EFTA00293133.pdf

Atorus,LLC 3/13/2014 Current Date: 3/13/2014 Change 0 !,ay: 1.67% Total Return since 1/1/1 81.52% MSCI World Change on 712M Return: 35.66% Day .0.83% T90 Day Return: 13.06% No of Positions T30 Day Return: 4.01% (+MTM) on Day 151 Current Long Exposure 4,747,194 No of Positions (-MTM) Current Short Exposure (1,058,958) on Day 299 Net Exposure: 3,688,237 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,815,248 Current Leverage (Gross Exposures): 3.20 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor cally T24M (+) NAV Days 51% T24M Avg. Daily NAV (+) 1.03% T24M Avg. Daily NAV (..) .0.89% Target Vo!adj. Risk Liste 50.00% Target Vol-Adj. Risk Glot 50.00% Targeted Max Loss (ex•L 10.00% Leverage Target At Ince 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 eat h investor. T24M Sharpe Ratio: 1.191 Historical Sharpe & Note 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 2,0031000.00 3800,000.00 1.603.000.00 1,000,000.00 1,200,000.00 — NAV 1,000,000.00 600)300.00 600=00 N cl N N N in in m m el n1 O 0 N 0 N O N 0 0 Nri .-§ N .-i N .-• N ri N .-§ 0 no 0 0 Ci ci in ul 1% 01 ;Z ri EFTA00293133 Atorus, LLC 3/13/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Largest MTM Gains Current Posi ions (90th Percentile (@ cost ex-MTM) Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.95% 45 Positions 28.86% XAG Curncy (20,150) 0.35% QQQ US Equity 6,326 0.34% 180V Index (22,524) 0.39% EDF FP Equity 6,432 0.35% COI Comdty (24,622) 0.42% DAI GR Equity 6,604 0.36% MEXBOL Index (26,146) 0.45% ROG VX Equity 6,680 0.36% INDEXCF Index (26,563) 0.46% SMI Index 6,894 0.37% ZA_TSY CREDIT (33,149) 0.57% CA_TSY CREDIT 6,917 0.37% SHCOMP Index (33,700) 0.58% CMCSK US Equity 7,030 0.38% JP_TSY CREDIT (59,678) 1.03% GS US Equity 7,164 0.39% SXDP Index 61,075 1.05% ACA FP Equity 7,221 0.39% SPX Index 62,272 1.07% PSI20 Index 7,332 0.40% CH_TSY CREDIT 62,439 1.07% BMY US Equity 7,431 0.40% DK_TSY CREDIT 67,396 1.16% DAX Index 7,480 0.41% FR_TSY CREDIT 69,707 1.20% AMGN US Equity 7,506 0.41% AT_TSY CREDIT 71,796 1.23% HEX Index 7,766 0.42% BE_TSY CREDIT 72,869 1.25% MMM US Equity 7,810 0.42% NL_TSY CREDIT 72,937 1.25% MDT US Equity 7,990 0.43% STBCNZL Index 73,231 1.26% ASE Index 7,997 0.43% FI_TSY CREDIT 74,240 1.28% BEL20 Index 8,213 0.44% DE_TSY CREDIT 74,397 1.28% IT_TSY CREDIT 8,272 0.45% lE_TSY CREDIT 78,270 1.35% IBEX Index 8,390 0.45% AU_TSY CREDIT (79,133) 1.36% BAYN GR Equity 8,613 0.47% MY_TSY CREDIT (92,252) 1.59% PRU LN Equity 8,686 0.47% SG_TSY CREDIT (95,749) 1.65% XLY US Equity 8,794 0.48% CA_TSY CREDIT (97,153) 1.67% SXAP Index 9,296 0.50% LUXXX Index 9,941 0.54% TMO US Equity 10,056 0.54% BAC US Equity 10,327 0.56% SXOP Index 10,344 0.56% ES_TSY CREDIT 10,634 0.58% KFX Index 10,786 0.58% TYC US Equity 11,244 0.61% SXMP Index 11,337 0.61% MA US Equity 11,588 0.63% SXIP Index 12,187 0.66% CELG US Equity 12,809 0.69% XLV US Equity 12,967 0.70% NDX Index 