EFTA02700203.pdf

Atorus, LLC 2/7/2014 Current Date: 2/7/2014 Change on Day: 2.20% T12M Return: 35.67% MSCI World Change on Total Return since 1/1/12: 66.67% Day 1.20% Current Long Exposure @ Cost: 3,955,755 Current Short Exposure @ Cost: (1,408,760) Net Exposure: 2,546,995 Current No. of Positions: 455 Starting Capital: 1,000,000 Current NAV: 1,666,737 Current Leverage (Gross Exposures): 3.22 Key Metrics Profit Factor: Historically 2.25X - 3.25X, depending on measurement Interval Win Ratio: 40% - 50% histoncally T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (-) Change -0.92% Target Vol-Adj. Risk Listed Equities 50.00% Target Vol-Adj. Risk Global Macro 50.00% Targeted Max Loss (ex-Leverage) 10.00% Leverage Target At Inception: 2X Notes on Leverage: We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.181 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 2,060,000.00 1,600,030.00 1,600,000.00 1A00,000.00 1,2061000.00 — NAV 1,000,000.00 Mt/MO.00 600,000.00 s I 41, 4 , 4 , 4 , 1, , *, OS (t 9 • Off (155•% t. O% Kir a O' or 9' . ( 61 4). 4 4 4 4 4- 4- co- Co- .. 19 ;Dv v v Nr‘. oz‘ 4) .C>. 4 4 4 A\ 4 ,,,43 EFTA_R1_02065387 EFTA02700203 Atorus, LLC 2/7/2014 Largest Exposures 99th Percentile 1st Largest MTM Gains (95th Percentile MTM Gains % Percentile (€1 cost ex-MTM) NAV) Security I Notional % of Total Notional Security MTM Gain %Total NAV 22 Positions 23.90%1 52 Positions 30.26% SPGSCITR Index (24,852) 0.46% SXKP Index 4,863 0.29% MEXBOL Index (25,761) 0.48% GOOG US Equity 4,875 0.29% NO_TSY CREDIT (27,060) 0.50% XIS US Equity 4,886 0.29% SHCOMP Index (27,300) 0.51% OGXP3 BZ Equity 5,009 0.30% ZA_TSY CREDIT (32,556) 0.61% XAU Comdty 5,153 0.31% XAU Comdty (40,619) 0.76% SX7E Index 5,160 0.31% SPX Index 54,660 1.02% UTX US Equity 5,190 0.31% DE_TSY CREDIT 55,784 1.04% MAERSKB DC Equity 5,212 0.31% NL_TSY CREDIT 58,680 1.09% BMV US Equity 5,308 0.32% JP_TSV CREDIT (58,865) 1.10% ROG VX Equity 5,308 0.32% SXDP Index 60,558 1.13% AMGN US Equity 5,441 0.33% FR_TSV CREDIT 61,947 1.15% CMCSA US Equity 5,530 0.33% CH_TSY CREDIT 62,767 1.17% ACA FP Equity 5,635 0.34% AT_TSY CREDIT 63,655 1.19% MDT US Equity 5,771 0.35% FI_TSY CREDIT 65,822 1.23% ICEXI Index 5,833 0.35% BE_TSY CREDIT 66,880 1.25% IT_TSY CREDIT 5,959 0.36% STBCNZL Index 73,166 1.36% HON US Equity 6,021 0.36% lE_TSY CREDIT 77,261 1.44% GS US Equity 6,111 0.37% AU_TSY CREDIT (78,015) 1.45% ASE Index 6,394 0.38% SG_TSY CREDIT (78,672) 1.47% PRU LN Equity 6,634 0.40% MY_TSY CREDIT (83,609) 1.56% HEX Index 6,720 0.40% CA_TSY CREDIT (103,690) 1.93% V US Equity 6,727 0.40% SXOP Index 6,876 0.41% DAX Index 7,044 0.42% MMM US Equity 7,116 0.43% CA_TSV CREDIT 7,297 0.44% IBEX Index 7,355 0.44% SXAP Index 7,475 0.45% XLY US Equity 7,682 0.46% KFX Index 7,992 0.48% BAYN GR Equity 