📄 Extracted Text (5,621 words)
Atorus, LLC 3/26/2014
Current Date: 3/26/2014 Change on Day: 0.64%
Total Return since 1/1/12: 81.01% MSCI World Change on
712M Return: 43.60% Day -0.08%
T90 Day Return: 1.97% No of Positions
T30 Day Return: •1.52% (+MTM) on Day 234
Current Long Exposure @ Cost: 4,595,659 No of Positions (-MTM)
Current Short Exposure @ Cost: (1,131,069) on Day 211
Net Exposure: 3,464,590 Current No. of
Starting Capital: 1,000,000 Positions: 452
Current NAV: 1,810,139 Current Leverage
(Gross Exposures): 3.16
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 Vo!adj. Risk Listed Equities
Target Voladj. 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
2,000,060.00
1,800,000.00
1600,000.00
1,400,000 00
1,200,000.00
-NAV
1000,000.00
800,000.00
e Orb irst evo,
600,000.00
'V 9 'V 'V "V 'V "1, "1, th tit
. 4' 4"' A\''' \ry ~ry 4' 0) 4r A\ 4 4' 4
EFTA00288688
Atorus, LLC 3/26/2014
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 25.42%1 46 Positions 28.38%
IBOV Index (22,524) 0.39% CA_TSY CREDIT 6,149 0.34%
CO1 Comdty (24,622) 0.43% UTX US Equity 6,150 0.34%
MEXBOL Index (26,146) 0.46% SX6P Index 6,346 0.35%
INDEXCF Index (26,563) 0.46% SMI Index 6,446 0.36%
ZA_TSY CREDIT (33,149) 0.58% BMY US Equity 6,468 0.36%
SHCOMP Index (33,700) 0.59% FTSEMIB Index 6,543 0.36%
AU TSY CREDIT (37,984) 0.66% SXSE Index 6,569 0.36%
US_TSY CREDIT (50,168) 0.88% CMCSK US Equity 6,583 0.36%
JP_TSY CREDIT (59,678) 1.04% V US Equity 6,586 0.36%
SXDP Index 61,075 1.07% DAI GR Equity 6,721 0.37%
SPX Index 62,272 1.09% ROG VX Equity 6,939 0.38%
CH_TSY CREDIT 65,265 1.14% ACA FP Equity 6,992 0.39%
DK_TSY CREDIT 67,396 1.18% AMGN US Equity 7,033 0.39%
AT_TSY CREDIT 72,913 1.27% PSI20 Index 7,033 0.39%
STBCNZL Index 73,231 1.28% HEX Index 7,357 0.41%
FI_TSY CREDIT 74,240 1.30% PRU LN Equity 7,487 0.41%
DE_TSY CREDIT 74,397 1.30% XLY US Equity 7,646 0.42%
FR_TSY CREDIT 75,130 1.31% MDT US Equity 7,889 0.44%
BE_TSY CREDIT 75,235 1.31% BEL20 Index 8,002 0.44%
NL_TSY CREDIT 76,341 1.33% IT_TSY CREDIT 8,044 0.44%
IE_TSY CREDIT 78,270 1.37% MMM US Equity 8,114 0.45%
MY_TSY CREDIT (92,252) 1.61% MA US Equity 8,317 0.46%
SG_TSY CREDIT (95,749) 1.67% IBEX Index 8,329 0.46%
CA_TSY CREDIT (97,153) 1.70% DAX Index 8,357 0.46%
ASE Index 8,361 0.46%
BAYN GR Equity 8,903 0.49%
TMO US Equity 8,938 0.49%
KFX Index 9,514 0.53%
NAV Impact by Category & Exposure SXAP Index 10,086 0.56%
Listed Equity Long 0.337% SXOP Index 10,114 0.56%
Listed Equity Short -0.184% ES_TSY CREDIT 10,327 0.57%
EquityCom Long 0.298% MC US Equity 10,418 0.58%
EquityCom Short 0.010% LUXXX Index 10,447 0.58%
G20 Rates Long 0.100% TYC US Equity 10,925 0.60%
G20 Rates Short -0.076% SXMP Index 11,059 0.61%
SXIP Index 11,878 0.66%
XLV US Equity 12,022 0.66%
NDX Index 12,395 0.68%
RTY Index 13,198 0.73%
SPX Index 16,977 0.94%
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SXTP Index 22,612 1.25%
SXDP Index 23,247 1.28%
ISEQ Index 24,807 1.37%
GILD US Equity 28,669 1.58%
IE_TSY CREDIT 30,619 1.69%
STBCNZL Index 36,030 1.99%
No. Names by Category
APAC Long 26
APAC Short 25
(MEA Long 72
EMEA Short 18
AMER Long 165
AMER Short 51
EquityCom Long 60
EquityCom Short 12
G20 Rates Long 15
G20 Rates Short 8
Total Long 338
Total Short 114
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)
EFTA00288690
Atorus, LLC 3/26/2014
Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit)
2.003,000 5,000.030
4,000.000
1,500000
3000.000
3,000,000 —APAC
2000.000
— EMEA
—AMER
1,000.000
— EquityCom
—G20 Rates
, ,NexEposule RIG
'O. 411. ad1
, 41, t), A t m 4> Cir se. (1.000.0(M)
Ale Av Av Av ,4(19' A v •v
_ r, v • \C” r r 01
(060
4t . 4i9Gt SIS9N 0 1# O V O V
(2,004003)
(1,030,000) (3.000.003)
Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
- APAC
— EMEA
— AMER
— EquityCom
G20 Rates
•••••••••••-er s.oe\f„.....,
4,1•• •O• •O• •O• .;.1) gs, <!) 4,'Y sb
/ 9 " 9 oil %It / 9 51 At\n' ce9,‘1, 9 1 9 d t9
EFTA00288691
Atorus, LIC 3/26/2014
Current Gross Notional Risk by Category
242,090
579,115
1,334,599 r ■ APAC
■ EMEA
■ AMER
■ EquityCom
■ G20 Rates
Performance Vs. MSCI World Index
Rolling 30 Day Realized Volatility - Atorus
EFTA00288692
Atorus, LLC 3/26/2010
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles)
70.00
60.00
50.00
Pit Vol Days by
40.00 Position
30.00
20.00
10.00
aco
4, 4. 4, 4 4 4> dr. dp 4 4, 01* 4 4 4 4, 4 4, 4
moo # _ # oo _oo # # oo # (3O _ (so # _oo # # # _oo # _oo #
7 7 7 7
Percentile No. Vol Da vs
0.00% -8.50 MTM Gains(Losses) % of NAV "Signficant"
5.00% -3.83 (<7 Vol Days) 1.41%
10.00% -2.12 MTM Gains(Losses) % of NAV "Signficant"
15.00% -0.58 (>7 Vol Days) 49.28%
20.00% 0.16
25.00% 0.96
30.00% 2.18
35.00% 3.46
40.00% 4.58
45.00% 5.67
50.00% 7.56
55.00% 10.02
60.00% 13.09
65.00% 16.79
70.00% 20.27
75.00% 24.96
80.00% 28.76
85.00% 35.74
90.00% 45.93
95.00% 66.78
100.00% 171.62
EFTA00288693
Atorus, LLC 3/26/2014
Portfolio -Listed Equty Portfolio
Current Price P/I. in Vol 30P Realized Change on Day
Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD)
000270 KS Equity (318) (5,144) 51.62 54.81 -5.82 1.06% (77.36)
005380 KS Equity 57 1,799 217.04 223.94 2.44 1.30% 54.66
005490 KS Equity (86) (3,782) 273.49 279.74 -2.13 1.07% (24.28)
005930 KS Equity 484 (6,775) 1,281.29 1,189.72 8.94 0.80% (165.92)
012330 KS Equity 947 5,282 244.69 288.54 18.71 0.96% 130.87
1 HK Equity 390 8,073 15.56 16.31 4.83 1.00% 193.66
1299 HK Equity (1) 1,634 4.67 4.67 -0.05 0.78% 18.81
13 HK Equity 2,075 12,243 11.40 13.33 17.46 0.97% 137.89
16 HK Equity 523 (9,935) 12.66 11.99 7.76 0.68% (98.85)
27 HK Equity (9) 123 9.62 8.95 -5.08 1.48% (0.67)
2914 JP Equity 189 (4,719) 32.47 31.17 3.73 1.07% (119.11)
