EFTA00288591.pdf

Atorus, LLC 7/11/2014 Current Date: 7/11/2014 Change on Day: 0.33% Total Return since 1/1/12: 101.86% MSCI World Change on T12M Return: 45.32% Day 0.09% T90 Day Return: 14.82% No of Positions T30 Day Return: 4.93% (+MTM) on Day 222 Current Long Exposure @ Cost: 6,529,782 No of Positions (-MTM) Current Short Exposure @ Cost: (591,588) on Day 198 Net Exposure: 5,938,194 Current No. of Starting Capital: 1,000,000 Positions: 423 Current NAV: 2,018,597 Current Leverage (Gross Exposures): 3.53 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 0.98% No. of Profitable T24M Avg. Daily NAV (..) Change -0.89% Positions T12M 64.76% Target Vol-Adj. Risk Listed Equities 50.00% Avg. Realized Gain / Avg. Target Vol-Adj. Risk Global Macro 50.00% Realized Loss 3.2 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: 1.27 Sharpe Since 1/1/12: 1.36 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. 2,200,080.00 2,00=0.00 1)300,000.00 1,800,000.00 1,400,000.00 1,200,000.00 —NAV 1000,000.00 800,000.00 600 00000 c eeeee , et,4 et,),1,cbt 4'eeeeee 1, et, 1, ct, tivt.e e e 4 4 4 4 % 4' Ate EFTA00288591 Atorus, LLC 7/11/2014 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 22 Positions • 24.46% 43 Positions 21.29% DBK GR Equity (7,909) 0.11% NEE US Equity 5,353 0.27% T US Equity (8,039) 0.11% FR_TSY CREDIT 5,463 0.27% IBM US Equity (9,102) 0.13% SXAP Index 5,509 0.27% TGT US Equity (9,106) 0.13% AEX Index 5,569 0.28% XAU Comdty (31,099) 0.44% AZN SS Equity 5,629 0.28% SHCOMP Index (39,032) 0.55% MDY US Equity 5,633 0.28% ZA_TSY CREDIT (53,153) 0.75% NVS US Equity 5,787 0.29% CO1 Comdty (54,787) 0.77% CMCSK US Equity 6,068 0.30% SE_TSY CREDIT (55,965) 0.79% SXXP Index 6,153 0.30% 'SEG Index (59,665) 0.84% AZN US Equity 6,163 0.31% P512O Index (71,670) 1.01% XLF US Equity 6,220 0.31% NL_TSY CREDIT 82,865 1.16% SXSE Index 6,234 0.31% DE_TSY CREDIT 84,524 1.19% AZN LN Equity 6,304 0.31% FI_TSY CREDIT 85,645 1.20% PSI20 Index 6,323 0.31% MX_TSY CREDIT 87,928 1.23% DAI GR Equity 6,415 0.32% SPGSCITR Index 90,237 1.27% ROG VX Equity 6,482 0.32% GB_TSY CREDIT 100,192 1.41% HON US Equity 6,543 0.32% US_TSY CREDIT 100,443 1.41% BE_TSY CREDIT 6,589 0.33% SG_TSY CREDIT 100,443 1.41% SMI Index 6,655 0.33% MY_TSY CREDIT 109,755 1.54% XLI US Equity 6,708 0.33% JP_TSY CREDIT 190,579 2.68% 1N1 US Equity 6,934 0.34% CA_TSY CREDIT 309,688 4.35% MAERSKB DC Equity 6,948 0.34% NOVN VX Equity 7,245 0.36% SX6P Index 7,488 0.37% HEX Index 7,887 0.39% TMO US Equity 8,680 0.43% DAX Index 8,738 0.43% PRU LN Equity 8,740 0.43% Day NAV Impact of MTM by Category & Exposure IT_TSY CREDIT 9,438 0.47% Listed Equity Long 0.037% IBEX Index 9,460 0.47% Listed Equity Short 0.001% MDT US Equity 9,806 0.49% EquityCom Long -0.055% LUXXX Index 10,234 0.51% EquityCom Short -0.028% MMM US Equity 10,373 0.51% G20 Rates Long -0.017% ES_TSY CREDIT 11,478 0.57% G20 Rates Short 0.008% SXIP Index 11,707 0.58% KFX Index 12,217 0.61% Tam Contribution )%oi total Yr/Yr NAV Change by Category) TYC USEquity 13,205 0.65% Listed Equities 40.15% NDX Index 14,163 0.70% EquityCom 47.71% XLV US Equity 14,251 0.71% G20 Rates 13.77% SPX Index 21,897 1.08% EFTA00288592  SXDP Index 28,251 1.40% IE_TSY CREDIT 34,283 1.70% STBCNZL Index 34,557 1.71% No. Names APAC Long 35 APAC Short 11 EMEA Long 65 EMEA Short 13 AMER Long 183 AMER Short 22 EquityCom Long 65 EquityCom Short 6 G20 Rates Long 21 G20 Rates Short 2 Total Long 369 Total Short 54 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Cornmodiltes, 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 $500,000 ■ EquityCom Short $- ■ G20 Rates Long 1 ■ G20 Rates Short 5(500,000) EFTA00288593 Atorus, LLC 7/11/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) /V IN N IN 0) 01 01 0) ir CI V rl rl rl rl rl rl rl el el rl el el O O O O O O O OOOOO "1 IN IN IN IN 01 Ni 01 IN "I `NA 04 `',.. "4, `,.. ".... '',.. "•••• ,... ..... ..... ..... ..... ..... ..... ..... ...... ..... ..... 111 N. at Ifi n Ol rl 110 111 vet% Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288594 Atorus, LIC 7/11/2014 Current Gross Notional Risk by Category 322,168 647,855 o • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index a -a 2.35 2.15 1.95 1.75 1.55 1.35 - M5O 1.15 - 4T0 In 0.95 0.75 so11> so11> <.t1 o1%,1 oIsti e o1311 43/1, o1)' o1)), <!' so r, o ot% O1a .0Q' Q' At c. Q' tQc' Q' Q 4,.0 4 A\ cP NS\ IP 4 A.C‘ . c5 '‘. 4‘ A'Ck' Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% 1.00% Series1 0.80% 0.60% 0.40% 0.20% 0.00% e e e ee000000eee 4 1' 4Q yck' 4Q GP' 4Q 41' <Pi 40' 4Q GP' e 1S 1 Is 4 4 4 1S 1 I. 4 4 EFTA00288595 Atorus, LLC 7/11/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 80.00 70.00 60.00 50.00 M. Vol Days by Pobtion 40.00 30.00 20.00 10.00 0.03 Cs5,a 10.00 . . . . . O OP % '3 na P % h 6 % % Percentile No. Vol Days 0.00% -11.26 MTM Gains(Losses) % of NAV "Signficant" 5.00% -4.24 (<7 Vol Days) 0.94% 10.00% -1.99 MTM Gains(Losses) % of NAV "Signficant" 15.00% -0.53 (>7 Vol Days) 38.30% 20.00% 0.17 25.00% 1.01 30.00% 2.14 35.00% 3.88 40.00% 4.92 45.00% 6.40 50.00% 8.11 55.00% 10.30 60.00% 13.70 65.00% 17.58 70.00% 20.54 75.00% 25.80 80.00% 34.24 85.00% 44.10 90.00% 60.70 95.00% 84.21 100.00% 218.73 EFTA00288596 Atorus, LLC 7/11/2014 Current Portfolio •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 151 (5,336) 54.75 53.21 3.50 0.81% 17.58 005380 KS Equity (51) 2,519 224.30 219.88 -2.40 0.84% (40.89) 005490 KS Equity 16 (5,041) 289.59 288.65 0.35 0.94% 113.02 005930 KS Equity 154 (5,024) 1,305.89 1,265.83 2.82 1.09% 85.65 012330 KS Equity 268.79 1 HK Equity 1,578 13,773 16.34 18.21 13.74 0.83% (11.96) 1299 HK Equity 361 8,729 4.88 5.08 8.27 0.50% 54.94 13 HK