14,443 0.78% RTY Index 14,848 0.80% SPX Index 17,646 0.96% SXTP Index 23,136 1.25% EFTA00293134  SXDP Index 23,848 1.29% ISEQ Index 25,563 1.38% lE_TSY CREDIT 31,595 1.71% GILD US Equity 32,057 1.74% STBCNZL Index 32,687 1.77% No. Names by Catego APAC Long 30 APAC Short 21 EMEA Long 76 EMEA Short 14 AMER Long 169 AMER Short 45 EquityCom Long 65 EquityCom Short 7 G20 Rates Long 15 G20 Rates Short 8 Total Long 355 Total Short 95 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 ■ APAC Long $1,500,000 ■ APAC Short ■ EMEA Long $1,000,000 ■ EMEA Short ■ AMER Long $500,000 ■ AMER Short ■ EquityCom Long ■ EquityCom Short I G20 Rates Long ■ G20 Rates Short EFTA00293135 Atorus, LLC 3/13/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 -AREA 2,000,000 (MCA -AMER 500,000 1,000,000 Eq 'iy< -G20 Rates . ..NexEposure MIS ,,p, c. (pi .Pg 01'60- tic.01'iN,01. ,,k ci <P' it 4,,P" .1 Sr 1 <19 11000.0001 o'Cb o oc`, o'Cb o^ , ` o%b (A\000) \ 12.000.0001 (1,000,0001 13,030.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00293136 Atorus, LIC 3/13/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorl EFTA00293137 Atorus, LLC 3/13/2014 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-1st percentiles) Øm 50.00 40.00 30.m 20.00 MO om . , ;S )14:r tsr ‹, . i, (../ li:V,$)9 .«,) .,z,V4) . SYW A . (3‹.:YA . 4/ 4„,y, ,,,,p /d,y Percentile No. Vol Days 0.00% .8.48 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.38 (<7 Vol Days) 1.50% 10.00% -1.94 MTM Gains(Losses) % of NAV "Signficant" 15.00% -0.71 (>7 Vol Days) 50.89% 20.00% 0.15 25.00% 1.20 30.00% 2.16 35.00% 3.68 40.00% 4.79 45.00% 6.35 50.00% 8.20 55.00% 9.75 60.00% 13.28 65.00% 16.41 70.00% 18.67 75.00% 23.17 80.00% 26.94 85.00% 36.67 90.00% 44.66 95.00% 58.18 100.00% 194.51 EFTA00293138 Atorus, LLC 3/13/2014 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 (12) (5,144) 51.62 51.73 -0.27 0.84% 66.90 005380 KS Equity (9) 1,799 217.13 216.07 -0.42 1.16% (33.48) 005490 KS Equity 171 (3,782) 273.49 261.14 4.77 0.95% (14.66) 005930 KS Equity 362 (6,558) 1,285.62 1,214.60 6.24 0.89% 2.03 012330 KS Equity 728 5,282 244.69 278.41 12.88 1.07% (40.56) 1 HK Equity 159 8,073 15.56 15.86 2.09 0.94% (13.32) 1299 HK Equity (101) 2,729 4.82 4.64 -4.12 0.90% (32.26) 13 HK Equity 2,738 12,243 11.40 13.95 21.23 1.05% 156.77 16 HK Equity 611 (9,935) 12.66 11.88 8.08 0.76% 116.49 27 HK Equity (3) 123 9.67 9.45 -1.43 1.69% (1.15) 2914 JP Equity 232 (4,719) 32.47 30.87 3.57 1.37% (18.64) 3382 JP Equity (9) 3,411 37.70 37.60 -0.20 1.26% 16.36 4063 JP Equity 119 (4,536) 56.40 54.93 2.15 1.22% (17.58) 4502 JP Equity 62 2,417 46.86 48.06 3.76 0.68% 10.51 4689 JP Equity (1) 1,224 6.07 6.07 -0.09 1.33% 5.61 5 HK Equity (40) 760 10.58 10.05 -6.88 0.77% (5.03) 5108 JP Equity 9 3,498 36.36 36.45 0.19 1.28% 3.80 5401 JP Equity 241 (3,709) 2.99 2.79 4.63 1.40% (45.04) 6301 JP Equity (173) (3,515) 20.64 21.65 -3.82 1.29% (42.28) 6752 JP Equity 1,542 4,145 