EFTA00288752.pdf

Atorus, LLC 5/1/2014 Current Date: 5/2/2014 Change on Day: 0.05% Total Return since 1/1/12: 86.35% MSCI World Change on 712M Return: 29.46% Day -0.12% T9O Day Return: 11.82% No of Positions T3O Day Return: 0.35% (+MTM) on Day 163 Current Long Exposure @ Cost: 5,030,922 No of Positions (-MTM) Current Short Exposure @ Cost: (512,119) on Day 167 Net Exposure: 4,518,803 Current No. of Starting Capital: 1,000,000 Positions: 437 Current NAV: 1,863,530 Current Leverage (Gross Exposures): 2.97 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 Vol-Adj. Risk Listed Equities Target Vol-Adj. 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 2,800,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —Series1 1,000,000.00 800.000.00 C00,000.00 'V 'V 'V 'V 'V t• l e le eeee AtV eeeeeeee 'V 171 'V #1, „Q. , 'V 'V 4 <, 4% 4'1 4' is. 4 s 0)\ is. 4 4' EFTA00288752 Atorus, LLC 5/1/2014 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 21.81% 45 Positions 26.19% TGT US Equity (8,574) 0.15% AEX Index 6,043 0.32% 941HK Equity (9,455) 0.17% HON US Equity 6,133 0.33% XAG Curncy (15,640) 0.28% XLI US Equity 6,179 0.33% CO1 Comdty (19,698) 0.36% SX7E Index 6,247 0.34% MEXBOL Index (20,915) 0.38% ROG VX Equity 6,287 0.34% INDEXCF Index (21,271) 0.38% UTX US Equity 6,390 0.34% JP_TSY CREDIT (22,684) 0.41% SX6P Index 6,484 0.35% XAU Comdty (23,727) 0.43% MAERSKB DC Equity 6,513 0.35% SHCOMP Index (26,960) 0.49% ASE Index 6,590 0.35% MY_TSY CREDIT (32,331) 0.58% DAI GR Equity 6,762 0.36% CA_TSY CREDIT (36,066) 0.65% SXMP Index 6,793 0.36% SE_TSY CREDIT (55,416) 1.00% NOVN VX Equity 6,873 0.37% SPX Index 62,272 1.12% ACA FP Equity 7,070 0.38% DK_TSY CREDIT 67,396 1.22% AZN SS Equity 7,205 0.39% CH_TSY CREDIT 69,328 1.25% P5120 Index 7,305 0.39% STBCNZL Index 73,207 1.32% SXXP Index 7,342 0.39% IE_TSY CREDIT 78,270 1.41% SMI Index 7,455 0.40% AT_TSY CREDIT 79,056 1.43% SXSE Index 7,537 0.40% BE_TSY CREDIT 79,771 1.44% MDT US Equity 7,545 0.40% FR_TSY CREDIT 79,806 1.44% FTSEMIB Index 7,737 0.42% NL_TSY CREDIT 81,163 1.46% AZN US Equity 7,830 0.42% GB_TSY CREDIT 81,211 1.47% AZN LN Equity 7,950 0.43% DE_TSY CREDIT 81,920 1.48% HEX Index 8,113 0.44% Fl TSY CREDIT 82,613 1.49% TMO US Equity 8,216 0.44% BEL20 Index 8,299 0.45% PRO LN Equity 8,528 0.46% DAX Index 9,117 0.49% IT_TSY CREDIT 9,549 0.51% NAV Impact of MTM by Category & Exposure MMM US Equity 9,614 0.52% Listed Equity Long 0.029% TYC US Equity 9,692 0.52% Listed Equity Short -0.044% NDX Index 9,979 0.54% EquityCom Long -0.102% IBEX Index 10,178 0.55% EquityCom Short -0.059% SXAP Index 10,323 0.55% G20 Rates Long 0.072% LW= Index 11,112 0.60% G20 Rates Short -0.007% KFX