📄 Extracted Text (5,526 words)
Atorus, LLC 3/6/2014
Current Date: 3/6/2014 Change on Day: 1.32%
Total Return since 1/1/12: 89.76% MSCI World Change on
712M Return: 45.65% Day 0.42%
T9O Day Return: 14.66% No of Positions
T3O Day Return: 18.28% (+MTM) on Day 304
Current Long Exposure @ Cost: 4,677,664 No of Positions (-MTM)
Current Short Exposure @ Cost: (1,061,898) on Day 144
Net Exposure: 3,615,766 Current No. of
Starting Capital: 1,000,000 Positions: 448
Current NAV: 1,897,643 Current Leverage
(Gross Exposures): 3.02
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 adjusts position sizing. Leverage levels can be
customized to eac h investor.
T24M Sharpe Ratio: 1.331
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
2,000,000.00
1,800,000.00
1,600,000.00
1400,000.00
1,200,000.00
— NAV
1.000.000.00
600,000.00
600,000.00
1. Qp.ciz),
oy% #1. ot, o pt s t.,
19% 0 9%
n9 et#
-N\ N\S t>.
4) A 19 c5\ %
EFTA00293053
Atorus, LLC 3/6/2014
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 24.95% 46 Positions 29.86%
XAG Curncy (20,150) 035% ROG VX Equity 6,768 0.36%
INDEXCF Index (22,387) 039% MAERSKB DC Equity 6,940 0.37%
IBOV Index (22,524) 039% SXSE Index 7,022 0.37%
CO1 Comdty (24,622) 0.43% PSI20 Index 7,227 0.38%
MEXBOL Index (26,146) 0.46% SXXP Index 7,253 0.38%
ZA_TSY CREDIT (33,149) 0.58% CMCSK US Equity 7,492 0.39%
SHCOMP Index (33,700) 0.59% AMGN US Equity 7,528 0.40%
JP_TSY CREDIT (59,678) 1.04% DAI GR Equity 7,531 0.40%
DK_TSY CREDIT 60,407 1.05% ACA FP Equity 7,547 0.40%
CH_TSY CREDIT 60,555 1.06% SMI Index 7,611 0.40%
SXDP Index 61,075 1.06% GS US Equity 7,659 0.40%
SPX Index 62,272 1.08% IT_TSY CREDIT 7,815 0.41%
DE_TSY CREDIT 68,224 1.19% BMY US Equity 7,875 0.41%
FR_TSY CREDIT 69,707 1.21% MDT US Equity 7,957 0.42%
AT_TSY CREDIT 71,796 1.25% ASE Index 7,997 0.42%
BE_TSY CREDIT 72,869 1.27% MMM US Equity 8,229 0.43%
NL_TSY CREDIT 72,937 1.27% PRU LN Equity 8,423 0.44%
STBCNZL Index 73,231 1.28% BEL20 Index 8,744 0.46%
FI_TSY CREDIT 74,240 1.29% DAX Index 9,037 0.48%
IE_TSY CREDIT 78,270 1.36% XLY US Equity 9,132 0.48%
AU TSY CREDIT (79,133) 1.38% HEX Index 9,301 0.49%
MY_TSY CREDIT (92,252) 1.61% IBEX Index 9,349 0.49%
SG_TSY CREDIT (95,749) 1.67% BAYN GR Equity 9,494 0.50%
CA_TSY CREDIT (97,153) 1.69% ES_TSY CREDIT 10,103 0.53%
TMO US Equity 10,134 0.53%
LUMX Index 10,266 0.54%
BAC US Equity 10,619 0.56%
SXOP Index 10,834 0.57%
BA US Equity 10,996 0.58%
SXAP Index 11,038 0.58%
MA US Equity 11,669 0.61%
TYC US Equity 12,086 0.64%
KFX Index 12,302 0.65%
SXMP Index 12,542 0.66%
SXIP Index 12,810 0.68%
XLV US Equity 12,986 0.68%
CELG US Equity 13,038 0.69%
NDX Index 14,672 0.77%
RTY Index 15,454 0.81%
SPX Index 18,024 0.95%
EFTA00293054
SXTP Index 24,200 1.28%
SXDP Index 25,879 1.36%
ISEQ Index 27,221 1.43%
