EFTA02700693.pdf

Atorus, LLC 2/12/2014 Current Date: 2/12/2014 Change on Day: 0.01% T12M Return: 35.36% MSCI World Change on Total Return since 1/1/12: 74.12% Day 0.20% Current Long Exposure @ Cost: 4,103,169 Current Short Exposure @ Cost: (1,361,039) Net Exposure: 2,742,131 Current No. of Positions: 456 Starting Capital: 1,000,000 Current NAV: 1,741,219 Current Leverage (Gross Exposures): 3.14 Key Metrics Profit Factor: Historically 2.25X - 3.25X, depending on measurement Interval Win Ratio: 40%- 50% histoncally T24M (+) NAV Days 51% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (-) Change -0.88% 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. 124M Sharpe Ratio: 1.271 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 2,006,000.00 1,600,030.00 1,600,000.00 1A00,000.00 1,2061000.00 1,000,000.00 _diYINA.Amemt,14/ — NAV Mt/MO.00 s ,ps „ csst- 600,000.00 Off~ t% <iv •s% , G xis) s(v n , % 4 A‘ % 4s \ scr, -a, 4 A\4- 4% sv %\ Off„ -? EFTA_R1_02067819 EFTA02700693 Atorus, LLC 2/12/2014 Largest Exposures 99th Percentile 1st largest MTM Gains (95th Percentile MTM Gains % Percentile (€1 cost ex-MTM) NAV) Security Notional % of Total Notional Security MTM Gain %Total NAV 22 Positions 24.40% 52 Positions 3029% MEXBOL Index (26,123) 0.48% SXXP Index 5,334 0.31% NO_TSY CREDIT (27,358) 0.50% SXSE Index 5,352 0.31% SHCOMP Index (27,693) 0.51% SX7E Index 5,577 0.32% ZA_TSY CREDIT (33,120) 0.61% UTX US Equity 5,626 0.32% SPGSCITR Index (33,446) 0.61% ROG VX Equity 5,759 0.33% XAU Comdty (41,240) 0.75% IT_TSY CREDIT 5,783 0.33% CH_TSY CREDIT 59,255 1.08% ACA FP Equity 5,925 0.34% JP_TSV CREDIT (59,628) 1.09% SMI Index 5,934 0.34% SXDP Index 61,063 1.12% MAERSKB DC Equity 5,935 0.34% SPX Index 62,258 1.14% QQQ US Equity 5,939 0.34% FR_TSY CREDIT 62,432 1.14% CMCSA US Equity 6,216 0.36% DE_TSY CREDIT 62,519 1.14% DAI GR Equity 6,279 0.36% AT_TSY CREDIT 64,302 1.18% CA_TSY CREDIT 6,349 0.36% NL_TSY CREDIT 65,324 1.20% ICEXI Index 6,355 0.36% FI_TSV CREDIT 66,491 1.22% MDT US Equity 6,359 0.37% BE_TSY CREDIT 67,560 1.24% ASE Index 6,448 0.37% STBCNZL Index 73,230 1.34% HON US Equity 6,462 0.37% lE_TSY CREDIT 78,254 1.43% GS US Equity 6,507 0.37% AU_TSY CREDIT (79,064) 1.45% BMV US Equity 6,604 0.38% MY_TSY CREDIT (90,265) 1.65% AMGN US Equity 6,616 0.38% SG_TSY CREDIT (95,665) 1.75% V US Equity 6,978 0.40% CA_TSY CREDIT (97,103) 1.78% MMM US Equity 7,343 0.42% SXOP Index 7,491 0.43% PRU LN Equity 7,527 0.43% XLY US Equity 7,620 0.44% IBEX Index 7,624 0.44% HEX Index 7,809 0.45% DAX Index 8,041 0.46% ES_TSY CREDIT 8,165 0.47% KFX Index 8,511 0.49% CMCSK US Equity 8,692 0.50% LUXXX Index 8,746 0.50% SXAP Index 8,803 0.51% BAYN GR Equity 8,883 0.51% TMO US Equity 9,238 0.53% BAC US Equity 9,743 0.56% TYC US Equity 10,117 0.58% BA