EFTA00293186.pdf

Atorus, LLC 3/14/2014 Current Date: 3/14/2014 Change on Day: 4.37% Total Return since 1/1/12: 78.39% MSCI World Change on 712M Return: 32.92% Day -0.64% T9O Day Return: 11.16% No of Positions T3O Day Return: 1.98% (+MTM) on Day 128 Current Long Exposure @ Cost: 4,711,371 No of Positions (-MTM) Current Short Exposure @ Cost: (1,057,451) on Day 321 Net Exposure: 3,653,921 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,783,921 Current Leverage (Gross Exposures): 3.23 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 51% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (4 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: 1.201 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 2.000.00MW Lmocaoo 1.640.000.W LOMICLOO 1.200.000.00 —NAV MAMA) 800,000.W 600,000.00 ce 4.>eiN ce os' 1P. 4/ 1N CS.' s' Q9 4 .ri EFTA00293186 Atorus, LLC 3/14/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th MTM) Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 24 Positions 25.38%l 45 Positions 28.08% XAG Curncy (20,150) 0.35% DAI GR Equity 5,930 0.33% IBOV Index (22,524) 0.39% OM US Equity 5,977 0.34% CO1 Comdty (24,622) 0.43% HON US Equity 6,116 0.34% MEXBOL Index (26,146) 0.45% EDF FP Equity 6,142 0.34% INDEXCF Index (26,563) 0.46% CA_TSY CREDIT 6,243 0.35% ZA_TSY CREDIT (33,149) 0.57% ROG VX Equity 6,355 0.36% SHCOMP Index (33,700) 0.58% P5120 Index 6,487 0.36% JP_TSY CREDIT (59,678) 1.03% GS US Equity 6,758 0.38% SPX Index 62,272 1.08% ACA FP Equity 6,780 0.38% CH_TSY CREDIT 64,323 1.12% BEL20 Index 6,831 0.38% DK_TSY CREDIT 67,396 1.17% DAX Index 6,835 0.38% SE_TSY CREDIT 70,512 1.22% CMCSK US Equity 6,872 0.39% FR_TSY CREDIT 70,792 1.23% AMGN US Equity 6,964 0.39% AT_TSY CREDIT 71,796 1.24% BMY US Equity 7,014 0.39% BE_TSY CREDIT 72,869 1.26% HEX Index 7,103 0.40% NL_TSY CREDIT 72,937 1.26% IBEX Index 7,148 0.40% STBCNZL Index 73,231 1.27% MMM US Equity 7,358 0.41% FI_TSY CREDIT 74,240 1.29% MDT US Equity 7,659 0.43% DE_TSY CREDIT 74,397 1.29% ME Index 7,997 0.45% IE_TSY CREDIT 78,270 1.36% PRO LN Equity 8,077 0.45% AU TSY CREDIT (79,133) 1.37% BAYN GR Equity 8,312 0.47% MY_TSY CREDIT (92,252) 1.60% IT_TSY CREDIT 8,375 0.47% SG_TSY CREDIT (95,749) 1.66% XLY US Equity 8,411 0.47% CA_TSY CREDIT (97,153) 1.68% SXAP Index 8,576 0.48% LULU Index 8,936 0.50% CELG US Equity 9,119 0.51% NAV Impact by Category & Exposure SXOP Index 9,162 0.51% Lured Lq.i.ty Long -1.350% TMO US Equity 9,476 0.53% Listed Equity Short 0.213% KFX Index 9,819 0.55% EquityCom Long -0.474% MC US Equity 9,990 0.56% EquityCom Short 0.019% SXMP Index 10,691 0.60% G20 Rates Long -0.011% ES_TSY CREDIT 10,737 0.60% G20 Rates Short -0.057% SXIP Index 11,151 0.63% MA US Equity 11,163 0.63% TYC US Equity 11,286 0.63% XLV US Equity 12,260 0.69% NDX Index 13,137 0.74% RTY Index 14,391 0.81% SPX Index 16,488 0.92% SXTP Index 22,092 1.24% EFTA00293187  SXDP Index 22,621 1.27% ISEQ Index 23,896 1.34% GILD US Equity 29,781 1.67% IE_TSY CREDIT 31,672 1.78% STBCNZL Index 32,687 1.83% APAC Lon 30 APAC Short 21. EMEA Long 76 EMEA Short 14 AMER Long 169 AMER Short 45 E•ul om Lon 65 EquityCom Short 7 G20 Rates Lon 15 G20 Rates Short 8 Total Long 355 Total Short 95 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 ■ APAC Long $1,500,000 ■ APAC Short ■ EMEA Long $1,000,000 ■ EMEA Short ■ AMER Long $500,000 ■ AMER Short ■ EquityCom Long 5- ■ EquityCom Short $(500,000) ■ G20 Rates Long ■ G20 Rates Short $(1,000,000) i EFTA00293188 Atorus, LLC 3/14/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodiites, G20 Gov. Credit) 2,000,000 5,000000 4,000000 1,500,000 - 3,000000 1,000,000 —AREA 2000000 — EWA —AMER 500.000 I I 1,000.000 — Eq it< —G20 Rates t ttiexEposure RIG ,,,,- .\,- Av a t lt o rg e or qt 41, ot, -og c,c, (04) •cskeee 4 .1. 0 4.,, ,.s.",„,44„.„,%bi,...000.00,1 AV AV AV. (5816001 6i\ A\ ‘ ••• 4 ri, 4 A \ ea* 4 12.000.0001 (1,000,0001 13.030.0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00293189 Atorus, LIC 3/14/2014 Current Gross Notional Risk by Category 240,535 574,329 dr • APAC • EMEA • AMER • EquityCom • 620 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 PASCIWoild 1.15 ATORUS 0.95 0.75 eeeeeeeeeee 4% % % % % % % Q' 4% 4' A\ 4 eb\ s' A\ 4% 4% Rolling 30 Day Realized Volatility - Mori EFTA00293190 Atorus, LLC 3/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 60.03 SO.00 40.410 P/L V ID ys by Position 30.410 20.410 10.03 O.CO MEM • "Sr O. 4 4.3 cc) str • ctr 4b* 4, ' q})- ql, oStrd.ok Percentile No. Vol Days 0.00.::: 9.S0 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.67 (<7 Vol Days) 1.49% 10.00% .2.33 MTM Gains(Losses) % of NAV "Signficant" 15.00% 4.89 (>7 Vol Days) 49.70% 20.00% 0.00 25.00% 0.86 30.00% 1.87 35.00% 3.21 40.00% 4.64 45.00% 5.74 50.00% 7.68 55.00% 9.71 60.00% 12.21 65.00% 15.76 70.00% 18.54 75.00% 21.93 80.00% 26.88 85.00% 33.27 90.00% 44.59 95.00% 58.54 100.00% 175.17 EFTA00293191 Atorus, LLC 3/14/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Galn/(Loss) Exp.. Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity 79 (5,144) 51.62 50.83 1.74 0.88% 91.31 005380 KS Equity (41) 1,799 217.02 212.25 .1.98 1.14% (31.13) 005490 KS Equity 197 (3,782) 273.49 259.27 5.53 0.94% 2844 005930 KS Equity 473 (6,558) 1,285.62 1,192.96 7.68 0.94% 125.22 012330 KS Equity 667 5,282 244.69 275.59 12.17 1.04% (60.19) 1 HK Equity 47 8,073 15.56 15.65 0.62 0.95% (109.72) 1299 HK Equity (91) 2,047 4.81 4.61 -5.06 0.88% (15.25) 13 HK Equity 2,590 12,243 11.40 13.81 19.90 1.06% (146.92) 16 HK Equity 672 (9,935) 12.66 11.80 8.71 0.78% 69.37 27 HK Equity (7) 123 9.65 9.11 -3.32 1.78% (4.16) 2914 JP Equity 391 (4,719) 32.47 29.78 6.12 1.35% 181.62 3382 JP Equity (90) 3,411 37.68 36.71 -2.06 1.27% (78.91) 4063 JP Equity 209 (4,536) 56.40 53.80 3.85 1.20% 97.50 4502 JP Equity 16 2,417 46.86 47.18 0.94 0.71% (44.84) 4689 JP Equity (53) 1,224 6.06 5.81 -3.04 1.42% (49.34) 5 HK Equity • 923 10.02 10.02 0.00 0.78% (2.78) 5108 JP Equity (96) 3,498 36.33 35.36 -2.14 1.28% (101.02) 54011P Equity 323 (3,709) 2.99 2.73 5.98 1.46% 95.69 63011P Equity (59) (3,515) 20.64 20.98 -1.26 1.34% 106.38 6752 JP Equity 1,366 4,145 9.01 11.98 14.41 2.29% (169.91) 6902 JP Equity 2,006 9,730 41.48 50.03 17.11 1.20% (375.69) 6954 JP Equity 221. 