8,235 0.49% CMCSK US Equity 8,238 0.49% LUXXX Index 8,327 0.50% ES_TSY CREDIT 8,328 0.50% TMO US Equity 8,440 0.51% BAC US Equity 9,760 0.59% TYC US Equity 9,928 0.60% BA US Equity 9,962 0.60% SXIP Index 10,701 0.64% XLV US Equity 10,950 0.66% EFTA_R1_02065388 EFTA02700204  SXMP Index 11,058 0.66% RTY Index 11,290 0.68% NDX Index 11,868 0.71% SPX Index 12,010 0.72% CELG US Equity 12,107 0.73% MA US Equity 12,281 0.74% SXTP Index 19,716 1.18% SXDP Index 20,721 1.24% ISEQ Index 21,798 1.31% lE_TSY CREDIT 27,229 1.63% STBCNZL Index 30,110 1.81% GILD US Equity 38,668 2.32% No. Names by Cate e APAC Long 18 APAC Short 34 EMEA Long 65 EMEA Short 27 AMER Long 146 AMER Short 71 EquityCom Long 50 EquityCom Short 20 Credit Long 15 Credit Short 9 Total Long 294 Total Short 161 EFTA_R1_02065389 EFTA02700205 Atorus, LLC 2/7/2014 Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Gov. Credit) EFTA_R1_02065390 EFTA02700206 Atorus, LLC 2/7/2014 Current Gross Notional Risk by Category 222,306 541,171 ■ APAC ■EMEA 1,310,389 1552,896 • AMER II 1,790,176 • EquityCom • Credit 124M Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 MSCIWOrld 1.15 —ATORUS 0.95 0.75 do. 0G, do, G. ic5 rb '1) .1) 45Q c' Q9 '19 Os 'tS' (Ps 10% ett 4 4 c't t s $ \ s 4 441. Rolling 30 Day Realized Volatility - Atorus 3.00% 1.80% 1.60% 1.40% 1.10% — Roll ng30DayRe 1.00% alizedVd OM% 0.60% 0.40% 0.20% 0.00% 6'•Q• ,yob 9s> tscb eG 0' 4 < t• it -69 o'C' e \ "C 'l. S% 4 ci % C)045 s EFTA_R1_02065391 EFTA02700207 Atorus, LLC 2/7/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) a 50.00 —pit Vol Days by 30.03 Position 10.00 1C4O:1 0A:O cso e cseedr tee tette tette Percentile No. Vol Days 0.00% -7.33 Percentage of MTM Gains(Losse) % of NAV 5.00% -4.06 "Signficant" CO Vol Days) 0.89% 10.00% -2.48 Percentage of MTM Gains(losse) % of NAV 15.00% -1.75 "Signficant" (>7 Vol Days) 48.13% 20.00% -0.87 25.00% 0.00 30.00% 0.89 35.00% 1.96 40.00% 3.18 45.00% 4.46 50.00% 6.82 55.00% 8.64 60.00% 10.29 65.00% 13.63 70.00% 16.47 75.00% 19.54 80.00% 25.26 85.00% 31.56 90.00% 38.38 95.00% 55.13 100.00% 177.31 EFTA_R1_02065392 EFTA02700208 Atorus, LLC 2/7/2014 Current Portfolio -listed Equity Portfolio Current Price PA in Vol MW Realized Security MTM Gain/(Loss) Exp. re) Cost Avg. Price (in USD) Days Vol 000270 KS Equity 241 (4,524) 52.74 49.93 3.89 1.37% 005380 KS Equity (21) 879 219.30 214.13 -1.77 1.37% 005490 KS Equity 91 (4,262) 274.19 268.30 2.37 0.90% 005930 KS Equity 513 (6,487) 1285.63 1183.87 8.64 0.92% 012330 KS Equity 731 4,461 246.52 286.91 13.67 1.20% 1HK Equity 22 (3,723) 14.68 14.60 1.11 0.53% 1299 HK Equity (26) (3,242) 4.57 4.60 -0.90 0.91% 13 HK Equity 1,226 12,106 11.40 12.56 13.08 0.77% 16 HK Equity 351 (9,803) 12.66 12.21 6.87 0.52% 27 HK Equity (5) 122 9.67 9.31 -1.67 2.29% 2914 