EFTA02712681.pdf

Atoms, U.0 4/14/2014 Current Date: 4/14/2014 Change on Day: -1.01% Total Return since 1/1/12: 74.04% MSCI World Change on T12M Return: 29.34% Day 0.36% T90 Day Return: 4.03% No of Positions T30 Day Return: -2.47% (+MTM) on Day 191 Current Long Exposure @ Cost: 4,759,517 No of Positions (-MTM) Current Short Exposure e Cost: (499,380) on Day 219 Net Exposure: 4,260,137 Current No. of Starting Capital: 1,01)0,000 Positions: 411 Current NAV: 1,740,393 Current Leverage (Gross Exposures): 3.02 Key Metrics Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor cal T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.02% T24M Avg. Daily NAV (-) Change -0.90% 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: 1.091 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 EFTA_R1_02131880 EFTA02712681 Atorus, LLC 4/14/2014 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 I MTM Galn %Total NAV 22 Positions 20.70% 42 Positions 24.60% TGT US Equity (8,574) 0.16% NOVN VX Equity 5,656 0.32% 941 HK Equity (9,455) 0.18% HON US Equity 5,796 0.33% XAG Curncy (12,623) 0.24% ASE Index 5,847 0.34% XAU Comdty (19,682) 0.37% SX7E Index 5,933 0.34% COl Comdty (19,698) 0.37% ROG VX Equity 5,977 0.34% MEXBOL Index (20,915) 0.40% SXXP Index 6,017 0.35% INDEXCF Index (21,271) 0.40% UTX US Equity 6,035 0.35% SHCOMP Index (26,960) 0.51% SX6P Index 6,098 0.35% JP_TSY CREDIT (28,355) 0.54% EDF FP Equity 6,207 0.36% SE_TSY CREDIT (31,592) 0.60% PSI20 Index 6,302 0.36% SPX Index 62,272 1.18% DAI GR Equity 6,392 0.37% CH_TSV CREDIT 66,678 1.27% SMI Index 6,648 0.38% DK_TSY CREDIT 67,396 1.28% ACA FP Equity 6,665 0.38% CA_TSY CREDIT (72,133) 1.37% SXSE Index 6,722 0.39% STBCNZL Index 73,231 1.39% RTY Index 6,812 0.39% AT_TSY CREDIT 77,381 1.47% HEX Index 6,876 0.40% FR_TSY CREDIT 77,569 1.48% FTSEMIB Index 6,945 0.40% DE_TSY CREDIT 77,869 1.48% MDT US Equity 6,952 0.40% BE_TSY CREDIT 77,996 1.48% PRU IN Equity 7,336 0.42% lE_TSY CREDIT 78,270 1.49% BEL20 Index 7,637 0.44% NL_TSY CREDIT 78,610 1.49% MMM US Equity 7,934 0.46% FI_TSY CREDIT 80,015 1.52% DAX Index 7,961 0.46% TMO US Equity 8,440 0.48% NDX Index 8,488 0.49% IBEX Index 8,690 0.50% IT_TSY CREDIT 8,825 0.51% BAC US Equity 8,860 0.51% KFX Index 9,015 0.52% NAV Impact of MTM by Category & Exposure TYC US Equity 9,523 0.55% listed Equity Long -0.051% SXMP Index 9,714 0.56% Listed Equity Short -0.038% SXAP Index 10,164 0.58% EquityCom Long -0.426% LUXXX Index 10,183 0.59% EquityCom Short -0.012% XLV US Equity 10,744 0.62% G20 Rates Long -0.236% SXOP Index 10,840 0.62% G20 Rates Short 0.017% ES_TSY CREDIT 10,973 0.63% SXIP Index 11,033 0.63% SPX Index 16,038 0.92% SXTP Index 20,030 1.15% SXDP Index 21,970 1.26% ISEQ Index 23,836 1.37% EFTA_R1_02131681 