📄 Extracted Text (5,590 words)
Atorus, LLC 3/11/2014
Current Date: 3/11/2014 Change on Day: -0.41%
Total Return since 1/1/12: 86.00% MSCI World Change on
712M Return: 40.43% Day 0.26%
T90 Day Return: 13.11% No of Positions
T30 Day Return: 9.63% (+MTM) on Day 214
Current Long Exposure @ Cost: 4,723,845 No of Positions (-MTM)
Current Short Exposure @ Cost: (1,065,889) on Day 234
Net Exposure: 3,657,956 Current No. of
Starting Capital: 1,000,000 Positions: 450
Current NAV: 1,860,048 Current Leverage
(Gross Exposures): 3.11
Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval
Win Ratio: 40% - 50% histor cally
T24M (+) NAV Days 52%
T24M Avg. Daily NAV (+) Change 1.03%
T24M Avg. Daily NAV (.) Change -0.89%
Target Vol-Adj. Risk Listed Equities 50.00%
Target Vol-Adj. Risk Global Macro 50.00%
Targeted Max Loss (ex-Leverage) 10.00%
Leverage Target At Inception: 2X
Notes on Leverage: We implement leverage of 2X, in other words at inception we upsize our positions by a
factor two times greater than our volatility adjusts position sizing. Leverage levels can be
customized to eac h investor.
T24M Sharpe Ratio: 1.251
Historical Sharpe & Notes:
Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation).
Our sharpe ratio increases materially during market downturns in excess of 20 days of
realized volatility. Since we generate positive returns in these environments, the variance in
our downside volatility is materially less than broader markets. Recessions, which generally
result in market directionality in excess of 20 days of volatility are significant alpha capture
opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to
our winners we have an inherent assymetry in our volatility profile.
NAV
2,000,000.0D
1.800.000.0D
1.640.000.0D
1.400.000.0D
1.200.000.0D
—NAV
1.000.000.0D
800,000.0D
600,C00.0D
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EFTA00293101
Atorus, LLC 3/11/2014
Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- largest MTM Gains Current Positions (90th
MTM) Percentile MTM Gains % NAV)
Security Notional % of Total Notional Security MTM Gain % Total NAV
24 Positions 25.05% 49 Positions 30.35%
XAG Curncy (20,150) 0.35% UTX US Equity 6,329 0.34%
180V Index (22,524) 0.39% SXXP Index 6,401 0.34%
COI Comdty (24,622) 0.43% QQQ US Equity 6,409 0.34%
MEXBOL Index (26,146) 0.45% MAERSKB DC Equity 6,460 0.35%
INDEXCF Index (26,563) 0.46% HON US Equity 6,506 0.35%
ZA_TSY CREDIT (33,149) 0.57% EDF FP Equity 6,564 0.35%
SHCOMP Index (33,700) 0.58% CA_TSY CREDIT 6,723 0.36%
JP_TSY CREDIT (59,678) 1.03% ROG VX Equity 6,768 0.36%
SXDP Index 61,075 1.05% DAI GR Equity 6,955 0.37%
CH_TSY CREDIT 61,497 1.06% SMI Index 6,967 0.37%
SPX Index 62,272 1.08% CMCSK US Equity 7,263 0.39%
DK_TSY CREDIT 67,396 1.16% AMGN US Equity 7,310 0.39%
FR_TSY CREDIT 69,707 1.20% ACA FP Equity 7,350 0.40%
AT_TSY CREDIT 71,796 1.24% GS US Equity 7,423 0.40%
BE_TSY CREDIT 72,869 1.26% BMY US Equity 7,754 0.42%
NL_TSY CREDIT 72,937 1.26% PSI20 Index 7,770 0.42%
STBCNZL Index 73,231 1.26% MMM US Equity 7,922 0.43%
FI_TSY CREDIT 74,240 1.28% DAX Index 7,927 0.43%
DE_TSY CREDIT 74,397 1.28% ASE Index 7,997 0.43%
lE_TSY CREDIT 78,270 1.35% PRU LN Equity 8,094 0.44%
AU_TSY CREDIT (79,133) 1.37% IT_TSY CREDIT 8,142 0.44%
MY_TSY CREDIT (92,252) 1.59% MDT US Equity 8,247 0.44%
SG_TSY CREDIT (95,749) 1.65% BEL20 Index 8,388 0.45%
CA_TSY CREDIT (97,153) 1.68% HEX Index 8,432 0.45%
BAYN GR Equity 8,670 0.47%
IBEX Index 8,697 0.47%
XLY US Equity 8,838 0.48%
LUXXX Index 9,656 0.52%
SXAP Index 9,823 0.53%
TMO US Equity 10,074 0.54%
SXOP Index 10,454 0.56%
BAC US Equity 10,501 0.56%
ES_TSY CREDIT 10,510 0.57%
KFX Index 11,418 0.61%
SXMP Index 11,431 0.61%
TYC US Equity 11,513 0.62%
MA US Equity 11,621 0.62%
SXIP Index 12,234 0.66%
XLV US Equity 12,974 0.70%
CELG US Equity 13,003 0.70%
EFTA00293102
NDX Index 14,186 0.76%
RlY Index 14,650 0.79%
SPX Index 17,621 0.95%
SXTP Index 23,587 1.27%
SXDP Index 24,549 1.32%
ISEQ Index 26,278 1.41%
IE_TSY CREDIT 31,184 1.68%
GILD US Equity 32,253 1.73%
STBCNZL Index 32,687 1.76%
APAC Lon 30
APAC Short 21.
