📄 Extracted Text (5,532 words)
Atorus, LLC 3/31/2014
Current Date: 3/31/2014 Change on Day:
Total Return since 1/1/12: 83.18% MSCI World Change on
712M Return: 43.00% Day 0.72%
T90 Day Return: 0.19% No of Positions
T30 Day Return: •2.08% (+MTM) on Day 306
Current Long Exposure @ Cost: 4,630,545 No of Positions (-MTM)
Current Short Exposure @ Cost: (1,099,790) on Day 139
Net Exposure: 3,530,755 Current No. of
Starting Capital: 1,000,000 Positions: 448
Current NAV: 1,831,753 Current Leverage
(Gross Exposures): 3.13
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
2,000,000.00
1,800,030.00
1,600,030.00
1,400,030.00
1,200,000.00
— NAV
1,000,000.00
1)30,000.00
600 000 00
e Qe doeQe et,e cis"et,e e 4t,e Q,e et, Q.
4 k cbt' 4se •» 4' 4 c5‘
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EFTA00288111
Atorus, LLC 3/31/2014
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 25.25%l 45 Positions 27.68%
IBOV Index (22,524) 039% SX7E Index 6,378 0.35%
SE_TSY CREDIT (23,423) 0.41% V US Equity 6,405 0.35%
CO1 Comdty (24,622) 0.43% SXXP Index 6,492 0.35%
MEXBOL Index (26,146) 0.46% MAERSKB DC Equity 6,520 0.36%
INDEXCF Index (26,563) 0.46% CMCSK US Equity 6,553 0.36%
ZA_TSY CREDIT (33,149) 0.58% SX6P Index 6,755 0.37%
SHCOMP Index (33,700) 0.59% SXSE Index 6,980 0.38%
US_TSY CREDIT (50,168) 0.88% ROG VX Equity 7,034 0.38%
JP_TSY CREDIT (59,678) 1.04% ACA FP Equity 7,080 0.39%
SXDP Index 61,075 1.07% PRU LN Equity 7,088 0.39%
SPX Index 62,272 1.09% SMI Index 7,193 0.39%
CH_TSY CREDIT 65,265 1.14% DAI GR Equity 7,326 0.40%
DK_TSY CREDIT 67,396 1.18% FTSEMIB Index 7,383 0.40%
STBCNZL Index 73,231 1.28% PSI20 Index 7,415 0.40%
FI_TSY CREDIT 74,240 1.30% AMGN US Equity 7,539 0.41%
DE_TSY CREDIT 74,397 1.30% HEX Index 7,743 0.42%
FR_TSY CREDIT 75,130 1.31% XLY US Equity 7,914 0.43%
AT_TSY CREDIT 75,147 1.31% IT_TSY CREDIT 8,264 0.45%
BE_TSY CREDIT 76,813 1.34% ASE Index 8,405 0.46%
lE_TSY CREDIT 78,270 1.37% MMM US Equity 8,483 0.46%
NL_TSY CREDIT 78,610 1.37% BEL20 Index 8,528 0.47%
MY_TSY CREDIT (92,252) 1.61% MDT US Equity 8,711 0.48%
SG_TSY CREDIT (95,749) 1.67% DAX Index 8,812 0.48%
CA_TSY CREDIT (97,153) 1.70% BAYN GR Equity 9,086 0.50%
TMO US Equity 9,096 0.50%
IBEX Index 9,214 0.50%
MC US Equity 10,335 0.56%
ES_TSY CREDIT 10,571 0.58%
NAV Impact by Category & Exposure LW= Index 10,637 0.58%
Listed Equity Long 0.977% SXAP Index 10,717 0.59%
Listed Equity Short -0.179% TYC US Equity 10,783 0.59%
EquityCom Long 0.553% KFX Index 10,851 0.59%
EquityCom Short -0.064% SXOP Index 10,882 0.59%
G20 Rates Long 0.108% SXMP Index 11,295 0.62%
G20 Rates Short -0.032% SXIP Index 11,624 0.63%
XLV US Equity 12,291 0.67%
NDX Index 12,607 0.69%
RTY Index 14,005 0.76%
GILD US Equity 16,046 0.88%
SPX Index 17,823 0.97%
EFTA00288112
SXTP Index 22,306 1.22%
SXDP Index 24,054 1.31%
ISEQ Index 24,868 1.36%
IE_TSY CREDIT 30,880 1.69%
STBCNZL Index 36,078 1.97%
No. Names by Category
APAC Long 23
APAC Short 27
(MEA Long 72
EMEA Short 17
AMER Long 168
AMER Short 46
EquityCom Long 61
EquityCom Short 11
G20 Rates Long 16
G20 Rates Short 7
Total Long 340
Total Short 108
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) là G20 Rates Long
■ G20 Rates Short
$(1,000,000)
EFTA00288113
Atorus, LLC 3/31/2014
Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
200%000 5,000,000
5000,000
2500000
3500,C00
3000,000 APAC
3400,
—EMEA
----AMER
1,000,030
-----EquilyCom
-----G2ORmes
, , tiexEposure RIC
1.3. el,
tiS to% E:0%. '‘'. 1;900e ti tett" ' e ft* (15.30000)
t t- \ le 0 'V I. °V el. I. C. Al.
