📄 Extracted Text (5,581 words)
Atorus, LLC 3/21/2014
Current Date: 3/21/2014 Change on Day: 0.46%
Total Return since 1/1/12: 81.69% MSCI World Change on
712M Return: 40.41% Day -0.06%
T90 Day Return: 5.21% No of Positions
T30 Day Return: 0.49% (+MTM) on Day 252
Current Long Exposure @ Cost: 4,647,601 No of Positions (•MTM)
Current Short Exposure @ Cost: (1,107,406) on Day 162
Net Exposure: 3,540,196 Current No. of
Starting Capital: 1,000,000 Positions: 450
Current NAV: 1,816,948 Current Leverage
(Gross Exposures): 3.17
Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval
Win Ratio: 40% - 50% historically
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 adjusted position sizing. Leverage levels can be
customized to eac h investor.
T24M Sharpe Ratio: 1.191
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
2,006,000.00
1$00,000.00
1,600,000.00
1400,000.00
1,200,000.00
-NAV
1.000.000.00
600,000.00
600,000.00
4ry O O O Q.
O O O O O O O O O ONrtg
9# .• el•
4% 4 4' k 4 4" 4' -Nt' 4 •• 4" 4'
EFTA00293266
Atorus, LLC 3/21/2014
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
26 Positions 26.96%l 40 Positions 26.24%
IBOV Index (22,524) 0.39% 8MY US Equity 6,610 0.36%
CO1 Comdty (24,622) 0.43% HEX Index 6,727 0.37%
MEXSOL Index (26,146) 0.45% ROG VX Equity 6,881 0.38%
INDEXCF Index (26,563) 0.46% P5120 Index 6,886 0.38%
ZA_TSY CREDIT (33,149) 0.58% ACA FP Equity 6,952 0.38%
SHCOMP Index (33,700) 0.59% GS US Equity 7,112 0.39%
US_TSY CREDIT (36,134) 0.63% V US Equity 7,140 0.39%
AU TSY CREDIT (37,984) 0.66% CA_TSY CREDIT 7,524 0.41%
IT_TSY CREDIT 54,111 0.94% MDT US Equity 7,719 0.42%
GB_TSY CREDIT 56,841 0.99% PRU LN Equity 7,777 0.43%
JP_TSY CREDIT (59,678) 1.04% IT_TSY CREDIT 7,794 0.43%
SXDP Index 61,075 1.06% BEL20 Index 7,853 0.43%
SPX Index 62,272 1.08% DAX Index 7,876 0.43%
CH_TSY CREDIT 65,265 1.13% IBEX Index 7,939 0.44%
DK_TSY CREDIT 67,396 1.17% AMGN US Equity 7,965 0.44%
AT_TSY CREDIT 72,913 1.27% ASE Index 7,997 0.44%
STBCNZL Index 73,231 1.27% MMM US Equity 8,061 0.44%
FR_TSY CREDIT 74,045 1.29% XLY US Equity 8,336 0.46%
FI_TSY CREDIT 74,240 1.29% BAYN GR Equity 8,905 0.49%
DE_TSY CREDIT 74,397 1.29% KFX Index 9,360 0.52%
BE_TSY CREDIT 75,235 1.31% SXAP Index 9,462 0.52%
NL_TSY CREDIT 76,341 1.33% SXOP Index 9,544 0.53%
IE_TSY CREDIT 78,270 1.36% TMO US Equity 9,644 0.53%
MY_TSY CREDIT (92,252) 1.60% ES_TSY CREDIT 10,122 0.56%
SG_TSY CREDIT (95,749) 1.66% LUXXX Index 10,300 0.57%
CA_TSY CREDIT (97,153) 1.69% SXMP Index 10,831 0.60%
MC US Equity 10,995 0.61%
SXIP Index 11,204 0.62%
NAV Impact by Category & Exposure TYC US Equity 11,208 0.62%
Listed Equity Long 0.516% MA US Equity 11,468 0.63%
Listed Equity Short -0.128% XLV US Equity 12,097 0.67%
EquityCom Long -0.102% NDX Index 13,553 0.75%
EquityCom Short -0.084% RTY Index 14,957 0.82%
G20 Rates Long 0.049% SPX Index 17,574 0.97%
