EFTA00288736.pdf

Atorus, LLC 4/29/2014 Current Date: 4/29/2014 Change on Day: 1.24% Total Return since 1/1/12: 84.20% MSCI World Change on 712M Return: 30.46% Day 0.58% T90 Day Return: 8.68% No of Positions T30 Day Return: 1.85% (+MTM) on Day 275 Current Long Exposure @ Cost: 4,898,673 No of Positions (-WM) Current Short Exposure @ Cost: (565,940) on Day 137 Net Exposure: 4,332,734 Current No. of Starting Capital: 1,000,000 Positions: 443 Current NAV: 1,842,000 Current Leverage (Gross Exposures): 2.97 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 -0.90% Target Vo!adj. Risk Listed Equities 50.00% Target Vo!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: 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 2,000,030.00 1,800,800.00 1,600,800.00 1,400,800.00 1,200,800.00 ----Series1 1,000,800.00 800,000.00 600,000.00 11, 'V . 'V eb II ) "), 4) t•i c9% \e% 19 4 S* etr O0.S 19> O9% ,9% O9% ,1 9> 19% c O,S • $ 4' 4 4 4' .71 4v 4' 0)\",,, EFTA00288736 Atorus, LLC 4/29/2014 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 22.51%1 45 Positions 25.84% 941HK Equity (9,455) 0.17% AEX Index 5,766 0.31% ZA_TSY CREDIT (11,615) 0.21% JNJ US Equity 5,957 0.32% XAG Curncy (15,640) 0.29% MAERSKB DC Equity 6,084 0.33% CO1 Comdty (19,698) 0.36% ROG VX Equity 6,085 0.33% MEXBOL Index (20,915) 0.38% XLI US Equity 6,120 0.33% INDEXCF Index (21,271) 0.39% HON US Equity 6,133 0.33% JP_TSY CREDIT (22,684) 0.42% NOVN VX Equity 6,305 0.34% XAU Comdty (23,727) 0.43% AZN SS Equity 6,421 0.35% SHCOMP Index (26,960) 0.49% SXMP Index 6,484 0.35% NO_TSY CREDIT (29,231) 0.53% SX7E Index 6,531 0.35% SE_TSY CREDIT (55,416) 1.01% UTX US Equity 6,624 0.36% SPX Index 62,272 1.14% SX6P Index 6,790 0.37% DK_TSY CREDIT 67,396 1.23% P5120 Index 6,801 0.37% CH_TSY CREDIT 68,798 1.26% AZN US Equity 6,960 0.38% CA_TSY CREDIT (72,133) 1.32% DAI GR Equity 6,961 0.38% STBCNZL Index 73,231 1.34% ACA FP Equity 7,007 0.38% GB_TSY CREDIT 75,587 1.38% SMI Index 7,088 0.38% AT_TSY CREDIT 77,381 1.42% AZN LN Equity 7,171 0.39% lE_TSY CREDIT 78,270 1.43% SXXP Index 7,203 0.39% BE_TSY CREDIT 78,588 1.44% MDT US Equity 7,546 0.41% FR_TSY CREDIT 79,196 1.45% SXSE Index 7,818 0.42% NL_TSY CREDIT 79,461 1.45% HEX Index 7,846 0.43% DE_TSY CREDIT 80,183 1.47% FTSEMIB Index 7,905 0.43% FI_TSY CREDIT 80,881 1.48% PRU LN Equity 8,170 0.44% TMO US Equity 8,194 0.44% BEL20 Index 8,447 0.46% MMM US Equity 8,933 0.48% IT_TSY CREDIT 9,068 0.49% NAV Impact of MTM by Category & Exposure DAX Index 9,076 0.49% Listed Equity Long 0.759% TYC US Equity 9,773 0.53% Listed Equity Short -0.128% NDX Index 9,799 0.53% EquityCom Long 0.858% IBEX Index 9,923 0.54% EquityCom Short -0.071% LUXXX Index 10,599 0.58% G20 Rates Long -0.100% SXAP Index 10,704 0.58% G20 Rates Short -0.023% KFX Index 11,074 0.60% ES_TSY CREDIT 11,332 0.62% XLV US Equity 12,028 0.65% SXIP Index 12,233 