EFTA00288447.pdf

Atorus, LLC 6/5/2014 Current Date: 6/5/2014 Change on Day: 1.34% Total Return since 1/1/12: 91.06% MSCI World Change on T12M Return: 44.43% Day 0.46% T9O Day Return: 1.78% No of Positions T3O Day Return: 2.71% (+MTM) on Day 305 Current Long Exposure @ Cost: 5,825,151 No of Positions (-MTM) Current Short Exposure @ Cost: (448,111) on Day 122 Net Exposure: 5,377,040 Current No. of Starting Capital: 1,000,000 Positions: 438 Current NAV: 1,910,646 Current Leverage (Gross Exposures): 3.28 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40%- 50% histor tally T24M (+) NAV Days 53% T24M Avg. Daily NAV (+) Change 1.00% No. of Profitable T24M Avg. Daily NAV (..) Change -0.91% Positions T12M 59.50% Target Vol-Adj. Risk Listed Equities 50.00% Avg. Realized Target Vol-Adj. Risk Global Macro 50.00% Gain/Avg. Realized 3.22 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: 1.20 Sharpe Since 1/1/12: 1.30 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our shame 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. 2,000,0130.00 1 1,800,000.00 1600,000.00 1,400,000.00 1,200,000.00 SerieS1 1,000,000.00 800,000.00 e,tope cots e,t cot, .voss. 600 00000 ix 4 At-4 et, n) ) c 9%410.% 19% O,~ OVA 4' 4 .,4% 4's 4 EFTA00288447 Atorus, LLC 6/5/2014 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 20.45%1 45 Positions 25.98% IBM US Equity (6,942) 0.11% P5120 Index 5,568 0.29% TGT US Equity (8,574) 0.14% NVS US Equity 5,572 0.29% CO1 Comdty (9,568) 0.15% AZN US Equity 5,589 0.29% ZA_TSY CREDIT (9,667) 0.15% AZN LN Equity 5,796 0.30% IBOV Index (11,198) 0.18% SENSEX Index 6,026 0.32% SPGSCITR Index (15,778) 0.25% XLF US Equity 6,185 0.32% INDEXCF Index (15,953) 0.25% 1N1 US Equity 6,393 0.33% XAG Curncy (16,948) 0.27% HON US Equity 6,583 0.34% XAU Comdty (26,763) 0.43% UTX US Equity 6,641 0.35% SHCOMP Index (34,398) 0.55% AEX Index 6,699 0.35% SE_TSY CREDIT (44,333) 0.71% XLI US Equity 6,999 0.37% JP_TSY CREDIT (45,369) 0.72% ROG VX Equity 7,081 0.37% IE_TSY CREDIT 78,270 1.25% NOVN VX Equity 7,118 0.37% BE_TSY CREDIT 79,771 1.27% ACA FP Equity 7,260 0.38% AU TSY CREDIT 81,398 1.30% DAI GR Equity 7,449 0.39% AT_TSY CREDIT 81,569 1.30% FTSEMIB Index 7,449 0.39% FR_TSY CREDIT 82,246 1.31% SXXP Index 7,603 0.40% NL_TSY CREDIT 82,865 1.32% SX6P Index 7,864 0.41% DE_TSY CREDIT 84,524 1.35% SMI Index 7,879 0.41% FI_TSY CREDIT 85,645 1.37% MAERSKB DC Equity 7,980 0.42% MX_TSY CREDIT 87,928 1.40% SXSE Index 8,088 0.42% GB_TSY CREDIT 89,647 1.43% BEL20 Index 8,388 0.44% US_TSY CREDIT 100,443 1.60% PRU LN Equity 8,510 0.45% MY_TSY CREDIT 103,107 