OVHaiLLM/Flipper huggingface dataset:
| NET PERFORMANCE IN EUR | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | 2.72% | 3.44% |  |  | - | - |
| 1 month | 2.72% | 3.44% |  |  | - | - |
| 3 months | 5.36% | 5.83% |  |  | - | - |
| 1 year | -6.98% | -7.71% |  |  | - | - |
| Total return (since 30.11.2021) | -8.72% | -8.80% |  |  | -7.46% | -7.53% |
| STATISTICS  30.11.2021 - 31.01.2023 | Fund | Bench. |  |  | Fund | Bench. |
| Max. drawdown | -15.52% | -16.42% |  | Average coupon | 4.54% | 5.35% |
| Correlation |  | 0.995 |  | Average rating | BB+ | B+ |
| Tracking error |  | 1.36% |  | Modified duration | 3.64 | - |
|  | Yield to worst | 6.56% | - |
| Yield to worst (hedged) | 5.13% | - |
| Yield to maturity | 6.58% | - |
| Yield to maturity (hedged) | 5.15% | - |
| Number of positions | 355 | - |
| Number of issuers | 124 | - |
| Option adjusted spread (OAS) | 294 | - |

Translation (ENFR, 2023-01-31):
| PERFORMANCE NETTE EN EUR | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | 2.72% | 3.44% |  |  | - | - |
| 1 mois | 2.72% | 3.44% |  |  | - | - |
| 3 mois | 5.36% | 5.83% |  |  | - | - |
| 1 an | -6.98% | -7.71% |  |  | - | - |
| Perf. totale (depuis 30.11.2021) | -8.72% | -8.80% |  |  | -7.46% | -7.53% |
| STATISTIQUES  30.11.2021 - 31.01.2023 | Fonds | Indice |  |  | Fonds | Indice |
| Baisse maximum | -15.52% | -16.42% |  | Coupon moyen | 4.54% | 5.35% |
| Corrélation |  | 0.995 |  | Note de crédit moyenne | BB+ | B+ |
| Tracking Error |  | 1.36% |  | Duration modifiée | 3.64 | - |
|  | Yield to worst | 6.56% | - |
| Yield to worst (hedged) | 5.13% | - |
| Rendement à l'échéance | 6.58% | - |
| Yield to maturity (hedged) | 5.15% | - |
| Nombre de positions | 355 | - |
| Nombre d'émetteurs | 124 | - |
| Option adjusted spread (OAS) | 294 | - |
# HIGHLIGHTS
### The LO Funds – Defensive Systematic Alternative Solution (D-SAS) is a tail hedge strategy launched in April 2021.
It seeks to provide a hedge solution against downside market risk and rising volatility environment. It aims to mitigate the negative carry and decay inherent to hedge strategies while maintaining high convexity and reliability.

### It invests in rule-based long/short strategies within two main groups:
- The Risk-off Convexity group of strategies seeks to take advantage from extreme market movements and rising volatility, by deploying systematic strategies such as, but not limited to, long volatility or intraday trends.
- The Diversifying Income group of strategies seeks to extract risk premia across different asset classes with low market correlation, by deploying systematic strategies such as, but not limited to, carry and relative-value arbitrages.


### It uses a risk-based framework to combine these individual strategies, helping to create a robust and dynamic portfolio over time.
STATISTICS 
26.04.2021 - 31.07.2021	
Fund

### Max. drawdown	-0.40%

Translation (ENFR, 2021-07-31):
# POINTS CLÉS
## LO Funds – Defensive Systematic Alternative Solution (D-SAS) est une stratégie de couverture du risque extrême lancée en avril 2021.
Elle vise à fournir une solution de couverture contre le risque de baisse du marché et la volatilité croissante. Elle tente de minimiser la dégradation et le portage négatif inhérents aux stratégies de couverture, tout en maintenant une convexité importante et en assurant la fiabilité.