0.66% SXOP Index 12,684 0.69% SPX Index 18,079 0.98% EFTA00288737  SXTP Index 21,989 1.19% ISEQ Index 23,547 1.28% SXDP Index 26,542 1.44% lE_TSY CREDIT 32,694 1.77% STBCNZL Index 35,494 1.93% APAC Lon 22 APAC Short 26 EMEA Long 76 EMEA Short 12 AMER Long 179 AMER Short 33 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 16 G20 Rates Short 7 Total Long 357 Total Short 86 Current Exposure by Geography (Listed Eqult es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 • APAC Long $1,500,000 • APAC Short • EMEA Long ■ EMEA Short 51,000,000 ■ AMER Long • AMER Short 5500,000 • EquityCom Long • EquityCom Short $ • G20 Rates Long • G20 Rates Short $(500,000) EFTA00288738 Atorus, LLC 4/29/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit) 2.000.000 5,000,000 0,000,000 1,500,00D 3,000,000 1,000,000 —APAC 2,000,000 — EMU — AMER 500.000 1,000,030 — EqurtyCom —G20 Rates . , NexEposute REG .%41O% \ os,, c, is. ett el, % .39 ,92 NV19 \_ v 1 1) ,a ,c9 NVI9 \N„VP 1 1) O1 , ee st. 0. \ 1. -v• \is. (1.000,000) oaekDDDI (2,000,000) (1,030,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288739 Atorus, LIC 4/29/2014 Current Gross Notional Risk by Category 227,016 Ag or*76,305 • APAC 1,201,960 • EMEA - c oos 1,480,781 • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 •—•Serits1 1.15 —Serits2 0.95 0.75 / 01'e 1. b st) oecl• st)Ayb 6+' 6> 6+ Oti s Qs% eb 6+. 6+ I+. e e e fee e 4( Rolling 30 Day Realized Volatility - EFTA00288740 Atorus, LLC 4/29/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) Percentile No. Vol Days 0.00,:, -20.80 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.88 (<7 Vol Days) 1.01% 10.00% -1.38 MTM Gains(Losses) % of NAV "Signficant" 15.00% 43.67 (>7 Vol Days) 20.00% 0.08 25.00% 1.30 30.00% 2.57 35.00% 3.34 40.00% 4.93 45.00% 6.81 50.00% 8.36 55.00% 10.74 60.00% 13.09 65.00% 15.70 70.00% 18.92 75.00% 22.44 80.00% 26.71 85.00% 32.48 90.00% 39.30 95.00% 55.93 100.00% 208.26 EFTA00288741 Atorus, LLC 4/29/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 309 Realized Change on Day Security MTM Gain/(Loss) Exp. # Cost Avg. Price (in USD) Days Vol (In USD) 000270 KS Equity (20) (1,967) 55.72 56.30 -1.04 1.00% (15.22) 005380 KS Equity 42 3,149 224.39 227.41 1.33 1.01% 11.55 005490 KS Equity (210) (3,011) 272.57 291.63 -5.91 1.18% (83.82) 005930 KS Equity (42) (1,121) 1,278.08 1,326.22 -4.24 0.89% 19.50 012330 KS Equity 1,027 5,584 247.00 292.44 19.56 0.94% 3.11 1 HK Equity 962 12,607 16.18 17.41 11.34 0.67% (8.49) 1299 HK Equity 198 5,954 4.79 4.95 3.40 0.98% 126.89 13 HK Equity 2,617 12,243 11.40 13.84 27.41 0.78% 101.51 16 HK Equity 12.63 27 HK Equity (13) 74 9.40 8.03 -8.68 1.97% (3.30) 2914 JP Equity 4 (3,774) //N/A N/A 0.12 0.94% 3382 JP Equity 30 1,329 //N/A N/A 2.35 0.95% 4063 JP Equity (77) 2,344 //N/A N/A -2.88 1.15% 4502 JP Equity 8 (3,151) //N/A N/A 0.29 0.88% 4689 JP Equity 