1.64% TMO US Equity 8,868 0.46% IT_TSY CREDIT 8,891 0.47% MDT US Equity 9,063 0.47% HEX Index 9,581 0.50% MMM US Equity 10,200 0.53% NAV Impact of MTM by Category & Exposure DAX Index 10,216 0.53% Listed Equity Long 0.669% SXAP Index 11,015 0.58% Listed Equity Short -0.006% ES_TSY CREDIT 11,269 0.59% EquityCom Long 0.777% IBEX Index 11,284 0.59% EquityCom Short -0.061% WM Index 11,302 0.59% G20 Rates Long 0.194% SXOP Index 12,045 0.63% G20 Rates Short 0.002% KFX Index 12,057 0.63% TYC US Equity 12,154 0.64% T12M Contribution (% of total Yr/Yr NAV Change by Category) SXIP Index 12,298 0.64% Listed Equities 47.89% NDX Index 12,476 0.65% EquityCom 45.17% XLV US Equity 13,375 0.70% G20 Rates 6.98% ISEQ Index 18,927 0.99% EFTA00288448  SPX Index 20,737 1.09% SXTP Index 24,291 1.27% SXDP Index 26,852 1.41% IE_TSY CREDIT 32,589 1.71% STBCNZL Index 36,084 1.89% No. Names by Category APAC Long 31 APAC Short 15 EMEA Long 73 EMEA Short 13 AMER Long 182 AMER Short 29 EquityCom Long 65 EquityCom Short 7 G20 Rates Long 20 G20 Rates Short 3 Total Long 371 Total Short 67 Current Exposure by Geography (Listed Equll les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 ■ APAC Long $2,000,000 ■ APAC Short ■ EMEA Long $1,500,000 ■ EMEA Short ■ AMER Long 51,000,000 ■ AMER Short ■ EquityCom Long 5500,000 ■ EquityCom Short $- EL_ G20 Rates Long 1 ■ G20 Rates Short $(500,000) EFTA00288449 Atorus, LLC 6/5/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2.000,000 6,000,E00 5,C00,E00 1500000 0,000,000 1000,000 APAC 3.°21" 3° — EMEA 2.000,000 —AMER EquityCom 1,000000 , rr —G20 Rates , ,NexEposure RHS (s% ) '1. co 40 rp co p p p p's. G \ G \ 1V \ GGGG \", \ ‘ \ \ ''') \ 'It Rt er it e. \ Re RR (1.000,000) (2,000,000) (1,003,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) — APAC - EMEA AMER EcpityCe — G20 Rates ryO% e % 3 3 3 3 3 3 b t• % % e• _ e• e• A%e % e•e e A ele N. 4 4 4 V CP 4 A‘v 4' 4" oP EFTA00288450 Atorus, LIC 6/5/2014 Current Gross Notional Risk by Category 260,612 pr • 654,634 • APAC • EMEA 1,553,03 • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 .—*Serits1 1.15 —Serits2 0.95 0.75 nt , oici, eos, e <," e9 e9 e •c‘c. A y 4` 4 4 4` 4` Rolling 30 Day Realized Volatility - Atorus EFTA00288451 Atorus, LLC 6/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) MOO 7000 60.00 50.00 M. Vol Days by Position 40.00 30.00 2000 1000 °CO . . ./ ./ ." . / ..' . Percentile No. Vol Days 0.00% -20.56 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.01 (<7 Vol Days) 0.88% 10.00% -1.39 MTM Gains(Losses) % of NAV "Signficant" 15.00% 0.15 (>7 Vol Days) 45.21% 20.00% 1.19 25.00% 2.12 30.00% 2.91 35.00% 3.86 40.00% 5.66 45.00% 7.36 50.00% 8.76 55.00% 11.38 60.00% 13.66 65.00% 17.47 70.00% 21.66 75.00% 26.78 80.00% 36.12 85.00% 44.00 90.00% 55.72 95.00% 79.50 100.00% 199.73 EFTA00288452 Atorus, LLC 6/5/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Charge on Day Security MTM Gain/(Loss) Exp.. Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (12) 310 57.96 55.78 -4.02 0.97% 005380 KS Equity (73) 3,149 224.27 219.21 -2.40 0.96% 005490 KS Equity 125 (3,177) 294.09 282.50 4.43 0.89% 005930 KS Equity 118 4,464 1,399.47 1,436.60 2.75 0.97% 012330 KS Equity 789 5,584 247.00 281.89 16.29 0.87% 1 HK Equity 1,314 12,607 16.18 17.87 10.90 0.96% (60.05) 1299 HK Equity 318 6,719 4.82 5.05 6.63 0.71% (31.65) 13 HK Equity 948 6,181 11.80 13.61 15.47 0.99% 30.52 16 HK Equity 13.90 27 HK Equity (39) 1,632 7.85 7.67 •1.34 1.77% 18.50 2914 JP Equity 1 4,760 34.07 34.08 0.03 0.87% 5.78 3382 JP Equity 187 2,925 38.87 41.35 7.42 0.86% 54.11 4063 JP Equity 42 4,400 59.83 60.39 1.16 0.81% 23.79 4502 JP Equity 125 4,914 44.83 45.97 3.44 0.74% 57.89 4689 JP Equity 266 3,532 4.58 4.92 4.02 1.87% 90.30 5 HK Equity (118) (4,127) 10.15 10.44 -4.55 0.63% 20.40 5108 JP Equity 23 4,359 35.90 36.09 0.55 0.97% 26.73 54011P Equity (337) (5,599) 2.81 2.98 •6.65 0.91% (107.16) 63011P Equity 0 1,502 22.09 22.09 0.01 0.88% 3.73 6752 JP Equity 11.06 6902 JP Equity 47.38 6954 JP Equity 677 7,571 160.05 174.35 10.99 0.81% 74.83 7201JP Equity (35) (750) 8.86 9.27 .4.96 0.94% (8.61) 7203 JP Equity (80) (4,207) 56.09 57.16 .2.50 0.76% (6.99) 7267 JP Equity 65 (4,675) 35.34 34.84 1.24 1.13% (1.12) 762 HK Equity 18 (2,034) 1.48 1.47 0.49 1.87% (55.14) 7751JP Equity 35 5,733 32.67 32.87 1.06 0.58% (4.50) 80311P Equity (95) (2,279) 14.69 15.30 .4.46 0.93% 41.04 8058 JP Equity 172 8,319 19.43 19.83 2.95 0.70% 19.79 8106 JP Equity (124) (3,668) 5.63 5.82 .3.40 0.99% (5.21) 8316 JP Equity (115) (3,372) 39.96 41.32 .2.80 1.22% - 84111P Equity 1.98 (4.25) 8604 JP Equity (96) (3,335) 6.47 6.66 -2.25 1.28% 15.84 88011P Equity 190 4,655 31.26 32.54 2.94 1.39% 8802 JP Equity 35 (4,927) 24.35 24.17 0.52 1.36% 48.90 9020 JP Equity (37) (1,345) 75.21 77.28 -3.76 0.73% 0.18 941HK Equity 130 (3,782) 10.19 9.84 3.71 0.93% (5.77) 9432 JP Equity 984 9,492 54.98 60.68 12.53 0.83% (23.61) 9433 JP Equity 266 6,343 56.96 59.35 4.12 1.02% 4.79 9437 JP Equity 16.88 9983 JP Equity (112) (2,292) 322.77 338.48 -4.58 1.06% (18.82) EFTA00288453 9984 JP Equity 107 3,443 73.98 76.27 2.42 1.28% 53.44 AAPL US Equity 1,669 8,681 541.78 645.93 23.44 0.82% 38.00 