EFTA02712682  lE_TSY CREDIT 32,224 1.85% ST8CNZL Index 33,855 1.95% No. Names by Cat APAC Long 21 APAC Short 21 EMEA long 73 EMEA Short 11 AMER Long 161 AMER Short 29 EquityCom Long 64 EquityCom Short 8 G20 Rates Long 19 G20 Rates Short 4 Total Long 338 Total Short 73 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodikes, G20 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short EFTA_R1_02131682 EFTA02712683 Atorus, LLC 4/14/2014 Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) EFTA_R1_02131683 EFTA02712684 Atorus, LLC 4/14/2014 Current Gross Notional Risk by Category 202,927 t 549,339 Ail • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 — MSCIWorld 1.15 —ATORUS 0.95 0.75 e e e (6S' .6;4> e Ce e 45(% SICN €4‘ c).C.‘ 0 0 '0 Rolling 30 Day Realized Volatility - Atorus 2.00% LBO% 1.60% 1.40% 1.20% —RolIng30DayRe 1.00% airedVol 024316 0.60% 0.40% 0.20% 0.00% tN at ,,917 tit e qt 41.7 es, ft EFTA_R1_02131684 EFTA02712685 Atorus, LIG 4/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) rum 6010 SOW — 40.03 PA Vol Days by POSitlen 10.00 1040 0.00 O' 0' O' O' O' O' O1 O' O1 O1 O' O1 O' O1 O1 O1 O1 O1 1AM 4i' 05' 4Y n'' 0 nir 0 g,' 0 4r 0 a', 4Y 4r 0 ay. 0 jv Percentile No. Vol Days 0.00% -13.00 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.63 (<7 Vol Days) 1.19% 10.00% -1.81 MTM Gains(Losses) % of NAV *Signficant" 15.00% -0.13 (>7 Vol Days) 42.93% 20.00% 0.05 25.00% 1.22 30.00% 2.65 35.00% 3.96 40.00% 4.93 45.00% 6.63 50.00% 8.03 55.00% 10.44 60.00% 11.92 65.00% 15.30 70.00% 17.84 75.00% 22.35 80.00% 26.37 85.00% 30.89 90.00% 40.22 95.00% 57.03 100.00% 190.50 EFTA_R1_02131885 EFTA02712686 Atorus, LLC 4/14/2014 Current 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 57.42 005380 KS Equity 112 3,149 224.39 232.36 3.09 1.15% (1.72) 005490 KS Equity (324) (3,011) 272.57 301.92 -9.27 1.16% (4.83) 005930 KS Equity (178) (5,603) 1,278.08 1,318.62 -3.45 0.92% (28.45) 012330 KS Equity 1,052 5,584 247.00 293.53 18.79 1.00% 78.58 1HK Equity 1,048 10,664 15.95 17.52 10.69 0.92% 0.87 1299 HK Equity 419 5,954 4.79 5.13 7.94 0.89% 46.46 13 HK Equity 2,734 12,243 11.40 13.95 20.92 1.07% (20.80) 16 HK Equity 13.00 27 MK Equity (8) 123 9.64 9.06 -3.40 1.90% (1.70) 2914 JP Equity 151 (3,774) 32.46 31.17 3.56 1.12% (36.94) 3382 JP Equity (31) 1,329 37.68 36.83 -2.16 1.07% (7.29) 4063 JP Equity (69) (2,903) 56.40 57.74 -1.91 1.25% (18.41) 4502 JP Equity 993 43.90 43.90 0.00 0.90% 3.29 4689 JP Equity 4.56 - 5 HK Equity (61) (3,197) 10.17 10.37 -2.27 0.85% 26.07 5108 JP Equity 34.22 - 5401 JP Equity 393 (4,349) 2.87 2.61 7.54 1.20% 33.89 6301 JP Equity 3 (1,651) 20.69 20.66 0.14 1.14% 15.50 6752 JP Equity 588 10.59 10.59 0.00 1.52% 0.62 6902 JP Equity 46.25 - 6954 