EFTA00288816.pdf

Atorus, LLC 5/15/2010 Current Date: 5/15/2014 Change on Day: -1.78% Total Return since 1/1/12: 83.13% MSCI World Change on 712M Return: 22.97% Day .0.74% T9O Day Return: 2.31% No of Positions T3O Day Return: 5.65% (+MTM) on Day 138 Current Long Exposure @ Cost: 5,426,115 No of Positions (•MTM) Current Short Exposure @ Cost: (402,562) on Day 295 Net Exposure: 5,023,553 Current No. of Starting Capital: 1,000,000 Positions: 436 Current NAV: 1,831,342 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 T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (•) Change -0.91% 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: 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 2,000,000.00 1,800,030.00 1,600,030.00 1,400,030.00 1,200,030.00 —Series1 1,000/100.00 600,000.00 600,000 00 Or0, 0.010 et.O19 n•0' ivO19 1.0' n0 n0 0 'V % 1- 'V eb 0, • • tx %0' 0' n0 ncils 4.0 n0'1Al. 11 V , 1 4 0~1\ry 4 4 4 %4 4 4' 4) 4 ,4 '). 19 .9 t9 .9 4.' 4.' (ott EFTA00288816 Atorus, LLC 5/15/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Posi ions (90th MTM) Percentile MTM Gains % NAV) Security Notional % of Total Notional • Security MTM Gain % Total NAV 24 Positions • 19.85% 45 Positions 25.48% DISCA US Equity (6,841) 0.12% XLF US Equity 5,372 0.29% MEXBOL Index (8,366) 0.14% AEX Index 5,601 0.31% TGT US Equity (8,574) 0.15% BE_TSY CREDIT 5,804 0.32% 941HK Equity (9,455) 0.16% JNJ US Equity 5,805 0.32% CO1 Comdty (9,849) 0.17% NVS US Equity 5,861 0.32% JP_TSY CREDIT (13,728) 0.24% HON US Equity 5,904 0.32% SPGSCITR Index (15,386) 0.26% EDF FP Equity 6,238 0.34% XAG Curncy (15,640) 0.27% XLI US Equity 6,264 0.34% INDEXCF Index (21,271) 0.36% UTX US Equity 6,264 0.34% XAU Comdty (23,727) 0.41% SX6P Index 6,324 0.35% SHCOMP Index (33,248) 0.57% DAI GR Equity 6,483 0.35% SE_TSY CREDIT (44,333) 0.76% AZN SS Equity 6,660 0.36% DK_TSY CREDIT 67,396 1.16% MAERSKB DC Equity 6,727 0.37% CH_TSY CREDIT 69,857 1.20% SXSE Index 6,773 0.37% AU TSY CREDIT 71,396 1.22% ROG VX Equity 6,819 0.37% STBCNZL Index 73,207 1.26% SXXP Index 6,857 0.37% lE_TSY CREDIT 78,270 1.34% ACA FP Equity 6,859 0.37% BE_TSY CREDIT 79,771 1.37% NOVN VX Equity 7,395 0.40% AT_TSY CREDIT 81,569 1.40% AZN US Equity 7,422 0.41% FR_TSY CREDIT 82,246 1.41% AZN LN Equity 7,424 0.41% NL_TSY CREDIT 82,865 1.42% BEL20 Index 7,956 0.43% DE_TSY CREDIT 84,524 1.45% SMI Index 8,028 0.44% FI_TSY CREDIT 85,645 1.47% MDT US Equity 8,085 0.44% GB_TSY CREDIT 89,647 1.54% HEX Index 8,172 0.45% TMO US Equity 8,333 0.46% IT_TSY CREDIT 8,744 0.48% PRU LN Equity 8,786 0.48% IBEX Index 9,064 0.49% NAV Impact of MTM by Category & Exposure SXAP Index 9,064 0.49% Listed Equity Long -0.965% DAX Index 9,072 0.50% Listed Equity Short 0.081% MMM US Equity 9,628 0.53% EquityCom Long -1.088% NDX Index 9,683 