Equity 849 6,579 11.90 13.44 18.86 0.68% (77.62) 16 HK Equity 13.71 27 HK Equity (352) (4,202) 7.46 8.08 -5.08 1.65% (24.59) 2914 JP Equity 479 11,062 35.05 36.57 7.58 0.57% (10.85) 3382 JP Equity 282 3,719 39.56 42.56 10.03 0.76% (69.42) 4063 JP Equity (14) 712 60.97 59.82 -2.63 0.73% (1.97) 4502 JP Equity 88 8,600 45.47 45.94 2.19 0.47% (3.54) 4689 JP Equity (205) 4,252 4.62 4.41 -3.85 1.25% (97.10) 5 HK Equity 16 (4,127) 10.15 10.11 0.90 0.43% 32.24 5108 JP Equity 74 7,634 36.08 36.43 1.30 0.75% (77.44) 5401 JP Equity 3.00 6301 JP Equity 19 4,173 22.56 22.67 0.56 0.80% (44.28) 6752 JP Equity 12.00 6902 JP Equity 45.87 6954 JP Equity 534 7,571 160.05 171.33 8.70 0.81% (134.24) 7201 JP Equity 38 5,116 9.48 9.55 0.98 0.76% (45.14) 7203 JP Equity (141) 7,637 59.98 58.89 -2.86 0.65% (81.33) 7267 JP Equity 73 (4,675) 35.34 34.78 2.78 0.56% 762 HK Equity 1.59 (12.72) 7751 JP Equity 6 9,172 33.01 33.03 0.12 0.51% 209.31 8031 JP Equity (61) 9,105 16.13 16.02 -1.14 0.59% (144.61) 8058 JP Equity 537 11,600 19.81 20.73 7.64 0.61% (8.33) 8306 JP Equity (35) 881 6.12 5.89 -5.05 0.79% 54.22 8316 JP Equity (44) (3,372) 39.96 40.49 -1.51 0.87% (137.70) 8411 JP Equity (165) 8,561 2.02 1.98 -3.99 0.48% (3.69) 8604 JP Equity (90) 986 7.19 6.59 -8.81 1.04% (81.76) 8801 JP Equity 280 5,254 31.48 33.16 5.63 0.95% 8802 JP Equity 52 (3,033) 24.86 24.43 1.89 0.92% 41.66 9020 JP Equity 47 8,961 78.88 79.29 0.82 0.64% (121.01) 941 HK Equity 75 (3,476) 10.09 9.87 4.11 0.53% (14.88) 9432 JP Equity 1,645 10,589 55.68 64.33 21.22 0.73% 59.20 9433 JP Equity 441 9,967 58.51 61.10 6.64 0.67% (39.88) 9431 JP Equity 40 4,896 17.09 17.23 1.64 0.50% (42.88) 9983 JP Equity (20) (2,292) 322.77 325.66 -0.97 0.92% 36.52 EFTA00288597 9984 JP Equity (50) 5,645 74.36 73.70 -1.02 0.87% (46.17) AAPL US Equity 2,028 10,137 79.40 95.28 29.11 0.69% 79.51 ABB US Equity 22.72 - ABBN VX Equity 155 (7,476) 23.20 22.72 5.03 0.41% (9.99) ABBV US Equity 395 6,570 52.10 55.23 7.56 0.80% (0.53) ABEV US Equity 178 (5,506) 7.24 7.01 3.94 0.82% 36.81 ABEV3 BZ Equity 174 (5,164) 7.31 7.06 3.47 0.97% 29.24 ABI BB Equity 855 12,645 105.88 113.04 13.47 0.50% (56.29) ABT US Equity 329 9,473 39.80 41.18 6.52 0.53% 7.67 ABX CN Equity (246) (5,037) 18.17 19.06 -5.16 0.95% (14.17) ABX US Equity (235) (4,849) 18.17 19.05 -5.33 0.91% (10.90) ACA FP Equity 219 (4,465) 14.25 13.55 4.71 1.04% (2.66) ACE US Equity 718 11,741 98.27 104.28 16.79 0.36% 32.15 ACN US Equity 205 8,563 77.97 79.84 4.83 0.50% (8.17) ADP US Equity 266 8,942 77.68 80.00 7.09 0.42% (13.92) MI. US Equity 89 5,843 61.61 62.55 3.29 0.46% 9.41 AGN US Equity 4,815 10,621 113.90 165.53 45.00 1.01% 119.14 Al FP Equity (165) 6,175 137.77 134.18 -4.35 0.61% (13.09) AIG US Equity 593 12,241 51.90 54.41 10.24 0.47% 42.88 AIR FP Equity 90 (4,212) 65.63 64.22 2.34 0.92% (12.98) ALV GR Equity 190 9,641 