📄 Extracted Text (5,564 words)
Atorus, LLC 4/1/2014
Current Date: 4/1/2014 Change on Day:
Total Return since 1/1/12: 85.76% MSCI World Change on
712M Return: 41.19% Day 0.59%
T90 Day Return: 1.60% No of Positions
T30 Day Return: -0.70% (+MTM) on Day 293
Current Long Exposure @ Cost: 4,687,388 No of Positions (-MTM)
Current Short Exposure @ Cost: (1,069,062) on Day 153
Net Exposure: 3,618,325 Current No. of
Starting Capital: 1,000,000 Positions: 448
Current NAV: 1,857,628 Current Leverage
(Gross Exposures): 3.101
Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval
Win Ratio: 40% - 50% historically
T24M (+) NAV Days
T24M Avg. Daily NAV (+) Change
T24M Avg. Daily NAV (..) Change
Target Vol-Adj. Risk Listed Equities
Target Vol-Adj. Risk Global Macro
Targeted Max Loss (ex-Leverage)
Leverage Target At Inception:
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 adjusted position sizing. Leverage levels can be
customized to eac h investor.
T24M Sharpe Ratio:
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
24)311000X0
1,800,000.00
1,600,000.00
1,400,000.00
1,200,000.00
....ter iv snote14/.a m — NAV
1,000,000.00
800,000.00
60000000
ni n,
4)1
c9 -19 t'set,41116‘. 4 91M
0
9
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99
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EFTA00288127
Atorus, LLC 4/1/2014
Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Posi ions (90th
MTM) Percentile MTM Gains % NAV)
Security Notional % of Total Notional Security MTM Gain % Total NAV
24 Positions 24.99%1 45 Positions 28.15%
IBOV Index (22,524) 0.39% UTX US Equity 6,561 0.35%
CO1 Comdty (24,622) 0.43% AEX Index 6,577 0.35%
MEXBOL Index (26,146) 0.45% EDF FP Equity 6,785 0.37%
INDEXCF Index (26,563) 0.46% SXXP Index 6,891 0.37%
SE_TSY CREDIT (31,444) 0.55% ROG VX Equity 6,983 0.38%
ZA_TSY CREDIT (33,149) 0.58% SX6P Index 7,003 0.38%
SHCOMP Index (33,700) 0.59% SX7E Index 7,074 0.38%
US_TSY CREDIT (50,168) 0.87% AMGN US Equity 7,140 0.38%
JP_TSY CREDIT (59,678) 1.04% SMI Index 7,284 0.39%
SXDP Index 61,075 1.06% PRU LN Equity 7,391 0.40%
SPX Index 62,272 1.08% SXSE Index 7,439 0.40%
CH_TSY CREDIT 65,265 1.13% ACA FP Equity 7,509 0.40%
DK_TSY CREDIT 67,396 1.17% DAI GR Equity 7,561 0.41%
STBCNZL Index 73,231 1.27% FTSEMIB Index 7,781 0.42%
MY_TSY CREDIT (73,802) 1.28% PSI20 Index 8,006 0.43%
DE_TSY CREDIT 74,397 1.29% XLY US Equity 8,310 0.45%
FR_TSY CREDIT 75,130 1.31% IT_TSY CREDIT 8,365 0.45%
FI_TSY CREDIT 75,395 1.31% ME Index 8,604 0.46%
AT_TSY CREDIT 76,264 1.32% MMM US Equity 8,652 0.47%
BE_TSY CREDIT 76,813 1.33% HEX Index 8,708 0.47%
IE_TSY CREDIT 78,270 1.36% MDT US Equity 8,889 0.48%
NL_TSY CREDIT 78,610 1.37% BAYN GR Equity 8,974 0.48%
SG_TSY CREDIT (95,749) 1.66% BEL20 Index 8,992 0.48%
CA_TSY CREDIT (97,153) 1.69% DAX Index 9,126 0.49%
TMO US Equity 9,305 0.50%
IBEX Index 9,886 0.53%
MC US Equity 10,497 0.57%
ES_TSY CREDIT 10,581 0.57%
NAV Impact by Category & Exposure WM Index 10,701 0.58%
Listed Equity Long 0.674% KFX Index 10,979 0.59%
Listed Equity Short -0.043% TYC US Equity 11,171 0.60%
EquityCom Long 0.839% SXMP Index 11,422 0.61%
EquityCom Short 0.002% SXAP Index 11,463 0.62%
G20 Rates Long -0.023% SXOP Index 11,767 0.63%
G20 Rates Short 0.028% SXIP Index 12,260 0.66%
XLV US Equity 12,520 0.67%
NDX Index 13,641 0.73%
RTY Index 14,726 0.79%
GILD US Equity 17,045 0.92%
SPX Index 18,387 0.99%
EFTA00288128
SXTP Index 23,005 1.24%
SXDP Index 23,893 1.29%
ISEQ Index 26,097 1.40%
lE_TSY CREDIT 30,887 1.66%
STBCNZL Index 36,078 1.94%
APAC Lon 24
APAC Short 26
EMEA Long 74
EMEA Short 15
AMER Long 170
AMER Short 44
E • ultyCom Lon 61.
