EFTA00288671.pdf

Atorus, LLC 8/8/2014 Current Date: 8/8/2014 Change on Day: 0.87% Total Return since 1/1/12: 105.73% MSCI World Change on T12M Return: 41.95% Day 0.35% T90 Day Return: 11.71% No of Positions T30 Day Return: 0.77% (+MTM) on Day 187 Current Long Exposure @ Cost: 5,606,842 No of Positions (-MTM) Current Short Exposure @ Cost: (1,574,291) on Day 195 Net Exposure: 4,032,550 Current No. of Starting Capital: 1,000,000 Positions: 383 Current NAV: 2,057,298 Current Leverage (Gross Exposures): 3.49 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40% - 50% histor tally T24M (+) NAV Days 53% T24M Avg. Daily NAV (+) Change 1.00% No. of Profitable T24M Avg. Daily NAV (•) Change -0.90% Positions T12M 61.88% Target Vol-Adj. Risk Listed Equities 50.00% Avg. Realized Gain / Avg. Target Vol-Adj. Risk Global Macro 50.00% Realized Loss 3.29 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: 1.25 Sharpe Since 1/1/12: 1.34 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. 2,400,000.00 2,200,000.00 2.00=0.00 1)300.000.00 1.600.000.00 1,400,000.00 1.200.000.00 NAV 1.000.000.00 800.000.00 600.000.00 N N rn M rn in M M e !It C C 0 O O 0 0 0 0 N N N N N N N N NI itS itS in in in in IN in in N. EFTA00288671 Atorus, LLC 8/8/2014 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 20 Positions 30.53% 40 Positions 18.08% SXTP Index (75,418) 1.05% XLB US Equity 4,417 0.21% INDEXCF Index (76,271) 1.06% SXOP Index 4,434 0.22% NG1 Comdty (77,296) 1.08% XLI US Equity 4,592 0.22% CAC Index (77,522) 1.08% AT_TSY CREDIT 4,636 0.23% SXNP Index (78,090) 1.09% HON US Equity 4,763 0.23% DE_TSY CREDIT 84,524 1.18% AGN US Equity 4,788 0.23% FI_TSY CREDIT 85,645 1.19% MDY US Equity 5,027 0.24% SXOP Index (86,423) 1.20% OGXP3 BZ Equity 5,039 0.24% AU TSY CREDIT 90,775 1.26% FR_TSY CREDIT 5,055 0.25% IBOV Index 94,594 1.32% NVS US Equity 5,133 0.25% US_TSY CREDIT 100,443 1.40% WLP US Equity 5,140 0.25% SXRP Index (100,871) 1.40% INTC US Equity 5,168 0.25% GB_TSY CREDIT 108,101 1.51% SENSEX Index 5,191 0.25% CO1 Comdty (111,889) 1.56% IBEX Index 5,203 0.25% PSI2O Index (117,909) 1.64% AZN SS Equity 5,219 0.25% MX_TSY CREDIT 121,882 1.70% 1N1 US Equity 5,569 0.27% JP_TSY CREDIT (126,049) 1.76% MAERSKB DC Equity 5,583 0.27% SG_TSY CREDIT 132,728 1.85% AZN US Equity 5,723 0.28% MY_TSY CREDIT 136,346 1.90% CMCSK US Equity 5,730 0.28% CA_TSY CREDIT 309,688 4.31% AZN IN Equity 5,804 0.28% XLF US Equity 5,809 0.28% BE_TSY CREDIT 6,349 0.31% ROG VX Equity 6,394 0.31% NOVN VX Equity 6,827 0.33% HEX Index 7,310 0.36% PRU LN Equity 8,180 0.40% MDT US Equity 8,793 0.43% TMO US Equity 9,311 0.45% Day NAV Impact of MTM by Category & Exposure IT_TSY CREDIT 9,413 0.46% Listed Equity Long -0.202% MMM US Equity 9,517 0.46% Listed Equity Short 0.032% KFX Index 