EFTA00293250.pdf

Atorus, LLC 3/20/2014 Current Date: 3/20/2014 Change on Day: -1.75% Total Return since 1/1/12: 80.87% MSCI World Change on 712M Return: 41.51% Day -0.22% T9O Day Return: 4.73% No of Positions T3O Day Return: -0.34% (+MTM) on Day 164 Current Long Exposure @ Cost: 4,631,248 No of Positions (-MTM) Current Short Exposure @ Cost: (1,120,253) on Day 281 Net Exposure: 3,510,995 Current No. of Starting Capital: 1,000,000 Positions: 445 Current NAV: 1,808,689 Current Leverage (Gross Exposures): 3.18 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 51% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (-) Change -0.89% 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. T24M Sharpe Ratio: 1.201 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 2,00%000.00 1$00,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —NAV 1.000.000.00 600,000.00 600,000.00 " ce .45)" e 4'45> 45"45"45" toe e cif" ie 4' 4P (; 11) 1N cr EFTA00293250 Atorus, LLC 3/20/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th MTM) Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 26 Positions 27.14%l 40 Positions 26.56% IBOV Index (22,524) 0.39% CMCSK US Equity 6,671 0.37% CO1 Comdty (24,622) 0.43% V US Equity 6,896 0.38% MEXBOL Index (26,146) 0.45% PSI20 Index 6,897 0.38% INDEXCF Index (26,563) 0.46% BMY US Equity 6,923 0.38% ZA_TSY CREDIT (33,149) 0.58% HEX Index 6,951 0.38% SHCOMP Index (33,700) 0.59% ACA FP Equity 7,140 0.39% US_TSY CREDIT (36,134) 0.63% GS US Equity 7,168 0.40% AU TSY CREDIT (47,480) 0.83% DAX Index 7,592 0.42% IT_TSY CREDIT 54,111 0.94% BEL20 Index 7,652 0.42% GB_TSY CREDIT 56,841 0.99% IT_TSY CREDIT 7,701 0.43% JP_TSY CREDIT (59,678) 1.04% MMM US Equity 7,759 0.43% SXDP Index 61,075 1.06% PRU LN Equity 7,761 0.43% SPX Index 62,272 1.08% MDT US Equity 7,865 0.43% CH_TSY CREDIT 65,265 1.13% ASE Index 7,997 0.44% DK_TSY CREDIT 67,396 1.17% SEX Index 8,000 0.44% AT_TSY CREDIT 72,913 1.27% CA_TSY CREDIT 8,058 0.45% STBCNZL Index 73,231 1.27% AMGN US Equity 8,316 0.46% FR_TSY CREDIT 74,045 1.29% BAYN GR Equity 8,390 0.46% FI_TSY CREDIT 74,240 1.29% XLY US Equity 8,613 0.48% DE_TSY CREDIT 74,397 1.29% SXAP Index 9,411 0.52% BE_TSY CREDIT 75,235 1.31% TMO US Equity 9,629 0.53% NL_TSY CREDIT 76,341 1.33% SXOP Index 9,697 0.54% IE_TSY CREDIT 78,270 1.36% KFX Index 9,780 0.54% MY_TSY CREDIT (92,252) 1.60% ES_TSY CREDIT 10,041 0.56% SG_TSY CREDIT (95,749) 1.66% LUXXX Index 10,113 0.56% CA_TSY CREDIT (97,153) 1.69% SXMP Index 10,835 0.60% TYC US Equity 10,885 0.60% MC US Equity 11,055 0.61% NAV Impact by Category & Exposure SXIP Index 11,463 0.63% Listed Equity Long -0.711% MA US Equity 11,815 0.65% Listed Equity Short 0.149% XLV US Equity 12,898 0.71% EquityCom Long -0.796% NDX Index 14,227 0.79% EquityCom Short 0.032% RTY Index 15,198 0.84% G20 Rates Long -0.616% SPX Index 17,809 0.98% G20 Rates Short 0.225% SXTP Index 21,694 1.20% SXDP