EMEA Long 76
EMEA Short 14
AMER Long 168
AMER Short 45
E • uityCom Lon 65
EquityCom Short 7
G20 Rates Lon 15
G20 Rates Short 8
Total Long 357
Total Short 93
Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit)
$2,000,000
• APAC Long
$1,500,000 • APAC Short
• EMEA Long
$1,000,000
■ EMEA Short
■ AMER Long
$500,000
■ AMER Short
• EquityCom Long
• EquityCom Short
5(500,000) • G20 Rates Long
• G20 Rates Short
5(1,000,000) i
EFTA00293103
Atorus, LI.0 3/11/2014
Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit)
2,000,000 5,000.000
4,000.000
1,500,003
L000.000
1,000,000 —APAC
2,000000
— EMEA
—AMER
500,003 — 1,000000
— Eq 'tyCo
—G20 Rates
—t , NexEposure MIS
110 le
e CI> .‘ . 3°. 09 . (t,svii s' . 099 _09 09 ‘199 ne t 4 6044 (LC00.0001
O . t%Q . Ibuct
\. \ Vn r V., r • ., VO ‘ta tin r
Oa\000}
(2,1200.0031
(1.030000) (3,1200.0031
Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
— APAC
—EMEA
— AMER
EquityCorn
G20 Rates
4> 4>OG
09' 09 41941'094> e .;!) 094> 094' 094> 4t9 094'e 4'
e
4' 4 4 A\ 4 4 4 4 4 A\ 4 4 4 4
EFTA00293104
Atorus, LIC 3/11/2014
Current Gross Notional Risk by Category
p
246,988
591,464
• APAC
1,338,81 • EMEA
• AMER
• EquityCom
• G20 Rates
Performance Vs. MCI World Index
115
1.95
1.75
1.55
1.35
M5CIWor10
1.15 ATORI./5
0.95
0.75
,„ 4 „ 4 ,z9A\„,z5.1.,\ ,.64>4' 4,bnP0) 4 4)NI)4 4)gcb4 fp4s N, 4, et,4'
Rolling 30 Day Realized Volatility Atorus
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Atorus, LLC 3/11/2014
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles)
60.CIO
50.00
40X0
30X0
20X0
10.CIO
0.00
' ' fl, ' may'Y,.SP/
I 4"'"4 .7:1/4IPicAnY4n r ofrot, c;£7.4 5/
Percentile No. Vol Days
0.00% -24.81 MTM Gains(Losses) % of NAV "Signficant"
5.00% -2.54 (<7 Vol Days) 1.89%
10.00% -0.85 MTM Gains(Losses) % of NAV "Signficant"
15.00% -0.14 (>7 Vol Days) 51.94%
20.00% 0.66
25.00% 1.49
30.00% 2.83
35.00% 3.76
40.00% 5.24
45.00% 6.50
50.00% 8.43
55.00% 11.53
60.00% 14.04
65.00% 16.99
70.00% 20.72
75.00% 24.62
80.00% 29.02
85.00% 37.34
90.00% 46.59
95.00% 58.07
100.00% 194.96
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Atorus, LLC 3/11/2014
Current Portfolio •Listed Equity Portfolio
Current Price P/L in Vol 30P Realized Change on Day
Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD)
000270 KS Equity (29) (5,144) 51.62 51.91 -0.59 0.94% (58.67)
005380 KS Equity 35 1,799 217.13 221.40 1.70 1.16% 0.65
005490 KS Equity 189 (3,782) 273.49 259.83 5.11 0.98% (35.21)
005930 KS Equity 266 (6,558) 1,285.62 1,233.49 4.67 0.87% 35.52
012330 KS Equity 798 5,282 244.69 281.64 12.36 1.22% (3.88)
1 HK Equity 286 8,073 15.56 16.11 3.70 0.96% 61.75
1299 HK Equity (73) 3,412 4.82 4.72 -2.23 0.96% (27.30)
13 HK Equity 2,734 12,243 11.40 13.95 20.71 1.08% (23.80)
16 HK Equity 445 (9,935) 12.66 12.09 6.03 0.74% (89.77)
27 HK Equity (1) 123 9.68 9.59 -0.43 2.07% 1.58