3382 JP Equity (57) 1,310 37.63 36.05 -3.59 1.22% 536
4063 JP Equity 127 (4,536) 56.40 54.82 2.36 1.19% (1.03)
4502 JP Equity 72 2,732 47.02 48.26 3.46 0.76% 1.41
4689 JP Equity (101) 1,224 6.03 5.57 -6.17 1.33% (5.08)
5 HK Equity (48) 741 10.77 10.12 -6.67 0.96% 5.52
5108 JP Equity (35) 700 36.27 34.54 -3.83 1.30% 14.95
5401 JP Equity 529 (5,511) 2.89 2.62 8.18 1.17% (32.04)
6301 JP Equity 29 (3,515) 20.64 20.47 0.67 1.23% (65.73)
6752 JP Equity 1,253 4,145 9.01 11.74 16.81 1.80% (28.46)
6902 JP Equity 508 47.77 47.77 0.00 1.44% 3.12
6954 JP Equity 811 6,393 157.65 177.65 9.15 1.39% (11.91)
7201 JP Equity 26 (3,743) 8.85 8.79 0.71 0.97% (46.06)
7203 JP Equity 105 (4,371) 56.30 54.95 2.66 0.91% (77.78)
7267 JP Equity 266 (4,885) 36.43 34.44 5.69 0.96% (21.41)
762 HK Equity 417 (5,162) 1.38 1.27 6.61 1.22% (86.58)
7751 JP Equity 244 (6,865) 31.44 30.32 3.56 1.00% (64.57)
8031 JP Equity 5 (3,019) 14.11 14.09 0.15 1.06% (51.53)
8058 JP Equity 833 18.49 18.49 0.00 0.88% 4.63
8306 JP Equity 278 (3,379) 5.79 5.32 6.46 1.27% (80.36)
8316 JP Equity 213 (3,874) 44.27 41.84 4.44 1.24% (97.72)
8411 JP Equity 7 (4,072) 1.99 1.99 0.21 0.79% (38.11)
8604 JP Equity 161 (2,467) 6.76 6.32 5.67 1.15% (23.11)
8801 JP Equity (8) (1,392) 28.94 29.11 -0.37 1.59% (21.74)
8802 JP Equity 422 (5,009) 24.84 22.75 5.53 1.52% (135.11)
9020 JP Equity 204 (6,167) 75.41 72.91 2.80 1.18% 58.40
941 HK Equity 1,715 (11,819) 10.19 8.71 15.65 0.93% (33.94)
9432 JP Equity 15 6,077 53.19 53.33 0.18 1.36% 51.03
9433 JP Equity 3,313 9,476 42.13 56.87 24.96 1.40% (28.48)
9437 JP Equity 26 (7,723) 15.62 15.56 0.39 0.87% (14.76)
9983 JP Equity (131) 3,177 368.45 353.84 -3.12 L33% 14.13
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9984 JP Equity 1,395 2,048 46.70 78.50 40.97 1.66% (47.42)
AAPL US Equity 403 7,877 518.25 544.74 7.56 0.68% 29.45
ABB US Equity 449 6,661 23.59 25.18 8.05 0.84% 62.10
ABBN VX Equity 467 6,962 23.63 25.21 7.56 0.89% 102.85
ABBV US Equity 248 5,335 49.49 51.80 5.03 0.93% 4.38
ABEV US Equity 44 (7,232) 7.25 7.21 0.58 1.06% 13.81
ABEV3 BZ Equity 54 (6,923) 7.29 7.23 0.75 1.04% 33.03
ABI BB Equity 99 6,721 102.03 103.53 1.83 0.81% 62.87
ABT US Equity (9) 4,097 38.87 38.78 -0.32 0.67% 43.03
ABX CN Equity 196 (2,500) 19.72 18.18 5.30 1.48% 60.10
ABX US Equity 193 (2,404) 19.70 18.12 5.29 1.52% 66.19
ACA FP Equity 6,992 5,408 6.83 15.67 100.96 1.28% (3.88)
ACE US Equity 187 6,435 95.44 98.21 5.83 0.50% (60.85)
ACN US Equity 738 10,703 77.97 83.34 11.12 0.62% (2.44)
ADP US Equity 71 1,193 72.36 76.67 10.32 0.58% (2.08)
AFL US Equity (101) 7,973 63.78 62.98 -2.63 0.48% (4.51)
AGN US Equity 1,094 9,698 110.56 123.03 13.92 0.81% (170.83)
Al FP Equity 67 8,248 134.80 135.89 1.17 0.69% 29.55
AIG US Equity 117 4,012 48.66 50.08 3.27 0.89% (11.77)