JP Equity 220 (4,679) 32.47 30.94 3.23 1.45% 3382 JP Equity (29) 3,334 37.84 37.51 -0.71 1.22% 4063 JP Equity 50 (4,523) 56.40 55.78 1.00 1.10% 4502 JP Equity (23) 663 46.86 45.29 -4.20 0.82% 4689 JP Equity (63) 743 5.96 5.50 -5.53 1.54% 5 HK Equity (16) (3,104) 10.18 10.23 -0.71 0.70% 5108 JP Equity (143) 3,447 36.30 34.85 -4.15 1.00% 5401 JP Equity 27 (3,652) 2.99 2.96 0.60 1.25% 6301 JP Equity 183 (4,622) 20.80 19.98 3.27 1.21% 6752 JP Equity 1,238 4,064 9.01 11.76 12.53 2.43% 6902 JP Equity 2,049 9,649 41.48 50.29 16.77 1.27% 6954 JP Equity 116 6,360 157.65 160.53 1.00 1.83% 7201 JP Equity 194 (5,715) 8.94 8.63 2.62 1.30% 7203 JP Equity 110 (3,859) 59.03 57.35 2.44 1.17% 7267 JP Equity (7) (1,466) 35.61 35.77 -0.43 1.05% 762 HK Equity 215 (4,100) 1.43 1.36 4.85 1.08% 7751 JP Equity 510 (6,774) 31.44 29.07 8.31 0.91% 8031 JP Equity (246) (6,892) 13.95 14.44 -3.27 1.09% 8058 JP Equity (39) (615) 17.87 19.01 -5.93 1.07% 8306 JP Equity (8) (1,936) 5.82 5.85 -0.32 1.20% 8316 JP Equity (12) (1,897) 46.03 46.31 -0.43 1.42% 8411 JP Equity (96) 3,611 2.13 2.07 -2.09 1.27% 8604 JP Equity (10) (973) 6.67 6.74 -0.71 1.46% 8801 JP Equity (4) (1,372) 31.32 31.42 -0.23 1.40% 8802 JP Equity (41) (3,258) 24.73 25.04 -0.87 1.44% 9020 JP Equity 177 (3,939) 77.54 74.05 4.36 1.03% 941 HK Equity 938 (10,849) 10.29 9.40 13.72 0.63% 9432 JP Equity 22 6,020 53.19 53.39 0.34 1.07% 9433 JP Equity 3,672 11,560 42.13 55.52 23.08 1.38% 9437 JP Equity 11 (4,790) 15.67 15.64 0.25 0.93% 9983 JP Equity (118) 3,132 368.27 354.93 -2.06 1.82% EFTA_R1_02065393 EFTA02700209 9984 JP Equity 1,750 2,734 43.84 71.90 43.26 1.48% AAPL US Equity 323 9,319 503.10 520.55 3.47 1.00% ABB US Equity 665 9,143 23.57 25.28 7.26 1.00% ABBN VX Equity 640 9,353 23.63 25.25 5.96 1.15% ABBV US Equity (103) 5,245 49.47 48.52 -1.98 0.99% ABEV US Equity 466 (7,151) 7.25 6.78 5.47 1.19% ABEV3 BZ Equity 461 (6,846) 7.29 6.80 5.72 1.18% ABI BB Equity (52) (2,209) 94.70 96.92 -2.60 0.90% ABT US Equity (197) 4,036 38.77 36.97 -7.07 0.69% ABX CN Equity (336) (3,484) 17.17 18.82 -6.22 1.55% ABX US Equity (324) (3,449) 17.20 18.82 -6.32 1.49% ACA FP Equity 5,635 5,321 6.83 14.07 75.48 1.40% ACE US Equity (2) 3,617 94.19 94.14 -0.09 0.65% ACN US Equity 372 9,084 77.04 80.20 5.04 0.81% ADP US Equity 37 1,180 72.36 74.63 4.22 0.74% AFL US Equity 912 62.19 62.19 0.00 0.64% AGN US Equity 830 6,740 104.77 117.67 11.10 1.11% Al FP Equity (140) (4,095) 126.55 130.88 -4.62 0.74% AIG US Equity 11 1,584 48.17 48.50 0.83 0.82% AIR FP Equity 4,314 6,369 42.47 71.24 71.75 0.94% ALV GR Equity 2,651 7,394 125.64 170.69 35.08 1.02% ALVG IX Equity 1,985 5,640 126.13 170.53 35.58 0.99% AMGN US Equity 5,441 22,884 95.22 117.86 25.57 0.93% AMT US Equity 550 10,551 76.29 80.27 7.15 0.73% AMZN US Equity 3,403 14,103 287.66 