EFTA00288720.pdf

Atorus, LLC 3/28/2014 Current Date: 3/28/2014 Change on Day: 1.73% Total Return since 1/1/12: 80.91% MSCI World Change on 712M Return: 40.62% Day 0.52% T90 Day Return: No of Positions T30 Day Return: •1.02% (+MTM) on Day 290 Current Long Exposure @ Cost: 4,588,033 No of Positions (4ATM) Current Short Exposure @ Cost: (1,088,689) on Day 157 Net Exposure: 3,499,345 Current No. of Starting Capital: 1,000,000 Positions: 449 Current NAV: 1,809,075 Current Leverage (Gross Exposures): 3.14 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 shame ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,0130.00 1,800,000.00 1600,000.00 1,400,000 00 1,200,000.00 —NAV 1,000,000.00 800000.00 800,080.00 'V "V 'V 1. 1), 0, th 19% I S* 19> .cO,S 10.% I S* .00.% 9% 10.% ft0,% 4 "' 4 1\ 4 .„4' 4" 4' 4 N, ~ry 4' 4 EFTA00288720 Atorus, LLC 3/28/2014 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 25.38%1 45 Positions 27.73% XAG Curncy (20,150) 0.35% CA_TSY CREDIT 6,286 0.35% IBOV Index (22,524) 0.40% BMY US Equity 6,302 0.35% CO1 Comdty (24,622) 0.43% V US Equity 6,303 0.35% MEXBOL Index (26,146) 0.46% CMCSK US Equity 6,313 0.35% INDEXCF Index (26,563) 0.47% SXXP Index 6,341 0.35% ZA_TSY CREDIT (33,149) 0.58% SMI Index 6,567 0.36% SHCOMP Index (33,700) 0.59% PRU LN Equity 6,885 0.38% US_TSY CREDIT (50,168) 0.88% SX6P Index 6,907 0.38% JP_TSY CREDIT (59,678) 1.05% ROG VX Equity 6,914 0.38% SXDP Index 61,075 1.08% ACA FP Equity 6,979 0.39% SPX Index 62,272 1.10% FTSEMIB Index 7,046 0.39% CH_TSY CREDIT 65,265 1.15% SXSE Index 7,076 0.39% DK_TSY CREDIT 67,396 1.19% DAI GR Equity 7,156 0.40% STBCNZL Index 73,231 1.29% AMGN US Equity 7,207 0.40% AT_TSY CREDIT 74,030 1.30% PSI20 Index 7,235 0.40% FI_TSY CREDIT 74,240 1.31% HEX Index 7,390 0.41% DE_TSY CREDIT 74,397 1.31% XLY US Equity 7,721 0.43% FR_TSY CREDIT 75,130 1.32% IT_TSY CREDIT 8,075 0.45% BE_TSY CREDIT 76,024 1.34% ASE Index 8,204 0.45% NL_TSY CREDIT 77,475 1.36% MMM US Equity 8,244 0.46% lE_TSY CREDIT 78,270 1.38% MDT US Equity 8,295 0.46% MY_TSY CREDIT (92,252) 1.63% BEL20 Index 8,316 0.46% SG_TSY CREDIT (95,749) 1.69% TMO US Equity 8,869 0.49% CA_TSY CREDIT (97,153) 1.71% DAX Index 8,898 0.49% IBEX Index 9,092 0.50% BAYN GR Equity 9,095 0.50% MC US Equity 10,074 0.56% KFX Index 10,366 0.57% NAV Impact by Category & Exposure ES_TSY CREDIT 10,401 0.57% Listed Equity Long 0.808% LUXM Index 10,477 0.58% Listed Equity Short -0.267% TYC US Equity 10,537 0.58% EquityCom Long 0.707% SXOP Index 10,546 0.58% EquityCom Short -0.043% SXAP Index 10,749 0.59% G20 Rates Long -0.003% SXMP Index 10,997 0.61% G20 Rates Short -0.013% SXIP Index 11,475 0.63% XLV US Equity 11,802 0.65% NDX Index 12,207 0.67% RTY Index 13,029 0.72% SPX Index 17,193 