AIR FP Equity 2,982 4,177 42.47 72.80 70.78 1.01% 97.94
ALV GR Equity 532 2,062 135.06 169.89 28.88 0.89% 44.24
ALVG IX Equity 397 1,568 135.45 169.76 28.42 0.89% 31.09
AMGN US Equity 7,033 22,886 92.78 121.30 29.22 1.05% (11.37)
AMT US Equity 694 10,655 76.29 81.26 10.29 0.63% (24.99)
AMZN US Equity 2,396 11,283 287.66 348.74 21.01 1.01% (185.68)
ANZ AU Equity 232 5,313 28.84 30.10 5.68 0.77% 83.98
APA US Equity 66 (6,870) 82.74 81.94 1.12 0.86% (15.08)
APC US Equity (175) (6,360) 81.31 83.56 4.00 0.69% (34.99)
AXP US Equity 2,719 10,373 71.56 90.32 35.81 0.73% (116.21)
AZN LN Equity 3,861 12,676 49.80 64.97 35.41 0.86% 154.09
AZN SS Equity 3,369 11,669 50.40 64.95 34.04 0.85% 101.19
AZN US Equity 3,710 12,432 49.96 64.86 34.34 0.87% 91.15
BA US Equity (4) (2,430) 123.81 123.99 -0.19 0.75% 2.48
BAC US Equity 10,418 10,884 8.82 17.27 105.01 0.91% (96.28)
BARC LN Equity 21 (2,705) 3.91 3.88 0.61 1.26% 16.88
BAS GR Equity 865 7,333 97.30 108.78 11.47 1.03% 99.32
BATS LN Equity 87 5,318 52.90 53.76 1.86 0.88% 21.77
BAX US Equity (302) (6,437) 66.82 69.95 -6.93 0.68% (183.52)
BAYN GR Equity 8,903 11,757 76.64 134.67 73.93 1.02% 152.73
BBAS3 BZ Equity (106) (1,954) 8.70 9.17 -3.03 1.79% (19.08)
BBD US Equity 67 (6,743) 12.96 12.83 0.71 1.41% (126.70)
BBDC4 BZ Equity (27) (7,252) 12.74 12.79 -0.26 1.42% (99.83)
BBL US Equity (78) (4,057) 59.69 60.84 -1.84 1.05% 0.07
BBVA SM Equity 1,130 5,790 10.12 12.09 17.52 1.11% 152.54
BCE CN Equity 122 (6,644) 43.17 42.38 3.62 0.51% (29.09)
Bcs US Equity 33 (2,758) 15.73 15.54 0.96 1.25% 33.31
BEN US Equity 82 2,447 52.34 54.10 3.22 1.04% 69.02
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BG/ LN Equity (209) (4,379) 17.51 18.35 -6.30 0.76% (30.50)
BHP AU Equity (109) 6,689 34.32 33.77 -1.34 1.22% 193.77
BHP US Equity (127) 6,839 67.75 66.52 -1.89 0.98% (10.59)
BBB US Equity 277 1,066 245.93 309.78 16.91 1.54% (10.58)
BIL SI Equity (45) (2,643) 30.29 30.80 -1.42 1.20% (32.49)
BK US Equity 631 7,772 32.64 35.29 9.63 0.84% 23.76
BLK US Equity 156 1,171 274.17 310.57 16.72 0.79% 22.90
BLT IN Equity (69) (3,166) 29.93 30.58 -2.05 1.06% (21.68)
BMO CN Equity 133 8,370 65.44 66.48 2.79 0.57% 61.47
BMW GR Equity 1,346 5,076 98.63 124.77 21.75 1.22% 84.05
BMY US Equity 6,468 13,669 35.71 52.61 39.98 1.18% 573.88]
BN FP Equity (84) (3,684) 70.54 72.14 -2.76 0.82% (78.11)
BNP FP Equity 1,471 5,498 61.78 78.31 22.97 1.16% (8.83)
BNS CN Equity 56 5,681 57.67 58.24 1.78 0.56% 15.12
BP/ LN Equity 177 9,797 7.76 7.90 3.03 0.60% 128.61
BRK/8 US Equity 473 11,056 118.69 123.76 6.98 0.61% (54.53)
858R US Equity 1,071 (8,171) 6.18 5.37 9.06 1.45% (184.90)
BUD US Equity 100 6,846 102.05 103.54 1.76 0.83% 58.81
BX US Equity 161 2,976 30.31 31.95 4.52 1.19% (85.77)
C US Equity (6) 3,565 49.41 49.33 -0.16 1.01% (66.50)