Index 11,182 0.60% ES_TSY CREDIT 11,768 0.63% XLV US Equity 11,827 0.63% SXIP Index 12,095 0.65% SXOP Index 12,611 0.68% SPX Index 18,199 0.98% EFTA00288753  SXTP Index 22,888 1.23% ISEQ Index 24,411 1.31% SXDP Index 27,201 1.46% IE_TSY CREDIT 33,363 1.79% STBCNZL Index 37,492 2.01% APAC Lon 22 APAC Short 24 EMEA Long 76 EMEA Short 12 AMER Long 177 AMER Short 31 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 16 G20 Rates Short 7 Total Long 355 Total Short 82 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) $2,000,000 i ■ APAC Long $1,500,000 ■ APAC Short ■ EMEA Long ■ EMEA Short 51,000,000 ■ AMER Long ■ AMER Short $500,000 ■ EquityCom Long ■ EquityCom Short $ ■ G20 Rates Long ■ G20 Rates Short $(500,000) EFTA00288754 Atorus, LLC 5/1/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlltes, G20 Gov. Credit) 2.000,000 5,000.000 4,0003)00 1.500,000 3,000.000 1000000 —APAC 2,000.000 — EMEA —AMER 1,000,000 — EquityCom —G20 Rates 0 , ,NexEposule RIG Nr G el. OGGG O O OG O O Mine) OS 0 44 e l ‘ ' C9 41. 'I . e l , cl 1 . V 4S , ?No \ S S \ l• c • c • % . • Sr G \ \ ) atm (2,000,003) (1,000,003) (3,0(0,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) APAC AMER EcpityCe — G20 Rates a le,pe • le le 6 19,40 4> e 09 49 cLe le" ,ce* 4 IN 4 4 0) 4' N 4' 1 1),‘. EFTA00288755 Atorus, LIC 5/1/2014 Current Gross Notional Risk by Category 242,942 ;36,990 • APAC 1,239,9 • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 —Series' 1.15 —Serits2 0.95 0.75 $ o.;), Off~ O1ry O% O1 11, ry '19 ,s0 41 c‘‘ 4, ON AC" 'II •)) c l? 6\ Orb 4\ A.c.k eP eb A‘ „.„ A 0 Rolling 30 Day Realized Volatility - EFTA00288756 Atorus, LLC 5/1/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 7000 WOO 9100 40.00 APR Vol Days by Position 3000 20.00 1000 °CO Of .10)3%), 71 1.1 11 1 its q PS) tt) 4s) CO 4 ) "1 43 CbC) q q Percentile No. Vol Days 4 0.00.:, -15.32 MTM Gains(Losses)% of NAV "Signficant" 5.00% -3.19 (<7 Vol Days) 1.07% 10.00% -1.24 MTM GaIns(Losses)% of NAV "Signficant" 15.00% 4.45 (>7 Vol Days) 20.00% 0.12 25.00% 1.00 30.00% 2.27 35.00% 3.03 40.00% 4.21 45.00% 6.16 50.00% 7.86 55.00% 10.68 60.00% 13.58 65.00% 16.41 70.00% 21.06 75.00% 23.85 80.00% 27.06 85.00% 34.69 90.00% 41.84 95.00% 57.20 100.00% 238.15 EFTA00288757 Atorus, LLC 5/1/2014 Current Portfolio -Listed Equity Portfolio Current Price PA in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity 40 (2,475) 55.84 54.94 1.59 1.02% 005380 KS Equity (72) 3,149 224.27 219.26 -2.24 1.02% 005490 KS Equity (251) (3,011) 272.57 295.33 -7.40 1.13% 005930 KS Equity (28) (2,053) 1,294.61 1,312.47 -1.52 0.91% 012330 KS Equity 869 5,584 247.00 285.47 16.51 0.94% 1 HK Equity 810 