Index 23,088 1.28% ISEQ Index 23,577 1.30% GILD US Equity 29,661 1.64% IE_TSY CREDIT 30,468 1.68% STBCNZL Index 32,687 1.81% EFTA00293251  APAC Lon 26 APAC Short 24 EMEA Long 71 EMEA Short 18 AMER Long 162 AMER Short 49 E • ultyCom Lon 63 EquityCom Short 9 G20 Rates Lon 15 G20 Rates Short 8 Total Long 337 Total Short 108 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 a EMEA Short a AMER Long $500,000 a AMER Short • EquityCom Long 5 • EquityCom Short 5(500,000) • G20 Rates Long • G20 Rates Short 5(1,000,000) i EFTA00293252 Atorus, LLC 3/20/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 5000,000 40000100 1,500000 3000000 1,000,000 II - 2000000 .APAC —EMEA -----AMER 500,000 1,000,000 -----EquilyCom I I / i -----GEORMes 0 . ANexEmnumRH5 cis,,,,,ce e . , ,eeeet ,..,\ . . . . . . , ,, c„ •0.c, 4 .6. ,,,,9oP',,, .0.000, . . . A.} • a , „c, A\ N, N. "h\ ct ) N. Ds, ' - (2.000.0031 wmomm PX00.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00293253 Atorus, LIC 3/20/2014 Current Gross Notional Risk by Category p 240,685 576,943 • APAC • EMEA 1,374,1 • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility -At! EFTA00293254 Atorus, LLC 3/20/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.410 60A0 SOAP ~P/LVol Days by Position 30X° 20.60 10.00 OAD by_ 10.es gr gr 4° 4r 4). 4° 4r 4 ctr 4° 4r .4 4r 4 4 Percentile No. Vol Days 0.00,:, 8.0b MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.29 (<7 Vol Days) 1.2396 1 10.00% .2.10 MTM Gains(Losses)% of NAV "Signficant" 15.00% .0.74 (>7 Vol Days) 50.49% 20.00% 0.21 25.00% 1.14 30.00% 2.42 35.00% 3.60 40.00% 5.09 45.00% 6.67 50.00% 8.44 55.00% 10.06 60.00% 13.04 65.00% 16.31 70.00% 20.09 75.00% 23.72 80.00% 29.77 85.00% 35.91 90.00% 46.72 95.00% 64.38 100.00% 189.47 EFTA00293255 Atorus, LLC 3/20/2014 Portfolio •Listed Equity Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (120) (5,144) 51.62 52.82 -2.43 0.96% 66.77 005380 KS Equity (37) 1,439 216.99 211.53 -2.11 1.22% (3937) 005490 KS Equity 109 (3,782) 273.49 265.59 2.96 0.98% 46.62 005930 KS Equity 581 (6,558) 1,285.62 1,171.69 10.06 0.88% 98.67 012330 KS Equity 727 5,282 244.69 278.36 14.21 0.97% (111.31) 1 HK Equity 2 8,073 15.56 15.56 0.03 0.95% (43.00) 1299 HK Equity (23) 409 4.81 4.55 -6.27 0.90% (7.18) 13 HK Equity 2,540 12,243 11.40 13.77 20.11 1.03% (231.15) 16 HK Equity 752 (9,935) 12.66 11.70 10.75 0.70% 48.27 27 HK Equity (7) 123 9.65 9.16 -3.08 1.74% (2.20) 2914 JP Equity 410 (4,719) 32.47 29.64 8.22 1.06% 23.82 3382 JP Equity (79) 2,183 37.65 36.33 -3.11 1.17% (9.84) 4063 JP Equity 372 (4,536) 56.40 51.78 7.13 1.15% 78.00 4502 JP Equity 42 2,417 46.86 47.67 2.12 0.81% (39.26) 4689 JP Equity (98) 1,224 6.03 5.59 -5.92 1.35% (22.15) 5 HK Equity 9.79 5108 JP Equity (143) 2,798 36.26 34.50 -4.16 1.23% (42.24) 5401 JP Equity 465 (5,436) 2.90 2.65 6.56 1.30% 177.57 6301 JP Equity 156 (3,515) 20.64 19.72 3.35 1.33% 62.86 