EquityCom Short 11.
G20 Rates Lon 16
G20 Rates Short 7
Total Long 345
Total Short 103
Current Exposure by Geography (Listed Equl les) & 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
$(500,000) ■ G20 Rates Long
■ G20 Rates Short
$(1,000,000)
EFTA00288129
Atorus, LLC 4/1/2014
Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit)
2.003000 5,000,000
4,000,030
1,500,000
2,000,000
3,003000 • -• APAC
2,000,
— EMEA
.4—AMER
. — — 1,000,C00
i ll —EquttyCom
—G20 Rates
, NexEposule RISS
SFelt OSett C>%. G o l. (6%, dl, (61 3:0 O s' 3)44
(1.O4%
(3400,000)
% c .
\ lc
4...., 4 ,,,,
4 elt 1.
Av\ . 4 4
(sagon\ (-P 4\ ' ,.. ,,NV 49 ,Nrs' (2,000,000)
(1,000,000) (3,000,003)
Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
EFTA00288130
Atorus, LIC 4/1/2014
Current Gross Notional Risk by Category
244,901
p oi S;8,015
■ APAC
■ EMEA
1,358,6
■ AMER
■ EquityCom
■ G20 Rates
Performance Vs. MSCI World Index
Rolling 30 Day Realized Volatility - Ator
EFTA00288131
Atorus, LLC 0/1/2010
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles)
70.00
60.00
50.00
PA Vol Days by
40.00 Position
30.00
20.00
10.00
aco
4, 4. 4. 4 .4 4 4> 4. V_Ø_ 4 4 1* 4 4 4 4, 4 4, 4.
10.0b # SP # _PP # VP OP SP # _ CP # _OP # OP # _# # _OP OP
ti 'V 'b '5
Percentile No. Vol Da
0.00% -12.50 MTM Gains(Losses) % of NAV "Signficant"
5.00% -3.43 (<7 Vol Days) 1.30%
10.00% -1.33 MTM Gains(Losses) % of NAV "Signficant"
15.00% -0.17 (>7 Vol Days) 49.61%
20.00% 0.37
25.00% 1.20
30.00% 2.08
35.00% 3.25
40.00% 4.61
45.00% 5.73
50.00% 8.29
55.00% 11.23
60.00% 14.30
65.00% 17.21
70.00% 21.49
75.00% 25.27
80.00% 29.99
85.00% 37.36
90.00% 47.12
95.00% 66.61
100.00% 181.80
EFTA00288132
Atorus, LLC 4/1/2014
-Listed Equity Portfolio
Current Price P/L in Vol 30P Realized Change on Day
Security MTM Gain/(Lou) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD)
000270 KS Equity (454) (5,144) 51.62 56.18 -8.44 1.05% (26.55)
005380 KS Equity 157 2,069 219.34 236.00 5.62 1.35% (1.10)
005490 KS Equity (137) (3,782) 273.49 283.36 -3.32 1.09% (61.05)
005930 KS Equity 73 (6,997) 1,278.17 1,264.92 1.16 0.90% (35.61)
012330 KS Equity 1,190 5,584 247.00 299.64 23.37 0.91% 89.58
1 HK Equity 621 8,073 15.56 16.75 7.95 0.97% 81.93
1299 HK Equity 57 3,402 4.71 4.79 2.14 0.78% 15.80
13 HK Equity 2,255 12,243 11.40 13.50 18.81 0.98% 200.07
16 HK Equity 258 (9,935) 12.66 12.33 3.69 0.70% (104.71)
27 HK Equity (7) 123 9.65 9.15 -2.95 1.84% 5.82
2914 JP Equity 168 (4,719) 32.47 3131 3.11 1.14% (2.64)
3382 JP Equity 10 1,329 37.70 37.99 0.62 1.23% (8.25)
4063 JP Equity (36) (4,536) 56.40 56.85 -0.65 1.22% 26.65
4502 JP Equity (6) 2,732 47.02 46.91 -0.29 0.78% (24.30)
4689 JP Equity (232) 1,224 5.86 4.92 -11.56 1.64% (13.69)
5 HK Equity (2) (1,650) 10.14 10.15 -0.15 0.95% (2.62)
5108 JP Equity (5) (247) 34.76 35.42 -1.61 1.19% (0.11)
5401 JP Equity 266 (5,511) 2.89 2.75 4.24 1.14% (47.16)