2914 JP Equity 185 (4,719) 32.47 31.19 2.80 1.40% (54.36)
3382 JP Equity 30 3,411 37.70 38.04 0.67 1.33% (9.61)
4063 JP Equity 55 (4,536) 56.40 55.72 0.89 1.36% (49.66)
4502 JP Equity 63 2,102 46.69 48.09 4.07 0.74% 19.69
4689 JP Equity 24 1,224 6.07 6.19 1.49 1.31% 1.94
5 HK Equity (41) 1,519 10.60 10.33 a.38 0.79% (5.49)
5108 JP Equity 55 3,498 36.36 36.93 1.21 1.30% 11.55
5401 JP Equity 186 (3,709) 2.99 2.84 3.78 1.33% 52.02
6301 JP Equity (163) (3,515) 20.64 21.59 -3.57 1.30% 8.81
6752 JP Equity 1,617 4,145 9.01 12.53 16.54 2.36% (11.80)
6902 JP Equity 2,498 9,730 41.48 52.13 21.18 1.21% 51.42
6954 JP Equity 546 6,393 157.65 171.11 5.77 1.48% 72.04
7201 JP Equity 74 (3,743) 8.85 8.67 1.77 1.11% (1.10)
7203 JP Equity 41 (3,073) 57.44 56.67 1.14 1.18% (18.26)
7267 JP Equity (92) (4,885) 36.43 37.12 -1.54 1.22% (101.80)
762 HK Equity 516 (4,364) 1.42 1.25 11.13 1.06% 24.41
7751 JP Equity 223 (6,865) 31.44 30.42 2.96 1.10% (7.75)
8031 JP Equity (21) 1,790 15.40 15.22 -1.00 1.19% (11.94)
8058 JP Equity (23) 3,003 19.27 19.13 -0.66 1.16% 23.93
8306 JP Equity 22 (2,979) 5.88 5.84 0.58 1.27% (17.05)
8316 JP Equity 61 (2,505) 45.91 44.80 1.63 1.48% (6.28)
8411 JP Equity (13) 302 2.12 2.03 484 1.12% 0.06
8604 JP Equity (30) (2,467) 6.76 6.84 -0.90 1.35% 4.48
8801 JP Equity 437 31.72 31.72 0.00 1.63% 0.87
8802 JP Equity (35) (5,009) 24.84 25.01 -0.46 1.51% (34.18)
9020 JP Equity 73 (3,967) 77.53 76.10 1.66 1.11% (39.84)
941 HK Equity 1,200 (11,351) 10.25 9.17 16.23 0.65% 49.22
9432 JP Equity 475 6,077 53.19 57.35 5.67 1.38% 105.59
9433 JP Equity 3,821 9,476 42.13 59.13 24.78 1.63% 98.90
9437 JP Equity (220) (5,749) 15.71 16.31 483 1.00% (39.74)
9983 JP Equity (131 3,177 369.07 367.60 -0.27 1.48% (2.77)
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9984 JP Equity 1,426 1,678 42.69 78.97 47.19 1.80% 60.13
AAPL US Equity 279 7,877 518.25 536.64 3.74 0.95% 80.87
ABB US Equity 762 10,408 23.59 25.32 8.42 0.87% 13.16
ABBN VX Equity 626 8,703 23.63 25.33 8.22 0.87% (4.38)
ABBV US Equity 248 5,335 49.49 51.79 4.35 1.07% 30.83
ABEV US Equity 204 (7,232) 7.25 7.05 2.01 1.40% (14.59)
ABEV3 BZ Equity 66 (6,923) 7.14 7.07 0.74 1.30% 4.54
ABI BB Equity 86 6,721 102.03 103.34 1.51 0.85% 21.83
ABT US Equity 102 4,097 38.87 39.84 3.74 0.67% 13.95
ABX CN Equity (2) (942) 19.79 19.83 -0.14 1.42% (4.04)
ABX US Equity (2) (902) 19.80 19.85 -0.17 1.47% (4.85)
ACA P Equity 7,350 5,408 6.83 16.12 111.46 1.22% 59.86
ACE US Equity 142 5,332 95.04 97.58 4.39 0.61% (9.20)
ACN US Equity 807 10,043 77.68 83.92 13.28 0.61% (4.78)
ADP US Equity 92 1,193 72.36 77.93 12.52 0.61% (3.29)
MI US Equity 150 7,290 63.70 65.01 3.78 0.54% (60.58)
AGN US Equity 1,605 9,276 109.85 128.85 21.03 0.82% 7.59
Al P Equity 38 5,434 135.71 136.68 0.97 0.73% (15.86)
AIG US Equity 165 4,012 48.66 50.67 4.21 0.98% (19.03)