IE_TSY CREDIT 30,763 1.62%
GILD US Equity 32,470 1.71%
STBCNZL Index 32,687 1.72%
APAC Lon 29
APAC Short 22
EMEA Long 77
EMEA Short 12
AMER Long 168
AMER Short 46
E • ultyCom Lon 63
EquityCom Short 8
G20 Rates Lon 15
G20 Rates Short 8
Total Long 352
Total Short 96
1
Current Exposure by Geography (Listed Eqult es) & 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
S
• EquityCom Short
5(500,000) • G20 Rates Long
• G20 Rates Short
5(1,000,000)
EFTA00293055
Atorus, LI.0 3/6/2014
Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit)
2,000,000 5,000,000
4,000,000
1,500,000
3,000,000
1,000,000 M` —APAC
2,000,000
— EMEA
—AMER
500,000 • 1,000,000
— Eq 'tyC
—G20 Rates
-p
Nextposure RHS
_,„O4%„e_,e 4 %eeee
% ,c, % 4v , O \ 9'e4i..c.. O4.\ 1.e..00.000,
1,
(5613;10)4 41.‘. \ \ 4 4 4 A
- (2,000.0031
(1,000,000) (3,000.0031
Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
— APAC
—EMEA
— AMER
— Eq tyCo
— G20 Rates
Q.O.> I,CP' Q.e Q.oir Q. Q,OG O,cb O4> e
1P 4 %. 4 %' 4 1\ 4
e nie Q.e
4 %. •))\
'I'
EFTA00293056
Atorus, LIC 3/6/2014
Current Gross Notional Risk by Category
244,776
p;36,205
• APAC
44
1,333,3 • EMEA
• AMER
• EquityCom
• G20 Rates
Performance Vs. MSCI World Index
Rolling 30 Day Realized Volatility - Atoms
EFTA00293057
Atorus, LLC 3/6/2014
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles)
sour
40X0
Days by
30.00
Position
20.00
10.00
ODD
wo„„+"444,;,estedsAteetteseete
Percentile No. Vol Days
0.00,1, 9.39 MTM Gains(Losses) 96 of NAV "Signficant"
5.00% -2.91 (<7 Vol Days) 1.79%
10.00% .1.04 MTM Gains(Losses) % of NAV "Signficant"
15.00% 0.02 (>7 Vol Days) 53.14%
20.00% 0.93
25.00% 1.68
30.00% 2.94
35.00% 4.06
40.00% 5.05
45.00% 6.35
50.00% 9.13
55.00% 11.06
60.00% 14.47
65.00% 16.50
70.00% 20.34
75.00% 24.31
80.00% 29.07
85.00% 35.61
90.00% 41.74
95.00% 54.25
100.00% 188.07
EFTA00293058
Atorus, LLC 3/6/2014
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 (104) (5,144) 51.62 52.66 -2.01 1.00% 7.42
005380 KS Equity 102 1,799 217.13 229.49 4.60 1.24% 11.61
005490 KS Equity 128 (3,782) 273.49 264.23 3.40 1.00% (65.97)
005930 KS Equity 215 (6,558) 1,285.62 1,243.50 3.68 0.89% 9.94
012330 KS Equity 896 5,282 244.69 286.18 13.36 1.27% 76.73
1 HK Equity 300 6,692 15.44 16.13 4.87 0.92% 41.50
1299 HK Equity 15 3,412 4.82 4.84 0.45 0.99% (9.74)
13 HK Equity 3,214 12,243 11.40 14.40 24.45 1.07% 170.65
16 HK Equity 410 (9,935) 12.66 12.14 5.43 0.76% 50.55
27 HK Equity 4 123 9.68 9.96 1.37 2.15% (1.53)
2914 JP Equity 167 (4,719) 32.47 31.32 2.44 1.45% 26.64
3382 JP Equity 34 3,411 37.70 38.08 0.73 1.38% (21.70)
4063 JP Equity 124 (4,536) 56.40 54.86 2.01 1.37% 94.97
4502 JP Equity 42 2,102 46.69 47.63 2.61 0.77% (3.31)
4689 JP Equity 7 1,082 6.06 6.10 0.46 1.39% 0.54
5 HK Equity (43) 3,798 10.61 10.49 -1.43 0.80% 0.72