6301 JP Equity 2 (3,515) 20.64 20.63 0.04 1.17% 15.43
6752 JP Equity 1,176 4,145 9.01 11.57 16.66 1.70% 90.93
6902 JP Equity - 47.96 1.44%
6954 JP Equity 760 6,393 157.65 176.39 9.45 1.26% (24.25)
7201 JP Equity (14) (3,743) 8.85 8.88 -0.40 0.94% 7.04
7203 JP Equity (10) (5,260) 56.12 56.22 -0.22 0.89% 29.53
7267 JP Equity 190 (4,885) 36.43 35.01 4.12 0.95% 19.01
762 HK Equity 217 (5,162) 1.38 1.32 3.26 1.29% (34.78)
7751 JP Equity 144 (6,865) 31.44 30.78 2.08 1.01% 31.02
8031 JP Equity 33 (4,225) 14.07 13.96 0.72 1.08% 40.70
8058 JP Equity (12) (999) 18.27 18.49 -1.31 0.94% 1.39
8306 JP Equity 126 (4,604) 5.65 5.50 2.09 1.31% (19.78)
8316 JP Equity 95 (3,375) 44.06 42.82 2.04 1.38% (9.48)
8411 JP Equity (8) (3,258) 1.99 2.00 -0.30 0.81% (25.44)
8604 JP Equity 122 (3,159) 6.64 6.39 3.27 1.18% 14.47
8801 JP Equity (67) (1,386) 29.03 30.44 -3.39 1.44% (3.54)
8802 JP Equity 255 (5,009) 24.84 23.57 3.31 1.54% 21.17
9020 JP Equity 232 (6,726) 75.20 72.60 2.70 1.28% 98.35
941 HK Equity 1,225 (11,819) 10.19 9.14 10.11 1.03% (37.94)
9432 JP Equity 92 6,077 53.19 54.00 1.21 1.26% 43.04
9433 JP Equity 3,248 9,476 42.13 56.58 26.73 1.28% (191.09)
9437 JP Equity 109 (7,723) 15.62 15.40 1.47 0.96% 127.51
9983 JP Equity (89) 3,177 368.79 358.78 -2.13 1.31% (57.50)
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9984 JP Equity 1,326 2,048 46.70 76.92 36.07 1.79% 66.89
AAPL US Equity 320 7,877 518.25 539.31 6.15 0.66% 24.37
ABS US Equity 708 6,661 23.59 26.10 12.78 0.83% 81.88
ABBN VX Equity 716 6,962 23.63 26.06 11.28 0.91% 86.02
ABBV US Equity 264 5,335 49.49 51.94 5.78 0.86% 71.77
ABEV US Equity (172) (5,786) 7.25 7.47 .2.96 1.00% (24.55)
ABEV3 BZ Equity (84) (2,769) 7.29 7.51 .3.27 0.93% (3.72)
ABI BB Equity 255 6,721 102.03 105.90 4.53 0.84% 35.30
ABT US Equity (47) 4,097 38.86 38.42 -1.91 0.60% 1.47
ABX CN Equity 238 (3,875) 19.11 17.93 4.47 1.38% 0.62
ABX US Equity 225 (3,395) 19.19 17.92 4.86 1.37% 5.91
ACA FP Equity 7,509 5,408 6.83 16.32 101.80 1.36% 443.86
ACE US Equity 237 6,435 95.44 98.95 7.30 0.50% 6.20
ACN US Equity 192 10,703 77.97 79.37 2.16 0.83% 11.28
ADP US Equity 80 1,193 72.36 77.19 12.03 0.55% (1.75)
AFL US Equity (47) 6,379 63.79 63.32 .1.44 0.51% 27.42
AGN US Equity 1,163 9,698 110.56 123.82 14.06 0.85% 25.36
Al FP Equity 31 8,248 134.80 135.31 0.59 0.64% (30.72)
AIG US Equity 125 4,012 48.66 50.17 3.66 0.85% 14.96
AIR FP Equity 2,975 4,177 42.47 72.72 74.88 0.95% 62.53
ALV GR Equity 540 2,761 142.27 170.08 21.99 0.89% 11.21
ALVG IX Equity 405 2,100 142.59 170.12 21.73 0.89% 6.98
AMGN US Equity 7,140 22,886 95.40 125.17 29.68 1.05% 443.59
AMT US Equity 704 10,655 76.29 81.33 9.86 0.67% (96.53)
AMZN US Equity • 747 342.36 342.36 0.00 1.02% 7.44
ANZ AU Equity 318 5,741 28.92 30.53 7.18 0.77% (30.43)
APA US Equity (64) (6,870) 82.74 83.51 .1.34 0.70% (42.56)
APC US Equity (356) (6,360) 81.31 85.86 .8.03 0.70% (51.26)
