📄 Extracted Text (5,539 words)
Atorus, LLC 4/4/2014
Current Date: 4/4/2014 Change on Day:
Total Return since 1/1/12: 84.32% MSCI World Change on
712M Return: 45.31% Day -0.53%
T90 Day Return: 3.70% No of Positions
T30 Day Return: •1.59% (+MTM) on Day 198
Current Long Exposure @ Cost: 4,805,664 No of Positions (•MTM)
Current Short Exposure @ Cost: (1,046,663) on Day 242
Net Exposure: 3,759,001 Current No. of
Starting Capital: 1,000,000 Positions: 442
Current NAV: 1,843,221 Current Leverage
(Gross Exposures): 3.18
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
2,800,000.00
1,800,000.00
1,600,000.00
1,400,000.00
1,200,000.00
—NAV
1,000,000.00
800,000.00
60000000
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EFTA00288175
Atorus, LLC 4/4/2014
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 25.13% 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%
INDUCE Index (26,563) 0.45% 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) 0.67% 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) 1.02% SX7E Index 7,268 0.39%
SXDP Index 61,075 1.04% SXSE Index 7,476 0.40%
SPX Index 62,272 1.06% 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 1.15% PRO LN Equity 7,544 0.41%
STBCNZL Index 73,231 1.25% FTSEMIB Index 7,712 0.42%
DE_TSY CREDIT 74,397 1.27% P5120 Index 7,740 0.42%
FR_TSY CREDIT 75,130 1.28% ASE Index 8,043 0.43%
BE_TSY CREDIT 76,813 1.31% IT_TSY CREDIT 8,118 0.44%
AT_TSY CREDIT 77,381 1.32% XLY US Equity 8,363 0.45%
PI_TSY CREDIT 77,705 1.33% HEX Index 8,559 0.46%
IE_TSY CREDIT 78,270 1.34% BEL20 Index 8,621 0.47%
NL_TSY CREDIT 78,610 1.34% MMM US Equity 8,669 0.47%
MY_TSY CREDIT (92,252) 1.58% BAYN GR Equity 8,958 0.48%
SG_TSY CREDIT (95,749) 1.64% DAX Index 8,990 0.49%
CA_TSY CREDIT (97,153) 1.66% 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 -0.337% LULU Index 11,029 0.60%
Listed Equity Short -0.128% TYC US Equity 11,046 0.60%
EquityCom Long 0.031% SXAP Index 11,231 0.61%
EquityCom Short -0.082% SXMP Index 11,232 0.61%
G20 Rates Long 0.161% SXOP Index 11,487 0.62%
G20 Rates Short -0.107% 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%
EFTA00288176
SXTP Index 22,620 1.22%
SXDP Index 23,480 1.27%
ISEQ Index 25,523 1.38%
IE_TSY CREDIT 30,517 1.65%
STBCNZL Index 35,430 1.91%
No. Names by Category
APAC Long 26
APAC Short 24
(MEA Long 75
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 348
Total Short 94
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)
EFTA00288177
Atorus, LLC 4/4/2014
Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
1.000,000 5,000.000
4,030.000
1,500,000
3,000.000
3,001,000 —APAC