0.53% EquityCom Short 0.075% SXOP Index 10,206 0.56% G20 Rates Long 0.100% KFX Index 10,752 0.59% G20 Rates Short -0.007% TYC US Equity 10,849 0.59% ES_TSY CREDIT 11,115 0.61% LUXXX Index 11,159 0.61% SXIP Index 11,192 0.61% XLV US Equity 11,953 0.65% SPX Index 17,759 0.97% EFTA00288817  ISEQ Index 20,342 1.11% SXTP Index 21,271 1.16% SXDP Index 27,283 1.49% lE_TSY CREDIT 32,619 1.78% STBCNZL Index 36,718 2.00% APAC Lon 28 APAC Short 19 EMEA Long 70 EMEA Short 14 AMER Long 177 AMER Short 34 E • ultyCom Lon 64 EquityCom Short 7 G20 Rates Lon 21 G20 Rates Short 2 Total Long 360 Total Short 76 Current Exposure by Geography (Listed Eqult es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 ■ APAC Long $1,500,000 ■ APAC Short ■ EMEA Long ■ EMEA Short $1,000,000 ■ AMER Long ■ AMER Short $500,000 ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long 1 ■ G20 Rates Short $(500,000) EFTA00288818 Atorus, LLC 5/1S/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 6,000.000 5,000,000 1.500.000 0,000,000 1,000,000 I 0X ° " —APAC (MCA 2,000,000 —AMER 500,000 — EquityCom 1,000,000 —G20 Rates NexEposule RIG le elt \ (54',./.‘19 eCt. 1§ 9 .0 9 ..Q. 1,9 % 10 " 1.4444 1 9.44 19%ts (1,000,000) 19% N_ \_, \ vvvv of \ \ \ \ (501. (2,000,003) (1,000,000) (3,000,0E0) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) le le ce le le ce,ste 410>40' 4 4,te ce le 4' ')N 4 $:" 4 0, lN N, 4 4" EFTA00288819 Atorus, LIC 5/15/2014 Current Gross Notional Risk by Category 249,629 Ai lr fr 0o 597,700 • APAC • EMEA 1,439,23 • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 •—•Serits1 1.15 —Serits2 0.95 0.75 e °41 1 9tete iCI:pe,"te sCbt 6;beetee st s)." 9/ 1 ?" °41 Rolling 30 Day Realized Volatility - A EFTA00288820 Mortis, LLC 5/15/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.00 WOO 50.00 40.00 pii v I0'pbv Position 30.00 20.00 10.00 0.00 -10%. 4 4 A 'A P.," Percentile No. Vol Days DOLL:, 14.82 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.01 (<7 Vol Days) 1.13% 10.00% .1.30 MTM Gains(Losses) % of NAV "Signficant" 15.00% .0.31 (>7 Vol Days) 20.00% 0.33 25.00% 1.14 30.00% 2.25 35.00% 3.32 40.00% 4.37 45.00% 5.80 50.00% 7.67 55.00% 9.44 60.00% 11.91 65.00% 15.07 70.00% 19.32 75.00% 22.53 80.00% 26.45 85.00% 32.11 90.00% 40.73 95.00% 59.20 100.00% 181.66 EFTA00288821 Atorus, LLC 5/15/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 3017 Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (44) (1,238) 55.84 57.83 -3.51 1.01% (12.20) 005380 KS Equity 106 3,149 224.39 231.97 3.40 0.99% 50.52 005490 KS Equity (83) (753) 272.57 302.74 •11.11 1.00% 1.26 005930 KS Equity 1,374.32 012330 KS Equity 1,056 5,584 247.00 293.71 18.91 1.00% 88.52 1 HK Equity 856 12,607 16.18 17.28 6.94 0.98% 48.25 1299 HK Equity 166 5,954 4.79 4.92 2.85 0.98% (6.09) 13 HK