EFTA00293234.pdf

Atorus, LLC 3/19/2014 Current Date: 3/19/2014 Change on Day: -0.37% Total Return since 1/1/12: 84.12% MSCI World Change on 712M Return: 41.18% Day -0.45% T9O Day Return: 8.19% No of Positions T30 Day Return: 2.59% (+MTM) on Day 182 Current Long Exposure @ Cost: 4,728,466 No of Positions (-MTM) Current Short Exposure @ Cost: (1,046,976) on Day 266 Net Exposure: 3,681,490 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,841,175 Current Leverage (Gross Exposures): 3.14 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40%- 50% histor tally T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (.) Change -0.89% Target Vol-Adj. Risk Listed Equities 50.00% Target Vol-Adj. Risk Global Macro 50.00% Targeted Max Loss (ex-Leverage) 10.00% Leverage Target At Inception: 2X 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: 1.241 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 2,006,000.00 1,80%000.00 1,600,000.00 1400,000.00 1,200,000.00 —NAV 1.000.000.00 600,000.00 600,000.00 AO' .0' .0' giv 4' Or 4> e9 e9 19 19e vsz.4, er4') •1.5 os'') t% , 1? cP % e e e N\ 0, 41 A\ EFTA00293234 Atorus, LLC 3/19/2014 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 24.84% 45 Positions 28.64% XAG Curncy (20,150) 0.35% SMI Index 6,357 0.35% IBOV Index (22,524) 0.39% EDF FP Equity 6,404 0.35% CO1 Comdty (24,622) 0.43% SX6P Index 6,565 0.36% MEXBOL Index (26,146) 0.45% FTSEMIB Index 6,637 0.36% INDEXCF Index (26,563) 0.46% DAI GR Equity 6,671 0.36% AU TSY CREDIT (31,653) 0.55% ROG VX Equity 6,770 0.37% ZA_TSY CREDIT (33,149) 0.57% GS US Equity 7,064 0.38% SHCOMP Index (33,700) 0.58% P5120 Index 7,348 0.40% JP_TSY CREDIT (59,678) 1.03% CA_TSY CREDIT 7,405 0.40% SPX Index 62,272 1.08% BMY US Equity 7,424 0.40% CH TSY CREDIT 65,265 1.13% ACA FP Equity 7,458 0.41% DK_TSY CREDIT 67,396 1.17% MMM US Equity 7,711 0.42% AT_TSY CREDIT 72,913 1.26% PRU LN Equity 7,896 0.43% STBCNZL Index 73,231 1.27% DAX Index 7,947 0.43% FR_TSY CREDIT 74,045 1.28% HEX Index 7,981 0.43% FI_TSY CREDIT 74,240 1.29% ASE Index 7,997 0.43% DE_TSY CREDIT 74,397 1.29% MDT US Equity 8,101 0.44% BE_TSY CREDIT 75,235 1.30% BEL20 Index 8,281 0.45% NL_TSY CREDIT 76,341 1.32% IT_TSY CREDIT 8,421 0.46% SE_TSY CREDIT 77,434 1.34% AMGN US Equity 8,453 0.46% lE_TSY CREDIT 78,270 1.36% XLY US Equity 8,539 0.46% MY_TSY CREDIT (92,252) 1.60% IBEX Index 8,544 0.46% SG_TSY CREDIT (95,749) 1.66% BAYN GR Equity 8,682 0.47% CA_TSY CREDIT (97,153) 1.68% CELG US Equity 9,464 0.51% TMO US Equity 9,577 0.52% SXAP Index 9,909 0.54% SXOP Index 10,106 0.55% LUXXX Index 10,436 0.57% NAV Impact by Category & Exposure MC US Equity 10500 0.57% Listed Equity Long -0.146% KFX Index 10526 