JP Equity 736 6,393 6,392.98 175.81 8.62 1.34% (10.86) 7201 JP Equity 9 (2,999) (3,742.97) 8.83 0.31 1.01% 6.32 7203 JP Equity 195 (4,207) (5,259.85) 53.49 4.50 1.03% (112.06) 7267 JP Equity 216 (3,126) (4,885.01) 33.91 6.91 1.00% (34.41) 762 HK Equity (36) (3,929) (5,161.69) 1.38 -0.80 1.16% (3.38) 7751 JP Equity 112 (5.492) (6,865.02) 30.80 2.31 0.88% (12.62) 8031 JP Equity (22) (3,821) (4,775.88) 14.18 -0.45 1.26% (23.97) 8058 JP Equity 72 (3,506) (4,383.01) 17.93 2.15 0.96% 4.13 8306 JP Equity 209 (3,668) (4,603.66) 5.31 4.24 1.34% (54.21) 8316 JP Equity 48 (1,984) (2,000.57) 40.15 1.68 1.44% (17.84) 8411 JP Equity 1.95 8604 JP Equity 258 (3,071) (3,504.39) 5.97 6.38 1.32% 10.28 8801 JP Equity 29.28 8802 JP Equity 380 (4,007) 24.84 22.48 5.55 1.71% (28.65) 9020 JP Equity 195 (5,379) 75.21 72.49 2.96 1.22% (45.82) 941 HK Equity 634 (9,455) 10.19 9.51 6.11 1.10% 130.80 9432 JP Equity (223) 6,077 53.12 51.24 -2.92 1.26% 53.20 9433 JP Equity 50.89 9437 JP Equity 179 (6,149) 15.59 25.14 2.94 0.99% (13.74) 9983 JP Equity (246) 1,906 362.92 321.42 -8.49 1.52% (70.98) EFTA_R1_02131686 EFTA02712687 99841P Equity 475 67.40 67.40 0.00 1.87% (0.20) AAPL US Equity 23 7,877 518.25 519.74 0.46 0.62% (1.95) ABB US Equity 529 6,661 23.59 25.46 10.29 0.77% (25.52) ABBN VX Equity 540 6,962 23.63 25.46 9.43 0.82% (54.87) ABBV US Equity (171) 3,201 49.35 46.85 -3.99 1.34% 22.55 ABEV US Equity 7.77 - ABEV3 BZ Equity 7.83 - ABI BB Equity 364 8,888 103.14 107.36 5.31 0.77% 118.20 ABT US Equity (134) 4,097 38.82 37.59 -4.45 0.74% 60.45 ABX CN Equity 13 (3,366) 18.97 18.90 0.28 1.39% (8.70) ABX US Equity 19 (3,243) 18.99 18.88 0.43 1.36% (9.53) ACA FP Equity 6,665 5,408 6.83 15.26 91.28 1.35% (268.85) ACE US Equity 261 6,848 95.66 99.30 9.06 0.42% 7.24 ACN US Equity (19) 10,703 77.97 77.83 -0.21 0.84% 123.41 ADP US Equity (1) 893 74.01 73.94 -0.14 0.70% (3.13) AFL US Equity (113) 2,734 63.51 61.00 -6.47 0.64% (14.41) AGN US Equity 1,111 9,698 110.56 123.23 10.13 1.13% 258.33 Al FP Equity (11) 8,248 134.80 134.62 -0.23 0.60% (51.66) AIG US Equity 63 4,012 48.66 49.43 1.81 0.87% (6.91) AIR FP Equity 1,468 2,506 42.47 67.35 54.13 1.08% (84.65) ALV GR Equity 191 1,657 146.70 163.65 16.06 0.72% (23.99) ALVG IX Equity 105 1,008 148.11 163.51 13.99 0.74% (14.29) AMGN US Equity 4,261 22,886 95.40 113.17 16.11 1.16% (70.17) AMT US Equity 687 10,655 76.29 81.21 10.38 0.62% 45.91 AMZN US Equity 156 (3,608) 329.54 315.26 3.37 1.28% (33.28) ANZ AU Equity 521 7,345 29.47 31.56 8.33 0.85% (74.09) APA US Equity 20 (5,496) 82.74 82.43 0.58 0.64% (13.09) APC US Equity 97.33 - AXP US Equity 1,986 10,373 71.56 85.26 20.13 0.95% 92.60 AZN LN Equity 3,253 12,676 49.80 62.58 33.15 0.77% (129.14) AZN SS Equity 2,839 12,119 50.82 