This visualization relies on categories of investments reported on Schedule D, Section 5K(1) and RAUM reported for SMA clients in Form ADV, Item 5D. Percentages reported on Schedule D, Section 5K(1) are adjusted to sum to unity.
This visualization relies on gross notional exposure (GNE) categories reported on Schedule D, Section 5K(2)(RAUM) by RIAs with RAUM attributable to separately managed accounts of at least $500 million. GNE is the percentage obtained by dividing the sum of borrowings and gross notional value of all derivatives, by regulatory assets under management (RAUM).
This visualization relies on SMA derivative and GNE categories reported on Form ADV, Schedule D, Section 5K(2)(3) by RIAs with RAUM attributable to separately managed accounts of at least $500 million. GNE is the percentage obtained by dividing the sum of borrowings and gross notional value of all derivatives, by regulatory assets under management (RAUM).