0.57% Listed Equity Short -0.045% ES_TSY CREDIT 10,695 0.58% EquityCom Long -0.272% TYC US Equity 11,076 0.60% EquityCom Short 0.025% SXMP Index 11,400 0.62% G20 Rates Long -0.090% SXIP Index 11,568 0.63% G20 Rates Short 0.087% MA US Equity 11,986 0.65% XLV US Equity 12,898 0.70% NDX Index 14,042 0.76% RTY Index 15,046 0.82% SPX Index 17,328 0.94% SXTP Index 22,712 1.23% EFTA00293235  SXDP Index 24,029 1.31% ISEQ Index 24,293 1.32% GILD US Equity 30,774 1.67% IE_TSY CREDIT 31,658 1.72% STBCNZL Index 32,687 1.78% APAC Lon 26 APAC Short 25 EMEA Long 74 EMEA Short 16 AMER Long 167 AMER Short 47 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 15 G20 Rates Short 8 Total Long 346 Total Short 104 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 1 ■ APAC Long $1,500,000 ■ APAC Short ■ EMEA Long $1,000,000 ■ EMEA Short ■ AMER Long $500,000 ■ AMER Short ■ EquityCom Long ■ EquityCom Short 5(500,000) ■ G20 Rates Long ■ G20 Rates Short $(1,000,000) EFTA00293236 Atorus, LLC 3/19/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodiites, G20 Gov. Credit) 2,000,000 5,030.000 axo.oco 1300,030 3,020.000 1,000,000 —AMAC 111. 2,020.000 — EMEA —AMER 500,ECO 1,000OOD Eq 'tyCo —G20 Rates 0 NexEposure MIS ..d, . 10' 4;)1 10' 10 . IS , 14> %Oa •4,.tA `Vct',SIN . . (1,000.000I c7 ..."Sl..,4%„, eV t ° to) 1, 1, 1. 1, 4) 1, E5e 000 1 % $ 1 f19. NI\ tl 1 NiN - (2,010.0001 (14300.000) (3,G00.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) - ---ADAC EMEA MOER - ----eEttuds<pet G20R t Yy ri• tiOff~.15>a) l5SQ. ti t'C' 49 459 •te 4'41 ti s. 4 4' 14 4 N, 4% 4 4% 4' 1 4' 4 EFTA00293237 Atorus, LIC 3/19/2014 Current Gross Notional Risk by Category 242,125 577,837 ■ APAC ■ EMEA 1,391,163 r ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility - Ator 2.00% 1.80% 1.60% 140% 1.20% —Roll 001:04yRe 1.00% eizedVel 0.80% 0.60% 0.40% 0.20% 0.00% EFTA00293238 Atorus, LLC 3/19/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.010 60.00 50.00 40X0 i ipfl.Vol Days by Position 30.00 20.010 10.00 0.00 to.o.av te s t?). <Pe O 6). p0 (P. dr 4 ). "1 ttr oP* Percentile No. Vol Days 0.00,1: -6.12 MTM Gains(Losses)% of NAV "Signficant" 5.00% -2.88 (<7 Vol Days) 1.51% 10.00% 4.46 MTM Gains(Losses) % of NAV "Signficant" 15.00% .0.55 (>7 Vol Days) 51.19% 20.00% 0.28 25.00% 0.98 30.00% 2.12 35.00% 3.83 40.00% 5.13 45.00% 6.48 50.00% 8.50 55.00% 11.08 60.00% 14.37 65.00% 17.56 70.00% 20.47 75.00% 23.99 80.00% 29.73 85.00% 37.14 90.00% 47.17 95.00% 64.17 100.00% 192.07 EFTA00293239 Atorus, LLC 3/19/2014 -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 (191) (5,144) 51.62 53.54 -3.95 0.94% (25.88) 005380 KS Equity 4 1,799 217.13 217.64 0.20 1.14% (9.39) 005490 KS Equity 