62.72 34.22 0.68% (102.62) AZN US Equity 3,102 12,812 50.30 62.48 32.81 0.74% (97.47) BA US Equity 123.06 BAC US Equity 8,860 10,884 8.82 16.00 74.15 1.10% 151.16 BARC LN Equity 3.92 BAS GR Equity 764 7,333 97.30 107.44 10.69 0.97% (55.94) BATS LN Equity 524 6,088 53.22 57.80 9.69 0.89% 101.18 8AX US Equity (12) 1,269 73.24 72.55 -1.08 0.88% 4.12 BAYN GR Equity 4,807 7,054 76.64 128.86 75.19 0.91% (24.81) BBAS3 BZ Equity (108) (658) 9.16 10.66 -8.14 2.01% 0.29 880 US Equity 14.82 - BBDC4 BZ Equity 14.86 881US Equity (91) (1,579) 61.04 64.56 -5.51 1.04% (16.99) 88VA SM Equity 1,143 5,790 10.12 12.12 16.91 1.17% (48.87) BCE CN Equity - 1,187 43.96 43.96 0.00 0.54% (0.84) BCS US Equity 15.81 BEN VS Equity (12) 2,447 52.28 52.03 -0.44 1.09% 6.15 EFTA_R1_02131687 EFTA02712688 86/ LN Equity (223) (3,503) 17.51 18.63 -9.00 0.71% (19.34) BHP AU Equity 175 6,689 34.33 35.22 2.36 1.11% (22.41) BHP US Equity 334 6,839 67.77 71.09 4.57 1.07% 70.84 Bile US Equity 145 1,066 245.93 279.47 7.98 1.71% (10.38) ell SJ Equity 0 (1,335) 32.10 32.10 0.00 1.12% (8.42) 8K US Equity 72 8,609 32.86 33.14 1.07 0.78% 1.83 BLK US Equity 79 1,621 283.48 297.32 4.77 1.02% 17.37 8LT LN Equity 1 (1,362) 32.18 32.16 0.06 1.07% (9.31) EIMO CN Equity 403 11,017 66.19 68.61 6.33 0.58% 44.16 BMW GR Equity 1,321 5,212 99.22 124.37 23.94 1.06% (25.53) BMY US Equity 48.24 - BN FP Equity 1,187 73.99 73.99 0.00 0.74% 9.17 BNP FP Equity 1,199 5,498 61.78 75.25 17.41 1.25% (108.04) 8NS CN Equity 122 7,632 57.74 58.66 2.83 0.57% 16.61 BP/ LN Equity 148 9,797 7.76 7.88 2.41 0.63% (132.75) 8RK/8 US Equity 309 11,056 118.69 122.00 4.50 0.62% 5.01 BSBR US Equity 506 (6,537) 6.18 5.70 5.66 1.37% (53.99) BUD US Equity 391 6,846 102.05 107.88 7.06 0.81% 143.88 BX US Equity (38) 3,119 30.36 29.99 -0.71 1.70% 51.79 C US Equity 47.47 - CA FP Equity 564 3,167 33.26 39.18 16.50 1.08% (40.84) CAT US Equity 1,941 13,589 89.53 102.32 20.28 0.70% 118.61 C8A AU Equity 581 11,185 68.68 72.25 7.41 0.70% (73.62) CBS US Equity 246 1,267 49.35 58.95 17.40 1.12% (6.33) CCL US Equity 73 7,821 36.20 36.54 1.01 0.92% (100.58) CELG US Equity 71 (2,319) 142.74 138.36 1.82 1.68% 9.15 CFR VX Equity 157 4,011 94.53 98.22 4.04 0.97% (2.37) CL US Equity 2,150 19,117 59.13 65.78 22.77 0.49% 61.48 CM CN Equity 479 8,742 82.73 87.26 9.87 0.56% 34.39 CMCSA US Equity 815 4,178 40.65 48.58 21.26 0.92% 34.74 CMCSK US Equity 3,878 12,096 36.26 47.89 36.17 0.89% 119.17 CNI US Equity 887 12,873 51.38 54.92 10.64 0.65% 43.21 CNQ CN Equity 853 10,769 36.73 39.64 10.80 0.73% 1.58 CNR CN Equity 876 12,425 51.30 54.91 11.26 0.63% 26.60 COF US Equity 541 6,770 68.55 74.03 10.61 0.75% 1.58 COP US Equity (174) (2,554) 66.64 71.19 -13.00 0.52% (7.23) COST US Equity • 112.21 0.58% COV