AIR P Equity 3,425 5,221 42.47 70.34 58.90 1.11% 45.35
ALV GR Equity 2,689 7,550 125.64 170.39 38.04 0.94% (25.86)
ALVG IX Equity 2,023 5,742 126.13 170.58 38.60 0.91% (13.57)
AMGN US Equity 7,310 22,886 94.49 124.67 29.60 1.08% 13.21
AMT US Equity 726 10,655 76.29 81.49 8.78 0.78% 84.11
AMZN US Equity 4,034 14,103 287.66 369.93 21.83 1.31% 17.29
ANZ AU Equity 60 4,457 28.64 29.03 1.79 0.76% (21.63)
AM US Equity 209 (6,870) 82.74 80.22 3.02 1.01% (7.69)
APC US Equity (193) (6,360) 81.31 83.78 -3.87 0.78% 68.05
AXP US Equity 3,161 10,373 71.56 93.37 36.93 0.83% (34.61)
AZN LN Equity 4,295 12,676 49.80 66.68 36.16 0.94% 63.41
AZN SS Equity 3,760 11,669 50.40 66.64 34.52 0.93% 2.50
AZN US Equity 4,163 12,432 49.96 66.69 36.04 0.93% 70.85
BA US Equity 4,180 7,180 79.84 126.33 49.63 1.17% 40.96
BAC US Equity 10,501 10,884 8.82 17.33 105.35 0.92% (69.11)
BARC LN Equity (232) 2,118 4.36 3.93 -8.45 1.30% (59.02)
BAS GR Equity 991 7,333 97.30 110.45 14.37 0.94% 22.35
BATS LN Equity 252 5,318 52.90 55.40 5.23 0.91% (8.06)
BAX US Equity (132) (8,047) 66.82 67.92 -2.68 0.61% (48.56)
BAYN GR Equity 8,670 11,757 76.64 133.15 73.37 1.01% (204.86)
BBAS3 BZ Equity (26) (1,954) 8.27 8.38 -0.76 1.71% 12.57
HD US Equity 774 (6,743) 12.96 11.47 7.94 1.45% 23.78
BBOC4 BZ Equity 571 (7,252) 12.46 11.48 5.65 1.39% 23.85
BBL US Equity (590) 60.12 60.12 0.00 1.12% 3.17
BBVA SM Equity 1,406 5,790 10.12 12.57 23.29 1.04% (17.30)
BCE CN Equity (53) (6,644) 43.17 43.52 -1.31 0.61% 21.47
BCS US Equity (280) 2,559 17.51 15.78 -8.22 1.33% (64.94)
BEN US Equity 55 3,695 52.08 52.86 1.42 1.05% (23.01)
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BG/ LN Equity (98) (3,297) 17.42 17.94 -3.45 0.87% 30.93
BHP AU Equity (369) 6,689 34.22 32.43 -5.25 1.05% (83.20)
BHP US Equity (340) 6,839 67.61 64.41 -5.16 0.96% (45.60)
BIIB US Equity 395 1,066 245.93 337.08 24.78 1.50% 7.90
BIL Sl Equity 21 (1,579) 30.49 30.09 0.99 1.32% 9.43
BK US Equity 213 4,281 31.65 33.22 5.83 0.85% (9.56)
BLK US Equity 149 1,171 274.17 308.94 13.99 0.91% 2.30
BLT LN Equity (621) 30.20 30.20 0.00 1.06% 1.37
BMO CN Equity 30 8,370 65.44 65.68 0.55 0.65% 63.63
BMW GR Equity 717 5,076 98.63 112.56 14.79 0.96% 25.42
BMY US Equity 7,754 13,669 35.71 55.97 48.42 1.17% 64.50
BN FP Equity 40 (3,684) 70.54 69.77 1.26 0.86% 11.33
BNP FP Equity 1,708 5,498 61.78 80.97 28.22 1.10% (60.75)
BNS CN Equity 55 4,379 57.47 58.20 1.89 0.67% 45.97
BP/ LN Equity 374 9,797 7.76 8.06 5.98 0.64% 3.03
BRK/B US Equity 526 8,408 117.19 124.51 8.44 0.74% 78.98
BSBR US Equity 1,661 (8,171) 6.18 4.93 13.68 1.49% (16.99)
BUD US Equity 85 6,846 102.05 103.31 1.50 0.82% 19.99
BX US Equity 435 2,976 30.31 34.75 13.88 1.05% (31.63)
C US Equity (10) 2,414 49.15 48.95 -0.39 1.04% (21.96)
CA FP Equity 508 2,976 32.90 38.51 15.68 1.09% (43.91)
CAT US Equity 1,167 10,300 87.23 97.11 13.92 0.81% 77.40