65 (3,782) 273.49 268.81 1.82 0.94% (6536) 005930 KS Equity 497 (6,558) 1,285.62 1,188.11 8.58 0.88% 25.78 012330 KS Equity 840 5,282 244.69 283.62 17.54 0.91% 28.33 1 HK Equity 46 8,073 15.56 15.64 0.61 0.93% 41.89 1299 HK Equity (26) 1,363 4.73 4.64 -2.29 0.83% 1649 13 HK Equity 2,775 12,243 11.40 13.99 22.29 1.02% 242.32 16 HK Equity 710 (9,935) 12.66 11.76 9.90 0.72% 22.77 27 HK Equity (4) 123 9.67 9.34 -2.03 1.75% (3.47) 2914 JP Equity 390 (4,719) 32.47 29.78 7.63 1.08% 1049 3382 JP Equity (87) 2,729 37.66 36.51 -2.74 1.16% (17.54) 4063 JP Equity 304 (4,536) 56.40 52.62 6.06 1.11% 36.65 4502 JP Equity 81 2,417 46.86 48.44 4.44 0.76% 36.77 4689 JP Equity (75) 1,224 6.05 5.70 -4.73 1.29% 3.11 5 HK Equity 19 (2,897) 9.97 9.91 0.96 0.69% 8.80 5108 JP Equity (125) 3,498 36.31 35.06 -3.03 1.18% (1.86) 5401 JP Equity 311 (5,002) 2.91 2.73 5.12 1.21% 0.39 6301 JP Equity 98 (3,515) 20.64 20.06 2.17 1.28% 40.98 6752 JP Equity 1,274 4,145 9.01 11.78 14.30 2.15% (46.37) 6902 JP Equity 1,172 7,784 41.48 47.72 12.02 1.25% (293.53) 6954 JP Equity 324 6,393 157.65 165.65 3.85 1.32% 137.44 7201 JP Equity 97 (3,743) 8.85 8.62 2.63 0.98% (5.35) 7203 JP Equity 164 (3,073) 57.44 54.38 5.23 1.02% 40.56 7267 JP Equity 166 (4,885) 36.43 35.19 3.42 0.99% 11.50 762 HK Equity 776 (5,162) 1.38 1.17 13.10 1.15% 85.27 7751 JP Equity 308 (6,865) 31.44 30.03 4.50 1.00% (18.73) 8031 JP Equity (2) (1,134) 14.27 14.30 -0.15 1.26% 9.33 8058 JP Equity (53) 1,441 19.25 18.57 -3.58 1.03% (8.21) 8306 JP Equity 176 (2,979) 5.88 5.54 5.23 1.13% 18.19 8316 JP Equity 181 (2,505) 45.91 42.60 5.97 1.21% 17.23 8411 JP Equity (1) (2,600) 2.00 2.00 -0.05 0.85% 20.79 8604 JP Equity 128 (2,467) 6.76 6.41 4.46 1.17% 37.39 8801 JP Equity (6) 182 31.39 30.33 -2.30 1.52% (0.04) 8802 JP Equity 233 (5,009) 24.84 23.68 3.32 1.40% (54.84) 9020 JP Equity 261 (3,967) 77.53 72.43 6.49 1.01% 3055 941 HK Equity 1,409 (11,662) 10.21 8.98 19.73 0.61% (0.58) 9432 JP Equity 300 6,077 53.19 55.82 3.64 1.36% (64.81) 9433 JP Equity 3,295 9,476 42.13 56.78 23.05 1.51% 179.28 9437 JP Equity 91 (5,749) 15.71 15.46 1.78 0.89% 48.88 9983 JP Equity (131) 3,177 368.45 353.87 -3.16 1.30% 1.64 EFTA00293240 9984 JP Equity 1,550 1,863 44.83 82.12 49.27 1.69% (8.77) AAPL US Equity 230 7,877 518.25 533.35 3.98 0.73% 59.11 ABB US Equity 538 8,326 23.59 25.11 7.27 0.89% (47.43) ABBN VX Equity 483 6,962 23.63 25.27 8.54 0.81% 34.54 ABBV US Equity 394 5,335 49.49 53.15 8.38 0.88% 27.15 ABEV US Equity 139 (7,232) 7.25 7.11 1.47 1.31% (15.27) ABEV3 BZ Equity 66 (6,923) 7.23 7.16 0.79 1.22% (7.82) ABI BB Equity (83) 6,721 102.01 100.76 -1.48 0.84% (32.76) ABT US Equity 96 4,097 38.87 39.77 3.62 0.65% 7.04 ABX CN Equity 9 (1,074) 19.94 19.76 0.59 1.47% 18.13 ABX US Equity 14 (1,032) 19.97 19.69 0.92 1.52% 24.16 ACA FP Equity 7,458 5,408 6.83 16.26 107.17 1.29% 225.36 ACE US Equity 225 6,435 95.44 98.77 6.87 0.51% (16.94) ACN US Equity 676 10,703 77.97 82.89 9.57 0.66% (114.19) ADP US Equity 103 1,193 72.36 78.60 14.48 0.60% (3.31) AFL US Equity (22) 7,973 63.79 63.62 -0.54 0.51% (92.41) AGN US Equity 1,822 9,698 110.56 131.33 23.67 0.79% 29.42 Al FP Equity (88) 8,248 134.79 133.36 -1.42 0.75% (37.60) AIG US Equity 92 4,012 48.66 49.77 2.61 0.88% 10.35 AIR FP Equity 2,844 4,177 42.47 71.39 63.79 1.07% 141.44 ALV GR Equity 2,643 7,550 125.64 169.64 38.05 0.92% (112.85) ALVG IX Equity 1,975 5,742 126.13 169.53 37.54 0.92% (99.40) AMGN US Equity 8,453 22,886 92.78 127.05 36.09 1.02% 86.92 AMT US Equity 757 10,655 76.29 81.71 11.08 0.64% (8.97) AMZN US Equity 4,277 14,103 287.66 374.89 31.04 0.98% (98.85) ANZ AU Equity 127 4,457 28.64 29.46 3.22 0.88% (4.71) APA US Equity 267 (6,870) 82.74 79.52 4.05 0.96% 41.89 APC US Equity (109) (6,360) 81.31 82.70 -2.22 0.77% 36.30 AXP US Equity 2,822 10,373 71.56 91.03 34.40 0.79% (71.83) AZN LN Equity 4,209 12,676 49.80 66.34 33.29 1.00% 104.31 AZN SS Equity 3,682 11,669 50.40 66.30 31.09 1.01% 65.69 AZN US Equity 4,021 12,432 49.96 66.11 34.29 0.94% 12.75 BA US Equity 19 (2,652) 124.18 123.28 0.74 0.99% 28.40 BAC US Equity 10,500 10,884 8.82 17.33 108.72 0.89% 196.71 BARC LN Equity (S4) (1,542) 3.87 4.01 -2.55 1.37% (41.59) BAS GR Equity 855 7,333 97.30 108.64 11.64 1.00% 33.99 BATS LN Equity 100 5,318 52.90 53.89 2.06 0.91% 19.03 BAX US Equity (95) (8,047) 66.82 67.61 -2.10 0.56% (53.22) BAYN GR Equity 8,682 11,757 76.64 133.22 77.41 0.95% 42.69 BBAS3 BZ Equity (26) (1,954) 8.30 8.41 -0.72 1.81% (72.02) BBD US Equity 640 (6,743) 12.96 11.73 7.26 1.31% (130.51) BBDC4 BZ Equity 571 (7,252) 12.80 11.80 5.61 1.40% (157.66) BBL US Equity 30 (3,114) 59.76 59.19 0.88 1.10% 59.27 BBVA SM Equity 1,273 5,790 10.12 12.34 20.46 1.07% 4.75 BCE CN Equity 25 (6,644) 43.17 43.01 0.64 0.58% (40.85) BCS US Equity (53) (1,646) 15.58 16.08 -2.38 1.35% (30.81) BEN US Equity (7) 1,182 52.08 51.76 -0.60 1.04% (13.79) EFTA00293241 BG/ IN Equity (92) (3,949) 17.49 17.90 -3.35 0.69% 14.07 BHP AU Equity (310) 6,689 34.25 32.74 -3.93 1.18% (38.04) BHP US Equity (322) 6,839 67.62 64.59 -4.67 1.01% (98.47) BBB US Equity 466 1,066 245.93 353.41 32.94 1.33% 10.08 BIL Si Equity 34 (2,643) 30.29 29.90 1.06 1.21% 19.03 BK US Equity 349 6,515 32.16 33.89 7.07 0.76% 93.31 BLK US Equity 105 1,171 274.17 298.86 10.97 0.82% (6.96) BLT IN Equity 12 (3,166) 29.93 29.82 0.32 1.12% 29.71 BMO CN Equity (64) 8,370 65.44 64.94 -1.26 0.61% (5.71) BMW GR Equity 1,044 5,076 