6,393 157.65 163.11 2.41 1.44% (205.42) 72011P Equity 192 (3,743) 8.85 8.39 4.89 1.05% 84.73 7203 JP Equity 127 (3,073) 57.44 55.06 3.64 1.14% 70.03 7267 JP Equity 69 (4,885) 36.43 35.91 1.22 1.16% 128.66 762 HK Equity 737 (4,767) 1.40 1.18 13.96 1.11% 61.60 7751JP Equity 342 (6,865) 31.44 29.87 4.63 1.08% 144.57 80311P Equity (42) 597 15.33 14.33 .5.49 1.27% (13.50) 8058 JP Equity (96) 2,402 19.25 18.51 .3.60 1.11% (45.97) 8306 JP Equity 160 (2,979) 5.88 5.57 4.34 1.24% 91.38 8316 JP Equity 164 (2,505) 45.91 42.90 4.90 1.34% 73.58 8411JP Equity 714 1.99 1.99 0.00 1.01% (10.46) 8604 JP Equity 87 (2,467) 6.76 6.52 2.75 1.28% 41.34 88011P Equity (35) 729 31.35 29.91 .3.06 1.58% (19.94) 8802 JP Equity 217 (5,009) 24.84 23.76 2.92 1.49% 119.28 9020 JP Equity 172 (3,967) 77.53 74.17 4.09 1.06% 97.93 941 HK Equity 1,440 (11,351) 10.25 8.95 19.56 0.65% 139.90 9432 JP Equity 539 6,077 53.19 57.91 6.37 1.39% (87.58) 9433 JP Equity 3,087 9,476 42.13 55.86 20.82 1.56% (333.48) 9437 JP Equity (23) (5,749) 15.71 15.77 -0.41 0.99% 134.24 9983 JP Equity (141) 3,177 368.35 352.67 -3.08 1.44% (81.31) EFTA00293192 9984 JP Equity 1,348 1,678 42.69 76.99 45.87 1.75% (58.64) AAPL US Equity 112 7,877 518.25 525.63 1.87 0.76% (121.74) ABB US Equity 380 8,326 23.59 24.67 5.17 0.88% (132.16) ABBN VX Equity 322 6,962 23.63 24.72 5.31 0.87% (125.90) ABBV US Equity 180 5,335 49.49 51.16 3.48 0.97% (30.57) ABEV US Equity 296 (7,232) 7.25 6.95 3.05 1.34% 43.81 ABEV3 BZ Equity 66 (6,923) 7.02 6.95 0.79 1.21% 59.98 ABI BB Equity (115) 6,721 102.00 100.28 .2.06 0.83% (84.77) ABT US Equity 34 4,097 38.87 39.18 1.27 0.64% (26.81) ABX CN Equity (30) (565) 19.79 20.83 .3.75 1.40% (5.26) ABX US Equity (29) (541) 19.80 20.87 .3.72 1.45% (6.10) ACA FP Equity 6,780 5,408 6.83 15.40 101.38 1.24% (394.92) ACE US Equity 150 6,435 95.44 97.66 4.32 0.54% 14.61 ACN US Equity 523 10,703 77.97 81.78 7.48 0.65% (95.73) ADP US Equity 84 1,193 72.36 77.46 10.99 0.64% 7.16 AFL US Equity SO 7,973 63.79 64.19 1.18 0.53% (15.22) AGN US Equity 1,568 9,557 110.31 128.41 19.62 0.84% (37.87) Al FP Equity (137) 6,372 135.14 132.30 .2.86 0.75% (65.07) AIG US Equity (4) 4,012 48.66 48.62 -0.10 0.94% (40.27) AIR FP Equity 2,611 4,177 42.47 69.02 60.62 1.03% (67.97) ALV GR Equity 2,521 7,550 125.64 167.60 37.80 0.88% (50.57) ALVG IX Equity 1,894 5,742 126.13 167.75 38.45 0.86% (41.92) AMGN US Equity 6,964 22,886 94.49 123.24 28.77 1.06% (341.60) AMT US Equity 596 10,655 76.29 80.56 8.28 0.68% (5.83) AMZN US Equity 4,276 14,103 287.66 374.87 23.11 1.31% (65.89) ANZ AU Equity 21. 