📄 Extracted Text (5,516 words)
Atorus, LLC 4/3/2014
Current Date: 4/3/2014 Change on Day: .0.22%
Total Return since 1/1/12: 85.28% MSCI World Change on
712M Return: 44.13% Day -0.14%
T90 Day Return: 4.23% No of Positions
T30 Day Return: -0.46% (+MTM) on Day 187
Current Long Exposure @ Cost: 4,764,799 No of Positions (-MTM)
Current Short Exposure @ Cost: (1,052,890) on Day 248
Net Exposure: 3,711,909 Current No. of
Starting Capital: 1,000,000 Positions: 438
Current NAV: 1,852,813 Current Leverage
(Gross Exposures): 3.14
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 adjusts 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
2,800,000.00
1,800,000.00
1,6004:00.00
1,400,000.00
1,200,000.00
— NAV
1,000,000.00
800,000.00
60000000
c.464).41.(9 %(9 " (9 ' (9 ti5? 0 0 i?'4> 0)'(> 0) i? i?18 OVA
% 4 5 4 4 % 41' 4Cv es, 0,
EFTA00288159
Atorus, LLC 4/3/2014
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 25.31%l 45 Positions 27.95%
XAU Comdty (24,602) 0.42% MAERSKB DC Equity 6,559 0.35%
CO1 Comdty (24,622) 0.42% EDF FP Equity 6,627 0.36%
MEXSOL Index (26,146) 0.45% ROG VX Equity 6,730 0.36%
INDEXCF Index (26,563) 0.46% SXXP Index 6,744 0.36%
ZA_TSY CREDIT (33,149) 0.57% AMGN US Equity 6,931 0.37%
SHCOMP Index (33,700) 0.58% UTX US Equity 6,947 0.37%
SE_TSY CREDIT (39,490) 0.68% SMI Index 7,187 0.39%
US_TSY CREDIT (50,168) 0.86% CMCSK US Equity 7,190 0.39%
JP_TSY CREDIT (59,678) 1.03% SX7E Index 7,268 0.39%
SXDP Index 61,075 1.05% SXSE Index 7,476 0.40%
SPX Index 62,272 1.07% ACA FP Equity 7,480 0.40%
CH_TSY CREDIT 65,265 1.12% DAI GR Equity 7,480 0.40%
DK_TSY CREDIT 67,396 1.16% PRO LN Equity 7,544 0.41%
STBCNZL Index 73,231 1.26% FTSEMIB Index 7,712 0.42%
DE_TSY CREDIT 74,397 1.28% P5120 Index 7,740 0.42%
FR_TSY CREDIT 75,130 1.29% ASE Index 8,043 0.43%
BE_TSY CREDIT 76,813 1.32% IT_TSY CREDIT 8,118 0.44%
AT_TSY CREDIT 77,381 1.33% XLY US Equity 8,363 0.45%
PI_TSY CREDIT 77,705 1.34% HEX Index 8,559 0.46%
IE_TSY CREDIT 78,270 1.35% BEL20 Index 8,621 0.47%
NL_TSY CREDIT 78,610 1.35% MMM US Equity 8,669 0.47%
MY_TSY CREDIT (92,252) 1.59% BAYN GR Equity 8,958 0.48%
SG_TSY CREDIT (95,749) 1.65% DAX Index 8,990 0.49%
CA_TSY CREDIT (97,153) 1.67% MDT US Equity 9,128 0.49%
TMO US Equity 9,308 0.50%
IBEX Index 10,180 0.55%
MC US Equity 10,230 0.55%
ES_TSY CREDIT 10,321 0.56%
NAV Impact by Category & Exposure KFX Index 10,940 0.59%
Listed Equity Long -0.059% LULU Index 11,029 0.60%
Listed Equity Short 0.031% TYC US Equity 11,046 0.60%
EquityCom Long -0.270% SXAP Index 11,231 0.61%
EquityCom Short 0.048% SXMP Index 11,232 0.61%
G20 Rates Long -0.140% SXOP Index 11,487 0.62%
G20 Rates Short 0.049% SXIP Index 12,188 0.66%
XLV US Equity 12,604 0.68%
NDX Index 13,297 0.72%
RTY Index 14,377 0.78%
GILD US Equity 17,139 0.93%
SPX Index 18,526 1.00%
EFTA00288160
SXTP Index 22,620 1.22%
SXDP Index 23,480 1.27%
ISEQ Index 25,523 1.38%