CA FP Equity 471 2,976 32.90 38.11 15.03 1.05% 36.38
CAT US Equity 1,390 12,179 88.47 98.57 17.63 0.65% (25.36)
CBA AU Equity 319 8,462 67.92 70.48 5.23 0.72% 123.83
CBS US Equity 339 1,267 49.35 62.56 26.86 1.00% (24.77)
CCL US Equity 355 7,821 36.20 37.85 4.35 1.04% (87.01)
CELG US Equity - 580 144.34 144.34 0.00 1.26% (0.45)
CFR VX Equity 18 1,604 93.96 95.03 1.26 0.91% 37.19
CL US Equity 1,663 18,685 58.99 64.24 18.56 0.48% 190.71
CM CN Equity 251 8,334 82.53 85.01 5.08 0.59% (103.71)
CMCSA US Equity 4,026 17,408 40.65 50.05 26.79 0.86% 146.05
CMCSK US Equity 6,583 18,900 36.26 48.89 40.29 0.86% 167.51
CNI US Equity 1,053 12,873 51.38 55.58 14.31 0.57% 29.73
CNQ CN Equity 398 7,768 35.76 37.59 6.07 0.84% 28.67
CNR CN Equity 1,037 12,425 51.30 55.58 14.42 0.58% 29.20
COF US Equity 691 6,077 67.68 75.38 13.09 0.87% (8.21)
COP US Equity (258) (7,980) 66.64 68.80 -6.65 0.49% (71.03)
COST US Equity (141) 6,321 115.67 113.14 -3.82 058% (50.17)
COV LN Equity - 5,151 MO N/A 0.00 0.31%
COV US Equity 723 7,080 64.09 70.63 17.42 0.59% 112.62
CRM US Equity (35) 2,054 56.87 55.91 -1.26 1.36% (27.73)
CS FP Equity 1,960 5,387 19.39 26.44 32.54 1.12% 120.55
CSCO US Equity (157) (4,977) 21.79 22.48 -3.88 0.81% (83.80)
CSX US Equity 1,361 8,914 25.07 28.90 22.50 0.68% (68.27)
CVE CN Equity 394 (10,449) 28.70 27.61 4.79 0.79% (110.92)
CVS US Equity 2,159 11,707 63.89 75.67 33.73 0.55% 168.21
CVX US Equity (393) (8,207) 112.39 117.78 -8.50 0.56% (61.69)
D US Equity 2,140 12,240 60.05 70.55 27.21 0.64% 121.17
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DAI GR Equity 6,721 13,908 62.20 92.27 39.91 1.21% 441.10
DBK GR Equity 15 (2,834) 44.63 44.39 0.44 1.21% (5.86)
DD US Equity 2,815 12,718 54.79 66.92 35.22 0.63% (52.93)
DDAIF US Equity 3,887 8,377 63.20 92.53 36.14 1.28% 266.28
DE US Equity 298 8,537 85.81 88.81 5.79 0.60% (29.83)
DELL US Equity 6,820 #WA N/A 0.00 0.07%
DG FP Equity 4,411 9,889 51.34 74.23 49.06 0.91% 50.53
DGE LN Equity 6 1,304 30.39 30.54 0.22 2.21% 4.62
DHR US Equity 2,961 11,278 58.57 73.94 48.09 0.55% (101.01)
DIS US Equity 1,589 9,908 68.36 79.33 20.55 0.78% (20.72)
DISCA US Equity (28) 6,387 83.32 82.95 -0.51 0.87% (8.71)
DNB NO Equity 1,209 9,735 15.77 17.73 16.38 0.76% 10.94
DOW US Equity 2,530 7,057 36.72 49.88 51.21 0.70% (153.57)
DPW GR Equity 179 660 29.41 37.38 20.37 1.33% 8.50
DTE GR Equity 4,235 13,883 12.27 16.01 25.11 1.22% 296.84
DTV US Equity 2,564 10,622 61.97 76.93 26.19 0.92% i m 679.59
DUK US Equity (20) (8,822) 69.60 69.76 A.47 0.47% 4.78
DVN US Equity 245 9,424 62.50 64.13 4.66 0.56% 7.94
EBAY US Equity 192 6,678 54.29 55.85 3.56 0.81% (68.04)
ECL US Equity 226 9,210 105.22 107.80 3.74 0.66% (81.95)
EDF FP Equity 6,058 9,189 23.45 38.90 67.44 0.98% (31.52)
EMC US Equity 974 10,986 25.35 27.60 12.98 0.68% (222.12)