US Equity 10,962 0.63% MA US Equity 11,148 0.64% XLV US Equity 11,245 0.65% EFTA_R1_02067820 EFTA02700694  SXIP Index 11,451 0.66% RTY Index 11,506 0.66% SXMP Index 11,992 0.69% NDX Index 12,378 0.71% CELG US Equity 13,394 0.77% SPX Index 14,718 0.85% SXTP Index 20,853 1.20% SXDP Index 21,972 1.26% ISEQ Index 22,437 1.29% lE_TSY CREDIT 27,468 1.58% STBCNZL Index 29,833 1.71% GILD US Equity 33,453 1.92% No. Names by Cate e APAC Long 21 APAC Short 31 EMEA Long 68 EMEA Short 25 AMER Long 154 AMER Short 64 EquityCom Long 52 EquityCom Short 17 Credit Long 15 Credit Short 9 Total Long 310 Total Short 146 EFTA_R1_02067821 EFTA02700695 Atorus, LLC 2/12/2014 Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) 1‘ , 4. O<t. _O. .4)) .;,,, .:,•,•>%Q.\% % ...t. ,%41, 4,b it> ON, &Is • '8 .. t,L_, ,Q .., 4, st, ,,Q9 tQt 'b 4) 1 . Q. Q. Q. 4b 4b WI Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,000 — APAC —EMEA • AMER 1,000,000 EtnntyCom Cred t 500,000 ,og N, e..b es. ,s% t, te'0' <O.'0' (65 ,e55 ‹tg %,Q9' 4% •A"P• c, EFTA_R1_02067822 EFTA02700696 Atorus, LLC 2/12/2014 Current Gross Notional Risk by Category 212,585 • APAC • EMEA 1,316,203 • AMER 1,851,028 • EquityCom • Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 iusawarid 1.15 AroRuS 0.95 4%4 4 ct „ 0.75 ti ti AP c$S. %4 % te,„ \,t, 4) 1 c) t e1b se „sr Rolling 30 Day Realized Volatility - Atorus 3.00% 1.80% 1.60% 1.40% 1.10% —Roll ng30DayRe 1.00% aRzedVol OM% 0.60% 0.40% 0.20% c,9%cp. %e 0.00% % .4> ,4> % Off~ IP•sl• Off ~ et, tO % 0 Oev ebt c° N % %1 C,\ry % EFTA_R1_02067823 EFTA02700697 Atorus, LLC 2/12/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) —PA Vol Days by Position Percentile No. Vol Days 0.00% -8.24 MTM Gains(Losse) % of NAV "Signficant" 5.00% -5.32 (<7 Vol Days) 0.89% 10.00% -3.14 MTM Gains(Losses) % of NAV 'Sign(icant" 15.00% -1.54 (>7 Vol Days) 49.73% 20.00% -0.70 25.00% 0.00 30.00% 0.78 35.00% 2.58 40.00% 3.48 45.00% 5.21 50.00% 6.95 55.00% 9.08 60.00% 11.50 65.00% 14.29 70.00% 17.91 75.00% 21.15 80.00% 25.74 85.00% 33.21 90.00% 39.24 95.00% 54.27 100.00% 175.52 EFTA_R1_02067824 EFTA02700698 Atorus, LLC 2/12/2014 Current Portfolio -listed Equity Portfolio Current Price PA in Vol 30P Realized Security MTM Gain/(Loss) Exp. re) Cost Avg. Price (in USD) Days Vol 000270 KS Equity 171 (4,502) 51.62 49.66 2.95 1.29% 005380 KS Equity (25) 1,798 218.00 215.02 -1.00 1.38% 005490 KS Equity 17 (4,236) 274.12 273.01 0.45 0.90% 005930 KS Equity 233 (6,552) 1285.62 1239.85 3.48 1.02% 012330 KS Equity 1,034 5,278 244.69 292.61 15.65 1.25% 1HK Equity (61) (3,181) 14.68 14.96 -3.28 0.58% 1299 HK Equity (100) (1,971) 4.57 4.80 -4.67 1.08% 13 HK Equity 1,814 12,234 11.40 13.09 16.30 0.91% 16 HK Equity 274 (9,928) 12.66 12.31 4.69 0.59% 27 HK Equity (4) 123 9.67 