ABB US Equity 23.51 - ABBN VX Equity 7 (1,965) 23.68 23.59 0.46 0.80% (10.61) ABBV US Equity 366 5,311 51.46 55.00 9.65 0.71% 65.31 ABEV US Equity 133 (5,039) 7.26 7.07 2.62 1.01% (20.79) ABEV3 BZ Equity 137 (4,300) 7.34 7.11 3.27 0.97% (9.39) ABI BB Equity 645 9,538 103.61 110.61 10.25 0.66% 44.81 ABT US Equity 141 7,169 39.29 40.06 3.75 0.52% 66.88 ABX CN Equity 572 (5,037) 18.17 16.11 11.27 1.01% (57.94) ABX US Equity 547 (4,849) 18.17 16.12 11.43 0.99% (59.22) ACA FP Equity 7,260 5,408 6.83 16.01 111.35 1.21% 317.06 ACE US Equity 714 11,217 97.97 104.21 18.04 0.35% 30.12 ACN US Equity 595 8,563 77.97 83.38 11.59 0.60% 60.76 ADP US Equity 144 6,767 76.95 78.60 3.85 0.55% 13.42 AFL US Equity 16 5,843 61.61 61.77 0.42 0.65% (24.68) AGN US Equity 4,772 9,909 111.35 164.97 39.88 1.21% (101.23) Al FP Equity (451) 12,864 137.70 133.03 -4.74 0.74% 84.23 AIG US Equity 710 9,279 50.92 54.81 9.91 0.77% (33.80) AIR FP Equity 161 3,660 69.52 72.58 4.32 1.02% 66.32 ALV GR Equity (9) 7,052 169.21 169.00 -0.20 0.61% 29.82 ALVG IX Equity 13 5,730 168.62 168.99 0.37 0.60% 24.92 AMGN US Equity 121 5,813 115.77 118.18 3.02 0.69% (30.46) AMT US Equity 1,897 12,212 77.36 89.38 27.06 0.57% 98.70 AMZN US Equity (131) (2,898) 306.51 320.38 -2.84 1.59% (117.61) ANZ AU Equity 513 12,947 29.78 30.95 5.85 0.68% (37.29) AM US Equity 344 8,740 89.57 93.09 6.22 0.63% 56.33 APC US Equity 114 5,575 99.54 101.57 2.70 0.76% (17.03) AXP US Equity 3,047 11,180 72.72 92.54 43.71 0.62% 124.66 AZN LN Equity 5,796 12,676 49.80 72.57 23.39 1.96% (91.13) AZN SS Equity 5,168 12,119 50.82 72.49 21.01 2.03% (145.31) AZN US Equity 5,589 12,812 50.30 72.24 23.19 1.88% (132.94) BA US Equity 565 10,148 129.56 136.77 8.55 0.65% 134.66 BAC US Equity 29 3,742 15.25 15.37 0.84 0.93% 37.47 BARC LN Equity (78) 5,219 4.11 4.05 -1.15 1.29% 6.87 BAS GR Equity 1,444 8,075 98.72 116.37 30.13 0.59% 55.16 BATS LN Equity 785 8,182 54.39 59.60 12.58 0.76% (24.89) BAX US Equity 7 4,842 73.52 73.62 0.29 0.49% 47.39 BAYN GR Equity 478 10,263 137.07 143.46 7.24 0.64% (10.02) BBAS3 BZ Equity (2) (2,360) 10.26 10.27 -0.06 1.44% (42.32) BOO US Equity (319) 5,475 14.57 13.77 -5.05 1.15% 45.62 BBOC4 BZ Equity (322) 5,427 14.59 13.77 -5.23 1.13% 32.61 BBL US Equity 67 (4,248) 64.02 63.01 1.83 0.86% (7.04) BBVA SM Equity 1,708 6,261 10.26 13.06 38.17 0.71% 194.49 BCE CN Equity 336 10,241 45.03 46.51 8.22 0.40% 2.84 BCS US Equity (104) 5,457 16.46 16.15 -1.56 1.21% (21.00) BEN US Equity 170 4,282 53.70 55.84 4.21 0.94% 25.57 EFTA00288454 BG/ LN Equity (406) (3,788) 18.76 20.78 .9.60 1.12% (45.30) BHP AU Equity (197) 