357.08 20.24 1.19% ANZ AU Equity (35) (5,260) 26.26 26.44 -0.90 0.74% APA US Equity 134 (6,711) 82.74 81.08 2.72 0.73% APC US Equity 101 (5,561) 80.96 79.49 2.25 0.81% AXP US Equity 2,104 9,974 71.56 86.66 21.70 0.97% AZN IN Equity 3,327 12,451 49.80 63.11 33.57 0.80% AZN SS Equity 2,892 11,462 50.40 63.12 29.44 0.86% AZN US Equity 3,261 12,176 49.96 63.34 32.33 0.83% BA US Equity 9,962 17,553 80.32 125.90 54.87 1.03% MC US Equity 9,760 10,815 8.82 16.78 94.06 0.96% BARC LN Equity 102 5,997 4.37 4.45 1.48 1.14% MS GR Equity 703 7,191 97.34 106.86 10.89 0.90% BATS LN Equity 149 (6,913) 49.08 48.02 2.38 0.90% 8AX US Equity (119) (7,930) 66.82 67.82 -2.97 0.50% BAYN GR Equity 8,235 11,874 76.75 129.97 68.84 1.01% 8BAS3 BZ Equity 70 (2,827) 9.22 8.99 1.68 1.48% 880 US Equity 914 (6,328) 12.96 11.09 10.62 1.36% BEIDC4 BZ Equity 929 (7,189) 12.74 11.10 11.71 1.10% 881US Equity 99 (4,914) 60.45 59.24 2.09 0.96% 88VA SM Equity 1,229 5,674 10.09 12.28 16.87 1.28% 8CE CN Equity 148 (6,584) 43.17 42.20 3.49 0.65% BCS US Equity 80 6,315 17.72 17.95 1.09 1.16% BEN US Equity (7) 3,063 52.08 51.96 -0.27 0.87% EFTA_R1_02065394 EFTA02700210 86/ LN Equity (25) (1,833) 17.21 17.45 -0.98 1.40% BHP AU Equity (46) (3,078) 31.86 32.34 -1.83 0.82% BHP US Equity (62) (2,216) 63.64 65.41 -3.26 0.86% Bile US Equity 275 1,045 245.93 310.57 20.45 1.29% BIL 51 Equity 121 (4,383) 30.11 29.28 2.72 1.01% 8K US Equity 53 1,526 30.62 31.69 4.27 0.81% BLK US Equity 101 1,152 274.17 298.12 9.73 0.90% 8LT LN Equity 102 (4,896) 30.05 29.43 2.41 0.87% WO CN Equity (57) (3,330) 61.56 62.60 -2.63 0.64% BMW GR Equity 635 4,967 98.63 111.24 16.48 0.78% BMY US Equity 5,308 13,354 35.71 49.90 37.94 1.05% BN FP Equity 164 (3,741) 70.64 67.55 4.48 0.98% BNP FP Equity 1,657 5,424 61.78 80.65 27.77 1.10% 8NS CN Equity (102) (4,532) 54.78 56.01 -2.78 0.81% BP/ LN Equity 247 8,375 7.68 7.90 4.75 0.62% 8RK/8 US Equity (68) (5,776) 110.60 111.90 -2.25 0.52% BSBR US Equity 1,784 (8,100) 6.18 4.82 14.38 1.53% BUD US Equity (55) (2,141) 94.83 97.28 -2.73 0.94% BX US Equity 89 2,944 30.31 31.23 2.72 1.11% C US Equity (48) (1,085) 46.95 49.02 -4.07 1.08% CA FP Equity 365 1,930 30.49 36.26 17.69 1.07% CAT US Equity 803 9,109 87.02 94.69 8.92 0.99% C8A AU Equity (25) (2,019) 65.19 66.00 -1.94 0.64% CBS U5 Equity 312 1,352 49.11 60.45 19.64 1.18% CCL US Equity 789 7,799 36.20 39.87 10.01 1.01% CELG US Equity 12,107 14,938 85.54 154.86 70.48 1.15% CFR VX Equity (59) (1,122) 91.80 96.63 -4.00 1.32% CL US Equity 49 20,828 60.63 60.77 0.42 0.56% CM CN Equity (52) (2,120) 77.56 79.46 -4.27 0.57% CMCSA US Equity 5,530 16,788 41.03 54.54 41.78 0.79% CMCSK US Equity 8,238 18,453 36.26 52.45 61.58 0.72% CNI US Equity 168 7,516 53.57 54.77 3.03 0.74% CNR CN Equity 835 12,277 51.30 54.79 9.49 0.72% COF US Equity 