EFTA00293069.pdf

Atorus, LLC 3/7/2014 Current Date: 3/7/2014 Change on Day: -1.08% Total Return since 1/1/12: 87.72% MSCI World Change on 712M Return: 43.65% Day T9O Day Return: 13.37% No of Positions T3O Day Return: 16.40% (+MTM) on Day 186 Current Long Exposure @ Cost: 4,682,836 No of Positions (-MTM) Current Short Exposure @ Cost: (1,044,248) on Day 260 Net Exposure: 3,638,588 Current No. of Starting Capital: 1,000,000 Positions: 445 Current NAV: 1,877,213 Current Leverage (Gross Exposures): 3.05 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor cally T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (-) Change -0.89% Target Vol-Adj. Risk Listed Equities 50.00% Target Vol-Adj. Risk Global Macro 50.00% Targeted Max Loss (ex-Leverage) 10.00% Leverage Target At Inception: 2X Notes on Leverage: We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusts position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.281 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 LOC:0,000.0D 1.800.000.0D 1.600.000.0D 1.400.000.0D 1.200.000.0D — NAV 1.000.000.0D 1300)300.0D 600,C00.0D ," 4', 4 04.1,,051, ,0G, 04:5", 4 A\ • ei9 4, 4. 4. t' S t ts• EFTA00293069 Atorus, LLC 3/7/2014 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 25.06% 46 Positions 29.39% XAG Curncy (20,150) 0.35% SXXP Index 6,677 0.36% INDEXCF Index (22,387) 0.39% HON US Equity 6,733 0.36% IBOV Index (22,524) 0.39% ROG VX Equity 6,739 0.36% COI Comdty (24,622) 0.43% AMGN US Equity 6,785 0.36% MEXBOL Index (26,146) 0.46% CA_TSY CREDIT 6,829 0.36% ZA_TSY CREDIT (33,149) 0.58% PSI20 Index 7,095 0.38% SHCOMP Index (33,700) 0.59% SMI Index 7,113 0.38% JP_TSY CREDIT (59,678) 1.04% DAI GR Equity 7,209 0.38% CH_TSY CREDIT 60,555 1.06% CMCSK US Equity 7,326 0.39% SXDP Index 61,075 1.07% ACA FP Equity 7,337 0.39% DK_TSY CREDIT 61,805 1.08% BMY US Equity 7,580 0.40% SPX Index 62,272 1.09% GS US Equity 7,790 0.41% FR_TSY CREDIT 69,707 1.22% MDT US Equity 7,964 0.42% DE_TSY CREDIT 69,767 1.22% ME Index 7,997 0.43% AT_TSY CREDIT 71,796 1.25% IT_TSY CREDIT 8,032 0.43% BE_TSY CREDIT 72,869 1.27% DAX Index 8,169 0.44% NL_TSY CREDIT 72,937 1.27% BEL20 Index 8,189 0.44% STBCNZL Index 73,231 1.28% MMM US Equity 8,216 0.44% FI_TSY CREDIT 74,240 1.30% PRU LN Equity 8,456 0.45% lE_TSY CREDIT 78,270 1.37% IBEX Index 8,740 0.47% AU_TSY CREDIT (79,133) 1.38% BA US Equity 8,831 0.47% MY_TSY CREDIT (92,252) 1.61% HEX Index 8,832 0.47% SG_TSY CREDIT (95,749) 1.67% BAYN GR Equity 9,077 0.48% CA_TSY CREDIT (97,153) 1.70% XLY US Equity 9,088 0.48% LUXXX Index 9,871 0.53% TMO US Equity 10,081 0.54% SXAP Index 10,224 0.54% SXOP Index 10,251 0.55% ES_TSY CREDIT 10,365 0.55% BAC US Equity 10,545 0.56% MA US Equity 11,637 0.62% KFX Index 11,924 