lE_TSY CREDIT 30,517 1.65%
STBCNZL Index 35,430 1.91%
No. Names by Category
APAC Long 23
APAC Short 24
(MEA Long 74
EMEA Short 13
AMER Long 170
AMER Short 39
EquityCom Long 61
EquityCom Short 11
G20 Rates Long 16
G20 Rates Short 7
Total Long 344
Total Short 94
Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodlites, 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)
EFTA00288161
Atorus, LLC 4/3/2014
Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit)
2,000,000 5,000.000
- 5,000,440
1,500,000
3,C00,000
2,000000 APAC
2,000,000
— EMEA
•••••— AMER
500,000 1,030,002
. — EquityCom
i —G20 Rates
e ,
0
. . . . . . . .NexEposule RIG
/ r 4 , 'Cl. 0,46%, 10 ett, osi'' 19 t 0o's' 1944 0944 moolloco)
a,s, a s, ,,sv• „5 (..p.. ,‘\ ..%. ,,... ,,,r
(sago3) ' NY
l - (2,000,000)
(1,000,00) 1 (3,000,000)
Historical Gross Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
EFTA00288162
Atorus, LIC 4/3/2014
Current Gross Notional Risk by Category
243,900
r 583,025
■ APAC
■ EMEA
1,406,91
■ AMER
■ EquityCom
■ G20 Rates
Performance Vs. MSCI World Index
Rolling 30 Day Realized Volatility - A
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Atorus, LLC 4/3/2014
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles)
70.00
60.00
50.00
P/3 Vol Days by
40.00 Position
30.00
20.00
10.00
«CO
4 4 4 4 4 4 .4 4 4 4
1.0.0Q _# _ # . # _ # . # _ # .1# _ #. 7#
1 1
Percentile No. Vol Da
0.00% -17.22 MTM Gains(Losses) % of NAV "Signficant"
5.00% -3.29 (<7 Vol Days) 1.46%
10.00% -1.22 MTM Gains(Losses) % of NAV "Signficant"
15.00% -0.16 (>7 Vol Days) 49.28%
20.00% 0.45
25.00% 1.42
30.00% 2.28
35.00% 3.48
40.00% 4.68
45.00% 6.12
50.00% 8.80
55.00% 11.66
60.00% 14.14
65.00% 17.89
70.00% 21.58
75.00% 25.11
80.00% 29.79
85.00% 38.61
90.00% 48.31
95.00% 67.58
100.00% 182.35
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Atorus, LLC 4/3/2014
-Listed E .u . 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 (365) (3,086) 51.62 57.72 -10.87 1.09% (6.03)
005380 KS Equity 142 2,609 222.46 234.55 4.43 1.23% (17.20)
005490 KS Equity (88) (3,782) 273.49 279.86 -2.20 1.06% 27.24
005930 KS Equity (163) (6,997) 1,278.17 1,307.91 -2.38 0.98% (176.25)
012330 KS Equity 1,258 5,584 247.00 302.64 25.75 0.87% 4.90
1 HK Equity 1,021 8,591 15.66 17.52 11.66 1.02% 214.74
1299 HK Equity 145 3,912 4.74 4.92 4.67 0.80% 44.48
13 HK Equity 2,474 12,243 11.40 13.71 19.73 1.02% 144.20
16 HK Equity (94) (9,935) 12.66 12.78 -1.22 0.77% (6.40)
27 HK Equity (5) 123 9.66 9.30 -2.13 1.83% 0.03
2914 JP Equity 123 (4,719) 32.47 31.62 2.28 1.14% (43.12)
3382 JP Equity 20 1,329 37.70 38.25 1.26 1.16% 10.36
4063 JP Equity (27) (4,536) 56.40 56.74 -0.50 1.19% 19.94
4502 JP Equity (13) 2,732 47.02 46.80 -0.64 0.75% 11.56
4689 JP Equity (216) 1,224 5.88 5.00 -10.45 1.69% (3.49)
S HK Equity (21) (3,997) 10.17 10.22 -0.63 0.85% (6.39)
5108 JP Equity 35.98 1.14%
5401 JP Equity 283 (5,511) 2.89 2.74 4.63 1.11% 78.30