6752 JP Equity 1,024 4,145 9.01 11.24 13.88 1.78% (238.05) 6902 JP Equity 549 5,838 41.48 45.38 6.83 1.38% (313.84) 6954 JP Equity 527 6,393 157.65 170.65 5.93 1.39% 209.03 7201 JP Equity 155 (3,743) 8.85 8.48 4.19 0.99% 62.60 7203 JP Equity 215 (3,073) 57.44 53.41 7.71 0.91% 58.64 7267 JP Equity 226 (4,885) 36.43 34.74 4.48 1.03% 65.05 762 HK Equity 698 (5,162) 1.38 1.19 11.39 1.19% (103.85) 7751 JP Equity 431 (6,865) 31.44 29.46 6.02 1.04% 137.28 8031 JP Equity 37 (1,683) 14.28 13.96 1.83 1.21% 40.34 8058 JP Equity (58) 1,081 19.22 18.25 -5.10 1.04% (17.48) 8306 JP Equity 253 (2,979) 5.88 5.38 7.09 1.20% 88.20 8316 JP Equity 248 (2,856) 45.48 41.53 7.31 1.19% 77.83 8411 JP Equity 45 (3,341) 2.00 1.97 1.57 0.87% 4716 8604 JP Equity 171 (2,467) 6.76 6.29 5.81 1.20% 48.65 8801 JP Equity - 451 29.09 29.09 0.00 1.59% (18.49) 8802 JP Equity 408 (5,009) 24.84 22.81 5.61 1.45% 199.03 9020 JP Equity 383 (4,521) 76.87 70.35 8.03 1.06% 140.23 941 HK Equity 1,747 (11,819) 10.19 8.69 20.61 0.72% 441.20 9432 JP Equity 212 6,077 53.19 55.04 2.50 1.39% (87.18) 9433 JP Equity 3,171 9,476 42.13 56.23 22.83 1.47% (123.00) 9437 JP Equity 205 (6,394) 15.68 15.18 3.53 0.91% 118.94 9983 JP Equity (183) 3,177 367.86 347.86 -4.26 1.35% (50.80) EFTA00293256 9984 JP Equity 1,487 2,048 46.70 80.61 42.19 1.72% (64.96) AAPL US Equity 169 7,877 518.25 529.35 2.95 0.73% (60.37) ABB US Equity 494 8,326 23.59 24.99 6.90 0.86% (43.31) ABBN VX Equity 387 6,962 23.63 24.94 6.66 0.84% (94.70) ABBV US Equity 419 5,335 49.49 53.38 8.90 0.88% 25.11 ABEV US Equity 103 (7,232) 7.25 7.15 1.09 1.31% (37.34) ABEV3 BZ Equity 66 (6,923) 7.26 7.19 0.78 1.23% (34.18) ABI BB Equity (148) 6,721 101.98 99.78 -2.67 0.82% (63.98) ABT US Equity 17 4,097 38.87 39.03 0.61 0.69% (77.03) ABX CN Equity 35 (2,068) 19.78 19.44 1.14 1.48% 34.24 ABX US Equity 35 (1,986) 19.77 19.41 1.17 1.52% 28.06 ACA FP Equity 7,140 5,408 6.83 15.86 101.03 1.31% (310.08) ACE US Equity 180 6,435 95.44 98.10 5.35 0.52% (44.69) ACN US Equity 654 10,703 77.97 82.73 9.39 0.65% (22.21) ADP US Equity 98 1,193 72.36 78.28 14.68 0.56% (5.30) AFL US Equity (64) 7,973 63.79 63.28 -1.56 0.52% (42.32) AGN US Equity 1,736 9,698 110.56 130.35 22.24 0.80% (85.58) Al FP Equity (181) 8,248 134.74 131.85 -2.97 0.74% (91.82) AIG US Equity 134 4,012 48.66 50.28 3.68 0.90% 42.26 AIR FP Equity 2,862 4,177 42.47 71.58 66.51 1.03% 18.64 ALV GR Equity 1,468 4,530 125.64 166.36 34.86 0.93% (115.82) ALVG IX Equity 1,090 3,445 126.13 166.05 34.00 0.93% (93.13) AMGN US Equity 8,316 22,886 92.78 126.50 35.80 1.01% (136.25) AMT US Equity 633 10,655 76.29 80.82 8.82 0.67% (122.13) AMZN US Equity 3,978 14,103 287.66 368.79 28.64 0.98% (294.07) ANZ AU Equity 91 4,457 28.64 29.23 2.39 0.86% (35.17) APA US Equity 241 (6,870) 82.74 79.83 3.76 0.93% (27.51) APC US Equity (150) (6,360) 81.31 83.24 -3.11 0.76% (40.08) AXP US Equity 2,883 10,373 71.56 91.46 34.98 