0.64% TYC US Equity 12,150 0.65% CELG US Equity 12,167 0.65% SXMP Index 12,369 0.66% SXIP Index 12,375 0.66% XLV US Equity 12,892 0.69% NDX Index 14,383 0.77% RTY Index 15,398 0.82% SPX Index 18,067 0.96% EFTA00293070  SXTP Index 23,950 1.28% SXDP Index 24,740 1.32% ISEQ Index 26,090 1.39% IE_TSY CREDIT 30,966 1.65% GILD US Equity 31,709 1.69% STEICNZL Index 32,687 1.74% APAC Lon 30 APAC Short 22 EMEA Long 77 EMEA Short 13 AMER Long 166 AMER Short 43 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 15 G20 Rates Short 7 Total Long 352 Total Short 93 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 J • APAC Long $1,500,000 • APAC Short • EMEA Long $1,000,000 a EMEA Short a AMER Long $500,000 a AMER Short • EquityCom Long 5 • EquityCom Short $(500,000) • G20 Rates Long • G20 Rates Short $(1,000,000) EFTA00293071 Atorus, LLC 3/7/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 4500,000 3,000,000 1,000,000 APAC — 2,000,000 — EMEA —AMER 500,000 1,000,000 Eq lyCo —G20 Rates , ,NexEposure RHS 4 e 9e 1. . $Q. \N'Q. \ \ Na •Q'te ie e Qi ). t9 \ \ ‘ \ et . \ f t• f t• \ i t, \ eVC').t. 0 644 \Ise' , (la ° PC° i (the000) (2,000.0001 (1.000,000) (3,400.000I Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00293072 Atorus, LIC 3/7/2014 Current Gross Notional Risk by Category 245,425 587,747 1 ,321,16 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293073 Atorus, LLC 3/7/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position(ex-99pct & ex-lst percentiles) 50.40 40.00 ~P/t Vol Days by 3040 Position 2040 10.110 0.02 ° 4 04 04 4 04 4 4 04 4 4 O40 O40 O40 O ..,a. 9 a. n.9 a. n. o.,9 n.9 a. o'9 a. iN9 .. . .9 % 'V 'V tb Percentile No.Vol Da 0.00% -9.26 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.06 (<7 Vol Days) 1.91% 10.00% -0.91 MTM Gains(Losses) % of NAV "Signficant" 15.00% 0.00 (>7 Vol Days) 52.47% 20.00% 0.84 25.00% 1.69 30.00% 2.79 35.00% 3.96 40.00% 5.29 45.00% 6.24 50.00% 8.86 55.00% 11.28 60.00% 14.08 65.00% 16.66 70.00% 20.30 75.00% 23.85 80.00% 28.58 85.00% 35.80 90.00% 42.07 95.00% 55.11 100.00% 181.20 EFTA00293074 Atorus, LLC 3/7/2014 Current 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 (48) (5,144) 51.62 52.09 -0.94 0.98% 54.51 005380 KS Equity 65 1,799 217.13 224.96 2.77 1.30% (36.82) 005490 KS Equity 162 (3,782) 273.49 261.78 4.27 1.00% 36.57 005930 KS Equity 160 (6,558) 1,285.62 1,254.20 2.71 0.90% (57.82) 012330 KS Equity 858 5,282 244.69 284.45 12.72 1.28% (37.03) 1 HK Equity 362 7,382 15.52 16.28 5.23 0.94% 68.54 1299 HK Equity 2 3,412 4.82 4.83 0.07 1.00% (12.90) 13 HK Equity 3,129 12,243 11.40 14.32 23.58 1.08% (84.68) 16 HK Equity 412 (9,935) 12.66 12.14 5.50 0.75% 2.39 27 HK Equity 1 123 9.68 9.78 0.51 2.04% (2.29) 2914 JP