IF
2,000.000
—EMEA
—AMER
,000.000
— EquityCom
—G20 Rates
0
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NPI ONSa
- (2,000,000)
(1,1320,000) (3,000,000)
Istorical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
— APAC
- MLA
AMER
EcpityCe
— G20 Rates
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EFTA00288178
Atorus, LIC 4/4/2014
Current Gross Notional Risk by Category
249,068
F 587,702
■ APAC
■ EMEA
/ 1,420,41
■ AMER
■ EquityCom
■ G20 Rates
Performance Vs. MSCI World Index
Rolling 30 Day Realized Volatility -
EFTA00288179
Atorus, LLC 4/4/2014
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles)
70.00
0100
50.00
40.00
Vol Days by
Posaion
30.00
20.00
10.00
0.02
.to.agr 71() dr i t Y eti). atr
Percentile No. Vol Days
0.00vc 205/ MTM Gains(Losses)% of NAV "Signficant"
5.00% -4.18 (<7 Vol Days) 1.23%
10.00% .1.60 MTM Gains(Losses) % of NAV "Signficant"
15.00% 4.13 (>7 Vol Days)
20.00% 0.19
25.00% 0.97
30.00% 1.88
35.00% 3.34
40.00% 4.65
45.00% 6.04
50.00% 8.32
55.00% 11.44
60.00% 14.06
65.00% 17.61
70.00% 21.55
75.00% 25.59
80.00% 30.07
85.00% 37.21
90.00% 46.05
95.00% 65.20
100.00% 176.37
EFTA00288180
Atorus, LLC 4/4/2014
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 (247) (2,058) 51.62 57.80 .11.45 1.05% (2.55)
005380 KS Equity 160 2,879 223.67 236.08 4.69 1.18% 19.84
005490 KS Equity (88) (3,782) 273.49 279.82 -2.19 1.06% 0.58
005930 KS Equity (212) (6,997) 1,278.17 1,316.81 -135 0.90% (46.16)
012330 KS Equity 1,211 5,584 247.00 300.58 25.73 0.84% (46.26)
1 HK Equity 940 9,110 15.75 17.37 10.24 1.01% (84.71)
1299 HK Equity 152 4,423 4.76 4.92 4.52 0.76% 7.54
13 HK Equity 2,423 12,243 11.40 13.66 20.00 0.99% (50.82)
16 HK Equity (134) (7,948) 12.66 12.87 -2.15 0.79% (57.35)
27 HK Equity (5) 123 9.66 9.29 -2.26 1.80% (0.21)
2914 JP Equity 97 (4,719) 32.47 31.80 1.87 1.10% (27.14)
3382 JP Equity 10 1,329 37.70 37.99 0.65 1.18% (9.34)
40631P Equity (63) (4,536) 56.40 57.19 -1.19 1.17% (35.22)
4502 JP Equity (7) 2,732 47.02 46.91 0.34 0.73% 6.41
4689 JP Equity (218) 1,224 5.88 4.99 -10.72 1.66% (2.01)
5 HK Equity (11) (3,997) 10.17 10.20 0.31 0.84% 10.76
5108 JP Equity • 730 36.49 36.49 0.00 1.05% 10.36
54011P Equity 216 (5,511) 2.89 2.78 3.68 1.06% (73.24)
63011P Equity (118) (3,515) 20.64 21.33 .2.86 1.17% (38.91)
67521P Equity 1,287 4,145 9.01 11.81 18.97 1.64% 16.14
69021P Equity 49.09 1.44%
6954 JP Equity 859 6,393 157.65 178.84 10.91 1.23% 73.15
72011P Equity (125) (3,743) 8.85 9.14 .3.69 0.90% (32.71)
7203 JP Equity (10) (5,260) 56.12 56.23 A.23 0.86% 11.50
7267 JP Equity 122 (4,885) 36.43 35.52 2.94 0.85% 17.72