IN Equity • 5,151 RN/A N/A 0.00 0.31% COV US Equity 646 7,080 64.09 69.93 11.84 0.77% 69.59 CRM US Equity (110) 2,054 56.73 53.85 -3.47 1.54% 10.99 CS FP Equity 956 3,232 19.39 25.12 28.76 1.03% 0.98 CSCO US Equity 22.78 CSX US Equity 1,129 8,914 25.07 28.25 17.19 0.74% 70.96 CVE CN Equity 29.11 CVS US Equity 1,693 11,815 63.98 73.15 23.34 0.61% 64.23 CVX US Equity (349) (6,566) 112.39 118.37 -10.27 0.52% (54.59) D US Equity 2,041 12,764 60.42 70.09 28.34 0.56% 134.74 EFTA_R1_02131688 EFTA02712689 DAI GR Equity 6,392 13,908 62.20 90.79 34.76 1.32% (272.19) DBK GR Equity 43.41 - DD US Equity 2,718 12,908 54.93 66.50 33.40 0.63% 79.19 ODAIF US Equity 3,695 8,377 63.20 91.08 30.91 1.43% (80.51) DE US Equity 659 8,537 85.81 92.44 10.73 0.72% 8.64 DELL US Equity 6,820 #N/A N/A 0.00 0.07% 06 FP Equity 4,231 10,090 51.66 73.32 61.04 0.69% (185.98) DGE LN Equity 92 2,332 30.86 32.08 4.81 0.82% 60.04 DHR US Equity 1,226 5,075 58.57 72.72 31.30 0.77% (38.06) 015 US Equity 1,318 9,908 68.36 77.46 13.87 0.96% 26.96 DISCA US Equity (286) 3,832 82.86 77.10 -8.25 0.90% (60.61) DNB NO Equity 207 3,505 15.77 16.70 6.27 0.94% (59.78) DOW US Equity 2,071 7,327 37.03 47.50 30.47 0.93% 37.86 DPW GR Equity 145 660 29.41 35.85 14.85 1.48% (20.72) OTE GR Equity 1,804 6,664 12.27 15.59 27.99 0.97% (16.70) DTV US Equity 2,179 10,622 61.97 74.69 19.27 1.06% (86.48) DUK US Equity 71.99 OVN US Equity 774 11,143 63.30 67.70 10.46 0.66% (60.23) EBAY US Equity (60) 6,678 54.28 53.80 -1.00 0.90% (10.22) ECL US Equity (94) 9,210 105.21 104.14 -1.42 0.72% (7.44) EDF FP Equity 6,207 9,189 23.45 39.28 80.37 0.84% (186.92) [MC US Equity 590 10,986 25.35 26.71 7.49 0.72% (14.11) EMR US Equity (183) 8,739 66.77 65.39 -2.87 0.73% (12.74) ENB CN Equity 316 9,023 44.84 46.41 5.51 0.64% (54.06) ENEL IM Equity 2,028 8,087 4.39 5.49 23.82 1.05% (34.68) ENI IM Equity 543 9,949 24.06 25.38 8.70 0.63% 60.17 EOAN GR Equity 14 2,996 18.77 18.85 0.62 0.77% (28.97) EOG US Equity 2,139 5,841 145.68 199.02 49.80 0.74% 51.97 EPD US Equity 1,854 13,127 63.70 72.69 25.85 0.55% 123.80 ERICB SS Equity 135 7,934 12.51 12.72 1.86 0.91% (288.23) ESRX US Equity 782 9,815 66.69 72.00 10.95 0.73% 12.67 ETN US Equity (101) 5,260 72.45 71.09 -1.73 1.11% (26.27) F US Equity (168) (2,897) 14.82 15.67 -6.87 0.84% 13.91 FB US Equity 908 2,630 44.06 59.27 17.88 1.93% 16.52 FCX US Equity 11 3,763 33.05 33.15 0.23 1.29% 46.95 FOX US Equity 230 2,562 120.94 131.80 15.55 0.58% 2.20 FOX US Equity (129) 3,508 32.21 31.07 -3.12 1.18% (6.22) FOXA US Equity (128) 3,404 33.10 31.90 -3.08 1.23% (5.52) FP FP Equity 1,163 11,816 61.19 67.22 13.84 0.71% 193.07 G IM Equity 148 4,069 21.51 22.30 4.60 0.79% (15.90) GE US Equity 1,939 13,140 22.32 25.61 22.29 0.66% 40.80 