9.01 12.36 16.24 2.29% 0.37 6902 JP Equity 2,394 9,730 41.48 51.68 19.87 1.24% 139.68 6954 JP Equity 433 6,393 157.65 168.34 4.64 1.46% 42.18 7201 JP Equity 114 (3,743) 8.85 8.58 2.84 1.07% (6.58) 7203 JP Equity 61 (3,073) 57.44 56.30 1.73 1.15% (20.17) 7267 JP Equity (60) (4,885) 36.43 36.87 -1.06 1.15% (16.66) 762 HK Equity 692 (4,567) 1.41 1.20 13.33 1.14% 67.20 7751 JP Equity 209 (6,865) 31.44 30.48 2.80 1.09% (92.92) 8031 JP Equity (56) 1,194 15.37 14.69 -3.74 1.25% (16.69) 8058 JP Equity (61) 3,003 19.27 18.88 -1.80 1.13% 12.96 8306 JP Equity 76 (2,979) 5.88 5.73 2.05 1.24% 6.06 8316 JP Equity 98 (2,505) 45.91 44.11 2.72 1.44% 1.17 8411 JP Equity (7) 151 2.11 2.02 -4.30 1.09% 0.16 8604 JP Equity 48 (2,467) 6.76 6.63 1.43 1.36% 15.80 8801 JP Equity (18) 1,330 31.22 30.79 -0.84 1.65% (12.31) 8802 JP Equity 105 (5,009) 24.84 24.31 1.36 1.55% 36.84 9020 JP Equity 80 (3,967) 77.53 75.97 1.91 1.06% (35.64) 941 HK Equity 1,330 (11,351) 10.25 9.05 18.95 0.62% (6.03) 9432 JP Equity 628 6,077 53.19 58.69 7.24 1.43% 167.69 9433 JP Equity 3,430 9,476 42.13 57.38 23.56 1.54% (39.95) 9437 JP Equity (162) (5,749) 15.71 16.15 -2.94 0.96% (9.15) 9983 JP Equity (58) 3,177 368.95 362.37 -1.28 1.42% 21.76 EFTA00293139 9984 JP Equity 1,408 1,678 42.69 78.51 45.68 1.84% 42.01 AAPL US Equity 236 7,877 518.25 533.76 4.16 0.72% (20.20) ABB US Equity 643 10,408 23.59 25.05 7.29 0.85% (122.95) ABBN VX Equity 563 8,703 23.63 25.16 7.64 0.85% (49.31) ABBV US Equity 211 5,335 49.49 51.44 3.91 1.01% (6.06) ABEV US Equity 255 (7,232) 7.25 6.99 2.66 1.32% 25.50 ABEV3 BZ Equity 66 (6,923) 7.08 7.01 0.78 1.24% 26.21 ABI BB Equity (29) 6,721 102.02 101.58 -0.53 0.82% (18.86) ABT US Equity 61 4,097 38.87 39.44 2.25 0.66% (21.85) ABX CN Equity (32) (753) 19.79 20.63 -3.00 1.41% (13.64) ABX US Equity (30) (721) 19.80 20.63 -2.85 1.46% (13.96) ACA FP Equity 7,188 5,408 6.83 15.92 112.10 1.19% (33.07) ACE US Equity 135 6,435 95.44 97.44 3.68 0.57% 7.70 ACN US Equity 620 10,703 77.97 82.48 9.23 0.63% (57.52) ADP US Equity 77 1,193 72.36 77.03 9.99 0.65% (7.82) AFL US Equity 65 7,973 63.79 64.31 1.46 0.56% (60.71) AGN US Equity 1,606 9,417 110.08 128.85 19.98 0.85% 84.56 Al FP Equity (81) 5,434 135.68 133.70 -1.96 0.76% (72.65) AIG US Equity 37 4,012 48.66 49.11 0.95 0.96% (55.82) AIR FP Equity 3,349 5,221 42.47 69.72 61.33 1.05% 31.67 ALV GR Equity 2,572 7,550 125.64 168.45 37.27 0.91% (77.49) ALVG IX Equity 1,937 5,742 126.13 168.68 37.88 0.89% (51.38) AMGN US Equity 7,309 22,886 94.49 124.67 30.21 1.06% (195.02) AMT US Equity 602 10,655 76.29 80.60 7.63 0.74% (30.39) AMZN US Equity 4,342 14,103 287.66 376.22 23.39 1.32% 402.05 ANZ AU Equity 80 4,457 28.64 29.16 2.22 0.81% 62.47 APA US Equity 306 (6,870) 82.74 79.05 4.44 1.00% 18.76 APC US Equity (47) (6,360) 81.31 81.91 -0.87 0.84% 39.34 AXP US Equity 2,890 10,373 71.56 91.50 32.75 0.85% (147.51) AZN LN Equity 4,200 12,676 49.80 66.30 35.32 0.94% (35.13) AZN SS