762 HK Equity 207 (5,162) 1.38 1.33 3.20 1.25% (50.28)
77511P Equity 63 (6,865) 31.44 31.15 1.07 0.85% (33.12)
80311P Equity (81) (4,225) 14.07 14.34 .1.78 1.07% (25.89)
80581P Equity 871 18.59 18.59 0.00 0.88% (0.22)
8106 JP Equity 32 (4,604) 5.65 5.61 0.60 1.15% (16.41)
83161P Equity 17 (3,375) 44.06 43.84 0.38 1.30% (1.87)
84111P Equity (69) (3,258) 1.99 2.03 .3.05 0.70% 7.20
8604 JP Equity 46 (3,159) 6.64 6.55 1.30 1.13% (21.55)
88011P Equity (0) 532 31.98 31.98 0.00 1.44% 11.07
8802 JP Equity 14 (5,009) 24.84 24.77 0.18 1.50% (96.80)
90201P Equity 76 (6,726) 75.20 74.35 0.87 1.30% (112.38)
941 HK Equity 1,129 (11,819) 10.19 9.22 9.59 1.00% 12.35
94321P Equity 18 6,077 53.19 53.35 0.26 1.17% (27.24)
94331P Equity 3,032 9,476 42.13 55.62 26.42 1.21% (107.45)
94371P Equity 59 (7,723) 15.62 15.50 0.85 0.90% (17.61)
99831P Equity 27 3,177 369.08 372.21 0.69 1.24% 24.18
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9984 JP Equity 1,326 2,048 46.70 76.93 36.54 1.77% (50.29)
AAPL US Equity 236 7,877 518.25 533.78 4.95 0.61% (90.16)
ABB US Equity 677 6,661 23.59 25.99 13.07 0.78% (2.74)
ABBN VX Equity 725 6,962 23.63 26.09 12.76 0.82% 29.01
ABBV US Equity 390 5,335 49.49 53.11 7.75 0.94% (35.03)
ABEV US Equity (262) (5,786) 7.25 7.58 •4.78 0.95% (77.47)
ABEV3 BZ Equity • • 7.61 0.92%
ABI BB Equity 318 7,155 102.31 106.85 5.48 0.81% 1.12
ABT US Equity 19 4,097 38.87 39.04 0.73 0.63% 49.43
ABX CN Equity 70 (4,216) 19.01 18.69 1.14 1.45% (104.20)
ABX US Equity 79 (4,063) 19.03 18.66 1.36 1.43% (86.45)
ACA FP Equity 7,567 5,408 6.83 16.40 107.95 1.30% 87.63
ACE US Equity 238 6,435 95.44 98.96 8.03 0.46% (2.41)
ACN US Equity 116 10,703 77.97 78.81 1.31 0.83% (25.13)
ADP US Equity 65 1,193 72.36 76.32 8.81 0.62% (17.90)
AFL US Equity (20) 6,379 63.79 63.59 -0.60 0.53% (34.50)
AGN US Equity 1,271 9,698 110.56 125.06 15.63 0.84% (4.30)
Al FP Equity 62 8,248 134.80 135.81 1.18 0.64% 74.73
AIG US Equity 185 4,012 48.66 50.90 5.41 0.85% 17.25
AIR FP Equity 3,086 4,177 42.47 73.85 76.47 0.97% 122.47
ALV GR Equity 528 2,761 142.27 169.49 22.52 0.85% 3.89
ALVG IX Equity 397 2,100 142.59 169.57 22.56 0.84% 2.25
AMGN US Equity 6,205 22,886 95.40 121.27 24.02 1.13% (707.79)
AMT US Equity 605 10,655 76.29 80.62 8.40 0.68% (68.81)
AMZN US Equity 115 (2,245) 339.98 322.60 4.32 1.18% 76.08
ANZ AU Equity 390 5,741 28.92 30.89 9.00 0.76% 54.83
APA US Equity (242) (6,870) 82.74 85.65 -5.22 0.67% (44.39)
APC US Equity (961) (3,816) 81.31 101.79 -20.57 1.22% (183.25)
AXP US Equity 2,654 10,373 71.56 89.87 33.13 0.77% (146.56)
AZN LN Equity 3,848 12,676 49.80 64.92 38.86 0.78% (76.03)