9.33 -1.56 2.35% 2914 JP Equity (10) (4,715) 32.47 32.53 -0.15 1.41% 3382 JP Equity 123 3,409 37.70 39.06 2.95 1.23% 4063 JP Equity 41 (4,532) 56.40 55.89 0.75 1.21% 4502 JP Equity (5) 1,092 46.91 46.71 -0.49 0.89% 4689 JP Equity (17) 749 6.01 5.87 -1.35 1.70% 5 HK Equity (110) (4,712) 10.20 10.44 -3.35 0.70% 5108 JP Equity 20 3,496 36.36 36.57 0.52 1.09% 5401 JP Equity (91) (2,964) 2.99 3.08 -2.17 1.41% 6301 JP Equity (34) (3,512) 20.64 20.84 -0.70 1.40% 6752 JP Equity 1,341 4,142 9.01 11.93 12.93 2.50% 6902 JP Equity 2,638 9,725 41.48 52.73 19.99 1.36% 6954 JP Equity 376 6,388 157.65 166.93 3.40 1.73% 7201 JP Equity S (3,740) 8.85 8.84 0.10 1.30% 7203 JP Equity (40) (1,559) 57.26 58.74 -2.11 1.22% 7267 JP Equity (83) (2,038) 35.79 37.26 -3.49 1.17% 762 HK Equity 224 (4,152) 1.43 1.35 4.81 1.12% 7751 JP Equity 367 (6,859) 31.44 29.75 5.31 1.01% 8031 JP Equity (350) (5,386) 13.92 14.83 -5.29 1.23% 8058 JP Equity (25) (312) 17.87 19.32 -6.90 1.17% 8306 JP Equity (73) (2,590) 5.84 6.01 -2.24 1.25% 8316 JP Equity (SO) (2,436) 46.12 47.07 -1.44 1.43% 8411 JP Equity (18) 3,773 2.12 2.11 -0.34 1.37% 8604 JP Equity (42) (1,492) 6.73 6.91 -1.87 1.49% 8801 JP Equity (36) (1,121) 31.32 32.34 -2.35 1.38% 8802 JP Equity 1541 (3,305) 24.73 25.13 -1.24 1.32% 9020 JP Equity 131 (3,964) 77.53 74.97 3.19 1.04% 941 HK Equity 795 (11,120) 10.27 9.54 10.52 0.68% 9432 JP Equity 259 6,072 53.19 55.47 3.29 1.30% 9433 JP Equity 2,482 9,471 42.13 53.17 19.43 1.35% 9437 JP Equity (156) (5,744) 15.71 16.14 -2.54 1.07% 9983 JP Equity (77) 3,175 368.86 360.15 -1.47 1.64% EFTA_R1_02067825 EFTA02700699 9984 JP Equity 2,180 2,796 42.69 75.98 47.44 1.64% AAPL US Equity 277 7,871 518.25 536.52 3.30 1.07% ABB US Equity 909 10,400 23.59 25.65 8.54 1.02% ABBN VX Equity 713 8,696 23.63 25.57 7.72 1.06% ABBV US Equity 111 5,332 49.49 50.52 1.86 1.12% ABEV US Equity 555 (7,226) 7.25 6.69 5.46 1.41% ABEV3 BZ Equity 554 (6,917) 7.29 6.71 6.28 1.27% ABI BB Equity (65) (1,117) 94.20 99.64 -6.00 0.96% ABT US Equity (64) 4,093 38.86 38.26 -1.94 0.80% ABX CN Equity (428) (3,511) 17.17 19.26 -7.68 1.59% ABX US Equity (394) (3,476) 17.20 19.15 -7.32 1.55% ACA FP Equity 5,925 5,390 6.83 14.35 76.17 1.44% ACE US Equity 81 3,675 93.86 95.92 3.07 0.72% ACN US Equity 493 9,045 77.04 81.24 6.49 0.84% ADP US Equity 53 1,192 72.36 75.59 5.58 0.80% MI US Equity 6 1,639 62.47 62.70 0.55 0.66% AGL SJ Equity (358) (3,038) 22.73 25.41 -8.16 1.44% AGN US Equity 1,212 6,802 104.77 123.43 14.99 1.19% Al FP Equity (175) (2,759) 126.16 134.15 -8.24 0.77% AIG US Equity 52 4,009 48.66 49.29 1.43 0.91% AIR FP Equity 4,594 6,524 42.47 72.38 69.92 1.01% ALV GR Equity 2,935 7,522 125.64 174.67 38.22 1.02% ALVG IX Equity 2,205 5,722 126.13 174.73 38.95 0.99% AMGN US Equity 6,616 22,885 94.49 