Equity 3,646 11,669 50.40 66.15 33.39 0.94% (82.03) AZN US Equity 3,966 12,432 49.96 65.89 33.85 0.94% (139.14) BA US Equity 1,944 3,590 79.84 123.07 50.24 1.08% (57.60) BAC US Equity 10,376 10,884 8.82 17.23 108.87 0.88% 48.84 BARC LN Equity (112) 1,059 4.36 3.95 -8.07 1.31% 16.51 BAS GR Equity 677 7,333 97.30 106.28 8.89 1.04% (189.64) BATS LN Equity 45 5,318 52.90 53.34 0.92 0.91% (14.87) BAX US Equity (47) (8,047) 66.82 67.21 -0.93 0.62% 49.92 BAYN GR Equity 8,324 11,757 76.64 130.89 68.65 1.03% (285.33) BBAS3 BZ Equity (26) (1,954) 8.07 8.18 -0.71 1.84% (28.32) BBD US Equity 804 (6,743) 12.96 11.41 9.11 1.31% 19.13 BBDC4 BZ Equity 571 (7,252) 12.36 11.38 5.75 1.37% 61.04 BBL US Equity 5 (1,220) 59.81 59.58 0.35 1.10% (1.11) BBVA SM Equity 1,252 5,790 10.12 12.31 20.31 1.07% (53.50) BCE CN Equity 91 (6,644) 43.17 42.58 2.17 0.63% 3.60 Bcs US Equity (140) 1,279 17.51 15.78 -8.32 1.32% 13.45 BEN US Equity (4) 2,956 52.08 52.01 -0.13 1.04% (35.08) EFTA00293140 BG/ LN Equity (83) (3,297) 17.42 17.86 -3.42 0.73% (10.09) BHP AU Equity (296) 6,689 34.26 32.81 -3.98 1.11% 138.35 BHP US Equity (296) 6,839 67.65 64.84 -4.58 0.95% 59.58 BIIB US Equity 386 1,066 245.93 334.99 25.15 1.44% (11.82) BIL Sl Equity 21 (2,110) 30.35 30.04 0.78 1.29% (8.08) BK US Equity 202 5,398 31.95 33.15 4.50 0.83% (8.45) BLK US Equity 122 1,171 274.17 302.77 10.94 0.95% (19.36) BLT LN Equity (1) (1,226) 29.95 29.97 -0.06 1.11% (9.77) BMO CN Equity 21 8,370 65.44 65.61 0.41 0.62% (22.50) BMW GR Equity 723 5,076 98.63 112.67 14.54 0.98% 82.44 BMY US Equity 7,275 13,669 35.71 54.72 46.43 1.15% (154.30) BN FP Equity 82 (3,684) 70.54 68.96 2.82 0.79% 1.38 BNP FP Equity 1,548 5,498 61.78 79.18 24.96 1.13% (17.71) BNS CN Equity 76 5,030 57.60 58.48 2.36 0.64% 3.49 BP/ LN Equity 288 9,797 7.76 7.99 4.43 0.66% (43.48) BRK/B US Equity 519 9,467 117.98 124.45 7.50 0.73% (30.03) BSBR US Equity 1,815 (8,171) 6.18 4.81 14.99 1.48% 110.05 BUD US Equity (7) 6,846 102.05 101.95 -0.12 0.83% 10.13 BX US Equity 311 2,976 30.31 33.48 9.63 1.09% (32.29) C US Equity (61) 1,811 49.09 47.50 -3.27 1.02% (16.13) CA FP Equity 447 2,976 32.90 37.84 14.25 1.05% (38.99) CAT US Equity 1,039 10,676 87.51 96.03 12.73 0.76% (84.27) CBA AU Equity 76 8,462 67.92 68.53 1.17 0.77% 70.89 CBS US Equity 413 1,267 49.35 65.45 26.69 1.22% (7.42) CCL US Equity 541 7,821 36.20 38.71 7.14 0.97% (54.90) CELG US Equity 12,698 15,111 85.54 157.41 71.91 1.17% (110.24) CFR VX Equity (143) 3,973 99.32 95.87 -3.70 0.97% (31.50) CL US Equity 1,418 18,685 58.99 63.47 14.64 0.52% 100.37 CM CN Equity 356 8,334 82.53 86.05 7.10 0.60% (4.81) CMCSA US Equity 4,231 17,408 40.65 50.52 26.88 0.90% (144.60) CMCSK US Equity 6,888 18,900 36.26 49.48 39.07 0.93% (141.76) CNI US Equity 1,372 12,873 51.38 56.85 18.61 0.57% 29.18 CNQ CN Equity 0 7,768 35.76 35.76 0.00 1.01% (38.65) CNR CN Equity 1,349 12,425 51.30 56.86 18.34 0.59% (5.33) COF US Equity 491 6,077 67.68 73.15 