170.63 173.99 4.65 0.42% 0.89 ALVG IX Equity 206 9,641 170.39 174.03 4.87 0.44% 9.72 AMGN US Equity 267 11,177 117.07 119.86 4.08 0.59% 106.50 AMT US Equity 2,254 13,269 78.17 91.45 40.73 0.42% 40.68 AMZN US Equity (340) (2,898) 306.51 342.48 -10.33 1.14% (123.46) ANZ AU Equity 628 12,947 29.78 31.22 8.51 0.57% 50.58 AM US Equity 808 12,393 91.83 97.83 9.29 0.70% (153.53) APC US Equity 257 6,564 100.97 104.93 5.21 0.75% (71.40) AXP US Equity 3,307 12,443 74.48 94.28 55.39 0.48% 16.82 AZN LN Equity 6,304 12,950 50.16 74.58 81.24 0.60% 44.71 AZN SS Equity 5,629 12,372 51.16 74.44 76.46 0.60% 49.86 AZN US Equity 6,163 13,079 50.64 74.51 75.51 0.62% 17.91 BA US Equity (194) 10,667 129.91 127.59 -2.76 0.66% 73.54 BAC US Equity (41) 8,241 15.44 15.37 -0.69 0.73% (24.26) BARC LN Equity 3.56 BAS GR Equity 1,173 8,988 100.26 113.35 21.61 0.60% (69.90) BATS LN Equity 938 9,427 55.12 60.61 18.17 0.55% 37.44 BAX US Equity 189 6,295 74.16 76.39 5.74 0.52% (0.72) BAYN GR Equity 14 11,012 137.35 137.53 0.21 0.61% (11.64) BBAS3 BZ Equity 11.86 - BBO US Equity 61 5,475 14.62 14.78 0.94 1.18% 41.29 BBOC4 BZ Equity 86 5,427 14.64 14.87 1.23 1.29% 37.36 BBL US Equity 67.03 - BBVA SM Equity 1,274 6,375 10.30 12.36 24.01 0.83% 24.33 BCE CN Equity 76 10,241 45.03 45.36 1.79 0.42% 14.76 BCS US Equity 14.31 - BEN US Equity 248 6,278 54.92 57.09 6.33 0.62% 37.52 EFTA00288598 BG/ IN Equity 78 (3,365) 20.85 20.37 2.34 0.99% 41.58 BHP AU Equity 193 9,507 34.49 35.19 2.53 0.80% 21.72 BHP US Equity 265 7,278 68.00 70.47 4.05 0.90% 69.99 BIIB US Equity 320 1,066 245.93 319.71 40.31 0.74% 4.43 BIL SI Equity 33.43 - BK US Equity 1,280 11,358 33.73 37.54 17.82 0.63% (7.54) BLK US Equity 234 7,136 306.91 316.97 5.65 0.58% 26.64 BLT IN Equity 33.44 - BMO CN Equity 1,628 16,572 67.73 74.39 27.24 0.36% (75.48) BMW GR Equity 1,361 6,162 102.66 125.33 27.78 0.79% 68.69 BMY US Equity (51) 4,840 49.02 48.51 -1.41 0.74% 17.30 BN FP Equity 73.99 - BNP FP Equity 260 (3,920) 70.57 65.89 6.37 1.04% (100.25) BNS CN Equity 1,825 15,539 60.01 67.06 29.56 0.40% (121.97) BP/ LN Equity 1,093 12,727 7.94 8.62 15.19 0.57% (28.01) BRK/B US Equity 930 15,648 121.13 128.33 16.78 0.35% 1.73 BSBR US Equity (83) 5,698 6.81 6.71 -1.51 0.97% 15.77 BUD US Equity 815 11,940 105.71 112.93 12.28 0.56% (73.59) BX US Equity (34) 6,395 32.41 32.24 A.54 0.97% 34.24 C US Equity (139) 6,030 47.91 46.83 -3.64 0.63% (3.04) CA FP Equity 36.83 - CAT US Equity 3,096 15,874 91.67 109.54 32.98 0.59% 90.72 CBA AU Equity 1,520 17,832 70.01 75.98 18.34 0.46% 44.11 CBS US Equity 102 7,287 60.74 61.59 1.49 0.94% (21.84) CCL US Equity 7 1,353 36.49 36.68 0.79 0.66% 7.58 CELG US Equity 1 (534) 88.66 88.53 0.06 2.57% (4.74) CFR VX Equity 143 10,967 99.46 100.76 3.00 0.44% 0.61 CL US Equity 3,458 22,712 60.27 69.45 31.76 0.48% (7.65) CM CN Equity 985 13,057 84.64 91.02 