98.63 118.91 16.26 1.26% 371.36 BMY US Equity 7,424 13,669 35.71 55.11 48.24 1.13% 158.12 BN FP Equity 56 (3,684) 70.54 69.47 2.13 0.71% (6.73) BNP FP Equity 1,553 5,498 61.78 79.23 22.81 1.24% (80.57) BNS CN Equity 29 5,030 57.60 57.94 0.91 0.63% (21.43) BP/ LN Equity 226 9,797 7.76 7.94 3.86 0.60% 26.45 BRK/B US Equity 398 11,056 118.69 122.96 5.52 0.65% (5.79) 858R US Equity 1,532 (8,171) 6.18 5.02 12.75 1.47% (316.50) BUD US Equity (96) 6,846 102.03 100.62 -1.62 0.86% (60.87) BX US Equity 372 2,976 30.31 34.10 12.44 1.01% 5.08 C US Equity 13 1,418 48.34 48.78 0.89 1.01% 25.71 CA FP Equity 479 2,976 32.90 38.19 15.12 1.06% 10.20 CAT US Equity 1,054 12,179 88.47 96.13 13.26 0.65% (29.23) CBA AU Equity 93 8,462 67.92 68.67 1.45 0.76% (5.25) CBS US Equity 434 1,267 49.35 66.27 35.71 0.96% (2.63) CCL US Equity 713 7,821 36.20 39.51 9.68 0.94% (27.03) CELG US Equity 9,464 12,089 85.54 152.50 66.90 1.17% (63.55) CFR VX Equity (106) 1,907 99.14 93.90 -5.97 0.94% (24.15) CL US Equity 1,450 18,685 59.13 63.72 15.19 0.51% (208.67) CM CN Equity 353 8,334 82.53 86.03 6.68 0.63% 8.77 CMCSA US Equity 3,908 17,408 40.65 49.77 26.03 0.86% (192.69) CMCSK US Equity 6,315 18,900 36.26 48.38 37.81 0.88% (341.75) CNI US Equity 1,260 12,873 51.38 56.41 16.09 0.61% (151.92) CNQ CN Equity 223 7,768 35.76 36.79 2.95 0.97% 113.38 CNR CN Equity 1,300 12,425 51.30 56.66 16.95 0.62% (43.92) COF US Equity 516 6,077 67.68 73.43 9.68 0.88% (15.67) COP US Equity (118) (7,980) 66.64 67.63 -2.61 0.57% 36.38 COST US Equity (166) 7,901 115.67 113.30 -3.29 0.64% (17.30) COV LN Equity 183 2,442 BN/A N/A 22.97 0.33% COV US Equity 770 7,080 64.09 71.06 18.97 0.57% (6.57) CRM US Equity 64 2,054 56.89 58.67 2.46 1.28% (10.12) CS FP Equity 1,714 5,387 19.39 25.56 29.11 1.09% (5.44) CSCO US Equity 26 (4,977) 21.79 21.68 0.68 0.78% (38.45) CSX US Equity 1,282 8,914 25.07 28.68 20.16 0.71% (20.30) CVE CN Equity 745 (10,449) 28.70 26.65 9.36 0.76% 4.74 CVS US Equity 1,821 11,171 63.46 73.80 26.38 0.62% (0.60) CVX US Equity (239) (8,207) 112.39 115.67 -4.69 0.62% 35.94 D US Equity 2,092 12,240 60.05 70.31 24.45 0.70% (55.73) EFTA00293242 DAI GR Equity 6,671 13,908 62.20 92.04 36.34 1.32% 77.50 D8K GR Equity (11) (449) 44.25 45.33 -2.04 1.19% (10.64) DD US Equity 2,690 12,432 54.56 66.37 33.42 0.65% (99.66) DDAIF US Equity 3,727 8,377 63.20 91.32 32.99 1.35% (104.72) DE US Equity 165 8,122 85.65 87.39 3.17 0.64% (29.48) DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,398 9,889 51.34 74.17 41.35 1.08% (50.71) DGE LN Equity (26) 476 31.36 29.73 -2.45 2.24% 0.43 DHR US Equity 3,894 14,097 58.57 74.74 46.05 0.60% (110.50) DIS US Equity 1,825 9,908 68.36 80.96 17.67 1.04% (138.29) DISCA