Equity 724 4,897 11.40 13.09 16.01 0.92% 71.77 16 HK Equity 13.14 27 HK Equity 29 (2,232) 7.61 7.51 0.67 1.97% 16.17 2914 JP Equity (13) 2,888 33.68 33.53 -0.52 0.88% (24.10) 3382 JP Equity 31 2,327 38.42 38.93 1.85 0.72% (47.66) 4063 JP Equity (16) 1,008 59.47 58.52 -1.60 1.02% (7.83) 4502 JP Equity (53) 4,908 44.97 44.49 -1.31 0.81% (46.13) 4689 JP Equity 117 (2,118) 4.47 4.23 3.12 1.77% 13.50 5 HK Equity (81) (4,127) 10.15 10.35 -3.22 0.61% (21.18) 5108 JP Equity (89) 3,469 35.68 34.78 -2.49 1.04% 30.51 54011P Equity 158 (5,599) 2.81 2.73 2.79 1.01% (51.44) 63011P Equity 17 2,933 22.08 22.21 0.55 1.06% (1.95) 6752 JP Equity 10.64 - 6902 JP Equity 43.73 6954 JP Equity 470 6,629 6,392.98 169.58 7.45 0.95% 43.10 7201JP Equity (38) (2,999) (3,742.97) 8.97 -1.29 0.97% 19.49 7203 JP Equity 69 (4,207) (5,259.85) 55.17 1.96 0.84% 34.11 7267 JP Equity 276 (4,675) (4,885.01) 33.25 4.98 1.19% 80.54 762 HK Equity (55) 2,330 (5,161.69) 1.54 .1.47 1.61% (52.30) 7751JP Equity 1,127 (6,865.02) 32.56 0.00 0.73% 0.65 80311P Equity (169) (1,910) (4,775.88) 15.34 •9.70 0.91% 4.44 8058 JP Equity 66 4,540 (4,383.01) 19.51 1.57 0.92% 3.26 81061P Equity (20) (3,668) (4,603.66) 5.66 -0.45 1.24% (22.05) 83161P Equity 63 (1,984) (2,000.57) 39.84 2.73 1.17% 61.67 8411JP Equity 72 5,474 2.00 2.02 0.65% 14.44 8604 JP Equity 234 (3,335) (3,504.39) 6.02 5.13 1.37% 59.88 8801JP Equity 220 3,059 30.78 33.00 5.36 1.34% 63.68 8802 JP Equity (53) (4,920) 24.34 24.61 0.79 1.36% (29.55) 9020 JP Equity 32 (5,379) 75.21 74.77 0.68 0.87% 12.66 941HK Equity 392 (9,455) 10.19 9.77 4.27 0.97% (4.44) 94321P Equity 501 6,468 53.44 57.58 8.43 0.92% 22.88 94331P Equity (53) 3,581 55.65 54.83 •1.15 1.30% (5.34) 94371P Equity (359) (6,149) 15.59 16.50 •6.80 0.86% (2.81) 99831P Equity 72 (2,724) 323.49 314.90 1.95 1.36% 54.24 EFTA00288822 9984 JP Equity 3 (341) 70.88 70.29 0.49 1.67% 2.84 AAPL US Equity 885 7,342 527.64 591.24 13.09 0.92% (47.63) ABB US Equity 23.56 - ABBN VX Equity (37) (2,982) 23.43 23.71 -1.45 0.84% 10.00 ABBV US Equity 168 4,019 50.65 52.77 3.00 1.39% 1.88 ABEV US Equity (1) (3,165) 7.37 7.37 -0.03 0.99% 52.65 ABEV3 BZ Equity 10 (3,012) 7.43 7.41 0.32 1.06% 58.53 ABI BB Equity 514 8,888 103.14 109.10 7.93 0.73% (41.91) ABT US Equity 48 4,097 38.87 39.33 1.72 0.69% (59.15) ABX CN Equity 369 (3,958) 18.70 16.96 8.02 1.16% 136.50 ABX US Equity 375 (4,194) 18.59 16.92 7.78 1.15% 148.03 ACA FP Equity 6,859 5,408 6.83 15.50 108.32 1.17% (428.85) ACE US Equity 492 10,287 97.54 102.21 12.84 0.37% (46.23) ACN US Equity 61 8,563 77.97 78.52 1.14 0.62% (41.74) ADP US Equity 22 5,607 76.56 76.86 0.60 0.66% (105.97) MI US Equity (65) 3,645 62.86 61.75 -2.45 0.73% (70.36) AGN US Equity 4,208 9,698 110.56 158.54 22.63 1.92% (137.82) Al FP Equity 771 12,864 137.87 146.12 10.86 0.55% 108.02 