9,507 34.47 33.77 -2.16 0.96% 63.95 BHP US Equity (51) 7,278 67.99 67.52 -0.77 0.91% 21.82 BBB US Equity 318 1,066 245.93 319.30 24.19 1.23% 2.22 BIL S1 Equity 159 (4,833) 32.51 31.44 4.90 0.67% 24.89 BK US Equity 517 8,609 32.86 34.84 7.92 0.76% 43.85 BLK US Equity 125 3,931 299.70 309.25 5.80 0.55% (2.38) BLT LN Equity 111. (4,374) 32.33 31.51 3.12 0.81% 3.44 BMO CN Equity 684 14,492 66.99 70.15 11.92 0.40% (7.91) BMW GR Equity 1,401 5,212 99.22 125.89 35.93 0.75% 104.93 BMY US Equity (28) 555 49.39 47.03 -4.79 1.05% (6.75) BN FP Equity 2 2,823 74.51 74.55 0.08 0.72% 19.12 BNP FP Equity 82 (4,695) 71.94 70.68 1.94 0.90% (65.66) BNS CN Equity 1,154 13,275 59.11 64.25 19.76 0.44% 10.70 BP/ LN Equity 767 11,064 7.83 8.37 13.15 0.53% 35.28 BRK/8 US Equity 865 15,201 120.96 127.84 14.30 0.40% 78.31 858R US Equity 65 3,680 6.71 6.83 1.57 1.13% 56.63 BUD US Equity 582 9,379 103.84 110.29 9.56 0.65% 2.75 BX US Equity 125 2,814 31.12 32.50 3.19 1.40% 71.35 C US Equity 85 3,768 47.33 48.40 3.63 0.62% 36.32 CA FP Equity 262 3,932 34.37 36.66 7.77 0.86% 107.95 CAT US Equity 2,592 14,645 90.43 106.44 25.65 0.69% 296.08 CBA AU Equity 1,393 17,559 69.92 75.47 16.16 0.49% 12.67 CBS US Equity 12 4,156 60.01 60.18 0.29 0.97% 26.39 CCL US Equity 677 6,257 36.20 40.12 14.35 0.75% (3.13) CELG US Equity 337 4,560 149.74 160.80 7.59 0.97% 91.01 CFR VX Equity 471 9,275 98.59 103.60 7.39 0.69% (19.16) CL US Equity 2,893 22,469 60.24 67.99 27.08 0.48% 185.79 CM CN Equity 562 12,827 84.55 88.25 9.11 0.48% 11.66 CMCSA US Equity 265 7,922 50.83 52.53 6.40 0.52% 45.73 CMCSK US Equity 5,300 12,610 36.71 52.14 84.76 0.50% 66.16 CNI US Equity 2,334 13,822 51.91 60.68 41.73 0.40% 25.20 CNQ CN Equity 1,419 10,769 36.73 41.57 15.37 0.86% 42.57 CNR CN Equity 2,273 13,771 52.04 60.63 43.05 0.38% 20.08 COF US Equity 1,124 8,423 70.22 79.59 20.86 0.64% 71.86 COP US Equity 393 9,807 76.84 79.92 7.58 0.53% 16.91 COST US Equity 288 9,550 114.02 117.45 4.96 0.61% 117.64 COV LN Equity BN/A N/A COV US Equity 1,022 7,300 64.32 73.32 22.06 0.63% 12.49 CRM US Equity (26) 998 52.71 51.38 -1.30 1.99% 5.93 CS FP Equity 81. 4,786 24.65 25.07 1.82 0.93% 125.11 CSCO US Equity 11. 6,415 24.58 24.62 0.23 0.75% 29.92 CSX US Equity 1,644 9,870 25.43 29.66 26.79 0.62% 195.54 CVE CN Equity 29.67 CVS US Equity 2,684 12,539 64.62 78.45 37.78 0.57% 86.72 CVX US Equity 3 (4,572) 123.45 123.37 0.12 0.50% (35.84) D US Equity 2,049 13,256 60.80 70.19 24.22 0.64% 73.52 EFTA00288455 DAI GR Equity 7,449 13,908 62.20 95.52 63.76 0.84% 334.83 DBK GR Equity 561 (5,592) 41.95 37.75 9.74 1.03% 401.66 DD US Equity 