EMR US Equity (60) (1,580) 63.86 66.30 •5.41 0.71% (3.90)
ENB CN Equity 82 6,351 44.29 44.86 2.08 0.62% 40.49
ENEL IM Equity 2,141 7,620 4.33 5.55 24.41 1.15% 87.28
ENI IM Equity 286 7,309 23.75 24.68 5.73 0.68% (8.98)
EOAN GR Equity 83 2,996 18.77 19.29 3.00 0.93% 13.25
EOG US Equity 1,899 5,734 144.98 192.98 42.77 0.77% 33.73
EPD US Equity 1,049 12,049 63.14 68.64 17.37 0.50% 34.94
ERICB SS Equity 426 6,004 12.27 13.14 8.40 0.84% 40.83
ESRX US Equity 1,305 9,815 66.69 75.55 17.65 0.75% (16.15)
ETN US Equity 81 5,260 72.48 73.59 1.65 0.93% (15.59)
F US Equity (124) (3,621) 14.82 15.32 -5.16 0.66% 7.97
F8 US Equity 1,082 2,630 44.06 62.17 27.67 1.49% (161.38)
FCX US Equity (23) (959) 31.11 31.85 -1.99 1.21% 8.93
FDX US Equity 537 5,338 120.94 133.12 16.19 0.62% (35.15)
FOX US Equity (96) 5,624 32.29 31.75 -2.12 0.81% 14.84
FOXA US Equity (108) 5,673 33.13 32.52 -2.28 0.84% 4.21
FP FP Equity 809 11,013 60.83 65.29 9.73 0.76% 132.83
G IM Equity 132 3,588 21.32 22.10 4.23 0.87% 22.42
GE US Equity 2,035 13,140 22.32 25.77 18.80 0.82% 112.58
GILD US Equity 28,669 13,861 24.02 73.72 171.62 1.21% 326.02
GIS US Equity 527 13,333 49.12 51.06 7.26 0.54% 5.05
GLE FP Equity 765 3,248 49.51 61.17 18.64 1.26% 44.78
GLEN LN Equity 48 (4,634) 5.24 5.19 0.71 1.46% (36.95)
GLW US Equity 3,054 11,376 16.17 20.52 32.50 0.83% 312.39
GM US Equity 26 (2,500) 34.84 34.48 1.05 0.98% 3.99
EFTA00288697
GOOG US Equity 4,227 12,660 862.28 1,150.22 55.71 0.60% (125.35)
GS US Equity 5,116 10,937 110.98 162.88 52.85 0.88% (132.57)
GSK LN Equity 154 5,707 26.22 26.93 4.05 0.67% 36.20
GSZ FP Equity 827 8,189 24.60 27.09 8.50 1.19% (34.42)
HAL US Equity 1,218 5,606 48.38 58.89 25.22 0.86% (7.97)
HD US Equity 2,497 13,333 66.67 79.15 26.28 0.71% (58.36)
HMB SS Equity 666 6,110 40.79 45.23 12.39 0.88% (7.97)
HON US Equity 5,963 11,930 61.10 91.64 95.25 0.52% (126.47)
HPQ US Equity 2,105 7,393 25.45 32.70 27.62 1.03% 118.97
HSBA LN Equity (63) (2,508) 9.90 10.15 -2.84 0.88% (10.12)
IBE SM Equity 1,712 7,382 5.54 6.82 37.45 0.62% 99.85
IBM US Equity (96) (2,014) 184.74 193.58 -7.98 0.60% (3.18)
IMT LN Equity 1,321 10,924 35.95 40.29 13.42 0.90% 32.76
INTC US Equity 701 10,787 23.94 25.49 11.40 0.57% 11.55
ISP IM Equity 3,594 5,699 1.93 3.15 51.90 1.22% 69.63
ITUB US Equity (145) (4,727) 13.81 14.24 -1.98 1.55% (58.98)
ITUB4 BZ Equity (183) (3,820) 13.59 14.24 -3.44 1.39% (32.13)
ITW US Equity 2,752 14,011 67.84 81.16 31.33 0.63% 15.88
ITX SM Equity (130) (4,597) 147.96 152.15 -2.58 1.10% (24.14)
JCI US Equity 816 2,372 34.13 45.86 41.53 0.83% (0.67)
JNJ US Equity 5,193 13,468 70.53 97.73 81.31 0.47% 171.83
JPM US Equity 1,315 8,516 52.29 60.36 17.30 0.89% (97.12)
KMB US Equity 311 7,934 106.69 110.86 6.69 0.58% 15.68
KMI US Equity 607 (8,600) 34.31 31.89 9.46 0.75% (101.37)
KO US Equity 19 (6,962) 38.83 38.73 0.59 0.47% (8.28)