5108 JP Equity 7 3,498 36.36 36.43 0.15 1.35% (24.19)
5401 JP Equity 121 (3,709) 2.99 2.89 2.19 1.49% (13.17)
6301 JP Equity (106) (3,515) 20.64 21.26 -2.07 1.46% 4.07
6752 JP Equity 1,652 4,145 9.01 12.60 15.01 2.65% (66.38)
6902 JP Equity 2,347 9,730 41.48 51.48 19.05 1.27% (64.49)
6954 JP Equity 434 6,393 157.65 168.34 4.41 1.54% (68.81)
7201 JP Equity 33 (3,743) 8.85 8.77 0.69 1.27% 37.92
7203 JP Equity 33 (3,073) 57.44 56.82 0.89 1.21% (12.74)
7267 JP Equity (47) (4,885) 36.43 36.78 -0.80 1.22% (14.34)
762 HK Equity 323 (4,155) 1.43 1.32 7.51 1.04% (7.14)
7751 JP Equity 194 (6,865) 31.44 30.55 2.37 1.19% 102.24
8031 JP Equity 26 2,984 15.40 15.54 0.74 1.17% (6.07)
8058 JP Equity (34) 3,003 19.27 19.06 -0.96 1.19% (6.98)
8306 JP Equity 37 (2,979) 5.88 5.81 0.86 1.43% (18.69)
8316 JP Equity 48 (2,505) 45.91 45.03 1.17 1.65% (16.31)
8411 JP Equity (28) 755 2.12 2.04 -2.84 1.31% (1.24)
8604 JP Equity (13) (2,467) 6.76 6.80 -0.36 1.50% (15.69)
8801 JP Equity (27) (1,510) 31.09 31.65 -1.04 1.74% (31.21)
8802 JP Equity (41) (3,308) 24.73 25.04 -0.79 1.59% (23.41)
9020 JP Equity 132 (3,967) 77.53 74.96 2.98 1.11% 79.91
941 HK Equity 842 (11,351) 10.25 9.49 11.92 0.62% 43.52
9432 JP Equity 451 6,077 53.19 57.14 5.10 1.45% 46.71
9433 JP Equity 4,069 9,476 42.13 60.23 25.60 1.68% (5.60)
9437 JP Equity (236) (5,749) 15.71 16.36 -3.74 1.10% 35.66
9983 JP Equity (42) 3,177 369.01 364.15 -0.84 1.58% 27.85
EFTA00293059
9984 JP Equity 1,327 1,678 42.69 76.44 40.96 1.93% 47.53
AAPL US Equity 199 7,877 518.25 531.33 2.66 0.95% (11.05)
ABB US Equity 1,033 10,408 23.59 25.93 10.67 0.93% 102.34
ABBN VX Equity 875 8,703 23.63 26.01 10.70 0.94% 131.87
ABBV US Equity 305 5,335 49.49 52.32 5.08 1.13% 52.46
ABEV US Equity (32) (7,232) 7.25 7.28 -0.29 1.53% (91.41)
ABEV3 BZ Equity 66 (6,923) 7.36 7.29 0.68 1.40% (81.51)
ABI BB Equity 150 6,721 102.03 104.30 2.34 0.95% 71.98
ABT US Equity 111 4,097 38.87 39.92 3.61 0.75% (8.33)
ABX CN Equity (11) 400 20.94 20.39 -1.75 1.52% (0.59)
ABX US Equity (11) 407 20.94 20.39 -1.72 1.57% (0.42)
ACA FP Equity 7,547 5,408 6.83 16.37 106.05 1.32% 300.29
ACE US Equity 163 3,677 93.86 98.02 6.16 0.72% 14.22
ACN US Equity 808 9,052 77.04 83.92 11.75 0.76% (8.92)
ADP US Equity 93 1,193 72.36 78.01 10.91 0.72% 4.55
MI. US Equity 186 5,240 63.06 65.30 5.65 0.63% 28.78
AGN US Equity 1,546 8,995 109.36 128.15 20.22 0.85% (57.58)
Al FP Equity 53 5,434 135.71 137.04 1.16 0.84% 12.90
AIG US Equity 213 4,012 48.66 51.25 4.69 1.13% 27.45
AIR FP Equity 4,780 6,526 42.47 73.58 60.39 1.21% 186.01
ALV GR Equity 3,008 7,550 125.64 175.71 40.00 1.00% 123.76
ALVG IX Equity 2,256 5,742 126.13 175.69 40.29 0.98% 88.91
AMGN US Equity 7,528 22,886 94.49 125.57 31.02 1.06% (194.38)