8.80 0.92% (77.19) COP US Equity 39 (7,980) 66.64 66.31 0.85 0.58% 9.36 COST US Equity (58) 7,901 115.72 114.88 -1.11 0.66% (24.54) COV LN Equity 183 2,442 #N/A N/A 22.97 0.33% COV US Equity 768 6,640 63.69 71.05 18.30 0.63% (5.31) CRM US Equity 92 2,054 56.89 59.44 3.05 1.47% (53.37) CS FP Equity 2,029 6,734 19.39 25.23 29.09 1.04% (95.29) CSCO US Equity 35 (4,977) 21.79 21.64 0.92 0.77% 28.12 CSX US Equity 1,292 8,914 25.07 28.71 17.86 0.81% 6.40 CVE CN Equity 818 (10,449) 28.70 26.45 10.10 0.77% (105.72) CVS US Equity 1,627 10,885 63.22 72.67 23.61 0.63% 19.54 CVX US Equity (169) (8,207) 112.39 114.70 -3.04 0.68% 67.24 0 US Equity 1,908 12,240 60.05 69.41 20.34 0.77% 149.46 EFTA00293141 DAI GR Equity 6,464 13,908 62.20 91.12 36.79 1.26% (139.23) DBK GR Equity (115) 2,431 46.51 44.42 -4.06 1.16% (44.68) DD US Equity 2,618 12,432 54.56 66.06 28.78 0.73% (52.22) DDAIF US Equity 3,576 8,377 63.20 90.18 30.71 1.39% (217.92) DE US Equity 230 8,122 85.65 88.07 4.19 0.67% (57.43) DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,341 9,889 51.34 73.87 41.70 1.05% (94.02) DGE LN Equity (49) 1,190 31.40 30.16 -1.77 2.32% (0.85) DHR US Equity 3,948 14,097 58.57 74.97 46.07 0.61% (190.88) DIS US Equity 1,739 9,908 68.36 80.36 16.10 1.09% (79.64) DISCA US Equity 82 5,840 83.18 84.35 1.24 1.14% (19.54) DNB NO Equity 1,309 9,735 15.77 17.89 16.26 0.83% (24.14) DOW US Equity 2,354 6,832 36.41 48.95 45.10 0.76% (10.24) DPW GR Equity 125 547 28.24 34.69 20.66 1.11% (18.41) DTE GR Equity 4,054 13,640 12.22 15.85 25.49 1.17%[ (339.98) DTV US Equity 2,783 10,513 61.84 78.22 37.18 0.71% 0.90 DUK US Equity (140) (8,822) 69.60 70.71 -3.27 0.49% (77.24) DVN US Equity 63 8,507 62.34 62.80 0.98 0.75% (19.17) EBAY US Equity 346 6,678 54.29 57.10 6.05 0.86% (63.90) Ea US Equity 425 9,210 105.22 110.07 7.00 0.66% (43.97) EDF FP Equity 6,281 9,189 23.45 39.47 70.98 0.96% (150.20) EMC US Equity 843 9,291 24.95 27.21 11.92 0.76% 55.90 EMR US Equity (15) 594 64.97 63.35 -3.80 0.67% (4.85) EMI CN Equity 15 3,499 44.14 44.33 0.66 0.64% (1.16) ENEL IM Equity 2,060 7,503 4.32 5.50 24.30 1.13% 254.54 ENI IM Equity 69 7,309 23.75 23.97 1.33 0.71% (25.30) EOAN GR Equity 25 2,996 18.77 18.92 0.90 0.91% (10.55) EOG US Equity 1,544 5,573 143.99 183.88 32.29 0.86% (31.30) EPD US Equity 747 10,799 62.55 66.88 11.99 0.58% (23.33) ERICB SS Equity 285 6,004 12.27 12.85 5.44 0.87% 31.13 ESRX US Equity 1,694 9,815 66.69 78.20 22.58 0.76% (39.22) ETN US Equity 29 5,260 72.48 72.87 0.50 1.08% (50.44) F US Equity (104) (3,621) 14.82 15.24 -3.37 0.85% 11.78 FB US Equity 1,515 2,630 44.06 69.43 37.50 1.54% (67.86) FCX US Equity (51) 595 33.31 30.68 -7.23 1.18% (5.63) FDX US Equity 707 5,338 120.94 136.95 18.68 0.71% (22.38) FOX US Equity (95) 5,624 32.29 31.75 -1.79 0.94% (58.12) FOXA US Equity (133) 5,673 33.13 32.37 -2.28 1.03% (61.14) FP FP Equity 542 11,013 60.83 63.82 6.40 0.77% (46.42) G IM Equity 273 4,486 21.32 22.62 