LBTYA US Equity (83) 2,272 84.82 81.85 -3.83 0.95% (13.09)
LBTYK US Equity 43 1,975 78.04 79.72 2.55 0.84% (11.75)
LIN GR Equity 16 8,087 198.03 198.43 0.28 0.73% 42.77
LLOY LN Equity 2,812 7,073 0.89 1.25 39.13 1.02% M (399.98)
LLY US Equity (51) 2,868 58.82 57.80 -2.12 0.84% 25.85
LMT US Equity 633 2,016 122.48 160.95 40.61 0.77% 11.88
LNKD US Equity 79 (1,866) 195.56 187.27 2.13 1.99% (27.49)
LOW US Equity 18 7,829 48.41 48.52 0.29 0.78% (1.49)
LVS US Equity 1,866 6,808 61.33 78.13 27.28 1.00% (161.62)
LYB US Equity 1,210 2,297 59.29 90.51 74.50 0.71% (16.01)
MA US Equity 8,317 14,169 46.99 74.58 72.45 0.81% (418.20)
MAERSKB DC Equity 5,484 14,148 8,212.58 11,395.64 33.55 1.16% 64.22
MC FP Equity (13) 3,466 183.43 182.74 -0.50 0.77% 38.37
MCD US Equity (71) (5,579) 94.88 96.09 -2.83 0.45% (2.35)
MCK US Equity 141 2,181 164.92 175.58 8.39 0.77% (9.64)
MDIZ US Equity 2,705 13,641 28.68 34.37 34.09 0.58% 57.37
MDT US Equity
MET US Equity
7,889
1,612
20,811
7,556
43.22
44.37
59.61
53.83
54.24
24.38
0.70%
0.87%
r 403.54
(36.91)
MFC CN Equity 4,604 8,003 12.38 19.50 67.24 0.86% 80.11
MHS US Equity - 5,485 #N/A N/A 0.00 1.17%
MMM US Equity 8,114 21,331 96.89 133.75 66.47 0.57% (8.28)
MO US Equity 208 6,937 36.13 37.21 5.30 0.57% 65.73
EFTA00288698
MON US Equity 744 11,917 106.02 112.64 1034 0.60% (79.62)
MOS US Equity - - 49.01 0.82%
MRK US Equity 1,399 11,769 50.18 56.15 14.69 0.81%' 297.14
MS US Equity 238 1,649 27.57 31.54 12.51 1.15% (15.92)
MSFT US Equity 1,059 8,007 35.30 39.97 18.48 0.72% (73.93)
MUV2 GR Equity 598 6,116 197.70 217.02 14.49 0.67% 68.03
NAB AU Equity 307 7,534 31.14 32.41 5.13 0.79% 146.16
NCM AU Equity • - 9.30 1.98%
NEE US Equity 4,355 14,649 72.62 94.21 44.91 0.66% (72.14)
NEM US Equity 2,459 (7,392) 34.95 23.33 21.97 1.51% 266.22
NESN VX Equity 752 9,821 69.64 74.97 13.73 0.56% 89.20
NG/ LN Equity 1,763 12,114 11.82 13.54 26.56 0.55% 41.82
NICE US Equity 589 5,145 66.10 73.68 12.22 0.94% (26.27)
NOK US Equity 3,868 4,498 3.96 7.37 75.12 1.14% 120.41
NOV US Equity (11) 4,672 75.18 75.00 A.28 0.88% 15.39
NOVN VX Equity 5,146 18,291 63.81 81.76 36.64 0.77% (7.88)
NOVOB DC Equity 924 9,444 40.35 44.30 9.57 1.02% (43.68)
NSC US Equity 1,939 9,797 80.78 96.77 26.90 0.74% (97.59)
NVS US Equity 3,940 15,510 65.07 81.60 33.76 0.75% (24.88)
OGXP3 BZ Equity 5,058 (5,180) 4.43 0.11 32.42 3.01% 228.57
OR FP Equity (44) (3,787) 160.73 162.62 .1.78 0.66% (20.47)
ORA FP Equity 556 5,434 12.87 14.18 6.80 1.51% 41.20
ORCL US Equity 1,299 7,649 33.44 39.13 24.55 0.69% 193.85
OXY US Equity (93) 7,355 95.03 93.83 .1.57 0.81% (65.48)
PBR US Equity 252 (2,814) 13.30 12.11 5.45 1.64% 9.37
PBR/A US Equity 268 (2,795) 13.87 12.54 5.95 1.61% (3.25)
PCLN US Equity 812 3,043 956.05 1,211.07 22.28 1.20% (36.80)
PCP US Equity 941 5,484 212.47 248.93 23.54 0.73% (39.36)