17.90 0.42% (104.29) CMCSA US Equity 640 11,232 51.48 54.42 10.35 0.55% (7.98) CMCSK US Equity 6,068 15,601 38.97 54.13 78.00 0.50% 13.90 CNI US Equity 3,626 14,371 52.27 65.46 46.77 0.54% (19.75) CNQ CN Equity 2,357 12,999 37.91 44.79 25.50 0.71% (218.90) CNR CN Equity 3,563 14,238 52.32 65.41 44.23 0.57% (29.26) COF US Equity 1,644 9,398 71.32 83.80 26.84 0.65% 12.16 COP US Equity 1,045 12,885 78.45 84.82 16.19 0.50% (25.35) COST US Equity 305 10,787 114.46 117.69 6.70 0.42% (51.57) COV LN Equity #WA N/A COV US Equity 3,190 7,850 64.85 91.20 33.49 1.21% 59.19 CRM US Equity (25) 3,835 54.50 54.14 A.56 1.16% (14.37) CS FP Equity (56) 4,866 24.31 24.03 -1.34 0.86% 66.94 CSCO US Equity 341 11,838 24.82 25.53 7.76 0.37% 61.46 CSX US Equity 2,136 10,356 25.64 30.93 35.40 0.58% 8.73 CVE CN Equity 31.47 - CVS US Equity 2,345 12,539 64.62 76.70 37.25 0.50% 15.05 CVX US Equity (105) 5,595 130.89 128.47 -3.49 0.54% (76.17) D US Equity 1,161 7,953 60.80 69.67 19.44 0.75% (13.91) EFTA00288599 DAI GR Equity 6,415 13,908 62.20 90.90 64.00 0.72% (84.03) DBK GR Equity 1,112 (7,909) 40.31 34.64 13.10 1.07% (4.51) DD US Equity 64.96 - DDAIF US Equity 3,639 8,377 63.20 90.66 60.89 0.71% (94.63) DE US Equity 147 10,094 86.88 88.14 2.61 0.56% (24.69) DELI. US Equity //WA WA DG FP Equity - 1,168 70.49 70.49 0.00 0.66% 8.31 DGE LN Equity 36 3,082 31.23 31.59 2.09 0.56% (16.00) DHR US Equity 199 11,611 76.85 78.17 4.19 0.41% 18.23 DIS US Equity 2,742 12,410 70.99 86.68 40.17 0.55% (53.96) DISCA US Equity (220) (6,841) 75.84 78.28 .3.56 0.90% 4.56 DNB NO Equity (21) 8,725 17.95 17.91 -0.28 0.85% 22.80 DOW US Equity 2,864 7,396 37.11 51.49 87.64 0.44% 67.72 DPW GR Equity (7) 1,699 35.31 35.16 .0.66 0.64% (2.64) DTE GR Equity 528 10,164 15.65 16.46 9.11 0.57% (1.04) DTV US Equity 4,152 11,097 62.68 86.13 142.28 0.26% 35.74 DUK US Equity (72) (4,513) 71.20 72.34 .2.30 0.70% 5.55 DVN US Equity 2,523 14,839 66.12 77.36 33.57 0.51% (152.98) EBAY US Equity (86) (3,128) 50.12 51.49 -4.61 0.59% (79.67) Ea US Equity 372 11,898 106.13 109.45 6.35 0.49% (53.46) EDF FP Equity 30.60 - EMC US Equity 549 12,257 25.48 26.62 9.96 0.45% (12.73) EMR US Equity 30 8,739 66.80 67.03 0.65 0.54% (25.02) ENB CN Equity 402 12,532 45.66 47.12 6.50 0.49% (105.49) ENEL IM Equity 2,444 8,902 4.48 5.71 32.35 0.85% 62.90 ENI IM Equity 968 13,637 24.69 26.44 10.64 0.67% 6.91 EOAN GR Equity 90 7,125 19.44 19.69 1.98 0.64% (16.85) EOG US Equity 3,299 5,841 72.84 113.98 70.19 0.80% (79.65) EPD US Equity 2,865 14,612 64.66 77.34 32.53 0.60% 24.44 ERICB SS Equity 11.53 - ESRX US Equity (226) 5,436 70.45 67.63 -7.28 0.57% (13.72) ETN US Equity 434 8,219 73.83 77.73 9.01 0.59% 42.97 F US Equity 279 8,293 16.88 17.44 5.49 0.61% 71.16 F8 US Equity 1,310 2,630 44.06 66.00 50.03 1.00% 101.49 pa US Equity 1,005 8,251 34.38 38.57 14.96 0.81% (87.36) FDX US