EFTA00293298.pdf

Atorus, LLC 3/25/2014 Current Date: 3/25/2014 Change on Day: 1.01% Total Return since 1/1/12: 80.52% MSCI World Change on 712M Return: 41.17% Day 0.59% T90 Day Return: 2.52% No of Positions T30 Day Return: -0.98% (+MTM) on Day 264 Current Long Exposure @ Cost: 4,590,746 No of Positions (-MTM) Current Short Exposure @ Cost: (1,109,005) on Day 182 Net Exposure: 3,481,741 Current No. of Starting Capital: 1,000,000 Positions: 449 Current NAV: 1,805,172 Current Leverage (Gross Exposures): 3.16 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.02% T24M Avg. Daily NAV (-) Change -0.89% Target Vo!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: 1.161 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 2,014000.00 1$00,000.00 1,600,000.00 1A00,000.00 1,200,000.00 - NAV 1.000.000.00 600,000.00 600,000.00 4" 4' 4 A‘ 4 „Q. ets„ 4,4,„ N. 4' 4 A‘ 4 1 EFTA00293298 Atorus, LLC 3/25/2014 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 25.22%l 46 Positions 28.39% XAG Curncy (20,150) 0.35% HON US Equity 6,090 0.34% IBOV Index (22,524) 0.40% SXSE Index 6,196 0.34% CO1 Comdty (24,622) 0.43% FTSEMIB Index 6,200 0.34% MEXBOL Index (26,146) 0.46% DAI GR Equity 6,290 0.35% INDEXCF Index (26,563) 0.47% SX6P Index 6,304 0.35% ZA_TSY CREDIT (33,149) 0.58% SMI Index 6,341 0.35% SHCOMP Index (33,700) 0.59% CMCSK US Equity 6,417 0.36% US_TSY CREDIT (50,168) 0.88% GS US Equity 6,562 0.36% JP_TSY CREDIT (59,678) 1.05% V US Equity 6,744 0.37% SXDP Index 61,075 1.07% P5120 Index 6,833 0.38% SPX Index 62,272 1.09% ROG VX Equity 6,898 0.38% CH_TSY CREDIT 65,265 1.15% HEX Index 6,972 0.39% DK_TSY CREDIT 67,396 1.18% ACA FP Equity 6,996 0.39% AT_TSY CREDIT 72,913 1.28% AMGN US Equity 7,044 0.39% STBCNZL Index 73,231 1.28% CA_TSY CREDIT 7,290 0.40% FI_TSY CREDIT 74,240 1.30% MDT US Equity 7,491 0.41% DE_TSY CREDIT 74,397 1.31% PRO LN Equity 7,585 0.42% FR_TSY CREDIT 75,130 1.32% IBEX Index 7,749 0.43% BE_TSY CREDIT 75,235 1.32% XLY US Equity 7,875 0.44% NL_TSY CREDIT 76,341 1.34% IT_TSY CREDIT 7,878 0.44% lE_TSY CREDIT 78,270 1.37% BEL20 Index 7,913 0.44% MY_TSY CREDIT (92,252) 1.62% DAX Index 7,955 0.44% SG_TSY CREDIT (95,749) 1.68% MMM US Equity 8,122 0.45% CA_TSY CREDIT (97,153) 1.70% ASE Index 8,478 0.47% BAYN GR Equity 8,752 0.48% TMO US Equity 8,953 0.50% KFX Index 9,292 0.51% SXAP Index 9,459 0.52% NAV Impact by Category & Exposure SXOP Index 9,791 0.54% Listed Equity Long 0.473% LW= Index 10,002 0.55% Listed Equity Short -0.195% ES_TSY CREDIT 10,214 0.57% EquityCom Long 0.715% MC US Equity 10,515 0.58% EquityCom Short -0.082% TYC US Equity 10,703 0.59% G20 Rates Long 0.012% SXMP Index 10,743 0.60% G20 Rates Short -0.065% MA US Equity 10,929 0.61% SXIP Index 11,473 0.64% XLV US Equity 12,009 0.67% NDX Index 13,168 0.73% RTY Index 14,236 0.79% SPX Index 17,536 0.97% EFTA00293299  SXTP Index 22,123 1.23% SXDP Index 23,225 1.29% ISEQ Index 24,196 1.34% GILD US