12,607 16.18 17.22 8.89 0.72% 1299 HK Equity 179 5,954 4.79 4.93 2.98 1.01% 13 HK Equity 2,666 12,243 11.40 13.89 26.50 0.82% 16 HK Equity 12.61 27 HK Equity (4) 25 9.40 8.02 -9.53 1.80% 2914.1P Equity (18) (3,020) 32.46 32.66 -0.60 1.01% (16.15) 33821P Equity 67 1,928 38.25 39.59 3.63 0.96% (3.44) 40631P Equity (49) 1,406 60.26 58.23 -2.93 1.19% 17.29 4502.1P Equity (20) (788) 44.14 45.24 -3.01 0.83% 1.41 4689 JP Equity (15) (1,461) 4.50 4.54 -0.48 2.18% (42.01) 5 HK Equity (11) (3,197) 10.17 10.20 -0.43 0.77% 5108 JP Equity 1 3,462 36.12 36.12 0.02 0.96% 16.89 5401.1P Equity 310 (4,850) 2.84 2.66 6.03 1.06% (8.16) 6301.1P Equity 21.91 67521P Equity 10.93 6902.1P Equity 45.14 69541P Equity 727 6,629 6,392.98 175.73 10.95 1.00% (62.01) 7201.1P Equity 76 (2,999) (3,742.97) 8.63 2.85 0.89% 15.49 72031P Equity 88 (4,207) (5,259.85) 54.91 2.28 0.92% (7.29) 7267 JP Equity 193 (4,675) (4,885.01) 33.88 3.75 1.10% (58.21) 762 HK Equity (260) (3,143) (5,161.69) 1.49 -5.55 1.49% 7751JP Equity (42) (4,119) (6,865.02) 31.76 -1.41 033% (16.74) 8031 JP Equity (49) (3,821) (4,775.88) 14.28 -1.58 0.82% 3.69 80581P Equity 5 (690) (4,383.01) 18.13 0.83 0.83% (0.41) 81061P Equity 90 (3,668) (4,603.66) 5.49 1.72 1.44% (65.27) 83161P Equity 7 (1,984) (2,000.57) 41.02 0.24 1.35% (23.01) 84111P Equity (18) (1,077) 1.99 -2.39 0.71% (2.46) 8604 JP Equity 184 (3,335) (3,504.39) 6.12 4.18 1.32% (20.84) 8801.1P Equity 25 2,660 30.48 30.76 0.70 1.34% 52.77 8802 JP Equity 110 (4,920) 24.34 23.80 1.51 1.49% (150.31) 9020 JP Equity 222 (5,379) 75.21 72.10 3.89 1.06% 15.35 941HK Equity 782 (9,455) 10.19 9.35 6.59 1.25% 94321P Equity 347 6,077 53.19 56.23 5.65 1.01% (15.21) 94331P Equity 54.88 94371P Equity (175) (6,149) 15.59 16.04 -2.95 0.97% (61.98) 99831P Equity 118 (3,406) 323.49 312.31 2.55 1.36% 6.74 EFTA00288758 9984 JP Equity 8 2,175 75.59 75.85 0.20 1.74% 16.27 AAPL US Equity 898 7,342 527.64 592.20 13.77 0.89% 12.49 ABS US Equity 32 1,332 23.59 24.16 2.84 0.85% 16.69 ABBN VX Equity 62 2,785 23.63 24.15 2.61 0.84% ABBV US Equity 86 2,296 49.39 51.24 2.67 1.41% (19.76) ABEV US Equity (88) 1,738 7.59 7.22 -4.99 1.02% 17.24 ABEV3 BZ Equity (108) 2,486 7.57 7.26 .4.36 1.00% ABI BB Equity 426 8,888 103.14 108.09 6.34 0.76% ABT US Equity (27) 4,097 38.86 38.61 -1.01 0.65% (5.65) ABX CN Equity 293 (3,366) 18.97 17.32 6.39 1.36% (17.85) ABX US Equity 287 (3,243) 18.99 17.31 6.67 1.33% (24.17) ACA FP Equity 7,070 5,408 6.83 15.77 123.42 1.06% ACE US Equity 489 9,744 97.27 102.16 11.87 0.42% 1.78 ACN US Equity 232 10,703 77.97 79.66 2.63 0.83% (61.51) ADP US Equity 111 3,867 75.63 77.79 4.26 0.67% 0.94 AFL US Equity 21. 