AXP US Equity 2,799 10,373 71.56 90.88 34.61 0.78% 49.00
AZN LN Equity 3,932 12,676 49.80 65.25 37.15 0.83% 44.10
AZN SS Equity 3,467 11,669 50.40 65.37 37.37 0.80% 27.30
AZN US Equity 3,816 12,432 49.96 65.29 38.34 0.80% 98.57
BA US Equity (39) (1,296) 123.81 127.56 •3.64 0.83% (19.96)
BAC US Equity 10,497 10,884 8.82 17.33 97.40 0.99% 163.22
BARC LN Equity (12) (2,164) 3.91 3.94 -0.47 1.22% (30.77)
BAS GR Equity 1,081 7,333 97.30 111.64 14.63 1.01% 20.19
BATS LN Equity 242 6,088 53.22 55.33 4.56 0.87% (52.67)
BAX US Equity - 621 73.49 73.49 0.00 0.92% 0.55
BAYN GR Equity 8,974 11,757 76.64 135.13 74.68 1.02% (112.23)
BBAS3 BZ Equity (318) (1,954) 8.70 10.12 .8.50 1.91% (13.95)
BBD US Equity (348) (5,395) 12.96 13.79 .4.13 1.56% (29.41)
BBDC4 BZ Equity (491) (5,802) 12.74 13.82 .5.36 1.58% (23.78)
BBL US Equity (211) (4,057) 59.69 62.79 .5.59 0.93% (69.81)
BBVA SM Equity 1,212 5,790 10.12 12.24 18.20 1.15% 91.72
BCE CN Equity (22) (6,644) 43.17 43.32 -0.60 0.55% (13.13)
BCS US Equity (18) (2,207) 15.73 15.86 -0.67 1.21% (31.90)
BEN US Equity 95 2,447 52.34 54.37 3.55 1.09% 9.40
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BG/ IN Equity (309) (4,379) 17.51 18.75 .9.48 0.74% (18.01)
BHP AU Equity (61) 6,689 34.33 34.02 .0.76 1.19% 19.88
BHP US Equity 122 6,839 67.77 68.98 1.92 0.93% 130.34
BBB US Equity 276 1,066 245.93 309.66 16.64 1.56% 23.85
BIL Si Equity (105) (2,643) 30.29 31.49 .3.48 1.14% (22.55)
BK US Equity 656 8,609 32.86 35.37 9.02 0.85% 14.30
BLK US Equity 175 1,171 274.17 315.11 17.14 0.87% 2.55
BLT IN Equity (154) (3,166) 29.93 31.39 -4.80 1.01% (44.29)
BMO CN Equity 232 8,370 65.44 67.26 5.29 0.52% 21.90
BMW GR Equity 1,465 5,076 98.63 127.10 24.21 1.19% 38.55
BMY US Equity 6,132 13,669 35.71 51.73 40.74 1.10% (86.44)
BN FP Equity 12 (3,684) 70.54 70.32 0.37 0.85% 33.67
BNP FP Equity 1,558 5,498 61.78 79.29 23.54 1.20% 180.98
BNS CN Equity 104 7,633 57.74 58.53 2.45 0.56% 60.28
BP/ LN Equity 358 9,797 7.76 8.05 6.09 0.60% 3.91
BRK/B US Equity 574 11,056 118.69 124.84 8.34 0.62% 20.74
BSBR US Equity 837 (8,171) 6.18 5.55 7.35 1.39% (52.57)
BUD US Equity 290 6,846 102.05 106.37 4.86 0.87% 63.66
BX US Equity 339 2,976 30.31 33.76 8.59 1.32% 53.63
C US Equity (41) 2,139 48.91 48.00 .1.67 1.14% 14.91
CA FP Equity 548 2,976 32.90 38.95 16.89 1.09% 18.90
CAT US Equity 1,564 13,307 89.30 99.79 18.79 0.63% 18.98
CBA AU Equity 417 9,007 68.12 71.27 6.58 0.70% (85.68)
CBS US Equity 357 1,267 49.35 63.26 31.19 0.90% 30.15
CCL US Equity 434 7,821 36.20 38.21 5.30 1.05% 119.91
CELG US Equity (58) (2,749) 142.29 145.30 -1.58 1.34% (93.64)
CFR VX Equity 91 4,011 94.53 96.68 2.40 0.95% 48.02
CL US Equity 1,625 18,685 59.14 64.29 16.83 0.52% (125.74)
CM CN Equity 398 8,334 82.53 86.47 8.34 0.57% 21.70
CMCSA US Equity 3,960 17,408 40.65 49.89 26.71 0.85% (78.39)
CMCSK US Equity 6,523 18,900 36.26 48.78 42.36 0.81% (30.04)
CNI US Equity 1,279 12,873 51.38 56.48 16.31 0.61% 69.82