4,457 28.64 28.78 0.55 0.85% (58.91) APA US Equity 307 (6,870) 82.74 79.03 4.47 1.00% 1.79 APC US Equity (45) (6,360) 81.31 81.88 -0.85 0.83% 2.02 AXP US Equity 2,733 10,373 71.56 90.42 30.36 0.87% (155.48) AZN LN Equity 3,903 12,676 49.80 65.14 31.37 0.98% (291.41) AZN SS Equity 3,368 11,669 50.40 64.95 29.33 0.98% (273.21) AZN US Equity 3,803 12,432 49.96 65.24 32.05 0.95% (161.02) BA US Equity • 694 123.33 123.33 0.00 1.04% 1.44 BAC US Equity 9,990 10,884 8.82 16.92 102.43 0.90% (378.41) BARC LN Equity • 538 3.86 3.86 0.00 1.34% (11.86) BAS GR Equity 652 7,333 97.30 105.96 8.69 1.02% (24.12) BATS LN Equity 52 5,318 52.90 53.41 1.07 0.91% 7.13 BAX US Equity 19 (8,047) 66.82 66.66 0.38 0.62% 65.62 BAYN GR Equity 8,312 11,757 76.64 130.81 70.79 1.00% (12.04) BBAS3 BZ Equity (26) (1,954) 7.91 8.01 -0.74 1.76% 37.93 BBD US Equity 906 (6,743) 12.96 11.22 9.92 1.36% 131.64 BBDC4 BZ Equity 571 (7,252) 12.15 11.20 5.97 1.32% 128.27 BBL US Equity 12 (1,850) 59.73 59.34 0.60 1.10% 7.53 BBVA SM Equity 1,119 5,790 10.12 12.07 17.24 1.12% (131.09) BCE CN Equity 128 (6,644) 43.17 42.34 3.14 0.61% 37.85 BCS US Equity - 525 15.45 15.45 0.00 1.37% (11.11) BEN US Equity (30) 2,217 52.07 51.39 -1.24 1.08% (26.33) EFTA00293193 BG/ IN Equity (70) (3,514) 17.45 17.79 -2.69 0.74% 12.29 BHP AU Equity (396) 6,689 34.21 32.30 -5.13 1.15% (97.68) BHP US Equity (344) 6,839 67.60 64.36 -5.28 0.95% (47.43) BBB US Equity 388 1,066 245.93 335.52 27.50 1.32% 2.29 BIL Si Equity 40 (2,643) 30.29 29.83 1.16 1.30% 18.97 BK US Equity 186 5,957 32.05 33.05 3.89 0.80% (18.18) BLK US Equity 100 1,171 274.17 297.61 8.92 0.96% (21.69) BLT LN Equity 20 (1,874) 29.96 29.64 0.95 1.13% 20.98 BMO CN Equity (75) 8,370 65.44 64.86 -1.48 0.61% (95.11) BMW GR Equity 564 5,076 98.63 109.59 10.68 1.04% (154.35) BMT US Equity 7,014 13,669 35.71 54.03 43.87 1.17% (258.02) BN FP Equity 89 (3,684) 70.54 68.84 3.15 0.76% 6.61 BNP FP Equity 1,357 5,498 61.78 77.03 21.09 1.17% (186.25) BNS CN Equity 32 5,030 57.60 57.97 0.98 0.65% (43.80) BP/ LN Equity 240 9,797 7.76 7.95 3.75 0.65% (47.61) BRK/B US Equity 394 9,997 118.23 122.89 5.34 0.74% (130.02) BSBR US Equity 1,954 (8,171) 6.18 4.71 15.91 1.50% 221.43 BUD US Equity (130) 6,846 102.01 100.11 -2.20 0.86% (121.31) BX US Equity 257 2,976 30.31 32.93 8.51 1.01% (53.40) C US Equity (48) 1,207 49.07 47.20 -3.86 1.03% (7.48) CA FP Equity 377 2,976 32.90 37.06 11.90 1.06% (68.82) CAT US Equity 976 11,052 87.76 95.51 12.16 0.73% (64.57) CBA AU Equity 5 8,462 67.92 67.96 0.07 0.79% (71.06) CBS US Equity 419 1,267 49.35 65.67 28.93 1.14% 5.88 CCL US Equity 489 7,821 36.20 38.47 6.44 0.97% (51.70) CELG US Equity 9,119 12,089 85.54 150.06 60.74 1.24% (990.72) CFR VX Equity (191) 3,178 99.09 93.47 -5.91 1.02% (74.61) CL US Equity 1,499 18,685 58.99 63.72 15.10 0.53% 82.05 CM CN Equity 287 8,334 82.53 85.37 