121.80 29.07 0.99% AMT US Equity 736 10,646 76.29 81.57 8.90 0.78% AMZN US Equity 3,079 14,103 287.66 350.46 17.01 1.28% ANZ AU Equity (113) (1,859) 26.23 27.83 -7.05 0.86% APA US Equity 109 (6,864) 82.74 81.43 1.97 0.80% APC US Equity (56) (5,630) 80.96 81.77 -1.18 0.85% AXP US Equity 2,498 10,369 71.56 88.81 22.62 1.07% AZN IN Equity 4,160 12,669 49.80 66.15 34.17 0.96% AZN SS Equity 3,576 11,663 50.40 65.85 31.32 0.98% AZN US Equity 4,048 12,426 49.96 66.23 32.75 0.99% BA US Equity 10,962 17,885 79.84 128.78 53.52 1.15% BAC US Equity 9,743 10,843 8.82 16.75 89.52 1.00% BARC LN Equity (84) 5,291 4.41 4.34 -1.32 1.20% BAS GR Equity 920 7,329 97.30 109.52 14.14 0.89% BATS LN Equity (49) (4,196) 49.08 49.64 -1.25 0.93% SAX US Equity (300) (8,040) 66.82 69.31 -6.55 0.57% BAYN GR Equity 8,883 11,714 76.64 134.75 75.38 1.01% BBAS3 BZ Equity 453 9.09 9.09 0.00 1.55% ND US Equity 1,053 (6,738) 12.96 10.93 11.68 1.34% 88DC4 BZ Equity 1,020 (7,246) 12.74 10.95 12.55 1.12% BEIL US Equity (107) (5,013) 60.45 61.74 -2.01 1.06% BBVA SM Equity 1,219 5,719 10.09 12.25 16.08 1.33% BCE CN Equity 74 (6,638) 43.17 42.69 1.59 0.70% BCS US Equity (108) 6,391 17.72 17.43 -1.34 1.26% EFTA_R1_02067826 EFTA02700700 BEN US Equity 104 4,615 52.08 53.25 2.26 0.99% 8G/ LN Equity (86) (2,614) 17.28 17.85 -2.38 1.39% BHP AU Equity (128) (2,465) 31.81 33.46 -5.82 0.89% BHP US Equity 752 67.70 67.70 0.00 0.93% 8II8 US Equity 334 1,065 245.93 323.10 21.94 1.43% GIL SJ Equity (69) (4,448) 30.26 30.73 -1.45 1.07% BK US Equity 70 1,538 30.62 32.02 5.12 0.89% 8LK US Equity 130 1,170 274.17 304.56 11.38 0.97% 8LT LN Equity (117) (4,943) 30.23 30.95 -2.43 0.97% 8MO CN Equity (52) (1,272) 61.56 64.06 -5.97 0.68% BMW GR Equity 869 5,073 98.63 115.53 21.43 0.80% EIMY US Equity 6,604 13,624 35.71 53.02 38.15 1.27% BN FP Equity 128 (3,680) 70.54 68.09 3.61 0.96% BNP FP Equity 1,894 5,495 61.78 83.07 29.58 1.17% BNS CN Equity (102) (2,759) 54.78 56.81 -4.46 0.83% 8P/ LN Equity 459 8,439 7.68 8.10 8.41 0.65% BRK/8 US Equity (61) (2,330) 110.60 113.50 -4.37 0.60% BSBR US Equity 1,687 (8,164) 6.18 4.91 12.56 1.65% BUD US Equity (65) (1,090) 94.17 99.78 -6.10 0.98% BX US Equity 127 2.974 30.31 31.60 3.99 1.07% C US Equity (70) (1,108) 46.95 49.94 -5.37 1.18% CA FP Equity 386 1,958 30.49 36.50 18.79 1.05% CAT US Equity 1,050 10,293 87.23 96.13 9.74 1.05% CBA AU Equity 936 68.58 68.58 0.00 0.70% CBS US Equity 318 1,266 49.35 61.75 22.09 1.14% CCL US Equity 895 7,815 36.20 40.35 11.73 0.98% CELG US Equity 13,394 15,113 85.54 161.34 68.07 1.30% CFR VX Equity 517 99.31 99.31 0.00 1.36% CL US Equity 963 18,618 58.99 62.04 8.47 0.61% CM CN Equity 936 80.58 80.58 0.00 0.60% CMCSA US Equity 6,216 17,408 40.65 55.16 42.60 0.84% CMCSK US Equity 8,692 18,900 36.26 52.94 58.65 0.78% CNI