PEP US Equity 77 4,644 81.78 83.14 2.68 0.62% 52.95
PETR3 BZ Equity 224 (2,923) 6.54 6.04 4.48 1.71% 18.18
PETR4 BZ Equity 300 (3,123) 6.95 6.28 5.84 1.64%
PFE US Equity 5,108 21,828 26.10 32.21 35.29 0.66% 351.57
PG US Equity 146 5,477 77.63 79.70 4.59 0.58% (2.01)
PHIA NA Equity - 34.57 1.05%
PM US Equity 578 (10,166) 85.47 80.61 8.77 0.65% (68.77)
PNC US Equity 1,102 8,425 75.96 85.90 17.93 0.73% (65.75)
POT CN Equity (17) (624) 34.52 35.48 -3.91 0.71% (11.66)
POT US Equity (16) (648) 34.57 35.40 -3.36 0.71% (10.42)
PRU LN Equity 7,487 10,521 12.76 21.84 80.09 0.89% (97.25)
PSA US Equity 549 9,413 158.54 167.78 10.37 0.56% (40.39)
PSX US Equity 1,196 6,030 64.65 77.48 22.48 0.88% (81.06)
PX US Equity 2,416 16,340 113.54 130.33 32.31 0.46% (157.39)
QCOM US Equity 2,275 12,547 66.83 78.94 25.40 0.71% 104.88
QQQ US Equity 5,752 19,920 68.46 88.23 62.27 0.46% (79.57)
RAI US Equity 184 6,737 52.22 53.65 2.48 1.10% 5.14
RDS/A US Equity (53) 4,217 73.27 72.36 .2.04 0.61% 27.63
RDS/B US Equity 55 5,192 75.80 76.60 1.79 0.59% 17.94
EFTA00288699
RDSA LN Equity 203 4,065 34.51 36.24 8.33 0.60% 35.49
RDSA NA Equity (45) 4,084 36.62 36.23 .1.87 0.59% 29.08
RDSB LN Equity 120 4,580 37.36 38.35 4.28 0.61% 31.43
REGN US Equity 186 6,240 302.78 311.82 2.09 1.43% 66.09
RIO AU Equity (88) (1,722) 55.84 58.71 .3.86 1.33% (57.90)
RIO IN Equity 24 4,599 54.73 55.01 0.40 1.30% 75.02
RIO US Equity 59 4,934 54.04 54.68 0.88 1.35% 25.89
ROG VX Equity 6,939 17,035 212.78 299.46 55.19 0.74% 41.52
RY CN Equity 35 4,764 65.13 65.61 1.44 0.51% 38.39
SAB LN Equity 211 7,173 47.60 49.00 3.39 0.87% 42.37
SAN FP Equity (31) (6,174) 103.67 104.18 -0.56 0.88% (28.64)
SAN SM Equity 693 7,256 8.35 9.15 10.67 0.90% 124.84
SAN US Equity 593 5,315 8.28 9.20 12.38 0.90% 89.16
SAP GR Equity (40) 2,995 80.25 79.19 -1.51 0.89% 26.47
SAP US Equity (46) 3,228 80.29 79.15 -1.62 0.89% 29.13
SBUX US Equity (73) 5,096 75.09 74.02 -1.59 0.90% (58.24)
SGO FP Equity 2,796 7,836 44.08 59.82 28.59 1.25% 131.78
SI US Equity 791 4,504 114.69 134.84 16.47 1.07% 39.44
SIE GR Equity 940 5,345 114.81 135.00 17.61 1.00% 57.45
SLB US Equity 1,293 6,528 79.94 95.78 25.96 0.76% 35.25
SMSN LI Equity 543 (7,500) 642.17 595.69 7.86 0.92% (239.27)
SO US Equity 32 5,537 43.08 43.33 1.11 0.52% (1.79)
SPG US Equity 1 718 160.18 160.32 0.14 0.63% (5.13)
SREN VX Equity 1,507 10,006 80.46 92.58 20.20 0.75% 19.21
STAN LN Equity 399 (6,124) 21.91 20.49 7.07 0.92% (142.18)
STL NO Equity 710 8,610 25.89 28.02 10.79 0.76% 9.82
STT US Equity (8) 1,509 69.61 69.22 -0.55 1.01% (15.93)
SU
ℹ️ Document Details
SHA-256
f906bd55a1f273f5a45af3b4cbfb9364d8f96b9f5424b9bacca40154f720ac4c
Bates Number
EFTA00288688
Dataset
DataSet-9
Document Type
document
Pages
16
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