238 5,125 67.71 70.86 5.83 0.80% COP US Equity 228 (7,881) 66.64 64.71 4.89 0.59% COST US Equity (20) (2,524) 113.07 113.98 -1.09 0.74% COV LN Equity 183 2,404 4N/A UN/A 25.05 0.30% COV US Equity 410 6,295 63.38 67.51 8.28 0.79% CRM US Equity 172 2,032 56.89 61.71 6.81 1.24% CS FP Equity 2,209 6,325 19.39 26.16 35.59 0.98% CSCO US Equity (174) (4,887) 21.79 22.57 -4.39 0.81% CSX US Equity 751 8,771 25.07 27.22 8.14 1.05% CVE CN Equity 785 (10,226) 28.72 26.51 12.78 0.60% CVS US Equity 612 10,255 62.75 66.49 9.49 0.63% CVX US Equity 36 (5,567) 112.06 111.34 0.89 0.73% 0 US Equity 1,323 11,914 59.94 66.60 17.93 0.62% DAI GR Equity 4,806 12,336 62.14 86.34 37.11 1.05% EFTA_R1_02065395 EFTA02700211 DEIK GR Equity 152 3,997 46.61 48.39 2.74 1.39% DD US Equity 1,947 12,064 54.46 63.25 17.88 0.90% DDAIF US Equity 3,016 8,201 63.20 86.44 33.33 1.10% 0E US Equity 83 8,041 85.52 86.41 1.75 0.59% DELL US Equity (3) 6,539 UN/A I4N/A -0.51 0.08% DO FP Equity 3,344 9,698 51.34 69.04 42.90 0.80% OGE LN Equity (31) (1,978) 29.37 29.83 -1.39 1.14% DHR US Equity 2,971 11,136 59.12 74.89 40.99 0.65% MS US Equity 993 9,758 68.36 75.32 9.89 1.03% DISCA US Equity 31 2,025 81.39 82.62 1.50 1.01% DNB NO Equity 551 5,853 16.07 17.58 11.66 0.81% DOW US Equity 1,727 6,358 35.84 45.57 23.83 1.14% DPW GR Equity 116 514 28.24 34.63 25.49 0.89% DTE GR Equity 4,079 13,270 12.19 15.94 28.43 1.08% OTV US Equity 1,529 8,993 60.09 70.30 21.73 0.78% DUX US Equity (23) (8,734) 69.60 69.79 -0.53 0.50% DVN US Equity (77) 4,522 61.74 60.71 -2.19 0.77% EBAY US Equity 138 5,013 52.95 54.41 2.36 1.17% ELL US Equity (36) 3,474 101.25 100.22 -1.52 0.67% EDF FP Equity 4,389 9,006 23.45 34.87 62.53 0.78% (MC US Equity (160) 8,690 24.76 24.31 -2.43 0.76% (MR US Equity 166 3,024 61.42 64.80 8.26 0.67% ENB CN Equity (7) (6,953) 42.03 42.07 -0.21 0.48% ENEL IM Equity 910 6,646 4.24 4.82 14.79 0.93% ENI IM Equity 0 (4,165) 22.27 22.27 0.00 0.83% EOAN GR Equity (30) 2,561 18.66 18.44 -1.14 1.01% EOG US Equity 946 4,384 143.99 175.06 22.41 0.96% (PO US Equity 600 9,084 61.83 65.92 8.95 0.74% ERICB SS Equity 92 3,398 12.05 12.38 2.78 0.98% ESRX US Equity 1,060 9,629 66.69 74.03 16.53 0.67% ETN US Equity (12) 2,973 70.48 70.20 -0.44 0.92% F US Equity (37) (2,721) 14.80 15.00 -1.37 0.99% FB US Equity 1,165 2,507 43.58 63.85 29.93 1.55% FCX US Equity (35) (2,938) 31.57 31.95 -1.01 1.19% FDX US Equity 471 5,280 120.94 131.74 11.36 0.79% FOX US Equity (33) (2,138) 31.03 31.51 -1.54 1.00% FOXA US Equity (56) (2,061) 31.33 32.18 -2.45 1.11% FP FP Equity 8 1,874 57.91 58.14 0.58 0.69% G IM Equity 240 3,606 20.52 21.88 7.49 0.89% GE US Equity 2,103 16,620 22.32 25.14 15.61 0.81% GILD US Equity 38,668 17,333 24.02 77.62 177.31 1.26% GIS US Equity (25) 1,911 48.61 47.98 -2.40 0.54% GLE FP Equity 670 