US Equity 35 5,840 83.18 83.68 0.62 0.97% 14.71 DNB NO Equity 1,136 9,735 15.77 17.61 15.69 0.74% (4.94) DOW US Equity 2,536 6,969 36.59 49.91 47.97 0.76% 64.66 DPW GR Equity 147 547 28.24 35.82 22.46 1.20% (5.25) DTE GR Equity 4,245 13,640 12.22 16.02 27.56 1.13% 160.74 DTV US Equity 2,342 10,622 61.97 75.64 29.51 0.75% (130.96) DUK US Equity 57 (8,822) 69.60 69.15 1.37 0.47% 158.02 DVN US Equity 171 8,507 62.34 63.60 3.10 0.65% 23.49 EBAY US Equity 409 6,678 54.29 57.61 7.40 0.83% (18.69) ECL US Equity 406 9,210 105.22 109.86 7.09 0.62% (39.58) EDF FP Equity 6,404 9,189 23.45 39.79 67.79 1.03% (58.61) EMC US Equity 1,028 9,969 25.12 27.71 14.39 0.72% (29.25) EMR US Equity 0 (964) 63.88 63.85 0.07 0.60% 0.40 EMI CN Equity 34 6,351 44.29 44.53 0.86 0.63% (14.52) ENEL IM Equity 2,323 7,503 4.32 5.66 23.95 1.29% (23.23) ENI IM Equity 220 7,309 23.75 24.47 4.30 0.70% 16.00 EOAN GR Equity 41 2,996 18.77 19.02 1.47 0.93% 3.24 EOG US Equity 1,692 5,603 144.17 187.71 37.13 0.81% (63.68) EPD US Equity 1,161 11,549 62.92 69.25 18.95 0.53% 70.80 ERICB SS Equity 359 6,004 12.27 13.00 6.22 0.96% (16.50) ESRX US Equity 1,602 9,815 66.69 77.58 21.98 0.74% 115.86 ETN US Equity (0) 5,260 72.48 72.47 0.01 0.96% (46.09) F US Equity (163) (3,621) 14.82 15.48 -6.12 0.73% 4.77 F8 US Equity 1,446 2,630 44.06 68.28 43.79 1.26% (42.86) FCX US Equity (6) (625) 30.98 31.25 -0.77 1.15% 5.79 FDX US Equity 780 5,338 120.94 138.61 24.01 0.61% 7.33 FOX US Equity (32) 5,624 32.30 32.12 -0.69 0.81% (11.28) FOXA US Equity (28) 5,673 33.15 32.98 M.57 0.87% 10.25 FP FP Equity 942 11,013 60.83 66.03 11.27 0.76% 61.58 G IM Equity 222 4,486 21.32 22.38 5.30 0.93% (49.80) GE US Equity 1,816 13,140 22.32 25.40 16.39 0.84% (131.32) GILD US Equity 30,774 13,861 24.02 77.37 192.07 1.16% (50.83) GIS US Equity 506 13,333 49.12 50.98 6.42 0.59% 71.16 GLE FP Equity 856 3,248 49.51 62.56 18.67 1.41% (3.81) GLEN LN Equity 177 (3,880) 5.29 5.05 2.93 1.56% 74.76 GLW US Equity 2,052 11,376 16.17 19.09 20.64 0.87% (166.03) GM US Equity 1 (694) 35.06 35.00 0.13 1.20% 1.08 EFTA00293243 GOOG US Equity 5,010 12,582 860.79 1,203.57 69.56 0.57% (16.72) GS US Equity 7,064 13,671 110.98 168.32 63.94 0.81% 17.15 GSK LN Equity 281 5,707 26.22 27.51 7.19 0.69% 52.28 GSZ FP Equity 912 8,189 24.60 27.34 9.16 1.22% 4.90 HAL US Equity 986 5,408 48.07 56.84 18.62 0.98% 3.90 HD US Equity 2,666 13,333 66.67 80.00 28.72 0.70% (8.34) HMB SS Equity 646 6,110 40.79 45.10 11.41 0.93% 21.93 HON US Equity 6,281 11,930 61.10 93.27 89.59 0.59% (79.84) HPO. US Equity 1,723 7,287 25.38 31.38 22.75 1.04% 282.05 HSBA LN Equity 16 (2,521) 9.94 9.88 0.72 0.87% 8.55 IBE SM Equity 1,714 7,382 5.54 6.82 37.26 0.62% (11.98) IBM