## Elle investit dans des stratégies long/short fondées sur des règles, dans deux grands groupes :
- Le groupe de stratégies Risk-off Convexity cherche à tirer parti des fluctuations extrêmes du marché et de la volatilité croissante, grâce à des stratégies systématiques incluant, entre autres, les stratégies longues en volatilité ou les tendances intrajournalières.
- Le groupe de stratégies Diversifying Income cherche à dégager des primes de risque dans les différentes classes d’actifs avec une faible corrélation de marché, grâce à des stratégies systématiques incluant, en autres, des stratégies de portage et d’arbitrage de valeur relative.


## Elle utilise un cadre fondé sur les risques pour combiner ces stratégies individuelles, ce qui permet de construire un portefeuille robuste et dynamique dans le temps.
| Inv. minimum | EUR 3'000 ou équivalent | STATISTIQUES  26.04.2021 - 31.07.2021 | Fonds |
| --- | --- | --- | --- |
| Commission de gestion |  | 0.935% | Baisse maximum | -0.40% |
| Commission de distribution |  | 0% |  |  |
| FROC |  | 0.35% |  |  |
| TER max (31 mars 2021) |  | 1.29% |  |  |
| PROFIL DE RISQUE |  |  |  |  |
| 1 | 2 | 3 | 4 | 5 | 6 | 7 |  |  |
| Faible |  | Elevé |  |  |
| CODES |  | Classe A |  |  |
| ISIN Bloomberg |  | LU1081212620 LORPUMA LX |  |  |
| Valeur Liquidative |  | USD 10.23 |  |  |
| NOTATION |  |  |  |  |
| Morningstar Category |  | Alt - Multistrategy |  |  |
# TOP 10 (IN %)
Nestle Chf1 (regd) Beiersdorf 'abc' Npv
Bunzl Coca-Cola European Partners
Reckitt Group Adevinta Asa Rg Fresenius Eur Npv
SIG Group
3.4
3.3
3.3
3.3
3.3
3.2
3.1
3.1

Translation (ENFR, 2023-09-30):
# 10 PRINCIPALES POSITIONS (EN %)
Nestle Chf1 (regd) Beiersdorf 'abc' Npv
Bunzl Coca-Cola European Partners
Reckitt Group Adevinta Asa Rg Fresenius Eur Npv
SIG Group Heineken Hldg
B&M European Value Retail
3.4
3.3
3.3
3.3
3.3
3.2
3.1
3.1
3.1
3.1
# SECTORS (IN %)
Consumer staples Consumer discretionary
Industrials Materials
Information technology
Health care Communication services
Financials
3.7
5.9
5.2
8.5
7.3
22.0
20.3
24.0
Heineken Hldg
3.1
Others
3.3
B&M European Value Retail
3.1

Translation (ENFR, 2023-09-30):
# SECTEURS (EN %)
Biens de consom. de base Consommation non essentielle
Industrie Matériaux
Technologies de l'information
Soins de santé Communication services
Finance Autres
3.7
3.3
5.9
5.2
8.5
7.3
22.0
20.3
24.0
# SECTORS (IN %)
Tmt - Transport
15.4
Marks & Spencer Plc Teva Pharm Fnc Nl Ii India Green Energy Hldng Abanca Corp Bancaria Sa
Unicredit Spa Zf Finance Gmbh Ford Motor Co
Greenko Solar Mauritius
Retail - Service - Consumer Product
Banks Non-Bank Financials Chemicals - Health Autos - Aerospace Basic industries
Utilities Capital Goods
1.7
4.9
3.9
9.9
9.7
8.7
15.1
13.8
Banco Btg Pactual/Cayman	Others
16.9

Translation (ENFR, 2023-01-31):
# SECTEURS (EN %)
Tmt - Transport Retail - Service - Consumer Product
Banques Non-Bank Financials Chimie - Santé Autos - Aerospace Industries de base
Services aux collectivités Biens d'équipement
1.7
4.9
3.9
9.9
9.7
8.7
15.4
15.1
13.8
Banco Btg Pactual/Cayman	Autres
16.9
# NET PERFORMANCE IN CHF	Fund
YTD	2.54%
1 month	2.54%
3 months	5.80%
1 year	-6.15%
Total return (since 17.02.2020)	-5.92%
STATISTICS 
17.02.2020 - 31.01.2023	
Fund
Annualised volatility	12.70%
Sharpe ratio	-0.11
Max. drawdown	-18.68%
Annualized
Fund