3,222 49.51 59.80 14.91 1.39% GLEN LN Equity (122) (3,217) 5.14 5.33 -3.30 1.15% GLW US Equity 1,409 11,240 16.17 18.20 12.27 1.02% GM US Equity 673 2,499 28.27 35.89 27.33 0.99% GOOG US Equity 4,875 12,198 836.17 1170.34 46.84 0.85% EFTA_R1_02065396 EFTA02700212 GS US Equity 6,111 13,441 110.98 161.43 68.74 0.66% GSK LN Equity 79 6,943 26.06 26.36 0.99 1.15% GSZ FP Equity (58) (1,475) 22.14 23.00 -5.63 0.69% HAL US Equity 417 2,858 45.07 51.64 18.08 0.81% HD US Equity 1,542 10,956 66.83 76.23 28.24 0.50% HMB SS Equity 409 5,992 40.79 43.57 7.26 0.94% HON US Equity 6,021 11,681 61.10 92.60 91.54 0.56% HPQ US Equity 1,055 6,250 24.79 28.97 16.56 1.02% HSBA LN Equity 0 (1,809) 10.28 10.28 0.01 2.30% IBE SM Equity 909 6,801 5.48 6.21 19.66 0.68% IBM US Equity 363 (8,304) 184.75 176.66 6.02 0.73% IMT LN Equity 117 10,734 35.95 36.34 1.00 1.08% INTC US Equity 104 9,645 23.81 24.07 1.24 0.87% ISP IM Equity 2,704 5,402 1.90 2.86 41.30 1.21% ITUB US Equity 197 (5,867) 13.81 13.35 2.40 1.40% ITUB4 82 Equity 103 (6,209) 13.59 13.37 1.33 1.25% ITW US Equity 2,217 13,792 68.17 79.13 26.92 0.60% ITX SM Equity (34) (2,517) 148.87 150.86 -1.74 0.77% JCI US Equity 3,569 9,687 34.13 46.70 39.41 0.93% JNJ US Equity 3,565 12,368 69.46 89.48 43.00 0.67% JPM US Equity 698 8,390 52.25 56.60 11.08 0.75% KMB US Equity 18 7,866 106.69 106.93 0.37 0.60% KMI US Equity 236 (6,648) 35.17 33.92 5.44 0.65% KO US Equity 151 (6,896) 38.83 37.98 3.19 0.69% LBTYA US Equity (89) 2,236 84.80 81.54 -4.98 0.80% IBTYK US Equity 66 1,881 77.86 80.59 4.39 0.80% LIN GR Equity 7 1,824 190.64 191.35 0.52 0.72% ILOY LN Equity 3,517 6,951 0.89 1.35 47.77 1.06% LLY US Equity (16) (2,771) 52.86 53.17 -0.87 0.68% LMT US Equity 524 1,994 122.48 154.69 27.65 0.95% I.NKD US Equity (28) 554 217.52 207.15 -3.45 1.45% LOW US Equity (18) (4,295) 45.69 45.88 -0.56 0.75% LVS US Equity 1,656 6,640 61.33 76.63 17.76 1.40% LYB US Equity 798 2,242 59.29 80.40 33.52 1.06% MA US Equity 12,281 19,735 46.89 76.06 53.72 1.16% MAERSKB DC Equity 5,212 13,761 8212.58 11323.15 31.26 1.21% MC FP Equity 4 1,054 181.47 182.11 0.31 1.16% MCD US Equity (45) (6,970) 94.88 95.49 -1.38 0.46% MCK US Equity 128 1,745 161.77 173.67 6.62 1.11% MDLZ US Equity 1,905 13,059 28.70 32.89 19.25 0.76% MDT US Equity 5,771 20,438 43.23 55.43 33.72 0.84% MET US Equity 838 7,746 44.07 48.83 11.06 0.98% MFC CN Equity 3,732 7,860 12.36 18.23 49.88 0.95% MHS US Equity 1,765 12,746 UN/A IIN/A 12.13 1.14% MMM US Equity 7,116 20,948 96.89 129.81 48.06 0.71% MO US Equity (50) 2,917 35.75 35.15 -2.66 0.65% MON US Equity 437 11,703 106.02 109.98 4.93 0.76% EFTA_R1_02065397 EFTA02700213 MOS US Equity (60) (4,426) 45.85 46.47 -1.36 1.00% MRK US Equity 1,056 9,195 48.80 54.41 13.07 0.88% MS US Equity 115 1,447 27.50 29.68 7.60 1.04% MSFT US Equity 