AIG US Equity 405 7,022 49.93 52.82 6.37 0.91% (83.08) AIR FP Equity (40) (993) 67.47 70.20 -3.73 1.09% 14.74 ALV GR Equity (23) 8,815 169.20 168.76 -0.35 0.75% 28.41 ALVG IX Equity 14 7,162 168.62 168.95 0.27 0.73% 30.20 AMGN US Equity 58 (3,302) 112.50 110.52 1.68 1.05% 42.84 AMT US Equity 1,719 12,078 77.25 88.24 24.23 0.59% (121.03) AMZN US Equity 119 (2,898) 306.51 293.95 2.07 1.98% 63.54 ANZ AU Equity 500 12,947 29.78 30.93 5.15 0.75% (31.15) AM US Equity 84 4,994 87.41 88.88 2.10 0.80% (65.93) APC US Equity 38 2,501 97.78 99.27 1.12 1.36% (58.24) AXP US Equity 2,324 10,373 71.56 87.59 25.46 0.88% (151.41) AZN LN Equity 7,424 12,676 49.80 78.97 34.47 1.70% 220.50 AZN SS Equity 6,660 12,119 50.82 78.75 32.25 1.70% 83.57 AZN US Equity 7,422 12,812 50.30 79.44 35.29 1.64% 334.38 BA US Equity 212 8,072 128.04 131.40 3.34 0.78% (119.86) BAC US Equity 94 (3,184) 14.98 14.54 2.72 1.08% 75.95 BARC LN Equity 73 5,219 4.11 4.17 0.98 1.42% (73.15) BAS GR Equity 1,289 7,333 97.30 114.40 19.56 0.90% 3.25 BATS LN Equity 576 7,532 53.98 58.10 10.56 0.72% 34.42 BAX US Equity 70 4,842 73.52 74.57 2.69 0.53% (56.01) BAYN GR Equity 379 7,767 135.04 141.63 5.62 0.87% 6.53 BBAS3 BZ Equity (9) 707 10.89 10.75 -0.73 1.74% (7.86) BOO US Equity 262 4,539 14.82 15.67 4.02 1.43% (55.49) BBOC4 BZ Equity 250 3,963 14.73 15.66 4.37 1.44% (61.74) BBL US Equity 66.81 BBVA SM Equity 1,135 5,993 10.18 12.11 24.73 0.77% (131.36) BCE CN Equity 166 7,148 44.67 45.70 5.66 0.41% 9.10 BCS US Equity 29 5,457 16.46 16.55 0.39 1.38% (86.61) BEN US Equity 87 2,814 52.91 54.56 2.90 1.07% (68.66) EFTA00288823 BG/ IN Equity (586) (4,735) 18.76 21.09 -13.09 0.95% (10.04) BHP AU Equity 361 8,969 34.41 35.80 4.84 0.83% (15.04) BHP US Equity 392 7,278 68.00 71.66 5.87 0.92% (52.17) BBB US Equity 191 1,066 245.93 289.91 11.09 1.61% (33.03) BIL SJ Equity 33.29 - BK US Equity 171 8,609 32.86 33.52 2.32 0.86% (206.09) BUC US Equity 8 2,735 296.18 297.03 0.33 0.87% (48.36) BLT IN Equity 33.46 - BMO CN Equity 451 13,003 66.63 68.94 8.41 0.41% (92.90) BMW GR Equity 1,194 5,212 99.22 121.96 32.75 0.70% (26.37) BMT US Equity (59) 3,126 49.84 48.92 -1.78 1.06% (185.46) BN FP Equity (9) (189) 71.77 75.07 -6.32 0.73% (0.60) BNP FP Equity 65 (3,355) 72.97 71.56 2.03 0.95% 46.67 BNS CN Equity 674 11,536 58.56 61.98 13.87 0.42% 96.98 BP/ LN Equity 865 9,797 7.76 8.45 13.08 0.67% 29.36 BRK/B US Equity 705 14,233 120.53 126.50 10.05 0.49% (142.75) BSBR US Equity 6 2,143 6.67 6.69 0.20 1.38% (31.03) BUD US Equity 428 9,049 103.62 108.52 6.87 0.69% (82.73) BX US Equity 10 (1,225) 29.10 28.87 0.45 1.78% 28.70 C US Equity (69) 3,015 47.50 46.44 -2.94 0.77% (44.21) CA FP Equity 203 3,932 34.37 36.14 5.20 0.99% (25.50) CAT US Equity 2,356 14,645 90.43 104.98 24.14 0.67% (251.36) CBA AU Equity 1,448 16,101 