Translation (ENFR, 2023-01-31):
# PERFORMANCE NETTE EN CHF	Fonds
Année en cours	2.54%
1 mois	2.54%
3 mois	5.80%
1 an	-6.15%
Perf. totale (depuis 17.02.2020)	-5.92%
STATISTIQUES 
17.02.2020 - 31.01.2023	
Fonds
Volat. annualisée	12.70%
Ratio de Sharpe	-0.11
Baisse maximum	-18.68%
Annualisée
Fonds
# TOP 10 (IN %)
Microsoft Corp
Apple Inc Salesforce Inc Amazon.com Inc Alphabet Inc Qualcomm Inc
5.2

Translation (ENFR, 2023-01-31):
# 10 PRINCIPALES POSITIONS (EN %)
Microsoft Corp
Apple Inc Salesforce Inc Amazon.com Inc Alphabet Inc Qualcomm Inc
Telefonaktiebolaget Lm Ericsson Samsung Electronics Co Ltd
SAP SE
Taiwan Semiconductor Manufact Co Ltd
5.2
# TOP 10 (IN %)
Halozyme Therapeutics Nextgen Healthcare Iqvia Holdings
Insulet Dexcom
Icon Hologic Tecan Group
M3
Intuitive Surgical
3.5
3.5
3.4
3.2
3.1
3.1
3.0
4.5
4.2
4.1

Translation (ENFR, 2022-11-30):
# 10 PRINCIPALES POSITIONS (EN %)
Halozyme Therapeutics Nextgen Healthcare Iqvia Holdings
Insulet Dexcom
Icon Hologic Tecan Group
M3
3.5
3.5
3.4
3.2
3.1
3.1
4.5
4.2
4.1
# DURATION CONTRIB. BY COUNTRY (IN YEARS)
### Denmark Germany Spain France

### United States
0.6
0.6
0.7
1.0
0.9

### United Kingdom Netherlands Czech Republic

### Others
25.5

### United Kingdom

### Romania Latvia Netherlands
0.2
0.2
0.2
0.2

### Liquid assets	Italy
0.1

Translation (ENFR, 2023-01-31):
# CONTRIBUTION À LA DURATION PAR PAYS (ANS)
Danemark Allemagne Espagne France Etats-Unis
0.6
0.6
0.7
1.0
0.9
Royaume-Uni
Pays-Bas Czech Republic
Autres
25.5
Royaume-Uni Roumanie
Latvia Pays-Bas
0.2
0.2
0.2
0.2
Liquidités	Italie
0.1
# HIGHLIGHTS
The PrivilEdge – Impax US large cap is an actively managed long only UCIT equity fund, dedicated to large cap US companies, run with a core approach and a sustainability angle. It has the dual objective of financial outperformance and supporting the sustainability revolution. With the help of different proprietary frameworks and a 10-step fundamental analysis research, the portfolio managers construct a fairly concentrated, fundamentally driven portfolio of 40-50 of higher quality companies with strong business models, and best positioned to benefit from or create the transition. As a responsible investor, Impax Asset Management Ltd is committed to avoiding investment in activities and companies that do not adhere to international norms and conventions.
|  | STATISTICS  01.09.2022 - 30.09.2022 | Fund | Bench. |
| --- | --- | --- | --- |
| Fund manager | Impax | Max. drawdown | -10.81% | -9.82% |
| Net assets (all classes) Liquidity (sub./red.) | CHF 181.42 million daily, 12:00 |  |
| Min. investment | EUR 3'000 or equivalent |
| Entry/Exit fees | 0.00% / 0.00% |
| Management fee | 0.80% |
| Distribution fee | 0.00% |
| FROC | 0.25% |
| RISK AND REWARD PROFILE |  |
|  |  |
| Low | High |

| 1 | 2 | 3 | 4 | 5 | 6 | 7 |
| --- | --- | --- | --- | --- | --- | --- |

This indicator (SRRI) represents the annualized historical volatility of the Sub- Fund over a 5-year period. Where there are less than 5 years worth of data, missing returns are simulated using an appropriate benchmark. The SRRI may change over time and should not be used as an indicator of future risk or returns. Even the lowest risk classification does not imply that the Sub-Fund is risk-free or that capital is necessarily guaranteed or protected.
CODES	
Class A
ISIN	LU2498912661
Bloomberg	PRMPUSH LX
NAV	CHF 8.92