AZN SS Equity 3,349 11,939 50.66 64.87 40.02 0.70% (60.82)
AZN US Equity 3,669 12,717 50.22 64.71 38.56 0.75% (89.01)
BA US Equity • - 128.55 0.83%
BAC US Equity 9,997 10,884 8.82 16.93 91.71 1.00% (230.59)
BARC LN Equity (100) (2,164) 3.91 4.10 -3.71 1.25% (22.20)
BAS GR Equity 1,009 7,333 97.30 110.68 13.82 1.00% 60.16
BATS LN Equity 257 6,088 53.22 55.47 4.78 0.88% 47.32
BAX US Equity 2 2,554 73.34 73.39 0.07 0.92% 6.01
BAYN GR Equity 9,002 11,757 76.64 135.31 76.88 1.00% 43.26
BBAS3 BZ Equity (402) (1,954) 8.70 10.49 -10.67 1.93% (37.61)
BBD US Equity • 14.34 1.63%
BBDC4 BZ Equity • 14.31 1.63%
BBL US Equity (268) (3,246) 59.69 64.62 -8.27 1.00% (40.15)
BBVA SM Equity 1,465 5,790 10.12 12.68 20.74 1.22% 96.26
BCE CN Equity (50) (6,644) 43.17 43.50 -1.29 0.59% (31.13)
BCS US Equity (99) (2,207) 15.73 16.44 -3.68 1.22% (23.21)
BEN US Equity 68 2,447 52.34 53.79 2.51 1.10% (37.73)
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BG/ LN Equity (321) (4,379) 17.51 18.79 -9.95 a74% 18.61
BHP AU Equity 114 6,689 34.33 34.92 1.38 1.24% 54.33
BHP US Equity 262 6,839 67.77 70.37 3.91 0.98% 92.44
BOB US Equity 198 1,066 245.93 291.70 11.53 1.61% (40.21)
BIL S1 Equity (150) (2,114) 30.29 32.44 .6.23 1.14% (33.24)
BK US Equity 546 8,609 32.86 34.95 8.16 0.78% (87.83)
BLK US Equity 169 1,171 274.17 313.67 15.71 0.92% (5.73)
BLT IN Equity (203) (2,533) 29.93 32.33 .7.56 1.06% (36.45)
BMO CN Equity 253 8,370 65.44 67.42 5.41 0.56% 79.74
BMW GR Equity 1,526 5,212 99.22 128.26 25.80 1.13% 30.92
BMY US Equity 5,686 13,669 35.71 50.56 38.00 1.09% (133.39)
BN FP Equity (0) (3,684) 70.54 70.54 .0.01 0.74% (9.38)
BNP FP Equity 1,740 5,498 61.78 81.33 26.08 1.21% 90.00
8N5 CN Equity 177 7,633 57.74 59.08 4.21 0.55% 51.81
BP/ LN Equity 436 9,797 7.76 8.11 7.44 0.60% 71.43
BRK/8 US Equity 542 11,056 118.69 124.51 8.45 0.58% 27.01
858R US Equity 590 (8,171) 6.18 5.74 5.06 1.43% (224.15)
BUD US Equity 324 6,846 102.05 106.88 5.42 0.87% (5.46)
BX US Equity 299 2,976 30.31 33.36 7.53 1.33% (11.23)
C US Equity (45) 1,283 48.87 47.21 .3.21 1.09% (9.82)
CA FP Equity 618 2,976 32.90 39.72 19.98 1.04% 19.87
CAT US Equity 1,973 13,589 89.53 102.53 21.47 0.68% 18.07
CBA AU Equity 430 10,641 68.56 71.34 5.99 0.67% 52.88
CBS US Equity 322 1,267 49.35 61.88 26.46 0.96% (20.29)
CCL US Equity 453 7,821 36.20 38.30 5.87 0.99% (8.65)
CELG US Equity 81. (3,342) 142.82 139.37 1.60 1.51% 113.59
CFR VX Equity 99 4,011 94.53 96.87 2.77 0.89% 1.43
CL US Equity 1,690 18,685 59.01 64.34 19.02 0.48% (0.66)
CM CN Equity 390 8,334 82.53 86.39 8.07 0.58% 49.85
CMCSA US Equity 4,338 17,408 40.65 50.77 30.77 0.81% (128.07)