Equity 729 6,811 136.00 150.55 18.13 0.59% 17.00 FOX US Equity 266 8,704 33.35 34.37 4.67 0.65% (65.46) FOXA US Equity 283 7,483 34.19 35.48 5.60 0.67% (49.46) FP FP Equity 1,426 15,659 63.30 69.07 12.26 0.74% 6.90 G IM Equity • 1,168 20.96 20.96 0.00 0.68% 8.14 GE US Equity 2,389 13,140 22.32 26.37 36.93 0.49% 98.78 GILD US Equity 782 6,565 79.65 89.13 13.22 0.90% 54.83 GIS US Equity 1,000 25,323 50.89 52.90 8.11 0.49% (30.62) GLE FP Equity 50.37 - GLEN LN Equity 5.85 - GLW US Equity 3,860 12,136 16.41 21.63 58.99 0.54% (37.92) GM US Equity 652 11,236 35.80 37.88 7.54 0.77% 51.85 EFTA00288600 GOOG US Equity 239 8,672 561.32 576.76 3.94 0.70% 95.02 GS US Equity 66 8,980 163.21 164.40 1.23 0.60% 84.40 GSK LN Equity 118 5,707 26.22 26.76 4.39 0.47% (7.50) GSZ FP Equity 499 12,912 25.62 26.61 5.72 0.68% (13.60) HAL US Equity 2,610 8,541 52.84 68.99 41.16 0.74% (58.34) HD US Equity 340 17,619 78.01 79.52 3.68 0.52% 105.94 HMB SS Equity (267) 10,012 42.50 41.39 4.27 0.62% (40.82) HON US Equity 6,543 11,930 61.10 94.61 117.60 0.47% 79.38 HPQ US Equity 2,494 8,313 26.16 34.01 49.91 0.60% 87.14 HSBA LN Equity (160) 8,008 10.33 10.13 •4.60 0.44% 35.10 IBE SM Equity 2,338 7,531 5.56 7.29 57.15 0.54% 51.87 IBM US Equity (46) (9,102) 186.82 187.75 0.96 0.52% (27.13) IMT LN Equity 3,679 14,380 37.31 46.86 34.20 0.75% 492.11 INTC US Equity 3,703 14,005 24.68 31.21 37.51 0.70% 90.21 ISP IM Equity 0 634 3.01 3.01 0.00 1.38% 17.82 ITUB US Equity (365) 5,715 15.81 14.86 4.24 1.50% 56.01 ITUB4 BZ Equity (248) 4,601 15.74 14.94 -3.52 1.53% 44.24 ITW US Equity 3,708 14,011 67.84 85.79 55.97 0.47% (19.11) ITX SM Equity (19) 1,073 153.18 150.56 -2.68 0.65% (3.87) JCI US Equity 191 7,794 49.37 50.58 4.79 0.51% 27.93 JNJ US Equity 6,934 20,338 78.39 105.12 80.28 0.42% (136.76) JPM US Equity (104) 10,159 56.22 55.66 -1.87 0.55% 34.17 KMB US Equity 484 11,894 108.16 112.56 11.32 0.36% (21.33) KMI US Equity 35.58 KO US Equity 16 4,065 41.85 42.01 1.11 0.35% (11.63) LBTYA US Equity 24 5,724 43.92 44.11 0.60 0.70% 75.60 LBTYK US Equity 95 7,489 41.91 42.44 1.93 0.66% 67.75 LIN GR Equity 143 12,928 202.91 205.15 2.34 0.47% (64.96) LLOY LN Equity 40 2,680 1.23 1.25 1.76 0.86% 10.52 LLY US Equity 305 7,377 60.16 62.65 8.34 0.50% 18.77 LMT US Equity 123 1,095 143.68 159.79 18.80 0.60% 12.67 LNKD US Equity 382 (3,019) 179.33 156.61 9.55 1.33% (11.01) LOW US Equity 3 7,548 47.35 47.37 0.07 0.55% 38.70 LVS US Equity (12) 3,103 74.86 74.58 -0.37 1.03% (6.93) LYB US Equity 1,541 2,297 59.29 99.06 119.29 0.56% 18.92 MA US Equity 33 6,084 75.27 75.67 0.88 0.61% 20.01 MAERSKB DC Equity 6,948 14,377 1,651.64 2,449.87 52.39 0.92% 38.89 MC FP Equity 31 7,348 188.38 189.16 0.79 0.53% (28.48) MCD US Equity (29) 9,603 100.64 100.33 -0.82 0.37% (27.96) MCK US Equity 314 2,181 164.92 188.63 23.86 0.60% (2.99) MDIZ US Equity 4,668 13,763 