0.79% 61.44 AZN LN Equity 3,862 12,676 49.80 64.98 30.44 1.00% (339.92) AZN SS Equity 3,385 11,669 50.40 65.02 28.75 1.01% (290.87) AZN US Equity 3,716 12,432 49.96 64.89 30.45 0.98% (298.92) BA US Equity 29 (4,050) 123.81 122.93 0.75 0.95% 11.58 BAC US Equity 11,055 10,884 8.82 17.78 106.91 0.95%, 569.43 BARC LN Equity (14) (2,705) 3.91 3.93 -0.36 1.39% 49.96 BAS GR Equity 680 7,333 97.30 106.32 9.19 1.01% (171.34) BATS LN Equity 2 5,318 52.90 52.91 0.03 0.95% (96.58) BAX US Equity (74) (8,047) 66.82 67.43 -1.66 0.55% 21.16 BAYN GR Equity 8,390 11,757 76.64 131.32 72.21 0.99% (287.55) BBAS3 BZ Equity (26) (1,954) 8.73 8.84 -0.69 1.90% (98.84) BBD US Equity 500 (6,743) 12.96 12.00 5.43 1.36% (166.75) BBDC4 BZ Equity 571 (7,252) 13.09 12.06 5.69 1.39% (176.36) BBL US Equity 54 (3,114) 59.76 58.73 1.54 1.12% 24.23 BBVA SM Equity 1,102 5,790 10.12 12.04 17.51 1.09% (167.13) BCE CN Equity 72 (6,644) 43.17 42.71 1.86 0.58% 47.64 Bcs US Equity (18) (2,758) 15.73 15.83 -0.46 1.39% 42.56 BEN US Equity (5) 887 52.08 51.81 -0.50 1.02% 0.97 EFTA00293257 BG/ IN Equity 12 (4,379) 17.51 17.46 0.39 0.71% 106.83 BHP AU Equity (444) 6,689 34.18 32.05 -5.53 1.20% (130.36) BHP US Equity (373) 6,839 67.57 64.08 -5.28 1.03% (50.94) BIIB US Equity 440 1,066 245.93 347.42 31.39 1.31% (25.54) BIL Si Equity 76 (2,643) 30.29 29.42 2.42 1.19% 43.82 BK US Equity 583 6,515 32.16 35.04 10.43 0.86% 241.62 BLK US Equity 113 1,171 274.17 300.72 11.56 0.84% 8.03 BLT IN Equity 62 (3,166) 29.93 29.34 1.72 1.14% 51.82 BMO CN Equity (81) 8,370 65.43 64.81 -1.60 0.60% (16.50) BMW GR Equity 1,108 5,076 98.63 120.16 17.78 1.23% 64.78 BMY US Equity 6,923 13,669 35.71 53.80 43.52 1.16% (489.19) BN FP Equity 131 (3,684) 70.54 68.03 4.96 0.72% 79.36 BNP FP Equity 1,422 5,498 61.78 77.76 21.02 1.23% (128.14) BNS CN Equity (3) 5,030 57.60 57.57 -0.08 0.65% (31.47) BP/ LN Equity (25) 9,797 7.76 7.74 -0.41 0.63% (244.40) BRK/B US Equity 497 11,056 118.69 124.02 6.68 0.67% 99.31 BSBR US Equity 1,513 (8,171) 6.18 5.04 12.94 1.43% (28.33) BUD US Equity (131) 6,846 102.01 100.09 -2.19 0.88% (35.12) BX US Equity 327 2,976 30.31 33.64 10.47 1.05% (45.16) C US Equity 47 2,127 48.87 49.95 2.06 1.08% 52.19 CA FP Equity 435 2,976 32.90 37.71 14.04 1.04% (42.92) CAT US Equity 1,016 12,179 88.47 95.85 12.78 0.65% (38.86) CBA AU Equity 18 8,462 67.92 68.07 0.29 0.74% (74.32) CBS US Equity 429 1,267 49.35 66.07 35.94 0.94% (4.92) CCL US Equity 776 7,821 36.20 39.80 10.43 0.95% 63.00 CELG US Equity 5,492 7,253 85.54 150.30 63.33 1.20% (184.17) CFR VX Equity (70) 954 98.92 92.19 -8.06 0.91% (16.09) CL US Equity 1,406 18,685 58.99 63.43 14.33 0.53% (92.38) CM CN Equity 304 8,334 82.53 85.54 5.82 0.63% (49.02) CMCSA US Equity 4,215 17,408 40.65 50.49 26.84 0.90% 311.42 CMCSK US Equity 6,671 18,900 36.26 49.06 38.49 0.92% 361.11 CNI US Equity 1,141 12,873 51.38 55.93 13.96 0.63% (118.19) CNQ CN Equity 228 7,768 