Equity 200 (4,719) 32.47 31.09 2.95 1.44% 35.75 3382 JP Equity 55 3,411 37.70 38.30 1.14 1.40% 20.23 4063 JP Equity 49 (4,536) 56.40 55.79 0.78 1.40% (78.24) 4502 JP Equity 48 2,102 46.69 47.76 3.05 0.75% 5.60 4689 JP Equity 14 1,082 6.06 6.14 0.96 1.37% 7.38 5 HK Equity (41) 3,038 10.61 10.47 -1.69 0.80% (6.49) 5108 JP Equity 52 3,498 36.36 36.90 1.09 1.36% 45.22 5401 JP Equity 98 (3,709) 2.99 2.91 1.78 1.48% (24.11) 6301 JP Equity (158) (3,515) 20.64 21.57 -3.14 1.44% (48.30) 6752 JP Equity 1,656 4,145 9.01 12.61 15.69 2.55% 4.14 6902 JP Equity 2,551 9,730 41.48 52.35 20.75 1.26% 207.45 6954 JP Equity 581 6,393 157.65 171.97 5.80 1.57% 150.16 7201 JP Equity 48 (3,743) 8.85 8.74 1.04 1.24% 15.69 7203 JP Equity 11 (3,073) 57.44 57.22 0.31 1.21% (22.08) 7267 JP Equity (75) (4,885) 36.43 36.98 -1.26 1.21% (26.55) 762 HK Equity 376 (4,155) 1.43 1.30 8.93 1.01% 62.47 7751 JP Equity 174 (6,865) 31.44 30.64 2.16 1.17% (20.46) 8031 JP Equity 61 2,984 15.40 15.72 1.72 1.19% 35.55 8058 JP Equity (22) 3,003 19.27 19.14 -0.61 1.18% 12.58 8306 JP Equity 16 (2,979) 5.88 5.85 0.39 1.40% (20.98) 8316 JP Equity 34 (2,505) 45.91 45.28 0.84 1.63% (14.36) 8411 JP Equity (21) 604 2.12 2.05 -2.76 1.23% 1.97 8604 JP Equity (39) (2,467) 6.76 6.87 -1.06 1.50% (25.57) 8801 JP Equity (37) (1,006) 31.09 32.21 -2.08 1.75% (17.34) 8802 JP Equity (78) (3,881) 24.81 25.31 -1.27 1.59% (41.92) 9020 JP Equity 94 (3,967) 77.53 75.70 2.06 1.15% (40.25) 941 HK Equity 848 (11,351) 10.25 9.49 12.46 0.60% 6.55 9432 JP Equity 472 6,077 53.19 57.32 5.47 1.42% 21.22 9433 JP Equity 3,914 9,476 42.13 59.54 24.13 1.71% (152.99) 9437 JP Equity (215) (5,749) 15.71 16.30 -3.48 1.08% 19.45 9983 JP Equity 15 3,177 369.08 370.82 0.30 1.56% 58.46 EFTA00293075 9984 JP Equity 1,351 1,678 42.69 77.06 41.92 1.92% 24.48 AAPL US Equity 154 7,877 518.25 528.42 2.04 0.96% (44.00) ABB US Equity 868 10,408 23.59 25.56 8.86 0.94% (162.03) ABBN VX Equity 754 8,703 23.63 25.68 9.47 0.92% (119.64) ABBV US Equity 200 5,335 49.49 51.35 3.23 1.16% (103.13) ABEV US Equity 77 (7,232) 7.25 7.17 0.71 1.51% 109.90 ABEV3 BZ Equity 66 (6,923) 7.25 7.18 0.67 1.42% 103.50 ABI BB Equity 97 6,721 102.03 103.49 1.66 0.87% (52.93) ABT US Equity 71 4,097 38.87 39.54 2.35 0.73% (40.05) ABX CN Equity (11) 400 20.42 19.89 -1.75 1.52% (9.59) ABX US Equity 19.90 1.57% ACA FP Equity 7,337 5,408 6.83 16.11 102.91 1.32% (207.29) ACE US Equity 164 4,228 94.38 98.04 5.92 0.65% 0.74 ACN US Equity 824 9,382 77.27 84.05 12.29 0.71% 15.86 ADP US Equity 102 1,193 72.36 78.53 12.33 0.69% 8.56 MI. US Equity 213 5,923 63.35 65.62 6.02 0.60% 30.28 AGN US Equity 1,484 9,135 109.60 127.40 19.63 0.83% (61.64) Al FP Equity 62 5,434 135.71 137.26 1.46 0.78% 9.10 AIG US Equity 212 4,012 