3,344 13,534 55.43 69.12 50.08 0.49% (26.77) DDAIF US Equity 4,314 8,377 63.20 95.75 56.69 0.91% 206.37 DE US Equity 514 10,094 86.88 91.31 10.47 0.49% 49.34 DELL US Equity #WA WA DG FP Equity 4,589 10,090 51.66 75.15 90.55 0.50% 180.51 DGE LN Equity 85 2,332 30.86 31.99 5.89 0.62% (1.72) DHR US Equity 402 8,786 75.80 79.27 7.30 0.63% 102.51 DIS US Equity 2,406 11,729 70.28 84.69 31.87 0.64% 113.76 DISCA US Equity (378) (6,841) 75.84 80.03 -5.18 1.07% (133.92) DNB NO Equity 631 7,379 17.75 19.26 11.89 0.72% 94.41 DOW US Equity 3,065 7,396 37.11 52.49 50.10 0.83% 11.93 DPW GR Equity 175 660 29.41 37.22 30.29 0.88% 8.95 DTE GR Equity 956 7,575 15.16 17.07 13.24 0.95% 120.63 DTV US Equity 3,541 10,622 61.97 82.63 31.30 1.06% 23.68 DUK US Equity (83) (6,884) 70.75 71.60 -2.41 0.50% (79.85) DVN US Equity 2,027 12,433 64.30 74.78 21.71 0.75% (9.95) EBAY US Equity 15 (3,131) 50.61 50.37 0.52 0.92% (0.68) ECL US Equity 384 10,890 105.79 109.52 9.43 0.37% (15.65) EDF FP Equity 4,485 9,189 23.45 34.89 44.56 1.10% 98.61 EMC US Equity 458 10,986 25.35 26.41 8.61 0.48% 7.07 EMR US Equity 70 8,739 66.80 67.33 1.37 0.58% 69.80 ENB CN Equity 423 12,532 45.66 47.20 7.25 0.47% (30.31) ENEL IM Equity 2,561 8,902 4.48 5.77 29.70 0.97% 218.13 ENI IM Equity 670 11,929 24.33 25.70 7.67 0.73% 125.73 EOAN GR Equity 164 4,560 18.88 19.56 3.86 0.93% 22.35 EOG US Equity 2,767 5,841 72.84 107.35 41.53 1.14% 86.69 EPD US Equity 2,444 13,689 64.08 75.52 33.27 0.54% (5.51) ERICB SS Equity (118) 7,934 12.51 12.32 -2.40 0.62% (22.83) ESRX US Equity 12 5,382 70.60 70.75 0.27 0.79% 33.90 ETN US Equity 88 5,260 72.48 73.70 2.74 0.61% 19.10 F US Equity 6 3,188 16.68 16.71 0.25 0.74% (2.94) F8 US Equity 1,165 2,630 44.06 63.58 26.16 1.69% 28.55 FCX US Equity 214 6,027 33.55 34.74 4.10 0.86% 50.93 FDX US Equity 412 5,760 133.48 143.03 12.62 0.57% 2.12 FOX US Equity 398 6,139 32.72 34.84 7.04 0.92% 65.37 FOXA US Equity 361 5,663 33.68 35.83 6.82 0.94% 57.08 FP FP Equity 1,654 14,528 62.63 69.76 16.35 0.70% 170.44 G IM Equity 118 5,340 22.35 22.85 2.83 0.78% 66.33 GE US Equity 2,556 13,140 22.32 26.66 49.47 0.39% 30.85 GILD US Equity 297 4,745 78.09 82.99 6.41 0.98% (0.10) GIS US Equity 2,258 25,052 50.85 55.43 22.56 0.40% 38.38 GLE FP Equity 58.86 - GLEN LN Equity (130) (2,955) 5.22 5.45 -6.05 0.73% (8.10) GLW US Equity 3,749 12,136 16.41 21.48 50.57 0.61% 71.08 GM US Equity 291 5,588 34.67 36.47 5.98 0.87% 17.36 EFTA00288456 GOOG US Equity (37) 4,908 555.18 551.00 A.70 1.08% 58.47 GS US Equity 60 4,854 160.66 162.65 1.41 0.88% 16.36 GSK LN Equity 77 5,707 26.22 26.57 2.29 0.59% 23.23 