35.76 36.81 3.18 0.92% 5.06 CNR CN Equity 1,137 12,425 51.30 55.99 14.01 0.65% (161.06) COF US Equity 548 6,077 67.68 73.79 10.33 0.87% 32.24 COP US Equity (137) (7,980) 66.64 67.78 -3.10 0.55% (18.08) COST US Equity (157) 6,321 115.65 112.85 -3.88 0.64% (24.38) COV LN Equity 183 2,442 4N/A N/A 22.97 0.33% COV US Equity 688 7,080 64.09 70.32 16.03 0.61% (81.42) CRM US Equity 72 2,054 56.89 58.88 2.77 1.26% 7.37 CS FP Equity 1,832 5,387 19.39 25.98 30.75 1.11% 120.18 CSCO US Equity (13) (4,977) 21.79 21.85 -0.35 0.77% (39.76) CSX US Equity 1,276 8,914 25.07 28.66 20.46 0.70% (5.47) CVE CN Equity 789 (10,449) 28.70 26.53 9.91 0.76% 51.44 CVS US Equity 1,827 11,314 63.57 73.84 27.59 0.59% 5.82 CVX US Equity (227) (8,207) 112.39 115.50 -4.77 0.58% 11.57 D US Equity 1,948 12,240 60.05 69.61 22.43 0.71% (142.34) EFTA00293258 DAI GR Equity 6,260 13,908 62.20 90.20 35.55 1.27%I (402.06) DBK GR Equity 6 (1,635) 44.77 44.60 0.31 1.20% 26.12 DD US Equity 2,694 12,432 54.56 66.39 33.52 0.65% 4.33 DDAIF US Equity 3,571 8,377 63.20 90.15 30.80 1.38% (153.89) DE US Equity 185 8,122 85.65 87.60 3.61 0.63% 20.12 DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,274 9,889 51.34 73.52 46.38 0.93% (123.17) DGE LN Equity (16) 238 31.32 29.40 -2.95 2.21% (2.49) DHR US Equity 3,858 14,097 58.57 74.59 46.74 0.59% (35.96) DIS US Equity 1,787 9,908 68.36 80.70 17.50 1.03% (37.60) DISCA US Equity 38 5,840 83.18 83.72 0.68 0.94% 2.72 DNB NO Equity 1,123 9,735 15.77 17.59 15.93 0.72% (12.89) DOW US Equity 2,556 6,999 36.63 50.01 49.95 0.73% 19.85 DPW GR Equity 131 547 28.24 35.02 19.45 1.23% (15.17) DTE GR Equity 3,891 13,640 12.22 15.70 25.33 1.13%[ (346.68) DTV US Equity 2,371 10,622 61.97 75.81 29.78 0.75% 28.84 DUK US Equity 97 (8,822) 69.60 68.84 2.31 0.47% 40.53 DVN US Equity 133 8,507 62.34 63.32 2.42 0.65% (37.44) EBAY US Equity 337 6,678 54.29 57.03 6.06 0.83% (70.94) Ea US Equity 402 9,210 105.22 109.81 7.09 0.62% (3.66) EDF FP Equity 6,172 9,189 23.45 39.19 66.47 1.01% (228.49) EMC US Equity 1,062 10,308 25.20 27.80 14.58 0.71% 35.04 EMR US Equity 11. (1,964) 63.86 63.50 0.93 0.62% 10.92 EMI CN Equity (12) 6,351 44.29 44.20 -0.30 0.64% (46.29) ENEL IM Equity 2,296 7,503 4.32 5.64 25.60 1.20% (27.38) ENI IM Equity 133 7,309 23.75 24.18 2.56 0.71% (86.05) EOAN GR Equity 3 2,996 18.77 18.78 0.10 0.91% (37.87) EOG US Equity 1,759 5,634 144.36 189.42 38.06 0.82% 67.35 EPD US Equity 1,047 11,799 63.03 68.63 16.32 0.54% (115.66) ERICB SS Equity 350 6,004 12.27 12.98 6.53 0.89% (8.70) ESRX US Equity 1,646 9,815 66.69 77.87 22.45 0.75% 44.19 ETN US Equity 2 5,260 72.48 72.51 0.05 0.95% 2.91 F US Equity (164) (3,621) 14.82 15.49 -6.34 0.72% (1.63) F8 US Equity 1,395 2,630 44.06 67.41 41.61 1.27% (50.92) FCX US Equity 10 (1,199) 31.11 30.84 0.73 1.18% 15.97 FDX US Equity 683 5,338 120.94 136.42 19.60 0.65% (95.35) FOX US Equity (80) 5,624 32.29 31.84 -1.73 0.82% (47.94) FOXA