48.66 51.23 4.96 1.06% (1.45) AIR FP Equity 4,503 6,526 42.47 71.78 58.31 1.18% (270.16) ALV GR Equity 2,864 7,550 125.64 173.31 38.35 0.99% (142.11) ALVG IX Equity 2,163 5,742 126.13 173.65 39.11 0.96% (91.80) AMGN US Equity 6,785 22,886 94.49 122.50 26.06 1.14% (724.48) AMT US Equity 652 10,655 76.29 80.96 6.75 0.91% (130.11) AMZN US Equity 4,110 14,103 287.66 371.49 20.71 1.41% (35.90) ANZ AU Equity 131 4,030 28.59 29.52 4.15 0.78% (9.60) AM US Equity 232 (6,870) 82.74 79.95 3.07 1.10% (43.23) APC US Equity (329) (6,360) 81.31 85.52 -6.46 0.80% 43.81 AXP US Equity 3,232 10,373 71.56 93.86 34.06 0.91% 88.32 AZN LN Equity 4,322 12,676 49.80 66.78 35.67 0.96% (183.70) AZN SS Equity 3,834 11,669 50.40 66.96 33.94 0.97% (155.79) AZN US Equity 4,179 12,432 49.96 66.75 34.34 0.98% (71.96) BA US Equity 8,831 14,361 79.84 128.94 51.44 1.20% 33.49 BAC US Equity 10,545 10,884 8.82 17.37 96.03 1.01% (73.52) BARC LN Equity (213) 4,236 4.40 4.19 -4.40 1.14% (58.57) BAS GR Equity 1,051 7,333 97.30 111.24 14.97 0.96% (102.86) BATS LN Equity 244 4,548 52.49 55.31 5.46 0.98% (34.83) BM US Equity (84) (8,047) 66.82 67.52 -1.52 0.69% 19.88 BAYN GR Equity 9,077 11,757 76.64 135.80 75.44 1.02% (409.15) BBAS3 BZ Equity (26) (1,954) 8.43 8.54 -0.69 1.88% 62.92 HD US Equity 575 (6,743) 12.96 11.85 5.83 1.46% 87.84 BBOC4 BZ Equity 571 (7,252) 12.86 11.85 5.41 1.46% 90.59 BBL US Equity (21) 506 64.38 61.84 -3.69 1.12% (10.69) BBVA SM Equity 1,424 5,723 10.09 12.61 22.29 1.12% (121.27) BCE CN Equity (70) (6,644) 43.17 43.63 -1.69 0.62% 54.94 BCS US Equity (269) 5,118 17.68 16.79 -4.15 1.27% (75.66) BEN US Equity 128 3,695 52.08 53.89 2.95 1.18% 17.96 EFTA00293076 BG/ LN Equity (168) (3,003) 17.35 18.32 -4.21 1.33% 13.55 BHP AU Equity (38) 6,689 34.33 34.13 -0.60 0.95% (9.83) BHP US Equity (155) 5,280 68.70 66.74 -3.16 0.93% (112.60) BIIB US Equity 356 1,066 245.93 328.08 21.73 1.54% (60.81) BIL S.I Equity (528) 31.17 31.17 0.00 1.24% 10.36 BK US Equity 230 3,723 31.43 33.37 6.70 0.92% 70.18 BLK US Equity 157 1,171 274.17 310.86 12.93 1.03% (0.50) BLT LN Equity (19) 550 32.38 31.28 -3.68 0.96% (7.10) BMO CN Equity (5) 8,370 65.44 65.40 -0.08 0.69% (60.44) BMW GR Equity 813 5,076 98.63 114.42 16.98 0.94% (41.35) BMY US Equity 7,580 13,669 35.71 55.51 40.86 1.36% (290.60) BN FP Equity 18 (3,684) 70.54 70.19 0.55 0.89% 4.05 BNP FP Equity 1,798 5,498 61.78 81.98 28.58 1.14% (74.75) BNS CN Equity (3) 4,379 57.47 57.43 -0.10 0.73% (51.07) BP/ LN Equity 394 9,797 7.76 8.07 5.74 0.70% (108.27) BRK/B US Equity 387 6,996 115.91 122.32 7.47 0.74% 100.99 BSBR US Equity 1,613 (8,171) 6.18 4.96 12.49 1.58% 139.34 BUD US Equity 91 6,846 102.05 103.41 1.43 0.93% (64.42) BX US Equity 431 2,976 30.31 34.70 12.13 1.19% 