CNQ CN Equity 589 8,111 35.87 38.47 9.30 0.78% 66.91
CNR CN Equity 1,267 12,425 51.30 56.52 16.48 0.62% 67.23
COF US Equity 820 6,077 67.68 76.82 15.00 0.90% (23.07)
COP US Equity (441) (7,980) 66.64 70.33 .11.19 0.49% 10.24
COST US Equity (40) 1,264 115.61 112.09 .5.44 0.58% 3.21
COV LN Equity • 5,151 #N/A N/A 0.00 0.31%
COV US Equity 951 7,080 64.09 72.70 19.84 0.68% (79.28)
CRM US Equity 58 2,054 56.89 58.50 2.00 1.42% 64.48
CS FP Equity 1,918 5,387 19.39 26.29 32.21 1.11% 52.49
CSCO US Equity (208) (3,982) 21.79 22.93 .6.85 0.76% (73.57)
CSX US Equity 1,407 8,914 25.07 29.03 21.36 0.74% 29.27
CVE CN Equity (71) (10,449) 28.70 28.89 .0.87 0.78% (7.01)
CVS US Equity 1,928 11,707 63.89 74.42 28.22 0.58% (86.56)
CVX US Equity (497) (8,207) 112.39 119.20 .11.03 0.55% (18.83)
D US Equity 2,123 12,633 60.33 70.48 28.28 0.59% (99.06)
EFTA00288135
DAI GR Equity 7,561 13,908 62.20 96.02 42.27 1.29% 237.25
DBK GR Equity (37) (1,700) 44.63 45.61 -1.70 1.29% (28.05)
DD US Equity 2,990 12,908 54.93 67.66 37.36 0.62% 134.43
DDAIF US Equity 4,366 8,377 63.20 96.14 38.53 1.35% 190.90
DE US Equity 559 8,537 85.81 91.44 9.65 0.68% 140.32
DELL US Equity 6,820 #WA N/A 0.00 0.07%
DG FP Equity 4,569 9,889 51.34 75.05 52.82 0.87% 114.87
DGE LN Equity 14 1,533 30.45 30.73 1.25 0.75% (22.58)
DHR US Equity 2,374 8,458 58.57 75.00 47.73 0.59% 25.96
DIS US Equity 1,864 9,908 68.36 81.23 21.55 0.87% 183.84
DISCA US Equity 19 6,387 83.32 83.56 0.37 0.79% 59.13
DNB NO Equity 1,043 9,735 15.77 17.46 12.97 0.83% 59.15
DOW US Equity 2,456 7,135 36.81 49.49 40.77 0.84% 165.29
DPW GR Equity 180 660 29.41 37.44 19.98 1.37% 1.09
DTE GR Equity 4,358 13,883 12.27 16.12 26.83 1.17% (81.00)
DTV US Equity 2,643 10,622 61.97 77.39 25.22 0.99% 144.48
DUK US Equity (142) (8,822) 69.60 70.72 -3.35 0.48% 35.62
DVN US Equity 736 9,424 62.50 67.38 12.21 0.64% 127.62
EBAY US Equity 200 6,678 54.29 55.91 3.66 0.82% 49.41
ECL US Equity 267 9,210 105.22 108.27 4.16 0.70% 52.73
EDF FP Equity 6,785 9,189 23.45 40.76 84.13 0.88% 524.11
EMC US Equity 1,015 10,986 25.35 27.69 13.70 0.67% 83.47
EMR US Equity 29 3,764 66.65 67.16 1.07 0.71% 16.94
ENB CN Equity 261 6,351 44.29 46.10 6.40 0.64% 92.30
ENEL IM Equity 2,344 7,970 4.38 5.67 27.52 1.07% 30.67
ENI IM Equity 417 8,893 23.96 25.08 7.06 0.66% 22.51
EOAN GR Equity 146 2,996 18.77 19.68 5.04 0.97% 21.01
EOG US Equity 2,108 5,841 145.68 198.24 45.37 0.80% 69.58
EPD US Equity 1,368 12,236 63.23 70.30 20.63 0.54% 216.80
ERICB SS Equity 587 7,162 12.42 13.44 9.65 0.85% 94.72
ESRX US Equity 1,344 9,815 66.69 75.82 19.02 0.72% 80.97
ETN US Equity 207 5,260 72.48 75.34 4.17 0.95% 15.16
F US Equity (342) (3,621) 14.82 16.22 -12.50 0.76% (133.37)
F8 US Equity 1,057 2,630 44.06 61.75 26.34 1.52% 62.59
FCX US Equity 7 2,326 32.76 32.86 0.23 1.25% (8.93)
FDX US Equity 452 4,271 120.94 133.73 17.72 0.60% 42.87