0.95% GILD US Equity 20,876 1.15% EFTA00288721  SXTP Index 22,177 1.23% SXDP Index 23,666 1.31% ISEQ Index 24,721 1.37% lE_TSY CREDIT 30,740 1.70% STBCNZL Index 35,977 1.99% APAC Lon 23 APAC Short 27 EMEA Long 72 EMEA Short 18 AMER Long 165 AMER Short 49 E•ul om Lon 61. EquityCom Short 11. G20 Rates Lon 16 G20 Rates Short 7 Total Long 337 Total Short 112 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 ■ EquityCom Short $(500,000) ■ G20 Rates Long ■ G20 Rates Short $(1,000,000) EFTA00288722 Atorus, LLC 3/28/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2.000,000 5,000,000 4,000,000 1500,000 3,000,000 1.000,000 APAC 21200,000 EMEA 'A—AMER 500,000 1,000.000 — EquityCom —G20 Rates 0 NexEposule RIG 1Skr C$ 4% o •O' Or ' cif (1.000,003) % 44) 4) 4) •1.') % % 4 S A\ y\ \ % 4 cirs. '' N. N.. O4"" (5063) 4 (2.000,003) (1,000,000) (3,000,000) Istorical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) APAC GAMER EquityCorn G20 R O O O O% et. G t4 % Q, 9, \ At 19 \ 4) C) Q C)% It°N. Q64,Sr Ati oP s oP 4 A‘''' oP EFTA00288723 Atorus, LIC 3/28/2014 Current Gross Notional Risk by Category 246,652 i:4,630 ■ APAC 1,317,6 ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. M513 World Index Rolling 30 Day Realized Volatility - Atorus EFTA00288724 Atorus, LLC 3/28/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.00 50.00 50.00 40.00 PA Vol Days by Position 30.00 20.00 10.00 0.03 -1110Q,. 4) dr i t Y eti). ter 4 ). Percentile No. Vol Days 0.00:L -11.59 MTM Gains(Losses) % of NAV "Signficant" 5.00% .4.49 (<7 Vol Days) 1.45% 10.00% .2.12 MTM Gains(Losses) % of NAV "Signficant" 15.00% .0.33 (>7 Vol Days) 20.00% 0.19 25.00% 1.05 30.00% 1.60 35.00% 2.90 40.00% 4.33 45.00% 5.53 50.00% 7.08 55.00% 10.71 60.00% 13.22 65.00% 16.36 70.00% 19.86 75.00% 24.45 80.00% 28.88 85.00% 35.81 90.00% 45.71 95.00% 63.76 100.00% 176.37 EFTA00288725 Atorus, LLC 3/28/2014 -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 (380) (5,144) 51.62 55.43 -7.04 1.05% 19.24 005380 KS Equity 119 1,799 217.04 231.37 4.85 1.36% 19.65 005490 KS Equity (25) (3,782) 273.49 275.27 -0.61 1.07% 70.98 005930 KS Equity 178 (6,997) 1,278.17 1,245.57 2.86 0.89% (59.47) 012330 KS Equity 1,125 5,282 244.69 296.80 21.59 0.99% 39.03 1 HK Equity 505 8,073 15.56 16.53 6.40 0.98% 31.72 1299 HK Equity 37 2,995 4.71 4.77 1.54 0.80% 23.14 13 HK Equity 2,054 12,243 11.40 13.32 17.60 0.95% (107.31) 16 HK Equity 435 (9,935) 12.66 12.11 6.51 0.67% (70.20) 27 HK Equity (15) 123 9.53 8.48 -7.63 1.63% 0.63 2914 JP Equity 244 (4,719) 32.47 30.79 4.73 1.09% (25.96) 3382 JP Equity 16 1,329 37.70 38.16 0.94 1.31% 23.24 4063 JP Equity (19) (4,536) 56.40 56.64 -0.33 1.27% (79.77) 4502 JP Equity 25 2,732 47.02 47.45 1.23 0.74% 7.23 4689 JP Equity (237) 1,224 5.85 4.90 -11.59 1.67% (78.34) 5 HK Equity 765 10.14 10.14 0.00 0.98% 3.46 5108 JP Equity (0) (411) 34.76 34.77 -0.02 1.20% (0.10) 5401 JP Equity 432 (5,511) 2.89 2.67 7.01 1.12% (99.01) 6301 JP Equity 54 (3,515) 20.64 20.32 1.34 1.16% (15.58) 6752 JP Equity 1,053 4,145 9.01 11.30 14.22 1.79% (46.17) 6902 JP Equity 46.44 1.44% 6954 JP Equity 749 6,393 157.65 176.12 8.90 1.32% (48.97) 7201 JP Equity 58 (3,743) 8.85 8.71 1.65 0.93% (0.13) 7203 JP Equity 9 (5,260) 56.12 56.02 0.18 0.92% (49.28) 7267 JP Equity 262 (4,885) 36.43 34.47 5.88 0.91% (51.06) 762 HK Equity 244 (5,162) 1.38 1.32 3.56 1.33% (154.23) 7751 JP Equity 161 (6,865) 31.44 30.70 2.36 0.99% (20.73) 8031 JP Equity 54 (3,825) 14.09 13.89 1.35 1.04% (4.39) 8058 JP Equity 16 (1,666) 18.27 18.10 1.02 0.91% (6.70) 8306 JP Equity 256 (4,192) 5.69 5.34 4.70 1.30% (82.49) 8316 JP Equity 266 (4,218) 44.06 41.29 4.74 1.33% (103.98) 8411 JP Equity 82 (4,072) 1.99 1.95 2.59 0.78% (0.43) 8604 JP Equity 161 (2,810) 6.69 6.31 4.82 1.19% (47.05) 8801 JP Equity (35) (2,310) 29.03 29.47 -1.02 1.50% (20.79) 8802 JP Equity 329 (5,009) 24.84 23.21 4.23 1.55% (132.70) 9020 JP Equity 270 (6,726) 75.20 72.18 3.19 1.26% (94.42) 941 HK Equity 1,413 (11,819) 10.19 8.98 12.15 0.98% (201.15) 9432 JP Equity (48) 6,077 53.19 52.77 -0.60 1.31% (24.76) 9433 JP Equity 3,205 9,476 42.13 56.38 26.35 1.28% 52.12 9437 JP Equity 93 (7,723) 15.62 15.43 1.32 0.91% (94.02) 9983 JP Equity (19) 3,177 369.06 366.91 -0.44 1.35% 83.84 EFTA00288726 9984 JP Equity 1,212 2,048 46.70 74.34 34.07 1.74% (25.66) AAPL US Equity 279 7,877 518.25 536.61 5.17 0.68% (17.41) ABB US Equity 559 6,661 23.59 25.57 10.31 0.81% 110.08 ABBN VX Equity 554 6,962 23.63 25.51 9.18 0.87% 109.59 ABBV US Equity 201 5,335 49.49 51.36 4.31 0.88% (28.65) ABEV US Equity (202) (5,786) 7.25 7.50 -3.11 1.12% (76.19) ABEV3 BZ Equity (182) (5,538) 7.29 7.53 -3.13 1.05% (53.24) ABI BB Equity 263 6,721 102.03 106.01 4.59 0.85% 126.60 ABT US Equity (39) 4,097 38.86 38.50 -1.52 0.63% 6.31 ABX CN Equity 175 (3,187) 19.34 18.28 3.84 1.43% (57.97) ABX US Equity 170 (2,733) 19.48 18.26 4.37 1.43% (45.30) ACA FP Equity 6,979 5,408 6.83 15.65 102.17 1.26% 93.76 ACE US Equity 162 6,435 95.44 97.84 4.87 0.52% 20.92 ACN US Equity 146 10,703 77.97 79.03 1.60 0.85% 177.66 ADP US Equity 76 1,193 72.36 76.99 11.59 0.55% 10.44 AFL US Equity (114) 6,379 63.77 62.65 -3.53 0.51% 33.59 AGN US Equity 997 9,698 110.56 121.93 12.21 0.84% 77.78 Al FP Equity 87 8,248 134.80 136.22 1.59 0.66% 52.01 AIG US Equity 94 4,012 48.66 49.81 2.47 0.95% 48.86 AIR FP Equity 2,936 4,177 42.47 72.33 76.86 0.91% 8.87 ALV GR Equity 512 2,761 142.27 168.63 21.45 0.86% (5.19) ALVG IX Equity 382 2,100 142.59 168.54 21.10 0.86% (5.51) AMGN US