AMT US Equity 783 10,655 76.29 81.90 8.20 0.90% 155.64
AMZN US Equity 4,146 14,103 287.66 372.22 20.57 1.43% 96.30
ANZ AU Equity 140 3,602 28.48 29.59 4.65 0.83% 55.33
AM US Equity 272 (6,870) 82.74 79.46 3.63 1.09% (6.50)
APC US Equity (378) (6,360) 81.31 86.14 -7.47 0.79% (37.01)
AXP US Equity 3,144 10,373 71.56 93.26 31.63 0.96% 162.00
AZN LN Equity 4,507 12,676 49.80 67.51 36.86 0.96% (88.10)
AZN SS Equity 3,991 11,669 50.40 67.64 35.24 0.97% (52.15)
AZN US Equity 4,252 12,432 49.96 67.04 34.90 0.98% (134.17)
BA US Equity 10,996 17,951 79.84 128.75 50.07 1.22% (175.27)
BAC US Equity 10,619 10,884 8.82 17.43 94.02 1.04% 342.02
BARC LN Equity (191) 5,295 4.41 4.25 -3.03 1.20% 39.43
BAS GR Equity 1,155 7,333 97.30 112.62 16.35 0.96% 62.44
BATS LN Equity 276 4,163 52.24 55.71 6.40 1.04% 2.34
BAX US Equity (105) (8,047) 66.82 67.69 -1.89 0.69% 29.53
BAYN GR Equity 9,494 11,757 76.64 138.52 78.12 1.03% 107.97
BBAS3 BZ Equity (26) (1,954) 8.72 8.83 -0.73 1.79% 3.75
BOO US Equity 500 (6,743) 12.96 12.00 4.96 1.50% (260.06)
BBOC4 BZ Equity 571 (7,252) 13.01 11.99 5.56 1.42% (271.28)
BBL US Equity (20) 1,011 64.47 63.23 -1.85 1.06% 4.58
BBVA SM Equity 1,547 5,723 10.09 12.82 22.05 1.23% 141.90
BCE CN Equity (126) (6,644) 43.17 43.99 -3.06 0.62% (46.48)
BCS US Equity (240) 6,397 17.70 17.06 -3.05 1.23% 33.20
BEN US Equity 110 3,695 52.08 53.64 2.38 1.25% 30.56
EFTA00293060
BG/ LN Equity (183) (3,003) 17.35 18.41 -4.33 1.41% (7.99)
BHP AU Equity (28) 6,689 34.33 34.18 -0.42 1.00% 61.81
BHP US Equity (58) 4,501 69.11 68.23 -1.41 0.91% 47.88
BIIB US Equity 420 1,066 245.93 342.74 28.11 1.40% 4.89
BIL SJ Equity 31.79 1.20%
BK US Equity 161 3,723 31.43 32.79 4.86 0.89% 39.27
BLK US Equity 157 1,171 274.17 310.97 12.40 1.08% 18.23
BLT LN Equity (24) 1,100 32.41 31.70 -2.25 0.98% 3.48
BMO CN Equity 56 8,370 65.44 65.88 0.96 0.70% 24.46
BMW GR Equity 854 5,076 98.63 115.22 16.86 1.00% 87.32
BMY US Equity 7,875 13,669 35.71 56.28 40.98 1.41% (54.26)
BN FP Equity 14 (3,684) 70.54 70.27 0.39 0.97% (30.37)
BNP FP Equity 1,873 5,498 61.78 82.83 28.81 1.18% 107.55
BNS CN Equity 48 4,379 57.47 58.11 1.49 0.74% 42.57
BP/ LN Equity 503 9,797 7.76 8.16 7.39 0.69% 5.94
BRK/B US Equity 297 6,290 115.23 120.67 6.36 0.74% 106.91
BSBR US Equity 1,518 (8,171) 6.18 5.03 11.95 1.55% (196.76)
BUD US Equity 156 6,846 102.05 104.38 2.43 0.94% 76.26
BX US Equity 426 2,976 30.31 34.65 11.15 1.28% 47.33
C US Equity 48 3,018 49.15 49.93 1.39 1.15% 24.42
CA FP Equity 524 2,214 31.25 38.64 20.02 1.18% 61.90
CAT US Equity 1,242 10,300 87.23 97.75 11.46 1.05% 169.31
CBA AU Equity 87 6,284 67.74 68.68 1.73 0.80% 80.66
CBS US Equity 467 1,267 49.35 67.53 27.85 1.32% 1.63
CCL US Equity 595 7,821 36.20 38.96 6.61 1.15% (48.03)
CELG US Equity 13,038 15,111 85.54 159.33 69.22 1.25% (632.37)