4,556 62.88 63.18 0.71 0.66% 1.60 AGN US Equity 5,156 9,698 110.56 169.34 26.39 2.01% 73.41 Al FP Equity 513 10,358 136.37 143.12 8.28 0.60% AIG US Equity 374 7,022 49.93 52.59 6.87 0.78% (40.40) AIR FP Equity 91 469 57.15 68.20 20.73 0.93% ALV GR Equity 160 6,336 168.01 172.24 3.51 0.72% ALVG IX Equity 158 5,509 167.40 172.20 3.94 0.73% AMGN US Equity (2) (1,020) 112.34 112.53 -0.14 1.18% (1.67) AMT US Equity 1,552 11,545 76.79 87.12 21.82 0.62% 256.46 AMZN US Equity 12 (2,547) 309.06 307.59 0.25 1.93% 2.41 ANZ AU Equity 818 12,582 29.73 31.66 10.40 0.62% (0.38) APA US Equity (7) 4,376 87.33 87.19 -0.20 0.81% 12.95 APC US Equity 51 2,501 97.78 99.77 1.69 1.20% 15.81 AXP US Equity 2,216 10,373 71.56 86.85 24.67 0.87% (8.69) AZN LN Equity 7,950 12,676 49.80 81.04 38.20 1.64% 245.22 AZN SS Equity 7,205 12,119 50.82 81.03 37.22 1.60% AZN US Equity 7,830 12,812 50.30 81.04 40.89 1.49% 54.01 BA US Equity 150 4,613 125.87 129.97 4.06 0.80% 38.27 BAC US Equity • 795 15.21 15.21 0.00 1.06% 3.95 BARC LN Equity 294 5,219 4.11 4.34 5.46 1.03% 22.19 BAS GR Equity 1,431 7,333 97.30 116.29 21.13 0.92% BATS LN Equity 486 7,532 53.98 57.46 7.86 0.82% (106.71) BAX US Equity 86 4,842 73.52 74.83 1.93 0.92% 50.00 BAYN GR Equity 212 5,769 134.00 138.93 3.69 1.00% BBAS3 BZ Equity (23) (365) 10.07 10.71 -2.99 2.13% BBD US Equity 168 3,222 14.49 15.25 3.08 1.70% 108.60 BBDC4 BZ Equity 156 3,172 14.49 15.21 2.79 1.76% BBL US Equity (48) (1,551) 62.89 64.84 .3.40 0.92% (20.80) BBVA SM Equity 1,214 5,790 10.12 12.24 22.98 0.91% BCE CN Equity 21 5,498 44.37 44.54 0.91 0.42% (4.17) Bcs US Equity 281 4,523 16.37 17.39 6.03 1.03% 18.42 BEN US Equity 24 2,447 52.46 52.98 0.93 1.06% 22.60 EFTA00288759 BG/ LN Equity (732) (4,451) 18.08 21.05 -15.32 1.07% (45.08) BHP AU Equity 29 8,431 34.33 34.45 0.42 0.83% (93.80) BHP US Equity 223 6,839 67.77 69.99 3.52 0.93% 59.09 BOB US Equity 161 1,066 245.93 283.07 8.16 1.85% (19.88) BIL SJ Equity (10) (799) 32.02 32.40 -1.45 0.83% BK US Equity 419 8,609 32.86 34.46 6.82 0.71% 132.21 BLK US Equity 80 3,418 293.93 300.85 2.49 0.95% (1.83) BLT LN Equity (22) (3,193) 32.12 32.34 -0.79 0.85% (24.25) BMO CN Equity 422 11,017 66.19 68.73 8.21 0.47% (5.41) BMW GR Equity 1,303 5,212 99.22 124.02 25.73 0.97% BMY US Equity (13) 2,943 49.83 49.62 -0.36 1.17% 13.46 BN FP Equity (23) 5,498 73.18 72.88 -0.55 0.75% BNP FP Equity 585 3,299 61.78 72.74 16.81 1.06% BNS CN Equity 478 10,072 58.15 60.91 10.53 0.45% 22.70 BP/ LN Equity 867 9,797 7.76 8.45 11.05 0.80% 4.80 BRK/B US Equity 925 13,935 120.41 128.40 14.15 0.47% (45.71) BSBR US Equity 6.67 BUD US Equity 232 9,049 103.62 106.28 3.35 0.77% (34.14) BX US Equity - 471 29.47 29.47 0.00 1.79% (3.08) C US Equity (24) 