CMCSK US Equity 6,992 18,900 36.26 49.68 46.44 0.80% (196.66)
CNI US Equity 1,178 12,873 51.38 56.08 14.92 0.61% (8.29)
CNQ CN Equity 902 9,140 36.23 39.80 13.30 0.74% 133.48
CNR CN Equity 1,156 12,425 51.30 56.07 15.21 0.61% 9.14
COF US Equity 841 6,770 68.55 77.07 15.11 0.82% (28.22)
COP US Equity (447) (7,980) 66.64 70.37 .11.39 0.49% 6.94
COST US Equity - • 111.11 058% •
COV LN Equity • 5,151 tiN/A N/A 0.00 0.31%
COV US Equity 973 7,080 64.09 72.89 19.77 0.69% 38.74
CRM US Equity (71) 2,054 56.82 54.91 -2.29 1.52% (50.53)
CS FP Equity 2,068 5,387 19.39 26.83 35.27 1.09% 40.92
CSCO US Equity (189) (3,982) 21.79 22.83 -5.89 0.81% 50.20
CSX US Equity 1,369 8,914 25.07 28.92 20.84 0.74% (17.57)
CVE CN Equity (63) (10,449) 28.70 28.87 .0.80 0.76% (49.15)
CVS US Equity 2,069 11,815 63.98 75.18 30.66 0.57% 14.79
CVX US Equity (483) (8,207) 112.39 119.01 .12.36 0.48% 13.53
D US Equity 2,025 12,764 60.42 70.01 26.71 0.59% 16.18
EFTA00288183
DAI GR Equity 7,771 13,908 62.20 96.96 45.65 1.22% 295.12
D8K GR Equity 594 45.31 45.31 0.00 1.29% 3.54
DD US Equity 3,007 12,908 54.93 67.73 37.49 0.62% (74.98)
DDAIF US Equity 4,469 8,377 63.20 96.92 39.44 1.35% 190.81
DE US Equity 637 8,537 85.81 92.22 10.91 0.68% 21.46
DELL US Equity 6,820 #WA N/A 0.00 0.07%
DG FP Equity 4,524 9,929 51.40 74.82 55.74 0.82% 120.28
DGE LN Equity 15 1,533 30.45 30.74 1.29 0.76% 17.23
DHR US Equity 2,514 8,458 58.57 75.97 48.46 0.61% 57.23
DIS US Equity 1,897 9,908 68.36 81.45 22.56 0.85% (39.86)
DISCA US Equity (4) 6,387 83.32 83.26 M.09 0.78% (47.63)
DNB NO Equity 898 9,735 15.77 17.23 10.52 0.88% (54.96)
DOW US Equity 2,389 7,135 36.81 49.14 38.68 0.87% (89.21)
DPW GR Equity 206 660 29.41 38.57 22.20 1.40% 0.36
DTE GR Equity 4,143 13,883 12.27 15.93 26.07 1.14% 33.56
DTV US Equity 2,735 10,622 61.97 77.93 27.49 0.94% (96.89)
DUK US Equity (157) (8,822) 69.60 70.84 .3.48 0.51% (53.61)
DVN US Equity 869 10,455 63.03 68.27 13.19 0.63% (93.98)
EBAY US Equity 12 6,678 54.29 54.39 0.20 0.90% (43.27)
Ea US Equity 235 9,210 105.22 107.90 3.72 0.69% (105.80)
EDF FP Equity 6,583 9,189 23.45 40.24 81.86 0.88% (44.44)
EMC US Equity 982 10,986 25.35 27.62 12.85 0.70% (103.40)
EMR US Equity 60 6,003 67.08 67.75 1.36 0.73% (13.38)
ENB CN Equity 265 7,954 44.66 46.15 5.19 0.64% 14.97
ENEL IM Equity 2,261 8,087 4.39 5.62 26.07 1.07% 73.99
ENI IM Equity 408 9,949 24.06 25.05 6.20 0.66% 49.27
EOAN GR Equity 113 2,996 18.77 19.47 3.96 0.95% 6.16
EOG US Equity 2,184 5,841 145.68 200.16 45.26 0.83% (43.55)
EPD US Equity 1,498 12,799 63.53 70.96 22.91 0.51% 37.89