11,122 0.54% EquityCom Long -0.150% TYC US Equity 11,353 0.55% EquityCom Short -0.150% ES_TSY CREDIT 11,629 0.57% G20 Rates Long 0.289% NDX Index 13,829 0.67% G20 Rates Short -0.059% XLV US Equity 13,838 0.67% PSI20 Index 15,393 0.75% [ T12m Contribution (% of total Yr/Yr NAV Change by Category) SPX Index 20,082 0.98% Listed Equities 28.95% SXDP Index 26,548 1.29% EquityCom 58.76% IE_TSY CREDIT 33,344 1.62% G20 Rates 12.29% STBCNZL Index 34,638 1.68% EFTA00288672 No. Names APAC Long 34 APAC Short 6 (MEA Long 53 (MEA Short 12 AMER Long 166 AMER Short 19 EquityCom Long 53 EquityCom Short 17 G20 Rates Long 19 G20 Rates Short 4 Total Long 325 Total Short 58 1 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Coinmodiltes, G20 Gov. Credit) $2,000,000 ■ APAC Long $1,500,000 ■ APAC Short $1,000,000 ■ EMEA Long ■ EMEA Short $500,000 ■ AMER Long ■ AMER Short $ 1 ■ EquityCom Long $(500,000) ■ EquityCom Short ■ G20 Rates Long 5(1,000,000) ■ G20 Rates Short $(1,500,000) EFTA00288673 Atorus, LLC 8/8/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) uuv 000 000 000 N N N N O1 m m CO it et Oe el IL-I rl el N el ri el N el T-1 N r-I e-I O N N N N N NN N oco) ...—Z-T ...... ...... ...... `.- '7 'T ,, el m in OI .-1 ri m Lel I% 01 •-• .4 m ul n Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288674 Atorus, LLC 8/8/2014 Current Gross Notional Risk by Category 318,998 536,766 • APAC • EMEA 2,153,0 rtill • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 MSC 1.15 ATO 0.95 0.75 d i 01ry e ce e e di:1 0 e e e 0 0 0 0 e e %\C' 4At AO'. OC1.,,,v0‘' et" e ''\ \CF e," iselb.C.P. e A011 Rolling 30 Day Realized Volatility - A EFTA00288675 Atorus, LLC 8/8/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex•99pct & ex•lst percentiles) MOO MOO WOO 40.00 30.00 20.00 10.00 000 10.130.0 . . Percentile No. Vol Da 0.00% -10.46 MTM Gams(Losses) % of NAV "Signficant" 5.00% -6.73 (<7 Vol Days) 1.60% 10.00% -3.90 MTM Gains(Losses) % of NAV "Signficant" 15.00% -2.17 (>7 Vol Days) 29.44% 20.00% -0.88 25.00% 0.27 30.00% 0.97 35.00% 2.33 40.00% 3.31 45.00% 4.55 50.00% 5.71 55.00% 8.04 60.00% 10.08 65.00% 13.15 70.00% 16.01 75.00% 19.48 80.00% 27.15 85.00% 38.13 90.00% 52.12 95.00% 72.58 100.00% 205.67 EFTA00288676 Atorus, LLC 8/8/2014 Current Portfolio •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 58.39 005380 KS Equity 111 3,059 213.90 221.67 3.37 1.08% (40.17) 005490 KS Equity 310.59 005930 KS Equity 201 (6,280) 1,260.12 1,219.85 3.46 0.92% 130.94 012330 KS Equity 283.02 1 HK Equity 2,057 14,064 15.90 18.23 16.63 0.88% (188.04) 1299 HK Equity 1,065 9,518 4.80 5.34 19.41 0.58% (51.27) 13 HK Equity 1,023 7,374 11.81 13.44 22.15 0.63% (55.34) 16 HK Equity 14.87 - 27 HK Equity (629) (5,252) 6.77 7.58 -8.56 1.40% 75.42 2914 JP Equity 69 11,062 