4.88 C US Equity 39 3,018 49.15 49.79 1.19 1.10% (8.66) CA FP Equity 552 2,469 31.90 39.04 20.30 1.10% 31.68 CAT US Equity 1,151 10,300 87.23 96.97 10.86 1.03% (90.57) CBA AU Equity 93 7,010 67.84 68.73 1.76 0.75% 6.16 CBS US Equity 463 1,267 49.35 67.39 28.55 1.28% (3.72) CCL US Equity 673 7,821 36.20 39.32 7.57 1.14% 78.40 CELG US Equity 12,167 15,111 85.54 154.41 60.93 1.32%_ (84329) CFR VX Equity (21) 3,973 99.45 98.94 -0.52 1.00% 18.20 CL US Equity 1,289 18,685 58.99 63.06 11.54 0.60% 25.02 CM CN Equity 242 6,700 81.79 84.74 5.81 0.62% (70.22) CMCSA US Equity 4,753 17,408 40.65 51.74 29.03 0.94% (139.93) CMCSK US Equity 7,326 18,900 36.26 50.32 39.89 0.97% (165.16) CNI US Equity 1,192 12,873 51.38 56.14 14.38 0.64% (105.10) CNQ CN Equity 354 6,854 35.60 37.44 5.25 0.99% 43.62 CNR CN Equity 1,172 12,425 51.30 56.13 14.37 0.66% (106.73) COF US Equity 681 6,077 67.68 75.27 11.93 0.94% 28.07 COP US Equity 9 (7,980) 66.64 66.57 0.16 0.65% (13.41) COST US Equity (143) 7,901 115.69 113.63 -2.51 0.72% 25.09 COV LN Equity 183 2,442 SiN/A N/A 22.97 0.33% COV US Equity 794 6,347 63.38 71.31 14.23 0.88% (42.46) CRM US Equity 142 2,054 56.89 60.83 4.68 1.48% (86.52) CS FP Equity 2,337 6,734 19.39 26.12 31.55 1.10% (58.00) CSCO US Equity 5 (4,977) 21.79 21.77 0.11 0.85% 11.05 CSX US Equity 1,362 8,914 25.07 28.90 15.59 0.98% 54.07 CVE CN Equity 799 (10,449) 28.70 26.50 10.54 0.73% 11.36 CVS US Equity 1,752 10,503 62.91 73.41 23.19 0.72% 24.34 CVX US Equity (199) (8,207) 112.39 115.11 -3.49 0.69% (25.96) D US Equity 1,660 12,240 60.05 68.19 19.30 0.70% 19.25 EFTA00293077 DAI GR Equity 7,209 13,908 62.20 94.45 40.40 1.28% (317.57) DBK GR Equity 83 4,052 46.61 47.57 1.99 1.03% (67.43) DD US Equity 2,903 12,305 54.46 67.31 28.36 0.83% (79.48) DDAIF US Equity 4,092 8,377 63.20 94.08 33.16 1.47% (202.06) DE US Equity 301 8,122 85.65 88.83 5.29 0.70% 76.80 DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,450 9,889 51.34 74.43 39.81 1.13% (117.94) DGE LN Equity (19) 1,190 31.44 30.96 -0.64 2.48% (8.60) DHR US Equity 4,502 14,097 58.57 77.27 47.53 0.67% 89.25 DIS US Equity 2,055 9,908 68.36 82.54 17.78 1.17% (96.36) DISCA US Equity 156 4,197 82.46 85.52 3.13 1.19% (14.30) DNB NO Equity 1,605 9,735 15.77 18.37 18.98 0.87% (52.96) DOW US Equity 2,470 6,637 36.13 49.57 37.33 1.00% (85.68) DPW GR Equity 161 547 28.24 36.55 26.72 1.10% (13.69) DTE GR Equity 4,347 13,640 12.22 16.11 27.02 1.18% (225.98) DTV US Equity 3,036 10,076 61.27 79.74 38.47 0.78% 16.40 DUK US Equity (36) (8,822) 69.60 69.88 -0.91 0.44% 9.77 DVN US Equity 348 8,049 62.23 64.92 5.73 0.75% 52.46 EBAY US Equity 577 6,678 54.29 58.98 9.55 0.91% (45.96) Ea US Equity 413 7,417 104.04 109.83 7.58 0.73% (5.02) EDF FP Equity 6,369 