0 (357) //N/A N/A 0.07 2.01% 5 HK Equity (17) (3,197) 10.17 10.22 -0.68 0.77% (26.98) 5108 JP Equity 832 //N/A N/A 0.00 1.00% 5401.1P Equity 401 (4,349) PN/A N/A 8.54 1.08% 6301.1P Equity (38) (1,238) PN/A N/A -2.84 1.09% 6752 JP Equity //N/A N/A 6902 JP Equity //N/A N/A 6954 JP Equity 965 6,393 6,392.98 //N/A N/A 14.32 1.05% 7201.1P Equity 124 (2,999) (3,742.97) PWA N/A 4.47 0.93% 7203 JP Equity 218 (4,207) (5,259.85) //N/A N/A 5.68 0.91% 7267 JP Equity 396 (4,294) (4,885.01) MO N/A 9.13 1.01% 762 HK Equity (133) (3,929) (5,161.69) 1.42 -2.78 1.21% (176.81) 7751JP Equity 63 (5,492) (6,865.02) //N/A N/A 1.54 0.74% 8031.1P Equity (36) (3,821) (4,775.88) //N/A N/A -1.01 0.94% 8058 JP Equity 52 (2,761) (4,383.01) PN/A N/A 2.05 0.92% 8106 JP Equity 226 (3,668) (4,603.66) PN/A N/A 4.39 1.40% 8316 JP Equity 110 (1,984) (2,000.57) PN/A N/A 4.39 1.26% 84111P Equity 31 (4,309) //N/A N/A 1.01 0.71% 8604 JP Equity 316 (3,335) (3,504.39) MO N/A 7.46 1.27% 8801.1P Equity (97) 2,660 MO N/A -2.82 1.29% 8802 JP Equity 432 (4,463) //N/A N/A 7.29 1.33% 9020 JP Equity 254 (5,379) PN/A N/A 4.07 1.16% 941HK Equity 836 (9,455) 10.19 9.29 7.28 1.21% (324.45) 9432 JP Equity 132 6,077 PN/A N/A 1.97 1.10% 9433 JP Equity (33) (1,000) PN/A N/A -2.74 1.21% 9437 JP Equity (145) (6,149) PN/A N/A -2.33 1.02% 9983 JP Equity 104 (2,751) PN/A N/A 2.75 1.37% EFTA00288742 9984 JP Equity (56) 2,175 #WA WA -1.37 1.88% AAPL US Equity 908 6,302 518.25 592.89 15.76 0.91% 71.78 ABB US Equity 144 5,329 23.59 24.23 3.26 0.83% (404.30) ABBN VX Equity 163 5,570 23.63 24.32 3.32 0.88% (390.81) ABBV US Equity 88 2,296 49.39 51.29 2.69 1.43% 38.53 ABEV US Equity 45 4,344 7.61 7.69 1.27 0.81% 0.34 ABEV3 BZ Equity 78 4,143 7.59 7.73 2.12 0.89% 0.27 ABI BB Equity 686 8,888 103.14 111.10 11.04 0.70% 72.36 ABT US Equity (32) 4,097 38.86 38.56 .1.10 0.71% 39.98 ABX CN Equity 242 (3,366) 18.97 17.60 4.89 1.47% (24.60) ABX US Equity 236 (3,243) 18.99 17.61 5.11 1.42% (18.95) ACA FP Equity 7,007 5,408 6.83 15.69 111.91 1.16% (2.61) ACE US Equity 511 8,813 96.79 102.41 13.20 0.44% 65.09 ACN US Equity 198 10,703 77.97 79.41 2.18 0.85% 118.72 ADP US Equity 57 3,867 75.63 76.74 2.19 0.67% 56.97 AFL US Equity (12) 3,645 62.99 62.79 -0.47 0.68% 57.50 AGN US Equity 4,887 9,698 110.56 166.28 25.63 1.97% (23.15) Al FP Equity 474 9,303 135.66 142.57 8.12 0.63% (29.68) AIG US Equity 364 7,022 49.93 52.52 6.30 0.82% 59.08 AIR FP Equity 301 1,408 57.15 69.35 23.13 0.92% (10.33) ALV GR Equity 130 5,509 167.39 171.33 3.12 0.75% 62.64 ALVG IX Equity 128 5,509 167.40 171.30 3.03 0.77% 60.06 AMGN US Equity 1,680 9,154 94.49 111.82 14.86 1.23% 114.44 AMT US Equity 974 11,367 76.70 83.27 16.81 0.51% (10.47) AMZN US Equity 95 (1,925) 312.70 297.28 2.61 1.89% (26.46) ANZ AU Equity 682 7,586 29.55 32.21 12.97 0.69% (1.57) APA US Equity • 1,027 88.09 88.09 0.00 0.81% 14.93 APC US Equity 61 2,501 