6.75 0.90% 6.49 GE US Equity 1,865 13,140 22.32 25.48 16.48 0.86% (142.54) GILD US Equity 31,496 13,861 24.02 78.62 194.51 1.17% (553.76) GIS US Equity 532 13,333 49.12 51.08 7.23 0.55% (35.31) GLE FP Equity 885 3,248 49.51 62.99 18.57 1.47% (36.99) GLEN LN Equity 140 (2,731) 5.39 5.12 3.57 1.44% (1.40) GLW US Equity 2,166 11,376 16.17 19.25 22.97 0.83% (34.31) GM US Equity 327 1,536 28.27 34.28 16.70 1.27% (32.66) EFTA00293142 GOOG US Equity 4,882 12,428 857.75 1,194.72 53.97 0.73% (51.11) GS US Equity 7,047 13,671 110.98 168.18 63.66 0.81% (116.43) GSK LN Equity 238 5,707 26.22 27.31 5.74 0.73% (31.76) GSZ FP Equity 645 8,189 24.60 26.54 7.26 1.09% (22.91) HAL US Equity 788 5,408 48.07 55.08 13.88 1.05% (8.31) HD US Equity 2,550 13,333 66.67 79.42 24.48 0.78% (206.38) HMB SS Equity 548 6,110 40.79 44.44 10.45 0.86% (50.88) HON US Equity 6,307 11,930 61.10 93.40 85.26 0.62% (14.81) HPQ US Equity 1,074 7,287 25.38 29.12 15.85 0.93% (129.96) HSBA LN Equity (23) 304 10.74 9.99 -8.32 0.91% (0.28) IBE SM Equity 1,504 7,382 5.54 6.67 33.21 0.61% (47.20) IBM US Equity (5) (5,036) 184.74 184.91 A.18 0.52% 41.41 IMT LN Equity 1,487 10,924 35.95 40.84 14.87 0.92% (103.34) INTC US Equity 342 9,784 23.81 24.64 5.54 0.63% (45.41) ISP IM Equity 3,529 5,699 1.93 3.12 52.96 1.17% (21.22) ITUB US Equity 454 (5,909) 13.81 12.75 5.08 1.51% 31.98 ITUB4 BZ Equity 94 (6,366) 13.00 12.81 1.07 1.39% 28.28 ITW US Equity 2,827 14,011 67.84 81.52 32.12 0.63% (74.23) ITX SM Equity 182 (4,597) 147.96 142.11 3.92 1.01% 58.03 JCI US Equity 2,765 7,907 34.13 46.06 33.65 1.04% (168.00) JNJ US Equity 4,394 12,630 69.31 93.43 56.39 0.62% 26.43 JPM US Equity 877 8,516 52.29 57.67 12.11 0.85% (15.28) KMB US Equity 241 7,934 106.69 109.93 4.28 0.71% 29.05 KMI US Equity 775 (7,123) 34.96 31.16 13.43 0.81% 58.09 KO US Equity 112 (6,962) 38.83 38.21 2.79 0.58% 31.90 LBTYA US Equity 75 2,272 84.93 87.74 3.63 0.91% (11.51) LBTYK US Equity 158 1,975 78.04 84.26 9.75 0.82% 5.01 LIN GR Equity 55 8,087 198.03 199.39 0.85 0.81% (115.71) LLOY LN Equity 3,432 7,073 0.89 1.33 49.41 0.98% (69.15) LLY US Equity (7) 2,868 58.84 58.69 0.30 0.86% (12.76) LMT US Equity 674 2,016 122.48 163.45 37.61 0.89% 1.09 LNKD US Equity (11) 670 203.27 200.12 -0.91 1.73% (9.04) LOW US Equity 77 7,829 48.41 48.88 1.06 0.93% (52.17) LVS US Equity 2,390 6,808 61.33 82.86 27.44 1.28% (181.17) LYB US Equity 1,177 2,297 59.29 89.67 54.18 0.95% (21.47) MA US Equity 11,506 17,711 47.01 77.54 65.18 1.00% (81.72) MAERSKB DC Equity 5,942 14,148 8,212.58 11,661.72 35.13 1.20% (155.05) MC FP Equity (83) 3,466 183.33 179.04 -2.73 0.88% (4.91) MCD US Equity (165) (5,579) 94.88 97.69 -5.53 0.54% 49.71 MCK US Equity 256 1,949 162.99 184.38 15.60 0.84% 24.15 MDIZ US Equity 2,863 13,641 28.68 34.70 33.31 0.63% 5.04 MDT US Equity 7,724 20,811 43.22 59.27 45.17 0.82% (263.23) MET US Equity 1,312 7,556 44.37 52.07 16.75 1.04% (73.96) MFC CN Equity 4,409 8,003 12.38 19.19 