G20 Rates Short -0.042% SXTP Index 21,822 1.20%
SXDP Index 23,267 1.28%
ISEQ Index 23,932 1.32%
GILD US Equity 28,142 1.55%
lE_TSY CREDIT 30,545 1.68%
STBCNZL Index 32,687 1.80%
EFTA00293267
No. Names
APAC Long 26
APAC Short 24
EMEA Long 71
EMEA Short 18
AMER Long 164
AMER Short 49
EquityCom Long 63
EquityCom Short 9
G20 Rates Long 15
620 Rates Short 8
Total Long 339
Total Short 108
Current Exposure by Geography (Listed Equl Ies) & Macro (Equity Indices & Commodiites, G20 Gov. Credit)
1
$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
■ G20 Rates Long
$(S00,000)
■ G20 Rates Short
$(1,000,000)
EFTA00293268
Atorus, Lit 3/21/2014
Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Comma('lites, G20 Gov. Credit)
2)300,000 5,000,000
4,030,000
1,300,000
3,030,000
1,000,001 . -.ARA(
2,030,000
EMEA
—AMER
500,003 1,030,000
— EquiCom
ty
—G20 Rates
NexEposure MIS
%.1. 49 ,0%.1? ,0‘) ,0?" (0 pm .01%' et t‘ if? 4,030.0001
PS"' Is.9 94s)
1\'S
. IC" t's\, \ \ \ \ p ,
\ ‘ \
(Si
(2,000.001)
(1.030,000) (3,C00.0001
Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
2,500,000
2,000,000
1,5CO,C00
— EMEA
- ----AMER
1,000,000
- ----EquayCom
G20 Rates
501,000
SV
O4•11 O (3 i•e
, 11, i•etil
r3, r3, AV 'V 'V „ O „Q,O „ O O O (3
4 4 V'' 4 s 'N? 1:5\ % Fir
EFTA00293269
Atorus, LIC 3/21/2014
Current Gross Notional Risk by Category
241,048
577,326
• APAC
1,362,99 Ft • EMEA
• AMER
• EquityCom
• G20 Rates
Performance Vs. MCI World Index
115
1.95
1.75
1.55
1.35
- MSCIWorkil
1.15 — ATORUS
0.95
0.75
c9scli 19 19'Q. 194:9 i? 194' 194> c94> sf4?) 19'4) 194* 99%) 4" b'
4 4 A\ 4 1 0, 4 1' A\ N.Q..
Rolling 30 Day Realized Volatility - Atorus
EFTA00293270
Atorus, LLC 3/21/2014
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles)
70.110
6000
40X0
Days by
Position
30X0
20.110
0.00
. .
O" O" '?". 4.71o
. 9/ 4,r tre • 6. c:,•te•43'ty.tkOis".4"
was. Ner °I -0- g <0
4;5 ki ettr 0P. O -
Percentile No. Vol Days
0.00,:, -7.01 MTM Gains(Losses) % of NAV "Signficant"
5.00% -3.41 (<7 Vol Days) 1.29%
10.00% -1.53 MTM Gains(Losses) % of NAV "Signficant"
15.00% 43.62 (>7 Vol Days) 50.46%
20.00% 0.28
25.00% 0.98
30.00% 2.24
35.00% 3.70
40.00% 5.02
45.00% 7.00
50.00% 8.45
55.00% 10.51
60.00% 13.11
65.00% 17.22
70.00% 20.36
75.00% 24.00
80.00% 30.59
85.00% 37.17
90.00% 47.11
95.00% 65.85
100.00% 170.93
EFTA00293271
Atorus, LLC 3/21/2014
Current Portfolio •Listed Equity Portfolio
Current Price P/L in Vol 30P Realized Change on Day
Security MTM GainfiLoss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD)
000270 KS Equity (214) (5,144) 51.62 53.76 -4.08 1.02% (87.59)
005380 KS Equity (3) 1,799 217.04 216.66 -0.14 1.28% 43.58
005490 KS Equity 56 (3,782) 273.49 269.43 1.45 1.02% (55.51)
005930 KS Equity 565 (6,558) 1,285.62 1,174.88 10.19 0.85% (19.40)
012330 KS Equity 774 5,282 244.69 280.54 15.23 0.96% 47.42