ERICB SS Equity 503 7,934 12.51 13.30 8.05 0.79% (44.98)
ESRX US Equity 1,042 9,815 66.69 73.77 15.60 0.68% (191.34)
ETN US Equity 283 5,260 72.48 76.38 5.37 1.00% (51.41)
F US Equity (350) (3,621) 14.82 16.25 •12.41 0.78% 29.62
F8 US Equity 827 2,630 44.06 57.90 18.15 1.73% (160.06)
FCX US Equity 50 2,901 32.89 33.46 1.38 1.25% 3.73
FDX US Equity 487 4,271 120.94 134.73 20.46 0.56% (22.76)
FOX US Equity 56 3,508 32.25 32.77 1.62 0.98% (5.09)
FOXA US Equity 20 3,404 33.15 33.34 0.54 1.07% (48.22)
FP FP Equity 1,040 11,013 60.83 66.57 13.40 0.70% 142.95
G IM Equity 319 3,588 21.32 23.21 10.27 0.87% 21.73
GE US Equity 2,259 13,140 22.32 26.15 24.34 0.71% (1.59)
GILD US Equity 16,868 8,316 24.02 72.76 131.26 1.55% (268.02)
GIS US Equity 631 17,619 49.73 51.51 6.58 0.54% (148.30)
GLE FP Equity 1,026 3,248 49.51 65.15 24.65 1.28% 11.63
GLEN LN Equity (24) (4,634) 5.24 5.27 0.37 1.41% (68.94)
GLW US Equity 3,688 11,635 16.25 21.40 34.06 0.93% (135.67)
GM US Equity (15) (1,799) 34.78 35.06 •0.85 0.95% 7.44
EFTA00288184
GOOG US Equity 3,599 12,904 865.91 1,107.45 32.76 0.85% (620.00)
GS US Equity 2,639 5,468 110.98 164.53 50.08 0.96% (75.40)
GSK LN Equity (3) 5,707 26.22 26.20 0.08 0.69% (0.59)
GSZ FP Equity 752 8,189 24.60 26.86 8.45 1.09% (40.36)
HAL US Equity 1,336 6,395 49.49 59.83 23.74 0.88% (9.56)
HD US Equity 2,457 13,333 66.67 78.95 26.44 0.70% (108.86)
HMB SS Equity 255 6,110 40.79 42.49 4.36 0.96% (19.44)
HON US Equity 6,455 11,930 61.10 94.16 86.92 0.62% 18.84
HPQ US Equity 2,166 7,393 25.45 32.91 26.36 1.11% (73.79)
HSBA LN Equity 6 4,565 10.16 10.18 0.17 0.76% 11.21
IBE SM Equity 1,898 7,412 5.54 6.96 42.42 0.60% (33.97)
IBM US Equity (4) 5,009 192.83 192.68 0.12 0.65% (4.35)
IMT LN Equity 1,392 12,188 36.36 40.52 18.11 0.63% 51.78
INTC US Equity 1,079 11,038 23.99 26.33 16.14 0.61% 1.33
ISP IM Equity 4,691 5,699 1.93 3.52 62.31 1.32% 189.46
ITUB US Equity 34 2,005 15.21 15.47 1.07 1.60% 42.59
ITUB4 BZ Equity 49 2,488 15.20 15.50 1.32 1.51% 42.07
ITW US Equity 3,376 14,011 67.84 84.18 35.31 0.68% 115.96
ITX SM Equity (219) (4,597) 147.96 155.01 •4.97 0.96% (49.11)
JCI US Equity 525 2,995 41.02 48.22 18.54 0.95% (31.46)
JNJ US Equity 5,422 15,364 73.04 98.82 70.85 0.50% 181.27
JPM US Equity 1,299 8,516 52.29 60.26 16.94 0.90% (49.97)
KMB US Equity 266 7,934 106.69 110.27 6.23 0.54% 38.31
KMI US Equity 284 (8,600) 34.31 33.18 4.30 0.77% (70.12)
KO US Equity 95 (6,962) 38.83 38.30 3.36 0.41% (31.16)
LBTYA US Equity (84) 2,272 84.82 81.79 .3.80 0.97% (38.47)
LBTYK US Equity 38 1,975 78.04 79.52 2.24 0.85% (34.20)
LIN GR Equity 66 8,087 198.03 199.65 1.28 0.64% (31.71)