3,763 48.12 47.81 0.72 0.88% (0.84) CA FP Equity 332 3,932 34.37 37.27 9.02 0.94% CAT US Equity 2,376 14,645 90.43 105.10 22.97 0.71% (5.93) CBA AU Equity 851 15,251 69.23 73.10 10.38 0.54% (8.30) CBS US Equity 7 (1,260) 57.71 57.39 0.47 1.19% 7.49 CCL US Equity 465 6,257 36.20 38.89 7.78 0.96% 16.11 CELG US Equity (4) 1,090 147.95 147.40 -0.23 1.64% (7.64) CFR VX Equity 296 7,019 96.74 100.82 5.50 0.77% CL US Equity 2,644 20,847 59.58 67.13 24.57 0.52% 79.66 CM CN Equity 686 10,989 83.69 88.92 13.47 0.46% 17.41 CMCSA US Equity 181 4,527 50.01 52.01 4.34 0.92% 6.03 CMCSK US Equity 5,003 12,096 36.26 51.26 48.29 0.86% 25.92 CNI US Equity 1,753 12,873 51.38 58.37 19.88 0.69% (28.78) CNQ CN Equity 1,236 10,769 36.73 40.95 15.56 0.74% 66.50 CNR CN Equity 1,715 12,425 51.30 58.38 20.86 0.66% (39.71) COF US Equity 699 7,124 68.86 75.61 14.20 0.69% 168.00 COP US Equity 112 4,333 74.40 76.32 3.56 0.72% 84.60 COST US Equity 130 9,550 114.02 115.57 2.94 0.46% 10.54 COV LN Equity Ma N/A COV US Equity 848 7,080 64.09 71.76 14.03 0.85% 44.53 CRM US Equity (0) (416) 52.60 52.61 -0.01 1.78% (0.05) CS FP Equity 521 1,724 19.39 25.25 30.90 0.98% CSCO US Equity (32) 3,005 23.23 22.99 -1.29 0.83% (6.21) CSX US Equity 1,012 8,914 25.07 27.92 15.17 0.75% 13.10 CVE CN Equity 29.49 CVS US Equity 1,754 11,815 63.98 73.48 23.83 0.62% 88.81 CVX US Equity - 1,122 124.77 124.77 0.00 0.60% (2.05) D US Equity 2,264 13,256 60.80 71.18 31.86 0.54%t (273.311 EFTA00288760 DAI GR Equity 6,762 13,908 62.20 92.45 44.20 1.10% DBK GR Equity (21) 3,267 44.15 43.86 -0.63 1.05% DD US Equity 2,825 12,980 54.99 66.96 37.82 0.58% 23.33 DDAIF US Equity 3,822 8,377 63.20 92.04 35.23 1.30% (84.22) DE US Equity 711 9,783 86.71 93.01 11.13 0.65% (3.85) DELL US Equity #WA WA DG FP Equity 4,601 10,090 51.66 75.21 72.52 0.63% DGE LN Equity (0) 2,332 30.86 30.85 .0.01 0.96% (1.76) DHR US Equity (9) 5,021 73.53 73.40 0.25 0.72% (23.01) DIS US Equity 1,727 9,908 68.36 80.28 19.49 0.89% 106.80 DISCA US Equity 45 (4,082) 77.65 76.79 1.24 0.89% (36.09) DNB NO Equity 167 3,191 16.67 17.54 5.26 0.99% DOW US Equity 2,356 7,396 37.11 48.93 27.55 1.16% (18.34) DPW GR Equity 177 660 29.41 37.30 21.05 1.28% DTE GR Equity 1,011 4,411 13.92 17.12 23.85 0.96% DTV US Equity 3,080 10,622 61.97 79.94 23.33 1.24% (283.79) DUK US Equity (4) 10,185 73.23 73.20 .0.07 0.49% (167.96) DVN US Equity 1,236 11,143 63.30 70.32 13.50 0.82% 70.03 EBAY US Equity (103) 2,671 54.21 52.20 -3.73 1.03% 3.96 Ea US Equity (45) 9,210 105.22 104.70 0.68 0.72% 15.57 EDF FP Equity 5,704 9,189 23.45 38.00 67.66 0.92% EMC US Equity 171 10,986 25.35 25.75 1.92 0.81% 47.43 EMR US Equity 128 8,739 66.80 67.77 2.02 0.72% (14.47) EMI