5.51 0.63% (67.83) CMCSA US Equity 4,244 17,408 40.65 50.55 28.74 0.85% 12.81 CMCSK US Equity 6,872 18,900 36.26 49.45 41.78 0.87% (15.94) CNI US Equity 1,183 12,873 51.38 56.10 16.54 0.56% (186.27) CNQ CN Equity (16) 7,768 35.76 35.69 -0.20 0.99% (16.02) CNR CN Equity 1,136 12,425 51.30 55.99 15.59 0.59% (209.68) COF US Equity 434 6,077 67.68 72.51 7.82 0.91% (56.65) COP US Equity 16 (7,980) 66.64 66.51 0.34 0.58% (23.45) COST US Equity (123) 7,901 115.70 113.92 -2.29 0.68% (64.98) COV LN Equity 183 2,442 BN/A N/A 22.97 0.33% COV US Equity 708 6,787 63.82 70.48 16.30 0.64% (59.89) CRM US Equity 52 2,054 56.89 58.34 1.81 1.41% (39.19) CS FP Equity 1,487 5,387 19.39 24.74 25.92 1.06% (133.44) CSCO US Equity 91 (4,977) 21.79 21.39 2.35 0.78% 57.58 CSX US Equity 1,189 8,914 25.07 28.42 17.13 0.78% (102.41) CVE CN Equity 874 (10,449) 28.70 26.30 10.84 0.77% 66.78 CVS US Equity 1,695 10,885 63.22 73.07 24.12 0.65% 68.77 CVX US Equity (129) (8,207) 112.39 114.16 -2.28 0.69% 38.42 D US Equity 1,987 12,240 60.05 69.80 21.53 0.75% 79.16 EFTA00293194 DAI GR Equity 5,930 13,908 62.20 88.73 32.31 1.32%1 (520.30) DBK GR Equity (119) 1,621 46.36 43.20 -6.35 1.15% (41.26) DD US Equity 2,601 12,432 54.56 65.98 29.98 0.70% (17.50) DDAIF US Equity 3,424 8,377 63.20 89.04 29.49 1.39% (149.21) DE US Equity 181 8,122 85.65 87.56 3.22 0.69% (48.41) DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,143 9,889 51.34 72.84 40.04 1.05% (194.94) DGE LN Equity (47) 1,190 31.40 30.20 -1.75 2.27% 1.42 DHR US Equity 3,759 14,097 58.57 74.18 41.59 0.64% (187.00) DIS US Equity 1,691 9,908 68.36 80.03 16.49 1.03% (47.92) DISCA US Equity 10 5,840 83.18 83.32 0.16 1.06% (71.67) DNB NO Equity 1,079 9,735 15.77 17.52 13.35 0.83% (225.21) DOW US Equity 2,312 6,872 36.46 48.72 44.70 0.75% (42.27) DPW GR Equity 118 547 28.24 34.34 19.79 1.09% (6.73) DTE GR Equity 3,705 13,640 12.22 15.54 23.35 1.16% (341.99) DTV US Equity 2,645 10,622 61.97 77.40 34.75 0.72% (137.56) DUK US Equity (151) (8,822) 69.60 70.79 -3.76 0.46% (10.50) DVN US Equity 41 8,507 62.34 62.64 0.67 0.73% (21.40) EBAY US Equity 303 6,678 54.29 56.75 5.36 0.85% (42.83) Ea US Equity 360 9,210 105.22 109.33 5.94 0.66% (64.52) EDF FP Equity 6,142 9,189 23.45 39.12 68.63 0.97% (137.61) EMC US Equity 785 9,291 24.95 27.06 11.33 0.75% (57.83) EMR US Equity (14) 396 64.93 62.70 -5.23 0.68% (3.92) ENB CN Equity (3) 4,212 44.14 44.11 -0.10 0.65% (21.00) ENEL IM Equity 1,910 7,503 4.32 5.42 21.80 1.17% (147.77) ENI IM Equity 21. 