1 HK Equity 107 8,073 15.56 15.76 1.34 0.99% 106.09
1299 HK Equity (25) 409 4.80 4.52 -7.01 0.88% (2.38)
13 HK Equity 2,509 12,243 11.40 13.74 20.32 1.01% (30.64)
16 HK Equity 726 (9,935) 12.66 11.74 11.51 0.63% (30.25)
27 HK Equity (7) 123 9.64 9.09 -3.70 1.64% (0.84)
2914 JP Equity 410 (4,719) #N/A N/A 8.22 1.06%
3382 JP Equity (79) 2,183 #N/A N/A -3.11 1.17%
4063 JP Equity 372 (4,536) #N/A N/A 7.13 1.15%
4502 JP Equity 42 2,417 #N/A N/A 2.12 0.81%
4689 JP Equity (98) 1,224 #N/A N/A -5.92 1.35%
5 HK Equity 9.84
5108 JP Equity (143) 2,798 #N/A N/A -4.16 1.23%
5401 JP Equity 465 (5,436) #N/A N/A 6.56 1.30%
6301 JP Equity 156 (3,515) #N/A N/A 3.35 1.33%
6752 JP Equity 1,024 4,145 #N/A N/A 13.88 1.78%
6902 JP Equity 549 5,838 #N/A N/A 6.83 1.38%
6954 JP Equity 527 6,393 #N/A N/A 5.93 1.39%
7201 JP Equity 155 (3,743) #N/A N/A 4.19 0.99%
7203 JP Equity 215 (3,073) #N/A N/A 7.71 0.91%
7267 JP Equity 226 (4,885) #N/A N/A 4.48 1.03%
762 HK Equity 705 (5,162) 1.38 1.19 12.60 1.08% 9.33
7751 JP Equity 431 (6,865) #N/A N/A 6.02 1.04%
8031 JP Equity 37 (1,683) #N/A N/A 1.83 1.21%
8058 JP Equity (58) 1,081 #N/A N/A -5.10 1.04%
8306 JP Equity 253 (2,979) #N/A N/A 7.09 1.20%
8316 JP Equity 248 (2,856) #N/A N/A 7.31 1.19%
8411 JP Equity 45 (3,341) #N/A N/A 1.57 0.87%
8604 JP Equity 171 (2,467) #N/A N/A 5.81 1.20%
8801 JP Equity 454 #N/A N/A 0.00 1.59%
8802 JP Equity 408 (5,009) #N/A N/A 5.61 1.45%
9020 JP Equity 383 (4,521) #N/A N/A 8.03 1.06%
941 HK Equity 2,182 (11,819) 10.19 8.31 22.09 0.84%
9432 JP Equity 212 6,077 #N/A N/A 2.50 1.39%
9433 JP Equity 3,171 9,476 #N/A N/A 22.83 1.47%
9437 JP Equity 205 (6,394) #N/A N/A 3.53 0.91%
9983 JP Equity (183) 3,177 #N/A N/A -4.26 1.35%
EFTA00293272
9984 JP Equity 1,487 2,048 #WA WA 42.19 1.72%
AAPL US Equity 185 7,877 518.25 530.41 3.20 0.73% 16.14
ABB US Equity 544 8,326 23.59 25.13 7.74 0.84% 50.33
ABBN VX Equity 471 6,962 23.63 25.23 8.04 0.84% 84.96
ABBV US Equity 481 5,335 49.49 53.95 9.91 0.91% 62.18
ABEV US Equity 46 (7,232) 7.25 7.20 0.55 1.17% (57.95)
ABEV3 BZ Equity 66 (6,923) 7.29 7.22 0.78 1.23% (21.86)
ABI BB Equity (9) 6,721 102.03 101.89 -0.16 0.85% 141.88
ABT US Equity (10) 4,097 38.87 38.78 -0.34 0.68% (26.68)
ABX CN Equity 33 (2,068) 19.78 19.46 1.11 1.43% (2.14)
ABX US Equity 38 (1,986) 19.77 19.39 1.29 1.47% 2.32
ACA FP Equity 6,952 5,408 6.83 15.62 98.11 1.31% (185.73)
ACE US Equity 268 6,435 95.44 99.41 7.49 0.56% 89.18
ACN US Equity 701 10,703 77.97 83.07 10.19 0.64% 46.83
ADP US Equity 96 1,193 72.36 78.19 14.76 0.55% (1.44)
AFL US Equity (85) 7,973 63.78 63.11 -2.07 0.51% (20.42)
AGN US Equity 1,509 9,698 110.56 127.76 19.79 0.79% (222.17)
Al FP Equity (29) 8,248 134.80 134.32 -0.48 0.74% 154.39
AIG US Equity 137 4,012 48.66 50.33 3.86 0.89% 3.97
AIR FP Equity 2,892 4,177 42.47 71.88 68.08 1.02% 29.95
ALV GR Equity 1,457 4,530 125.64 166.06 36.00 0.89% (10.97)