Equity 7,207 22,886 92.78 122.00 31.24 1.01% (89.47) AMT US Equity 806 10,655 76.29 82.06 11.32 0.67% 197.47 AMZN US Equity 1,055 5,641 287.66 341.45 18.21 1.03% 67.14 ANZ AU Equity 282 5,741 28.92 30.34 6.40 0.77% 58.24 APA US Equity 9 (6,870) 82.74 82.63 0.16 0.81% (48.84) APC US Equity (258) (6,360) 81.31 84.61 -5.64 0.72% (75.42) AXP US Equity 2,786 10,373 71.56 90.78 35.16 0.76% 125.73 AZN LN Equity 4,013 12,676 49.80 65.57 38.99 0.81% 176.58 AZN SS Equity 3,502 11,669 50.40 65.53 38.35 0.78% 148.77 AZN US Equity 3,850 12,432 49.96 65.43 38.77 0.80% 141.00 BA US Equity (15) (2,592) 123.81 124.54 -0.75 0.79% (27.69) BAC US Equity 10,074 10,884 8.82 16.99 96.64 0.96% (150.65) BARC LN Equity 43 (2,705) 3.91 3.85 1.30 1.23% (13.77) BAS GR Equity 979 7,333 97.30 110.29 13.46 0.99% 122.92 BATS LN Equity 246 5,318 52.90 55.34 5.14 0.90% 122.12 BAX US Equity (300) (3,219) 66.82 73.05 -10.20 0.91% 45.63 BAYN GR Equity 9,095 11,757 76.64 135.92 75.18 1.03% 372.84 BBAS3 BZ Equity (266) (1,954) 8.70 9.88 -6.78 2.01% (13.34) BBD US Equity (199) (4,046) 12.96 13.60 -3.11 1.58% (57.16) BBDC4 BZ Equity (286) (4,351) 12.74 13.58 -4.08 1.61% (53.63) BBL US Equity (137) (4,057) 59.69 61.71 -3.28 1.03% (55.97) BBVA SM Equity 1,179 5,790 10.12 12.18 18.52 1.10% 98.25 BCE CN Equity SO (6,644) 43.17 42.85 1.44 0.53% (62.75) BCS US Equity 43 (2,758) 15.73 15.49 1.27 1.23% (16.67) BEN US Equity 61 2,447 52.34 53.64 2.23 1.11% 34.87 EFTA00288727 BG/ IN Equity (257) (4,379) 17.51 18.54 -7.80 0.75% (25.82) BHP AU Equity (187) 6,689 34.30 33.37 -2.29 1.22% 19.19 BHP US Equity (27) 6,839 67.77 67.50 -0.41 0.98% 81.76 BBB US Equity 240 1,066 245.93 301.36 14.66 1.54% (23.31) BIL SI Equity (57) (2,643) 30.29 30.94 -1.79 1.20% (30.91) BK US Equity 604 8,609 32.86 35.17 8.37 0.84% 44.46 BLK US Equity 158 1,171 274.17 311.17 15.94 0.85% 16.26 BLT LN Equity (101) (3,166) 29.93 30.89 -3.09 1.04% (52.55) BMO CN Equity 142 8,370 65.44 66.55 3.11 0.54% 39.10 BMW GR Equity 1,452 5,076 98.63 126.84 23.56 1.21% 108.52 BMY US Equity 6,302 13,669 35.71 52.17 39.69 1.16% 9.38 BN FP Equity (25) (3,684) 70.54 71.01 -0.81 0.83% 26.31 BNP FP Equity 1,338 5,498 61.78 76.81 21.80 1.12% 18.09 8N5 CN Equity (12) 6,982 57.71 57.60 -0.33 0.54% (58.13) BP/ LN Equity 371 9,797 7.76 8.06 5.96 0.64% 208.27 BRK/8 US Equity 461 11,056 118.69 123.63 6.81 0.61% 36.20 858R US Equity 1,007 (8,171) 6.18 5.42 8.61 1.43% 23.64 BUD US Equity 255 6,846 102.05 105.85 4.21 0.89% 107.36 BX US Equity 266 2,976 30.31 33.02 6.95 1.29% 78.49 C US Equity (91) 2,139 49.32 47.31 -3.87 1.09% (10.59) CA FP Equity 509 2,976 32.90 38.53 15.57 1.10% 48.92 CAT US Equity 1,494 12,743 88.89 99.31 18.64 0.63% 118.39 CBA AU Equity 405 8,462 67.92 71.18 6.61 0.72% 70.63 