CFR VX Equity (39) 3,973 99.44 98.48 -0.95 1.03% 28.78
CL US Equity 1,264 18,685 58.99 62.98 10.82 0.62% 83.97
CM CN Equity 307 6,155 81.54 85.61 7.95 0.63% 58.68
CMCSA US Equity 4,894 17,408 40.65 52.07 29.73 0.95% 64.82
CMCSK US Equity 7,492 18,900 36.26 50.64 40.73 0.97% 149.54
CNI US Equity 1,298 12,873 51.38 56.56 16.00 0.63% 27.84
CNQ CN Equity 314 6,397 35.48 37.22 5.05 0.97% 68.23
CNR CN Equity 1,279 12,425 51.30 56.58 16.21 0.64% 28.47
COF US Equity 653 6,077 67.68 74.96 11.00 0.98% 64.46
COP US Equity 22 (7,980) 66.64 66.46 0.41 0.67% 9.42
COST US Equity (168) 7,901 115.67 113.26 -2.84 0.75% (202.55)
COV LN Equity 183 2,442 PN/A N/A 22.97 0.33%
COV US Equity 836 6,347 63.38 71.74 14.50 0.91% 17.83
CRM US Equity 232 2,054 56.89 63.32 7.91 1.43% (1.72)
CS FP Equity 2,395 6,734 19.39 26.29 30.03 1.18% 156.27
CSCO US Equity (6) (4,977) 21.79 21.82 -0.14 0.89% 23.83
CSX US Equity 1,308 8,914 25.07 28.75 14.84 0.99% 68.97
CVE CN Equity 789 (10,449) 28.70 26.53 9.98 0.76% (77.20)
CVS US Equity 1,728 10,312 62.75 73.26 22.46 0.75% (8.92)
CVX US Equity (172) (8,207) 112.39 114.74 -2.88 0.73% (19.40)
D US Equity 1,641 12,240 60.05 68.10 18.48 0.73% (112.41)
EFTA00293061
DAI GR Equity 7,531 13,908 62.20 95.89 40.61 1.33% 312.35
DBK GR Equity 152 4,052 46.61 48.36 3.63 1.03% 71.42
DD US Equity 2,983 12,305 54.46 67.66 27.21 0.89% 91.90
DDAIF US Equity 4,298 8,377 63.20 95.63 36.06 1.42% 142.36
DE US Equity 225 8,122 85.65 88.03 3.96 0.70% 129.42
DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07%
DG FP Equity 4,569 9,889 51.34 75.05 41.74 1.11% 158.15
DGE LN Equity (10) 1,190 31.45 31.19 -0.34 2.52% 0.59
DHR US Equity 4,413 14,097 58.57 76.90 45.77 0.68% 114.34
DIS US Equity 2,152 9,908 68.36 83.21 18.64 1.16% 61.18
DISCA US Equity 169 3,650 82.02 85.81 3.85 1.20% 56.46
DNB NO Equity 1,658 9,735 15.77 18.46 19.00 0.90% 173.53
DOW US Equity 2,556 6,585 36.05 50.05 36.58 1.06% 50.34
DPW GR Equity 175 547 28.24 37.27 28.17 1.14% 7.56
DTE GR Equity 4,575 13,640 12.22 16.32 28.90 1.16% (502.83)
DTV US Equity 3,019 10,076 61.27 79.64 35.78 0.84% 266.16
DUK US Equity (46) (8,822) 69.60 69.96 -1.15 0.45% 31.72
DVN US Equity 298 7,590 62.08 64.52 5.35 0.73% (2.07)
EBAY US Equity 624 6,678 54.29 59.36 10.08 0.93% 25.09
ECL US Equity 418 6,969 103.68 109.90 7.59 0.79% 38.43
EDF FP Equity 6,417 9,189 23.45 39.82 69.85 1.00% 14322
EMC US Equity 744 9,291 24.95 26.95 9.13 0.88% 4.47
EMR US Equity (6) (271) 63.75 65.19 -3.05 0.74% (0.35)
ENB CN Equity (165) (2,801) 41.70 44.16 -9.20 0.64% (2.15)
ENEL IM Equity 1,793 7,503 4.32 5.35 20.45 1.17% 172.01
ENI IM Equity 175 7,309 23.75 24.32 3.03 0.79% 78.67
EOAN GR Equity 19 2,996 18.77 18.88 0.65 0.95% (6.01)
EOG US Equity 1,824 5,573 143.99 191.12 32.98 0.99% (13.39)