## FISCAL INFORMATION
FR - PEA	No

Translation (ENFR, 2022-09-30):
# POINTS CLÉS
PrivilEdge – Impax US large cap est un fonds d’actions OPCVM long only à gestion active axé sur les sociétés américaines à grande capitalisation, géré selon une approche core et orienté vers la soutenabilité. Il a deux objectifs : la surperformance financière et l’appui à la révolution de la soutenabilité. Aidés de différents cadres exclusifs et d’un processus de recherche sur l’analyse fondamentale en dix étapes, les gérants de portefeuille construisent un portefeuille assez concentré axé sur les données fondamentales de 40 à 50 sociétés de qualité supérieure, dotées d’un modèle d’affaires robuste et parfaitement positionnées pour tirer parti de la transition climatique ou y contribuer. En tant qu’investisseur responsable, Impax Asset Management Ltd a pour politique d’éviter d’investir dans des activités et des sociétés qui ne respectent pas les normes et les conventions internationales.
STATISTIQUES 
01.09.2022 - 30.09.2022	
Fonds	Indice
Baisse maximum	-10.81%	-9.82%
# TOP 10 (IN %)
Alphabet A Lululemon Ath Us Apple Computer Com
LVMH
Hermes International
Nike Inc B Estee Lauder Microsoft Corp
Visa A Cie Fin. Richemont
4.3

Translation (ENFR, 2022-11-30):
# 10 PRINCIPALES POSITIONS (EN %)
Alphabet A Lululemon Ath Us Apple Computer Com
LVMH
Hermes International
Nike Inc B Estee Lauder Microsoft Corp
Visa A Cie Fin. Richemont
4.3
| NET PERFORMANCE IN GBP | Fund | Bench. |  |  | Fund | Bench. |
| --- | --- | --- | --- | --- | --- | --- |
| YTD | -24.94% | -16.88% |  |  | - | - |
| 1 month | -8.13% | -6.26% |  |  | - | - |
| 3 months | -6.48% | -4.09% |  |  | - | - |
| 1 year | -21.96% | -10.49% |  |  | - | - |
| 3 years | 0.29% | 6.63% |  |  | 0.09% | 2.15% |
| 5 years | 6.53% | 16.68% |  |  | 1.27% | 3.12% |
| Total return (since 31.12.2014) | 36.91% | 41.05% |  |  | 4.12% | 4.52% |
| STATISTICS  30.09.2017 - 30.09.2022 | Fund | Bench. |  |  |  | Fund |
| Annualised volatility | 15.21% | 15.57% |  | Number of positions |  | 39 |
| Sharpe ratio | 0.05 | 0.16 |  |  |  |  |
| Max. drawdown | -25.28% | -23.00% |  |  |  |  |
| Correlation |  | 0.940 |  |  |  |  |
| Tracking error |  | 5.32% |  |  |  |  |