33.04 33.25 1.00 0.62% (297.54) 3382 JP Equity 267 3,719 38.32 41.07 10.30 0.70% (27.99) 4063 JP Equity 232 8,951 59.38 60.92 3.62 0.72% (164.41) 4502 JP Equity 93 8,600 44.20 44.68 2.68 0.40% (47.64) 4689 JP Equity (155) 2,551 4.56 4.30 -5.08 1.20% (41.13) 5 HK Equity 1,351 10.60 10.60 0.00 0.57% (5.17) 5108 JP Equity (39) 7,634 35.16 34.99 -0.54 0.95% (97.38) 5401 JP Equity 2.85 6301 JP Equity 1 4,173 22.13 22.13 0.02 0.79% (46.72) 6752 JP Equity 11.80 6902 JP Equity 44.64 6954 JP Equity 745 7,571 155.19 170.45 12.28 0.80% (124.52) 7201 JP Equity 252 5,116 9.05 9.49 5.71 0.86% (37.17) 7203 JP Equity (14) 1,971 58.60 58.20 -1.15 0.60% (15.87) 7267 JP Equity 9 (2,782) 33.77 33.66 0.46 0.73% 762 HK Equity 1.62 (100.58) 7751 JP Equity 72 9,172 32.49 32.74 1.42 0.55% (86.33) 8031 JP Equity 21 9,105 16.12 16.16 0.43 0.53% (82.30) 8058 JP Equity 741 11,969 19.05 20.23 10.33 0.60% 8306 JP Equity 5.65 61.08 8316 JP Equity (138) (4,215) 38.11 39.35 -4.38 0.75% (65.99) 8411 JP Equity (236) 6,849 1.97 1.90 -8.25 0.42% 8604 JP Equity 6.21 (56.92) 8801 JP Equity 351 6,151 29.56 31.25 8.08 0.71% 8802 JP Equity 36 (4,717) 23.25 23.08 0.80 0.94% 59.57 9020 JP Equity 185 7,840 76.99 78.81 3.20 0.74% (35.21) 941 HK Equity 11.06 9432 JP Equity 2,091 11,412 55.75 65.96 22.58 0.81% (54.31) 9433 JP Equity 32 9,967 56.41 56.59 0.36 0.89% (236.50) 9437 JP Equity 181 6,364 16.96 17.44 3.94 0.72% (62.83) 9983 JP Equity (105) (2,865) 306.97 318.26 -4.49 0.82% 62.54 EFTA00288677 9984 JP Equity (97) 5,645 68.18 67.03 -2.39 0.72% (85.16) AAPL US Equity 2,088 10,665 78.77 94.19 25.96 0.75% (111.79) ABB US Equity 22.35 - ABBN VX Equity 1 (9,345) 22.27 22.27 0.01 0.68% 38.41 ABBV US Equity 25 6,570 52.39 52.59 0.43 0.86% 29.87 ABEV US Equity 339 (6,882) 7.13 6.78 5.59 0.88% (3.73) ABEV3 BZ Equity 364 (6,455) 7.21 6.80 5.52 1.02% 2.50 ABI BB Equity 147 12,645 105.16 106.39 2.37 0.49% (87.37) ABT US Equity 549 9,473 39.21 41.48 9.60 0.60% (31.17) ABX CN Equity (8) (5,037) 18.74 18.77 -0.20 0.83% (101.31) ABX US Equity (13) (6,061) 18.73 18.77 -0.26 0.83% (119.28) ACA FP Equity 56 (2,315) 14.27 13.93 2.00 1.22% 5.94 ACE US Equity 247 11,741 98.12 100.18 4.55 0.46% 16.07 ACN US Equity 88 8,563 77.53 78.33 2.49 0.42% 61.59 ADP US Equity 427 11,307 77.95 80.89 10.87 0.35% 100.15 AR US Equity (108) 2,045 62.03 58.93 -10.05 0.52% 1.34 AGN US Equity 4,788 10,917 108.40 155.94 52.93 0.83% 240.91 Al FP Equity (30) 356 135.01 124.47 -10.29 0.82% (1.56) AIG US Equity 24 12,241 52.17 52.27 0.34 0.57% (66.56) AIR FP Equity 918 (7,931) 64.00 56.59 8.68 1.33% 57.46 ALV GR Equity (208) 6,157 169.26 163.73 -5.17 0.65% 48.78 ALVG IX Equity (174) 5,785 168.72 163.80 -4.52 0.66% 41.59 AMGN US Equity 813 11,752 118.50 126.70 7.23 0.96% 29.20 AMT US Equity 2,808 13,269 80.60 97.66 