6301 JP Equity (77) (3,515) 20.64 21.09 -1.79 1.22% (42.85)
6752 JP Equity 1,270 4,145 9.01 11.77 18.16 1.69% (20.34)
6902 JP Equity 48.67 1.44%
6954 JP Equity 787 6,393 157.65 177.06 10.03 1.23% 56.54
7201 JP Equity (90) (3,743) 8.85 9.06 -2.58 0.93% (6.62)
7203 JP Equity (22) (5,260) 56.12 56.35 -0.48 0.87% 27.89
7267 JP Equity 105 (4,885) 36.43 35.65 2.34 0.91% (17.83)
762 HK Equity 253 (5,162) 1.38 1.31 3.94 1.25% 34.82
7751 JP Equity 95 (6,865) 31.44 31.00 1.55 0.89% (17.17)
8031 JP Equity (54) (4,225) 14.07 14.25 -1.19 1.08% (12.33)
8058 JP Equity 18.59 0.92%
8306 JP Equity 48 (4,604) 5.65 5.59 0.86 1.21% 3.41
8316 JP Equity 9 (1,687) 44.06 43.82 0.42 1.33% 4.06
8411 JP Equity (38) (1,629) 1.99 2.04 -3.18 0.74% (6.19)
8604 JP Equity 67 (3,159) 6.64 6.50 1.84 1.16% (15.21)
8801 JP Equity 31.33 1.45%
8802 JP Equity 108 (5,009) 24.84 24.30 1.43 1.51% 0.32
9020 JP Equity 184 (6,726) 75.20 73.14 2.18 1.25% (26.15)
941 HK Equity 1,118 (11,819) 10.19 9.23 9.16 1.03% (28.24)
9432 JP Equity 46 6,077 53.19 53.59 0.64 1.17% (4935)
9433 JP Equity 3,140 9,476 42.13 56.10 27.77 1.19% 42.33
9437 JP Equity 76 (7,723) 15.62 15.46 1.09 0.90% (34.55)
9983 JP Equity 3 3,177 369.08 369.43 0.07 1.30% 64.83
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9984 JP Equity 1,377 2,048 46.70 78.10 38.12 1.76% (7.16)
AAPL US Equity 327 7,877 518.25 539.78 7.06 0.59% (31.30)
ABB US Equity 680 6,661 23.59 26.00 13.10 0.78% (2535)
ABBN VX Equity 696 6,962 23.63 25.99 12.03 0.83% (16.76)
ABBV US Equity 425 5,335 49.49 53.43 8.51 0.94% 48.72
ABEV US Equity (89) (2,893) 7.25 7.47 -3.29 0.93% 38.89
ABEV3 BZ Equity - 640 7.52 7.52 0.00 0.92% (7.41)
ABI BB Equity 317 6,721 102.03 106.84 5.61 0.84% 7.94
ABT US Equity (30) 4,097 38.86 38.58 -1.22 0.60% 17.01
ABX CN Equity 168 (4,216) 19.01 18.25 2.77 1.44% 76.80
ABX US Equity 161 (4,063) 19.03 18.28 2.78 1.42% 67.24
ACA FP Equity 7,480 5,408 6.83 16.29 105.94 1.31% 18.86
ACE US Equity 240 6,435 95.44 99.00 7.70 0.48% 633
ACN US Equity 142 10,703 77.97 79.00 1.57 0.84% (96.02)
ADP US Equity 83 1,193 72.36 77.42 12.15 0.58% (3.55)
AFL US Equity 14 6,379 63.79 63.93 0.42 0.54% 46.75
AGN US Equity 1,276 9,698 110.56 125.10 15.24 0.86% 18.05
Al FP Equity (12) 8,248 134.80 134.60 -0.23 0.64% (11.74)
AIG US Equity 168 4,012 48.66 50.70 4.96 0.84% 21.60
AIR FP Equity 2,965 4,177 42.47 72.63 77.19 0.92% 15.16
ALV GR Equity 524 2,761 142.27 169.29 21.79 0.87% (14.03)
ALVG IX Equity 395 2,100 142.59 169.41 21.70 0.87% (10.01)
AMGN US Equity 6,931 22,886 95.40 124.30 28.27 1.07% (375.79)
AMT US Equity 674 10,655 76.29 81.12 9.57 0.66% (59.12)
AMZN US Equity 44 (2,245) 339.98 333.35 1.78 1.09% 68.18
ANZ AU Equity 336 5,741 28.92 30.61 7.96 0.74% 4.99
APA US Equity (194) (6,870) 82.74 85.08 .4.10 0.69% (79.05)
APC US Equity (897) (5,088) 81.31 95.65 .17.22 1.02% (443.62)
AXP US Equity 2,802 10,373 71.56 90.89 36.32 0.74% 62.27