9,189 23.45 39.70 70.31 0.99% (47.82) EMC US Equity 761 9,291 24.95 26.99 9.48 0.86% 17.53 EMR US Equity (6) (271) 64.18 65.63 -3.05 0.74% (1.82) ENB CN Equity 43.86 0.64% ENEL IM Equity 1,721 7,503 4.32 5.31 20.35 1.13% (72.23) ENI IM Equity 122 7,309 23.75 24.15 2.26 0.74% (52.71) EOAN GR Equity (12) 2,996 18.77 18.69 -0.41 0.96% (30.08) EOG US Equity 1,764 5,573 143.99 189.56 32.02 0.99% (60.12) EPO US Equity 826 10,799 62.55 67.34 11.29 0.68% 0.81 ERICB SS Equity 372 6,004 12.27 13.03 6.51 0.95% (44.47) ESRX US Equity 1,697 9,815 66.69 78.22 20.79 0.83% 12.83 ETN US Equity 269 5,260 72.48 76.19 4.75 1.08% 81.86 F US Equity (200) (3,621) 1432 15.63 -5.52 1.00% 19.45 FB US Equity 1,550 2,630 44.06 70.01 35.93 1.64% (61.36) FCX US Equity (80) 2,381 33.52 32.43 -2.96 1.14% (102.79) FDX US Equity 738 5,338 120.94 137.66 15.03 0.92% 27.40 FOX US Equity 156 4,572 32.23 33.32 3.95 0.86% (17.02) FOXA US Equity 146 4,703 33.11 34.14 3.22 0.96% (35.85) P FP Equity 697 8,870 60.06 64.77 9.63 0.82% (47.03) G IM Equity 256 4,486 2132 22.54 5.54 1.03% (43.06) GE US Equity 2,233 13,140 22.32 26.11 18.20 0.93% (49.77) GILD US Equity 31,709 13,861 24.02 78.99 181.20 1.26% (748.53) GIS US Equity 428 13,333 49.12 50.69 5.60 0.57% (4.42) GLE FP Equity 1,046 3,248 49.51 65.45 21.44 1.50% (57.90) GLEN LN Equity (1) (1,635) 5.49 5.50 -0.05 1.29% 55.21 GLW US Equity 2,464 11,376 16.17 19.68 19.27 1.12% 35.47 GM US Equity 849 2,560 28.27 37.65 28.66 1.16% (11.83) EFTA00293078 GOOG US Equity 5,197 12,428 857.75 1,216.43 46.40 0.90% (82.07) GS US Equity 7,790 13,671 110.98 174.21 69.29 0.82% 131.56 GSK LN Equity 328 5,707 26.22 27.72 7.11 0.81% (96.20) GSZ FP Equity 549 6,011 23.97 26.16 8.12 1.13% (44.48) HAL US Equity 922 5,408 48.07 56.27 15.53 1.10% (69.01) HD US Equity 3,152 13,333 66.67 82.43 30.83 0.77% (13.23) HMB SS Equity 606 6,110 40.79 44.83 10.01 0.99% (53.60) HON US Equity 6,733 11,930 61.10 95.58 91.07 0.62% 103.83 HPQ US Equity 1,403 6,969 25.20 30.28 21.97 0.92% 65.48 HSBA LN Equity (46) 1,217 10.79 10.40 -4.27 0.88% (11.15) !BE SM Equity 1,556 7,342 5.53 6.71 35.04 0.60% (33.84) IBM US Equity (87) (5,036) 184.74 187.92 -3.06 0.56% (1.77) IMT LN Equity 1,699 10,924 35.95 41.53 15.32 1.01% (41.32) INTC US Equity 366 9,784 23.81 24.70 5.77 0.65% 64.35 ISP IM Equity 3,734 5,653 1.92 3.19 50.63 1.30% (39.80) ITUB US Equity 220 (5,909) 13.81 13.30 2.32 1.60% 102.20 ITUB4 BZ Equity 94 (6,366) 13.53 13.33 1.04 1.43% 84.02 ITW US Equity 3,063 14,011 67.84 82.67 31.81 0.69% 27.14 ITX SM Equity 31 (2,789) 149.71 148.03 1.11 1.01% 3.77 JCI US Equity 4,276 9,883 34.13 48.89 40.83 1.06% (25.56) JNJ US Equity 4,346 12,630 69.31 93.16 46.91 0.73% 17.09 JPM US Equity 1,161 8,516 52.29 59.41 15.70 0.87% 