43.98 0.48% 95.65 AMZN US Equity 169 (5,318) 325.44 315.09 2.37 1.34% (59.10) ANZ AU Equity 622 13,493 28.74 30.06 9.19 0.50% (166.53) AM US Equity 1,222 12,393 91.02 99.99 11.40 0.86% 171.50 APC US Equity 303 6,564 103.62 108.40 4.26 1.08% 93.58 MP US Equity 1,600 10,063 75.06 86.99 25.06 0.63% 71.41 AZN LN Equity 5,804 12,950 47.78 69.20 72.48 0.62% (404.89) AZN SS Equity 5,219 12,372 48.90 69.52 70.89 0.60% (276.44) AZN US Equity 5,723 13,079 47.73 68.62 67.30 0.65% (476.92) BA US Equity 120.00 BAC US Equity (219) 8,241 15.51 15.11 -3.36 0.79% (64.21) BARC LN Equity 3.59 BAS GR Equity 24 1,452 97.38 99.03 1.76 0.96% (15.52) BATS LN Equity SOO 9,427 54.30 57.18 7.85 0.68% (87.97) BAX US Equity 34 8,474 73.53 73.83 0.81 0.50% (6.79) BAYN GR Equity (371) 6,607 134.76 127.60 -6.84 0.82% (60.91) BBAS3 BZ Equity 11.87 HD US Equity 294 5,475 14.09 14.85 4.55 1.18% (132.44) BBOC4 BZ Equity 280 5,427 14.14 14.87 4.10 1.26% (132.75) BBL US Equity 67.35 - BBVA SM Equity 707 3,825 9.82 11.63 19.27 0.96% 10.00 BCE CN Equity 11 10,241 43.89 43.93 0.21 0.50% (121.84) BCS US Equity 14.47 BEN US Equity (123) 6,278 54.93 53.88 -2.92 0.67% 11.64 EFTA00288678 BG/ LN Equity 167 (6,813) 19.98 19.49 2.50 0.98% 189.58 BHP AU Equity 318 11,120 34.12 35.09 4.18 0.68% (174.73) BHP US Equity 286 9,032 68.57 70.74 4.02 0.79% (6.74) BBB US Equity 365 1,066 241.05 323.68 27.22 1.26% 2.74 BIL S1 Equity 33.56 BK US Equity 1,728 11,358 33.36 38.44 20.28 0.75% (81.24) BLK US Equity (84) 7,520 309.47 306.06 -1.68 0.66% 60.51 BLT IN Equity 33.41 - BMO CN Equity 1,396 17,075 66.61 72.06 17.39 0.47% (205.58) BMW GR Equity 368 2,465 99.97 114.89 15.51 0.96% (41.38) BMY US Equity 48.96 BN FP Equity 71.19 BNP FP Equity 224 (7,242) 66.37 64.32 3.39 0.91% 66.76 BNS CN Equity 1,869 15,655 58.23 65.18 28.39 0.42% (233.35) BP/ LN Equity 271 12,727 7.65 7.81 3.28 0.65% (199.28) BRK/B US Equity 617 15,815 125.31 130.20 11.71 0.33% 149.27 BSBR US Equity (40) 5,698 6.63 6.58 -0.68 1.03% 72.36 BUD US Equity 135 11,940 105.58 106.78 1.84 0.61% (25.66) BX US Equity 2 6,625 32.80 32.81 0.03 1.13% 39.68 C US Equity 29 6,595 47.97 48.17 0.55 0.79% (2.75) CA FP Equity 34.61 - CAT US Equity 582 6,520 94.39 102.82 11.55 0.77% 27.53 CBA AU Equity 1,796 19,336 68.25 74.59 22.10 0.42% (244.95) CBS US Equity (259) 4,372 62.35 58.86 -5.29 1.12% 117.93 CCL US Equity 36.49 - CELG US Equity 19 (1,035) 87.79 86.17 0.66 2.81% (9.34) CFR VX Equity (256) 6,580 96.78 93.16 -6.58 0.59% (48.23) CL US Equity 558 9,474 61.29 64.90 11.87 0.50% 40.45 CM CN Equity 1,086 13,918 83.94 90.49 17.31 0.45% (157.48) CMCSA US Equity 433 11,232 51.32 53.30 4.69 0.82% 100.35 CMCSK US Equity 5,730 15,946 39.05 53.08 46.82 0.77% 141.14 CNI US Equity 3,872 14,430 52.01 65.96 43.35 0.62% (83.03) CNQ CN Equity 1,532 