Translation (ENFR, 2022-09-30):
| PERFORMANCE NETTE EN GBP | Fonds | Indice |  |  | Fonds | Indice |
| --- | --- | --- | --- | --- | --- | --- |
| Année en cours | -24.94% | -16.88% |  |  | - | - |
| 1 mois | -8.13% | -6.26% |  |  | - | - |
| 3 mois | -6.48% | -4.09% |  |  | - | - |
| 1 an | -21.96% | -10.49% |  |  | - | - |
| 3 ans | 0.29% | 6.63% |  |  | 0.09% | 2.15% |
| 5 ans | 6.53% | 16.68% |  |  | 1.27% | 3.12% |
| Perf. totale (depuis 31.12.2014) | 36.91% | 41.05% |  |  | 4.12% | 4.52% |
| STATISTIQUES  30.09.2017 - 30.09.2022 | Fonds | Indice |  |  |  | Fonds |
| Volat. annualisée | 15.21% | 15.57% |  | Nombre de positions |  | 39 |
| Ratio de Sharpe | 0.05 | 0.16 |  |  |  |  |
| Baisse maximum | -25.28% | -23.00% |  |  |  |  |
| Corrélation |  | 0.940 |  |  |  |  |
| Tracking Error |  | 5.32% |  |  |  |  |
# COUNTRIES (IN %)
United Kingdom
France Switzerland Germany Denmark Netherlands
Italy Spain
5.3
4.2
4.9
6.5
4.1
3.5
3.5
1.7
12.7
11.9
17.3
17.7
14.7
16.9
25.0
24.4

Translation (ENFR, 2022-09-30):
# PAYS (EN %)
Royaume-Uni
France Suisse Allemagne Danemark Pays-Bas
Italie Espagne Autres
-1.0
5.3
4.2
4.9
6.5
4.1
3.5
3.5
1.7
0.0  
Liquidités
17.3
17.7
14.7
16.9
12.7
11.9
13.5
13.2
25.0
24.4
# SECTORS (IN %)
Financials
24.0
Roche (bon)
Novartis Shell Plc
Novo Nordisk B
LVMH
HSBC Holdings Msci Europe Fut Dec22
Total Energies JPM EUR Liqu Lvnav X
Health care Industrials Consumer staples
Consumer discretionary
Energy Materials Communication services Information technology
Utilities Others (liquid assets incl.)
Real Estate

Translation (ENFR, 2022-09-30):
# SECTEURS (EN %)
Finance
24.0
Novartis Shell Plc
Novo Nordisk B
LVMH
HSBC Holdings Msci Europe Fut Dec22
Total Energies JPM EUR Liqu Lvnav X
Soins de santé
Industrie Biens de consom. de base Consommation non essentielle
Energie Matériaux Communication services
Technologies de l'information Services aux collectivités Others (liquid assets Incl.)
Immobilier
# INCREASED (SECURITIES)
Msci Europe Fut Dec22 Muenchener Rueckvers
Inditex Roche (bon) Aker Bp Asa
1.7

Translation (ENFR, 2022-09-30):
# PONDÉRATIONS EN HAUSSE (TITRES)
Msci Europe Fut Dec22 Muenchener Rueckvers
Inditex Roche (bon) Aker Bp Asa
1.7
# REDUCED (SECURITIES)
MSCI Europe Fut Sep22 JPM EUR Liqu Lvnav X
Aker Bp Sdrr ASML Holding Assa Abloy B
-3.9

Translation (ENFR, 2022-09-30):
# PONDÉRATIONS EN BAISSE (TITRES)
MSCI Europe Fut Sep22 JPM EUR Liqu Lvnav X
Aker Bp Sdrr ASML Holding Assa Abloy B
-3.9
# NET PERFORMANCE IN CHF	Fund
### YTD	2.99%

### 1 month	0.19%

### 3 months	0.90%

### 1 year	11.15%

### Total return (since 17.02.2020)	4.65%
STATISTICS 
17.02.2020 - 31.07.2021	
Fund

### Max. drawdown	-18.63%
Annualized
Fund

### -

### -

### -

### - 3.16%
Fund

### Average rating	BB

### Modified duration2.25

### Yield to worst (hedged)	2.82%

### Number of positions114

Translation (ENFR, 2021-07-31):
# PERFORMANCE NETTE EN CHF	Fonds
#### Année en cours	2.99%
| Valeur Liquidative	CHF 10.47	CHF 10.27 |  | 3 mois | 0.90% |  |  | - |
| --- | --- | --- | --- | --- | --- | --- |
|  |  | 1 an | 11.15% |  |  | - |
|  |  | Perf. totale (depuis 17.02.2020) | 4.65% |  |  | 3.16% |
|  |  |  |  |  |  |  |
| Dernier dividende (23.04.2021)	CHF 0.08 |  |  |  |  |  |  |
|  |  | STATISTIQUES  17.02.2020 - 31.07.2021 | Fonds |  |  | Fonds |
|  |  | Baisse maximum | -18.63% |  | Note de crédit moyenne | BB |
|  |  |  |  |  | Duration modifiée | 2.25 |
|  |  |  |  |  | Yield to worst (hedged) | 2.82% |
|  |  |  |  |  | Nombre de positions | 114 |