97.78 100.15 1.99 1.21% 19.23 AXP US Equity 2,345 10,373 71.56 87.74 25.73 0.88% 135.06 AZN LN Equity 7,171 12,676 49.80 77.98 35.95 1.57% (203.20) AZN SS Equity 6,421 12,119 50.82 77.74 35.03 1.51% (252.70) AZN US Equity 6,960 12,812 50.30 77.63 38.32 1.42% (9.50) BA US Equity 78 4,613 125.87 128.01 2.09 0.82% 29.77 BAC US Equity 4,678 6,530 8.82 15.14 61.93 1.16% 19.80 BARC LN Equity 138 3,874 4.05 4.19 3.40 1.05% 0.48 BAS GR Equity 1,256 7,333 97.30 113.97 18.50 0.93% 76.98 BATS LN Equity 630 7,532 53.98 58.49 11.04 0.76% 84.62 BAX US Equity 3 1,938 73.05 73.14 0.15 0.86% 5.02 BAYN GR Equity 226 4,438 132.62 139.37 4.94 1.03% 49.16 BBAS3 BZ Equity (33) (456) 10.07 10.79 .3.56 2.01% (17.35) BBD US Equity 164 3,222 14.49 15.23 3.07 1.66% 81.38 BBDC4 BZ Equity 161 3,172 14.49 15.23 2.98 1.70% 78.82 BBL US Equity (64) (2,585) 62.89 64.44 .2.73 0.90% (21.27) BBVA SM Equity 1,260 5,790 10.12 12.32 22.60 0.96% 66.96 BCE CN Equity (10) 2,360 44.18 43.99 0.97 0.44% 11.46 BCS US Equity 173 3,122 16.00 16.89 5.01 1.10% 31.62 BEN US Equity (25) 1,468 52.54 51.65 -1.64 1.05% (4.23) EFTA00288743 BG/ LN Equity (462) (3,503) 17.51 19.82 -14.42 0.92% (164.77) BHP AU Equity 92 6,689 34.33 34.80 1.59 0.86% (64.52) BHP US Equity 264 6,839 67.77 70.39 4.12 0.94% 61.04 BII8 US Equity 192 1,066 245.93 290.13 9.52 1.89% 32.25 BIL Si Equity (8) (1,598) 32.02 32.18 .0.61 0.84% BK US Equity 245 8,609 32.86 33.80 3.50 0.81% 133.22 BLK US Equity 85 3,418 293.93 301.22 2.51 0.99% 25.20 BLT IN Equity 3 (3,182) 32.13 32.10 0.10 0.86% (9.50) BMO CN Equity 388 11,017 66.19 68.52 7.40 0.48% (42.32) BMW GR Equity 1,345 5,212 99.22 124.82 25.14 1.03% 27.33 BMY US Equity (19) 582 50.47 48.88 -2.82 1.16% (14.67) BN FP Equity (4) 3,945 73.10 73.03 -0.13 0.72% 20.80 BNP FP Equity 1,334 5,498 61.78 76.77 23.98 1.01% 1.03 BNS CN Equity 341 10,072 58.15 60.12 7.52 0.45% 134.90 BP/ LN Equity 789 9,797 7.76 8.39 10.12 0.80% 236.13 BRK/B US Equity 916 13,041 119.88 128.30 14.51 0.48% 92.74 BSBR US Equity (391) (4,903) 6.18 6.68 .4.55 1.75% BUD US Equity 648 9,049 103.62 111.04 10.32 0.69% 67.57 BX US Equity (27) 1,871 30.35 29.92 -0.80 1.81% (19.56) C US Equity (21) 3,763 48.12 47.85 -0.55 1.01% 32.14 CA FP Equity 501 3,932 34.37 38.74 14.48 0.88% 25.20 CAT US Equity 2,357 14,434 90.25 104.98 22.86 0.71% 123.28 CBA AU Equity 767 11,594 68.84 73.40 11.25 0.59% 18.20 CBS US Equity 41 253 49.35 57.34 13.72 1.18% 0.41 CCL US Equity 552 6,257 36.20 39.40 8.79 1.00% 198.82 CELG US Equity (3) (116) 142.74 146.05 -1.40 1.65% (2.82) CFR VX Equity 230 7,019 96.74 99.90 4.27 0.77% (32.35) CI. US Equity 2,623 20,847 59.76 67.28 23.66 0.53% (113.90) CM CN Equity 604 10,376 83.40 88.26 13.19 0.44% 100.40 CMCSA US Equity 139 4,527 50.01 51.54 3.03 1.01% 6.45 CMCSK US Equity 4,875 12,096 36.26 50.88 41.84 0.96% 81.45 CNI US Equity 1,669 12,873 51.38 58.04 17.46 