EPO US Equity 825 10,799 62.55 67.33 11.13 0.69% (62.11)
ERICB SS Equity 417 6,004 12.27 13.12 7.09 0.98% 83.19
ESRX US Equity 1,684 9,815 66.69 78.13 20.34 0.84% 229.80
ETN US Equity 188 5,260 72.48 75.08 3.29 1.09% 52.05
F US Equity (222) (3,621) 14.82 15.72 -6.09 1.01% (29.98)
FB US Equity 1,612 2,630 44.06 71.06 36.32 1.69% 2.25
FCX US Equity 34 2,977 33.56 33.94 1.05 1.09% 7.66
FDX US Equity 711 5,338 120.94 137.04 14.07 0.95% (1.08)
FOX US Equity 171 4,046 32.09 33.44 4.79 0.88% 54.65
FOXA US Equity 178 4,217 32.99 34.39 4.38 0.97% 53.93
FP FP Equity 741 8,334 59.78 65.09 10.48 0.85% 104.40
G IM Equity 300 4,486 2132 22.74 6.34 1.05% 91.04
GE US Equity 2,283 13,140 22.32 26.19 17.90 0.97% 214.38
GILD US Equity 32,470 13,861 24.02 80.31 188.07 1.25% 1.7545.*
GIS US Equity 433 13,333 49.12 50.71 5.53 0.59% 1.11
GLE FP Equity 1,104 3,248 49.51 66.34 21.86 1.56% 58.37
GLEN LN Equity (39) (1,081) 5.49 5.69 -2.86 1.25% (24.31)
GLW US Equity 2,429 11,376 16.17 19.63 19.04 1.12% (24.86)
GM US Equity 861 2,560 28.27 37.78 28.89 1.16% 7.13
EFTA00293062
GOOG US Equity 5,279 12,428 857.75 1,222.12 47.28 0.90% 48.09
GS US Equity 7,659 13,671 110.98 173.15 64.71 0.87% 221.61
GSK LN Equity 421 5,430 26.15 28.17 9.61 0.81% (11.69)
GSZ FP Equity 591 5,466 23.77 26.34 9.46 1.14% 105.33
HAL US Equity 992 5,408 48.07 56.89 17.07 1.07% 36.02
HD US Equity 3,165 13,333 66.67 82.49 30.45 0.78% (79.95)
HMB SS Equity 660 6,110 40.79 45.19 10.62 1.02% 53.61
HON US Equity 6,630 11,930 61.10 95.05 86.64 0.64% (15.71)
HPQ US Equity 1,339 6,863 25.14 30.04 20.45 0.95% 20.94
HSBA LN Equity (43) 1,522 10.79 10.50 -3.01 0.93% 6.15
IBE SM Equity 1,590 7,342 5.53 6.73 33.91 0.64% 132.24
IBM US Equity (85) (5,036) 184.74 187.85 -2.94 0.57% (15.93)
IMT LN Equity 1,740 10,924 35.95 41.67 14.86 1.07% 68.19
INTC US Equity 302 9,784 23.81 24.54 4.65 0.66% 9.09
ISP IM Equity 3,774 5,653 1.92 3.21 50.18 1.33% 259.71
ITUB US Equity 123 (5,909) 13.81 13.52 1.29 1.62% (159.90)
ITUB4 BZ Equity 94 (6,366) 13.70 13.50 1.07 1.39% (138.01)
ITW US Equity 3,036 14,011 67.84 82.54 29.43 0.74% 31.39
ITX SM Equity 28 (2,789) 149.71 148.23 0.91 1.08% (49.99)
JCI US Equity 4,302 9,883 34.13 48.98 36.72 1.19% 41.30
JNJ US Equity 4,329 12,630 69.31 93.07 44.06 0.78% 75.76
JPM US Equity 1,075 8,516 52.29 58.89 13.93 0.91% 142.83
KMB US Equity 199 7,934 106.69 109.37 2.94 0.86% 42.11
KMI US Equity 529 (7,123) 34.96 32.37 8.13 0.91% (20.88)
KO US Equity 66 (6,962) 38.83 38.47 1.41 0.67% (24.86)
LBTYA US Equity 72 2,272 84.93 87.63 2.97 1.07% 42.28
LBTYK US Equity 169 1,975 78.04 84.70 8.49 1.01% 29.64
LIN GR Equity 317 8,087 198.03 205.80 4.51 0.87% 83.70
LLOY LN Equity 3,781 7,073 0.89 1.37 49.77 1.07% 160.54
LLY US Equity 11 2,868 58.84 59.06 0.42 0.87% (18.00)