US Equity 1,148 12,863 51.38 55.96 10.95 0.82% CNQ CN Equity 41 2,432 34.37 34.95 1.96 0.87% CNR CN Equity 1,158 12,415 51.30 56.08 11.66 0.80% COF US Equity 350 6,073 67.68 71.59 6.68 0.86% COP US Equity 148 (7,973) 66.64 65.40 2.89 0.64% COST US Equity 885 114.85 114.85 0.00 0.79% COV LN Equity 186 2,433 ON/A N/A 25.05 0.30% COV US Equity 722 6,342 63.38 70.60 12.27 0.93% CRM US Equity 167 2,053 56.89 61.51 6.48 1.26% CS FP Equity 2,607 6,712 19.39 26.92 37.45 1.04% CSCO US Equity (213) (4,973) 21.79 22.72 -5.57 0.77% CSX US Equity 814 8,909 25.07 27.36 8.23 1.11% CVE CN Equity 652 (10,443) 28.70 26.91 10.26 0.61% CVS US Equity 973 10,304 62.75 68.67 13.03 0.72% CVX US Equity (8) (6,316) 112.00 112.15 -0.18 0.74% EFTA_R1_02067827 EFTA02700701 D US Equity 1,866 12,102 59.94 69.19 20.38 0.76% DAI GR Equity 6,279 13,903 62.20 90.30 41.43 1.09% DEIK GR Equity 194 4,050 46.61 48.84 3.62 1.32% DD US Equity 2,055 12,298 54.46 63.56 18.22 0.92% ODAIF US Equity 3,599 8,348 63.20 90.45 34.82 1.24% OE US Equity 134 8,116 85.65 87.06 2.57 0.64% DELL US Equity 14 6,710 ItN/A N/A 2.65 0.08% DG FP Equity 3,703 9,883 51.34 70.57 46.59 0.80% DGE LN Equity (80) (2,153) 29.53 30.63 -3.20 1.17% DHR US Equity 4,067 14,049 58.57 75.52 39.74 0.73% DM US Equity 1,374 9,900 68.36 77.85 13.86 1.00% DISCA US Equity 31 3,647 82.02 82.72 0.84 1.02% DNB NO Equity 1,191 8,928 15.62 17.70 18.53 0.72% DOW US Equity 1,886 6,442 35.84 46.33 24.51 1.19% DPW GR Equity 142 546 28.24 35.60 30.01 0.87% DIE GR Equity 4,260 13,635 12.22 16.04 31.63 0.99% DTV US Equity 1,702 9,150 60.09 71.27 24.24 0.77% DUK US Equity (149) (8,814) 69.60 70.78 -3.03 0.56% DVN US Equity (38) 5,743 61.76 61.35 -0.83 0.80% EBAY US Equity 162 5,054 52.95 54.65 2.70 1.19% ECL US Equity 7 3,979 101.15 101.34 0.26 0.70% EDF FP Equity 4,658 9,184 23.45 35.34 68.32 0.74% EMC US Equity 72 8,831 24.88 25.08 0.97 0.84% DAR US Equity 235 3,622 61.11 65.07 9.52 0.68% ENB CN Equity (156) (6,998) 41.70 42.63 -4.52 0.49% ENEL IM Equity 939 6,720 4.24 4.84 14.99 0.93% ENI IM Equity (86) (2,536) 22.27 23.03 -4.49 0.76% EOAN GR Equity 1 2,603 18.66 18.66 0.02 0.97% EOG US Equity 1,218 5,569 143.99 175.48 21.98 1.00% EPD US Equity 750 9,126 61.83 66.92 11.46 0.72% ERICB SS Equity 141 3,931 12.11 12.54 3.75 0.96% ESRX US Equity 1,360 9,809 66.69 75.94 20.56 0.67% ETN US Equity 15 3,003 70.48 70.82 0.51 0.96% F US Equity (57) (3,617) 14.82 15.05 -1.50 1.05% FB US Equity 1,228 2,567 43.70 64.60 33.29 1.44% FCX US Equity (84) (1,789) 31.57 33.05 -4.03 1.16% FDX US Equity 521 5,334 120.94 132.74 11.38 0.86% FOX US Equity (C) 701 31.76 31.76 0.00 1.00% FOXA US Equity 623 32.46 32.46 0.00 1.13% FP FP Equity 86 4,758 58.67 59.74 2.48 0.73% G IM Equity 306 3,632 20.52 22.25 9.25 0.91% GE US Equity 2,301 