Equity 28,346 1.57% lE_TSY CREDIT 30,501 1.69% STBCNZL Index 36,017 2.00% APAC Lon 26 APAC Short 25 EMEA Long 71 EMEA Short 18 AMER Long 163 AMER Short 51 E • ultyCom Lon 62 EquityCom Short 10 G20 Rates Lon 15 G20 Rates Short 8 Total Long 337 Total Short 112 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 1 $2,000,000 • APAC Long $1,500,000 • APAC Short • EMEA Long $1,000,000 a EMEA Short a AMER Long $500,000 a AMER Short • EquityCom Long 5- • EquityCom Short 5(500,000) • G20 Rates Long • G20 Rates Short 5(1,000,000) i EFTA00293300 Atorus, LLC 3/25/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) -----aPAG -----EquayCom G20 Rates GGGGGG 4> 4> 4> > No' N? c c° 1° Os Os c° c° ct° ct9 ct° k9 4 7 4) 0 cP 4) 4 4) 4 4) 4 4) cP Ay eb EFTA00293301 Atorus, LIC 3/25/2014 Current Gross Notional Risk by Category 242,242 573,809 AMP 1,313,909 1,644,823 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 - PASCIWorld 1.15 - ATORUS 0.95 0.75 eeeee „.0, A‘ c,‘ „.9. 41, ,,,cv Ac, a % icst % c• iv eti ev c, tc, Os) Os) o v Os) Os) Os, ' Os" OC) 41. Rolling 30 Day Realized Volatility - A EFTA00293302 Atorus, LLC 3/25/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.110 60.03 40X0 i ipfl.Vol Days by Position 30X0 20.110 10.00 ODD to.cg) , .15. gr P e O yO Ctr 4 ). "1". eir ttr oP* Percentile No. Vol Days MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.12 (Cl Vol Days) 1.29% 10.00% -1.96 MTM Gains(Losses) % of NAV "Signficant" 15.00% -0.77 (>7 Vol Days) 49.76% 20.00% 0.00 25.00% 0.89 30.00% 2.13 35.00% 3.44 40.00% 4.75 45.00% 6.23 50.00% 8.21 55.00% 10.57 60.00% 13.19 65.00% 16.49 70.00% 19.94 75.00% 23.83 80.00% 29.63 85.00% 37.01 90.00% 48.31 95.00% 64.91 100.00% 165.76 EFTA00293303 Atorus, LLC 3/25/2014 Portfolio •Listed Equity Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (232) (5,144) 51.62 53.95 -4.38 1.03% 14.33 005380 KS Equity 4 1,799 217.04 217.54 0.18 1.24% (0.32) 005490 KS Equity (61) (3,782) 273.49 277.91 -1.46 1.11% (36.16) 005930 KS Equity 625 (6,558) 1,285.62 1,163.13 12.08 0.79% 71.62 012330 KS Equity 818 5,282 244.69 282.60 17.13 0.90% 24.69 1 HK Equity 201 8,073 15.56 15.94 2.56 0.97% 20.29 1299 HK Equity (11) 953 4.67 4.62 -1.55 0.77% 4.36 13 HK Equity 1,938 12,243 11.40 13.21 15.38 1.03% 30.77 16 HK Equity 611 (9,935) 12.66 11.88 9.37 0.66% (62.50) 27 HK Equity (9) 123 9.63 9.00 -4.68 1.49% (1.03) 2914 JP Equity 296 (4,719) 32.47 30.43 5.63 1.11% (30.46) 3382 JP Equity (84) 1,746 37.61 35.89 -3.82 1.26% (42.00) 4063 JP Equity 128 (4,536) 56.40 54.81 2.32 1.22% (76.50) 4502 JP Equity 71 2,417 46.86 48.24 3.70 0.79% (2.66) 4689 JP Equity (96) 1,224 6.04 5.60 -5.30 1.47% (22.15) 5 HK Equity (80) 1,112 10.76 10.04 -7.54 0.95% 4.74 5108 JP Equity (99) 1,399 36.17 33.78 -5.57 1.27% (8.46) 5401 JP Equity 556 (5,511) 2.89 2.60 8.09 1.25% 62.31 6301 JP Equity 93 (3,515) 20.64 20.09 2.17 1.21% (40.43) 6752 JP Equity 1,282 4,145 9.01 11.80 