#### 1 mois	0.19%
Annualisée
Fonds

#### -

#### -

## INFORMATION FISCALE
# NET PERFORMANCE IN CHF	Fund
### YTD	3.82%

### 1 month	1.41%

### 3 months	5.47%

### 1 year	7.52%

### 3 years	5.74%

### Total return (since 08.03.2017)	18.53%
Annualized
Fund

### -

### -

### -

### - 1.87%

### 4.00%
STATISTICS 
08.03.2017 - 30.06.2021	
Fund

### Annualised volatility	8.44%

### Sharpe ratio0.57

### Max. drawdown	-13.62%
Fund

### Number of positions41

Translation (ENFR, 2021-06-30):
# PERFORMANCE NETTE EN CHF	Fonds
### Année en cours	3.82%

### 1 mois	1.41%

### 3 mois	5.47%

### 1 an	7.52%

### 3 ans	5.74%

### Perf. totale (depuis 08.03.2017)	18.53%
Annualisée
Fonds

### -

### -

### -

### - 1.87%

### 4.00%
STATISTIQUES 
08.03.2017 - 30.06.2021	
Fonds

### Volat. annualisée	8.44%

### Ratio de Sharpe0.57

### Baisse maximum	-13.62%
Fonds

### Nombre de positions41
# HIGHLIGHTS
LO Funds III - Capital Growth is a rule-based portfolio of long only and long-short multi-asset strategies launched in December 2015. The Fund aims to tackle the concentration risk and pro-cyclical nature of traditional portfolios by sticking to a fully agnostic diversification approach. It seeks to provide true diversification in order to generate steady returns across various market conditions. The investment strategy consists of a risk-based approach. It harvests exclusively liquid traditional (developed and emerging equities, sovereign bonds, credit spreads, commodities) and alternative (cross-asset trend, carry, commodity arbitrage, volatility arbitrage, long/short equity) risk premia through the use of liquid derivatives. Risk management includes a dynamic drawdown mechanism that aims to limit excessive losses.
NET PERFORMANCE AND ANNUAL PERFORMANCE IN CHF

Translation (ENFR, 2021-06-30):
# POINTS CLÉS
LO Funds III - Capital Growth est un portefeuille basé sur des règles, de stratégies multi-actifs long-only et long/short, lancé en décembre 2015. Le Fonds vise à contrer le risque de concentration et la nature procyclique des portefeuilles traditionnels en suivant une approche de diversification totalement agnostique. Il cherche à offrir une véritable diversification afin de générer des rendements réguliers dans diverses conditions de marché. La stratégie d’investissement consiste en une approche basée sur le risque. Elle récolte exclusivement les primes de risque liquides traditionnelles (actions des marchés développés et émergents, obligations souveraines, spreads de crédit, matières premières) et alternatives (cross-asset trend, carry, arbitrage de matières premières, arbitrage de volatilité, equity long/short) par le biais de dérivés liquides. La gestion des risques comprend un mécanisme dynamique de retrait qui vise à limiter les pertes excessives.
PERFORMANCE NETTE ET PERFORMANCE ANNUELLE EN CHF
# SECTORS (IN %)
Industrials Health care
21.8
Builders Firstsource Inc
Axon Enterprise Willscot Mobile Mini Hldgs Corp Casella Waste Systems Inc Merit Medical Systems Inc Encompass Health Corporation
Sylvamo Corp
2.1
2.1
2.1
2.0
1.9
1.9
1.9
Consumer discretionary
Financials Information technology
Energy Materials Real estate
Consumer staples
Chart Industries Inc
1.9
Utilities Communication services
Liquid assets