12,999 37.18 41.56 13.47 0.87% 237.35 CNR CN Equity 3,873 14,238 51.84 65.94 43.09 0.63% (77.95) COF US Equity 1,070 9,398 70.36 78.37 18.09 0.63% 5.41 COP US Equity 389 12,885 78.39 80.75 4.24 0.71% 148.82 COST US Equity 332 12,643 115.89 118.94 6.45 0.41% 96.48 COV LN Equity KN/A N/A COV US Equity 2,635 8,036 62.54 83.06 72.59 0.45% (51.31) CRM US Equity (65) 3,835 55.15 54.23 -1.56 1.09% 18.31 CS FP Equity (11) 436 24.12 23.53 -2.72 0.92% 1.23 CSCO US Equity 21. 13,232 24.88 24.92 0.33 0.49% 35.62 CSX US Equity 1,598 10,745 25.61 29.41 32.22 0.46% 47.14 CVE CN Equity 30.33 - CVS US Equity 2,332 12,841 65.43 77.31 38.16 0.48% 219.79 CVX US Equity (158) 8,549 129.48 127.12 -2.95 0.63% 97.39 D US Equity 369 3,181 60.32 67.31 18.06 0.64% 89.04 EFTA00288679 DAI GR Equity 78.52 D8K GR Equity 1,555 (10,163) 38.83 32.89 14.74 1.04% 44.87 DD US Equity 64.72 DDAIF US Equity 79.80 DE US Equity 86.53 DELL US Equity #WA WA DG FP Equity 62.57 DGE LN Equity (29) 616 30.07 28.72 -7.65 0.61% (13.32) DHR US Equity (521) 11,611 77.91 74.56 -7.27 0.62% 73.54 DIS US Equity 2,538 12,485 71.84 86.44 38.75 0.52% 77.58 DISCA US Equity (42) (1,015) 40.07 41.72 -3.78 1.09% (3.93) DNB NO Equity (159) 8,725 17.35 17.03 -2.23 0.82% (118.58) DOW US Equity 2,747 7,396 37.81 51.85 56.21 0.66% 40.08 DPW GR Equity 31.15 DTE GR Equity 499 10,164 14.23 14.93 7.21 0.68% (241.69) DTV US Equity 4,130 11,097 61.09 83.82 129.76 0.29% 11.82 DUK US Equity (74) (5,683) 70.52 71.44 -2.03 0.64% (66.43) DVN US Equity 1,980 15,383 65.40 73.82 18.63 0.69% 66.13 EBAY US Equity (189) (3,910) 51.29 53.77 -7.34 0.66% (2.67) Ea US Equity 233 11,898 106.53 108.61 4.07 0.48% 21.24 EDF FP Equity 31.87 - EMC US Equity 1,712 12,257 25.45 29.01 19.17 0.73% 0.96 EMR US Equity (93) 1,748 65.82 62.48 -8.45 0.63% 12.91 EMI CN Equity 968 12,532 45.19 48.68 12.68 0.61% 1.50 ENEL IM Equity 2,313 8,902 4.02 5.06 29.26 0.89% (181.68) ENI IM Equity 444 13,637 23.77 24.54 4.88 0.67% (42.56) EOAN GR Equity (286) 5,700 18.48 17.59 -5.80 0.87% (19.10) EOG US Equity 2,866 5,841 71.84 107.09 53.10 0.92% 63.43 EPD US Equity 1,945 14,612 66.27 75.09 19.44 0.68% 169.92 ERICB SS Equity 12.11 - ESRX US Equity 71.11 - ETN US Equity 67.29 - F US Equity (142) 11,031 17.18 16.96 -1.79 0.72% 46.09 F8 US Equity 1,692 2,630 44.44 73.02 45.19 1.42% (20.03) FCX US Equity 559 8,796 34.22 36.39 7.05 0.90% 46.01 FDX US Equity 543 6,811 136.23 147.10 14.86 0.54% 29.75 FOX US Equity (389) 8,704 34.82 33.33 -5.67 0.79% (50.61) FOXA US Equity (199) 2,993 36.44 34.17 -7.37 0.90% (12.36) FP FP Equity 148 6,263 63.37 64.87 2.52 0.94% (3.54) G IM Equity 20.30 - GE US Equity (1,845) 25.52 25.52 0.00 0.61% 3.62 GILD US Equity 984 7,021 80.71 92.02 12.61 1.11% (44.78) GIS US Equity (6) 10,129 51.73 51.70 -0.11 0.55% 61.53 GLE FP