0.74% (10.44) CNQ CN Equity 1,336 10,769 36.73 41.29 16.16 0.77% 216.88 CNR CN Equity 1,639 12,425 51.30 58.06 19.03 0.69% 16.37 COF US Equity 477 7,124 68.86 73.46 10.82 0.62% 32.94 COP US Equity 35 4,333 74.40 75.00 1.19 0.67% 25.48 COST US Equity 126 7,900 113.72 115.54 3.29 0.48% (18.60) COV LN Equity #N/A N/A COV US Equity 687 7,080 64.09 70.31 11.53 0.84% 76.38 CRM US Equity (100) 822 56.04 49.94 -7.37 1.66% 4.09 CS FP Equity 774 2,155 19.39 26.36 37.87 0.95% 44.30 CSCO US Equity (18) 5,008 23.24 23.15 -0.43 0.86% 38.98 CSX US Equity 1,109 8,914 25.07 28.19 17.06 0.73% 34.89 CVE CN Equity 29.99 - CVS US Equity 1,799 11,815 63.98 73.72 27.48 0.55% (15.99) CVX US Equity (83) (657) 112.39 126.61 -20.80 0.61% (5.88) D US Equity 2,536 13,059 60.65 72.43 38.65 0.50% (5.42) EFTA00288744 DAI GR Equity 6,961 13,908 62.20 93.34 42.83 1.17% 170.57 DBK GR Equity 6 1,906 44.29 44.44 0.31 1.08% 45.75 DD US Equity 2,869 12,980 54.99 67.15 37.65 0.59% 86.29 DDAIF US Equity 4,042 8,377 63.20 93.70 36.23 1.33% 169.58 DE US Equity 805 9,783 86.71 93.85 12.78 0.64% 94.55 DELL US Equity #WA WA DG FP Equity 4,697 10,090 51.66 75.71 68.55 0.68% 150.37 DGE LN Equity (16) 2,332 30.86 30.65 -0.68 0.99% 8.34 DHR US Equity (11) 5,021 73.46 73.30 -0.31 0.73% 1.00 DIS US Equity 1,446 9,908 68.36 78.34 16.33 0.89% 67.84 DISCA US Equity 106 (4,082) 77.65 75.63 3.02 0.86% 2.73 DNB NO Equity 105 3,191 16.67 17.21 3.35 0.98% 27.51 DOW US Equity 2,292 7,396 37.11 48.61 27.93 1.11% 214.08 DPW GR Equity 163 660 29.41 36.66 18.01 1.37% 0.96 DTE GR Equity 765 3,835 13.54 16.25 23.24 0.86% 94.35 DTV US Equity 2,501 10,622 61.97 76.57 22.92 1.03% (4.40) DUK US Equity 180 7,514 72.92 74.67 4.49 0.53% 25.99 DVN US Equity 1,320 11,143 63.30 70.80 14.54 0.81% 92.61 EBAY US Equity (44) 6,678 54.29 53.93 A.71 0.93% 63.14 ECL US Equity (56) 9,210 105.21 104.58 -0.82 0.74% (50.28) EDF FP Equity 5,612 9,189 23.45 37.76 65.39 0.93% (389.55) EMC US Equity (25) 10,986 25.35 25.30 -0.29 0.79% 12.62 EMR US Equity 157 8,739 66.80 67.99 2.42 0.74% (30.98) ENB CN Equity 689 11,028 45.29 48.13 12.56 0.50% 154.85 ENEL IM Equity 2,324 8,525 4.44 5.65 32.15 0.85% 126.95 ENI IM Equity 755 11,929 24.33 25.87 9.69 0.65% 211.16 EOAN GR Equity 60 2,996 18.77 19.14 2.92 0.69% 32.39 EOG US Equity 2,180 5,841 72.84 100.02 38.34 0.97% 165.89 EPD US Equity 1,899 13,127 63.70 72.91 20.05 0.72% 347.93 ERICB SS Equity (284) 7,934 12.49 12.06 -3.60 1.00% (12.54) ESRX US Equity 641 9,815 66.69 71.04 9.16 0.71% 45.23 ETN US Equity (6) 5,260 72.48 72.40 A.11 1.05% (138.40) F US Equity (247) (2,897) 14.82 16.08 -9.61 0.89% (27.33) F8 US Equity 790 2,630 44.06 57.30 13.51 2.22% 66.04 FCX US Equity 156 5,057 33.25 34.28 2.90 1.07% 70.33 FDX US Equity 210 2,491 124.78 135.31 13.02 0.65% 15.54 FOX US Equity (92) 3,508 32.01 31.19 -2.30 1.14% 9.38 FOXA US Equity (101) 3,236 32.94 31.94 -2.68 1.16% 