59.96 0.92% (77.50) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,679 21,331 96.89 131.78 58.39 0.62% (129.88) MO US Equity (13) 6,937 36.13 36.06 -0.26 0.74% (6.75) EFTA00293143 MON US Equity 714 11,917 106.02 112.37 8.34 0.72% 31.68 MOS US Equity 47.86 0.82% MRK US Equity 1,401 11,018 49.85 56.19 15.48 0.82% (110.89) MS US Equity 244 1,649 27.57 31.65 13.97 1.06% 17.50 MSFT US Equity 651 7,177 34.82 37.98 12.17 0.75% (44.92) MUV2 GR Equity 417 7,645 197.70 208.47 8.04 0.68% (134.29) NAB AU Equity 59 7,534 31.14 31.38 0.93 0.84% 102.07 NCM AU Equity • 351 11.09 11.09 0.00 1.98% 18.87 NEE US Equity 4,257 14,649 72.62 93.72 39.09 0.74% 427.80 NEM US Equity 2,033 (7,392) 34.95 25.34 14.55 1.89% (162.70) NESN VX Equity 675 9,821 69.64 74.42 9.52 0.72% (66.94) NG/ IN Equity 1,916 12,114 11.82 13.69 23.42 0.68% (135.05) NICE US Equity 1,015 5,145 66.10 79.15 20.39 0.97% 32.13 NOK US Equity 4,169 4,498 3.96 7.64 69.83 1.33% (66.44) NOV US Equity (49) 4,672 75.96 75.16 -1.11 0.95% (119.01) NOVN VX Equity 5,399 18,291 63.81 82.64 37.91 038% (81.39) NOVOB DC Equity 1,324 9,444 40.35 46.00 10.71 1.31% (24.87) NSC US Equity 1,829 9,590 80.49 95.84 23.66 0.81% (9.87) NVS US Equity 4,101 15,510 65.07 82.28 35.62 0.74% (95.09) OGXP3 BZ Equity 5,052 (5,180) 4.02 0.10 25.24 3.86% 181.82 OR FP Equity (64) 1,952 167.70 162.35 .3.34 0.99% (27.35) ORA FP Equity 645 5,434 12.87 14.40 8.53 1.39% (94.54) ORCL US Equity 1,025 7,533 33.38 37.93 17.48 038% (116.70) OXY US Equity 86 6,810 94.95 96.15 1.84 0.69% 0.36 PBR US Equity 574 (2,814) 13.30 10.58 14.38 1.42% 38.29 PBR/A US Equity 546 (2,795) 13.87 11.16 13.05 1.50% 20.65 PCLN US Equity 1,128 3,043 956.05 1,310.32 30.08 1.23% (58.61) PCP US Equity 2,808 13,710 212.47 255.98 23.39 0.88% (157.30) PEP US Equity 19 4,644 81.78 82.11 0.60 0.68% 0.13 PETR3 BZ Equity 418 (2,923) 6.17 5.29 9.75 1.47% 45.75 PETR4 BZ Equity 474 (3,123) 6.59 5.59 10.17 1.49% 28.14 PFE US Equity 4,438 21,828 26.10 31.41 25.83 0.79% (667.40) PG US Equity 130 4,762 77.33 79.44 4.39 0.62% 18.64 PHIA NA Equity 502 4,318 30.43 33.96 12.27 0.95% (86.14) PM US Equity 712 (10,166) 85.47 79.48 8.72 0.80% (60.08) PNC US Equity 800 7,905 75.52 83.16 13.15 0.77% (5.74) POT CN Equity 3 (1,653) 34.22 34.16 0.17 0.91% (1.49) POT US Equity 3 (669) 34.31 34.16 0.47 0.94% (1.68) PRU LN Equity 8,383 10,521 12.76 22.93 71.14 1.12% (298.35) PSA US Equity 506 9,413 158.54 167.06 8.13 0.66% 30.13 PSX US Equity 1,299 6,030 64.65 78.58 19.94 1.08% (111.89) PX US Equity 2,676 16,099 113.30 132.13 27.20 0.61% 54.30 QCOM US Equity 1,721 12,547 66.83 75.99 18.39 0.75% (152.06) QQQ US Equity 6,171 19,920 68.46 89.67 55.72 0.56% (154.38) RAI US Equity 244 6,737 52.22 54.11 3.09 1.17% 70.60 RDS/A US Equity (89) 4,217 73.25 71.73 -2.79 0.76% (34.89) RDS/B US Equity 59 5,192 75.80 76.66 1.45 0.79% (43.98) EFTA00293144 RDSA LN Equity 169 4,065 34.51 35.95 6.21 0.67% (25.43) RDSA NA Equity (84) 4,084 