Equity 47.58 GLEN LN Equity 6.07 GLW US Equity 19.83 GM US Equity (554) 8,989 35.44 33.38 -7.08 0.87% 69.73 EFTA00288680 GOOG US Equity 98 8,672 559.88 566.20 1.51 0.75% 25.18 GS US Equity 404 11,132 164.85 170.83 5.39 0.67% 86.81 GSK LN Equity 23.04 - GSZ FP Equity (20) 2,066 24.98 24.74 -1.21 0.78% (4.98) HAL US Equity 2,515 8,652 52.61 67.90 30.48 0.95% 43.21 HD US Equity 477 17,619 79.90 82.06 6.16 0.44% 317.21 HMB SS Equity (153) 4,005 41.30 39.78 .6.75 0.56% (16.90) HON US Equity 4,763 9,544 61.43 92.08 91.24 0.55% 175.44 HPQ US Equity 2,849 8,313 26.07 35.00 49.94 0.69% 26.76 HSBA LN Equity 202 8,008 10.29 10.55 3.83 0.66% (49.43) IBE SM Equity 2,478 7,531 5.41 7.18 59.74 0.55% (33.60) IBM US Equity (79) (5,461) 183.10 185.76 .2.16 0.67% (34.68) IMT LN Equity 2,063 14,380 36.45 41.68 15.11 0.95% (267.21) INTC US Equity 5,168 14,613 24.16 32.71 47.65 0.74% (60.42) ISP IM Equity 2.84 ITUB US Equity (184) 5,715 15.64 15.16 .2.76 1.17% (122.67) ITUB4 BZ Equity (122) 4,601 15.60 15.20 .2.18 1.21% (97.19) ITW US Equity 2,953 14,011 69.41 84.04 43.36 0.49% 127.55 ITX SM Equity 28.02 - JO US Equity (416) 7,794 50.57 48.01 .7.08 0.75% 66.13 AU US Equity 5,569 20,338 79.04 100.68 56.04 0.49% 143.21 JPM US Equity 69 10,159 55.75 56.13 0.94 0.73% 10.91 KMB US Equity 106.68 - KMI US Equity 35.89 KO US Equity (458) 9,510 41.34 39.44 .10.46 0.46% (24.68) LBTYA US Equity (280) 5,724 43.60 41.57 .6.82 0.72% (27.93) LBTYK US Equity (314) 7,489 41.93 40.24 .6.25 0.67% (45.62) LIN GR Equity (138) 10,343 197.77 195.17 -1.95 0.68% (81.63) LLOY LN Equity 15 2,144 1.20 1.21 0.78 0.89% (11.76) LLY US Equity 44 7,690 60.46 60.80 0.90 0.64% 32.88 LMT US Equity 234 6,055 159.21 165.36 6.30 0.61% 73.09 LNKD US Equity (89) (789) 185.81 206.67 -7.14 1.57% (0.37) LOW US Equity 36 7,548 48.99 49.23 0.93 0.51% 185.44 LVS US Equity (43) 2,482 68.83 67.67 -1.99 0.87% 37.32 LYB US Equity 1,829 2,297 60.18 108.08 99.72 0.80% (18.25) MA US Equity (43) 6,084 75.16 74.63 -0.88 0.80% 15.39 MAERSKB DC Equity 5,583 14,377 1,627.19 2,259.08 59.90 0.65% (232.97) MC FP Equity 168.97 - MCD US Equity 93.31 MCK US Equity 386 2,181 160.40 188.80 30.30 0.58% 17.50 MDIZ US Equity 3,601 13,763 28.04 35.38 44.71 0.59% 82.75 MDT US Equity 8,793 20,811 43.34 61.65 90.39 0.47% 257.21 MET US Equity 1,313 7,798 43.94 51.34 25.73 0.65% 18.53 MFC CN Equity 1,652 5,260 15.07 19.81 53.20 0.59% (76.54) MHS US Equity KWA WA MMM US Equity 9,517 21,331 96.78 139.96 105.86 0.42% 98.63 MO US Equity 1,151 13,316 38.16 41.46 13.12 0.66% 113.13 EFTA00288681 MON US Equity 770 12,758 108.62 115.17 8.27 0.73% (34.49) MOS US Equity 45.92 - MRK US Equity 1,487 13,912 50.82 56.25 16.58 0.64% 75.18 MS US Equity 66 5,272 31.27 31.66 1.48 0.84% 27.83 MSFT US Equity 1,778 9,448 36.29 43.13 28.34 