69.48 75.72 16.62 0.54% 40.23 CBS US Equity 72 (2,800) 57.39 55.90 2.22 1.16% 17.78 CCL US Equity 393 6,257 36.20 38.48 7.79 0.81% (107.19) CELG US Equity 43 2,632 147.09 149.50 1.19 1.38% (32.94) CFR VX Equity 398 7,019 96.74 102.22 8.73 0.65% 313.14 CL US Equity 2,407 21,171 59.80 66.59 24.97 0.46% (178.29) CM CN Equity 723 11,908 84.09 89.19 14.57 0.42% (11.08) CMCSA US Equity (17) 4,527 50.01 49.82 -0.42 0.89% (11.67) CMCSK US Equity 4,304 12,096 36.26 49.17 42.71 0.83% (80.26) CNI US Equity 1,865 12,873 51.38 58.82 23.09 0.63% (146.90) CNQ CN Equity 990 10,769 36.73 40.11 10.77 0.85% (203.25) CNR CN Equity 1,818 12,795 51.50 58.82 22.80 0.62% (154.32) COF US Equity 733 7,124 68.86 75.94 16.08 0.64% (56.65) COP US Equity 202 6,210 75.56 78.02 4.43 0.73% (45.90) COST US Equity 6 9,550 114.02 114.08 0.10 0.56% (91.54) COV LN Equity #N/A N/A COV US Equity 795 7,080 64.09 71.28 17.54 0.64% (101.33) CRM US Equity 31 (1,529) 52.24 51.20 1.03 1.94% 33.42 CS FP Equity 62 (2,672) 24.12 23.56 2.46 0.94% 66.65 CSCO US Equity (116) (1,728) 22.87 24.40 -10.39 0.64% (94.12) CSX US Equity 1,397 9,324 25.23 29.01 22.34 0.67% (136.95) CVE CN Equity 28.76 CVS US Equity 2,086 12,136 64.26 75.30 29.17 0.59% (154.11) CVX US Equity (47) 4,590 125.36 124.08 -1.77 0.58% (82.62) D US Equity 2,039 13,256 60.80 70.15 25.41 0.61% (80.94) EFTA00288824 DAI GR Equity 6,483 13,908 62.20 91.20 44.29 1.05% (60.35) DU GR Equity 23 (2,563) 42.70 42.31 0.94 0.97% 34.48 DD US Equity 2,789 13,319 55.25 66.83 40.35 0.52% (236.21) DDAIF US Equity 3,611 8,377 63.20 90.45 36.49 1.18% (124.54) DE US Equity 492 10,094 86.88 91.11 9.12 0.53% (77.23) DELL US Equity MO WA DG FP Equity 4,220 10,090 51.66 73.26 64.07 0.65% (220.70) DGE LN Equity 80 2,332 30.86 31.92 4.22 0.82% 34.06 DHR US Equity 51 5,021 73.91 74.65 1.45 0.70% (65.83) DIS US Equity 1,667 10,263 68.75 79.92 19.99 0.81% (188.44) DISCA US Equity 315 (6,841) 75.84 72.34 4.46 1.03% (0.19) DNB NO Equity 362 5,106 17.27 18.49 6.75 1.05% 13.34 DOW US Equity 2,328 7,396 37.11 48.79 33.86 0.93% (269.49) DPW GR Equity 158 660 29.41 36.45 22.49 1.07% (30.89) DTE GR Equity 1,377 7,575 15.16 17.91 21.33 0.85% 139.33 DTV US Equity 3,890 10,622 61.97 84.67 30.72 1.19% (176.32) DUK US Equity (5) (895) 71.30 71.68 -1.10 0.49% (4.76) DVN US Equity 1,296 11,143 63.30 70.66 13.40 0.87% (227.20) EBAY US Equity (18) (2,444) 50.75 51.12 -0.67 1.09% 34.18 Ea US Equity 41 9,210 105.22 105.68 0.75 0.59% (49.54) EDF FP Equity 6,238 9,189 23.45 39.36 74.53 0.91% 36.50 EMC US Equity 195 10,986 25.35 25.80 2.37 0.75% 8.54 EMR US Equity (54) 8,739 66.79 66.38 -0.89 0.69% (140.58) ENB CN Equity 583 12,231 45.61 47.78 9.86 0.48% 1.64 ENEL IM Equity 2,187 8,902 4.48 5.58 31.19 0.79% (221.08) ENI IM Equity 648 11,929 24.33 25.65 9.67 0.56% (121.16) EOAN GR