GSZ FP Equity 1,351 11,763 25.40 28.32 14.00 0.82% 171.72 HAL US Equity 2,134 7,468 51.19 65.82 38.79 0.74% 73.76 HD US Equity 615 12,190 76.64 80.50 8.04 0.63% (19.30) HMB SS Equity (8) 7,694 42.69 42.65 -0.16 0.62% (15.79) HON US Equity 6,583 11,930 61.10 94.81 93.86 0.59% 232.35 HPQ US Equity 2,432 7,791 25.76 33.81 33.46 0.93% 18.75 HSBA LN Equity 83 8,008 10.34 10.44 1.74 0.60% 0.77 IBE SM Equity 2,287 7,531 5.56 7.25 57.40 0.53% 98.76 IBM US Equity 104 (6,942) 188.29 185.48 2.38 0.63% (33.17) IMT LN Equity 2,842 13,953 37.12 44.68 31.92 0.64% (75.33) INTC US Equity 1,688 12,982 24.39 27.56 23.11 0.56% (52.30) ISP IM Equity 4,382 5,699 1.93 3.41 62.27 1.23% 299.55 ITUB US Equity ITUB4 BZ Equity ITW US Equity (739) (549) 4,044 5,715 4,601 14,011 15.61 15.56 67.84 13.83 13.90 87.41 40.62 .9.87 65.60 1.22% 1.21% 0.44% N 69.06 ITX SM Equity 44 (3,652) 146.45 144.68 2.14 0.56% (34.66) JCI US Equity 93 4,214 48.47 49.54 2.19 1.00% 49.65 JNJ US Equity 6,393 19,276 77.38 103.04 89.26 0.37% 134.75 JPM US Equity 81 5,790 55.51 56.28 2.05 0.68% 74.01 KMB US Equity 318 10,674 107.77 110.99 7.86 0.38% (7.57) KMI US Equity (70) (3,388) 33.81 34.50 .3.00 0.69% (39.39) KO US Equity (8) (1,333) 40.65 40.90 4.92 0.32% (3.57) LBTYA US Equity 115 5,724 43.92 44.81 2.16 0.93% 67.50 LBTYK US Equity 167 7,489 41.91 42.84 2.90 0.77% 33.81 LIN GR Equity 571 10,686 200.99 211.73 7.46 0.72% 33.80 LLOY LN Equity 254 1,914 1.16 1.32 13.47 0.99% 28.81 LLY US Equity 42 4,953 59.03 59.53 1.46 0.58% 27.68 LMT US Equity 716 2,016 122.48 165.96 78.29 0.45% 32.75 LNKD US Equity 393 (2,461) 183.83 154.49 7.28 2.19% 36.76 LOW US Equity 55 4,313 46.77 47.37 1.31 0.98% 16.19 LVS US Equity (36) 3,105 76.20 75.33 A.86 1.35% (18.93) LYB US Equity 1,544 2,297 59.29 99.14 121.41 0.55% (38.81) MA US Equity 129 3,998 74.30 76.71 3.45 0.94% 23.94 MAERSKB DC Equity 7,980 14,377 #N/A N/A 62.23 0.89% MC FP Equity 369 6,787 187.84 198.05 10.44 0.52% 28.54 MCD US Equity 161 9,603 100.64 102.32 3.65 0.46% 11.72 MCK US Equity 323 2,181 164.92 189.32 18.53 0.80% (5.81) MDIZ US Equity 4,534 13,763 28.74 38.21 51.47 0.64% 85.97 MDT US Equity 9,063 20,811 43.22 62.05 60.52 0.72% MET US Equity 1,724 7,556 44.37 54.49 19.56 1.17% (20.88) MFC CN Equity 1,353 2,561 12.38 18.91 64.70 0.82% 12.39 MHS US Equity #WA N/A MMM US Equity 10,200 21,331 96.89 143.23 117.66 0.41% 163.44 MO US Equity 1,428 13,034 37.23 41.31 22.41 0.49% 35.83 EFTA00288457 MON US Equity 1,771 11,917 106.02 121.77 24.45 0.61% 54.92 MOS US Equity 48.73 - MRK US Equity 1,876 12,269 50.46 58.17 19.91 0.77% 79.50 MS US Equity 80 