LLOY LN Equity 2,442 5,658 0.89 1.28 45.00 0.96% 68.92
LLY US Equity 25 3,702 58.94 59.33 1.10 0.60% 7.74
LMT US Equity 643 2,016 122.48 161.55 39.03 0.82% (42.20)
LNKD US Equity 238 (1,866) 195.56 170.64 6.20 2.05% 91.14
LOW US Equity 26 7,829 48.41 48.57 0.42 0.81% (88.91)
LVS US Equity 2,015 6,808 61.33 79.48 22.13 1.34% (265.67)
LYB US Equity 1,191 2,297 59.29 90.03 68.59 0.76% (13.82)
MA US Equity 1,153 2,688 50.98 72.84 50.17 0.85% (98.41)
MAERSKB DC Equity 6,647 14,148 8,212.58 12,070.83 37.11 1.27% 87.77
MC FP Equity (25) 4,464 183.51 182.49 -0.73 0.77% (20.31)
MCD US Equity (115) (3,570) 94.88 97.94 -7.11 0.45% (10.54)
MCK US Equity 99 2,181 164.92 172.44 5.16 0.88% (19.52)
MDIZ US Equity 2,920 13,641 28.68 34.82 39.52 0.54% (0.43)
MDT US Equity 9,085 20,811 43.22 62.09 58.15 0.75% (42.12)
MET US Equity 1,514 7,556 44.37 53.26 22.23 0.90% (82.86)
MFC CN Equity 4,563 8,003 12.38 19.43 79.16 0.72% (15.18)
MHS US Equity • 5,485 #N/A N/A 0.00 1.17%
MMM US Equity 8,760 21,331 96.89 136.69 68.03 0.60% 91.77
MO US Equity 314 9,167 36.41 37.66 6.43 0.53% 23.77
EFTA00288185
MON US Equity 1,008 11,917 106.02 114.98 11.40 0.74% (221.79)
MOS US Equity • 49.39 0.82%
MRK US Equity 1,459 11,769 50.18 56.41 15.62 0.79% 49.03
MS US Equity 187 1,649 27.57 30.69 9.90 1.15% (15.97)
MSFT US Equity 1,096 8,007 35.30 40.13 15.38 0.89% (185.67)
MUV2 GR Equity 669 6,116 197.70 219.32 17.41 0.63% 46.06
NAB AU Equity 394 9,956 31.52 32.77 5.63 0.70% 51.62
NCM AU Equity • 9.20 1.98%
NEE US Equity 4,565 14,649 72.62 95.25 42.88 0.73% 113.92
NEM US Equity 2,243 (7,392) 34.95 24.35 20.33 1.49% (135.18)
NESN VX Equity 857 9,821 69.64 75.71 14.53 0.60% (25.69)
NG/ IN Equity 1,804 12,865 11.92 13.59 27.27 0.51% (12.30)
NKE US Equity 558 5,145 66.10 73.28 11.71 0.93% (73.00)
NOK US Equity 3,929 4,498 3.96 7.43 73.26 1.19% (235.52)
NOV US Equity 226 5,373 75.64 78.82 4.71 0.89% 35.71
NOVN VX Equity 5,561 18,291 63.81 83.21 36.63 0.83% (120.25)
NOVOB DC Equity 1,009 9,444 40.35 44.66 11.46 0.93% (92.36)
NSC US Equity 1,981 9,797 80.78 97.11 27.15 0.74% 5.97
NVS US Equity 4,243 15,510 65.07 82.87 32.17 0.85% (139.24)
OGXP3 BZ Equity 5,066 (5,180) 4.43 0.10 41.02 2.38% (202.16)
OR FP Equity - 163.77 0.70%
ORA FP Equity 782 6,019 13.03 14.73 8.51 1.53% (41.72)
ORCL US Equity 1,513 7,995 33.68 40.05 20.46 0.93% (132.49)
OXY US Equity (4) 7,355 95.04 94.99 0.07 0.78% (105.14)
PBR US Equity (38) (2,814) 13.30 13.48 0.68 1.99% (78.85)
PBR/A US Equity 4 (2,795) 13.87 13.85 0.07 2.08% (80.40)
PCLN US Equity 769 3,043 956.05 1,197.59 19.50 1.30% (132.17)
PCP US Equity 34 4,727 253.84 255.65 0.82 0.86% (23.51)