ALVG IX Equity 1,105 3,445 126.13 166.57 35.63 0.90% 14.34
AMGN US Equity 7,965 22,886 92.78 125.07 33.87 1.03% (347.55)
AMT US Equity 693 10,655 76.29 81.25 9.52 0.68% 59.74
AMZN US Equity 3,769 14,103 287.66 364.54 28.25 0.95% (205.87)
ANZ AU Equity 102 4,457 28.64 29.30 2.68 0.85% 10.64
APA US Equity 156 (6,870) 82.74 80.86 2.51 0.90% (90.72)
APC US Equity (166) (6,360) 81.31 83.43 -3.44 0.76% (14.56)
AXP US Equity 3,025 10,373 71.56 92.44 37.98 0.77% 143.60
AZN LN Equity 3,854 12,676 49.80 64.94 32.26 0.94% (8.73)
AZN SS Equity 3,373 11,669 50.40 64.97 30.59 0.94% (12.72)
AZN US Equity 3,627 12,432 49.96 64.53 30.70 0.95% (88.41)
BA US Equity 21 (4,050) 123.81 123.16 0.57 0.91% (7.88)
BAC US Equity 10,995 10,884 8.82 17.73 112.66 0.90% (59.55)
BARC LN Equity 15 (2,705) 3.91 3.89 0.39 1.38% 28.21
BAS GR Equity 794 7,333 97.30 107.84 10.73 1.01% 115.97
BATS LN Equity 36 5,318 52.90 53.25 0.71 0.94% 34.36
BAX US Equity (137) (8,047) 66.82 67.96 -2.98 0.57% (61.83)
BAYN GR Equity 8,905 11,757 76.64 134.68 72.22 1.05%r 528.02
BBAS3 BZ Equity (26) (1,954) 8.76 8.87 -0.69 1.89% (6.43)
BBD US Equity 443 (6,743) 12.96 12.11 5.10 1.29% (64.93)
BBDC4 BZ Equity 571 (7,252) 13.16 12.13 5.64 1.40% (42.75)
BBL US Equity 21 (3,114) 59.76 59.37 0.60 1.10% (33.84)
BBVA SM Equity 1,128 5,790 10.12 12.09 18.56 1.05% 26.60
BCE CN Equity 61 (6,644) 43.17 42.78 1.76 0.52% (10.79)
Bcs US Equity 19 (2,758) 15.73 15.62 0.52 1.37% 37.02
BEN US Equity 5 1,376 52.19 52.39 0.38 1.02% 15.48
EFTA00293273
BG/ LN Equity (9) (4,379) 17.51 17.55 -0.31 0.70% (21.50)
BHP AU Equity (389) 6,689 34.21 32.33 -4.91 1.19% 54.97
BHP US Equity (296) 6,839 67.65 64.84 -4.31 1.00% 78.16
BBB US Equity 354 1,066 245.93 327.59 22.48 1.48% (81.04)
BIL SI Equity 76 (2,643) BN/A N/A 2.42 1.19%
BK US Equity 670 6,515 32.16 35.47 11.89 0.87% 88.50
BLK US Equity 118 1,171 274.17 301.85 12.66 0.80% 4.85
BLT LN Equity 13 (3,166) 29.93 29.81 0.35 1.14% (50.78)
BMO CN Equity (38) 8,370 65.44 65.15 -0.80 0.56% 43.21
BMW GR Equity 1,183 5,076 98.63 121.62 18.66 1.25% 76.02
BMY US Equity 6,610 13,669 35.71 52.98 41.12 1.18% (308.69)
BN FP Equity 115 (3,684) 70.54 68.34 4.35 0.72% (17.39)
BNP FP Equity 1,512 5,498 61.78 78.77 22.64 1.21% 91.48
BNS CN Equity 21. 5,030 57.60 57.85 0.71 0.60% 23.95
BP/ LN Equity (51) 9,797 7.76 7.72 -0.86 0.60% (25.43)
BRK/B US Equity 613 11,056 118.69 125.26 8.17 0.68% 116.95
BSBR US Equity 1,442 (8,171) 6.18 5.09 12.68 1.39% (101.31)
BUD US Equity (22) 6,846 102.05 101.73 -0.36 0.86% 111.50
BX US Equity 357 2,976 30.31 33.95 11.51 1.04% 30.46
C US Equity 65 2,835 49.23 50.36 2.24 1.03% 24.01
CA FP Equity 467 2,976 32.90 38.05 15.11 1.04% 31.42
CAT US Equity 1,208 12,179 88.47 97.25 15.44 0.64% 195.64
CBA AU Equity 90 8,462 67.92 68.64 1.40 0.76% 72.36
CBS US Equity 437 1,267 49.35 66.38 41.09 0.84% 7.88
CCL US Equity 846 7,821 36.20 40.12 12.19 0.89% 70.43