CN Equity 769 11,028 45.29 48.45 13.54 0.51% (52.89) ENEL IM Equity 2,357 8,640 4.46 5.67 38.52 0.71% ENI IM Equity 806 11,929 24.33 25.97 11.49 0.59% EOAN GR Equity (80) 2,996 18.75 18.26 -3.46 0.77% EOG US Equity 1,969 5,841 72.84 97.39 35.14 0.96% (7.19) EPD US Equity 1,968 13,127 63.70 73.25 22.67 0.66% 33.13 ERICB SS Equity (300) 7,934 12.49 12.04 .4.11 0.92% ESRX US Equity 35 3,926 66.69 67.28 0.96 0.92% 49.26 ETN US Equity 40 5,260 72.48 73.04 0.75 1.02% 12.71 F US Equity (209) (2,897) 14.82 15.88 -8.29 0.87% 20.42 F8 US Equity 999 2,630 44.06 60.78 16.06 2.36% (36.78) FCX US Equity 228 5,057 33.25 34.75 4.36 1.04% 73.18 FDX US Equity 244 2,491 124.78 136.99 15.81 0.62% 10.63 FOX US Equity (33) 3,508 32.03 31.73 -0.83 1.12% 24.18 FOXA US Equity (45) 3,236 32.96 32.51 -1.21 1.15% 16.08 FP FP Equity 1,877 13,323 61.94 70.66 19.66 0.72% G IM Equity 347 5,511 21.98 23.36 8.51 0.74% GE US Equity 2,599 13,140 22.32 26.73 39.43 0.50% 1.59 GILD US Equity 46 2,407 76.09 77.53 1.00 1.90% (48.85) GIS US Equity 1,061 20,190 50.10 52.74 11.25 0.47% 20.09 GLE FP Equity 842 3,248 49.51 62.35 23.24 1.12% GLEN LN Equity (94) (3,693) 5.22 5.36 -3.36 0.76% (5.52) GLW US Equity 3,425 11,635 16.25 21.04 34.69 0.85% (28.37) GM US Equity (12) (473) 34.16 35.03 -2.78 0.91% (0.16) EFTA00288761 GOOG US Equity (47) (2,926) 521.13 529.47 -1.13 1.42% (4.24) GS US Equity 159.63 GSK LN Equity 272 5,707 26.22 27.47 4.98 0.96% (37.47) GSZ FP Equity 190 11,150 25.29 25.72 2.18 0.78% HAL US Equity 1,827 6,543 49.74 63.63 25.87 1.08% 96.70 HD US Equity 594 7,619 73.80 79.55 10.39 0.75% 29.86 HMB SS Equity 100 (4,115) 41.29 40.29 3.02 0.80% HON US Equity 6,133 11,930 61.10 92.51 78.93 0.65% 13.11 HPQ US Equity 2,063 7,393 25.45 32.55 25.49 1.09% (61.01) HSBA LN Equity 21 4,565 10.16 10.21 0.76 0.61% (25.11) IBE SM Equity 2,025 7,501 5.56 7.06 43.05 0.63% IBM US Equity 1 (1,753) 192.01 191.93 0.05 0.85% 20.28 IMT LN Equity 2,049 13,136 36.73 42.46 23.26 0.67% (111.93) INTC US Equity 1,147 12,041 24.19 26.50 15.76 0.60% 0.95 ISP IM Equity 4,392 5,699 1.93 3.42 63.23 1.22% ITUB US Equity 337 4,335 15.61 16.83 5.39 1.44% 146.16 ITUB4 BZ Equity 315 3,252 15.40 16.89 6.15 1.58% ITW US Equity 3,646 14,011 67.84 85.49 35.61 0.73% 41.61 ITX SM Equity (47) (3,652) 146.45 148.34 -1.70 0.76% JCI US Equity (12) (1,326) 44.94 45.35 A.71 1.32% (2.33) JNJ US Equity 5,503 17,142 75.17 99.30 54.83 0.59% (243.77) JPM US Equity 3 4,763 55.76 55.80 0.10 0.75% 3.38 KMB US Equity 326 9,903 107.52 111.06 5.97 0.55% (20.29) KMI US Equity 212 (6,775) 33.81 32.75 4.04 0.78% (38.99) KO US Equity 4 5,506 40.79 40.82 0.12 0.56% 38.38 LBTYA US Equity (7) (166) 39.65 41.25 -3.76 1.08% (2.56) LBTYK US Equity (65) (1,779) 38.19 39.59 -3.43 1.07% (24.16) LIN GR Equity 334 8,087 198.03 206.20 6.58 0.63% LLOY LN Equity 438 1,914 1.10 1.35 17.22 1.33% 26.86 LLY US Equity 3 4,953 59.03 59.07 0.09 0.74% (20.02) LMT US Equity 679 2,016 122.48 163.71 38.13 0.88% 5.00 LNKD US Equity 413 (2,461) 183.83 152.96 6.35 2.65% 126.24 LOW US Equity (104) 4,479 48.16 47.06 -2.72 0.86% 65.01 LVS US Equity 1,284 4,085 61.33 80.61 16.56 1.90% 102.12 LYB US Equity 1,289 2,297 59.29 92.55 65.13 0.86% 9.10 MA US Equity (10) 2,363 73.81 73.51 -0.28 1.43% (54.96) MAERSKB DC Equity 6,513 14,148 1,642.52 2,398.60 46.07 1.00% 81.55 MC FP Equity 289 5,711 186.24 195.65 6.73 0.75% MCD US Equity 83 8,779 100.60 101.55 2.15 0.44% 75.89 MCK US Equity 36 2,181 164.92 167.63 1.86 0.88% (2.53) MDIZ US Equity 3,244 13,641 28.68 35.50 41.03 0.58% (23.32) MDT US Equity 7,545 20,811 43.22 58.89 43.52 0.83% (158.00) MET US Equity 1,294 7,556 44.37 51.97 17.56 0.98% 62.35 MFC CN Equity 1,742 3,201 12.38 19.11 63.99 0.85% 26.34 MHS US Equity #WA WA MMM US Equity 9,614 21,331 96.89 140.56 67.84 0.66% 3.13 MO US Equity 956 11,592 36.89 39.94 16.08 0.51% (23.99) EFTA00288762 MON US Equity 661 11,917 106.02 111.90 6.98 0.80% 198.58 MOS US Equity 49.94 - MRK US Equity 1,928 11,769 50.18 58.40 16.83 0.97%I (222.26) MS US Equity 41 2,280 30.40 30.95 1.46 1.24% (15.36) MSFT US Equity 1,028 8,007 35.30 39.83 15.32 0.84% (53.15) MUV2 GR Equity 676 6,116 197.70 219.54 13.51 0.82% NAB AU Equity 242 13,313 31.52 32.09 2.68 0.68% (100.28) NCM AU Equity 9.38 NEE US Equity 5,191 14,972 73.03 98.35 48.15 0.72% (293.53) NEM US Equity 445 (1,819) 32.73 24.73 13.98 1.75% (16.41) NESN VX Equity 1,059 10,048 69.79 77.14 17.86 0.59% NG/ LN Equity 2,442 13,258 11.96 14.17 31.43 0.59% 1.88 NKE US Equity 219 2,940 68.03 73.09 8.48 0.88% 7.46 NOK US Equity 3,880 4,498 3.96 7.38 53.27 1.62% (115.39) NOV US Equity 263 9,753 77.58 79.67 3.04 0.89% 112.96 NOVN VX Equity 6,873 18,291 63.81 87.78 44.50 0.84% NOVOB DC Equity 964 9,444 40.35 44.47 10.71 0.95% 96.50 NSC US Equity 1,563 9,797 80.78 93.67 22.82 0.70% (3.07) NVS US Equity 5,329 15,510 65.07 87.43 43.17 0.80% 134.80 OGXP3 BZ Equity 4,025 (4,107) 4.39 0.09 54.77 1.79% OR FP Equity 269 5,025 163.47 172.22 7.38 0.73% ORA FP Equity 1,698 7,118 13.32 16.50 21.27 1.12% ORCL US Equity 1,730 7,995 33.68 40.97 21.41 1.01% 0.78 OX? US Equity (22) 7,355 95.04 94.75 -0.41 0.74% (33.68) PBR US Equity (35) (443) 13.35 14.40 -3.49 2.27% (19.43) PBR/A US Equity 15.48 - PCLN US Equity 584 2,920 983.89 1,180.64 11.45 1.75% 3.13 PCP US Equity (17) 4,727 255.28 254.38 -0.34 1.06% 5.57 PEP US Equity 327 10,723 83.02 85.55 6.49 0.47%