US Equity (18) (5,036) 184.74 185.41 -0.63 0.58% 44.38 IMT LN Equity 1,396 10,924 35.95 40.54 14.21 0.90% 167.16 INTC US Equity 515 9,784 23.81 25.06 8.87 0.59% 107.54 ISP IM Equity 3,582 5,699 1.93 3.14 49.76 1.26% 106.65 ITUB US Equity 339 (5,909) 13.81 13.02 3.93 1.46% (94.15) ITUB4 BZ Equity 94 (6,366) 13.35 13.15 0.99 1.49% (124.80) ITW US Equity 2,710 14,011 67.84 80.95 30.07 0.64% (186.55) ITX SM Equity (39) (4,597) 147.96 149.21 -0.78 1.09% (187.90) JCI US Equity 2,196 5,930 34.13 46.76 38.89 0.95% (23.48) DU US Equity 4,465 12,994 69.83 93.82 63.17 0.54% (7.38) JPM US Equity 986 8,516 52.29 58.34 13.75 0.84% 78.33 KMB US Equity 295 7,934 106.69 110.66 6.05 0.62% (6.98) KMI US Equity 766 (8,600) 34.31 31.26 10.99 0.81% 125.02 KO US Equity 76 (6,962) 38.83 38.41 2.10 0.52% (10.39) LBTYA US Equity (12) 2,272 84.93 84.48 -0.55 0.97% (23.73) LBTYK US Equity 105 1,975 78.04 82.18 6.32 0.84% (14.76) LIN GR Equity (52) 8,087 198.02 196.76 -0.83 0.77% 69.71 LLOY LN Equity 3,392 7,073 0.89 1.32 52.57 0.91% (7.11) LLY US Equity 20 2,868 58.84 59.25 0.86 0.80% (10.89) LMT US Equity 659 2,016 122.48 162.49 38.68 0.84% (28.50) LNKD US Equity • 399 202.54 202.54 0.00 1.80% 12.81 LOW US Equity 227 7,829 48.41 49.81 3.34 0.87% 13.38 LVS US Equity 2,341 6,808 61.33 82.42 28.97 1.19% (132.84) LYB US Equity 1,187 2,297 59.29 89.94 61.80 0.84% (35.92) MA US Equity 11,986 17,711 47.01 78.82 82.70 0.82% 79.22 MAERSKB DC Equity 5,693 14,148 8,212.58 11,516.90 33.30 1.21% 80.89 MC FP Equity (98) 3,466 183.29 178.25 .3.69 0.77% (17.61) MCD US Equity (95) (5,579) 94.88 96.49 .3.16 0.54% 52.47 MCK US Equity 236 2,088 164.17 182.72 15.26 0.74% (2.97) MDIZ US Equity 2,607 13,641 28.68 34.16 31.80 0.60% (97.05) MDT US Equity 8,101 20,811 43.22 60.05 58.22 0.67% 88.09 MET US Equity 1,457 7,556 44.37 52.92 20.46 0.94% 125.09 MFC CN Equity 4,185 8,003 12.38 18.85 62.63 0.83% (18.27) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,711 21,331 96.89 131.92 61.55 0.59% (208.86) MO US Equity 28 6,937 36.13 36.27 0.66 0.62% (47.00) EFTA00293244 MON US Equity 825 11,917 106.02 113.36 9.87 0.70% (94.25) MOS US Equity - - 48.89 0.82% MRK US Equity 1,429 11,268 49.98 56.32 17.89 0.71% (8.00) MS US Equity 247 1,649 27.57 31.70 14.56 1.03% 6.71 MSFT US Equity 922 7,343 34.91 39.29 17.03 0.74% (25.25) MUV2 GR Equity 356 6,116 197.70 209.20 8.45 0.69% 4.00 NAB AU Equity 65 7,534 31.14 31.41 0.97 0.88% (34.46) NCM AU Equity • - 10.50 1.98% NEE US Equity 4,232 14,649 72.62 93.60 44.10 0.65% (218.53) NEM US Equity 2,146 (7,392) 34.95 24.80 18.07 1.61% 213.32 NESN VX Equity 646 9,821 69.64 74.22 10.22 0.64% 30.48 NG/ IN Equity 2,001 12,114 11.82 13.78 26.58 0.62% 56.27 