CELG US Equity 5,126 7,253 85.54 145.98 54.92 1.29% (355.15)
CFR VX Equity (56) 954 99.11 93.64 -6.49 0.90% 14.14
CL US Equity 1,470 18,685 58.99 63.63 14.89 0.53% 64.35
CM CN Equity 335 8,334 82.53 85.85 6.92 0.58% 31.06
CMCSA US Equity 4,217 17,408 40.65 50.49 27.92 0.87% 1.67
CMCSK US Equity 6,567 18,900 36.26 48.86 38.76 0.90% (103.04)
CNI US Equity 1,096 12,873 51.38 55.75 14.27 0.60% (44.88)
CNQ CN Equity 316 7,768 35.76 37.22 4.59 0.89% 89.06
CNR CN Equity 1,074 12,425 51.30 55.73 13.90 0.62% (62.74)
COF US Equity 737 6,077 67.68 75.90 13.11 0.93% 194.45
COP US Equity (136) (7,980) 66.64 67.78 -3.36 0.51% 0.13
COST US Equity (88) 6,321 115.70 114.12 -2.43 057% 70.06
COV LN Equity 183 2,442 BN/A N/A 22.97 0.33%
COV US Equity 710 7,080 64.09 70.52 16.54 0.61% 22.28
CRM US Equity 24 2,054 56.89 57.54 0.89 1.30% (47.01)
CS FP Equity 1,892 5,387 19.39 26.20 32.15 1.09% 60.93
CSCO US Equity 2 (4,977) 21.79 21.78 0.07 0.71% 15.61
CSX US Equity 1,366 8,914 25.07 28.92 23.01 0.67% 90.56
CVE CN Equity 576 (10,449) 28.70 27.11 7.09 0.78% (242.86)
CVS US Equity 1,983 11,457 63.69 74.71 28.68 0.60% 159.49
CVX US Equity (302) (8,207) 112.39 116.52 -6.47 0.57% (69.94)
D US Equity 2,103 12,240 60.05 70.37 23.44 0.73% 156.75
EFTA00293274
DAI GR Equity 6,462 13,908 62.20 91.11 36.82 1.26% 204.22
D8K GR Equity (0) (1,635) 44.77 44.78 -0.02 1.21% (6.42)
DD US Equity 2,877 12,527 54.64 67.19 36.84 0.62% 186.67
DDAIF US Equity 3,687 8,377 63.20 91.02 33.82 1.30% 116.78
DE US Equity 321 8,122 85.65 89.04 6.27 0.63% 138.47
DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07%
DG FP Equity 4,263 9,889 51.34 73.46 47.11 0.91% (11.13)
DGE LN Equity (13) 505 30.49 29.72 •1.18 2.20% 5.42
DHR US Equity 4,039 14,097 58.57 75.35 49.04 0.58% 182.98
DIS US Equity 1,809 9,908 68.36 80.85 21.86 0.84% 21.87
DISCA US Equity 116 6,387 83.32 84.83 2.12 0.86% 86.66
DNB NO Equity 1,164 9,735 15.77 17.66 16.48 0.73% 41.08
DOW US Equity 2,629 7,028 36.68 50.39 54.84 0.68% 73.21
DPW GR Equity 141 547 28.24 35.52 20.59 1.25% 9.77
DTE GR Equity 4,102 13,640 12.22 15.89 26.13 1.15% 213.54
DTV US Equity 2,162 10,622 61.97 74.59 27.82 0.73% (205.85)
DUK US Equity 22 (8,822) 69.60 69.43 0.51 0.49% (75.66)
DVN US Equity 226 8,965 62.42 64.00 4.00 0.63% 98.18
EBAY US Equity 352 6,678 54.29 57.15 6.64 0.79% 14.99
Ea US Equity 487 9,210 105.22 110.78 8.43 0.63% 85.42
EDF FP Equity 6,260 9,189 23.45 39.42 69.66 0.98% 87.90
EMC US Equity 1,118 10,647 25.28 27.94 15.37 0.68% 57.68
EMR US Equity (37) (1,571) 63.86 65.39 -3.41 0.70% (45.67)
ENS CN Equity 20 6,351 44.29 44.43 0.50 0.64% 32.75
ENEL IM Equity 2,264 7,620 4.33 5.62 27.12 1.10% (32.07)
ENI IM Equity 251 7,309 23.75 24.57 4.53 0.76% 119.92
EOAN GR Equity 39 2,996 18.77 19.01 1.42 0.92% 36.95
EOG US Equity 1,825 5,665 144.55 191.11 41.94 0.77% 66.71