US Equity (62) 5,673 33.14 32.78 .1.27 0.87% (34.13) FP FP Equity 701 11,013 60.83 64.70 8.35 0.76% (236.00) G IM Equity 180 4,486 21.32 22.17 4.44 0.90% (42.35) GE US Equity 1,708 13,140 22.32 25.22 15.20 0.86% (106.80) GILD US Equity 29,661 13,861 24.02 75.44 189.47 1.13% NM") GIS US Equity 504 13,333 49.12 50.97 6.45 0.59% (2.01) GLE FP Equity 813 3,248 49.51 61.89 18.08 1.38% (42.95) GLEN LN Equity 242 (4,255) 5.26 4.96 3.68 1.55% 78.90 GLW US Equity 2,272 11,376 16.17 19.40 22.94 0.87% 223.77 GM US Equity 3 (1,297) 35.03 34.94 0.22 1.16% 2.28 EFTA00293259 GOOG US Equity 4,976 12,660 862.28 1,201.23 68.72 0.57% (34.28) GS US Equity 7,168 13,671 110.98 169.16 64.11 0.82% 103.82 GSK LN Equity 136 5,707 26.22 26.84 3.17 0.75% (141.82) GSZ FP Equity 764 8,189 24.60 26.90 7.72 1.21% (145.65) HAL US Equity 1,023 5,408 48.07 57.16 19.20 0.99% 36.77 HD US Equity 2,664 13,333 66.67 79.99 28.76 0.69% (1.94) HMB SS Equity 539 6,110 40.79 44.38 9.59 0.92% (106.24) HON US Equity 6,195 11,930 61.10 92.83 86.39 0.60% (85.92) HPQ US Equity 1,894 7,287 25.38 31.97 23.89 1.09% 174.07 HSBA LN Equity 49 (4,180) 9.90 9.78 1.31 0.90% 42.03 IBE SM Equity 1,645 7,382 5.54 6.77 36.67 0.61% (68.12) IBM US Equity (62) (5,036) 184.74 187.02 •2.11 0.59% (43.34) IMT LN Equity 1,194 10,924 35.95 39.88 11.61 0.94% (198.57) INTC US Equity 644 10,118 23.86 25.38 10.55 0.60% 135.23 ISP IM Equity 3,536 5,699 1.93 3.13 52.24 1.19% (46.72) ITUB US Equity 225 (5,909) 13.81 13.29 2.55 1.49% (125.08) ITUB4 BZ Equity 94 (6,366) 13.54 13.34 1.11 1.34% (91.05) ITW US Equity 2,620 14,011 67.84 80.52 29.77 0.63% (89.08) ITX SM Equity 19 (4,597) 147.96 147.33 0.39 1.07% 58.14 JCI US Equity 2,222 5,930 34.13 46.91 39.14 0.96% 26.62 JNJ US Equity 4,458 12,994 69.83 93.78 65.71 0.52% (7.33) JPM US Equity 1,232 8,516 52.29 59.85 15.77 0.92% 252.36 KMB US Equity 240 7,934 106.69 109.91 4.78 0.63% (54.72) KMI US Equity 769 (8,600) 34.31 31.24 11.53 0.78% 4.23 KO US Equity 99 (6,962) 38.83 38.28 2.75 0.52% 22.92 LBTYA US Equity (38) 2,272 84.91 83.51 •1.70 0.99% (25.65) LBTYK US Equity 84 1,975 78.04 81.35 4.93 0.86% (20.73) LIN GR Equity (175) 8,087 197.94 193.74 •2.70 0.80% (121.40) LLOY LN Equity 3,171 7,073 0.89 1.30 47.86 0.94% (216.03) LLY US Equity (17) 2,868 58.84 58.49 -0.70 0.84% (36.34) LMT US Equity 620 2,016 122.48 160.16 36.67 0.84% (37.74) LNKD US Equity (4) (771) 203.55 204.54 A.27 1.83% (7.57) LOW US Equity 174 7,829 48.41 49.49 2.51 0.89% (52.13) LVS US Equity 2,241 6,808 61.33 81.52 29.56 1.11% (99.43) LYB US Equity 1,194 2,297 59.29 90.11 64.29 0.81% 6.60 MA US Equity 11,815 17,711 46.99 78.34 81.98 0.81% (179.06) MAERSKB DC Equity 5,215 14,148 8,212.58 11,239.41 29.85 1.23% (466.53) MC FP Equity (138) 3,466 183.14 176.15 -5.60 0.71% (39.21) MCD US Equity (104) (5,579) 94.88 96.64 .3.46 0.54% (8.50) MCK US Equity 258 2,135 164.56 184.42 16.19 0.75% 22.28 MDIZ US Equity 