1,512,710 (2.0 %)\nActual Exposure:   1,512,710\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_17": "CounterParty:   <b>Greenwich Capital</b>\nNet Exposure:   1,075,230 (1.4 %)\nActual Exposure:   198,980\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &gt; 500 m and &lt; 2 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_10": "CounterParty:   <b>Delta Reinsurance Company</b>\nNet Exposure:   2,317,260 (3.0 %)\nActual Exposure:   2,317,260\n----------------------------------\nInternal Rating:   2\nInternal Industry Classification:   Broker/Dealers ( &lt; 500 b)\nCountry:   Switzerland\nGeographical Category:   Western Europe", "col_11": "CounterParty:   <b>Alpha Asset Management Australia</b>\nNet Exposure:   1,997,470 (2.6 %)\nActual Exposure:   869,930\n----------------------------------\nInternal Rating:   5\nInternal Industry Classification:   Hedge Funds ( &lt; 500 m)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_12": "CounterParty:   <b>Sky Asset Management</b>\nNet Exposure:   1,843,620 (2.4 %)\nActual Exposure:   -3,099,930\n----------------------------------\nInternal Rating:   3\nInternal Industry Classification:   Asset Managers ( &gt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe", "col_13": "CounterParty:   <b>Bkoz Fund Management</b>\nNet Exposure:   1,815,590 (2.3 %)\nActual Exposure:   1,815,590\n----------------------------------\nInternal Rating:   4\nInternal Industry Classification:   Asset Managers ( &gt; 1 b and &lt; 10 b)\nCountry:   United Kingdom\nGeographical Category:   Western Europe"}]}]}