NICE US Equity 1,039 5,145 66.10 79.45 24.23 0.83% (18.00) NOK US Equity 4,094 4,498 3.96 7.57 71.03 1.28% (87.61) NOV US Equity (75) 2,990 75.92 74.05 .2.76 0.91% (19.53) NOVN VX Equity 5,249 18,291 63.81 82.11 37.44 0.77% (142.21) NOVOB DC Equity 1,351 9,444 40.35 46.12 13.84 1.03% 5.15 NSC US Equity 2,028 9,590 80.49 97.51 28.48 0.74% 127.40 NVS US Equity 3,951 15,510 65.07 81.65 34.10 0.75% (232.42) OGXP3 BZ Equity 5,052 (5,180) 4.31 0.11 31.16 3.13% (346.36) OR FP Equity 1 (774) 162.36 162.18 0.12 0.95% 0.87 ORA FP Equity 529 5,434 12.87 14.12 6.63 1.47% (37.89) ORCL US Equity 1,096 7,533 33.38 38.24 20.62 0.71% (37.03) OXY US Equity 58 7,355 95.04 95.80 1.07 0.74% (121.22) PBR US Equity 507 (2,814) 13.30 10.90 11.51 1.56% (119.46) PBR/A US Equity 513 (2,795) 13.87 11.33 11.77 1.56% (129.15) PCLN US Equity 1,076 3,043 956.05 1,294.13 28.44 1.24% (21.73) PCP US Equity 2,556 13,710 212.47 252.08 22.62 0.82% (180.28) PEP US Equity (13) 4,644 81.78 81.54 -0.45 0.63% (21.87) PETR3 BZ Equity 418 (2,923) 6.39 5.48 9.27 1.54% (135.30) PETR4 BZ Equity 474 (3,123) 6.74 5.72 9.99 1.52% (152.76) PFE US Equity 4,784 21,828 26.10 31.82 30.80 0.71% (63.15) PG US Equity 114 4,762 77.33 79.18 3.88 0.62% (35.21) PHIA NA Equity - 682 33.94 33.94 0.00 1.05% 4.69 PM US Equity 612 (10,166) 85.47 80.32 8.70 0.69% 33.07 PNC US Equity 990 8,425 75.96 84.89 16.64 0.71% 59.96 POT CN Equity (16) (992) 34.20 34.74 .1.91 0.82% (6.37) POT US Equity (3) (334) 34.31 34.59 -0.96 0.83% 0.52 PRU LN Equity 7,896 10,521 12.76 22.34 69.64 1.08% (183.88) PSA US Equity 522 9,413 158.54 167.33 9.83 0.56% (55.36) PSX US Equity 1,346 6,030 64.65 79.08 22.34 1.00% (86.99) PX US Equity 2,854 16,220 113.42 133.37 34.61 0.51% 130.84 QCOM US Equity 1,925 12,547 66.83 77.08 20.55 0.75% (64.17) QQQ US Equity 6,333 19,920 68.46 90.22 60.49 0.53% (12.45) RAI US Equity 174 6,737 52.22 53.57 2.17 1.19% (43.94) RDS/A US Equity (75) 4,217 73.26 71.98 •2.85 0.62% (11.60) RDS/B US Equity 42 5,192 75.80 76.41 1.31 0.62% (9.86) EFTA00293245 RDSA LN Equity 188 4,065 34.51 36.10 8.13 0.57% 16.50 RDSA NA Equity (62) 4,084 36.62 36.07 -2.74 0.55% 6.27 RDSB LN Equity 115 4,580 37.36 38.30 4.04 0.62% 26.87 REGN US Equity 579 6,240 302.78 330.90 5.80 1.60% (50.14) RIO AU Equity (3) (1,665) 56.04 56.16 -0.17 1.26% 11.24 RIO IN Equity (227) 5,748 54.64 52.57 -2.94 1.34% (32.32) RIO US Equity (192) 4,934 53.96 51.93 -2.66 1.47% (88.99) ROG VX Equity 6,770 17,035 212.78 297.35 52.01 0.76% 216.42 RY CN Equity (62) 4,764 65.12 64.29 -2.33 0.55% (11.22) SAB LN Equity (59) 6,565 47.47 47.05 -1.16 0.77% 37.65 SAN FP Equity 123 (6,174) 103.67 101.59 2.19 0.91% (39.43) SAN SM Equity 605 7,256 8.35 9.04 9.08 0.92%