., 4% \ 11,, \NA \ \ \ ISA \\0
a% )
(2,000,000)
(1,030,000) (3,000,000)
Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
EFTA00288114
Atorus, LLC 3/31/2014
Current Gross Notional Risk by Category
p
249,244
578,276
• APAC
1,347,8 • EMEA
• AMER
• EquityCom
• G20 Rates
Performance Vs. MSCI World Index
Rolling 30 Day Realized Volatility
EFTA00288115
Atorus, LLC 3/31/2010
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex•lst percentiles)
70.00
60.00
50.00
ID ys by
40.00 Position
30.00
20.00
10.00
«CO
1000 4 0°4° 'Sr 4 4° 4 ° 4 4° d r 14 4° 4 4° 4 ° 04° t g år 0°° 0# 4° g oQr
Percentile No. Vol Davs
0.00% -11.50 MTM Gains(Losses) % of NAV "Signficant"
5.00% -4.62 (<7 Vol Days) 1.23%
10.00% -1.74 MTM Gains(Losses) % of NAV "Signficant"
15.00% -0.35 (>7 Vol Days) 48.93%
20.00% 0.23
25.00% 0.96
30.00% 1.78
35.00% 3.01
40.00% 4.38
45.00% 5.87
50.00% 7.80
55.00% 10.93
60.00% 14.09
65.00% 17.16
70.00% 20.72
75.00% 24.63
80.00% 29.41
85.00% 36.84
90.00% 46.66
95.00% 66.61
100.00% 176.88
EFTA00288116
Atorus, LLC 3/31/2014
Current Portfolio -Listed Equity Portfolio
Current Price P/L in Vol 30P Realized Change on Day
Security MTM Gain/(Loss) Exp. CO Cost Avg. Price (in USD) Days Vol (In USD)
000270 KS Equity (423) (5,144) 51.62 55.86 .7.69 1.07% (36.47)
005380 KS Equity 158 1,799 217.04 236.12 6.28 1.40% 40.24
005490 KS Equity (72) (3,782) 273.49 278.69 -1.74 1.09% (46.14)
005930 KS Equity 107 (6,997) 1,278.17 1,258.58 1.71 0.90% (74.24)
012330 KS Equity 1,102 5,553 246.77 295.73 21.66 0.92% (24.01)
1 HK Equity 540 8,073 15.56 16.60 7.01 0.95% 35.12
1299 HK Equity 41 3,402 4.71 4.77 1.53 0.78% 4.34
13 HK Equity 2,058 12,243 11.40 13.32 17.73 0.95% 4.08
16 HK Equity 356 (9,935) 12.66 12.21 5.30 0.68% (85.52)
27 HK Equity (12) 123 9.58 8.72 -5.93 1.67% 3.17
2914 JP Equity 170 (4,719) 32.47 31.30 3.16 1.14% (80.85)
3382 JP Equity 18 1,329 37.70 38.22 1.10 1.26% 2.12
4063 JP Equity (63) (4,536) 56.40 57.19 -1.10 1.27% (43.23)
4502 JP Equity 18 2,732 47.02 47.34 0.89 0.75% (6.69)
4689 JP Equity (218) 1,224 5.88 4.99 -10.71 1.66% 19.79
5 HK Equity 0 (867) 10.14 10.13 0.04 0.97% 0.32
5108 JP Equity (6) (329) 34.76 35.41 -1.54 1.22% (5.96)
54011P Equity 308 (5,511) 2.89 2.73 5.00 1.12% (141.84)
63011P Equity (14) (3,515) 20.64 20.72 A.33 1.18% (68.96)
6752 JP Equity 1,086 4,145 9.01 11.37 15.21 1.72% 33.23
6902 JP Equity 47.82 1.44%
6954 JP Equity 784 6,393 157.65 176.99 9.60 1.28% 35.53
7201JP Equity (21) (3,743) 8.85 8.90 A.S9 0.96% (79.64)
7203 JP Equity (40) (5,260) 56.12 56.54 A.84 0.91% (48.24)
7267 JP Equity 173 (4,885) 36.43 35.14 3.68 0.96% (97.98)
762 HK Equity 249 (5,162) 1.38 1.31 3.63 1.33% 5.35
7751JP Equity 114 (6,865) 31.44 30.91 1.64 1.01% (48.42)
80311P Equity (8) (4,225) 14.07 14.09 A.17 1.06% (62.07)
8058 JP Equity (18) (1,333) 18.27 18.52 .1.42 0.97% (30.62)