3.34 FP FP Equity 1,865 13,022 61.76 70.61 18.85 0.76% 264.28 G IM Equity 352 4,550 21.70 23.38 9.86 0.79% 49.56 GE US Equity 2,585 13,140 22.32 26.71 35.79 0.55% 0.88 GILD US Equity 14 1,409 74.73 75.47 0.54 1.83% 16.14 GIS US Equity 1,142 18,262 49.84 52.95 12.75 0.49% (40.81) GLE FP Equity 802 3,248 49.51 61.73 21.16 1.17% 128.18 GLEN LN Equity (43) (3,693) 5.22 5.28 -1.30 0.89% (21.90) GLW US Equity 3,353 11,635 16.25 20.93 30.93 0.93% 41.06 GM US Equity 14 (1,890) 34.16 33.91 0.85 0.88% (8.36) EFTA00288745 GOOG US Equity (26) (1,335) 515.21 525.31 -1.36 1.44% (38.14) GS US Equity (17) (1,683) 156.31 157.92 -1.07 0.96% (20.52) GSK LN Equity 384 5,707 26.22 27.98 7.17 0.94% (2.96) GSZ FP Equity 413 11,150 25.29 26.22 5.02 0.74% (32.14) HAL US Equity 1,837 6,543 49.74 63.71 26.91 1.04% 126.90 HD US Equity 611 7,619 73.80 79.72 10.81 0.74% (47.18) HMB SS Equity (46) (3,245) 41.18 41.76 -1.88 0.76% 14.09 HON US Equity 6,133 11,930 61.10 92.51 77.06 0.67% 21.58 HPQ US Equity 2,175 7,393 25.45 32.94 22.47 1.31% 283.40 HSBA LN Equity 38 4,565 10.16 10.25 1.42 0.59% 51.41 IBE SM Equity 1,800 7,501 5.56 6.89 39.28 0.61% 49.13 IBM US Equity (31) (1,168) 190.16 195.13 -3.08 0.85% (12.48) IMT LN Equity 2,469 13,136 36.73 43.63 28.95 0.65% 237.27 INTC US Equity 1,149 12,041 24.19 26.50 14.23 0.67% 132.66 ISP IM Equity 4,324 5,699 1.93 3.39 57.06 1.33% 109.57 ITUB US Equity 256 4,335 15.61 16.53 4.04 1.46% 49.45 ITUB4 BZ Equity 247 3,252 15.40 16.57 4.88 1.56% 31.20 ITW US Equity 3,498 14,011 67.84 84.77 32.76 0.76% 83.09 ITX SM Equity (58) (3,652) 146.45 148.76 -2.10 0.75% 6.43 JCI US Equity 14 599 42.92 43.94 1.88 1.26% 2.38 JNJ US Equity 5,957 16,787 74.76 101.29 67.79 0.52% 94.81 JPM US Equity 12 1,888 55.66 56.01 0.73 0.87% 24.37 KMB US Equity 355 9,903 107.52 111.38 6.82 0.53% 44.93 KMI US Equity 164 (6,775) 33.81 32.99 3.10 0.78% (104.95) KO US Equity (12) 5,636 40.78 40.70 -0.40 0.54% (49.08) LBTYA US Equity 4 (664) 39.65 39.39 0.63 1.02% 4.27 LBTYK US Equity 12 (2,842) 38.22 38.06 0.42 1.02% 19.99 LIN GR Equity 271 8,087 198.03 204.67 5.14 0.65% 99.90 LLOY LN Equity 282 1,914 1.10 1.26 12.82 1.15% 11.59 LLY US Equity 35 4,953 59.03 59.45 0.93 0.77% 64.74 LMT US Equity 651 2,016 122.48 162.03 34.90 0.93% 12.42 LNKD US Equity 442 (2,461) 183.83 150.85 7.19 2.50% (31.67) LOW US Equity (206) 5,011 48.33 46.42 -5.33 0.77% 6.70 LVS US Equity 1,070 4,085 61.33 77.39 14.13 1.85% 152.70 LYB US Equity 1,224 2,297 59.29 90.87 62.50 0.85% 3.82 MA US Equity (6) 277 73.43 71.94 -1.63 1.27% 2.84 MAERSKB DC Equity 6,084 14,148 1,642.52 2,348.81 41.27 1.04% 403.13 MC FP Equity 244 5,711 186.24 194.21 5.57 0.77% (64.28) MCD US Equity 56 6,304 100.37 101.27 2.06 0.43% 64.26 MCK US Equity 40 2,181 164.92 167.95 2.03 0.90% (1.27) MDIZ US Equity 3,291 13,641 28.68 35.60 40.09 0.60% (109.01) MDT US Equity 7,546 20,811 43.22 58.90 43.19 