CBS US Equity 333 1,267 49.35 62.32 28.46 0.92% 23.64 CCL US Equity 235 7,821 36.20 37.29 2.83 1.06% 0.15 CELG US Equity 29 (1,601) 143.49 140.90 1.45 1.24% 12.94 CFR VX Equity 11 3,209 94.28 94.61 0.39 0.91% 1.02 CL US Equity 1,662 18,685 58.99 64.24 17.37 0.51% (138.08) CM CN Equity 337 8,334 82.53 85.87 6.87 0.59% 67.56 CMCSA US Equity 3,798 17,408 40.65 49.51 26.69 0.82% 133.35 CMCSK US Equity 6,313 18,900 36.26 48.38 41.72 0.80% 142.57 CNI US Equity 1,049 12,873 51.38 55.56 13.87 0.59% 121.93 CNQ CN Equity 496 7,768 35.76 38.04 8.02 0.80% 7.35 CNR CN Equity 1,040 12,425 51.30 55.59 14.04 010% 126.61 COF US Equity 753 6,077 67.68 76.07 14.13 0.88% 15.30 COP US Equity (406) (7,980) 66.64 70.03 -10.01 0.51% (87.97) COST US Equity (126) 3,792 115.60 111.89 -5.57 0.59% (11.24) COV LN Equity - 5,151 MO N/A 0.00 0.31% COV US Equity 943 7,080 64.09 72.62 20.96 014% 116.10 CRM US Equity (25) 2,054 56.88 56.19 -0.93 1.33% 14.89 CS FP Equity 1,879 5,387 19.39 26.15 31.97 1.09% (47.58) CSCO US Equity (140) (4,977) 21.79 22.41 -3.55 0.80% (63.51) CSX US Equity 1,231 8,914 25.07 28.53 18.86 0.73% 52.89 CVE CN Equity 105 (10,449) 28.70 28.41 1.31 0.77% (176.40) CVS US Equity 1,888 11,707 63.89 74.20 27.35 0.59% (23.89) CVX US Equity (429) (8,207) 112.39 118.26 -9.47 0.55% (42.87) D US Equity 2,232 12,371 60.15 71.00 29.99 0.60% 82.18 EFTA00288728 DAI GR Equity 7,156 13,908 62.20 94.21 41.77 1.23% lWriess D8K GR Equity 17 (2,834) 44.63 44.36 0.49 1.25% (36.11) DD US Equity 2,793 12,908 54.93 66.82 34.31 0.63% 104.10 DDAIF US Equity 4,134 8,377 63.20 94.40 37.39 1.32%I 299.05 DE US Equity 273 8,537 85.81 88.56 5.28 0.61% 83.29 DELL US Equity - 6,820 #N/A N/A 0.00 0.07% DG FP Equity 4,474 9,889 51.34 74.56 51.57 0.88% 90.06 DGE LN Equity 30 1,333 30.40 31.10 1.44 1.58% 13.46 DHR US Equity 2,231 8,458 58.57 74.01 45.76 0.58% 87.45 DIS US Equity 1,547 9,908 68.36 79.04 18.15 0.86% 130.39 DISCA US Equity (81) 6,387 83.31 82.26 -1.62 0.79% 36.84 DNB NO Equity 926 9,735 15.77 17.27 11.94 0.80% (79.95) DOW US Equity 2,249 7,135 36.81 48.42 39.32 0.80% 64.81 DPW GR Equity 185 660 29.41 37.65 20.23 1.39% 14.94 DTE GR Equity 4,358 13,883 12.27 16.12 26.45 1.19% 281.39 DTV US Equity 2,313 10,622 61.97 75.47 23.18 0.94% 7.20 DUK US Equity (82) (8,822) 69.60 70.25 -2.06 0.45% (21.18) DVN US Equity 443 9,424 62.50 65.44 7.94 0.59% 101.74 EBAY US Equity 114 6,678 54.29 55.21 2.10 0.81% 13.05 Ea US Equity 100 9,210 105.22 106.36 1.60 0.68% 9.87 EDF FP Equity 6,105 9,189 23.45 39.02 86.93 0.76% 129.04 EMC US Equity 933 10,986 25.35 27.51 12.10 0.70% 56.38 EMR US Equity 15 2,023 66.36 66.84 0.99 0.73% 29.14 EMI CN Equity 134 6,351 44.29 45.22 3.58 0.59% 19.99 ENEL IM Equity 2,281 7,737 4.35 5.63 27.97 1.05% 120.99 ENI