86.65 KMB US Equity 157 7,934 106.69 108.80 2.32 0.85% (41.82) KMI US Equity 587 (7,123) 34.96 32.08 8.89 0.93% 67.38 KO US Equity 61 (6,962) 38.83 38.49 1.42 0.62% (4.51) LBTYA US Equity 66 2,272 84.93 87.42 2.87 1.02% (5.71) LBTYK US Equity 168 1,975 78.04 84.69 8.95 0.95% (0.31) LIN GR Equity 303 8,087 198.03 205.44 4.45 0.84% (14.72) LLOY LN Equity 3,733 7,073 0.89 1.37 52.10 1.01% (48.04) LLY US Equity (16) 2,868 58.84 58.52 -0.64 0.87% (26.16) LMT US Equity 730 2,016 122.48 166.81 36.86 0.98% 0.18 LNKO US Equity 206.99 1.90% - LOW US Equity 305 7,829 48.41 50.29 3.98 0.98% 32.84 LVS US Equity 2,864 6,808 61.33 87.13 30.91 1.36% (61.57) LYB US Equity 1,219 2,297 59.29 90.75 51.22 1.04% (21.08) MA US Equity 11,637 17,711 47.01 77.89 49.92 1.32% (31.99) MAERSKB DC Equity 6,598 14,148 8,212.58 12,042.40 37.34 1.25% (336.62) MC FP Equity (13) 3,466 183.43 182.73 -0.42 0.92% 7.75 MCD US Equity (29) (6,973) 94.88 95.27 -0.91 0.46% 4.44 MCK US Equity 233 1,949 162.99 182.49 14.34 0.83% (6.22) MOLZ US Equity 2,984 13,641 28.68 34.96 30.04 0.73% 78.51 MOT US Equity 7,964 20,811 43.22 59.76 44.63 0.86% 7.22 MET US Equity 1,505 7,556 44.37 53.20 16.86 1.18% 122.75 MFC CN Equity 4,455 8,003 12.38 19.27 48.44 1.15% (35.21) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 8,216 21,331 96.89 134.22 54.92 0.70% (13.18) MO US Equity 117 6,937 36.13 36.74 2.25 0.75% (26.34) EFTA00293079 MON US Equity 902 11,917 106.02 114.04 10.98 0.69% 51.37 MOS US Equity 49.75 0.89% - MRK US Equity 1,669 11,018 49.85 57.40 16.18 0.94% 6.99 MS US Equity 285 1,649 27.57 32.32 15.69 1.10% 22.34 MSFT US Equity 630 7,177 34.82 37.88 9.74 0.90% (39.35) MUV2 GR Equity 641 7,645 197.70 214.26 12.77 0.66% (88.73) NAB AU Equity 89 7,534 31.14 31.51 1.44 0.82% (43.63) NCM AU Equity 351 10.96 10.96 0.00 1.98% 1.74 NEE US Equity 3,758 14,649 72.62 91.25 32.94 0.78% 113.99 NEM US Equity 2,246 (7,392) 34.95 24.33 16.06 1.89% 222.38 NESN VX Equity 891 9,821 69.64 75.95 11.85 0.77% (31.12) NG/ LN Equity 2,017 12,114 11.82 13.79 25.34 0.66% (150.02) NKE US Equity 1,042 5,145 66.10 79.49 20.50 0.99% 117.41 NOK US Equity 4,538 4,498 3.96 7.96 77.53 1.30% 129.50 NOV US Equity 173 4,672 75.96 78.77 4.00 0.92% 45.81 NOVN VX Equity 5,722 18,291 63.81 83.76 38.15 0.82% (224.97) NOVOB DC Equity 1,654 9,444 40.35 47.42 13.38 1.31% (110.63) NSC US Equity 1,659 9,590 80.49 94.42 18.11 0.96% (15.11) NVS US Equity 4,316 15,510 65.07 83.18 33.72 0.83% (199.90) OGXP3 BZ Equity 5,052 (5,180) 4.30 0.11 23.33 4.18% 252.77 OR FP Equity (4) 3,253 167.89 167.67 -0.13 1.04% (13.13) ORA FP Equity 615 4,555 12.58 14.28 9.99 1.35% 194.80 ORCL US Equity 1,255 7,533 33.38 38.95 20.00 0.83% (138.22) OXY US Equity 127 4,632 94.24 96.83 3.52 0.78% 