2,280 30.40 31.47 3.15 1.12% 34.63 MSFT US Equity 1,291 8,724 35.67 40.94 20.54 0.72% 192.82 MUV2 GR Equity 676 6,116 197.70 219.54 14.67 0.75% 20.84 NAB AU Equity (231) 13,313 31.51 30.97 •2.46 0.71% (8.99) NCM AU Equity 9.02 - NEE US Equity 5,080 15,275 73.39 97.79 56.26 0.59% 143.92 NEM US Equity 533 (2,652) 28.72 22.95 16.83 1.19% (9.03) NESN VX Equity 1,224 11,809 70.94 78.30 21.99 0.47% (1.51) NG/ IN Equity 2,227 13,478 12.00 13.99 23.44 0.70% 33.99 NICE US Equity 317 5,145 71.37 75.77 8.33 0.74% (22.31) NOK US Equity 4,567 4,498 3.96 7.99 83.36 1.22% 160.65 NOV US Equity (175) 8,643 77.98 76.43 -1.84 1.10% 38.96 NOVN VX Equity 7,118 21,137 66.38 88.73 69.83 0.48% 31.62 NOVOB DC Equity 598 9,444 #N/A N/A 7.51 0.84% NSC US Equity 2,373 10,615 81.93 100.25 38.27 0.58% 146.63 NVS US Equity 5,572 17,813 67.43 88.53 86.33 0.36% 17.40 OGXP3 BZ Equity 4,029 (4,107) 4.39 0.08 34.23 2.87% 493.07 OR FP Equity 407 8,826 167.38 175.09 7.81 0.59% 51.29 ORA FP Equity 1,768 8,559 13.80 16.65 18.07 1.14% 276.44 ORCL US Equity 2,000 8,963 34.40 42.08 47.38 0.47% 109.28 OXY US Equity 427 9,397 96.04 100.40 8.25 0.55% 40.80 PBR US Equity 93 (2,059) 14.43 13.78 2.87 1.58% (2.57) PBR/A US Equity 110 (2,072) 15.40 14.58 3.25 1.63% (2.22) PCLN US Equity 337 5,110 1,174.29 1,251.74 4.92 1.34% (5.02) PCP US Equity 361 5,302 250.92 268.00 7.37 0.92% 128.86 PEP US Equity 629 12,677 83.59 87.74 11.83 0.42% 39.87 PETR3 BZ Equity 154 (2,348) 7.36 6.87 4.15 1.58% 8.92 PETR4 BZ Equity 155 (2,200) 7.83 7.28 4.31 1.64% 3.29 PFE US Equity (1) 4,821 29.65 29.64 -0.04 0.75% 3.01 PG US Equity 120 11,013 79.25 80.12 2.73 0.40% 36.70 PHIA NA Equity 31.87 PM US Equity 120 9,885 86.84 87.90 3.26 0.37% (8.18) PNC US Equity 1,143 9,400 76.94 86.29 17.96 0.68% 82.00 POT CN Equity (113) 6,886 36.03 35.45 -2.54 0.65% (27.38) POT US Equity (193) 7,998 36.31 35.45 -4.10 0.59% (39.38) PRU LN Equity 8,510 10,521 12.76 23.09 126.55 0.64% 112.78 PSA US Equity 983 13,406 162.12 174.01 13.58 0.54% 196.47 PSX US Equity 1,792 6,569 65.88 83.85 36.25 0.75% (14.67) PX US Equity 2,826 16,725 113.93 133.17 44.98 0.38% 43.12 QCOM US Equity 2,407 12,615 66.89 79.65 44.35 0.43% (36.78) QQQ US Equity 2,791 11,448 73.93 91.95 45.64 0.53% 93.93 RAI US Equity 1,360 10,977 53.42 60.04 15.11 0.82% 157.74 RDS/A US Equity 595 11,546 75.02 78.89 8.81 0.58% 67.96 RDS/B US Equity 499 11,427 78.85 82.29 5.48 0.80% 36.60 EFTA00288458 RDSA LN Equity 692 9,744 36.73 39.35 11.85 0.60% 9.77 RDSA NA Equity 494 11,195 37.76 39.42 7.39 0.60% 47.24 RDSB LN Equity 538 10,889 39.07 41.00 6.69 0.74% (0.75) REGN US Equity 159