36.61 35.88 -3.14 0.65% (36.77) RDSB LN Equity 136 4,580 37.36 38.47 4.10 0.72% (23.09) REGN US Equity 598 6,240 302.78 331.79 5.52 1.74% (58.25) RIO AU Equity (66) 1,156 59.85 56.63 -4.99 1.14% 34.53 RIO IN Equity (176) 5,748 54.67 53.05 -2.39 1.28% 67.76 RIO US Equity (161) 4,934 53.98 52.28 -2.26 1.45% (38.53) ROG VX Equity 6,390 17,035 212.78 292.61 44.40 0.84% (285.79) RY CN Equity (11) 4,764 65.13 64.98 -0.39 0.57% 2.14 SAB LN Equity (72) 6,565 47.47 46.95 -1.32 0.83% (58.13) SAN FP Equity 216 (6,174) 103.67 100.05 3.97 0.88% 89.35 SAN SM Equity 552 7,256 8.35 8.98 8.70 0.87% (30.48) SAN US Equity 445 5,315 8.28 8.97 8.20 1.02% (48.77) SAP GR Equity (217) 3,145 81.16 75.91 -8.48 0.81% (39.92) SAP US Equity (242) 3,409 81.19 75.80 -8.22 0.86% (40.92) SBUX US Equity (3) 1,443 75.01 74.84 -0.23 1.00% (6.52) SGO FP Equity 2,445 7,836 44.08 57.84 25.85 1.21% (72.40) SI US Equity 565 6,755 114.69 124.28 8.78 0.95% (131.01) SIE GR Equity 630 7,126 114.81 124.96 9.58 0.92% (118.48) SLB US Equity 844 6,528 79.94 90.28 15.06 0.86% (57.99) SMSN LI Equity 456 (7,260) 644.51 604.04 6.83 0.92% 2.07 SO US Equity (60) (2,750) 42.15 43.07 -4.02 0.54% (43.80) SPG US Equity 43 4,487 160.18 161.72 1.36 0.71% (11.82) SREN VX Equity 1,541 10,006 80.46 92.85 18.50 0.83%[ (341.97) STAN LN Equity 550 (5,283) 22.30 19.98 9.05 1.15% 15.23 STL NO Equity 473 8,306 25.81 27.29 6.25 0.91% 27.63 STT US Equity 35 (1,481) 66.61 65.04 2.16 1.09% 26.26 SU CN Equity (46) 4,576 33.28 32.95 -1.69 0.59% 15.11 SU FP Equity 140 6,518 84.31 86.12 2.24 0.96% (58.38) SU US Equity (49) 4,606 33.29 32.94 -1.77 0.61% 24.01 SWEDA SS Equity 875 6,088 24.78 28.34 17.26 0.83% (13.78) SYNN VX Equity (219) (8,069) 359.52 369.29 -3.10 0.88% 67.38 T US Equity 459 (8,928) 34.20 32.44 7.99 0.64% (28.77) TD CN Equity 220 8,245 45.38 46.59 4.82 0.55% 15.36 TEF SM Equity (57) 3,631 15.69 15.45 -1.90 0.82% (48.20) TEF US Equity (54) 3,406 15.60 15.36 -1.71 0.92% (51.15) TGT US Equity 554 (10,717) 63.57 60.29 5.26 0.98% 122.48 71X US Equity 3,063 9,492 46.31 61.26 44.84 0.72% (6.00) TLS AU Equity 3 6,561 4.59 4.59 0.08 0.63% 42.92 TLSN SS Equity (69) 3,542 7.62 7.47 -2.53 0.77% (54.05) TM US Equity 330 (5,170) 117.86 110.34 7.28 0.88% 39.38 TMO US Equity 9,725 10,218 63.59 124.11 114.01 0.83% (325.30) TOT US Equity 452 5,823 59.06 63.64 9.60 0.81% (40.81) TRP CN Equity (114) (6,953) 43.75 44.47 -2.33 0.70% (23.37) TRV US Equity (44) 4,763 83.57 82.82 -1.55 0.59% (34.51) TSCO LN Equity 848 (7,398) 5.65 5.01 10.45 1.10% 343.22 TWC US Equity 762 5,234 120.22 137.73 16.92 0.86% (34.54) EFTA00293145 TWX US Equity 52 7,395 66.41 66.88 0.83 0.86% (40.05) TXN US Equity 3,711 12,205 34.93 45.55 41.13 0.74% (242.53) TYC US Equity 11,358 24,080 29.17 42.92 69.14 0.68% 114.72 UBS US Equity 439 5,489 19.43 20.99 7.96 1.01% 8.54 UBSN VX Equity 407 5,158 19.51 21.05 8.76 0.90% 3.99 UCG IM Equity 3,215 5,391 5.58 8.91 37.81 1.58% (35.10) ULVR LN Equity