AZN LN Equity 3,924 12,676 49.80 65.22 38.76 0.80% (138.02)
AZN SS Equity 3,410 11,849 50.57 65.13 38.62 0.75% (125.45)
AZN US Equity 3,758 12,622 50.13 65.06 39.48 0.75% (169.88)
BA US Equity - 711 128.76 128.76 0.00 0.83% 4.05
BAC US Equity 10,230 10,884 8.82 17.12 96.21 0.98% (116.92)
BARC LN Equity (38) (1,082) 3.91 4.05 .2.82 1.25% (8.78)
BAS GR Equity 949 7,333 97.30 109.89 12.88 1.00% (45.28)
BATS LN Equity 210 6,088 53.22 55.06 3.93 0.88% (5.84)
BAX US Equity (3) 1,934 73.32 73.21 -0.16 0.92% (0.77)
BAYN GR Equity 8,958 11,757 76.64 135.03 74.88 1.02% 138.15
BBAS3 BZ Equity (346) (1,954) 8.70 10.24 .8.97 1.97% 16.72
BBD US Equity • • 14.03 1.63% •
BBDC4 BZ Equity • • 14.06 1.63% •
BBL US Equity (277) (4,057) 59.69 63.76 .7.07 0.96% 6.45
BBVA SM Equity 1,370 5,790 10.12 12.51 19.79 1.20% 147.06
BCE CN Equity (19) (6,644) 43.17 43.30 -0.49 0.58% 45.90
BCS US Equity (37) (1,103) 15.73 16.26 .2.78 1.21% 0.83
BEN US Equity 106 2,447 52.34 54.61 4.07 1.06% (11.09)
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BG/ IN Equity (343) (4,379) 17.51 18.88 -10.41 0.75% 2.73
BHP AU Equity 61 6,689 34.33 34.64 0.73 1.24% 17.39
BHP US Equity 171 6,839 67.77 69.47 2.62 0.96% (23.04)
BBB US Equity 240 1,066 245.93 301.29 13.77 1.63% (39.12)
BIL SI Equity (141) (2,643) 30.29 31.90 -4.72 1.13% (1.97)
BK US Equity 634 8,609 32.86 35.28 9.47 0.78% (0.08)
BLK US Equity 175 1,171 274.17 315.02 16.49 0.90% (16.86)
BLT LN Equity (201) (3,166) 29.93 31.83 -6.15 1.03% (0.50)
BMO CN Equity 174 8,370 65.44 66.80 3.93 0.53% (31.61)
BMW GR Equity 1,495 5,212 99.22 127.68 24.69 1.16% (16.08)
BMY US Equity 5,820 13,669 35.71 50.91 38.84 1.10% (266.62)
BN FP Equity 9 (3,684) 70.54 70.36 0.32 0.77% 4.60
BNP FP Equity 1,651 5,498 61.78 80.33 24.61 1.22% 56.01
BNS CN Equity 126 7,633 57.74 58.69 3.02 0.55% (7.29)
BP/ LN Equity 365 9,797 7.76 8.05 6.24 0.60% (33.34)
BRK/B US Equity 515 11,056 118.69 124.22 7.95 0.59% (30.57)
BSBR US Equity 780 (8,171) 6.18 5.59 6.89 1.39% 89.82
BUD US Equity 330 6,846 102.05 106.96 5.47 0.88% 3.93
BX US Equity 310 2,976 30.31 33.47 7.66 1.36% 12.93
C US Equity (35) 1,283 48.89 47.58 -2.54 1.08% (12.38)
CA FP Equity 598 2,976 32.90 39.51 18.83 1.07% 22.73
CAT US Equity 1,955 13,589 89.53 102.41 20.62 0.70% 84.84
CBA AU Equity 380 10,096 68.42 71.00 5.63 0.67% (18.63)
CBS US Equity 342 1,267 49.35 62.68 28.64 0.94% (22.06)
CCL US Equity 462 7,821 36.20 38.34 5.82 1.01% 64.64
CELG US Equity (31) (3,342) 142.82 144.16 -0.67 1.40% 69.07
CFR VX Equity 98 4,011 94.53 96.83 2.59 0.94% (9.79)
CL US Equity 1,691 18,685 59.01 64.35 18.68 0.48% 18.16
CM CN Equity 341 8,334 82.53 85.90 7.21 0.57% (66.88)
CMCSA US Equity 4,467 17,408 40.65 51.08 31.33 0.82% 170.62
CMCSK US Equity 7,190 18,900 36.26 50.06 46.78 0.81% 210.95
CNI US Equity 1,186 12,873 51.38 56.11 14.93 0.62% (112.18)
CNQ CN Equity 774 8,797 36.10 39.28 12.05 0.73% 90.68