CBA AU Equity 65 8,462 67.92 68.44 1.03 0.74% 27.74
CBS US Equity 434 1,267 49.35 66.25 27.29 1.26% (15.74)
CCL US Equity 580 7,821 36.20 38.89 6.78 1.09% (18.86)
CELG US Equity 13,003 15,111 85.54 159.14 71.95 1.20% 337.39
CFR VX Equity (52) 3,973 99.44 98.14 -1.34 0.98% 15.46
CL US Equity 1,413 18,685 58.99 63.45 13.59 0.56% 136.04
CM CN Equity 334 7,789 82.29 85.82 7.05 0.61% 60.22
CMCSA US Equity 4,572 17,408 40.65 51.32 28.28 0.93% (72.27)
CMCSK US Equity 7,263 18,900 36.26 50.20 40.44 0.95% 2.66
CNI US Equity 1,213 12,873 51.38 56.22 16.81 0.56% 30.56
CNQ CN Equity 245 7,768 35.76 36.89 3.22 0.98% (43.08)
CNR CN Equity 1,185 12,425 51.30 56.19 16.59 0.57% 8.73
COF US Equity 619 6,077 67.68 74.57 11.21 0.91% (37.69)
COP US Equity (8) (7,980) 66.64 66.71 -0.17 0.57% (10.48)
COST US Equity (91) 7,901 115.71 114.39 -1.63 0.71% 34.92
COV LN Equity 183 2,442 #N/A N/A 22.97 0.33%
COV US Equity 785 6,347 63.38 71.22 17.19 0.72% (1.11)
CRM US Equity 155 2,054 56.89 61.19 5.13 1.48% 41.68
CS FP Equity 2,207 6,734 19.39 25.75 32.60 1.01% (64.27)
CSCO US Equity 20 (4,977) 21.79 21.70 0.51 0.78% (1.59)
CSX US Equity 1,340 8,914 25.07 28.84 16.95 0.89% 23.66
CVE CN Equity 761 (10,449) 28.70 26.61 10.23 0.71% 43.23
CVS US Equity 1,674 10,885 63.22 72.95 21.95 0.70% (90.21)
CVX US Equity (178) (8,207) 112.39 114.83 -3.39 0.64% 21.81
0 US Equity 1,642 12,240 60.05 68.10 18.91 0.71% (40.36)
EFTA00293109
DAI GR Equity 6,955 13,908 62.20 93.31 39.48 1.27% 111.38
DBK GR Equity (41) 3,242 46.61 46.02 -1.16 1.09% (28.56)
DD US Equity 2,669 12,432 54.56 66.28 26.70 0.80% (213.64)
DDAIF US Equity 4,014 8,377 63.20 93.49 34.02 1.41% 141.11
DE US Equity 331 8,122 85.65 89.14 6.10 0.67% 91.08
DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07%
DG FP Equity 4,411 9,889 51.34 74.23 41.69 1.07% (31.41)
DGE LN Equity (26) 1,190 31.44 30.77 -0.90 2.44% (0.29)
DHR US Equity 4,350 14,097 58.57 76.64 53.04 0.58% (88.39)
DIS US Equity 1,885 9,908 68.36 81.37 17.03 1.12% (85.12)
DISCA US Equity 117 5,292 83.03 84.88 1.95 1.14% (55.25)
DNB NO Equity 1,436 9,735 15.77 18.10 17.30 0.85% (8.27)
DOW US Equity 2,447 6,741 36.28 49.45 41.02 0.88% (30.26)
DPW GR Equity 150 547 28.24 35.96 26.51 1.03% (0.36)
DTE GR Equity 4,320 13,640 12.22 16.09 26.95 1.18% 201.51
DTV US Equity 2,957 10,295 61.57 79.26 40.95 0.70% (1.92)
DUK US Equity 11 (8,822) 69.60 69.51 0.29 0.44% 18.70
DVN US Equity 206 8,507 62.34 63.85 3.28 0.74% (61.77)
EBAY US Equity 467 6,678 54.29 58.09 8.20 0.85% (30.72)
ECL US Equity 518 8,313 104.70 111.22 9.25 0.67% 114.74
EDF FP Equity 6,564 9,189 23.45 40.19 77.32 0.92% 101.25
EMC US Equity 747 9,291 24.95 26.96 9.96 0.81% (24.59)
EMR US Equity (4) 792 65.01 64.67 -0.81 0.65% (4.15)
ENB CN Equity (3) 1,836 43.97 43.90 -0.24 0.65% (5.90)
ENEL IM Equity 1,741 7,503 4.32 5.32 22.20 1.05% 31.21