16,425 22.32 25.44 16.63 0.84% GILD US Equity 33,453 13,861 24.02 82.01 175.52 1.38% GIS US Equity 17 7,619 48.58 48.69 0.39 0.56% GLE FP Equity 882 3,245 49.51 62.97 17.68 1.54% GLEN LN Equity (233) (2,611) 5.14 5.59 -7.37 1.21% GLW US Equity 1,967 11,367 16.17 18.97 14.77 1.17% EFTA_R1_02067828 EFTA02700702 GM US Equity 806 3,199 28.27 35.40 23.79 1.06% GOOG US Equity 4,725 12,387 857.75 1184.92 41.62 0.92% GS US Equity 6,507 13,622 110.98 163.99 66.72 0.72% GSK IN Equity 273 4,317 25.71 27.33 5.20 1.22% GSZ FP Equity 936 23.14 23.14 0.00 0.73% HAL US Equity 663 3,714 45.35 53.43 19.40 0.92% HD US Equity 2,068 12,500 66.04 76.96 33.66 0.49% HMB 55 Equity 634 6,105 40.79 45.02 11.24 0.92% HON US Equity 6,462 11,890 61.10 94.31 86.10 0.63% HPQ US Equity 1,220 6,292 24.79 29.59 17.57 1.10% HSBA LN Equity (36) (1,082) 10.23 10.57 -1.42 2.37% IBE SM Equity 911 6,914 5.48 6.20 19.91 0.66% IBM US Equity 186 (8,386) 184.74 180.64 2.87 0.77% IMT LN Equity 312 10,915 35.95 36.97 2.59 1.10% INTC US Equity 306 9,775 23.81 24.55 3.52 0.89% ISP IM Equity 2,943 5,552 1.91 2.92 44.45 1.19% ITUB US Equity 328 (5,904) 13.81 13.05 3.97 1.40% ITUB4 8Z Equity 260 (6,360) 13.59 13.04 3.27 1.25% ITW US Equity 2,284 14,003 67.84 78.90 27.24 0.60% ITX SM Equity (38) (4,388) 149.70 151.01 -1.19 0.74% JO US Equity 4,069 9,880 34.13 48.18 36.83 1.12% JN1 US Equity 4,190 12,583 69.31 92.40 41.76 0.80% JPM US Equity 850 8,516 52.29 57.51 12.42 0.80% KMB US Equity 87 7,927 106.69 107.86 1.68 0.66% KMI US Equity 250 (6,747) 35.17 33.87 5.60 0.66% KO US Equity 48 (6,937) 38.83 38.56 1.01 0.69% LBTYA US Equity (33) 2,270 84.92 83.70 1.78 0.82% IBTYK US Equity 104 1,900 77.86 82.11 6.85 0.80% LIN GR Equity 112 4,617 194.24 198.96 3.17 0.77% LLOY LN Equity 3,880 7,068 0.89 1.38 51.16 1.07% LIV US Equity (40) (3,785) 52.85 53.41 -1.35 0.78% LMT US Equity 598 2,015 122.48 158.84 29.08 1.02% LNKO US Equity (39) 389 215.50 196.08 -5.91 1.68% LOW US Equity (60) (2,615) 45.69 46.74 -2.97 0.77% LVS US Equity 1,910 6,805 61.33 78.55 19.56 1.44% LY8 US Equity 898 2,296 59.29 82.48 33.75 1.16% MA US Equity 11,148 18,057 47.03 76.07 53.02 1.16% MAERSKB DC Equity 5,935 14,143 8212.58 11658.72 35.56 1.18% MC FP Equity (0) 2,355 182.19 182.16 -0.01 1.12% MCD US Equity ( 14) (6,967) 94.88 95.07 -0.41 0.51% MCK US Equity 143 1,761 161.77 174.90 6.97 1.16% MDLZ US Equity 2,165 13,636 28.68 33.24 20.39 0.78% MDT US Equity 6,359 20,734 43.22 56.48 32.95 0.93% MET US Equity 936 7,552 44.37 49.87 11.50 1.08% MFC CN Equity 4,221 7,974 12.38 18.93 50.13 1.06% MHS US Equity 1,755 13,962 INA NjA 11.02 1.14% MMM US Equity 7,343 21,252 96.89 130.37 4822 0.72% EFTA_R1_02067829 EFTA02700703 MO US Equity (75) 3,961 35.59 34.93 -2.62 0.72% MON US Equity 455 11,908 106.02 110.07 4.51 