GILD US Equity - 513 66.90 66.90 0.00 1.73% (0.22) GIS US Equity 553 17,619 49.73 51.29 5.55 0.57% 23.63 GLE FP Equity 637 3,248 49.51 59.23 15.30 1.28% (92.80) GLEN LN Equity (42) (3,693) 5.22 5.28 -0.84 1.37% (46.13) GLW US Equity 3,004 11,635 16.25 20.45 25.89 1.00% 15.12 GM US Equity 139 (2,394) 34.53 32.53 5.27 1.10% (12.87) EFTA_R1_02131689 EFTA02712690 GOOG US Equity 1,842 8,280 878.06 1,073.37 19.33 1.15% 59.82 GS US Equity 154.28 - GSK IN Equity (103) 5,707 26.21 25.74 -2.19 083% (48.98) GSZ FP Equity 855 9,414 24.93 27.19 10.82 0.84% (16.33) HAL US Equity 1.232 6,395 49.49 59.02 22.43 0.86% 170.65 HD US Equity 1,136 8,000 66.67 76.13 22.53 0.63% (4.56) HMB SS Equity 41.19 - HON US Equity 5,796 11,930 61.10 90.78 68.51 0.71% 20.57 HPQ US Equity 2,146 7,393 25.45 32.84 23.67 1.23% 64.57 HSBA LN Equity 76 4,565 10.16 10.33 2.50 087% (12.10) WE SM Equity 1,450 7,501 5.56 6.63 31.27 0.62% (34.03) IBM US Equity 121 5,765 193.43 197.49 2.85 0.74% 52.66 IMT LN Equity 1,741 12,188 36.36 41.56 20.17 0.71% 164.51 INTC US Equity 1,133 12,041 24.19 26.47 15.53 0.61% 77.44 ISP IM Equity 4,030 5,699 1.93 3.29 50.60 1.40% (119.60) ITUB US Equity 51 2,863 15.39 15.66 1.07 1.65% (7.90) ITUB4 8Z Equity 92 4,065 15.40 15.74 1.39 1.62% (9.80) ITW US Equity 2,861 14,011 67.84 81.69 27.21 0.75% 61.09 ITX SM Equity 0 (3,652) 146.45 146.43 0.01 0.97% 7.86 JO US Equity 290 2,995 41.93 45.98 8.79 1.10% 10.17 JNJ US Equity 5,010 15,364 73.04 96.86 64.90 0.50% 20.85 JPM US Equity 256 5,109 52.29 54.91 4.77 1.05% (51.56) KMB US Equity 259 9,646 107.40 110.28 5.26 0.51% 5.13 KMI US Equity 290 (6,775) 33.81 32.36 6.14 0.70% 5.85 KO US Equity 25 (5,570) 38.83 38.66 1.09 0.42% 11.60 LBTYA US Equity 78.14 - LBTYK US Equity 75.59 - LIN GR Equity (31) 8,087 198.03 197.27 -0.64 089% 10.09 LLOY LN Equity 690 2,037 0.89 1.20 29.85 1.13% (53.16) LLY US Equity (1) 4,536 58.93 58.92 -0.02 0.69% 28.91 I.PAT US Equity 548 2,016 122.48 155.79 31.99 0.85% 22.82 LNKO US Equity 223 (2,461) 183.83 167.18 4.47 2.03% 2.18 LOW US Equity (269) 7,829 48.35 46.74 -4.66 0.74% 50.36 LVS US Equity 1,219 5,447 61.33 75.06 15.24 1.47% (3.21) LYB US Equity 1,109 2,297 59.29 87.92 58.99 0.82% 17.97 MA US Equity 70.96 - MAERSKB DC Equity 5,328 14,148 8,212.58 11,305.19 33.01 1.14% (366.15) MC FP Equity 296 4,713 184.12 195.68 7.72 0.81% 7.12 MCD US Equity 99.80 MCK US Equity 31 2,181 164.92 167.30 1.40 1.02% 23.15 MDLZ US Equity 2,754 13,641 28.68 34.47 32.83 0.61% 39.19 MDT US Equity 6,952 20,811 43.22 57.66 40.07 0.83% (823.94) MET US Equity 845 7,556 44.37 49.33 10.80 1.03% (58.60) MFC CN Equity 2,293 4,802 12.38 18.29 58.94 0.81% (10.73) MHS US Equity - 5,485 PN/A N/A 0.00 1.17% MMM US Equity 7,914 21,331 96.89 132.93 63.07 0.59% (8.34) MO