8106 JP Equity 144 (4,604) 5.65 5.48 2.37 1.32% (121.84)
8316 JP Equity 130 (4,218) 44.06 42.70 2.19 1.41% (149.30)
84111P Equity 22 (4,072) 1.99 1.98 0.67 0.80% (62.13)
8604 JP Equity 108 (3,159) 6.64 6.42 2.88 1.19% (57.36)
8801JP Equity (85) (1,848) 29.03 30.36 -3.09 1.48% (52.93)
8802 JP Equity 236 (5,009) 24.84 23.67 3.01 1.56% (104.22)
9020 JP Equity 139 (6,726) 75.20 73.64 1.60 1.30% (138.83)
941HK Equity 1,256 (11,819) 10.19 9.11 10.38 1.02% (197.10)
9432 JP Equity 49 6,077 53.19 53.62 0.62 1.32% 98.96
9433 JP Equity 3,442 9,476 42.13 57.44 27.51 1.32% 241.57
9437 JP Equity (17) (7,723) 15.62 15.65 -0.23 0.95% (110.63)
9983 JP Equity (30) 3,177 369.04 365.59 -0.72 1.31% (11.33)
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9984 JP Equity 1,260 2,048 46.70 75.43 34.63 1.78% 48.49
AAPL US Equity 296 7,877 518.25 537.71 5.53 0.68% 16.75
ABB US Equity 627 6,661 23.59 25.81 11.62 0.81% 69.13
ABBN VX Equity 631 6,962 23.63 25.77 10.10 0.90% 78.17
ABBV US Equity 194 5,335 49.49 51.29 4.21 0.86% (7.65)
ABEV US Equity (182) (7,232) 7.25 7.43 -2.41 1.05% 65.68
ABEV3 BZ Equity (120) (4,154) 7.29 7.50 -2.74 1.05% 15.80
ABI BB Equity 220 6,721 102.03 105.36 3.94 0.83% (42.48)
ABT US Equity (48) 4,097 38.86 38.41 -1.93 0.61% (9.14)
ABX CN Equity 238 (3,534) 19.23 17.94 4.85 1.39% 70.44
ABX US Equity 220 (3,067) 19.34 17.95 5.24 1.37% 56.88
ACA FP Equity 7,080 5,408 6.83 15.78 104.27 1.26% 101.71
ACE US Equity 231 6,435 95.44 98.86 6.84 0.52% 69.60
ACN US Equity 181 10,703 77.97 79.29 2.00 0.84% 34.77
ADP US Equity 81 1,193 72.36 77.30 12.21 0.56% 5.03
AFL US Equity (74) 6,379 63.78 63.05 -2.33 0.50% 39.83
AGN US Equity 1,138 9,698 110.56 123.53 13.42 0.87% 142.13
Al FP Equity 62 8,248 134.80 135.81 1.14 0.66% (24.74)
AIG US Equity 110 4,012 48.66 49.99 2.99 0.91% 15.37
AIR FP Equity 2,913 4,177 42.47 72.09 75.48 0.92% (22.93)
ALV GR Equity 529 2,761 142.27 169.50 21.81 0.88% 17.04
ALVG IX Equity 398 2,100 142.59 169.65 21.56 0.88% 16.40
AMGN US Equity 7,539 22,886 92.78 123.35 31.72 1.04% 335.66
AMT US Equity 802 10,655 76.29 82.03 11.55 0.65% (4.73)
AMZN US Equity 503 2,821 287.66 338.98 17.42 1.02% (24.01)
ANZ AU Equity 349 5,741 28.92 30.68 8.02 0.76% 68.06
APA US Equity (21) (6,870) 82.74 82.99 0.44 0.69% (29.74)
APC US Equity (299) (6,360) 81.31 85.13 -6.39 0.73% (37.30)
AXP US Equity 2,751 10,373 71.56 90.54 34.55 0.77% (35.39)
AZN LN Equity 3,888 12,676 49.80 65.08 36.67 0.84% (123.89)
AZN SS Equity 3,440 11,669 50.40 65.26 37.09 0.79% (62.03)
AZN US Equity 3,718 12,432 49.96 64.90 37.24 0.80% (130.46)
BA US Equity (28) (1,944) 123.81 125.56 -1.77 0.80% (15.73)
BAC US Equity 10,335 10,884 8.82 17.20 95.69 0.99% 263.79
BARC LN Equity 23 (2,705) 3.91 3.88 0.68 1.24% (20.54)
BAS GR Equity 1,061 7,333 97.30 111.38 14.27 1.01% 82.88
BATS LN Equity 291 5,703 53.08 55.80 5.88 0.87% 49.28