Translation (ENFR, 2023-02-28):
# SECTEURS (EN %)
Industrie
21.8
Cameco Corp Builders Firstsource Inc
Axon Enterprise Willscot Mobile Mini Hldgs Corp Casella Waste Systems Inc Merit Medical Systems Inc Encompass Health Corporation
Sylvamo Corp
2.3
2.1
2.1
2.1
2.0
1.9
1.9
1.9
Soins de santé Consommation non essentielle
Finance Technologies de l'information
Energie Matériaux Immobilier
Biens de consom. de base
Chart Industries Inc
1.9
Services aux collectivités Communication Services
Liquidités
# PORTFOLIO BREAKDOWN (IN %)
### Financials Industrials Basic Materials

### Asset Backed Securities Consumer, Cyclical Mortgage Securities

### Government Technology

### Consumer, Non-Cyclical

### Utilities
71.9

Translation (ENFR, 2021-06-30):
# RÉPARTITION DU PORTEFEUILLE (EN %)
### Finance Industrie Matériaux de base

### Asset Backed Securities Consumer, Cyclical Mortgage Securities Gouvernements Technologie

### Consumer, Non-Cyclical Services aux collectivités
71.9
# CORPORATE SECTORS (IN %)
### Banks Diversified Finan Serv

### Other ABS Real estate

### Engineering & Construction Auto Manufacturers WL Collateral CMO

### Chemicals Iron/steel Others
51.8

Translation (ENFR, 2021-06-30):
# RÉPARTITION OBLIGATION D'ENTREPRISES (EN %)
### Banques Serv. financiers divers

### Other ABS Immobilier

### Engineering & Construction Auto Manufacturers WL Collateral CMO

### Chimie Fer / acier

### Autres
51.8
# EXPOSURE BY SECTOR (IN GMV%)
Communication services Consumer discretionary Consumer staples
Energy Financials Health care Industrials
Information technology
Materials Real estate
Utilities Multiple
49.2

Translation (ENFR, 2023-02-28):
# EXPOSURE BY SECTOR (IN GMV%)
Communication services Consommation non essentielle Biens de consom. de base
Energie Finance
Soins de santé
Industrie Technologies de l'information
Matériaux Immobilier
Services aux collectivités
Multiple
49.2
# MONTHLY GROSS PERF CONTRIBUTION BY L/S (%)	MONTHLY GROSS PERF CONTRIBUTION BY SECTOR (%)
Long
Short	
-2.00
-1.06
-0.81
Communication services
Consumer staples
-0.03
-0.24
-0.11
-0.49
-0.55
-0.10
Utilities
0.24
Consumer discretionary
0.15
Energy Financials Health care Industrials
Information technology Materials
Real estate
0.11
-0.07	
Multiple

Translation (ENFR, 2023-02-28):
# MONTHLY GROSS PERF CONTRIBUTION BY L/S (%)	MONTHLY GROSS PERF CONTRIBUTION BY SECTOR (%)
Long
Short	
-2.00
-1.06
-0.81
Communication services
Biens de consom. de base
-0.03
-0.24
-0.11
-0.49
-0.55
-0.10
Services aux collectivités
0.24
Consommation non essentielle
0.15
Energie Finance
Soins de santé Industrie
Technologies de l'information Matériaux
Immobilier
0.11
-0.07	
Multiple
# EXPOSURE BY MARKET CAP (IN % GMV)
Large (> USD 10bn)
68.7
Medium (USD 2-10bn) Small (< USD 2bn)

Translation (ENFR, 2023-02-28):
# EXPOSURE BY MARKET CAP (IN % GMV)
Grandes (> USD 10bn)
68.7
Moyenne (USD 2-10bn) Petites (< USD 2bn)
# LIQUIDITY (IN %GMV)
1 To 3 Days To Liquidate
94.17
3 To 5 Days To Liquidate
> 5 days to liquidate

Translation (ENFR, 2023-02-28):
# LIQUIDITY (IN %GMV)
1 To 3 Days To Liquidate
94.17
3 To 5 Days To Liquidate
> 5 days to liquidate