Equity (109) 2,397 18.73 17.91 -5.83 0.78% (38.20) EOG US Equity 2,379 5,841 72.84 102.51 34.27 1.19% (162.11) EPD US Equity 1,907 13,127 63.70 72.95 21.17 0.69% (22.20) ERICB SS Equity (27) 7,934 12.51 12.47 -0.32 1.07% 51.71 ESRX US Equity (37) (3,365) 67.34 68.08 -1.18 0.93% 8.63 ETN US Equity (28) 5,260 72.48 72.10 -0.55 0.95% (59.59) F US Equity (159) (2,897) 14.82 15.63 -7.07 0.78% 27.85 F8 US Equity 841 2,630 44.06 58.14 13.98 2.29% (98.30) FCX US Equity 287 5,704 33.48 35.16 5.35 0.94% (69.95) FDX US Equity 266 3,612 128.98 138.47 11.16 0.66% (25.97) FOX US Equity 48 5,613 32.67 32.95 0.67 1.28% (114.42) FOXA US Equity 60 4,207 33.36 33.84 1.10 1.31% (76.91) FP FP Equity 1,817 14,528 62.63 70.47 18.38 0.68% (147.15) G IM Equity 178 5,607 21.99 22.69 4.65 0.68% 21.49 GE US Equity 2,478 13,140 22.32 26.52 36.00 0.52% (171.96) GILD US Equity 145 4,205 77.50 80.17 2.43 1.42% (30.52) GIS US Equity 1,371 21,798 50.35 53.52 13.72 0.46% (272.47) GLE FP Equity 440 2,598 49.51 57.90 14.41 1.18% (74.15) GLEN LN Equity (166) (2,955) 5.22 5.52 -8.41 0.67% (21.60) GLW US Equity 3,370 11,635 16.25 20.96 34.56 0.84% (192.72) GM US Equity (70) 4,771 34.80 34.30 -1.56 0.94% (83.65) EFTA00288825 GOOG US Equity 1 (1,170) 521.13 520.75 0.05 1.44% 17.10 GS US Equity 13 (681) 159.83 156.68 1.92 1.03% 13.69 GSK LN Equity 284 5,707 26.22 27.52 5.75 0.87% 66.29 GSZ FP Equity 621 11,150 25.29 26.70 7.15 0.78% (49.88) HAL US Equity 1,609 7,135 50.67 62.10 23.23 0.97% (281.48) HD US Equity 172 6,095 73.80 75.88 3.46 0.81% (55.59) HMB SS Equity 42.87 - HON US Equity 5,904 11,930 61.10 91.33 81.63 0.61% (372.78) HPQ US Equity 2,055 7,473 25.51 32.53 28.50 0.96% (155.01) HSBA LN Equity 130 4,576 10.19 10.48 4.58 0.62% 69.35 IBE SM Equity 2,005 7,531 5.56 7.04 45.63 0.58% (93.60) IBM US Equity 93 (4,032) 191.43 187.00 2.97 0.78% 50.72 IMT LN Equity 2,825 13,420 36.87 44.63 30.13 0.70% (6.51) INTC US Equity 957 12,041 24.19 26.12 14.08 0.56% (147.90) ISP IM Equity 3,513 5,699 1.93 3.12 52.54 1.17% (238.50) ITUB US Equity 289 5,715 15.88 16.68 4.09 1.24% (68.92) ITUB4 BZ Equity 270 4,601 15.79 16.71 4.49 1.31% (65.97) ITW US Equity 3,645 14,011 67.84 85.48 39.37 0.66% (189.77) ITX SM Equity (6) (3,652) 146.45 146.68 -0.29 0.55% 23.37 JCI US Equity 4 (907) 44.93 44.72 0.36 1.25% 11.46 JNJ US Equity 5,805 17,142 75.17 100.63 73.95 0.46% (64.47) JPM US Equity 45 (3,218) 54.39 53.63 1.68 0.83% 47.45 KMB US Equity 307 9,903 107.52 110.86 5.81 0.53% (21.52) KMI US Equity 81 (6,775) 33.81 33.40 1.52 0.78% (64.96) KO US Equity (14) 4,404 40.80 40.67 -0.61 0.53% (34.28) LBTYA US Equity 11 3,592 43.18 43.31 0.30 1.06% (48.03) LBTYK US Equity 9 4,703 41.40 41.48 0.19 1.01% (44.77) LIN GR Equity 447 8,087 198.03 208.97 9.11 0.61% 103.00 LLOY LN Equity 248 2,488 1.14 1.25 8.41 