0.85% MOS US Equity (185) (3,575) 45.85 48.22 -4.69 1.10% MRK US Equity 1,202 9,342 48.80 55.08 13.37 0.96% MS US Equity 158 1,648 27.57 30.21 9.10 1.05% MSFT US Equity 548 7,171 34.82 37.48 7.31 1.04% MUV2 GR Equity 595 7,529 197.44 213.05 10.09 0.78% NAB AU Equity (200) (3,408) 28.99 30.69 -7.36 0.80% NCM AU Equity 2,756 (5,094) 21.94 10.07 23.26 2.33% NEE US Equity 3,955 14,643 72.62 92.23 36.55 0.74% NEM US Equity 2,614 (7,388) 34.95 22.58 19.67 1.80% NESN VX Equity 684 9,813 69.64 74.49 7.79 0.90% NG/ IN Equity 1,661 11,410 11.72 13.42 20.52 0.71% NKE US Equity 739 2,939 59.26 74.17 31.54 0.80% NOK US Equity 3,631 4,495 3.96 7.16 56.53 1.43% NOV US Equity (19) (5,515) 75.68 75.95 -0.47 0.74% NOVN VX Equity 4,898 18,219 63.81 80.96 40.06 0.67% NOVOB DC Equity 692 7,255 38.83 42.53 8.89 1.07% NSC US Equity 1,521 9,583 80.49 93.27 13.37 1.19% NVS US Equity 3,908 15,457 65.07 81.52 37.63 0.67% OGXP3 82 Equity 5,016 (5,163) 4.43 0.13 25.26 3.85% OR FP Equity 577 167.84 167.84 0.00 1.22% ORA FP Equity (1) 2,958 12.37 12.36 -0.04 1.03% ORCL US Equity 1,050 7,413 33.31 38.02 19.87 0.71% OXY US Equity 936 92.19 92.19 0.00 0.75% PBR US Equity 369 (2,811) 13.30 11.55 8.62 1.52% PBR/A US Equity 297 (2,793) 13.87 12.40 7.11 1.49% PCLN US Equity 906 3,041 956.05 1240.95 26.61 1.12% PCP US Equity 3,193 13,703 212.47 261.97 25.74 0.91% PEP US Equity 2 3,900 81.31 81.35 0.07 0.55% PETR3 BZ Equity 340 (2,920) 6.54 5.78 8.13 1.43% PETR4 BZ Equity 346 (3,120) 6.95 6.18 7.76 1.43% PFE US Equity 4,711 21,828 26.10 31.74 28.06 0.77% PG US Equity 18 4,758 77.33 77.63 0.52 0.74% PHIA NA Equity 1,935 11,206 30.43 35.68 22.96 0.75% PM US Equity 804 (10,157) 85.47 78.70 9.36 0.85% PNC US Equity 588 7,639 75.28 81.07 8.40 0.92% POT CN Equity (225) (2,985) 31.56 33.94 -6.77 1.12% POT US Equity (218) (2,798) 31.45 33.90 -6.86 1.14% PRU LN Equity 7,527 10,482 12.76 21.93 56.55 1.27% PSA US Equity 310 7,104 156.29 163.11 6.81 0.64% PSX US Equity 850 6,025 64.65 73.76 14.32 0.98% PX US Equity 2,129 16,043 113.30 128.33 18.53 0.72% QCOM US Equity 1,771 12,538 66.83 76.27 17.83 0.79% C1C10 US Equity 5,939 19,847 68.46 88.94 44.71 0.67% RAI US Equity 4 (1,557) 47.56 47.43 0.44 0.63% RDS/A US Equity (50) (3,651) 69.28 70.23 -1.83 0.74% EFTA_R1_02067830 EFTA02700704 RDS/8 US Equity (12) 3,991 75.03 74.80 -0.39 0.78% RDSA LN Equity 70 4,062 34.51 35.10 1.96 0.88% ROSA NA Equity (40) (3,467) 34.57 34.97 -1.43 0.81% RDSB LN Equity 34 3,979 37.08 37.40 0.97 0.87% REGN US Equity 470 4,718 292.33 321.47 5.72 1.74% RIO AU Equity 143 3,794 58.98 61.21 4.26 0.89% RIO LN Equity 386 4,815 53.84 58.15 6.25 1.28% RIO US Equity 369 4,930 54.04 58.09 5.21 1.44% ROG VX Equity 5,759 17,036 212.78 284.72 45.49 0.74% RY CN Equity (105) (2,692) 61.84 64.25 -5.32 0.73% SAB IN