7,309 23.75 23.82 0.42 0.69% (47.36) EOAN GR Equity (25) 2,996 18.77 18.61 -0.90 0.92% (48.38) EOG US Equity 1,595 5,573 143.99 185.21 33.29 0.86% 51.59 EPD US Equity 867 10,799 62.55 67.57 14.62 0.55% 120.83 ERICB SS Equity 172 6,004 12.27 12.62 3.14 0.92% (110.41) ESRX US Equity 1,581 9,815 66.69 77.43 21.38 0.75% (112.41) ETN US Equity (57) 5,260 72.47 71.70 -0.95 1.13% (83.80) F US Equity (81) (3,621) 14.82 15.14 -2.61 0.85% 21.91 F8 US Equity 1,433 2,630 44.06 68.06 44.85 1.21% (79.89) FCX US Equity - 605 30.98 30.98 0.00 1.19% 5.76 FDX US Equity 705 5,338 120.94 136.90 19.55 0.68% (2.02) FOX US Equity (113) 5,624 32.29 31.65 -2.33 0.86% (17.76) FOXA US Equity (149) 5,673 33.12 32.28 -2.82 0.93% (16.23) FP FP Equity 547 11,013 60.83 63.84 7.03 0.71% 4.38 G IM Equity 184 4,486 21.32 22.19 4.50 0.91% (86.81) GE US Equity 1,699 13,140 22.32 25.20 14.71 0.88% (164.66) GILD US Equity 29,781 13,861 24.02 75.64 175.17 1.23% 50.40) GIS US Equity 217 13,333 49.12 49.92 2.69 0.61% (307.51) GLE FP Equity 759 3,248 49.51 61.08 15.75 1.48% (122.04) GLEN LN Equity 216 (2,731) 5.39 4.97 5.24 1.51% 86.35 GLW US Equity 1,938 11,376 16.17 18.93 20.00 0.85% (224.27) GM US Equity 212 1,024 28.27 34.12 16.30 1.27% (5.76) EFTA00293195 GOOG US Equity 4,658 12,428 857.75 1,179.27 55.51 0.68% (221.04) GS US Equity 6,758 13,671 110.98 165.84 58.82 0.84% (284.82) GSK LN Equity 206 5,707 26.22 27.17 4.99 0.72% (32.24) GSZ FP Equity 521 8,189 24.60 26.17 5.77 1.10% (122.44) HAL US Equity 801 5,408 48.07 55.19 15.00 0.99% 12.92 HD US Equity 2,552 13,333 66.67 79.43 24.73 0.77% 2.10 HMB SS Equity 472 6,110 40.79 43.94 8.87 0.87% (75.40) HON US Equity 6,116 11,930 61.10 92.42 85.26 0.60% (188.74) HPQ US Equity 1,072 7,287 25.38 29.11 16.31 0.90% (2.27) HSBA LN Equity - 824 9.97 9.97 0.00 0.87% (1.01) IBE SM Equity 1,553 7,382 5.54 6.70 34.28 0.61% 49.32 IBM US Equity 45 (5,036) 184.74 183.09 1.61 0.55% 50.06 IMT LN Equity 1,299 10,924 35.95 40.22 13.34 0.89% (185.44) INTC US Equity 292 9,784 23.81 24.52 4.63 0.65% (49.68) ISP IM Equity 3,227 5,699 1.93 3.02 44.66 1.27% (292.24) ITUB US Equity 596 (5,909) 13.81 12.42 6.52 1.55% 169.12 ITUB4 BZ Equity 94 (6,366) 12.65 12.46 1.07 1.39% 175.24 ITW US Equity 2,685 14,011 67.84 80.83 29.52 0.65% (140.47) ITX SM Equity 198 (4,597) 147.96 141.59 4.37 0.99% 17.51 JCI US Equity 2,028 5,930 34.13 45.79 32.74 1.04% (45.80) JNJ US Equity 4,311 12,630 69.31 92.97 55.30 0.62% (83.41) JPM US Equity 760 8,516 52.29 56.95 10.49 0.85% (116.16) KMB US Equity 206 7,934 106.69 109.46 3.83 0.68% (34.51) KMI US Equity 682 (7,488) 34.76 31.59 10.90 0.84% (112.54) KO US Equity 117 (6,962) 38.83 38.18 2.93 0.57% 5.11 LBTYA US Equity 46 2,272 84.93 86.66 2.16 0.94% (28.42) LBTYK US Equity 139 1,975 78.04 83.52 8.63 0.81% (18.57) LIN GR Equity 29 8,087 198.03 198.75 0.49 0.74% (25.94) LLOY LN Equity 3,244 7,073 0.89 1.30 44.49 1.03% (184.12) LLY US Equity (3) 2,868 58.84 58.78 M.12 0.83% 4.51 LMT US Equity 670 2,016 122.48 163.20 38.55 0.86% (4.17) LNKD US Equity (16) 503 203.12 196.94 4.87 1.68% (7.75) LOW US Equity 137 7,829 48.41 49.25 1.87 0.93% 60.48 LVS US Equity 2,278 6,808 61.33 81.85 27.77 1.20% (110.66) LYB US Equity 1,163 2,297 59.29 89.29 55.45 0.91% (14.44) MA US Equity 11,163 17,711 47.01 76.63 64.40 0.98% (339.51) MAERSKB DC Equity 5,438 14,148 8,212.58 11,369.11 