0.66% (21.07) MUV2 GR Equity 146 2,446 187.51 198.71 8.72 0.68% 5.95 NAB AU Equity 314 10,650 30.61 31.52 5.95 0.50% (133.34) NCM AU Equity 10.37 - NEE US Equity 1,730 6,110 74.05 95.02 47.56 0.60% 99.76 NEM US Equity 12 (806) 26.73 26.34 1.47 1.00% (6.71) NESN VX Equity 341 7,469 72.69 76.01 11.01 0.41% (14.17) NG/ IN Equity 2,433 13,901 12.07 14.18 30.20 0.58% (71.01) NKE US Equity 393 5,145 71.34 76.78 9.76 0.78% 13.89 NOK US Equity 4,409 4,498 3.86 7.64 82.92 1.18% (73.63) NOV US Equity 132 12,775 81.11 81.95 1.55 0.67% 11.49 NOVN VX Equity 6,827 22,067 64.68 84.69 78.82 0.39% (254.13) NOVOB DC Equity 1,104 12,542 40.40 43.96 14.63 0.60% (289.63) NSC US Equity 2,483 10,834 81.87 100.64 31.09 0.74% 69.64 NVS US Equity 5,133 18,466 66.55 85.05 61.47 0.45% (94.85) OGXP3 BZ Equity 5,039 (5,134) 4.24 0.08 94.38 1.04% 128.61 OR FP Equity (130) 11,677 168.67 166.81 -2.16 0.52% (56.25) ORA FP Equity 984 8,559 13.04 14.54 13.95 0.82% (126.00) ORCL US Equity 1,423 9,129 34.42 39.78 21.85 0.71% (24.72) OXY US Equity 136 10,929 98.06 99.28 1.99 0.62% 97.63 PBR US Equity (149) 4,517 16.39 15.86 -2.34 1.42% (140.26) PBR/A US Equity (142) 4,034 17.57 16.97 -2.45 1.44% (140.31) PCLN US Equity 309 6,096 1,217.24 1,278.85 7.47 0.68% (57.03) PCP US Equity 231.84 PEP US Equity 710 14,142 85.63 89.93 9.72 0.52% (4.85) PETR3 BZ Equity 7.93 - PETR4 BZ Equity 8.50 .. PFE US Equity (57) 1,684 29.12 28.17 -5.35 0.63% 5.44 PG US Equity 33 3,524 79.98 80.73 1.92 0.49% 16.69 PHIA NA Equity 29.65 - PM US Equity (397) 6,694 88.38 83.43 -8.05 0.74% 39.00 PNC US Equity 215 4,305 77.54 81.41 7.87 0.63% (5.10) POT CN Equity (434) 9,967 35.80 34.31 -7.03 0.62% (38.19) POT US Equity (484) 10,582 35.89 34.32 -7.32 0.63% (64.43) PRU LN Equity 8,180 10,521 12.51 22.24 101.82 0.76% (126.61) PSA US Equity 876 14,244 162.74 172.75 17.34 0.35% 3.62 PSX US Equity 1,435 6,695 67.93 82.49 27.46 0.78% 59.20 PX US Equity 128.19 - QCOM US Equity 73.42 - QQQ US Equity 3,284 18,032 79.98 94.54 39.08 0.47% 0.23 RAI US Equity 401 12,340 54.98 56.76 3.02 1.08% 91.47 RDS/A US Equity 942 12,883 74.67 80.13 12.89 0.57% (114.62) RDS/B US Equity 960 11,427 77.92 84.47 12.64 0.66% (99.57) EFTA00288682 RDSA LN Equity 1,027 12,402 36.92 39.98 16.09 0.51% (170.84) RDSA NA Equity 886 12,492 37.44 40.09 13.52 0.52% (128.16) RDSB LN Equity 991 12,149 38.90 42.08 15.30 0.53% (154.15) REGN US Equity 338.32 RIO AU Equity 502 9,116 58.42 61.64 6.43 0.86% 54.92 RIO IN Equity 160 4,819 54.71 56.53 3.11 1.07% (96.43) RIO US Equity 211 4,934 54.76 57.10 4.15 1.03% (13.61) ROG VX Equity 6,394 17,035 206.06 283.40 70.71 0.53% (90.49) RY CN Equity 1,246 15,531 66.61 71.95 17.25 0.46% (164.23) SAB LN Equity 930 13,023 49.22 52.74 8.70 0.82% (246.81) SAN FP Equity 94 5,571 102.06 103.78 3.04 0.56% 5.33 