17.29 1.79% 105.06 6902 JP Equity 282 1,946 41.48 47.48 9.88 1.46% 47.84 6954 JP Equity 823 6,393 157.65 177.94 8.70 1.48% 81.51 7201 JP Equity 71 (3,743) 8.85 8.68 1.97 0.96% (28.06) 7203 JP Equity 178 (3,937) 56.57 54.01 4.96 0.91% (6.60) 7267 JP Equity 285 (4,885) 36.43 34.30 5.87 1.00% 9.22 762 HK Equity 490 (5,162) 1.38 1.25 8.06 1.18% (26.34) 7751 JP Equity 303 (6,865) 31.44 30.05 4.40 1.00% 3.55 8031 JP Equity 55 (2,620) 14.15 13.85 2.06 1.02% 5.40 8058 JP Equity (17) 360 19.24 18.39 -5.22 0.88% (1.00) 8306 JP Equity 345 (2,979) 5.88 5.20 9.36 1.24% 61.08 8316 JP Equity 298 (3,537) 44.63 40.86 7.21 1.17% 34.16 8411 JP Equity 44 (4,072) 1.99 1.97 1.35 0.81% 7.51 8604 JP Equity 181 (2,467) 6.76 6.26 6.25 1.18% 30.83 8801 JP Equity 13 (941) 29.08 28.66 0.89 1.60% 13.35 8802 JP Equity 533 (5,009) 24.84 22.19 7.34 1.45% 109.53 9020 JP Equity 149 (5,604) 75.60 73.59 2.23 1.19% (201.24) 941 HK Equity 1,740 (11,819) 10.19 8.69 15.86 0.93% (260.08) 9432 JP Equity (35) 6,077 53.19 52.88 -0.42 1.40% (156.12) 9433 JP Equity 3,342 9,476 42.13 56.99 24.15 1.46% 77.61 9437 JP Equity 41 (7,669) 15.62 15.53 0.57 0.92% (71.93) 9983 JP Equity (145) 3,177 368.30 352.20 -3.30 L39% (1.65) EFTA00293304 9984 JP Equity 1,443 2,048 46.70 79.60 39.98 1.76% (73.21) AAPL US Equity 373 7,877 518.25 542.81 6.68 0.71% 67.94 ABB US Equity 388 6,661 23.59 24.96 6.77 0.86% 31.00 ABBN VX Equity 366 6,962 23.63 24.87 6.22 0.84% (51.38) ABBV US Equity 244 5,335 49.49 51.76 4.94 0.93% 2.75 ABEV US Equity 31 (7,232) 7.25 7.22 0.38 1.12% (48.51) ABEV3 BZ Equity 21 (6,923) 7.29 7.27 0.29 1.05% (44.04) ABI BB Equity 37 6,721 102.03 102.59 0.69 0.80% 35.07 ABT US Equity (52) 4,097 38.86 38.38 -1.85 0.68% 1.76 ABX CN Equity 143 (2,500) 19.72 18.59 3.98 1.44% 1.83 ABX US Equity 135 (2,404) 19.70 18.59 3.83 1.47% 7.16 ACA FP Equity 6,996 5,408 6.83 15.68 97.60 1.33% (65.25) ACE US Equity 248 6,435 95.44 99.12 7.33 0.53% (5.33) ACN US Equity 740 10,703 77.97 83.36 10.88 0.64% 151.49 ADP US Equity 73 1,193 72.36 76.79 10.57 0.58% 3.45 AFL US Equity (97) 7,973 63.78 63.02 -2.47 0.49% 15.05 AGN US Equity 1,267 9,698 110.56 125.01 16.83 0.78% 73.92 Al FP Equity 37 8,248 134.80 135.41 0.66 0.68% 68.27 AIG US Equity 129 4,012 48.66 50.22 3.64 0.88% 36.07 AIR FP Equity 2,885 4,177 42.47 71.81 70.24 0.98% 39.59 ALV GR Equity 497 1,510 125.64 167.04 38.56 0.85% 11.05 ALVG IX Equity 373 1,148 126.13 167.11 37.60 0.86% 6.99 AMGN US Equity 7,044 22,886 92.78 121.34 28.67 1.07% 195.44 AMT US Equity 719 10,655 76.29 81.44 10.35 0.65% 85.17 AMZN US Equity 3,230 14,103 287.66 353.54 23.37 0.98% 57.93 ANZ AU Equity 156 4,885 28.73 29.65 4.20 0.76% 14.38 APA US Equity 81 (6,870) 82.74 81.76 1.37 0.86% (73.93) APC US Equity (139) (6,360) 81.31 83.09 -3.02 0.72% (5.83) AXP US Equity 2,836 10,373 71.56 91.13 38.15 0.72% 29.85 AZN LN Equity 3,709 12,676 49.80 64.37 32.98 0.89% 39.50 AZN SS Equity 3,268 11,669 50.40 64.51 