US Equity 413 9,167 36A1 38.05 8.62 0.52% 64.25 EFTA_R1_02131690 EFTA02712691 MON US Equity 514 11,917 106.02 110.59 5.60 0.77% (128.07) MOS US Equity 47.42 MRK US Equity 1,326 11,769 50.18 55.84 12.94 0.87% (51.83) MS US Equity 20 396 27.57 28.95 3.98 1.26% 4.49 MSFT US Equity 873 8,007 35.30 39.15 12.03 0.91% (47.40) MUV2 GR Equity 712 6,116 197.70 220.70 20.32 0.57% (38.84) NAB AU Equity 462 9,956 31.52 32.98 5.94 0.78% (72.83) NCM AU Equity 10.15 - NEE US Equity 4,703 14,649 72.62 95.93 44.73 0.72% 94.95 NEM US Equity 1,412 (4,731) 34.95 24.52 20.68 1.44% (41.57) NESN VX Equity 865 9,821 69.64 75.77 13.11 0.67% (218.71) NG/ LN Equity 1,783 13,061 11.94 13.57 29.88 0.46% (23.70) NKE US Equity 223 2,470 66.10 72.06 9.32 0.97% 10.85 NOK US Equity 3,785 4,498 3.96 7.30 57.54 1.46% (187.45) NOV US Equity 303 8,176 76.64 79.47 4.72 0.78% 128.84 NOVN VX Equity 5,656 18,291 63.81 83.54 41.04 0.75% 23.99 NOVOB DC Equity 511 9,444 40.35 42.53 5.93 0.91% (95.90) NSC US Equity 1,558 9,797 80.78 93.62 20.63 0.77% 37.47 NVS US Equity 4,403 15,510 65.07 83.54 35.58 0.80% 159.44 OGXP3 BZ Equity 4,017 (4,107) 4.39 0.10 47.39 2.06% 236.53 OR FP Equity 166.79 - ORA FP Equity 832 6,019 13.03 14.83 9.69 1.43% (27.14) ORCL US Equity 1,376 7,995 33.68 39.47 16.34 1.05% 25.14 OXY US Equity (63) 7,355 95.03 94.23 -1.03 0.83% 33.98 P8R US Equity (48) (1,013) 13.30 13.94 -2.33 2.05% (0.40) PBR/A US Equity (96) (2,236) 13.87 14.47 -2.09 2.06% (6.05) PCLN US Equity 682 3,043 956.05 1,170.37 15.04 1.49% 29.15 PCP US Equity (38) 1,134 253.57 245.45 -3.59 0.92% (0.11) PEP US Equity 121 8,118 82.28 83.51 3.11 0.48% 7.45 PETR3 82 Equity (70) (1,052) 6.54 6.98 -3.06 2.17% (2.75) PETR4 BZ Equity (107) (2,498) 6.95 7.25 -1.87 2.30% (11.11) PFE US Equity 1,887 13,097 26.10 29.86 17.37 0.83% (115.85) PG US Equity 244 8,334 78.47 80.77 6.61 0.44% (6.39) PHIA NA Equity 34.35 PM US Equity 137 (8,133) 85.47 84.03 2.66 0.63% (79.93) PNC US Equity 567 9,010 76.60 81.43 7.97 0.79% 37.51 POT CN Equity 33.85 - POT US Equity 33.86 PRU IN Equity 7,336 10,521 12.76 21.66 65.23 1.07% (91.20) PSA US Equity 632 11,140 160.09 169.17 11.77 0.48% 18.41 PSX US Equity 1,200 6,030 64.65 77.51 21.40 0.93% 56.41 PX US Equity 1,999 16,340 113.54 127.43 22.58 0.54% (26.47) QCOM US Equity 2,246 12,547 66.83 78.79 22.80 0.79% 115.77 QQQ US Equity 2,831 11,952 68.46 84.68 32.98 0.72% 13.21 RAI US Equity 294 6,737 52.22 54.51 4.55 0.96% 131.02 RDS/A US Equity 36 7,386 73.50 7186 1.05 0.47% 40.27 RDS/8 US Equity 253 6,990 76.36 79.13 7.35 0.49% 42.48 EFTA_R1_02131691 EFTA02712692 RDSA LN Equity 273 4,675 34.83 36.87 12.03 0.49% 14.29 ROSA NA Equity 14 6,544 36.74 36.82 0.46 0.45% 5.10 ROSB IN Equity 266 6,969 37.90 39.35 7.04 0.54% 3.86 REGN