CNR CN Equity 1,147 12,425 51.30 56.03 14.82 0.62% (128.58)
COF US Equity 868 6,424 68.14 77.35 16.27 0.83% 21.75
COP US Equity (454) (7,980) 66.64 70.44 -11.40 0.50% 24.56
COST US Equity • • 111.79 0.58% -
COV LN Equity • 5,151 #WA N/A 0.00 0.31%
COV US Equity 934 7,080 64.09 72.54 19.34 0.68% (28.17)
CRM US Equity (20) 2,054 56.88 56.35 -0.63 1.51% (67.68)
CS FP Equity 2,027 5,387 19.39 26.69 35.05 1.07% 37.47
CSCO US Equity (123) (1,991) 21.79 23.13 -7.95 0.77% (17.07)
CSX US Equity 1,386 8,914 25.07 28.97 20.56 0.76% (64.23)
CVE CN Equity (14) (10,449) 28.70 28.73 -0.17 0.76% 37.05
CVS US Equity 2,054 11,707 63.89 75.10 30.15 0.58% 76.06
CVX US Equity (499) (8,207) 112.39 119.22 -11.89 0.51% (7.80)
D US Equity 2,009 12,764 60.42 69.93 26.11 0.60% (83.12)
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DAI GR Equity 7,480 13,908 62.20 95.66 43.27 1.24% (69.53)
DBK GR Equity 45.05 1.29%
DD US Equity 3,082 12,908 54.93 68.05 38.98 0.61% 6.54
DDAIF US Equity 4,281 8,377 63.20 95.50 37.98 1.35% (20.69)
DE US Equity 616 8,537 85.81 92.01 10.63 0.68% 32.07
DELL US Equity 6,820 #WA N/A 0.00 0.07%
DG FP Equity 4,405 9,889 51.34 74.20 52.09 0.86% (38.27)
DGE LN Equity (2) 1,533 30.45 30.41 -0.18 0.73% (5.73)
DHR US Equity 2,457 8,458 58.57 75.58 48.22 0.60% 24.71
DIS US Equity 1,937 9,908 68.36 81.73 22.42 0.87% 11.98
DISCA US Equity 44 6,387 83.32 83.89 0.88 0.77% (36.85)
DNB NO Equity 953 9,735 15.77 17.31 11.30 0.87% (211.29)
DOW US Equity 2,479 7,135 36.81 49.61 40.87 0.85% (23.45)
DPW GR Equity 205 660 29.41 38.56 21.36 1.46% (7.90)
DTE GR Equity 4,110 13,883 12.27 15.90 25.11 1.18% (143.24)
DTV US Equity 2,832 10,622 61.97 78.50 28.54 0.93% 106.47
DUK US Equity (102) (8,822) 69.60 70.40 -2.35 0.49% (9.25)
DVN US Equity 961 10,112 62.86 68.84 15.49 0.61% 172.29
EBAY US Equity 55 6,678 54.29 54.74 0.95 0.88% (113.41)
Ea US Equity 342 9,210 105.22 109.12 5.53 0.67% 28.85
EDF FP Equity 6,627 9,189 23.45 40.36 79.76 0.90% (223.48)
EMC US Equity 1,086 10,986 25.35 27.86 14.15 0.70% (20.38)
EMR US Equity 72 5,256 66.99 67.90 1.87 0.73% 7.25
ENB CN Equity 251 7,420 44.56 46.07 5.23 0.65% (61.64)
ENEL IM Equity 2,188 8,087 4.39 5.58 24.90 1.09% (4.05)
ENI IM Equity 359 9,949 24.06 24.93 5.50 0.66% (17.29)
EOAN GR Equity 106 2,996 18.77 19.43 3.58 0.99% (32.67)
EOG US Equity 2,228 5,841 145.68 201.25 45.85 0.83% 135.62
EPD US Equity 1,461 12,611 63.43 70.78 22.18 0.52% 3.36
ERICB SS Equity 548 7,934 12.51 13.37 8.38 0.83% (10.26)
ESRX US Equity 1,237 9,815 66.69 75.09 17.23 0.73% (90.20)
ETN US Equity 335 5,260 72.48 77.10 6.29 1.01% 36.99
F US Equity (387) (3,621) 14.82 16.40 -14.05 0.76% (5.99)
F8 US Equity 994 2,630 44.06 60.71 22.97 1.65% (134.66)
FCX US Equity 46 2,901 32.89 33.41 1.25 1.27% (0.04)
FDX US Equity 510 4,271 120.94 135.37 20.24 0.59% 20.20
FOX US Equity 61 3,508 32.25 32.81 1.72 1.01% 32.77