FOX US Equity (44) 3,508 32.25 31.85 -1.33 0.95% 77.90
FOXA US Equity (40) 3,404 33.14 32.76 -1.22 0.96% 82.67
FP FP Equity 936 11,013 60.83 65.99 11.59 0.73% 30.44
G IM Equity 186 3,588 21.32 22.42 6.38 0.81% 7.86
GE US Equity 2,078 13,140 22.32 25.85 20.86 0.76% (35.07)
GILD US Equity 17,045 8,316 24.02 73.27 139.32 1.47% 1,039.83
GIS US Equity 700 15,048 49.41 51.71 8.66 0.54% (44.22)
GLE FP Equity 954 3,248 49.51 64.05 21.62 1.36% 160.56
GLEN LN Equity 71 (4,634) 5.24 5.16 1.05 1.46% 20.70
GLW US Equity 3,396 11,635 16.25 21.00 35.19 0.83% 79.60
GM US Equity 6 (2,999) 34.78 34.70 0.23 0.93% (28.53)
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GOOG US Equity 3,948 12,660 862.28 1,131.20 45.17 0.69% 134.15
GS US Equity 2,685 5,468 110.98 165.47 53.84 0.91% 95.03
GSK LN Equity 51 5,707 26.22 26.45 1.31 0.69% (49.96)
GSZ FP Equity 922 8,189 24.60 27.37 9.91 1.14% 5.06
HAL US Equity 1,263 6,197 49.22 59.25 21.71 0.94% 12.79
HD US Equity 2,601 13,333 66.67 79.68 27.46 0.71% 121.72
HMB SS Equity 307 6,110 40.79 42.84 4.90 1.03% 69.85
HON US Equity 6,240 11,930 61.10 93.06 83.40 0.63% 111.35
HPO. US Equity 2,215 7,393 25.45 33.08 26.65 1.12% 205.82
HSBA LN Equity 2 1,819 10.16 10.17 0.12 0.83% 3.54
IBE SM Equity 1,941 7,382 5.54 6.99 41.63 0.63% (1.73)
IBM US Equity 25 2,993 192.66 194.27 1.30 0.64% 23.74
IMT LN Equity 1,332 11,429 36.12 40.33 17.09 0.68% (65.47)
INTC US Equity 875 10,787 23.94 25.88 13.66 0.59% (3.78)
ISP IM Equity 4,543 5,699 1.93 3.47 59.80 1.33% 242.78
ITUB US Equity - 485 14.98 14.98 0.00 1.57% 4.04
ITUB4 BZ Equity 3 1,042 15.00 15.04 0.20 1.45% 6.13
ITW US Equity 2,927 14,011 67.84 82.01 31.13 0.67% 111.64
ITX SM Equity (103) (4,597) 147.96 151.27 -2.32 0.97% (16.92)
.ICI US Equity 511 2,983 41.00 48.01 19.53 0.88% 52.05
JNJ US Equity 5,230 15,364 73.04 97.90 68.09 0.50% (54.61)
JPM US Equity 1,373 8,516 52.29 60.72 17.69 0.91% (6.56)
KMB US Equity 203 7,934 106.69 109.41 4.50 0.57% (51.88)
KMI US Equity 395 (8,600) 34.31 32.73 5.75 0.80% (85.41)
KO US Equity 47 (6,962) 38.83 38.57 1.77 0.38% 29.05
LBTYA US Equity (50) 2,272 84.89 83.07 -2.32 0.95% 0.26
LBTYK US Equity 80 1,975 78.04 81.20 4.79 0.85% (6.81)
LIN GR Equity 68 8,087 198.03 199.70 1.24 0.68% (19.90)
LLOY LN Equity 2,316 5,658 0.89 1.26 43.46 0.94% 88.94
LLY US Equity 6 2,868 58.84 58.96 0.25 0.77% 12.75
LMT US Equity 672 2,016 122.48 163.30 42.72 0.78% 7.33
LNKD US Equity 90 (1,866) 195.56 186.08 2.49 1.94% 14.97
LOW US Equity 173 7,829 48.41 49.48 2.91 0.76% 88.72
LVS US Equity 2,393 6,808 61.33 82.88 28.07 1.25% 271.09
LYB US Equity 1,143 2,297 59.29 88.80 68.49 0.73% (12.26)
MA US Equity 2,096 4,481 50.96 74.80 53.90 0.87% 30.19
MAERSKB DC Equity 6,259 14,148 8,212.58 11,845.43 34.10 1.30%11 (258.30)
MC FP Equity 39 4,464 183.52 185.11 1.16 0.75% 56.51
MCD US Equity (110) (3,347) 94.88 98.00 -7.02 0.47% 1.17
MCK US Equity 141 2,181 164.92 175.55 7.64 0.84% (16.85)