EPD US Equity 1,088 12,049 63.14 68.85 16.54 0.55% 42.31
ERICB SS Equity 388 6,004 12.27 13.06 7.11 0.91% 38.11
ESRX US Equity 1,581 9,815 66.69 77.43 22.24 0.72% (64.87)
ETN US Equity 48 5,260 72.48 73.14 0.99 0.92% 45.84
F US Equity (180) (3,621) 14.82 15.55 -6.93 0.72% (14.17)
F8 US Equity 1,382 2,630 44.06 67.20 40.90 1.28% (12.55)
FCX US Equity (29) (959) 31.11 32.04 -2.42 1.24% (36.23)
FDX US Equity 701 5,338 120.94 136.82 20.49 0.64% 17.81
FOX US Equity (32) 5,624 32.30 32.11 -0.75 0.77% 48.09
FOXA US Equity (24) 5,673 33.15 33.01 -0.53 0.79% 38.65
FP FP Equity 818 11,013 60.83 65.34 9.65 0.77% 117.93
G IM Equity 156 4,486 21.32 22.06 4.03 0.86% (23.86)
GE US Equity 1,891 13,140 22.32 25.53 17.21 0.84% 184.83
GILD US Equity 28,142 13,861 24.02 72.80 170.93 1.19%
GIS US Equity 591 13,333 49.12 51.29 7.64 0.58% 87.36
GLE FP Equity 813 3,248 49.51 61.90 18.88 1.33% 0.63
GLEN LN Equity 197 (4,255) 5.26 5.02 3.06 1.51% (49.54)
GLW US Equity 2,366 11,376 16.17 19.54 25.91 0.80% 94.55
GM US Equity (1) (1,038) 35.03 35.05 0.05 1.14% (3.25)
EFTA00293275
GOOG US Equity 4,863 12,660 862.28 1,193.54 68.49 0.56% (112.12)
GS US Equity 7,112 13,671 110.98 168.71 63.13 0.82% (55.14)
GSK LN Equity 120 5,707 26.22 26.77 3.00 0.70% (15.52)
GSZ FP Equity 789 8,189 24.60 26.97 8.22 1.17% 25.27
HAL US Equity 1,146 5,408 48.07 58.26 21.91 0.97% 125.11
HD US Equity 2,833 13,333 66.67 80.83 31.53 0.67% 170.49
HMB SS Equity 574 6,110 40.79 44.62 10.03 0.94% 35.19
HON US Equity 6,308 11,930 61.10 93.41 93.00 0.57% 113.86
HPQ US Equity 1,902 7,393 25.45 32.00 24.53 1.05% 8.52
HSBA LN Equity (26) (4,180) 9.90 9.96 .0.67 0.94% (75.88)
IBE SM Equity 1,667 7,382 5.54 6.79 39.39 0.57% 22.45
IBM US Equity (68) (5,036) 184.74 187.23 -2.31 0.58% (5.49)
IMT LN Equity 1,309 10,924 35.95 40.25 12.88 0.93% 115.28
INTC US Equity 631 10,452 23.90 25.34 10.77 0.56% (14.06)
ISP IM Equity 3,711 5,699 1.93 3.19 54.01 1.21% 178.46
ITUB US Equity 136 (5,909) 13.81 13.49 1.63 1.42% (94.28)
ITUB4 BZ Equity 94 (6,366) 13.74 13.54 1.08 1.38% (96.04)
ITW US Equity 2,691 14,011 67.84 80.86 30.46 0.63% 71.25
ITX SM Equity (38) (4,597) 147.96 149.18 -0.78 1.07% (57.10)
JCI US Equity 2,263 5,930 34.13 47.15 42.51 0.90% 40.67
JNJ US Equity 4,707 12,994 69.83 95.12 69.02 0.52% 252.06
JPM US Equity 1,343 8,516 52.29 60.53 17.61 0.90% 111.69
KMB US Equity 311 7,934 106.69 110.87 6.07 0.65% 71.35
KMI US Equity 762 (8,600) 34.31 31.27 11.92 0.74% (9.11)
KO US Equity 47 (6,962) 38.83 38.57 1.36 0.49% (53.06)
LBTYA US Equity (25) 2,272 84.92 84.01 -1.12 0.96% 13.53
LBTYK US Equity 98 1,975 78.04 81.89 5.88 0.84% 13.58
LIN GR Equity (83) 8,087 198.01 196.00 •1.25 0.82% 93.66
LLOY LN Equity 3,127 7,073 0.89 1.29 46.92 0.94% (44.10)
LLY US Equity (23) 2,868 58.84 58.38 .0.94 0.84% (5.65)
LMT US Equity 601 2,016 122.48 159.00 36.11 0.83% (19.05)