ENI IM Equity 142 7,309 23.75 24.21 2.74 0.71% 23.15
EOAN GR Equity (33) 2,996 18.76 18.56 -1.23 0.89% 1.63
EOG US Equity 1,672 5,573 143.99 187.19 33.43 0.90% (58.54)
EPO US Equity 796 10,799 62.55 67.16 12.10 0.61% 2.04
ERICB SS Equity 348 6,004 12.27 12.98 6.53 0.89% 0.24
ESRX US Equity 1,778 9,815 66.69 78.77 22.35 0.81% 67.14
ETN US Equity 160 5,260 72.48 74.69 2.96 1.03% (26.47)
F US Equity (126) (3,621) 14.82 15.33 -3.78 0.92% 44.31
FB US Equity 1,637 2,630 44.06 71.47 39.91 1.56% (15.44)
FCX US Equity (91) 1,191 33.36 30.98 -6.57 1.17% (7.60)
FDX US Equity 726 5,338 120.94 137.39 18.27 0.74% (10.12)
FOX US Equity 9 5,624 32.30 32.35 0.18 0.91% (92.25)
FOXA US Equity (17) 5,673 33.15 33.04 -0.31 1.01% (99.26)
FP FP Equity 652 9,941 60.51 64.48 8.56 0.77% (12.55)
G IM Equity 261 4,486 21.32 22.56 5.99 0.97% 15.39
GE US Equity 2,106 13,140 22.32 25.89 18.34 0.87% (52.22)
GILD US Equity 32,253 13,861 24.02 79.93 194.96 1.19% 256.01
GIS US Equity 420 13,333 49.12 50.66 5.33 0.59% 61.46
GLE FP Equity 997 3,248 49.51 64.71 21.11 1.46% (42.72)
GLEN LN Equity 82 (2,694) 5.40 5.23 2.13 1.42% 24.92
GLW US Equity 2,197 11,376 16.17 19.30 17.91 1.08% (57.57)
GM US Equity 546 2,048 28.27 35.81 22.63 1.18% (84.47)
EFTA00293110
GOOG US Equity 5,017 12,428 857.75 1,204.04 52.21 0.77% (91.83)
GS US Equity 7,423 13,671 110.98 171.23 69.53 0.78% (255.99)
GSK LN Equity 342 5,707 26.22 27.79 7.82 0.77% 1.59
GSZ FP Equity 686 7,100 24.33 26.68 8.86 1.09% 115.58
HAL US Equity 926 5,408 48.07 56.31 17.10 1.00% 15.24
HD US Equity 2,939 13,333 66.67 81.37 28.80 0.77% (143.85)
HMB SS Equity 641 6,110 40.79 45.07 10.96 0.96% 35.58
HON US Equity 6,506 11,930 61.10 94.42 88.75 0.61% (135.12)
HPQ US Equity 1,307 7,181 25.32 29.93 21.07 0.86% (16.27)
HSBA LN Equity (31) 609 10.77 10.25 -5.90 0.86% (1.56)
IBE SM Equity 1,599 7,382 5.54 6.74 36.92 0.59% 33.85
IBM US Equity (64) (5,036) 184.74 187.09 -2.46 0.52% (9.59)
IMT LN Equity 1,653 10,924 35.95 41.38 15.72 0.96% 11.74
INTC US Equity 379 9,784 23.81 24.73 6.07 0.64% (23.57)
ISP IM Equity 3,622 5,676 1.93 3.16 53.09 1.20% (42.82)
ITUB US Equity 338 (5,909) 13.81 13.02 3.62 1.58% (67.06)
ITUB4 BZ Equity 94 (6,366) 13.26 13.07 1.06 1.39% (57.71)
ITW US Equity 3,014 14,011 67.84 82.43 35.60 0.60% 69.10
ITX SM Equity 87 (4,597) 147.96 145.16 1.89 1.00% 10.64
JCI US Equity 3,892 9,883 34.13 47.56 39.35 1.00% (278.43)
JNJ US Equity 4,402 12,630 69.31 93.47 53.47 0.65% 36.59
JPM US Equity 1,016 8,516 52.29 58.52 14.10 0.85% (107.47)
KMB US Equity 180 7,934 106.69 109.11 3.00 0.76% (2.15)
KMI US Equity 669 (7,123) 34.96 31.68 10.16 0.92% 39.83
KO US Equity 18 (6,962) 38.83 38.73 0.43 0.60% (28.19)
LBTYA US Equity 72 2,272 84.93 87.64 3.51 0.91% 21.52
LBTYK US Equity 146 1,975 78.04 83.80 8.66 0.85% 1.00
LIN GR Equity 243 8,087 198.03 203.99 3.71 0.81% (21.71)