0.84% 171.09 MET US Equity 1,246 7,556 44.37 51.68 16.51 1.00% 142.17 MFC CN Equity 1,624 3,201 12.38 18.65 61.68 0.82% 78.65 MHS US Equity #WA WA MMM US Equity 8,933 21,331 96.89 137.47 65.77 0.64% 72.54 MO US Equity 1,013 10,839 36.70 40.12 17.35 0.54% 81.43 EFTA00288746 MON US Equity 537 11,917 106.02 110.79 5.94 0.76% 72.06 MOS US Equity 49.95 - MRK US Equity 1,930 11,769 50.18 58.42 17.84 0.92% 335.66 MS US Equity 2 2,280 30.40 30.42 0.07 1.26% 36.21 MSFT US Equity 1,213 8,007 35.30 40.65 15.69 0.97% (32.43) MUV2 GR Equity 1,119 6,116 197.70 233.85 27.98 0.65% 85.27 NAB AU Equity 465 9,956 31.52 32.99 6.90 0.68% (65.10) NCM AU Equity 9.74 - NEE US Equity 5,081 14,891 72.92 97.80 54.41 0.63% 81.30 NEM US Equity 426 (1,757) 33.09 25.06 13.35 1.82% (19.13) NESN VX Equity 941 9,821 69.64 76.31 16.80 0.57% 14.89 NG/ IN Equity 2,353 13,258 11.96 14.09 31.15 0.57% 216.73 NICE US Equity 189 2,940 68.03 72.41 7.06 0.91% 18.66 NOK US Equity 3,892 4,498 3.96 7.39 53.50 1.62% 351.40 NOV US Equity 132 9,753 77.58 78.63 1.54 0.88% 82.26 NOVN VX Equity 6,305 18,291 63.81 85.80 42.85 0.80% 121.43 NOVOB DC Equity 1,120 9,444 40.35 45.14 12.88 0.92% 2.27 NSC US Equity 1,661 9,797 80.78 94.47 22.41 0.76% 56.73 NVS US Equity 5,059 15,510 65.07 86.29 39.31 0.83% 247.71 OGXP3 BZ Equity 4,024 (4,107) 4.39 0.09 53.26 1.84% 153.59 OR FP Equity 122 5,025 163.47 167.42 3.63 0.67% (91.17) ORA FP Equity 1,178 7,118 13.32 15.52 16.95 0.98% 302.41 ORCL US Equity 1,559 7,995 33.68 40.24 19.76 0.99% 61.26 OXY US Equity 184 7,355 95.04 97.42 2.99 0.84% 56.01 PBR US Equity (53) (738) 13.35 14.31 .3.12 2.32% (28.95) PBR/A US Equity (155) (1,677) 13.87 15.15 .3.95 2.34% (66.93) PCLN US Equity 499 2,920 983.89 1,151.92 10.02 1.70% 63.99 PCP US Equity ISM 4,727 255.24 252.14 -1.12 1.09% 73.64 PEP US Equity 409 10,723 83.02 86.19 8.41 0.45% (53.02) PETR3 BZ Equity (52) (561) 6.54 7.16 -4.04 2.31% (19.41) PETR4 BZ Equity (112) (1,249) 6.95 7.57 -3.69 2.43% (42.54) PFE US Equity 171 5,476 30.70 31.65 3.43 0.91% (35.38) PG US Equity 468 11,013 79.25 82.61 9.09 0.47% 9.72 PHIA NA Equity 2 (6,100) 31.96 31.95 0.06 0.60% (29.77) PM US Equity 811 9,010 78.38 85.44 11.17 0.81% 40.86 PNC US Equity 46 4,291 82.62 83.50 1.11 0.95% 23.12 POT CN Equity 15 2,642 35.72 35.92 0.61 0.93% 12.71 POT US Equity 8,170 10,521 20.23 35.94 82.04 0.95% 109.74 PRU LN Equity 1,120 12,888 20.86 22.67 21.84 0.40% 165.66 PSA US Equity 1,794 6,222 136.48 175.83 32.76 0.88% 37.44 PSX US Equity 2,232 16,340 73.78 83.86 21.46 0.64% 43.89 PX US Equity 2,226 12,547 109.61 129.05 23.86 0.74% (55.26) QCOM US Equity 2,149 7,968 61.97 78.68 34.07 0.79% 88.71 QQQ US Equity 609 9,925 81.90 86.92 8.83 0.70% 92.92 RAI US Equity 318 9,288 54.45 56.31 8.36 0.41% 104.91 RDS/A US Equity 518 9,236 72.44 76.50 11.94 0.47% 89.16 RDS/B US Equity 503 7,114 76.26 81.65 14.63 0.48% 75.73 EFTA00288747 