LNKD US Equity 17 (771) 203.55 199.10 1.15 1.89% 20.93
LOW US Equity 184 7,829 48.41 49.54 2.95 0.80% 9.25
LVS US Equity 2,247 6,808 61.33 81.57 34.12 0.97% 5.70
LYB US Equity 1,201 2,297 59.29 90.28 69.10 0.76% 6.64
MA US Equity 11,468 17,711 46.99 77.42 82.66 0.78% (343.41)
MAERSKB DC Equity 5,556 14,148 8,212.58 11,437.54 32.21 1.22% 347.34
MC FP Equity (103) 3,466 183.27 177.97 -4.12 0.72% 34.86
MCD US Equity (84) (5,579) 94.88 96.30 -3.03 0.50% 19.10
MCK US Equity 244 2,181 164.92 183.41 16.16 0.69% (13.36)
MDIZ US Equity 2,663 13,641 28.68 34.28 35.23 0.55% 51.91
MDT US Equity 7,719 20,811 43.22 59.25 56.73 0.65% (145.19)
MET US Equity 1,609 7,556 44.37 53.81 22.48 0.95% 42.45
MFC CN Equity 4,455 8,003 12.38 19.26 65.46 0.85% 103.08
MHS US Equity 1,862 13,445 #WA N/A 12.27 1.13%
MMM US Equity 8,061 21,331 96.89 133.51 65.89 0.57% 305.29
MO US Equity 95 6,937 36.13 36.62 2.27 0.60% 83.67
EFTA00293276
MON US Equity 872 11,917 106.02 113.77 11.11 0.66% 24.47
MOS US Equity 48.83 0.82%
MRK US Equity 1,186 11,769 50.18 55.24 14.65 0.69% (64.82)
MS US Equity 305 1,649 27.57 32.67 17.23 1.07% 3.31
MSFT US Equity 1,165 7,675 35.11 40.45 19.67 0.77% 60.59
MUV2 GR Equity 462 6,116 197.70 212.64 10.89 0.69% 79.90
NAB AU Equity 70 7,534 31.14 31.43 1.10 0.84% 50.17
NCM AU Equity - 9.71 1.98%
NEE US Equity 4,454 14,649 72.62 94.70 43.39 0.70%' 327.14
NEM US Equity 2,197 (7,392) 34.95 24.56 18.35 1.62% 68.98
NESN VX Equity 521 9,821 69.64 73.33 8.97 0.59% 62.50
NG/ IN Equity 1,768 12,114 11.82 13.55 22.88 0.64% 49.04
NKE US Equity 785 5,145 66.10 76.19 16.76 0.91% (204.38)
NOK US Equity 3,771 4,498 3.96 7.29 65.81 1.27% (195.67)
NOV US Equity (41) 3,177 75.54 74.57 .1.47 0.88% 30.86
NOVN VX Equity 5,234 18,291 63.81 82.06 35.98 0.80% 316.24
NOVOB DC Equity 960 9,444 40.35 44.45 9.91 1.03% (236.64)
NSC US Equity 1,966 9,694 80.64 97.00 28.65 0.71% 28.56
NVS US Equity 4,031 15,510 65.07 81.98 34.58 0.75% 198.03
OGXP3 BZ Equity 5,052 (5,180) 4.20 0.10 31.30 3.12%
OR FP Equity 25 (2,275) 161.41 159.62 1.20 0.92% 0.56
ORA FP Equity 543 5,434 12.87 14.15 6.76 1.48% 110.98
ORCL US Equity 1,032 7,533 33.38 37.96 20.23 0.68% (77.73)
OXY US Equity (77) 7,355 95.03 94.04 -1.22 0.86% 125.79
PBR US Equity 377 (2,814) 13.30 11.52 8.45 1.59% (31.79)
PBR/A US Equity 398 (2,795) 13.87 11.90 8.98 1.58% (26.60)
PCLN US Equity 1,039 3,043 956.05 1,282.54 28.09 1.22% (26.34)
PCP US Equity 2,781 13,710 212.47 255.56 26.12 0.78% 91.71
PEP US Equity 22 4,644 81.78 82.16 0.73 0.64% 29.81
PETR3 BZ Equity 418 (2,923) 6.70 5.74 8.63 1.66% (9.27)
PETR4 BZ Equity 474 (3,123) 7.02 5.96 9.31 1.63% (7.08)
PFE US Equity 4,937 21,828 26.10 32.01 34.50 0.66% 108.65
PG US Equity 92 4,762 77.33 78.83 3.12 0.62% 19.80
PHIA NA Equity • • 33.46 1.05% -
PM US Equity 527 (10,166) 85.47 81.04 7.61 0.68% (133.85)
PNC US Equity 1,250 8,425 75.96 87.23 19.42 0.76% 111.40
