Value at Risk Report
August 1, 2017
Interactive Brokers LLC, Two Pickwick Plaza, Greenwich, CT 06830
| Account | Variance-Covariance Method VaR | Historical Method VaR |
|---|---|---|
| USD (Base Currency) | ||
| UXXXXXX | 5,012.37 | 10,409.36 |
| Variance-Covariance Method | Historical Method | ||||||||
|---|---|---|---|---|---|---|---|---|---|
| Underlying Symbol | Underlying Description | Price | Value | Price | Change % | P/L | Price | Change % | P/L |
| USD (Base Currency) | |||||||||
| Sub-Portfolios | |||||||||
| ASCMA | ASCENT CAPITAL GROUP INC-A | 16.9600 | 169.60 | 16.9518 | -0.05 | -0.08 | 16.0207 | -5.54 | -9.39 |
| BATRA | LIBERTY MEDIA CORP-BRAVES A | 25.5100 | 331.63 | 25.0896 | -1.65 | -5.46 | 25.5100 | 0.00 | 0.00 |
| BATRK | LIBERTY MEDIA CORP-BRAVES C | 25.5000 | 688.50 | 25.1007 | -1.57 | -10.78 | 25.5000 | 0.00 | 0.00 |
| CHUBA | COMMERCEHUB INC-SERIES A | 18.3100 | 219.72 | 18.5073 | 1.08 | 2.37 | 18.3100 | 0.00 | 0.00 |
| CHUBK | COMMERCEHUB INC-SERIES C | 17.8700 | 428.88 | 18.1800 | 1.73 | 7.44 | 17.8700 | 0.00 | 0.00 |
| DISCA | DISCOVERY COMMUNICATIONS-A | 24.3800 | 2,438.00 | 23.6665 | -2.93 | -71.35 | 24.1052 | -1.13 | -27.48 |
| DISCK | DISCOVERY COMMUNICATIONS-C | 22.9800 | 6,894.00 | 22.3425 | -2.77 | -191.24 | 22.7659 | -0.93 | -64.24 |
| FWONA | LIBERTY MEDIA CORP-LIBERTY-A | 34.0000 | 1,122.00 | 33.0306 | -2.85 | -31.99 | 34.0000 | 0.00 | 0.00 |
| FWONK | LIBERTY MEDIA CORP-LIBERTY-C | 35.2400 | 2,361.08 | 34.0386 | -3.41 | -80.50 | 35.2400 | 0.00 | 0.00 |
| LBRDA | LIBERTY BROADBAND-A | 99.1500 | 3,271.95 | 96.7920 | -2.38 | -77.81 | 99.1500 | 0.00 | 0.00 |
| LBRDK | LIBERTY BROADBAND-C | 99.8800 | 8,789.44 | 97.8154 | -2.07 | -181.69 | 99.8800 | 0.00 | 0.00 |
| LBTYK | LIBERTY GLOBAL PLC- C | 33.2500 | 89,775.00 | 31.9702 | -3.85 | -3,455.47 | 30.7800 | -7.43 | -6,668.99 |
| LEXEA | LIBERTY EXPEDIA HOLD-A | 55.7600 | 2,676.48 | 56.1419 | 0.68 | 18.33 | 55.7600 | 0.00 | 0.00 |
| LGF B | LIONS GATE ENTERTAINMENT-B | 27.4900 | 2,501.59 | 26.9882 | -1.83 | -45.67 | 27.4900 | 0.00 | 0.00 |
| LILA | LIBERTY GLOBAL PLC LILAC - A | 25.8200 | 13,736.24 | 25.6258 | -0.75 | -103.30 | 25.8200 | 0.00 | 0.00 |
| LILAK | LIBERTY GLOBAL PLC LILAC - C | 25.6000 | 13,260.80 | 25.4826 | -0.46 | -60.82 | 25.6000 | 0.00 | 0.00 |
| LSXMA | LIBERTY MEDIA COR-SIRIUSXM A | 45.6400 | 6,161.40 | 45.4618 | -0.39 | -24.06 | 45.6400 | 0.00 | 0.00 |
| LSXMK | LIBERTY MEDIA COR-SIRIUSXM C | 45.4700 | 12,276.90 | 45.2887 | -0.40 | -48.95 | 45.4700 | 0.00 | 0.00 |
| LTRPA | LIBERTY TRIPADVISOR HDG-A | 11.2500 | 562.50 | 11.2561 | 0.05 | 0.30 | 11.2500 | 0.00 | 0.00 |
| LVNTA | LIBERTY VENTURES - SER A | 60.1900 | 4,333.68 | 58.4508 | -2.89 | -125.22 | 60.1900 | 0.00 | 0.00 |
| QVCA | LIBERTY INTERACTIVE CORP Q-A | 24.3400 | 12,170.00 | 24.0037 | -1.38 | -168.17 | 20.1036 | -17.40 | -2,118.18 |
| T | AT&T INC | 38.8800 | 29,393.28 | 38.4061 | -1.22 | -358.26 | 36.8680 | -5.17 | -1,521.07 |
| USD | USD | 1.0000 | 759.66 | 1.0000 | 0.00 | 0.00 | 1.0000 | 0.00 | 0.00 |
| Total | 214,322.33 | -5,012.37 | -10,409.36 | ||||||
Generated: 2017-08-02, 14:58:52 EDT