LLOY LN Equity 3,590 7,073 0.89 1.35 53.55 0.95% (108.82)
LLY US Equity (14) 2,868 58.84 58.55 -0.60 0.84% (5.09)
LMT US Equity 689 2,016 122.48 164.36 37.36 0.92% (19.01)
LNKO US Equity 1 838 203.32 203.55 0.06 1.76% 1.83
LOW US Equity 190 7,829 48.41 49.58 2.43 1.00% (87.97)
LVS US Equity 2,668 6,808 61.33 85.36 31.44 1.25% (31.59)
LYB US Equity 1,223 2,297 59.29 90.85 55.15 0.97% 13.46
MA US Equity 11,621 17,711 47.01 77.85 60.04 1.09% 143.57
MAERSKB DC Equity 6,460 14,148 8,212.58 11,962.48 38.72 1.18% 75.22
MC FP Equity (32) 3,466 183.42 181.77 -1.00 0.91% (8.44)
MCD US Equity (191) (5,579) 94.88 98.12 -6.47 0.53% (160.71)
MCK US Equity 232 1,949 162.99 182.39 14.09 0.84% 25.86
MOLZ US Equity 3,039 13,641 28.68 35.07 33.42 0.67% 27.96
MDT US Equity 8,247 20,811 43.22 60.35 49.57 0.80% 233.50
MET US Equity 1,489 7,556 44.37 53.11 18.78 1.05% (49.85)
MFC CN Equity 4,487 8,003 12.38 19.31 57.63 0.97% 44.13
MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13%
MMM US Equity 7,922 21,331 96.89 132.88 61.11 0.61% (145.89)
MO US Equity 132 6,937 36.13 36.81 2.64 0.72% (1.19)
EFTA00293111
MON US Equity 715 11,917 106.02 112.38 8.26 0.73% (113.05)
MOS US Equity 48.93 0.89%
MRK US Equity 1,548 11,018 49.85 56.85 16.59 0.85% (88.47)
MS US Equity 257 1,649 27.57 31.87 15.84 0.99% (10.83)
MSFT US Equity 656 7,177 34.82 38.00 11.84 0.77% 35.63
MUV2 GR Equity 565 7,645 197.70 212.32 11.53 0.64% 12.09
NAB AU Equity 20 7,534 31.14 31.22 0.34 0.79% 1.84
NCM AU Equity 351 10.25 10.25 0.00 1.98% (5.01)
NEE US Equity 3,729 14,649 72.62 91.10 35.54 0.72% (14.83)
NEM US Equity 2,251 (7,392) 34.95 24.31 16.93 1.80% (20.60)
NESN VX Equity 798 9,821 69.64 75.30 11.01 0.74% (31.47)
NW LN Equity 2,022 12,114 11.82 13.80 25.19 0.66% 80.68
NKE US Equity 1,008 5,145 66.10 79.06 19.56 1.00% 17.52
NOK US Equity 4,418 4,498 3.96 7.86 75.87 1.29% (68.69)
NOV US Equity 131 4,672 75.96 78.10 3.34 0.84% (39.85)
NOVN VX Equity 5,533 18,291 63.81 83.10 37.84 0.80% 45.81
NOVOB DC Equity 1,417 9,444 40.35 46.40 11.53 1.30% (95.47)
NSC US Equity 1,752 9,590 80.49 95.20 21.02 0.87% 117.81
NVS US Equity 4,276 15,510 65.07 83.01 37.34 0.74% 56.65
OGXP3 BZ Equity 5,052 (5,180) 4.28 0.11 24.90 3.92% 299.58
OR FP Equity (19) 2,603 167.88 166.68 -0.72 1.00% (7.06)
ORA FP Equity 756 4,848 12.69 14.67 11.56 1.35% (6.60)
ORCL US Equity 1,231 7,533 33.38 38.84 22.58 0.72% 4.27
OXY US Equity 112 5,721 94.72 96.58 2.74 0.71% (29.77)
PBR US Equity 572 (2,814) 13.30 10.60 14.04 1.45% 15.39
PBR/A US Equity 565 (2,795) 13.87 11.07 13.05 1.55% (3.77)
PCLN US Equity 1,193 3,043 956.05 1,330.91 31.60 1.24% (29.33)
PCP US Equity 3,009 13,710 212.47 259.10 24.91 0.88% (67.29)
PEP US Equity 42 3,718 81.70 82.62 1.56 0.73% 45.34
PETR3 BZ Equity 418 (2,923) 6.17 5.29 9.97 1.43% 17.59
PETR4 BZ Equity 474 (3,123) 6.53 5.54 10.59 1.43% 7.91