SAN SM Equity 1,427 9,880 8.41 9.63 15.96 0.90% 42.44 SAN US Equity 1,088 7,980 8.47 9.62 12.23 1.12% 122.18 SAP GR Equity 52 8,587 75.86 76.31 0.85 0.71% (82.91) SAP US Equity 39 8,173 76.12 76.48 0.62 0.77% (35.21) SBUX US Equity 455 15,938 75.14 77.28 4.86 0.59% 86.42 SGO FP Equity 47.57 SI US Equity #N/A N/A SIE GR Equity 118.86 - SLB US Equity 2,509 10,752 87.57 108.00 27.21 0.86% 76.95 SMSN LI Equity 240 (6,039) 628.59 603.59 3.68 1.08% 169.76 SO US Equity (146) 9,489 43.94 43.27 -2.64 0.58% 145.64 SPG US Equity (62) 12,778 166.77 165.97 -1.32 0.37% 20.60 SREN VX Equity 80.27 - STAN LN Equity 335 (9,173) 21.16 20.38 4.64 0.79% 63.06 STL NO Equity 814 11,818 26.72 28.56 10.03 0.69% (56.28) STT US Equity 474 8,981 66.49 70.00 8.21 0.64% 18.63 SU CN Equity 723 14,944 37.23 39.03 5.73 0.84% 73.80 SU FP Equity (87) 2,037 85.39 81.90 .4.19 1.02% (2.16) SU US Equity 695 15,335 37.36 39.05 5.35 0.85% 73.03 SWEDA SS Equity (37) 3,525 24.81 24.56 -1.60 0.65% (28.99) SYNN VX Equity 198 (8,691) 360.98 352.76 2.72 0.84% 33.84 T US Equity 6 (5,832) 34.37 34.33 0.18 0.61% 7.05 TD CN Equity 1,594 16,822 46.23 50.61 24.12 0.39% (216.74) TEF SM Equity (48) 9,929 15.60 15.52 -O.87 0.55% (23.94) TEF US Equity (43) 8,452 15.61 15.53 -0.72 0.70% 41.02 TGT US Equity 515 (9,289) 61.52 58.11 8.88 0.62% (80.43) TJX US Equity 94 (6,247) 55.30 54.47 2.13 0.70% (92.92) TLS AU Equity 1,183 17,206 4.70 5.02 16.46 0.42% (71.86) TLSN SS Equity 7.17 - TM US Equity (36) 2,238 118.84 116.97 -2.93 0.55% (4.59) TMO US Equity 9,311 10,218 62.99 120.39 177.65 0.51% 110.87 TOT US Equity 159 3,264 61.98 65.00 4.61 1.06% 11.21 TRP CN Equity 102 12,878 48.71 49.09 1.14 0.69% (41.67) TRV US Equity 272 16,116 88.78 90.28 3.05 0.55% 65.85 TSCO LN Equity 1,997 (9,090) 5.29 4.13 19.88 1.10% (15.59) TWC US Equity 1,127 5,234 119.21 144.88 26.39 0.82% 47.21 EFTA00288683 TWX US Equity 2,256 11,604 60.95 72.79 14.22 1.37% 30.47 TXN US Equity 3,968 12,205 34.85 46.18 59.82 0.54% 86.13 TYC US Equity 11,353 24,080 29.33 43.16 78.56 0.60% 294.62 UBS US Equity 17.33 - UBSN VX Equity 639 (7,779) 18.66 17.13 9.88 0.83% (86.04) UCG IM Equity 7.50 - ULVR LN Equity (35) 7,646 42.81 42.62 -0.76 0.61% (97.49) UNA NA Equity (183) 6,840 41.34 40.26 -4.10 0.65% (77.89) UNH US Equity 2,724 10,929 63.76 79.65 29.07 0.86% (8.19) UNP US Equity 2,244 14,872 85.11 97.95 32.08 0.47% 26.78 UPS US Equity 1,893 8,884 78.73 95.51 37.85 0.56% 7.42 USB US Equity 2,787 14,625 34.40 40.95 33.92 0.56% 48.18 UTX US Equity 105.36 - V US Equity 208 12,503 206.37 209.79 2.46 0.67% 11.81 VALE US Equity 29 (1,329) 14.11 13.80 1.99 1.09% 4.08 VALE3 BZ Equity 13.79 - VIAB US Equity 2,009 5,848 59.73 80.25 48.72 0.71% 17.34 VIV FP Equity 25.75 - VMW US Equity 517 4,886 89.30 98.74 10.39 1.02% (34.64) VOD LN Equity