28.74 38.49 70.05 0.48% 268.02 MDT US Equity 9,806 20,811 43.22 63.59 66.88 0.70% 148.97 MET US Equity 1,920 7,556 44.37 55.64 32.47 0.78% 46.05 MFC CN Equity 1,603 4,903 15.08 20.02 53.98 0.61% (20.64) MHS US Equity #WA WA MMM US Equity 10,373 21,331 96.89 144.01 154.75 0.31% 54.34 MO US Equity 2,126 13,316 37.33 43.29 22.92 0.70% 165.79 EFTA00288601 MON US Equity 1,714 12,758 106.90 121.26 19.93 0.67% (155.05) MOS US Equity 47.30 - MRK US Equity 1,956 13,912 51.28 58.48 25.38 0.55% 22.60 MS US Equity 42 4,759 31.23 31.51 1.28 0.69% (5.08) MSFT US Equity 1,516 9,097 35.88 41.86 26.73 0.62% 43.79 MUV2 GR Equity 636 6,116 197.70 218.24 24.52 0.42% 11.90 NAB AU Equity (19) 10,650 31.52 31.46 -0.32 0.55% 45.16 NCM AU Equity 10.57 - NEE US Equity 5,353 15,275 73.39 99.10 56.52 0.62% (60.08) NEM US Equity 19 (389) 27.20 25.89 5.43 0.89% (3.56) NESN VX Equity 950 12,449 71.26 76.70 19.87 0.38% (22.52) NG/ LN Equity 2,826 13,478 12.00 14.52 28.22 0.74% 23.95 NKE US Equity 414 5,145 71.37 77.11 12.16 0.66% (22.64) NOK US Equity 3,977 4,498 3.96 7.47 74.50 1.19% (53.79) NOV US Equity 508 8,643 78.01 82.59 5.65 1.04% (59.35) NOVN VX Equity 7,245 21,827 66.92 89.14 84.30 0.39% (29.26) NOVOB DC Equity 1,092 11,706 41.33 45.19 14.26 0.65% 34.81 NSC US Equity 2,807 10,790 82.20 103.57 38.27 0.68% 158.30 NVS US Equity 5,787 18,195 67.78 89.34 72.89 0.44% (40.33) OGXP3 BZ Equity 4,027 (4,107) 4.39 0.09 45.74 2.14% - OR FP Equity 147 11,677 168.96 171.10 2.64 0.48% 39.11 ORA FP Equity 986 8,559 13.80 15.39 11.58 0.99% 1.55 ORCL US Equity 1,500 9,129 34.50 40.18 23.78 0.69% (17.38) OX? US Equity 400 10,929 96.82 100.36 6.49 0.56% (18.37) PBR US Equity (76) 2,578 15.65 15.20 -2.01 1.47% 22.93 PBR/A US Equity (59) 2,307 16.67 16.25 -1.67 1.54% 14.02 PCLN US Equity 186 5,110 1,174.29 1,217.01 5.00 0.73% (2.19) PCP US Equity (94) 8,068 257.60 254.65 -1.60 0.72% 24.64 PEP US Equity 946 14,142 84.13 89.76 15.93 0.42% (34.48) PETR3 BZ Equity (72) (2,385) 7.42 7.64 -1.82 1.65% (27.11) PETR4 BZ Equity (77) (2,235) 7.90 8.17 -2.07 1.68% (21.95) PFE US Equity 32 7,697 29.86 29.99 1.07 0.39% 34.30 PG US Equity 270 11,013 79.25 81.19 7.38 0.33% (56.19) PHIA NA Equity 31.54 - PM US Equity (250) 11,156 87.25 85.34 -3.68 0.61% 22.17 PNC US Equity 1,211 10,761 78.28 87.09 22.41 0.50% (25.58) POT CN Equity (255) 9,967 36.58 35.67 -3.95 0.65% (82.98) POT US Equity (306) 10,582 36.71 35.68 -4.32 0.67% (86.58) PRU LN Equity 8,740 10,521 12.76 23.36 144.73 0.57% 101.19 PSA US Equity 738 13,406 162.12 171.05 12.97 0.42% (1.87) PSX US Equity 1,411 6,695 66.16 80.11 28.07 0.75% 53.73 PX US Equity 2,588 17,041 114.23 131.57 38.33 0.40% (47.15) QCOM US Equity 2,397 12,871 67.10 79.60 43.37 0.43% (147.71) QQQ US Equity 3,366 17,569 79.74 95.02 63.37 0.30% 120.63 RAI US Equity 1,685 12,340 54.05 61.43 16.81 0.81% (201.38) RDS/A US