2,611 13,641 28.68 34.17 32.07 0.60% 3.90 MDT US Equity 7,865 20,811 43.22 59.56 57.81 0.65% (234.38) MET US Equity 1,567 7,556 44.37 53.57 21.33 0.97% 110.69 MFC CN Equity 4,353 8,003 12.38 19.11 62.78 0.87% 169.98 MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,759 21,331 96.89 132.14 64.44 0.56% 48.38 MO US Equity 12 6,937 36.13 36.19 0.30 0.59% (16.07) EFTA00293260 MON US Equity 847 11,917 106.02 113.55 10.30 0.69% 22.34 MOS US Equity • - 48.83 0.82% MRK US Equity 1,250 11,519 50.08 55.52 15.49 0.70% (180.37) MS US Equity 302 1,649 27.57 32.61 16.30 1.12% 56.37 MSFT US Equity 1,106 7,509 35.01 40.17 19.44 0.76% 192.25 MUV2 GR Equity 383 6,116 197.70 210.09 9.49 0.66% 27.75 NAB AU Equity 20 7,534 31.14 31.22 0.32 0.84% (44.40) NCM AU Equity • - 9.75 1.98% NEE US Equity 4,132 14,649 72.62 93.10 43.45 0.65% (98.95) NEM US Equity 2,159 (7,392) 34.95 24.74 18.10 1.61% 23.26 NESN VX Equity 459 9,821 69.64 72.89 7.39 0.63% (183.43) NG/ IN Equity 1,720 12,114 11.82 13.50 21.61 0.66% (275.73) NKE US Equity 997 5,145 66.10 78.91 22.88 0.85% (41.90) NOK US Equity 3,972 4,498 3.96 7.46 67.31 1.31% (120.48) NOV US Equity (63) 2,243 75.90 73.85 .3.17 0.88% (6.05) NOVN VX Equity 4,922 18,291 63.81 80.98 34.30 0.78% (321.82) NOVOB DC Equity 1,202 9,444 40.35 45.48 13.06 0.97% (146.91) NSC US Equity 1,938 9,590 80.49 96.76 26.48 0.76% (89.06) NVS US Equity 3,835 15,510 65.07 81.16 32.90 0.75% (115.48) OGXP3 BZ Equity 5,052 (5,180) 4.20 0.10 30.81 3.17% 277.59 OR FP Equity 25 (2,275) 161.41 159.66 1.17 0.93% 35.75 ORA FP Equity 434 5,434 12.87 13.89 5.47 1.46% (94.00) ORCL US Equity 1,111 7,533 33.38 38.31 20.92 0.70% 15.10 OX? US Equity (201) 7,355 94.97 92.45 .3.21 0.85% (250.12) PBR US Equity 401 (2,814) 13.30 11.40 8.55 1.67% (147.06) PBR/A US Equity 417 (2,795) 13.87 11.80 8.98 1.66% (134.08) PCLN US Equity 1,066 3,043 956.05 1,290.87 28.10 1.25% (10.37) PCP US Equity 2,689 13,710 212.47 254.15 23.72 0.83% 134.60 PEP US Equity (8) 4,644 81.78 81.64 0.28 0.62% 5.39 PETR3 BZ Equity 418 (2,923) 6.68 5.73 8.49 1.68% (152.84) PETR4 BZ Equity 474 (3,123) 7.01 5.94 9.27 1.64% (141.25) PFE US Equity 4,829 21,828 26.10 31.88 34.40 0.64% 45.23 PG US Equity 73 4,762 77.33 78.51 2.43 0.63% (40.70) PHIA NA Equity • 33.19 1.05% PM US Equity 647 (10,166) 85.47 80.03 9.11 0.70% 38.98 PNC US Equity 1,140 8,425 75.96 86.24 18.00 0.75% 152.07 POT CN Equity - 34.50 0.80% POT US Equity - 34.49 0.83% PRU LN Equity 7,761 10,521 12.76 22.18 71.73 1.03% (134.05) PSA US Equity 475 9,413 158.54 166.53 8.72 0.58% (47.46) PSX US Equity 1,277 6,030 64.65 78.34 20.74 1.02% (67.88) PX US Equity 2,710 16,220 113.42 132.37 31.73 0.53% (142.95) QCOM US Equity 2,086 12,547 66.83 77.94 21.61 0.77% 162.91 QQQ US Equity 6,321 19,920 68.46 90.18 61.95 0.51% (11.66) RAI US Equity 138 6,737 52.22 53.30 1.72 1.19% (35.11) RDS/A US Equity (129) 4,217 73.21 71.04 -4.64 0.66% (53.20) RDS/B US