30.71 1.25% (491.45) MC FP Equity (142) 3,466 183.13 175.93 -5.74 0.71% (57.75) MCD US Equity (155) (5,579) 94.88 97.51 -5.25 0.53% 9.83 MCK US Equity 219 1,949 162.99 181.32 13.38 0.84% (35.91) MDIZ US Equity 2,754 13,641 28.68 34.47 31.08 0.65% (108.00) MDT US Equity 7,659 20,811 43.22 59.13 45.71 0.81% (65.09) MET US Equity 1,256 7,556 44.37 51.74 16.44 1.01% (54.96) MFC CN Equity 4,105 8,003 12.38 18.72 53.99 0.95% (296.55) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,358 21,331 96.89 130.32 58.52 0.59% (318.09) MO US Equity 41 6,937 36.13 36.34 0.84 0.69% 54.22 EFTA00293196 MON US Equity 802 11,917 106.02 113.15 9.20 0.73% 88.58 MOS US Equity 47.97 0.82% MRK US Equity 1,307 11,018 49.85 55.76 15.21 0.78% (92.95) MS US Equity 219 1,649 27.57 31.23 12.08 1.10% (24.99) MSFT US Equity 630 7,177 34.82 37.88 11.75 0.75% (21.50) MUV2 GR Equity 272 6,116 197.70 206.48 6.49 0.68% (61.01) NAB AU Equity (23) 7,534 31.14 31.05 M.35 0.87% (80.73) NCM AU Equity 351 11.11 11.11 0.00 1.98% 0.60 NEE US Equity 4,396 14,649 72.62 94.41 43.56 0.69% 139.87 NEM US Equity 1,901 (7,392) 34.95 25.96 13.63 1.89% (228.52) NESN VX Equity 590 9,821 69.64 73.82 8.28 0.73% (84.16) NG/ IN Equity 1,931 12,114 11.82 13.71 24.23 0.66% 14.97 NKE US Equity 963 5,145 66.10 78.48 20.55 0.91% (51.91) NOK US Equity 4,059 4,498 3.96 7.54 66.72 1.35% (108.35) NOV US Equity (81) 4,672 75.94 74.65 -1.81 0.95% (31.35) NOVN VX Equity 5,133 18,291 63.81 81.71 34.64 0.81% (262.88) NOVOB DC Equity 1,185 9,444 40.35 45.41 10.55 1.19% (137.13) NSC US Equity 1,675 9,590 80.49 94.55 22.84 0.76% (152.02) NVS US Equity 3,950 15,510 65.07 81.64 34.43 0.74% (150.09) OGXP3 BZ Equity 5,052 (5,180) 4.10 0.10 26.53 3.68% (215.96) OR FP Equity (50) 1,301 167.64 161.49 -3.83 0.99% (6.67) ORA FP Equity 460 5,434 12.87 13.96 5.74 1.47% (179.82) ORCL US Equity 978 7,533 33.38 37.72 17.00 0.76% (46.99) OXY US Equity 90 7,355 95.04 96.20 1.79 0.68% 4.17 PBR US Equity 621 (2,814) 13.30 10.36 14.92 1.48% 72.08 PBR/A US Equity 598 (2,795) 13.87 10.90 13.85 1.54% 77.91 PCLN US Equity 1,032 3,043 956.05 1,280.39 26.72 1.27% (93.07) PCP US Equity 2,663 13,710 212.47 253.74 22.07 0.88% (143.39) PEP US Equity (23) 4,644 81.78 81.37 -0.73 0.69% (41.99) PETR3 BZ Equity 418 (2,923) 6.02 5.16 9.76 1.46% 77.35 PETR4 BZ Equity 474 (3,123) 6.44 5.46 10.15 1.50% 84.83 PFE US Equity 4,298 21,828 26.10 31.24 25.91 0.76% (138.41) PG US Equity 102 4,762 77.33 78.98 3.47 0.62% (27.85) PHIA NA Equity 260 2,879 30.43 33.17 8.81 1.02% (73.16) PM US Equity 637 (10,166) 85.47 80.11 7.62 0.82% (85.28) PNC US Equity 781 8,165 75.73 82.97 12.99 0.74% (20.08) POT CN Equity 21 (2,479) 34.20 33.91 1.02 0.83% 18.40 POT US Equity 9 (836) 34.31 33.95 1.25 0.85% 5.26 PRU LN Equity 8,077 10,521 12.76 22.56 65.91 1.16% (300.98) PSA US Equity 567 9,413 158.54 168.08 9.59 0.63% 60.68 PSX US Equity 1,329 6,030 64.65 78.90 20.69 1.07% 29.71 PX US Equity 