Equity 1,030 12,883 75.73 81.78 14.59 0.55% 105.99 RDS/B US Equity 1,144 11,427 78.85 86.74 15.78 0.63% 87.05 EFTA00288602 RDSA LN Equity 1,083 12,402 37.55 40.83 18.78 0.46% 40.32 RDSA NA Equity 902 12,492 38.08 40.84 14.78 0.49% 60.89 RDSB IN Equity 1,162 12,149 39.49 43.26 18.74 0.51% 67.72 REGN US Equity 315.16 - RIO AU Equity 167 7,642 56.95 58.19 2.12 1.03% (67.69) RIO IN Equity 15 4,819 54.31 54.48 0.34 0.94% (56.18) RIO US Equity 51 4,934 54.34 54.90 0.99 1.04% (29.06) ROG VX Equity 6,482 17,035 212.78 293.75 76.62 0.50% (40.61) RY CN Equity 1,290 14,935 67.17 72.98 20.80 0.42% (84.25) SAB LN Equity 1,252 12,639 50.16 55.13 13.10 0.76% (62.05) SAN FP Equity (176) 5,211 106.59 103.10 -8.39 0.40% (1.43) SAN SM Equity 1,637 9,880 8.73 10.18 23.38 0.71% 94.22 SAN US Equity 1,074 7,980 8.73 9.91 13.89 0.97% 35.87 SAP GR Equity 34 8,587 77.21 77.51 0.71 0.55% (13.65) SAP US Equity 41 8,173 77.22 77.61 0.90 0.56% (4.30) SBUX US Equity 757 15,440 74.80 78.47 8.66 0.57% (54.88) SGO FP Equity • 711 51.40 51.40 0.00 1.23% (10.84) SI US Equity RNA WA SIE GR Equity 89 1,269 117.57 125.81 12.35 0.57% (6.84) SLB US Equity 3,323 10,752 87.56 114.62 42.90 0.72% (126.83) SMSN LI Equity 127 (4,831) 650.18 633.12 2.44 1.08% 60.25 SO US Equity 141 11,861 44.11 44.63 1.88 0.63% (9.54) SPG US Equity (28) 12,778 168.98 168.62 -0.46 0.47% 20.59 SREN VX Equity 86.48 - STAN LN Equity 302 (7,339) 21.38 20.50 6.06 0.68% 26.26 STL NO Equity 1,377 11,818 26.89 30.02 15.79 0.74% (4.13) STT US Equity 181 7,670 66.09 67.65 4.20 0.56% 4.11 SU CN Equity 1,270 14,944 38.21 41.45 9.65 0.88% (253.58) SU FP Equity 358 10,184 87.64 90.72 4.05 0.87% 139.81 SU US Equity 1,296 14,725 38.07 41.42 10.01 0.88% (276.27) SWEDA SS Equity • 1,168 25.49 25.49 0.00 0.66% 11.70 SYNN VX Equity 4 (6,953) 364.98 364.76 0.07 0.81% 64.50 7 US Equity (117) (8,039) 35.16 35.67 -4.45 0.33% (0.44) TD CN Equity 1,425 15,957 47.12 51.32 23.31 0.38% (140.99) TEF SM Equity 128 9,929 16.31 16.52 2.11 0.61% (51.83) TEF US Equity 141 8,452 16.22 16.49 2.25 0.74% (15.91) TGT US Equity 478 (9,106) 63.24 59.92 9.88 0.53% (18.48) T1X US Equity 75 (2,907) 54.91 53.50 3.62 0.71% 16.12 TLS AU Equity 966 15,262 4.70 5.00 13.64 0.46% 78.02 TLSN SS Equity (256) (5,268) 7.02 7.36 .9.68 0.50% 33.27 TM US Equity (79) 7,185 119.78 118.48 -1.74 0.63% 41.22 TMO US Equity 8,680 10,218 63.59 117.61 218.73 0.39% 65.76 TOT US Equity 967 8,160 61.65 68.95 15.24 0.78% 7.59 TRP CN Equity 176 7,196 48.01 49.19 5.15 0.48% 32.85 TRV US Equity 1,132 15,820 88.15 94.45 21.24 0.34% 50.53 TSCO LN Equity 963 (7,272) 5.49 4.76 16.53 0.80% 67.75 TWC US Equity 1,234 5,234 120.22 148.58 42.12 0.56% (14.21) EFTA00288603 TWX US Equity 636 9,814 67.77 72.16 8.73 0.74% 15.49 TXN US Equity 4,962 12,205 34.93 49.13 104.06 0.39% 121.97 TYC US Equity 13,205 24,080 29.17 45.16 95.06 0.58% 2