32.33 0.87% (34.65) AZN US Equity 3,619 12,432 49.96 64.50 32.19 0.90% 127.65 BA US Equity (8) (3,240) 123.81 124.11 -0.31 0.80% (28.76) BAC US Equity 10,515 10,884 8.82 17.35 105.42 0.92% (81.48) BARC LN Equity 4 (2,705) 3.91 3.91 0.12 1.24% (17.44) BAS GR Equity 767 7,333 97.30 107.47 10.28 1.02% 61.04 BATS LN Equity 65 5,318 52.90 53.54 1.36 0.90% 43.26 BAX US Equity (133) (8,047) 66.82 67.92 -2.62 0.63% (117.75) BAYN GR Equity 8,752 11,757 76.64 133.68 72.84 1.02% 148.27 BBAS3 BZ Equity (85) (1,954) 8.70 9.08 -2.41 1.80% (24.26) BBD US Equity 189 (6,743) 12.96 12.59 2.07 1.36% (87.40) BBDC4 BZ Equity 73 (7,252) 12.74 12.62 0.71 1.40% (87.37) BBL US Equity (78) (4,057) 59.69 60.84 -1.73 1.12% (88.27) BBVA SM Equity 981 5,790 10.12 11.83 16.09 1.05% (70.00) BCE CN Equity 150 (6,644) 43.17 42.20 4.46 0.51% 52.34 Bcs US Equity 0 (2,758) 15.73 15.73 0.00 1.33% (25.79) BEN US Equity 17 2,355 52.28 52.66 0.76 0.96% 23.55 EFTA00293305 BG/ LN Equity (176) (4,379) 17.51 18.21 -5.04 0.80% (101.52) BHP AU Equity (297) 6,689 34.26 32.80 -3.82 1.16% 31.54 BHP US Equity (116) 6,839 67.75 66.62 -1.61 1.06% 161.07 MB US Equity 287 1,066 245.93 312.24 17.65 1.53% 6.70 BIL SJ Equity (12) (2,643) 30.29 30.42 -0.36 1.23% (45.81) BK US Equity 608 7,353 32.50 35.19 9.69 0.85% (87.28) BLK US Equity 133 1,171 274.17 305.30 14.71 0.77% 15.83 BLT IN Equity (46) (3,166) 29.93 30.36 .1.31 1.11% (52.39) BMO CN Equity 72 8,370 65.44 66.00 1.50 0.57% 63.16 BMW GR Equity 1,263 5,076 98.63 123.16 20.55 1.21% (9.84) BMY US Equity 5,910 13,669 35.71 51.15 38.02 1.14% 90.68 BN FP Equity (4) (3,684) 70.54 70.60 -0.12 0.77% (85.41) BNP FP Equity 1,480 5,498 61.78 78.41 22.08 1.22% 31.32 BNS CN Equity 43 5,030 57.60 58.09 1.45 0.59% 5.51 BP/ LN Equity 50 9,797 7.76 7.80 0.89 0.57% 41.45 BRK/B US Equity 528 11,056 118.69 124.35 7.67 0.62% (13.34) 858R US Equity 1,210 (8,171) 6.18 5.27 10.41 1.42% (213.26) BUD US Equity 42 6,846 102.05 102.67 0.71 0.86% 84.81 BX US Equity 249 2,976 30.31 32.85 7.55 1.11% (27.45) C US Equity 62 3,565 49.41 50.26 1.80 0.96% 11.03 CA FP Equity 435 2,976 32.90 37.71 14.17 1.03% (7.49) CAT US Equity 1,416 12,179 88.47 98.76 17.48 0.66% 262.83 CM AU Equity 197 8,462 67.92 69.50 3.42 0.68% 32.01 CBS US Equity 364 1,267 49.35 63.54 29.75 0.97% (24.77) CCL US Equity 443 7,821 36.20 38.26 5.58 1.02% (363.22) CELG US Equity 1,665 2,418 85.54 144.45 52.41 1.31% 78.27 CFR VX Equity • 850 92.90 92.90 0.00 0.85% (0.28) CL US Equity 1,474 18,685 58.99 63.65 15.84 0.50% 33.66 CM CN Equity 356 8,334 82.53 86.05 7.36 0.58% 34.30 CMCSA US Equity 3,881 17,408 40.65 49.71 25.64 0.87% (98.18) CMCSK US Equity 6,417 18,900 36.26 48.57 39.36 0.86% (7.03) CNI US Equity 1,023 12,873 51.38 55.46 13.43 0.59% 61.05 CNQ CN Equity 369 7,768 35.76 37.46 5.51 0.86% 15.19 CNR CN Equity 1,008 12,425 51.30 55.46 13.56 0.60% 25.09 COF US Equity 699 6,077 67.68 75.47 13.16 0.87% 19.60 COP US Equity (183) (7,980) 66.64 68.17 4.56 0.50% (69.26) COST US Equity (91) 6,321 115.70 114.06 •2.41 0.60% 43.14 COV LN Equity 183 2,442 #N/A N/A 22.97 0.33% COV US Equity 612 7,080 64.09 69.62 14.60 0.59% 50.14 CRM US Equity (7) 2,054 56.89 56.69 -0.26 1.34% 14.07 CS FP Equity 1,841 5,387 19.39 26.02 31.73 1.08% 47.06 CSCO US Equity (70) (4,977) 21.79 22.10 -1.84 0.76% (122.73) CSX US Equity 1,430 8,914 25.07 29.09 23.31 0.69% 156.71 CVE CN Equity 496 (10,449) 28.70 27.33 6.07 0.78% (41.04) CVS US Equity 1,994 11,600 63.80 74.77 28.45 0.60% 103.40 CVX US Equity (326) (8,207) 112.39 116.85 .6.71 0.59% (53.20) D US Equity 2,020 12,240 60.05 69.96 25.07 0.66% 42.46 EFTA00293306 DAI GR Equity 6,290 13,908 62.20 90.33 37.56 1.20% (17.89) D8K GR Equity 21 (2,834) 44.63 44.30 0.59 1.24% (13.60) DD US Equity 2,867 12,623 54.72 67.15 34.57 0.66% 151.72 DDAIF US Equity 3,626 8,377 63.20 90.56 32.69 1.32% 105.49 DE US Equity 328 8,537 85.81 89.11 6.36 0.60% 56.32 DELL US Equity (3) 8,073 #N/A N/A .0.57 0.07% DG FP Equity 4,361 9,889 51.34 73.97 48.72 0.91% 169.29 DGE LN Equity 3 1,038 30.36 30.43 0.11 2.23% 15.32 DHR US Equity 3,828 14,097 58.57 74.47 49.63 0.55% (4.81) DIS US Equity 1,610 9,908 68.36 79.47 19.85 0.82% (36.81) DISCA US Equity (19) 6,387 83.32 83.07 -0.34 0.89% (14.25) DNB NO Equity 1,198 9,735 15.77 17.71 16.26 0.76% (67.85) DOW US Equity 2,686 7,057 36.72 50.69 52.40 0.73% 115.27 DPW GR Equity 171 660 29.41 37.01 19.15 1.35% 12.25 DTE GR Equity 3,947 13,640 12.22 15.75 24.91 1.16% (82.67) DTV US Equity 1,918 10,622 61.97 73.16 23.46 0.77% (134.38) DUK US Equity (25) (8,822) 69.60 69.79 -0.56 0.50% (84.60) DVN US Equity 237 9,424 62.50 64.07 4.24 0.59% 6.14 EBAY US Equity 260 6,678 54.29 56.41 4.98 0.78% (17.08) Ea US Equity 309 9,210 105.22 108.74 5.13 0.65% (116.14) EDF FP Equity 6,089 9,189 23.45 38.98 67.67 0.98% (89.57) EMC US Equity 1,200 10,986 25.35 28.12 16.52 0.66% 129.67 EMR US Equity (28) (790) 63.86 66.13 -5.05 0.70% (9.31) EMI CN Equity 42 6,351 44.29 44.58 1.06 0.63% (20.88) ENEL IM Equity 2,055 7,620 4.33 5.50 23.66 1.14% (39.05) ENI IM Equity 295 7,309 23.75 24.71 5.73 0.71% (15.81) EOAN GR Equity 70 2,996 18.77 19.21 2.56 0.92% 7.70 EOG US Equity 1,865 5,711 144.83 192.13 42.61 0.77% 95.74 EPD US Equity 1,014 12,049 63.14 68.46 15.57 0.54% 64.55 ERICB SS Equity 385 6,004 12.27 13.05 7.59 0.85% (5.09) ESRX US Equity 1,321 9,815 66.69 75.66 17.31 0.78% (20.70) ETN US Equity 96 5,260 72.48 73.81 1.94 0.94% 94.13 F US Equity (133) (3,621) 14.82 15.36 -5.46 0.67% 8.59 F8 US Equity 1,250 2,630 44.06 65.00 35.03 1.36% 31.21 FCX US Equity (16) (480) 31.11 32.16 -2.71 1.25% (6.53) FDX US Equity 573 5,338 120.94 133.92 16.47 0.65% (58.54) FOX US Equity (111) 5,624 32.29 31.66 -2.43 0.81% 20.10 FOXA US Equity (112) 5,673 33.13 32.49 -2.32 0.85% 24.67 FP FP Equity 678 11,013 60.83 64.57 8.21 0.75% (11.97) G IM Equity 110 3,588 21.32 21.97 3.45 0.89% 26.65 GE US