30.18 PBR US Equity 496 (2,814) 13.30 10.95 11.93 1.48% 85.60 PBR/A US Equity 493 (2,795) 13.87 11.42 11.28 1.56% 78.26 PCLN US Equity 1,292 3,043 956.05 1,361.88 32.64 1.30% (18.66) PCP US Equity 3,278 13,710 212.47 263.28 26.75 0.89% 185.40 PEP US Equity 1 1,865 81.28 81.31 0.06 0.69% 1.42 PETR3 BZ Equity 418 (2,923) 6.37 5.46 9.59 1.49% 76.23 PETR4 BZ Equity 474 (3,123) 6.73 5.71 10.15 1.50% 78.75 PFE US Equity 5,220 21,828 26.10 32.34 26.78 0.89% (247.34) PG US Equity 62 4,762 77.33 78.34 1.65 0.79% 12.45 PHIA NA Equity 1,160 7,196 30.43 35.33 16.20 0.99% 12.32 PM US Equity 640 (10,166) 85.47 80.09 7.04 0.89% 126.65 PNC US Equity 883 7,645 75.28 83.98 13.45 0.86% 101.82 POT CN Equity (88) (1,329) 32.57 34.72 -6.87 0.96% 24.10 POT US Equity (90) (1,421) 32.66 34.73 -6.31 1.01% 24.64 PRU LN Equity 8,456 10,521 12.76 23.02 70.42 1.14% 33.03 PSA US Equity 539 9,413 158.54 167.61 8.59 0.67% (127.19) PSX US Equity 1,242 6,030 64.65 77.97 19.19 1.07% (15.61) PX US Equity 2,509 16,099 113.30 130.96 19.74 0.79% 54.13 QCOM US Equity 1,869 12,547 66.83 76.78 16.91 0.88% (34.03) QQQ US Equity 6,419 19,920 68.46 90.52 50.76 0.63% (158.15) RAI US Equity 147 6,056 52.00 53.26 2.25 1.08% 35.55 RDS/A US Equity (31) 4,217 73.28 72.73 -0.95 0.78% 5.16 RDS/B US Equity 136 5,192 75.80 77.79 3.26 0.80% (2.99) EFTA00293080 RDSA LN Equity 219 4,065 34.51 36.37 7.30 0.74% (3.25) RDSA NA Equity (25) 4,084 36.63 36.40 -0.85 0.73% (10.34) RDSB LN Equity 185 4,580 37.36 38.87 4.98 0.81% (16.22) REGN US Equity 378 6,240 302.78 321.15 3.21 1.89% (446.79) RIO AU Equity (78) 4,623 60.03 59.03 -1.89 0.90% 26.54 RIO LN Equity (61) 5,748 54.72 54.14 -0.88 1.21% (123.98) RIO US Equity (56) 4,934 54.04 53.43 -0.74 1.52% (180.23) ROG VX Equity 6,739 17,035 212.78 296.96 47.44 0.83% (29.09) RY CN Equity (27) 4,764 65.12 64.76 -0.87 0.65% (61.98) SAB LN Equity 162 5,348 47.26 48.70 3.41 0.89% (43.99) SAN FP Equity (43) (6,174) 103.67 104.39 -0.85 0.82% 15.76 SAN SM Equity 728 7,256 8.35 9.19 10.83 0.93% (80.11) SAN US Equity 573 5,315 8.28 9.17 9.09 1.19% (71.30) SAP GR Equity (193) 5,241 81.43 78.54 -4.78 0.77% (57.35) SAP US Equity (241) 5,681 81.46 78.14 -5.02 0.85% (79.66) SBUX US Equity (40) (1,878) 71.25 72.77 -1.88 1.13% (1.90) SGO FP Equity 2,683 7,836 44.08 59.18 26.93 1.27% (112.55) SI US Equity 1,466 11,259 114.69 129.62 13.69 0.95% (250.48) SIE GR Equity 1,202 8,908 114.81 130.31 14.21 0.95% (164.93) SLB US Equity 1,054 6,528 79.94 92.85 18.22 0.89% 17.82 SMSN LI Equity 185 (7,260) 644.51 628.05 2.89 0.88% (39.48) SO US Equity 28 (4,584) 42.15 41.90 1.30 0.47% 17.53 SPG US Equity 30 4,487 160.18 161.24 0.83 0.80% (66.94) SREN VX Equity 1,558 9,709 80.14 93.00 22.09 0.73% (6.18) STAN LN Equity 268 (5,283)