MDIZ US Equity 2,834 13,641 28.68 34.64 38.56 0.54% (4.47)
MDT US Equity 8,889 20,811 43.22 61.68 53.15 0.80% 178.25
MET US Equity 1,560 7,556 44.37 53.53 22.88 0.90% 105.70
MFC CN Equity 4,595 8,003 12.38 19.48 74.33 0.77% 156.80
MHS US Equity - 5,485 ttN/A N/A 0.00 1.17%
MMM US Equity 8,652 21,331 96.89 136.20 67.61 0.60% 169.83
MO US Equity 241 8,721 36.36 37.36 5.09 0.54% (8.99)
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MON US Equity 845 11,917 106.02 113.53 10.78 0.66% 25.44
MOS US Equity 49.72 0.82%
MRK US Equity 1,447 11,769 50.18 56.35 14.57 0.84% (63.34)
MS US Equity 216 1,649 27.57 31.18 11.30 1.16% 0.59
MSFT US Equity 1,375 8,007 35.30 41.37 20.48 0.84% 45.10
MUV2 GR Equity 659 6,116 197.70 219.01 16.70 0.65% 6.15
NAB AU Equity 372 8,503 31.32 32.69 5.62 0.78% (74.32)
NCM AU Equity 8.92 1.98%
NEE US Equity 4,496 14,649 72.62 94.91 44.63 0.69% (147.68)
NEM US Equity 2,414 (7,392) 34.95 23.54 21.81 1.50% 25.93
NESN VX Equity 766 9,821 69.64 75.07 13.83 0.56% (56.21)
NG/ LN Equity 1,973 12,506 11.87 13.75 29.92 0.53% (0.32)
NKE US Equity 646 5,145 66.10 74.40 13.74 0.91% 43.51
NOK US Equity 4,054 4,498 3.96 7.54 79.49 1.13% 186.22
NOV US Equity 159 4,672 75.18 77.75 3.64 0.94% (3.66)
NOVN VX Equity 6,003 18,291 63.81 84.75 38.26 0.86% 49.18
NOVOB DC Equity 1,150 9,444 40.35 45.26 12.22 1.00% (57.94)
NSC US Equity 2,028 9,797 80.78 97.50 28.16 0.73% 42.72
NVS US Equity 4,604 15,510 65.07 84.38 35.26 0.84% (128.62)
OGXP3 BZ Equity 5,056 (5,180) 4.43 0.11 34.71 2.81% 142.71
OR FP Equity (71) (3,029) 160.73 164.50 .3.31 0.71% 15.28
ORA FP Equity 838 5,434 12.87 14.85 9.96 1.55% 50.06
ORCL US Equity 1,887 7,995 33.68 41.63 28.72 0.82% 208.07
OXY US Equity (18) 7,355 95.04 94.81 0.34 0.71% (48.90)
PBR US Equity 30 (2,814) 13.30 13.16 0.61 1.75% (6.63)
PBR/A US Equity 8 (2,795) 13.87 13.83 0.16 1.77% (3.31)
PCLN US Equity 885 3,043 956.05 1,234.11 24.02 1.21% 106.84
PCP US Equity 64 2,836 251.49 257.16 2.64 0.85% 63.25
PEP US Equity 59 7,423 82.24 82.89 1.49 0.53% (45.18)
PETR3 BZ Equity (28) (2,923) 6.54 6.61 M.53 1.82% (2.72)
PETR4 BZ Equity 5 (3,123) 6.95 6.94 0.09 1.82% 1.76
PFE US Equity 4,878 21,828 26.10 31.94 33.81 0.66% (112.42)
PG US Equity 209 8,334 78.47 80.44 5.49 0.46% 5.45
PHIA NA Equity - • 35.27 1.05% -
PM US Equity 407 (10,166) 85.47 82.05 6.07 0.66% (58.23)
PNC US Equity 1,232 8,425 75.96 87.07 18.75 0.78% 6.55
POT CN Equity (19) 1,964 35.78 35.44 -1.18 0.81% (35.74)
POT US Equity (19) 1,984 35.76 35.43 -1.18 0.79% (35.71)
PRU LN Equity 7,391 10,521 12.76 21.73 69.32 1.01% 307.67
PSA US Equity 598 10,104 159.19 168.60 11.11 0.53% (4.68)
PSX US Equity 1,309 6,030 64.65 78.69 24.71 0.88% 146.86
PX US Equity 2,511 16,340 113.54 130.99 31.17 0.49% 38.08
QCOM US Equity 2,448 12,547 66.83 79.87 28.69 0.68% 128.10
QQQ US Equity 5,906 19,920 68.46 88.75 57.89 0.51% 257.59
RAI US Equity 171 6,737 52.22 53.55 2.33 1.09% 22.25