Equity 1,923 13,140 22.32 25.58 17.46 0.84% 110.26 GILD US Equity 28,346 13,861 24.02 73.16 165.76 1.23% GIS US Equity 522 13,333 49.12 51.04 6.79 0.58% 50.43 GLE FP Equity 721 3,248 49.51 60.50 16.14 1.38% (16.34) GLEN LN Equity 84 (4,634) 5.24 5.14 1.19 1.53% (74.44) GLW US Equity 2,748 11,376 16.17 20.08 30.15 0.80%f 397.54 GM US Equity 22 (1,904) 34.94 34.53 1.13 1.02% 10.44 EFTA00293307 GOOG US Equity 4,354 12,660 862.28 1,158.83 57.46 0.60% (11.85) GS US Equity 6,562 13,671 110.98 164.24 53.28 0.90% (224.02) GSK LN Equity 118 5,707 26.22 26.76 2.94 0.70% 58.42 GSZ FP Equity 861 8,189 24.60 27.19 8.91 1.18% 79.45 HAL US Equity 1,225 5,408 48.07 58.96 23.53 0.96% 119.06 HD US Equity 2,556 13,333 66.67 79.45 26.67 0.72% (42.09) HMB SS Equity 674 6,110 40.79 45.29 12.41 0.89% 45.42 HON US Equity 6,090 11,930 61.10 92.29 95.23 0.54% 18.02 HPQ US Equity 1,988 7,393 25.45 32.30 25.72 1.05% 147.10 HSBA LN Equity (69) (3,344) 9.90 10.10 .2.27 0.91% (18.61) IBE SM Equity 1,613 7,382 5.54 6.75 37.44 0.58% 1.07 IBM US Equity (139) (3,021) 184.74 193.26 .7.21 0.64% (74.78) IMT LN Equity 1,288 10,924 35.95 40.19 13.18 0.89% 36.97 INTC US Equity 690 10,787 23.94 25.47 10.70 0.60% 160.84 ISP IM Equity 3,525 5,699 1.93 3.12 50.28 1.23% (62.19) ITUB US Equity (104) (5,909) 13.81 14.06 -1.16 1.51% (138.41) ITUB4 BZ Equity (197) (5,093) 13.59 14.12 -2.76 1.40% (98.31) ITW US Equity 2,736 14,011 67.84 81.08 31.21 0.63% 146.03 ITX SM Equity (105) (4,597) 147.96 151.33 -2.10 1.08% (49.48) JCI US Equity 1,225 3,558 34.13 45.87 39.01 0.88% (42.39) JNJ US Equity 5,027 12,994 69.83 96.84 75.57 0.51% 351.42 JPM US Equity 1,413 8,516 52.29 60.96 18.62 0.89% 17.93 KMB US Equity 295 7,934 106.69 110.65 6.01 0.62% (16.05) KMI US Equity 694 (8,600) 34.31 31.54 11.10 0.73% (44.67) KO US Equity 27 (6,962) 38.83 38.68 0.79 0.50% (54.84) LBTYA US Equity (69) 2,272 84.85 82.34 -3.09 0.99% (21.52) LBTYK US Equity 54 1,975 78.04 80.18 3.13 0.88% (21.48) LIN GR Equity (26) 8,087 198.03 197.39 A.44 0.74% 36.51 LLOY LN Equity 3,229 7,073 0.89 1.30 48.75 0.94% 43.69 LLY US Equity (76) 2,868 58.80 57.28 •3.16 0.84% (1.71) LMT US Equity 621 2,016 122.48 160.24 37.77 0.82% 37.82 LNKD US Equity 104 (1,512) 198.30 184.66 3.41 2.02% 21.23 LOW US Equity 19 7,829 48.41 48.53 0.30 0.81% (89.64) LVS US Equity 2,030 6,808 61.33 79.62 29.72 1.00% (46.58) LYB US Equity 1,226 2,297 59.29 90.92 73.24 0.73% 48.72 MA US Equity 10,929 17,711 46.99 75.99 81.99 0.75% (269.48) MAERSKB DC Equity 5,420 14,148 8,212.58 11,358.48 33.02 1.16% (72.57) MC FP Equity (51) 3,466 183.39 180.73 -1.96 0.75% 45.98 MCD US Equity (69) (5,579) 94.88 96.05 -2.66 0.47% 15.81 MCK US Equity 151 2,181 164.92 176.31 8.93 0.77% (18.81) MDIZ US Equity 2,648 13,641 28.68 34.25 32.56 0.60% 182.99 MDT US Equity 7,491 20,811 43.22 58.78 52.91 0.68% 255.64 MET US Equity 1,649 7,556 44.37 54.05 23.49 0.93% 93.63 MFC CN Equity 4,524 8,003 12.38 19.37 