POT CN Equity - 962 34.52 34.52 0.00 0.67% 0.38
POT US Equity - 962 34.57 34.57 0.00 0.68% 2.37
PRU LN Equity 7,777 10,521 12.76 22.20 76.17 0.97% 15.84
PSA US Equity 630 9,413 158.54 169.14 10.69 0.63% 157.46
PSX US Equity 1,282 6,030 64.65 78.39 23.18 0.92% 4.82
PX US Equity 2,801 16,340 113.54 133.01 33.74 0.51% 92.23
QCOM US Equity 2,144 12,547 66.83 78.25 22.70 0.75% 58.27
MO US Equity 6,154 19,920 68.46 89.61 62.94 0.49% (166.07)
RAI US Equity 213 6,737 52.22 53.88 2.65 1.19% 75.94
RDS/A US Equity (108) 4,217 73.23 71.40 -3.96 0.65% 20.81
RDS/B US Equity (5) 5,192 75.80 75.73 -0.14 0.64% 23.08
EFTA00293277
RDSA LN Equity 131 4,065 34.51 35.62 5.29 0.61% 21.81
RDSA NA Equity (99) 4,084 36.61 35.74 -4.07 0.60% 30.12
RDSB LN Equity 63 4,580 37.36 37.87 2.06 0.66% 33.75
REGN US Equity 312 6,240 302.78 317.92 3.09 1.62% (219.02)
RIO AU Equity 4 (2,870) 55.84 55.76 0.12 1.27% (41.84)
RIO LN Equity (155) 4,599 54.66 52.88 -2.54 1.32% 95.94
RIO US Equity (119) 4,934 54.01 52.74 -1.70 1.42% 82.92
ROG VX Equity 6,881 17,035 212.78 298.74 54.17 0.75% 290.01
RY CN Equity (54) 4,764 65.12 64.38 -2.27 0.50% 20.90
SAB LN Equity (111) 6,565 47.46 46.67 -2.13 0.79% 77.65
SAN P Equity 61 (6,174) 103.67 102.64 1.07 0.92% (146.47)
SAN SM Equity 568 7,256 8.35 9.00 9.11 0.86% 60.26
SAN US Equity 464 5,315 8.28 9.00 9.32 0.94% 19.13
SAP GR Equity (94) 2,995 80.18 77.75 -3.49 0.90% 46.35
SAP US Equity (102) 3,228 80.22 77.77 -3.51 0.90% 46.91
SBUX US Equity 130 4,053 75.03 77.45 3.64 0.88% 47.92
SGO P Equity 2,479 7,836 44.08 58.03 25.86 1.22% 68.91
SI US Equity 763 4,504 114.69 134.11 16.55 1.02% 91.60
SIE GR Equity 917 5,345 114.81 134.51 17.58 0.98% 133.30
SLB US Equity 1,044 6,528 79.94 92.73 21.42 0.75% 148.77
SMSN LI Equity 635 (7,260) 644.51 588.14 9.79 0.89% (28.64)
SO US Equity 2 3,589 43.00 43.02 0.08 0.55% 41.59
SPG US Equity 12 1,795 160.18 161.29 1.09 0.64% 22.61
SREN VX Equity 1,469 10,006 80.46 92.27 18.04 0.81% 68.83
STAN LN Equity 587 (5,786) 22.05 19.81 10.18 1.00% (95.35)
STL NO Equity 548 8,306 25.81 27.52 7.62 0.87% 140.22
STT US Equity (55) (1,131) 65.84 69.05 -4.55 1.07% (20.52)
SU CN Equity (3) (767) 32.45 32.58 -0.79 0.50% (3.02)
SU P Equity 343 6,518 84.31 88.75 4.87 1.08% 174.19
SU US Equity (15) 737 33.28 32.62 -4.04 0.50% 4.44
SWEOA SS Equity 462 6,088 24.78 26.66 6.63 1.15% (42.13)
SYNN VX Equity (144) (8,069) 359.52 365.95 -2.43 0.74% (52.40)
T US Equity (50) (8,928) 34.20 34.39 -0.86 0.66% (152.68)
TD CN Equity 139 8,245 45.38 46.14 3.09 0.54% 20.87
TEF SM Equity (42) 3,631 15.62 15.45 -1.45 0.79% 18.57
TEF US Equity (45) 3,406 15.55 15.35 -1.53 0.85% 6.74
TGT US Equity
ℹ️ Document Details
SHA-256
7a10bce6ceda9c8a583f0d688e39d374baeb12c3fde9380847556c99df1f1c8c
Bates Number
EFTA00293266
Dataset
DataSet-9
Document Type
document
Pages
16
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