PEP US Equity 57 8,118 82.28 82.85 1.43 0.49% (3.09)
PETR3 BZ Equity (82) (2,923) 6.54 6.73 -1.38 2.03% (66.45)
PETR4 BZ Equity 13 (3,123) 6.95 6.92 0.19 2.11% (83.21)
PFE US Equity 5,247 21,828 26.10 32.38 36.08 0.67% 36.43
PG US Equity 167 8,334 78.47 80.05 4.61 0.44% (6.60)
PHIA NA Equity • 35.40 1.05%
PM US Equity 306 (10,166) 85.47 82.90 4.65 0.65% (69.30)
PNC US Equity 1,194 9,010 76.60 86.76 18.13 0.73% (65.39)
POT CN Equity (38) 1,179 35.74 34.62 .3.79 0.85% 2.15
POT US Equity (17) 418 36.02 34.63 4.77 0.85% 0.40
PRU LN Equity 7,727 10,521 12.76 22.14 67.81 1.08% 185.21
PSA US Equity 667 11,140 160.09 169.68 11.11 0.54% 35.93
PSX US Equity 1,442 6,030 64.65 80.11 25.61 0.93% (29.36)
PX US Equity 2,418 16,340 113.54 130.34 30.07 0.49% (190.35)
QCOM US Equity 2,352 12,547 66.83 79.35 24.82 0.76% (261.62)
QQQ US Equity 5,479 19,920 68.46 87.29 46.62 0.59% (476.28)
RAI US Equity 193 6,737 52.22 53.72 2.73 1.05% 29.60
RDS/A US Equity 7 4,217 73.28 73.40 0.30 0.52% 12.97
RDS/B US Equity 162 6,990 76.36 78.13 4.37 0.53% 35.75
EFTA00288186
RDSA LN Equity 263 4,065 34.51 36.74 12.12 0.53% 16.71
RDSA NA Equity 16 4,084 36.63 36.77 0.79 0.50% 25.22
RDSB LN Equity 201 6,969 37.90 38.99 5.11 0.56% 42.17
REGN US Equity (256) 6,240 302.28 290.38 .2.69 1.52% (171.39)
RIO AU Equity (4) 3,057 59.11 59.03 -0.11 1.26% (1.21)
RIO LN Equity 100 4,599 54.73 55.92 1.60 1.37% 60.98
RIO US Equity 161 4,934 54.04 55.81 2.37 1.38% 66.04
ROG VX Equity 6,651 17,035 212.78 295.86 59.60 0.66% (78.54)
RY CN Equity 122 8,293 65.48 66.44 2.85 0.51% 60.34
SAB LN Equity 580 7,173 47.60 51.45 8.24 0.98% 110.79
SAN FP Equity (9) (6,174) 103.67 103.82 -0.16 0.88% (7.56)
SAN SM Equity 1,315 7,256 8.35 9.86 17.45 1.04% 78.77
SAN US Equity 1,062 6,290 8.45 9.88 15.47 1.09% 14.77
SAP GR Equity 21 5,241 80.60 80.93 0.49 0.83% 9.05
SAP US Equity 12 5,649 80.63 80.80 0.24 0.86% (3.43)
SBUX US Equity (209) 5,096 74.98 72.02 .4.31 0.95% (89.39)
SGO FP Equity 3,352 7,836 44.08 62.94 35.34 1.21% 73.52
SI US Equity 847 5,476 117.99 136.25 14.06 1.10% 5.00
SIE GR Equity 1,008 5,345 114.81 136.48 18.49 1.02% 13.91
SLB US Equity 1,533 7,174 81.27 98.64 27.07 0.79% 32.23
SMSN LI Equity (127) (7,500) 642.17 653.06 .1.78 0.95% (16.48)
SO US Equity 91
ℹ️ Document Details
SHA-256
f6a2d5bf19da3f086f1c11a41e3bc3fd2b5070b75cbd1a867dbfc670e5851a60
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EFTA00288175
Dataset
DataSet-9
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document
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16
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