64.55 0.88% 117.29 MHS US Equity 1,862 13,445 #WA N/A 12.27 1.13% MMM US Equity 8,122 21,331 96.89 133.79 63.67 0.60% 287.29 MO US Equity 143 6,937 36.13 36.87 3.78 0.54% 49.74 EFTA00293308 MON US Equity 825 11,917 106.02 113.35 11.86 0.58% 16.18 MOS US Equity 48.81 0.82% MRK US Equity 1,108 11,769 50.18 54.91 12.34 0.76% 252.19 MS US Equity 254 1,649 27.57 31.81 13.39 1.15% (34.94) MSFT US Equity 1,134 8,007 35.30 40.30 19.24 0.74% 0.61 MUV2 GR Equity 530 6,116 197.70 214.84 13.10 0.66% 43.24 NAB AU Equity 164 7,534 31.14 31.82 2.91 0.75% 4.67 NCM AU Equity • 9.43 1.98% NEE US Equity 4,428 14,649 72.62 94.57 44.16 0.68% 119.19 NEM US Equity 2,322 (7,392) 34.95 23.97 20.82 1.51% 28.36 NESN VX Equity 664 9,821 69.64 74.34 12.55 0.54% 92.51 NG/ IN Equity 1,721 12,114 11.82 13.50 25.22 0.56% 4.10 NKE US Equity 616 5,145 66.10 74.02 12.39 0.97% (79.98) NOK US Equity 3,750 4,498 3.96 7.27 74.90 1.11% 63.58 NOV US Equity (27) 4,672 75.18 74.75 .0.65 0.89% 33.19 NOVN VX Equity 5,154 18,291 63.81 81.78 35.71 0.79% (34.98) NOVOB DC Equity 968 9,444 40.35 44.49 10.11 1.01% (64.76) NSC US Equity 2,037 9,797 80.78 97.58 29.19 0.71% 155.59 NVS US Equity 3,965 15,510 65.07 81.71 33.69 0.76% 120.01 OGXP3 BZ Equity 5,055 (5,180) 4.43 0.11 31.16 3.13% (174.30) OR FP Equity (24) (3,787) 160.73 161.74 .0.85 0.74% (45.23) ORA FP Equity 515 5,434 12.87 14.09 6.33 1.50% 40.95 ORCL US Equity 1,110 7,649 33.44 38.30 22.27 0.65% 93.36 OXY US Equity (27) 7,355 95.04 94.69 -0.45 0.82% 72.73 PBR US Equity 244 (2,814) 13.30 12.14 5.05 1.72% (75.78) PBR/A US Equity 271 (2,795) 13.87 12.53 5.78 1.68% (90.93) PCLN US Equity 849 3,043 956.05 1,222.74 23.37 1.19% (19.70) PCP US Equity 1,471 8,226 212.47 250.46 23.63 0.76% 22.19 PEP US Equity 25 4,644 81.78 82.22 0.88 0.61% 16.91 PETR3 BZ Equity 209 (2,923) 6.54 6.08 4.18 1.71% (68.88) PETR4 BZ Equity 300 (3,123) 6.95 6.28 5.76 1.67% (94.36) PFE US Equity 4,761 21,828 26.10 31.80 32.75 0.67% 205.62 PG US Equity 147 4,762 77.33 79.73 4.97 0.62% 15.94 PHIA NA Equity • • 34.06 1.05% - PM US Equity 639 (10,166) 85.47 80.10 10.01 0.63% 67.94 PNC US Equity 1,169 8,425 75.96 86.50 18.46 0.75% (49.19) POT CN Equity (7) (833) 34.52 34.81 .1.28 0.67% (8.24) POT US Equity (6) (864) 34.57 34.83 .1.10 0.68% (10.18) PRU LN Equity 7,585 10,521 12.76 21.96 77.26 0.93% 61.71 PSA US Equity 590 9,413 158.54 168.46 10.67 0.59% 29.68 PSX US Equity 1,278 6,030 64.65 78.36 24.10 0.88% 82.72 PX US Equity 2,575 16,340 113.54 131.43 35.54 0.44% (113.09) QCOM US Equity 2,170 12,547 66.83 78.39 23.83 0.73% 109.39 QQQ US Equity 5,832 19,920 68.46 88.50 60.28 0.49% 120.47 RAI US Equity 179 6,737 52.22 53.61 2.29 1.16% 18.74 RDS/A US Equity (80) 4,217 73.25 71.89 -2.91 0.65% 29.88 RDS/B US Equity 37 5,192 75.80 76.34 1.11 0.65% 51.45 EFTA00293309 RDSA LN Equity 168 4,065 34.51 35.94 7.21 0.57% 22.42 RDSA NA Equity (74) 4,084 36.62 35.97 -3.19 0.56% 8.77 RDSB LN Equity 89 