Equity (28) 5,192 75.80 75.39 -0.81 0.66% (68.78) EFTA00293261 RDSA LN Equity 109 4,065 34.51 35.44 4.45 0.60% (76.91) RDSA NA Equity (129) 4,084 36.59 35.47 .5.47 0.58% (65.88) RDSB LN Equity 29 4,580 37.36 37.60 0.98 0.65% (83.94) REGN US Equity 538 6,240 302.78 328.91 5.52 1.56% (40.60) RIO AU Equity 45 (2,870) 55.84 54.96 1.28 1.24% 62.54 RIO LN Equity (249) 4,599 54.57 51.77 .4.06 1.33% (66.27) RIO US Equity (201) 4,934 53.95 51.84 .2.82 1.45% (8.30) ROG VX Equity 6,595 17,035 212.78 295.16 51.30 0.75% (174.42) RY CN Equity (75) 4,764 65.11 64.10 -2.88 0.55% (13.71) SAB LN Equity (187) 6,565 47.44 46.12 .3.54 0.81% (126.04) SAN FP Equity 201 (6,174) 103.67 100.29 3.69 0.88% 82.09 SAN SM Equity 508 7,256 8.35 8.93 7.91 0.88% (95.98) SAN US Equity 445 5,315 8.28 8.97 8.36 1.00% (14.47) SAP GR Equity (140) 2,995 80.09 76.52 -5.34 0.87% (46.36) SAP US Equity (148) 3,228 80.14 76.62 .5.07 0.90% (40.15) SBUX US Equity 89 3,531 74.69 76.57 2.69 0.93% 24.79 SGO FP Equity 2,411 7,836 44.08 57.65 24.34 1.26% (166.17) SI US Equity 673 4,504 114.69 131.82 14.76 1.01% 4.82 SIE GR Equity 786 5,345 114.81 131.70 15.65 0.94% 6.44 SLB US Equity 898 6,528 79.94 90.94 18.51 0.74% 25.98 SMSN LI Equity 659 (7,260) 644.51 586.02 9.76 0.93% 141.04 SO US Equity (29) 2,631 42.98 42.52 .2.10 0.52% (33.56) SPG US Equity (10) 1,795 160.17 159.29 0.88 0.63% (17.89) SREN VX Equity 1,400 10,006 80.46 91.72 16.77 0.83% (139.72) STAN LN Equity 664 (5,786) 22.05 19.52 11.93 0.96% 79.90 STL NO Equity 410 8,306 25.81 27.09 5.38 0.92% (150.48) STT US Equity (49) (1,696) 65.84 67.75 .2.76 1.05% (46.42) SU CN Equity • (929) 32.45 32.45 0.00 0.54% 6.85 SU FP Equity 173 6,518 84.31 86.55 2.61 1.02% (107.57) SU US Equity (19) 737 33.27 32.42 .4.90 0.53% (3.34) SWEDA SS Equity 504 6,088 24.78 26.83 7.30 1.13% (475.57) SYNN VX Equity (90) (8,069) 359.52 363.55 •1.43 0.78% 125.95 T US Equity 102 (8,928) 34.20 33.81 1.84 0.62% (193.12) TD CN Equity 118 8,245 45.38 46.03 2.42 0.59% (39.06) TEF SM Equity (60) 3,631 15.62 15.37 .2.03 0.81% (38.07) TEF US Equity (51) 3,406 15.55 15.32 .1.62 0.93% (5.68) TGT US Equity 671 (10,717) 63.57 59.59 6.85 0.91% 13.15 TJX US Equity 2,946 9,492 46.31 60.69 46.78 0.66% (8.89) TLS AU Equity (74) 6,561 4.58 4.53 .1.80 0.63% (58.28) TLSN SS Equity (40) 4,427 7.59 7.52 .1.00 0.90% (56.24) TM US Equity 508 (6,829) 115.81 107.20 9.23 0.81% 120.46 TMO US Equity 9,629 10,218 63.59 123.51 124.90 0.75% 52.54 TOT US Equity 479 5,823 59.06 63.92 9.54 0.86% (84.36) TRP CN Equity (126) (6,953) 43.75 44.54 -2.87 0.63% 71.93 TRV US Equity (25) 4,763 83.58 83.14 -0.89 0.59% (26.09) TSCO LN Equity 1,074 (7,398) 5.65 4.83 13.51 1.07% 164.03 TWC US Equity 782 5,234 120.22 138.17 16.26 0.92% 98.96 EFTA00293262 TWX US Equity 28 7,395 66.41 66.66 0.52 0.74% (64.25) TXN US Equity 4,046 12,205 34.93 46.51 42.34 0.78% 307.23 TYC US Equity 10,885 24,080 29.17 42.35 66.91 0.68%