2,669 16,099 113.30 132.08 29.62 0.56% (6.90) QCOM US Equity 1,553 12,547 66.83 75.10 17.09 0.72% (166.08) QQQ US Equity 5,977 19,920 68.46 89.00 56.20 0.53% (192.38) RAI US Equity 312 6,737 52.22 54.64 3.87 1.20% 69.13 RDS/A US Equity (113) 4,217 73.23 71.31 -3.67 0.73% (24.16) RDS/B US Equity 26 5,192 75.80 76.18 0.67 0.76% (32.61) EFTA00293197 RDSA LN Equity 137 4,065 34.51 35.67 5.56 0.61% (31.97) RDSA NA Equity (108) 4,084 36.60 35.66 4.49 0.59% (24.51) RDSB LN Equity 94 4,580 37.36 38.13 3.09 0.66% (41.52) REGN US Equity 552 6,240 302.78 329.57 5.34 1.66% (45.47) RIO AU Equity • 605 55.66 55.66 0.00 1.19% (10.40) RIO IN Equity (278) 5,748 54.60 52.08 .3.63 1.33% (99.68) RIO US Equity (168) 4,934 53.98 52.20 .2.35 1.45% (6.53) ROG VX Equity 6,355 17,035 212.78 292.17 47.79 0.78% (35.02) RY CN Equity (66) 4,764 65.11 64.22 .2.39 0.58% (55.12) SAB LN Equity (138) 6,565 47.45 46.48 .2.62 0.80% (65.34) SAN FP Equity 259 (6,174) 103.67 99.32 4.66 0.90% 47.00 SAN SM Equity 413 7,256 8.35 8.82 6.13 0.93% (136.26) SAN US Equity 362 5,315 8.28 8.84 6.51 1.05% (81.82) SAP GR Equity (160) 2,096 81.07 75.33 .9.50 0.80% (14.82) SAP US Equity (171) 2,272 81.14 75.45 .8.71 0.87% (9.83) SBUX US Equity (12) 2,139 74.81 74.40 .0.55 1.00% (12.55) SGO FP Equity 2,268 7,836 44.08 56.85 23.68 1.22% (173.10) SI US Equity 429 4,504 114.69 125.61 10.11 0.94% 52.66 SIE GR Equity 470 5,345 114.81 124.92 10.10 0.87% (1.94) SLB US Equity 777 6,528 79.94 89.45 14.39 0.83% (66.72) SMSN LI Equity 572 (7,260) 644.51 593.69 8.10 0.97% 134.23 SO US Equity (57) (1,833) 42.15 43.45 .5.80 0.53% (15.87) SPG US Equity 36 4,487 160.18 161.47 1.20 0.67% (7.15) SREN VX Equity 1,380 10,006 80.46 91.56 16.17 0.85% (158.54) STAN LN Equity 588 (5,283) 22.30 19.82 9.88 1.13% 47.40 STL NO Equity 529 8,306 25.81 27.46 7.18 0.89% 55.72 511US Equity 43 (2,040) 66.17 64.78 1.95 1.08% 8.55 SU CN Equity (70) 3,661 33.27 32.65 .3.11 0.61% (32.94) SU FP Equity 41 6,518 84.31 84.85 0.65 0.97% (96.88) SU US Equity (68) 3,685 33.28 32.68 .2.95 0.63% (28.43) SWEDA SS Equity 723 6,088 24.78 27.72 13.51 0.88% (148.20) SYNN VX Equity (154) (8,069) 359.52 366.39 .2.17 0.88% 62.16 T US Equity 466 (8,928) 34.20 32.41 8.68 0.60% 7.07 TD CN Equity 141 8,245 45.38 46.16 3.00 0.57% (78.22) TEF SM Equity (90) 2,905 15.68 15.21 .3.68 0.84% (43.71) TEF US Equity (82) 2,725 15.59 15.14 .3.20 0.94% (38.35) TGT US Equity 671 (10,717) 63.57 59.59 6.24 1.00% 131.50 TJX US Equity 3,102 9,492 46.31 61.45 45.06 0.73% 38.90 TLS AU Equity (73) 6,561 4.58 4.53 .1.71 0.65% (75.38) TLSN SS Equity (86) 2,656 7.61 7.37 .4.02 0.81% (34.13) TM US Equity 405 (5,725) 117.09 108.80 7.69 0.92% 85.14 TMO US Equity 9,476 10,218 63.59 122.56 119.34 0.78% (245.73) TOT US Equity 481 5,823 59.06 63.94 10.33 0.80% 28.98 TRP CN Equity (124) (6,953) 43.75 44.53 .2.57 0.70% (10.44) TRV US Equity (55) 4,763 83.57 82.62 .1.93 0.60% (11.40) TSCO LN Equity 832