Equity (109) (2,942) 44.36 46.00 -4.11 0.90% SAN FP Equity 317 (6,169) 103.67 98.34 6.01 0.85% SAN SM Equity 449 7,250 8.35 8.86 6.50 0.95% SAN US Equity 389 5,311 8.28 8.88 5.60 1.31% SAP GR Equity (234) 5,237 81.38 77.91 -5.78 0.77% SAP US Equity (306) 7,095 81.45 78.08 -4.84 0.89% SBUX US Equity (43) (2,280) 72.71 74.09 -1.73 1.10% SCCO US Equity (192) (3,025) 29.68 31.57 -5.31 1.20% SGO FP Equity 2,051 7,716 43.93 55.60 28.42 0.93% SI US Equity 1,360 11,251 114.69 128.55 15.07 0.80% SIE GR Equity 1,078 8,901 114.81 128.71 15.20 0.80% SLB US Equity 848 6,526 79.94 90.32 15.66 0.83% SMSN LI Equity 309 (7,254) 644.51 617.04 4.26 1.00% SO US Equity 24 (9,006) 41.73 41.62 0.54 0.49% SPG US Equity (153) (3,764) 151.46 157.61 -5.42 0.75% SREN VX Equity 1,372 9,702 80.14 91.47 14.35 0.99% STAN LN Equity 184 (5,280) 22.30 21.52 2.56 1.36% STL NO Equity 158 4,079 25.05 26.02 4.09 0.95% SIT US Equity 11 3,455 68.60 68.83 0.30 1.10% SU CN Equity (60) (3,072) 32.32 32.96 -2.81 0.70% SU FP Equity 121 3,721 82.27 84.94 3.34 0.97% SU US Equity (52) (2,506) 32.24 32.92 -2.94 0.71% SWEDA SS Equity 574 5,946 24.71 27.09 10.75 0.90% SYNN VX Equity (134) (3,584) 349.49 362.53 -3.72 1.00% T US Equity 336 (8,515) 34.31 32.95 5.08 0.78% TD CN Equity (95) (3,529) 43.24 44.41 -4.49 0.60% TEF SM Equity (30) (4,343) 15.24 15.35 -0.82 0.85% TEF US Equity 0 272 15.30 15.30 0.01 1.04% TGT US Equity 1,135 (10,709) 63.57 56.83 12.97 0.82% 71X US Equity 2,835 9,488 46.31 60.15 35.37 0.84% TLS AU Equity 69 4,521 4.52 4.59 2.47 0.62% TLSN SS Equity (19) (600) 7.36 7.60 -3.75 0.84% TM US Equity 11 (5,165) 117.86 117.62 0.30 0.69% TMO US Equity 9,238 10,185 63.59 121.27 97.35 0.93% TOT US Equity 205 2,516 55.17 59.66 9.55 0.85% TAP CN Equity (154) (6,947) 43.75 44.72 -3.78 0.59% 7RV US Equity (91) (6,138) 81.08 82.28 -2.03 0.73% EFTA_R1_02067831 EFTA02700705 TSCO LN Equity 392 (7,391) 5.65 5.35 6.91 0.77% TWC US Equity 653 4,770 118.62 134.85 26.81 0.51% TWX US Equity (148) (3,967) 62.71 65.05 -4.51 0.83% TXN US Equity 2,912 12,200 34.93 43.26 27.51 0.87% TYC US Equity 10,117 23,996 29.17 41.46 60.73 0.69% UBS US Equity 389 5,218 19.37 20.81 6.25 1.19% UBSN VX Equity 330 5,155 19.51 20.76 6.93 0.92% UCG IM Equity 2,305 5,387 5.58 7.97 29.37 1.46% ULVR LN Equity (3) (4,929) 39.29 39.31 -0.06 0.99% UNA NA Equity 28 (6,289) 38.14 37.97 0.45 1.02% UNH US Equity 1,001 10,032 64.08 70.48 12.14 0.82% UNP US Equity 1,037 9,425 160.88 178.58 14.01 0.79% UPS US Equity 3,021 14,801 79.87 96.17 33.69 0.61% USB US Equity 2,320 14,232 34.71 40.37 24.61 0.66% UTX US Equity 5,626 15,134 82.05 112.55 48.18 0.77% V US Equity 6,978 7,839 118.43 223.85 95.38 0.93% VALE US Equity 196 (3,904) 15.08 14.32 3.51 1.43% VALE3 BZ Equity 243 (4,583) 15.04 14.24 3.69 1.44% VIAB US Equity