LMT US Equity 730 2,016 122.48 166.80 34.22 1.06% (1.67)
LNKO US Equity (30) (333) 192.19 209.29 -4.68 1.90% (4.90)
LOW US Equity 272 7,829 48.41 50.09 3.55 0.98% (66.40)
LVS US Equity 2,926 6,808 61.33 87.69 30.29 1.42% 29.17
LYB US Equity 1,240 2,297 59.29 91.30 48.76 1.11% 49.62
MA US Equity 11,669 17,711 47.01 77.98 49.64 1.33% (98.05)
MAERSKB DC Equity 6,940 14,148 8,212.58 12,241.01 39.54 1.24% 142.57
MC FP Equity (21) 3,466 183.43 182.32 -0.64 0.96% 12.21
MCD US Equity (34) (6,973) 94.88 95.34 -1.04 0.47% (13.68)
MCK US Equity 239 1,949 162.99 183.01 13.82 0.89% 17.28
MDLZ US Equity 2,906 13,641 28.68 34.79 29.00 0.73% 212.72
MDT US Equity 7,957 20,811 43.22 59.75 43.82 0.87% 69.69
MET US Equity 1,384 7,556 44.37 52.49 15.28 1.20% 83.58
MFC CN Equity 4,491 8,003 12.38 19.32 47.56 1.18% 82.67
MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13%
MMM US Equity 8,229 21,331 96.89 134.28 51.29 0.75% 200.12
MO US Equity 142 6,342 36.07 36.88 2.93 0.76% (41.16)
EFTA00293063
MON US Equity 851 11,917 106.02 113.59 9.41 0.76% 84.60
MOS US Equity 50.17 0.89%
MRK US Equity 1,662 11,018 49.85 57.37 16.01 0.94% 119.28
MS US Equity 263 1,649 27.57 31.96 13.68 1.16% 12.70
MSFT US Equity 670 7,177 34.82 38.07 10.49 0.89% 5.40
MUV2 GR Equity 730 7,645 197.70 216.58 14.49 0.66% 66.73
NAB AU Equity 133 7,534 31.14 31.69 2.11 0.84% 52.81
NCM AU Equity 10.91 1.94%
NEE US Equity 3,644 14,649 72.62 90.68 32.16 0.77% (31.15)
NEM US Equity 2,124 (7,392) 34.95 24.91 14.83 1.94% (170.86)
NESN VX Equity 922 9,821 69.64 76.17 11.72 0.80% 138.25
NG/ LN Equity 2,169 12,114 11.82 13.94 26.62 0.67% (35.26)
NKE US Equity 927 5,145 66.10 78.01 18.44 0.98% 34.21
NOK US Equity 4,410 4,498 3.96 7.85 63.52 1.54% 53.54
NOV US Equity 127 4,672 75.96 78.04 2.87 0.95% 29.36
NOVN VX Equity 5,949 18,291 63.81 84.56 38.52 0.84% 424.88
NOVOB DC Equity 1,766 9,444 40.35 47.89 14.47 1.29% 67.99
NSC US Equity 1,674 9,590 80.49 94.54 17.95 0.97% 15.87
NVS US Equity 4,518 15,510 65.07 84.02 35.14 0.83% 203.14
OGXP3 B2 Equity 5,052 (5,180) 4.41 0.11 22.92 4.25% 28.01
OR FP Equity 9 3,253 167.89 168.35 0.25 1.09% 22.92
ORA FP Equity 427 4,555 12.58 13.76 7.31 1.28% 453.37
ORCL US Equity 1,395 7,533 33.38 39.57 23.68 0.78% 3.68
OXY US Equity 97 4,632 94.24 96.22 2.65 0.79% (41.20)
PBR US Equity 435 (2,814) 13.30 11.24 10.55 1.46% (39.86)
PBR/A US Equity 437 (2,795) 13.87 11.70 10.25 1.53% (32.56)
PCLN US Equity 1,310 3,043 956.05 1,367.77 33.06 1.30% 3.21
PCP US Equity 3,095 13,710 212.47 260.44 23.60 0.96% (8.01)
PEP US Equity 920 81.24 81.24 0.00 0.71% 2.97
PETR3 B2 Equity 418 (2,923) 6.52 5.59 9.71 1.47% (39.32)
PETR4 B2 Equity 474 (3,123) 6.88 5.84 10.16 1.50% (38.87)
PFE US Equity 5,470 21,828 26.10 32.64 28.36 0.88% (135.30)