1.18% (80.24) LLY US Equity (37) 4,953 59.02 58.59 -1.07 0.70% (126.42) LMT US Equity 679 2,016 122.48 163.72 42.98 0.78% (35.26) LNKD US Equity 495 (2,461) 183.83 146.87 7.53 2.67% (17.29) LOW US Equity (28) 358 47.89 44.42 -7.67 1.02% (6.15) LVS US Equity 366 1,961 61.33 72.76 10.40 1.79% (40.95) LYB US Equity 1,386 2,297 59.29 95.06 76.60 0.79% (57.61) MA US Equity (33) 3,476 73.93 73.24 -0.71 1.32% (49.58) MAERSKB DC Equity 6,727 14,148 1,642.52 2,423.41 50.47 0.94% (105.45) MC FP Equity 322 5,711 186.24 196.74 8.27 0.68% 46.61 MCD US Equity 175 9,603 100.64 102.47 4.09 0.44% (43.88) MCK US Equity 160 2,181 164.92 177.03 8.33 0.88% (17.74) MDIZ US Equity 4,074 13,641 28.68 37.25 38.37 0.78% (194.22) MDT US Equity 8,085 20,811 43.22 60.02 58.32 0.67% (355.81) MET US Equity 877 7,556 44.37 49.52 10.77 1.08% (239.53) MFC CN Equity 1,547 3,201 12.38 18.36 58.82 0.82% (94.63) MHS US Equity PWA WA MMM US Equity 9,628 21,331 96.89 140.63 75.53 0.60% (272.93) MO US Equity 1,002 12,846 37.19 40.09 17.28 0.45% (88.18) EFTA00288826 MON US Equity 1,069 11,917 106.02 115.53 10.90 0.82% (157.89) MOS US Equity 49.28 MRK US Equity 1,321. 11,769 50.18 55.82 12.30 0.91% (118.68) MS US Equity (61) 2,280 30.38 29.58 -1.94 1.39% (44.99) MSFT US Equity 988 8,007 35.30 39.66 15.65 0.79% (134.62) MUV2 GR Equity 529 6,116 197.70 214.79 10.46 0.83% (23.20) NAB AU Equity (68) 13,313 31.52 31.36 .0.70 0.73% (42.65) NCM AU Equity 9.65 NEE US Equity 4,827 14,972 73.03 96.57 47.39 0.68% (22.46) NEM US Equity 469 (1,819) 32.73 24.29 16.15 1.60% 39.40 NESN VX Equity 1,411 10,957 70.38 79.45 23.48 0.55% 141.22 NG/ IN Equity 2,752 13,258 11.96 14.45 39.22 0.53% 67.66 NKE US Equity 206 2,940 68.03 72.79 8.70 0.81% (50.25) NOK US Equity 3,708 4,498 3.96 7.23 54.26 1.52% (119.00) NOV US Equity 344 9,753 77.58 80.32 4.51 0.78% (91.25) NOVN VX Equity 7,395 18,576 64.09 89.60 51.30 0.78% 140.52 NOVOB DC Equity 490 9,444 40.35 42.44 5.45 0.95% (123.33) NSC US Equity 1,876 10,109 81.19 96.26 27.34 0.68% (132.64) NVS US Equity 5,861 16,535 66.17 89.62 57.95 0.61% 68.63 OGXP3 BZ Equity 4,034 (4,107) 4.39 0.08 53.02 1.85% 83.08 OR FP Equity 399 8,826 167.38 174.95 6.75 0.67% 60.46 ORA FP Equity 1,902 8,188 13.68 16.86 24.12 0.96% 39.65 ORCL US Equity 1,949 8,168 33.82 41.89 30.92 0.77% 3.14 OXY US Equity 134 7,355 95.04 96.77 2.76 0.66% (36.03) PBR US Equity (6) 1,998 15.36 15.31 -0.14 2.18% (23.10) PBR/A US Equity 4 1,851 16.20 16.24 0.11 2.20% (19.49) PCLN US Equity 114 1,869 1,065.36 1,130.06 3.76 1.62% (40.53) PCP US Equity (164) 3,781 254.80 244.22 -4.75 0.91% (93.17) PEP US Equity 382 12,677 83.59 86.11 7.27 0.41% (141.71) PETR3 BZ Equity 15 2,462 7.62 7.66 0.30 2.08% (39.95) PETR4 BZ Equity 1 1,792 8.11 8.11 0.03 2.25% (25.45) PFE US Equity 8 (2,679) 29.10 29.02 0.27 1.05% 7.99 PG US