US Equity (260) 6,240 302.26 290.17 -2.54 1.64% (35.64) RIO AU Equity 19 3,506 59.40 59.72 0.46 1.19% (35.02) RIO LN Equity 136 4,819 54.83 56.38 2.20 1.28% 55.97 RIO US Equity 242 4,934 54.04 56.69 3.78 1.30% 85.92 ROG VX Equity 5,977 17,035 212.78 287.45 56.81 0.62% 163.26 RY CN Equity 135 8,293 65.48 66.54 3.21 0.51% 27.61 SAB LN Equity 741 9,453 48.63 52.44 8.53 0.92% 104.54 SAN FP Equity (14) (2,550) 102.66 103.23 -0.64 0.87% 5.66 SAN SM Equity 1,068 7,933 8.46 9.60 13.65 0.99% (138.78) SAN US Equity 918 6,290 8.45 9.68 13.81 1.06% 75.37 SAP GR Equity (99) 5,241 80.58 79.09 -2.24 0.84% (13.37) SAP US Equity (77) 5,649 80.61 79.53 -1.52 0.90% 44.58 SBUX US Equity (124) 1,631 74.67 69.37 -7.40 1.03% (0.07) SGO FP Equity 2,647 7,836 44.08 58.98 30.52 1.11% (233.63) SI US Equity 677 5,671 118.49 132.64 11.73 1.02% (45.53) SIE GR Equity 826 5,345 114.81 132.56 16.54 0.93% (52.81) SLB US Equity 1,537 7,174 81.27 98.68 31.95 0.67% 133.53 SMSN LI Equity (123) (6,021) 643.80 656.98 -2.04 1.00% (49.25) SO US Equity 223 9,151 43.58 44.64 4.36 0.56% 34.04 SPG US Equity 116 5,374 164.07 167.62 3.73 0.58% 19.39 SREN VX Equity 1,576 10,006 80.46 93.14 20.67 0.76% (81.99) STAN LN Equity (40) (2,940) 22.09 22.39 -1.28 1.07% (33.44) STL NO Equity 786 9,825 26.16 28.25 11.58 0.69% 127.83 SIT US Equity (156) 2,205 68.78 64.23 -6.09 1.16% 5.19 SU CN Equity 36.13 - SU FP Equity 328 6,518 84.31 88.56 4.79 1.05% (45.04) SU US Equity 36.13 SWEDA SS Equity 214 6,088 24.78 25.65 3.08 1.14% (49.19) SYNN VX Equity (375) (6,455) 359.52 380.38 -8.66 0.67% 2.50 T US Equity (12) (515) 34.46 35.24 -3.75 0.60% (1.29) TD CN Equity 234 8,245 45.38 46.67 4.98 0.57% 54.86 TEF SM Equity 92 4,176 15.65 16.00 2.78 0.79% 10.78 TEF US Equity 109 3,406 15.52 16.01 3.50 0.91% 33.96 TGT US Equity 576 (8,574) 63.57 59.30 10.86 0.62% (52.65) TJX US Equity 1,401 5,695 46.52 57.96 30.72 0.80% (5.08) TLS AU Equity 299 7,919 4.60 4.78 6.70 0.56% 9.30 TLSN SS Equity 6.80 TM US Equity 391 (5,442) 115.49 107.19 7.20 1.00% (113.93) TMO US Equity 8,440 10,218 63.59 116.11 94.73 0.87% (12.48) TOT US Equity 866 6,885 60.09 67.64 16.14 0.78% 173.87 TRP CN Equity 46.74 TRV US Equity 114 8,267 84.26 85.42 3.01 0.46% 21.43 TSCO LN Equity 915 (5,918) 5.65 4.78 14.82 1.04% (74.72) TWC US Equity 616 5,234 120.22 134.37 13.01 0.90% 20.32 EFTA_R1_02131692 EFTA02712693 TWX US Equity (222) 4,437 66.24 63.08 -5.60 0.90% (10.62) TXN US Equity 3,626 12,205 34.93 45.30 33.27 0.89% 40.67 TYC US Equity 9,523 24,080 29.17 40.70 53.23 0.74% (65.67) UBS US Equity 128 5,489 19.43 19.89 2.44 0.95% (62.28) UBSN VX Equity 112 5,158 19.51 19.93 2.38 0.92% (67.44) UCG IM Equity 2,941 5,391 5.58 8.63 33.29 1.64% (64.01) ULVR IN Equity 277 6,601 42.76 44.56 4.83 0.8