IM Equity 336 7,837 23.82 24.84 6.58 0.65% 73.39 EOAN GR Equity 103 2,996 18.77 19.41 3.58 0.96% 50.20 EOG US Equity 2,063 5,787 145.32 197.12 42.95 0.83% 137.93 EPD US Equity 1,115 12,049 63.14 68.99 18.36 0.50% 44.13 ERICB SS Equity 435 6,390 12.32 13.16 8.38 0.81% 10.08 ESRX US Equity 1,295 9,815 66.69 75.49 18.49 0.71% 13.48 ETN US Equity 125 5,260 72.48 74.20 2.49 0.95% 89.20 F US Equity (161) (3,621) 14.82 15.47 -6.51 0.68% (44.62) F8 US Equity 999 2,630 44.06 60.78 24.99 1.52% 39.29 FCX US Equity 9 1,176 32.61 32.86 0.58 1.30% 17.53 FDX US Equity 407 4,271 120.94 132.45 15.17 0.63% 13.26 FOX US Equity (156) 3,375 32.23 30.80 -5.27 0.88% (23.03) FOXA US Equity (160) 3,404 33.07 31.59 -5.21 0.90% (17.31) FP FP Equity 931 11,013 60.83 65.97 11.45 0.74% 60.12 G IM Equity 163 3,588 21.32 22.29 5.54 0.82% 37.80 GE US Equity 2,102 13,140 22.32 25.89 19.70 0.81% 87.23 GILD US Equity 20,876 11,089 24.02 69.26 135.34 1.39% GIS US Equity 608 13,333 49.12 51.36 8.48 0.54% 72.83 GLE FP Equity 761 3,248 49.51 61.12 19.14 1.23% 35.12 GLEN LN Equity 14 (4,634) 5.24 5.22 0.21 1.48% (114.63) GLW US Equity 3,140 11,549 16.22 20.64 34.03 0.80% 99.46 GM US Equity (1) (2,999) 34.78 34.79 -0.04 0.98% (20.95) EFTA00288729 GOOG US Equity 3,867 12,660 862.28 1,125.70 44.10 0.69% 134.64 GS US Equity 2,553 5,468 110.98 162.78 52.77 0.88% 31.82 GSK LN Equity 179 5,707 26.22 27.04 4.80 0.65% 59.99 GSZ FP Equity 901 8,189 24.60 27.31 9.61 1.15% 102.26 HAL US Equity 1,256 5,803 48.66 59.19 22.56 0.96% 128.11 HD US Equity 2,449 13,333 66.67 78.91 26.11 0.70% 39.78 HMB SS Equity 209 6,110 40.79 42.19 3.22 1.07% (119.46) HON US Equity 5,857 11,930 61.10 91.09 85.91 0.57% 122.17 HPQ US Equity 1,961 7,393 25.45 32.20 24.49 1.08% 80.57 HSBA LN Equity (90) (3,344) 9.90 10.17 .3.06 0.88% (21.98) IBE SM Equity 1,939 7,382 5.54 6.99 40.84 0.64% 143.05 IBM US Equity • 995 190.93 190.93 0.00 0.63% 2.81 IMT LN Equity 1,418 10,924 35.95 40.61 17.22 0.75% 65.90 INTC US Equity 748 10,787 23.94 25.60 12.18 0.57% 59.38 ISP IM Equity 4,068 5,699 1.93 3.31 56.20 1.27%` 398.37 ITUB US Equity (149) (2,364) 13.81 14.68 .3.96 1.59% (2.66) ITUB4 BZ Equity (422) (5,093) 13.59 14.72 -5.69 1.46% 4.34 ITW US Equity 2,673 14,011 67.84 80.78 27.97 0.68% 189.78 ITX SM Equity (111) (4,597) 147.96 151.52 -2.22 1.08% 11.96 JO US Equity 431 1,785 37.48 46.54 30.23 0.80% 44.60 JNJ US Equity 5,159 14,416 71.84 97.54 72.30 0.49% 59.97 JPM US Equity 1,278 8,516 52.29 60.14 16.54 0.91% 58.26 KMB US Equity 227 7,934 106.69 109.73 4.92 0.58% (43.83) KMI US Equity 526 (8,600) 34.31 32.21 8.11 0.75% 1.87 KO US Equity (17) (6,962) 38.83 38.93 -0.53 0.47% (14.69) LBTYA US Equity (62) 2,272 84.87 82.60 .2.61 1.05% 54.54 LBTYK US Equity 77 1,975 78.04 81.10 