FOXA US Equity 69 3,404 33.15 33.81 1.94 1.04% 31.92
FP FP Equity 899 11,013 60.83 65.79 11.12 0.73% (9.10)
G IM Equity 297 3,588 21.32 23.08 9.62 0.86% 93.80
GE US Equity 2,261 13,140 22.32 26.16 23.85 0.72% 105.70
GILD US Equity 17,139 8,316 24.02 73.54 134.93 1.53% (232.48)
GIS US Equity 774 16,762 49.64 51.93 8.87 0.52% 89.70
GLE FP Equity 1,015 3,248 49.51 64.98 23.34 1.34% 29.00
GLEN LN Equity 44 (4,634) 5.24 5.19 0.69 1.39% 11.69
GLW US Equity 3,825 11,635 16.25 21.59 36.31 0.91% 202.80
GM US Equity (30) (2,399) 34.78 35.21 -1.28 0.96% (35.43)
EFTA00288168
GOOG US Equity 4,234 12,660 862.28 1,150.68 45.71 033% 273.52
GS US Equity 2,715 5,468 110.98 166.08 52.45 0.95% (41.86)
GSK LN Equity (3) 5,707 26.22 26.21 .0.07 0.70% (32.72)
GSZ FP Equity 793 8,189 24.60 26.98 8.74 1.11% (60.47)
HAL US Equity 1,346 6,395 49.49 59.91 23.46 0.90% 5.16
HD US Equity 2,567 13,333 66.67 79.50 27.60 0.70% (121.23)
HMB SS Equity 274 6,110 40.79 42.62 4.47 1.01% (54.81)
HON US Equity 6,436 11,930 61.10 94.06 84.64 0.64% 48.12
HPC1US Equity 2,241 7,393 25.45 33.17 27.77 1.09% (72.39)
HSBA LN Equity (3) 3,650 10.16 10.15 -0.10 0.77% (7.03)
IBE SM Equity 1,932 7,412 5.54 6.99 42.99 0.61% 12.99
IBM US Equity 1 5,009 192.83 192.85 0.02 0.66% (11.92)
IMT LN Equity 1,341 11,935 36.28 40.36 17.58 0.64% 2.14
INTC US Equity 1,078 10,787 23.94 26.33 15.93 0.63%1 242.66
ISP IM Equity 4,505 5,699 1.93 3.45 61.60 1.28% (7.08)
ITUB US Equity 3 1,514 15.13 15.15 0.12 1.55% (10.98)
ITUB4 BZ Equity 14 2,093 15.15 15.25 0.45 1.52% (12.67)
ITW US Equity 3,261 14,011 67.84 83.62 33.38 0.70% 108.09
ITX SM Equity (166) (4,597) 147.96 153.29 -3.73 0.97% (53.73)
JO US Equity 557 2,995 41.02 48.65 20.10 0.93% (20.50)
JNJ US Equity 5,243 15,364 73.04 97.96 70.09 0.49% (22.40)
JPM US Equity 1,349 8,516 52.29 60.57 17.89 0.89% 13.81
KMB US Equity 228 7,934 106.69 109.76 5.34 0.54% 5.05
KMI US Equity 349 (8,600) 34.31 32.92 5.41 0.75% (31.76)
KO US Equity 125 (6,962) 38.83 38.14 4.52 0.40% 45.81
LBTYA US Equity (45) 2,272 84.90 83.25 -2.12 0.93% 6.80
LBTYK US Equity 72 1,975 78.04 80.90 4.49 0.82% (6.40)
LIN GR Equity 98 8,087 198.03 200.43 1.84 0.66% 3.71
LLOY LN Equity 2,374 5,658 0.89 1.27 44.70 0.94% (51.56)
LLY US Equity 18 3,285 58.89 59.20 0.88 0.61% 6.39
LMT US Equity 686 2,016 122.48 164.15 44.43 0.77% (1.53)
LNKD US Equity 164 (1,866) 195.56 178.37 4.56 1.93% 74.00
LOW US Equity 116 7,829 48.41 49.13 1.88 0.79% (82.59)
LVS US Equity 2,289 6,808 61.33 81.94 27.09 1.24% (83.66)
LYB US Equity 1,205 2,297 59.29 90.38 67.85 0.77% 29.04
MA US Equity 1,254 2,688 50.98 74.76 59.31 0.79% (6.85)
MAERSKB DC Equity 6,559 14,148 8,212.58 12,020.09 11.71 3.96% 122.33
MC FP Equity (5) 4,464 183.52 183.33 -0.13 0.77% (39.78)
MCD US Equity (130) (4,463) 94.88 97.64 -6.18 0.47% 0.80
MCK US Equity 119 2,181 164.92 173.93 6.35 0.86% (24.82)
MDIZ US Equity 2,921 13,641 28.68 34.82 38.99 0.55% (62.21)