BAX US Equity (636) (6,437) 66.82 73.43 -10.64 0.93% (29.68)
BAYN GR Equity 9,086 11,757 76.64 135.86 75.90 1.02% (8.97)
BBAS3 BZ Equity (299) (1,954) 8.70 10.03 -8.06 1.90% (24.55)
BBD US Equity (157) (2,697) 12.96 13.71 -3.77 1.55% (21.75)
BBDC4 BZ Equity (231) (2,901) 12.74 13.76 -4.87 1.64% (35.27)
BBL US Equity (135) (4,057) 59.69 61.67 -3.45 0.96% 2.40
BBVA SM Equity 1,122 5,790 10.12 12.08 17.29 1.12% (56.36)
BCE CN Equity (9) (6,644) 43.17 43.23 -0.24 0.55% (59.25)
BCS US Equity 18 (2,758) 15.73 15.63 0.51 1.25% (25.81)
BEN US Equity 85 2,447 52.34 54.17 3.10 1.12% 24.75
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BG/ IN Equity (288) (4,379) 17.51 18.66 .8.89 0.74% (27.43)
BHP AU Equity (80) 6,689 34.32 33.92 0.96 1.25% 108.31
BHP US Equity (6) 6,839 67.77 67.71 -0.09 0.95% 21.38
6116 US Equity 253 1,066 245.93 304.25 15.41 1.54% 12.66
BIL S1 Equity (81) (2,643) 30.29 31.21 -2.73 1.12% (22.71)
BK US Equity 642 8,609 32.86 35.31 8.86 0.84% 38.28
BLK US Equity 172 1,171 274.17 314.51 16.72 0.88% 14.46
BLT LN Equity (106) (3,166) 29.93 30.93 -3.29 1.02% (4.49)
BMO CN Equity 210 8,370 65.44 67.09 4.62 0.54% 69.16
BMW GR Equity 1,427 5,076 98.63 126.35 23.45 1.20% (25.00)
BMY US Equity 6,219 13,669 35.71 51.96 40.77 1.12% (83.02)
BN FP Equity (22) (3,684) 70.54 70.96 M.73 0.82% 2.51
BNP FP Equity 1,381 5,498 61.78 77.30 22.36 1.12% 44.13
BNS CN Equity 44 7,633 57.74 58.07 1.08 0.54% 62.68
BP/ LN Equity 354 9,797 7.76 8.04 5.79 0.62% (17.01)
BRK/B US Equity 553 11,056 118.69 124.62 8.10 0.62% 92.91
BSBR US Equity 880 (8,171) 6.18 5.52 7.56 1.42% (160.94)
BUD US Equity 227 6,846 102.05 105.43 3.90 0.85% (28.34)
BX US Equity 286 2,976 30.31 33.22 7.44 1.29% 20.08
C US Equity (51) 1,426 49.34 47.66 -3.18 1.12% 10.02
CA FP Equity 529 2,976 32.90 38.75 16.08 1.11% 20.12
CAT US Equity 1,546 13,025 89.10 99.67 19.00 0.62% 52.33
CBA AU Equity 498 8,462 67.92 71.92 8.57 0.69% 93.86
CBS US Equity 328 1,267 49.35 62.11 28.78 0.90% (5.46)
CCL US Equity 316 7,821 36.20 37.67 3.82 1.06% 81.23
CELG US Equity 36 (2,176) 142.79 140.41 1.34 1.24% 7.58
CFR VX Equity 44 4,011 94.53 95.56 1.16 0.94% 40.63
CL US Equity 1,805 18,685 58.99 64.69 18.94 0.51% 143.66
CM CN Equity 376 8,334 82.53 86.25 7.76 0.58% 39.19
CMCSA US Equity 4,039 17,408 40.65 50.08 27.48 0.84% 243.96
CMCSK US Equity 6,553 18,900 36.26 48.84 42.59 0.81% 241.87
CNI US Equity 1,210 12,873 51.38 56.20 15.32 0.61% 162.39
CNQ CN Equity 525 7,768 35.76 38.18 8.51 0.79% 28.86
CNR CN Equity 1,200 12,425 51.30 56.25 15.48 0.62% 161.62
COF US Equity 843 6,077 67.68 77.07 15.36 0.90% 91.41
COP US Equity (453) (7,980) 66.64 70.42 -11.50 0.49% (41.89)
COST US Equity (86) 2,528 115.59 111.79 -5.81 0.58% (2.06)
COV LN Equity • 5,151 #WA N/A 0.00 0.31%
COV US Equity 1,031 7,080 64.09 73.42 22.13 0.66% 89.32
CRM US Equity (4) 2,054 56.89 56.77 M.15 1.35% 21.32