PFE US Equity 5,293 21,828 26.10 32.43 31.28 0.78% 18.58
PG US Equity 102 4,762 77.33 78.99 3.22 0.67% 36.79
PHIA NA Equity 851 5,757 30.43 34.93 15.40 0.96% 26.23
PM US Equity 688 (10,166) 85.47 79.68 8.07 0.84% 85.06
PNC US Equity 817 7,645 75.28 83.32 13.21 0.81% (51.26)
POT CN Equity (849) 34.30 34.30 0.00 0.90% 10.36
POT US Equity (857) 34.31 34.31 0.00 0.93% 10.54
PRU LN Equity 8,094 10,521 12.76 22.58 71.03 1.08% (23.05)
PSA US Equity 539 9,413 158.54 167.61 8.54 0.67% 5533
PSX US Equity 1,326 6,030 64.65 78.87 21.51 1.02% 29.92
PX US Equity 2,611 16,099 113.30 131.67 24.13 0.67% 65.34
QCOM US Equity 1,886 12,547 66.83 76.87 19.12 0.79% (0.79)
QQQ US Equity 6,409 19,920 68.46 90.48 57.28 0.56% 23.15
MI US Equity 205 6,737 52.22 53.81 2.61 1.16% (64.36)
RDS/A US Equity (24) 4,217 73.28 72.87 -0.77 0.72% (7.37)
RDS/B US Equity 144 5,192 75.80 77.90 3.74 0.74% (4.34)
EFTA00293112
RDSA LN Equity 230 4,065 34.51 36.47 8.39 0.67% (0.11)
RDSA NA Equity (18) 4,084 36.63 36.47 -0.68 0.65% 1.74
RDSB LN Equity 188 4,580 37.36 38.90 5.44 0.75% (2.87)
REGN US Equity 604 6,240 302.78 332.10 5.35 1.81% 73.16
RIO AU Equity (183) 2,312 59.67 55.30 -7.32 1.08% (20.94)
RIO LN Equity (221) 5,748 54.64 52.62 -3.00 1.28% 31.82
RIO US Equity (161) 4,934 53.99 52.28 -2.19 1.49% 21.68
ROG VX Equity 6,768 17,035 212.78 297.32 49.26 0.81% 148.77
RY CN Equity (4) 4,764 65.13 65.07 -0.14 0.60% 34.48
SAB LN Equity 97 6,565 47.47 48.18 1.67 0.88% (68.25)
SAN P Equity 31 (6,174) 103.67 103.15 0.58 0.86% 91.24
SAN SM Equity 662 7,256 8.35 9.11 10.48 0.87% (40.90)
SAN US Equity 546 5,315 8.28 9.13 9.76 1.05% (22.39)
SAP GR Equity (200) 4,193 81.36 77.65 -6.17 0.77% 9.35
SAP US Equity (220) 4,545 81.41 77.65 -5.87 0.82% 20.46
SBUX US Equity 74.98 1.05% -
SGO FP Equity 2,627 7,836 44.08 58.86 27.56 1.22% (79.58)
SI US Equity 1,129 9,007 114.69 129.06 12.73 0.98% 103.76
SIE GR Equity 1,089 8,908 114.81 128.85 12.36 0.99% 67.55
SLB US Equity 1,025 6,528 79.94 92.49 19.51 0.80% (10.85)
SMSN LI Equity 293 (7,260) 644.51 618.54 4.55 0.88% 31.30
SO US Equity 12 (4,584) 42.15 42.04 0.57 0.47% 11.72
SPG US Equity 52 4,487 160.18 162.03 1.56 0.74% 31.51
SREN VX Equity 1,555 10,006 80.46 92.97 22.08 0.70% 42.19
STAN LN Equity 384 (5,283) 22.30 20.68 6.32 1.15% 37.92
STL NO Equity 501 7,496 25.67 27.38 7.32 0.91% 68.36
STT US Equity (4) (913) 66.88 67.14 -0.38 1.03% 13.28
SU CN Equity (47) 4,576 33.28 32.94 -1.70 0.60% (28.94)
SU P Equity 377 6,518 84.31 89.19 6.33 0.91% (41.36)
SU US Equity (50) 4,606 33.29 32.93 -1.80 0.60% (27.54)
SWEOA SS Equity 909 5,950 24.71 28.48
ℹ️ Document Details
SHA-256
20948a3770733dc05434ce87ddaa68cdfcb4497ad22c307a14b24ca72c6489fb
Bates Number
EFTA00293101
Dataset
DataSet-9
Document Type
document
Pages
16
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