MDT US Equity 9,128 20,811 43.22 62.18 56.17 0.78%` 225.23
MET US Equity 1,598 7,556 44.37 53.75 24.27 0.87% 20.98
MFC CN Equity 4,578 8,003 12.38 19.46 77.95 0.73% (50.75)
MHS US Equity - 5,485 KWA N/A 0.00 1.17%
MMM US Equity 8,669 21,331 96.89 136.27 67.40 0.60% 93.17
MO US Equity 290 9,167 36.41 37.56 6.02 0.53% 11.27
EFTA00288169
MON US Equity 1,234 11,917 106.02 116.99 13.88 0.75% 299.80
MOS US Equity 49.38 0.82%
MRK US Equity 1,410 11,769 50.18 56.20 14.87 0.81% (30.18)
MS US Equity 203 1,649 27.57 30.96 10.58 1.16% (25.56)
MSFT US Equity 1,285 8,007 35.30 40.97 18.76 0.86% (83.89)
MUV2 GR Equity 623 6,116 197.70 217.84 16.24 0.63% (24.21)
NAB AU Equity 345 9,472 31.46 32.61 4.79 0.76% (57.23)
NCM AU Equity 9.15 1.98%
NEE US Equity 4,451 14,649 72.62 94.68 42.47 0.72% 150.90
NEM US Equity 2,314 (7,392) 34.95 24.01 19.80 1.58% 86.85
NESN VX Equity 883 9,821 69.64 75.90 14.84 0.61% (23.16)
NG/ IN Equity 1,816 12,735 11.90 13.60 27.58 0.52% (146.07)
NKE US Equity 632 5,145 66.10 74.23 13.39 0.92% (31.94)
NOK US Equity 4,172 4,498 3.96 7.64 79.35 1.17% 22.19
NOV US Equity 195 4,672 75.18 78.32 4.55 0.92% (4.00)
NOVN VX Equity 5,682 18,291 63.81 83.63 35.95 0.86% (101.05)
NOVOB DC Equity 1,102 9,444 40.35 45.06 12.22 0.95% (47.09)
NSC US Equity 1,975 9,797 80.78 97.07 26.80 0.75% (64.92)
NVS US Equity 4,383 15,510 65.07 83.46 32.93 0.86% (236.16)
OGXP3 BZ Equity 5,068 (5,180) 4.43 0.10 38.82 2.52% 249.20
OR FP Equity - 163.27 0.70%
ORA FP Equity 824 6,019 13.03 14.82 8.87 1.54% 5.55
ORCL US Equity 1,648 7,995 33.68 40.62 23.17 0.89% (135.56)
OX? US Equity 103 7,355 95.04 96.37 1.88 0.74% 74.08
PBR US Equity 41 (2,814) 13.30 13.11 0.76 1.92% 113.03
PBR/A US Equity 82 (2,795) 13.87 13.46 1.47 2.00% 182.24
PCLN US Equity 906 3,043 956.05 1,240.61 23.00 1.29% (68.32)
PCP US Equity 57 4,727 253.84 256.92 1.42 0.85% (20.34)
PEP US Equity 60 8,118 82.28 82.88 1.50 0.49% 11.81
PETR3 BZ Equity (13) (2,923) 6.54 6.57 -0.23 2.00% 111.25
PETR4 BZ Equity 93 (3,123) 6.95 6.74 1.42 2.09% 205.80
PFE US Equity 5,211 21,828 26.10 32.33 35.92 0.66% 114.63
PG US Equity 174 8,334 78.47 80.11 4.69 0.45% 3.10
PHIA NA Equity - • 35.21 1.05%
PM US Equity 371 (10,166) 85.47 82.35 5.67 0.64% (1.07)
PNC US Equity 1,259 8,815 76.41 87.32 19.58 0.73% (28.40)
POT CN Equity (40) 1,179 35.74 34.56 -3.89 0.88% (8.61)
POT US Equity (17) 418 36.02 34.59 4.81 0.86% (2.34)
PRU LN Equity 7,544 10,521 12.76 21.91 67.67 1.06% (84.19)
PSA US Equity 632 10,794 159.80 169.16 11.05 0.53% (23.57)
PSX US Equity 1,472 6,030 64.65 80.43 26.38 0.93% 162.73
PX US Equity 2,610 16,340 113.54 131.68 34.43 0.46% 11.98
QCOM US Equity 2,618 12,547 66.83 80.77 29.84 0.70% 138.96
QQQ US Equity 5,964 19,920 68.46 88.96 55.61 0.54% (119.85)
RAI US Equity 164 6,737 52.22 53.49 2.29 1.06% (39.61)
RDS/A US Equity (6) 4,217 73.28 73.17 -0.28 0.53% 2.73
RDS/B US Equity 126 6,990 76.36 77.74 3.43 0.53% (2.98)