CS FP Equity 1,866 5,387 19.39 26.11 31.62 1.10% (13.15)
CSCO US Equity (160) (4,977) 21.79 22.49 -4.48 0.72% (18.13)
CSX US Equity 1,377 8,914 25.07 28.95 20.66 0.75% 148.78
CVE CN Equity (64) (10,449) 28.70 28.87 .0.78 0.79% (170.05)
CVS US Equity 2,016 11,707 63.89 74.89 29.75 0.58% 129.04
CVX US Equity (476) (8,207) 112.39 118.91 -10.62 0.55% (42.13)
D US Equity 2,222 12,502 60.24 70.95 30.41 0.58% (9.71)
EFTA00288119
DAI GR Equity 7,326 13,908 62.20 94.97 41.86 1.26% 171.39
DBK GR Equity (11) (2,267) 44.63 44.85 -0.39 1.27% (25.11)
DD US Equity 2,856 12,908 54.93 67.09 35.99 0.61% 63.39
DDAIF US Equity 4,178 8,377 63.20 94.73 38.17 1.31% 43.69
DE US Equity 421 8,537 85.81 90.05 7.50 0.66% 150.32
DELL US Equity 6,820 #WA N/A 0.00 0.07%
DG FP Equity 4,455 9,889 51.34 74.46 51.43 0.88% (19.14)
DGE LN Equity 34 1,333 30.40 31.19 1.87 1.38% 3.89
DHR US Equity 2,348 8,458 58.57 74.82 46.75 0.59% 118.22
DIS US Equity 1,683 9,908 68.36 79.98 19.99 0.85% 137.39
DISCA US Equity (40) 6,387 83.32 82.80 0.81 0.77% 41.40
DNB NO Equity 985 9,735 15.77 17.37 12.41 0.81% 58.78
DOW US Equity 2,294 7,135 36.81 48.65 40.59 0.79% 45.07
DPW GR Equity 179 660 29.41 37.39 19.32 1.41% (5.67)
DTE GR Equity 4,439 13,883 12.27 16.19 26.92 1.19% 81.83
DTV US Equity 2,500 10,622 61.97 76.56 23.89 0.99% 190.03
DUK US Equity (179) (8,822) 69.60 71.02 4.19 0.49% (94.34)
DVN US Equity 610 9,424 62.50 66.55 10.00 0.65% 169.85
EBAY US Equity 151 6,678 54.29 55.51 2.74 0.82% 37.23
Ea US Equity 215 9,210 105.22 107.67 3.37 0.69% 116.41
EDF FP Equity 6,277 9,189 23.45 39.46 86.58 0.79% 174.11
EMC US Equity 932 10,986 25.35 27.50 13.02 0.65% (0.82)
EMR US Equity 15 3,018 66.52 66.86 0.69 0.73% 0.57
ENB CN Equity 170 6,351 44.29 45.47 4.44 0.60% 35.32
ENEL IM Equity 2,314 7,854 4.36 5.65 27.74 1.06% 33.58
ENI IM Equity 396 8,365 23.89 25.02 7.18 0.66% 64.04
EOAN GR Equity 125 2,996 18.77 19.55 4.32 0.97% 22.60
EOG US Equity 2,039 5,818 145.52 196.52 42.80 0.82% (23.77)
EPD US Equity 1,154 12,236 63.23 69.19 19.23 0.49% 40.51
ERICB SS Equity 499 6,776 12.37 13.28 8.87 0.83% 67.29
ESRX US Equity 1,263 9,815 66.69 75.27 18.00 0.72% (31.54)
ETN US Equity 192 5,260 72.48 75.13 3.89 0.94% 68.14
F US Equity (187) (3,621) 14.82 15.58 -7.82 0.66% (24.03)
F8 US Equity 995 2,630 44.06 60.72 25.53 1.48% (3.61)
FCX US Equity 13 1,751 32.73 32.98 0.62 1.23% 6.76
FDX US Equity 409 4,271 120.94 132.53 16.36 0.59% 2.57
FOX US Equity (120) 3,508 32.22 31.15 -3.79 0.91% 37.75
FOXA US Equity (121) 3,404 33.11 31.97 -3.80 0.93% 39.68
FP FP Equity 905 11,013 60.83 65.83 11.12 0.74% (25.24)
G IM Equity 178 3,588 21.32 22.38 6.04 0.82% 14.89
GE US Equity 2,113 13,140 22.32 25.91 21.12 0.76% 11.14
GILD US Equity 16,046 8,316 24.02 70.38 136.60 1.41% 395.50
GIS US Equity 742 14,190 49.27 51.85 9.89 0.53% 143.90
GLE FP Equity 799 3,248 49.51 61.69 19.86 1.24% 38.23