PG US Equity 50 4,762 77.33 78.14 1.26 0.83% 19.07
PHIA NA Equity 1,147 7,196 30.43 35.28 15.06 1.06% 155.87
PM US Equity 527 (10,166) 85.47 81.04 5.86 0.88% 30.85
PNC US Equity 782 7,645 75.28 82.98 11.80 0.87% 35.83
POT CN Equity (174) (1,994) 32.57 35.41 -9.39 0.93% (51.29)
POT US Equity (178) (2,132) 32.66 35.39 -8.64 0.97% (52.79)
PRU LN Equity 8,423 10,521 12.76 22.98 63.12 1.27% 101.95
PSA US Equity 668 9,413 158.54 169.78 11.12 0.64% (74.28)
PSX US Equity 1,258 6,030 64.65 78.13 19.55 1.07% 164.86
PX US Equity 2,455 16,099 113.30 130.58 18.69 0.82% 90.79
QCOM US Equity 1,903 12,547 66.83 76.96 17.29 0.88% 63.38
QQQ US Equity 6,578 19,920 68.46 91.06 51.97 0.64% 10.36
RAI US Equity 116 5,376 51.84 52.96 2.01 1.07% (229.92)
RDS/A US Equity (37) 4,217 73.27 72.64 -1.10 0.79% (18.37)
RDS/B US Equity 139 5,192 75.80 77.83 3.31 0.81% (26.98)
EFTA00293064
RDSA LN Equity 222 4,065 34.51 36.40 7.13 0.77% (13.21)
RDSA NA Equity (15) 4,084 36.63 36.49 -0.50 0.74% 1.70
RDSB LN Equity 201 4,580 37.36 39.01 5.29 0.83% (18.24)
REGN US Equity 858 6,240 302.78 344.40 7.93 1.73% (57.59)
RIO AU Equity (131) 5,779 60.02 58.69 -2.50 0.91% 33.30
RIO LN Equity 65 5,748 54.73 55.35 0.93 1.22% 41.37
RIO US Equity 131 4,934 54.04 55.48 1.87 1.43% 70.29
ROG VX Equity 6,768 17,035 212.78 297.33 45.89 0.87% (59.86)
RY CN Equity 36 4,764 65.13 65.61 1.07 0.70% 13.09
SAB LN Equity 202 4,740 47.09 49.09 4.35 0.98% 18.32
SAN FP Equity (59) (6,174) 103.67 104.66 -1.03 0.93% (61.59)
SAN SM Equity 809 7,256 8.35 9.28 11.33 0.98% 186.31
SAN US Equity 645 5,315 8.28 9.28 10.53 1.15% 95.04
SAP GR Equity (135) 5,241 81.49 79.44 -3.28 0.78% 54.21
SAP US Equity (201) 7,101 81.54 79.30 -3.40 0.83% 72.98
SBUX US Equity (51) (2,503) 71.25 72.70 -1.74 1.17% (46.95)
SGO FP Equity 2,797 7,836 44.08 59.82 27.72 1.29% 213.36
SI US Equity 1,722 11,259 114.69 132.22 17.23 0.89% 94.70
SIE GR Equity 1,370 8,908 114.81 132.47 16.65 0.92% 112.67
SLB US Equity 1,036 6,528 79.94 92.63 17.72 0.90% 45.79
SMSN LI Equity 223 (7,260) 644.51 624.74 3.44 0.89% (60.80)
SO US Equity 14 (3,670) 42.22 42.06 0.80 0.47% 21.84
SPG US Equity 98 4,487 160.18 163.67 2.79 0.78% 5.32
SREN VX Equity 1,564 9,709 80.14 93.05 21.91 0.74% 139.22
STAN LN Equity 318 (5,283) 22.30 20.96 5.11 1.18% 92.42
STL NO Equity 446 6,281 25.39 27.20 7.01 1.01% 30.09
STT US Equity (9) (449) 66.43 67.78 -1.65 1.24% (8.24)
SU CN Equity (20) 4,576 33.28 33.14 -0.64 0.67% 9.99
SU P Equity 457 6,518 84.31 90.22 6.99 1.00% 20.41
SU US Equity (22) 4,606 33.29 33.14 -0.71 0.67% 7.39
SWEOA SS Equity 920 5,950 24.71 28.53 15.21 1.02% 89.04
SYNN VX Equity
ℹ️ Document Details
SHA-256
e3a60f126b8e75534cda5a4c0852880bb0cf1d5bc4aedc2bc00a7ecad64bedb0
Bates Number
EFTA00293053
Dataset
DataSet-9
Document Type
document
Pages
16
Comments 0