RDS/A US Equity 4 4,217 73.28 73.36 0.19 0.55% 5.12
RDS/B US Equity 154 6,391 76.23 78.07 4.48 0.54% (18.77)
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RDSA LN Equity 260 4,065 34.51 36.72 11.35 0.56% 4.94
RDSA NA Equity 9 4,084 36.63 36.71 0.43 0.53% 3.18
RDSB LN Equity 209 5,774 37.72 39.09 6.19 0.58% (22.66)
REGN US Equity 108 6,240 302.78 308.03 1.19 1.46% 145.83
RIO AU Equity 0 1,264 59.05 59.07 0.02 1.27% 0.59
RIO IN Equity 122 4,599 54.73 56.18 1.91 1.39% 33.67
RIO US Equity 196 4,934 54.04 56.19 3.01 1.32% 38.01
ROG VX Equity 6,983 17,035 212.78 300.01 61.51 0.67% (51.45)
RY CN Equity 119 7,587 65.40 66.43 3.20 0.49% 41.76
SAB LN Equity 310 7,173 47.60 49.66 4.61 0.94% (72.20)
SAN FP Equity (7) (6,174) 103.67 103.79 -0.13 0.91% 54.14
SAN SM Equity 1,174 7,256 8.35 9.70 15.79 1.02% 148.52
SAN US Equity 978 6,095 8.42 9.77 15.57 1.03% 119.16
SAP GR Equity 44 3,893 80.48 81.39 1.30 0.87% 16.70
SAP US Equity 53 4,196 80.56 81.57 1.43 0.88% 16.83
SBUX US Equity (61) 5,096 75.09 74.21 4.31 0.91% 42.99
SGO FP Equity 3,221 7,836 44.08 62.20 30.97 1.33% 293.76
SI US Equity 815 4,504 114.69 135.44 16.20 1.12% 11.82
SIE GR Equity 961 5,345 114.81 135.47 17.41 1.03% 14.57
SLB US Equity 1,449 7,174 81.27 97.68 25.43 0.79% 2.27
SMSN LI Equity 111 (7,500) 642.17 632.64 1.52 0.98% (76.90)
SO US Equity 65 5,537 43.08 43.58 2.18 0.53% (32.95)
SPG US Equity 19 3,342 163.29 164.23 0.92 0.63% 4.05
SREN VX Equity 1,644 10,006 80.46 93.68 21.98 0.75% 139.46
STAN LN Equity 252 (6,124) 21.91 21.01 4.47 0.92% (12.22)
STL NO Equity 695 9,825 26.16 28.01 9.51 0.74% (99.11)
511US Equity 23 3,676 69.13 69.57 0.58 1.10% (0.71)
SU CN Equity (176) (2,787) 32.80 34.87 .10.56 0.60% 6.21
SU FP Equity 365 6,518 84.31 89.03 5.13 1.09% 18.19
SU US Equity (203) (4,644) 33.36 34.82 4.20 0.61% 17.63
SWEDA SS Equity 577 6,088 24.78 27.13 8.41 1.13% 120.08
SYNN VX Equity (435) (8,069) 359.52 378.88 4.69 0.70% 10.56
T US Equity (191) (8,928) 34.20 34.93 .3.64 0.59% 66.68
TD CN Equity 247 8,245 45.38 46.74 5.69 0.53% (38.02)
TEF SM Equity 73 3,631 15.57 15.88 2.31 0.87% 6.56
TEF US Equity 67 3,406 15.52 15.82 2.33 0.85% 0.66
TGT US Equity 505 (10,717) 63.57 60.58 5.71 0.83% (23.33)
TJX US Equity 3,018 9,492 46.31 61.04 47.73 0.67% 105.72
TLS AU Equity 114 6,561 4.59 4.67 2.88 0.60% (50.13)
TLSN SS Equity 16 4,427 7.58 7.61 0.41 0.89% 49.35
TM US Equity 156 (6,829) 115.81 113.16 2.80 0.82% (15.80)
TMO US Equity 9,305 10,218 63.59 121.49 127.69 0.71% 211.14
TOT US Equity 684 5,823 59.06 66.00 15.29 0.77% 26.02
TRP CN Equity (22
ℹ️ Document Details
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265993ed2dc77550633237f981de1509a3f81d8d2924ab2a9e00193497fc7bf8
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EFTA00288127
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DataSet-9
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