GLEN LN Equity 51 (4,634) 5.24 5.18 0.75 1.46% 36.86
GLW US Equity 3,317 11,635 16.25 20.88 34.83 0.82% 180.12
GM US Equity 35 (2,999) 34.78 34.38 1.22 0.94% 36.14
EFTA00288120
GOOG US Equity 3,815 12,660 862.28 1,122.14 43.94 0.69% (52.15)
GS US Equity 2,591 5,468 110.98 163.57 52.75 0.90% 38.77
GSK LN Equity 102 5,707 26.22 26.69 2.64 0.68% (76.47)
GSZ FP Equity 917 8,189 24.60 27.36 9.85 1.14% 15.34
HAL US Equity 1,251 6,000 48.95 59.15 21.90 0.95% (4.80)
HD US Equity 2,481 13,333 66.67 79.07 26.70 0.70% 31.64
HMB SS Equity 238 6,110 40.79 42.38 3.65 1.07% 28.65
HON US Equity 6,129 11,930 61.10 92.49 83.99 0.61% 276.44
HPQ US Equity 2,014 7,393 25.45 32.39 25.29 1.08% 53.75
HSBA LN Equity • 883 10.15 10.15 0.00 0.86% (1.55)
IBE SM Equity 1,942 7,382 5.54 7.00 41.69 0.63% 2.93
IBM US Equity 9 1,985 191.85 192.76 0.76 0.62% 19.08
IMT LN Equity 1,397 11,176 36.04 40.54 17.31 0.72% (21.64)
INTC US Equity 879 10,787 23.94 25.89 13.51 0.60% 132.12
ISP IM Equity 4,306 5,699 1.93 3.39 57.37 1.32% 243.23
ITUB US Equity (357) (4,727) 13.81 14.85 4.80 1.57% (51.66)
ITUB4 BZ Equity • 508 14.95 14.95 0.00 1.49% 8.11
ITW US Equity 2,816 14,011 67.84 81.47 28.96 0.69% 144.13
ITX SM Equity (85) (4,597) 147.96 150.70 -1.74 1.06% 24.39
JO US Equity 468 2,384 39.54 47.31 23.38 0.84% 47.14
JNJ US Equity 5,283 14,890 72.46 98.16 70.50 0.50% 128.68
JPM US Equity 1,380 8,516 52.29 60.76 17.43 0.93% 102.45
KMB US Equity 255 7,934 106.69 110.12 5.83 0.55% 28.44
KMI US Equity 473 (8,600) 34.31 32.43 7.10 0.77% (60.33)
KO US Equity 18 (6,962) 38.83 38.73 0.55 0.48% 35.72
LBTYA US Equity (50) 2,272 84.89 83.06 .2.09 1.06% 12.16
LBTYK US Equity 87 1,975 78.04 81.47 4.65 0.95% 9.49
LIN GR Equity 88 8,087 198.03 200.19 1.62 0.67% 4.36
LLOY LN Equity 2,228 5,658 0.89 1.25 41.39 0.95% 50.31
LLY US Equity (7) 2,868 58.84 58.70 -0.30 0.81% 40.83
LMT US Equity 665 2,016 122.48 162.85 41.92 0.79% 37.89
LNKD US Equity 77 (1,866) 195.56 187.52 2.12 1.94% 31.73
LOW US Equity 86 7,829 48.41 48.94 1.49 0.74% 9.02
LVS US Equity 2,129 6,808 61.33 80.51 26.22 1.19% 248.96
LYB US Equity 1,156 2,297 59.29 89.12 67.49 0.75% 35.40
MA US Equity 2,071 3,542 46.99 74.46 66.67 0.88% 98.38
MAERSKB DC Equity 6,520 14,148 8,212.58 11,997.28 36.19 1.27% 533.47
MC FP Equity (13) 4,131 183.39 182.82 -0.43 0.73% (15.57)
MCD US Equity (149) (4,463) 94.88 98.04 .6.87 0.49% (45.32)
MCK US Equity 158 2,181 164.92 176.83 8.47 0.85% 24.12
MDIZ US Equity 2,838 13,641 28.68 34.65 37.74 0.55% 125.75
MDT US Equity 8,711 20,811 43.22 61.32 50.62 0.83% 422.05
MET US Equity 1,455 7,556 44.37 52.91 21.34 0.90% 75.27
MFC CN Equity 4,440 8,003 12.38 19.24 72.64 0.76% 69.58
MHS US Equity • 5,485 #WA N/A 0.00 1.17%
MMM US Equity 8,483 21,331 96.89 135.43 66.95 0.59% 240.90
MO US Equity 250 8,275 36.30 37.40 5.53 0.55% 67.15
EFTA00288121