4.20 0.93% 58.56 LIN GR Equity 84 8,087 198.03 200.08 1.53 0.68% 74.54 LLOY LN Equity 2,178 5,658 0.89 1.24 41.37 0.93% (91.31) LLY US Equity (47) 2,868 58.83 57.87 .2.04 0.81% 14.22 LMT US Equity 627 2,016 122.48 160.58 39.20 0.79% 27.46 LNKD US Equity 47 (1,866) 195.56 190.63 1.29 1.96% (63.49) LOW US Equity 77 7,829 48.41 48.88 1.25 0.78% 72.08 LVS US Equity 1,887 6,808 61.33 78.33 24.38 1.14% 247.54 LYB US Equity 1,121 2,297 59.29 88.21 64.30 0.76% 7.58 MA US Equity 3,942 7,084 47.02 73.18 64.47 0.86% 0.59 MAERSKB DC Equity 6,000 14,148 8,212.58 11,695.41 34.99 1.21%I 548.83 MC FP Equity 1 3,798 183.44 183.51 0.05 0.74% 24.55 MCD US Equity (126) (5,579) 94.88 97.02 .4.88 0.46% (51.92) MCK US Equity 134 2,181 164.92 175.03 7.40 0.83% 26.63 MDIZ US Equity 2,713 13,641 28.68 34.39 35.92 0.55% 66.76 MDT US Equity 8,295 20,811 43.22 60.45 50.23 0.79%n00.91 MET US Equity 1,380 7,556 44.37 52.47 19.93 0.92% (11.84) MFC CN Equity 4,371 8,003 12.38 19.13 67.15 0.81% (83.24) MHS US Equity • 5,485 #WA N/A 0.00 1.17% MMM US Equity 8,244 21,331 96.89 134.34 63.32 0.61% 348.43 MO US Equity 186 7,829 36.24 37.11 4.27 0.56% (35.95) EFTA00288730 MON US Equity 695 11,917 106.02 112.20 9.14 0.64% 109.37 MOS US Equity 49.17 0.82% MRK US Equity 1,445 11,769 50.18 56.35 14.31 0.86% 158.68 MS US Equity 207 1,649 27.57 31.02 10.83 1.16% 6.10 MSFT US Equity 1,138 8,007 35.30 40.32 18.55 0.77% 175.91 MUV2 GR Equity 640 6,116 197.70 218.38 16.07 0.65% 30.24 NAB AU Equity 369 7,534 31.14 32.66 6.08 0.80% 81.15 NCM AU Equity 8.95 1.98% NEE US Equity 4,427 14,649 72.62 94.56 46.30 0.65% 37.80 NEM US Equity 2,358 (7,392) 34.95 23.80 20.12 1.59% (378.94) NESN VX Equity 716 9,821 69.64 74.71 13.65 0.53% (22.10) NG/ LN Equity 1,987 12,244 11.84 13.76 28.94 0.56% 210.31 NKE US Equity 590 5,145 66.10 73.68 12.59 0.91% 22.81 NOK US Equity 3,830 4,498 3.96 7.34 76.03 1.12% 89.35 NOV US Equity 135 4,672 75.18 77.36 3.06 0.94% 95.13 NOVN VX Equity 5,176 18,291 63.81 81.86 37.95 0.75% 183.23 NOVOB DC Equity 1,178 9,444 40.35 45.38 12.51 1.00% 186.40 NSC US Equity 1,875 9,797 80.78 96.24 25.16 0.76% 76.77 NVS US Equity 3,989 15,510 65.07 81.80 35.75 0.72% 100.96 OGXP3 BZ Equity 5,054 (5,180) 4.43 0.11 34.24 2.85% (271.36) OR FP Equity (58) (2,272) 160.73 164.82 -3.64 0.70% (27.52) ORA FP Equity 761 5,434 12.87 14.67 9.01 1.55% 170.80 ORCL US Equity 1,401 7,879 33.59 39.57 26.26 0.68% 72.05 OXY US Equity 2 7,355 95.04 95.07 0.03 0.83% 57.58 PBR US Equity 49 (2,814) 13.30 13.07 0.95 1.83% (54.09) PBR/A US Equity 40 (2,795) 13.87 13.67 0.78 1.83% (59.28) PCLN US Equity 772 3,043 956.05 1,198.57 21.31 1.19% 69.17 PCP US Equity • 985 245.88 245.88 0.00 0.76% 2.21 PEP US Equity 70 6,034 82.03 82.98 2.12 0.55% 15.04 PETR3 BZ Equity (3) (2,923) 6.54 6.55 0.06 1.90% (56.87) PETR4 BZ Equity 46 (3,123) 6.95 6.85 0.79 1.87% (62.30) PFE US Equity 4,963 21,828 26.10 32.04 33.91 0.67% (75.38) PG US Equity 155 6,905 78.08 79.84 4.17 0.54% (1.83) PHIA NA Equity • • 35.24 1.05% PM US Equity 562 (10,166) 85.47 80.74 8.20 0.67% (85.00) PNC US Equity 1,080 8,425 75.96 85.70 16.80 0.76% 72.93 POT CN Equity (25) (833) 34.52 35.56 -4.18 0.72% (8.01) POT US Equity (25) (864) 34.57 35.56 •4.03 0.71% (8.39) PRU LN Equity 6,885 10,521 12.76 21.11 67.41 0.97% (582.08) PSA US Equity 587 9,413 158.54 168.43 11.05 0.56% 71.49 PSX US Equity 1,141 6,030 64.65 76.88 21.67 0.87% (14.22) PX US Equity 2,281 16,340 113.54 129.39 29.52 0.47% 38.85 QCOM US Equity 2,307 12,547 66.83 79.11 27.19 0.68% (11.37) QQQ US Equity 5,523 19,920 68.46 87.44 55.80 0.50% 131.41 RAI US Equity 108 6,737 52.22 53.06 1.45 1.11% (22.08) RDS/A US Equity (9) 4,217 73.28 73.13 -0.33 0.61% 35.03 RDS/B US Equity 135 5,192 75.80 77.77 4.39 0.59% 61.23 EFTA00288731 RDSA LN Equity 235 4,065 34.51 36.51 9.87 0.59% 37.09 RDSA NA Equity (13) 4,084 36.63 36.51 -0.56 0.56% 29.34 RDSB IN Equity 181 4,580 37.36 38.84 6.87 0.58% 52.84 REGN US Equity 45 6,240 302.78 304.99 0.50 1.44% (122.17) RIO AU Equity (103) (2,296) 55.84 58.34 -3.31 1.35% (4.05) RIO IN Equity 23 4,599 54.73 55.00 0.38 1.36% 63.67 RIO US Equity 71 4,934 54.04 54.82 1.07 1.34% 50.99 ROG VX Equity 6,914 17,035 212.78 299.15 57.77 0.70% 188.36 RY CN Equity 34 6,176 65.21 65.57 1.18 0.47% 13.09 SAS LN Equity 402 7,173 47.60 50.27 5.95 0.94% 179.23 SAN FP Equity (26) (6,174) 103.67 104.11 -0.48 0.89% (52.36) SAN SM Equity 857 7,256 8.35 9.33 13.07 0.90% 153.49 SAN US Equity 701 5,705 8.34 9.37 13.30 0.92% 99.33 SAP GR Equity 2 2,995 80.26 80.32 0.08 0.86% 20.26 SAP US Equity (4) 3,228 80.30 80.20 A.14 0.89% 20.99 SBUX US Equity (101) 5,096 75.07 73.62 -2.12 0.93% 26.89 SGO FP Equity 2,825 7,836 44.08 59.98 29.17 1.24% 53.51 SI US Equity 823 4,504 114.69 135.64 16.11 1.13% 77.35 SIE GR Equity 971 5,345 114.81 135.68 17.75 1.02% 77.76 SLB US Equity 1,450 6,877 80.68 97.70 25.84 0.82% 91.60 SMSN LI Equity 238 (7,500) 642.17 621.82 3.28 0.97% (51.42) SO US Equity 28 5,537 43.08 43.30 1.01 0.51% 21.43 SPG US Equity 11 1,473 162.23 163.44 1.17 0.64% 25.00 SREN VX Equity 1,429 10,006 80.46 91.96 19.65 0.73% (26.25) STAN IN Equity 298 (6,124) 21.91 20.85 4.99 0.97% (124.02) STL NO Equity 830 9,217 26.04 28.38 11.86 0.76% (5.77) STT US Equity (5) 2,953 69.02 68.89 -0.17 1.09% 41.20 SU CN Equity (216) (4,645) 32.80 34.33 -8.22 0.57% (100.37) SU FP Equity 319 6,518 84.31 88.44 4.44 1.10% (33.70) SU US Equity (136) (3,644) 33.10 34.34 -6.53 0.57% (80.80) SWEDA SS Equity 345 6,088 24.78 26.18 5.32 1.07% (23.52) SYNN VX Equity (475