RDSA LN Equity 251 7,620 37.00 38.22 7.30 0.45% 78.77 RDSA NA Equity 38.08 - RDSB LN Equity 552 9,209 38.45 40.75 11.42 0.52% 86.41 REGN US Equity (169) 6,240 302.56 294.60 -1.38 1.95% 319.86 RIO AU Equity (162) 3,506 59.27 56.66 .4.90 0.94% (58.08) RIO IN Equity (93) 4,819 54.81 53.78 -1.86 1.03% (5.27) RIO US Equity (0) 4,934 54.04 54.04 0.00 1.10% 43.72 ROG VX Equity 6,085 17,035 212.78 288.79 53.56 0.67% (78.11) RY CN Equity 107 8,293 65.48 66.33 2.90 0.45% 95.40 SAB LN Equity 1,054 9,453 48.63 54.05 11.20 1.00% 116.90 SAN FP Equity (13) 1,964 106.47 105.75 -0.82 0.83% (27.29) SAN SM Equity 1,312 8,103 8.48 9.86 19.94 0.81% 119.67 SAN US Equity 1,077 7,021 8.57 9.89 16.95 0.91% 95.55 SAP GR Equity (83) 5,241 80.58 79.33 -1.91 0.83% 53.19 SAP US Equity (80) 5,649 80.61 79.49 -1.80 0.78% 79.88 SBUX US Equity 70.79 - SGO FP Equity 2,955 7,836 44.08 60.71 37.06 1.02% 10.57 SI US Equity 521 5,671 118.49 129.38 11.28 0.81% (4.55) SIE GR Equity 684 5,345 114.81 129.50 14.62 0.88% (21.07) SLB US Equity 1,874 8,483 83.83 102.35 31.46 0.70% 113.96 SMSN LI Equity (43) (2,409) 643.80 655.24 -1.74 1.02% 39.21 SO US Equity 597 10,777 43.97 46.41 9.64 0.57% (13.44) SPG US Equity 300 8,178 166.14 172.24 6.82 0.54% 69.56 SREN VX Equity 86.46 - STAN LN Equity 19 (2,352) 22.09 21.91 0.86 0.91% (35.63) STL NO Equity 1,458 9,825 26.16 30.04 17.17 0.86% 453.21 ST7 US Equity (27) 813 66.45 64.33 -2.87 1.15% 12.66 SU CN Equity 636 8,181 36.12 38.93 7.97 0.98% 385.98 SU FP Equity 704 7,356 85.28 93.44 8.25 1.16% (27.12) SU US Equity 563 9,658 36.78 38.93 6.06 0.96% 441.83 SWEDA SS Equity 201 3,653 24.78 26.14 5.11 1.08% 65.49 SYNN VX Equity (460) (5,164) 359.52 391.58 -14.53 0.61% (20.40) T US Equity (12) 1,820 35.61 35.38 -0.82 0.81% 22.13 TD CN Equity 423 10,892 45.74 47.52 8.89 0.44% 149.40 TEF SM Equity 317 6,355 15.90 16.69 7.14 0.70% 74.09 TEF US Equity 287 5,961 15.89 16.66 6.71 0.72% 72.64 7G7 US Equity 218 (8,574) 63.57 61.96 4.09 0.62% 8.39 71X US Equity 1,464 5,695 46.52 58.47 32.66 0.79% 0.64 TLS AU Equity 365 7,919 4.60 4.81 8.51 0.54% 26.23 TLSN SS Equity (164) (4,027) 6.95 7.24 -3.79 1.08% (61.01) TM US Equity 372 (5,442) 115.49 107.59 8.06 0.85% (37.45) TMO US Equity 8,194 10,218 63.59 114.58 80.90 0.99% 156.99 TOT US Equity 1,204 6,885 60.09 70.59 22.69 0.77% 122.44 TRP CN Equity (17) (720) 45.78 46.84 -3.61 0.64% (10.07) TRV US Equity 631 8,793 84.62 90.69 12.59 0.57% 110.84 TSCO LN Equity 556 (6,286) 5.60 5.10 8.67 1.02% (32.08) TWC US Equity 894 5,234 120.22 140.75 18.06 0.95% 8.10 EFTA00288748 TWX US Equity (64) 4,244 65.73 64.76 -1.68 0.90% (17.21) TXN US Equity 3,872 12,205 34.93 46.01 28.00 1.13% 91.65 TYC US Equity 9,773 24,080 29.17 41.00 49.09 0.83% 179.02 UBS US Equity 362 5,489 19.43 20.72 7.07 0.93% 101.66 UBSN VX Equity 300 5,158 19.51 20.64 6.47 0.90% 52.93 UCG IM Equity 3,326 5,391 5.58 9.03 51.09 1.21%