MON US Equity 819 11,917 106.02 113.31 10.44 0.66% 125.76
MOS US Equity • • 49.83 0.82%
MRK US Equity 1,510 11,769 50.18 56.62 15.11 0.85% 65.78
MS US Equity 215 1,649 27.57 31.17 11.21 1.17% 8.55
MSFT US Equity 1,330 8,007 35.30 41.17 20.06 0.83% 195.75
MUV2 GR Equity 653 6,116 197.70 218.81 16.42 0.65% 13.30
NAB AU Equity 442 8,018 31.24 32.97 7.05 0.78% 79.19
NCM AU Equity • • 9.17 1.98%
NEE US Equity 4,645 14,649 72.62 95.65 47.01 0.67% 220.84
NEM US Equity 2,400 (7,392) 34.95 23.60 21.37 1.52% 82.16
NESN VX Equity 822 9,821 69.64 75.47 15.18 0.55% 107.63
NG/ LN Equity 1,973 12,375 11.86 13.75 29.41 0.54% (13.56)
NKE US Equity 603 5,145 66.10 73.85 12.98 0.90% 12.64
NOK US Equity 3,871 4,498 3.96 7.37 77.10 1.12% 41.51
NOV US Equity 163 4,672 75.18 77.81 3.71 0.94% 28.06
NOVN VX Equity 5,954 18,291 63.81 84.57 38.14 0.85%ff 803.64
NOVOB DC Equity 1,208 9,444 40.35 45.51 12.76 1.00% 30.14
NSC US Equity 1,985 9,797 80.78 97.15 25.98 0.78% 111.15
NVS US Equity 4,733 15,510 65.07 84.93 37.18 0.82% 772.88
OGXP3 BZ Equity 5,055 (5,180) 4.43 0.11 34.33 2.84% 75.54
OR FP Equity (44) (1,515) 160.73 165.35 -4.07 0.71% (4.76)
ORA FP Equity 789 5,434 12.87 14.73 9.31 1.56% 28.08
ORCL US Equity 1,684 7,995 33.68 40.77 27.71 0.76% 294.74
OXY US Equity 32 7,355 95.04 95.45 0.60 0.72% 29.74
PBR US Equity 37 (2,814) 13.30 13.13 0.72 1.81% (12.43)
PBR/A US Equity 11 (2,795) 13.87 13.81 0.22 1.83% (29.19)
PCLN US Equity 781 3,043 956.05 1,201.43 21.89 1.17% 9.14
PCP US Equity 22 1,891 248.74 251.67 1.47 0.80% 45.06
PEP US Equity 100 6,728 82.17 83.39 2.78 0.54% 33.95
PETR3 BZ Equity (25) (2,923) 6.54 6.60 -0.46 1.86% (21.76)
PETR4 BZ Equity 3 (3,123) 6.95 6.94 0.06 1.85% (43.24)
PFE US Equity 4,990 21,828 26.10 32.07 35.05 0.65% 27.79
PG US Equity 204 7,620 78.29 80.39 5.37 0.50% 53.68
PHIA NA Equity • 35.29 1.05%
PM US Equity 460 (10,166) 85.47 81.60 6.94 0.65% (112.81)
PNC US Equity 1,225 8,425 75.96 87.01 18.52 0.79% 147.05
POT CN Equity • 1,002 36.10 36.10 0.00 0.75% 15.42
POT US Equity • 1,008 36.08 36.08 0.00 0.74% 14.70
PRU LN Equity 7,088 10,521 12.76 21.36 69.54 0.97% 205.16
PSA US Equity 602 9,758 158.87 168.68 11.22 0.55% 15.27
PSX US Equity 1,165 6,030 64.65 77.14 23.25 0.83% 24.94
PX US Equity 2,473 16,340 113.54 130.72 31.04 0.49% 193.24
QCOM US Equity 2,321 12,547 66.83 79.19 27.87 0.66% 14.81
QQQ US Equity 5,651 19,920 68.46 87.88 56.99 0.50% 128.00
RAI US Equity 148 6,737 52.22 53.37 2.04 1.08% 40.59
RDS/A US Equity (1) 4,217 73.28 73.27 -0.03 0.60% 7.86
RDS/B US Equity 171 5,791 76.05 78.29 4.99 0.59% 40.26
EFTA00288122
RDSA LN Equity 255 4,065 34.51 36.68 10.51 0.60% 19.74
RDSA NA Equity 6 4,084 36.63 36.68 0.27 0.56% 18.93
RDSB IN Equity 229 5,177 37.57 39.23 7.27 0.61% 54.31
REGN US Equity (34) 6,240 302.78 301.12 .0.37 1.48% (78.75)
RIO AU Equity 566 59.04 59.04 0.00 1.34% 6.75