4,580 37.36 38.09 3.22 0.60% 27.89 REGN US Equity 121 6,240 302.78 308.65 1.25 1.55% 22.81 RIO AU Equity (35) (2,296) 55.84 56.70 -1.21 1.27% (19.52) RIO LN Equity (50) 4,599 54.72 54.13 -0.81 1.34% 89.05 RIO US Equity 33 4,934 54.04 54.40 0.47 1.42% 147.54 ROG VX Equity 6,898 17,035 212.78 298.94 55.03 0.74% 176.15 RY CN Equity (3) 4,764 65.13 65.09 -0.12 0.51% 34.65 SAB LN Equity 172 6,565 47.47 48.72 2.95 0.89% 251.15 SAN FP Equity (2) (6,174) 103.67 103.70 -0.04 0.88% (79.33) SAN SM Equity 571 7,256 8.35 9.00 9.28 0.85% 45.55 SAN US Equity 506 5,315 8.28 9.07 10.56 0.90% 87.93 SAP GR Equity (66) 2,995 80.22 78.49 -2.55 0.87% 14.60 SAP US Equity (75) 3,228 80.26 78.44 -2.52 0.92% 30.84 SBUX US Equity (14) 5,096 75.10 74.89 -0.32 0.87% (65.19) SGO FP Equity 2,666 7,836 44.08 59.08 27.19 1.25% 83.20 SI US Equity 752 4,504 114.69 133.84 15.64 1.07% 56.99 SIE GR Equity 883 5,345 114.81 133.78 16.82 0.98% 18.37 SLB US Equity 1,258 6,528 79.94 95.35 24.31 0.79% 128.27 SMSN LI Equity 744 (7,260) 644.51 578.48 12.29 0.83% 130.36 SO US Equity 34 5,537 43.08 43.34 1.11 0.55% 28.16 SPG US Equity 7 1,832 160.84 161.47 0.64 0.62% 15.52 SREN VX Equity 1,487 10,006 80.46 92.42 20.05 0.74% (10.11) STAN LN Equity 521 (6,124) 21.91 20.05 8.92 0.95% (52.48) STL NO Equity 700 8,306 25.81 27.99 10.26 0.82% (6.08) STT US Equity 722 69.97 69.97 0.00 1.00% (0.97) SU CN Equity (32) (2,698) 32.62 33.01 -2.43 0.49% (16.91) SU FP Equity 377 6,518 84.31 89.19 5.51 1.05% 73.04 SU US Equity (6) (761) 32.74 33.02 -1.72 0.49% (6.38) SWEDA SS Equity 433 6,088 24.78 26.54 6.46 1.10% (15.96) SYNN VX Equity (384) (8,069) 359.52 376.62 -6.68 0.71% (94.26) T US Equity (116) (8,928) 34.20 34.64 -2.03 0.64% (14.96) TD CN Equity 171 8,245 45.38 46.32 3.89 0.53% 24.98 TEF SM Equity (64) 3,631 15.62 15.35 -2.26 0.78% (20.38) TEF US Equity (53) 3,406 15.55 15.31 -1.99 0.78% (4.46) TGT US Equity 760 (10,717) 63.57 59.07 8.24 0.86% 89.68 TJX US Equity 2,858 9,492 46.31 60.26 46.77 0.64% (150.21) TLS AU Equity (22) 6,561 4.59 4.57 -0.56 0.59% 7.02 TLSN SS Equity (35) 4,427 7.59 7.53 -0.96 0.84% 3.85 TM US Equity 427 (6,829) 115.81 108.57 7.87 0.79% (56.46) TMO US Equity 8,953 10,218 6339 11931 124.50 0.70% (209.12) TOT US Equity 536 5,823 59.06 64.49 11.45 0.80% 48.80 TRP CN Equity (203) (5,562) 43.75 45.35 -6.02 0.61% (29.95) TRV US Equity 33 4,763 83.58 84.16 1.24 0.56% 15.82 TSCO LN Equity 1,043 (7,398) 5.65 4.86 13.00 1.08% 3.65 TWC US Equity 670 5,234 120.22 135.61 13.32 0.96% (42.57) EFTA00293310 TWX US Equity (121) 7,395 66.39 65.32 -2.27 0.72% (25.69) TXN US Equity 4,099 12,205 34.93 46.66 44.07 0.76% 40.11 TYC US Equity 10,703 24,080 29.17 42.13 67.87 0.65% 19.33 UBS US Equity 277 5,489 19.43 20.41 5.27 0.96% 49.53 UBSN VX Equity 241 5,158 19.51 20.42 4.87 0.96% 11.66 UCG IM Equity 3,139 5,391 5.58 8.83 34.43 1.69% (92.37) ULVR LN Equity (112) (3,892) 39.50 40.63 -3.75 0.77% (65.26) UNA NA Equity