EFTA00288170
RDSA LN Equity 246 4,065 34.51 36.60 11.07 0.55% 6.76
RDSA NA Equity (9) 4,084 36.63 36.55 -0.42 0.52% 3.07
RDSB LN Equity 159 6,969 37.90 38.76 4.01 0.57% (11.38)
REGN US Equity (79) 6,240 302.74 298.94 -0.84 1.51% (121.85)
RIO AU Equity (3) 2,460 59.13 59.05 -0.11 1.26% (13.75)
RIO IN Equity 40 4,599 54.73 55.20 0.64 1.36% (80.70)
RIO US Equity 96 4,934 54.04 55.10 1.44 1.36% (108.01)
ROG VX Equity 6,730 17,035 212.78 296.84 58.10 0.68% (3.63)
RY CN Equity 62 8,293 65.48 65.97 1.49 0.50% (44.77)
SAS LN Equity 471 7,173 47.60 50.72 6.77 0.97% 139.16
SAN FP Equity (1) (6,174) 103.67 103.69 -0.02 0.91% (25.22)
SAN SM Equity 1,237 7,256 8.35 9.77 16.78 1.02% 55.73
SAN US Equity 1,047 6,290 8.45 9.86 15.29 1.09% 126.30
SAP GR Equity 13 4,792 80.57 80.79 0.32 0.84% (22.80)
SAP US Equity 15 5,165 80.61 80.85 0.33 0.87% (1.23)
SBUX US Equity (118) 5,096 75.06 73.36 -2.55 0.91% (19.76)
SGO FP Equity 3,279 7,836 44.08 62.53 32.00 1.31% 125.33
SI US Equity 843 4,990 116.47 136.14 15.30 1.10% 27.34
SIE GR Equity 995 5,345 114.81 136.18 18.03 1.03% 42.13
SLB US Equity 1,501 7,174 81.27 98.28 26.83 0.78% 31.54
SMSN LI Equity (110) (7,500) 642.17 651.61 .1.42 1.04% (155.67)
SO US Equity 37 5,537 43.08 43.36 1.23 0.54% 3.54
SPG US Equity 19 4,673 163.56 164.20 0.69 0.57% (0.97)
SREN VX Equity 1,574 10,006 80.46 93.12 21.07 0.75% (35.69)
STAN LN Equity 239 (6,124) 21.91 21.06 4.05 0.96% 49.65
STL NO Equity 665 9,825 26.16 27.93 10.05 0.67% (6.91)
STT US Equity 11 3,676 69.13 69.33 0.27 1.08% (1.04)
SU CN Equity • 35.41 0.64% -
SU FP Equity 384 6,518 84.31 89.28 5.76 1.02% 0.21
SU US Equity (175) (2,786) 33.36 35.46 .9.92 0.63% (8.14)
SWEDA SS Equity 520 6,088 24.78 26.89 7.47 1.14% (4.17)
SYNN VX Equity (411) (8,069) 359.52 377.82 .7.60 0.67% 13.42
T US Equity (207) (5,357) 34.20 35.52 .6.34 0.61% (25.71)
TD CN Equity 236 8,245 45.38 46.68 5.68 0.50% (27.62)
TEF SM Equity 77 3,631 15.57 15.90 2.50 0.84% 13.43
TEF US Equity 88 3,406 15.52 15.92 3.01 0.86% 30.94
TGT US Equity 354 (10,717) 63.57 61.47 4.18 0.79% (98.18)
TJX US Equity 3,091 9,492 46.52 61.67 45.45 0.72% (54.04)
TLS AU Equity 141 6,561 4.59 4.68 3.57 0.60% 27.44
TLSN SS Equity (218) 2,656 7.53 6.96 .7.15 1.15% (187.50)
TM US Equity 173 (6,829) 115.81 112.88 3.20 0.79% 15.35
TMO US Equity 9,308 10,218 63.59 121.51 130.73 0.70% (109.79)
TOT US Equity 679 5,823 59.06 65.95 15.58 0.75% 2.10
TRP CN Equity - - 46.45 0.62% •
TRV US Equity 74 4,763 83.58 84.87 3.42 0.45% 332
TSCO LN Equity 1,063 (7,398) 5.65 4.84 12.36 1.16% 55.21
TWC US Equity 907 5,234 120.22 141.05 21.45 0.81% 57.86
EFTA00288171
TWX US Equity 65 7,395 66.41 66.99 1.06 0.83% 14.14
TXN US E
ℹ️ Document Details
SHA-256
2ed429981dd4cca040aa9d07bf78c336cd685a0fed200485626352a0c2ba773c
Bates Number
EFTA00288159
Dataset
DataSet-9
Document Type
document
Pages
16
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