Equity 212 11,013 79.25 80.78 4.03 0.48% (78.79) PHIA NA Equity 32.02 - PM US Equity (8) 3,200 85.77 85.55 -0.56 0.46% (12.19) PNC US Equity 671 9,010 76.60 82.31 9.09 0.82% (155.72) POT CN Equity 144 4,291 35.54 36.73 3.87 0.87% (57.40) POT US Equity 107 4,552 35.90 36.74 2.79 0.84% (51.70) PRU LN Equity 8,786 10,521 12.76 23.42 86.37 0.97% (177.66) PSA US Equity 659 13,406 162.12 170.09 11.52 0.43% (107.61) PSX US Equity 1,605 6,461 65.64 81.95 27.74 0.90% (171.58) PX US Equity 2,420 16,340 113.54 130.36 28.15 0.53% (137.97) QCOM US Equity 2,423 12,547 66.83 79.73 26.94 0.72% (168.73) QQQ US Equity 2,173 7,968 68.46 87.13 36.04 0.76% (102.99) RAI US Equity 623 10,690 53.26 56.37 7.68 0.76% (107.09) RDS/A US Equity 582 11,546 75.02 78.80 9.80 0.51% 16.06 RDS/B US Equity 1,038 11,427 78.85 86.01 15.74 0.58% 42.11 EFTA00288827 RDSA LN Equity 725 9,744 36.73 39.47 13.28 0.56% 34.06 RDSA NA Equity 512 11,195 37.76 39.48 8.28 0.55% 32.68 RDSB LN Equity 1,116 10,889 39.07 43.08 17.51 0.59% 55.40 REGN US Equity (331) 6,240 301.93 286.74 .2.74 1.93% (25.56) RIO AU Equity (70) 5,122 59.39 58.59 .1.49 0.92% (12.35) RIO LN Equity 163 4,819 54.83 56.68 3.88 0.87% 17.67 RIO US Equity 241 4,934 54.04 56.68 4.56 1.07% 2.33 ROG VX Equity 6,819 17,035 212.78 297.97 61.89 0.65% IF 335.26 RY CN Equity 212 10,940 65.94 67.22 4.52 0.43% (53.22) SAB LN Equity 1,038 11,163 49.36 53.95 12.85 0.72% 7.94 SAN FP Equity (27) 1,148 107.67 105.18 .3.00 0.79% (8.39) SAN SM Equity 1,346 8,929 8.60 9.89 21.58 0.70% (175.46) SAN US Equity 1,052 7,569 8.66 9.87 19.82 0.70% (206.54) SAP GR Equity (218) 4,193 80.39 76.41 .6.24 0.83% (27.41) SAP US Equity (215) 3,615 80.34 75.83 .6.95 0.86% (51.56) SBUX US Equity 1 (840) 69.81 69.70 0.18 0.83% 9.00 SGO FP Equity 2,480 7,836 44.08 58.04 31.67 1.00% (133.02) SI US Equity 775 5,671 8N/A N/A 16.39 0.83% SIE GR Equity 857 5,345 114.81 133.21 20.01 0.80% (83.24) SLB US Equity 1,551 8,679 84.17 99.21 31.45 0.57% (162.04) SMSN LI Equity 681.83 SO US Equity (131) 11,861 44.11 43.62 .1.66 0.67% (32.53) SPG US Equity 390 12,383 168.79 174.11 7.90 0.40% 1.09 SREN VX Equity 87.37 - STAN LN Equity 12 (2,352) 22.09 21.97 0.59 0.89% (25.72) STL NO Equity 1,473 11,476 26.77 30.21 16.19 0.79% (480.51) STT US Equity (80) 2,734 65.12 63.28 .2.75 1.06% (75.24) SU CN Equity 705 11,105 36.96 39.30 6.54 0.97% (91.15) SU FP Equity 491 8,613 86.36 91.29 5.78 0.99% (176.76) SU US Equity 652 9,658 36.78 39.27 6.88 0.98% (80.57) SWEDA SS Equity 10 2,841 25.87 25.97 0.39 0.90% 7.33 SYNN VX Equity (342) (4,132) 359.52 389.25 .14.82 0.56% 11.44 T US Equity 137 5,618 35.62 36.49 3.45 0.71% 20.34 TD CN Equity 471 10,892 45.74 47.72 9.37 0.46% (77.70) TEF SM Equity 208 7,580 16.07 16.51 3.31 0.83% (8.15) TEF US Equity 173 6,344 15.95 16.38 3.05 0.89% (55.58) TGT US