RIO IN Equity 89 4,599 54.73 55.78 1.40 1.37% 66.08
RIO US Equity 158 4,934 54.04 55.78 2.37 1.35% 89.21
ROG VX Equity 7,034 17,035 212.78 300.65 60.41 0.68% 120.77
RY CN Equity 81 6,882 65.30 66.07 2.38 0.50% 52.86
SAS LN Equity 383 7,173 47.60 50.14 5.88 0.91% (18.56)
SAN FP Equity (62) (6,174) 103.67 104.71 -1.12 0.90% (35.21)
SAN SM Equity 1,028 7,256 8.35 9.53 14.56 0.97% 174.49
SAN US Equity 864 5,900 8.38 9.60 14.96 0.98% 172.04
SAP GR Equity 29 3,444 80.36 81.04 0.96 0.88% 31.45
SAP US Equity 38 3,712 80.43 81.25 1.16 0.89% 48.97
SBUX US Equity (104) 5,096 75.07 73.58 -2.24 0.91% (2.96)
SGO FP Equity 2,934 7,836 44.08 60.59 30.07 1.25% 110.35
SI US Equity 803 4,504 114.69 135.14 16.00 1.11% (19.69)
SIE GR Equity 947 5,345 114.81 135.16 17.24 1.03% (24.18)
SLB US Equity 1,446 7,174 81.27 97.65 25.13 0.80% (3.71)
SMSN LI Equity 185 (7,500) 642.17 626.31 2.60 0.95% (55.53)
SO US Equity 98 5,537 43.08 43.84 3.34 0.53% 70.13
SPG US Equity 16 2,408 162.93 164.03 1.08 0.63% 8.81
SREN VX Equity 1,506 10,006 80.46 92.57 20.56 0.73% 77.05
STAN LN Equity 263 (6,124) 21.91 20.97 4.52 0.95% (37.47)
STL NO Equity 792 9,521 26.10 28.28 10.92 0.76% (39.24)
STT US Equity 24 3,676 69.13 69.58 0.58 1.12% 37.03
SU CN Equity (244) (3,716) 32.80 34.96 •10.90 0.60% (63.67)
SU FP Equity 347 6,518 84.31 88.80 4.78 1.11% 27.47
SU US Equity (222) (4,644) 33.36 34.96 -7.91 0.60% (79.63)
SWEDA SS Equity 459 6,088 24.78 26.65 6.78 1.11% 116.28
SYNN VX Equity (446) (8,069) 359.52 379.41 -7.52 0.74% 25.66
7 US Equity (261) (8,928) 34.20 35.20 -4.91 0.60% (57.43)
TD CN Equity 285 8,245 45.38 46.95 6.54 0.53% 55.15
TEF SM Equity 66 3,631 15.57 15.85 2.11 0.86% 36.84
TEF US Equity 67 3,406 15.52 15.82 2.29 0.85% 27.46
TGT US Equity 526 (10,717) 63.57 60.45 5.90 0.83% (98.14)
T1X US Equity 2,913 9,492 46.31 60.53 46.94 0.65% 118.90
TLS AU Equity 165 6,561 4.59 4.70 4.21 0.60% 64.43
TLSN SS Equity (23) 3,542 7.58 7.53 -0.73 0.88% 35.75
TM US Equity 171 (6,829) 115.81 112.91 3.00 0.84% 2.72
TMO US Equity 9,096 10,218 63.59 120.20 130.35 0.68% 229.66
TOT US Equity 658 5,823 59.06 65.74 14.78 0.76% (20.62)
TRP CN Equity (222) (5,562) 43.75 45.50 -6.97 0.57% (41.73)
TRV US Equity 74 4,763 83.58 84.88 3.10 0.50% 57.50
TSCO LN Equity 1,117 (7,398) 5.65 4.80 12.75 1.18% 254.19
TWC US Equity 748 5,234 120.22 137.41 17.39 0.82% 69.04
EFTA00288123
TWX US Equity (131) 7,395 66.38 65.23 -2.29 0.77% 64.89
TXN US Equity 4,278 12,205 34.93 47.17 47.42 0.74% 156.16
TYC US Equity 10,783 24,080 29.17 42.23 64.87 0.69% 248.03
UBS US Equity 360 5,489 19.43 20.71 6.44 1.02% 115.60
UBSN VX Equity 293 5,158 19.51
ℹ️ Document Details
SHA-256
f8de193049caa6a83cf91425b07242c914848a537931c785e88e7bc5d31b73cc
Bates Number
EFTA00288111
Dataset
DataSet-9
Document Type
document
Pages
16
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