318 7,138 34.82 36.37 4.42 1.01% MUV2 GR Equity 384 7,543 197.44 207.49 6.80 0.75% NAB AU Equity (53) (4,199) 28.99 29.36 -1.83 0.70% NCM AU Equity 2,904 (5,020) 21.94 9.25 27.83 2.08% NEE US Equity 3,485 14,296 72.62 90.32 36.59 0.67% NEM US Equity 2,825 (7,286) 34.94 21.40 22.88 1.69% NESN VX Equity 724 9,770 69.64 74.80 8.80 0.84% NG/ LN Equity 1,201 11,181 11.72 12.97 16.89 0.64% NKE US Equity 633 2,718 58.72 72.39 30.95 0.75% NOK US Equity 3,838 4,423 3.96 7.40 69.62 1.25% NOV US Equity 77 (6,814) 75.68 74.83 1.51 0.74% NOVN VX Equity 4,606 18,092 63.81 80.05 33.19 0.77% NOVOB DC Equity 633 5,795 38.04 42.19 9.73 1.12% NSC US Equity 1,608 9,508 80.52 94.13 14.42 1.17% NVS US Equity 3,817 15,889 64.76 80.32 36.50 0.66% OGXP3 BZ Equity 5,009 (5,158) 4.45 0.13 23.61 4.11% OR FP Equity (13) (492) 163.54 167.77 -257 1.01% ORA FP Equity 9 2,915 12.37 12.41 0.31 1.03% ORCL US Equity 778 6,645 33.16 37.04 16.77 0.70% OXY US Equity (76) (3,137) 87.84 89.96 -3.60 0.67% P8R US Equity 332 (2.535) 13.01 11.31 9.09 1.44% P8R/A US Equity 360 (2,775) 13.87 12.07 9.03 1.44% PCLN US Equity 697 3,000 956.05 1178.25 24.99 0.93% PCP US Equity 2,969 13,460 212.47 259.34 27.71 0.80% PEP US Equity (54) 2,553 81.57 79.88 -4.16 0.51% PETR3 62 Equity 385 (2,822) 6.54 5.65 9.96 1.37% PETR4 B2 Equity 408 (3,097) 6.95 6.03 9.92 1.33% PFE US Equity 4,124 21,826 26.10 31.03 26.96 0.70% PG US Equity 12 2,811 76.77 77.11 0.68 0.66% PNIA NA Equity 1,035 8,527 31.36 35.17 16.37 0.74% PM US Equity 686 (10,065) 85.47 79.65 8.47 0.80% PNC US Equity 465 7,538 75.28 79.92 7.01 0.88% POT CN Equity (149) (2,208) 31.56 33.68 -5.99 1.12% POT US Equity (190) (2,639) 31.45 33.71 -6.35 1.13% PRU LN Equity 6,634 10,288 12.76 20.99 56.62 1.14% PSA US Equity 142 6.938 156.30 159.49 3.62 0.56% PSX US Equity 858 5,946 64.65 73.97 16.58 0.87% PX US Equity 1,809 15,966 113.27 126.10 17.55 0.65% QCOM US Equity 1,330 12,461 66.84 73.97 15.21 0.70% C1C1C1 US Equity 3,963 14,639 68.29 86.78 47.21 0.57% RAI US Equity (30) (1,157) 47.30 48.52 -4.74 0.55% ROS/A US Equity (3) (1,760) 68.82 68.93 -0.22 0.72% ROS/I3 US Equity (114) 3,935 74.97 72.85 -3.97 0.73% RDSA LN Equity (87) 4,016 35.18 34.43 -2.43 0.89% EFTA_R1_02065398 EFTA02700214 RDSA NA Equity (1) (1,679) 34.38 34.41 -0.11 0.81% ROSS LN Equity (75) 3,934 37.07 36.38 -2.22 0.85% REGN US Equity 87 3,084 287.30 295.39 1.93 1.46% RIO AU Equity 25 2,739 58.59 59.13 1.08 0.85% RIO LN Equity 150 4,782 53.84 55.52 2.65 1.18% RIO US Equity 167 4,896 54.04 55.88 2.59 1.31% ROG VX Equity 5,308 16,743 212.78 280.24 39.43 0.80% RY CN Equity (86) (4,037) 62.21 63.54 -3.00 0.71% SAB LN Equity (36) (3,625) 44.36 44.80 -1.16 0.86% SAN FP Equity 433 (6,176) 102.95 95.74 8.51 0.82% SAN SM Equity 453 7,164 8.35 8.87 6.70 0.94% SAN US Equity 544 5,902 8.21 8.97 7.69 1.20% SAP GR Equity (285) 5,168 80.38 76.19 -6.94 0.79% SAP US Equity (448) 7,002 81.27 76.38 -7.33 0.87% SBUX US Equity (66) (5,648) 72.71 73.55 -1.15 1.01% SCCO US Equity 175 (3,520) 31.00 29.46 5.14 0.97% SGO FP Equity 1,815 7,593 43.93 54.42 27.35 0.87% SI US Equity 1,245 11,251 114.69 127.38 13.83 0.80% SIE GR Equity 946 8,907 114.81 127.00 12.55 0.85% SLB US Equity 728 6,378 79.97 89.09 14.00 0.82% SMSN LI Equity 541 (7,188) 644.51 596.02 7.80 0.96% SO US Equity 13S (8,909) 41.73 41.10 3.30 0.46% SPG US Equity (73) (4,664) 154.12 156.55 -2.25 0.70% SREN VX Equity 1,091 9,574 80.14 89.26 11.38 1.00% STAN LN Equity 495 (5,198) 22.50 20.35 7.69 1.24% STL NO Equity (21) 3,536 24.91 24.76 -0.74 0.81% SIT US Equity (38) 2,266 68.75 67.61 -1.72 0.99% SU CN Equity (59) (5,001) 32.32 32.70 -1.68 0.70% SU FP Equity 28 2,199 81.33 82.35 1.31 0.96% SU US Equity (63) (5,100) 32.31 32.72 -1.84 0.68% SWEDA SS Equity 287 5,883 25.36 26.59 4.52 1.08% SYNN VX Equity (4) (3,532) 349.49 349.84 -0.11 0.91% T US Equity 521 (7,989) 34.41 32.17 8.96 0.73% TD CN Equity (73) (3,541) 43.24 44.13 -3.41 0.60% TEF SM Equity (72) (4,175) 15.24 15.51 -2.08 0.83% TEF US Equity 8 538 15.30 15.52 1.44 0.98% TGT US Equity 1,259 (10,552) 63.57 55.99 15.34 0.78% TJX US Equity 2,767 9,861 46.39 59.41 34.08 0.82% TLS AU Equity (3) 3,209 4.52 4.52 -0.17 0.59% TLSN SS Equity (20) (591) 7.36 7.62 -3.92 0.88% TM US Equity 30 (4,959) 117.90 117.18 0.84 0.73% TMO US Equity 8,440 10,030 63.59 117.10 105.41 0.80% TOT US Equity 141 2,309 54.95 58.30 7.41 0.82% TRP CN Equity (33) (6,847) 43.75 43.96 -0.87 0.56% TRV US Equity 35 (6,087) 81.08 80.61 0.93 0.63% TSCO LN Equity 497 (7,296) S.65 5.27 8.71 0.78% TWC US Equity 690 4,825 118.62 135.58 25.39 0.56% EFTA_R1_02065399 EFTA02700215 TWX US Equity (72) (3,933) 62.71 63.86 -2.31 0.79% TXN US Equity 2,326 11,946 34.93 41.73 25.98 0.75% TYC US Equity 9,928 23,711 29.15 41.35 59.04 0.71% UBS US Equity 310 5,146 19.37 20.54 5.01 1.20% UBSN VX Equity 310 8,285 19.72 20.46 3.71 1.01% UCG IM Equity 1,976 5,285 5.58 7.67 28.50 1.31% ULVR IN Equity 85 (4,752) 39.29 38.59 1.80 1.00% UNA NA Equity 9S (6,241) 38.14 37.56 1.47 1.03% UNH US Equity 1,013 9,695 64.39 71.12 13.56 0.77% UNP US Equity 905 9,317 160.88 176.51 14.12 0.69% UPS US Equity 2,780 14,540 79.87 95.14 34.45 0.55% USB US Equity 2,118 13,902 34.74 40.03 23.91 0.64% UTX US Equity 5,190 14,917 82.05 110.60 47.33 0.74% V US Equity 6,727 7,797 118.43 220.60 97.31 0.89% VALE US Equity 171 (3,780) 15.04 14.36 3.15 1.44% VALES BZ Equity 214 (4,527) 15.05 14.34 3.22 1.47% VIAB US Equity 3,422 6,324 52.96 81.62 61.99 0.87% VIV FP Equity 109 2,266 25.90 27.14 5.78 0.83% VMW US Equity 208 4,176 86.76 91.09 3.96 1.26% VOD LN Equity 1,216 7,435 3.14 3.65 18.19 0.90% VOD US Equity