EFTA00288463.pdf

Atorus, LLC 6/6/2014 Current Date: 6/6/2014 Change on Day: 1.40% Total Return since 1/1/12: 93.99% MSCI World Change on T12M Return: 42.32% Day 0.51% T9O Day Return: 3.26% No of Positions T3O Day Return: 4.17% (+MTM) on Day 286 Current Long Exposure @ Cost: 5,904,510 No of Positions (•MTM) Current Short Exposure @ Cost: (474,094) on Day 137 Net Exposure: 5,430,415 Current No. of Starting Capital: 1,000,000 Positions: 439 Current NAV: 1,939,944 Current Leverage (Gross Exposures): 3.29 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor tally T24M (+) NAV Days 53% T24M Avg. Daily NAV (+) Change 1.00% No. of Profitable T24M Avg. Daily NAV (•) Change -0.91% Positions T12M 60.43% Target Vol-Adj. Risk Listed Equities 50.00% Avg. Realized Target Vol-Adj. Risk Global Macro 50.00% Gain/Avg. Realized 3.21 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: 1.23 Sharpe Since 1/1/12: 1.32 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. 2,200,000.00 2,000,000.00 1,600,000.00 100,000.00 1,400,000.00 1,200,000.00 —Series]. 1000,000.00 600,000.00 O•y e 600 00000 11, c 9S o 0.% 'V • etr 'V 10. 11, 4 A\ .5\ „ 4 4,vaAt,4 3 3 'V 19> etr1,0% 3 3 ti\ti 3 3 4 e b EFTA00288463 Atorus, LLC 6/6/2014 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 22 Positions 19.24%l 44 Positions 26.12% TGT US Equity (8,574) 0.13% BE_TSY CREDIT 5,749 0.30% CO1 Comdty (9,568) 0.15% AZN LN Equity 5,793 0.30% INDEXCF Index (10,636) 0.17% PS120 Index 6,026 0.31% IBOV Index (11,198) 0.18% XLF US Equity 6,316 0.33% SPGSCITR Index (15,778) 0.25% JNJ US Equity 6396 0.33% XAG Curncy (17,389) 0.27% HON US Equity 6,663 0.34% XAU Comdty (26,763) 0.42% UTX US Equity 6,782 0.35% SHCOMP Index (35,555) 0.56% ROG VX Equity 6,891 0.36% ZA_TSY CREDIT (42,842) 0.67% SENSEX Index 6,896 0.36% SE_TSY CREDIT (44,333) 0.70% AEX Index 7,004 0.36% JP_TSY CREDIT (45,369) 0.71% NOVN VX Equity 7,139 0.37% BE_TSY CREDIT 79,771 1.25% XLI US Equity 7,232 0.37% AU TSY CREDIT 81,398 1.28% ACA FP Equity 7,417 0.38% AT_TSY CREDIT 81,569 1.28% DAI GR Equity 7,551 0.39% FR_TSY CREDIT 82,246 1.29% SMI Index 7,919 0.41% NL_TSY CREDIT 82,865 1.30% FTSEMIB Index 7,959 0.41% DE_TSY CREDIT 84,524 1.33% SXXP Index 7,987 0.41% FI_TSY CREDIT 85,645 1.34% SX6P Index 8,278 0.43% MX_TSY CREDIT 87,928 1.38% SXSE Index 8,514 0.44% GB_TSY CREDIT 89,647 1.41% PRO LN Equity 8,607 0.44% US_TSY CREDIT 100,443 1.57% MAERSKB DC Equity 8,634 0.45% MY_TSY CREDIT 103,107 1.62% BEL20 Index 8,739 0.45% TMO US Equity 9,016 0.46% MDT US Equity 9,272 0.48% IT_TSY CREDIT 9,677 0.50% HEX Index 10,039 0.52% DAX Index 10,411 0.54% MMM US Equity 10,440 0.54% NAV Impact of MTM by Category & Exposure SXAP Index 11,257 0.58% Listed Equity Long 0.058% LUDO< Index 11,960 0.62% Listed Equity Short -0.076% ES_TSY CREDIT 12,037 0.62% EquityCom Long 0.824% IBEX Index 12,219 0.63% EquityCom Short -0.023% TYC US Equity 12,523 0.65% G20 Rates Long -0.237% KFX Index 12,601 0.65% G20 Rates Short -0.077% SXIP Index 12,632 0.65% NDX Index 12,709 0.66% T12M Contribution (% of total Yr/Yr NAV Change by Category) SXOP Index 12,981 0.67% Listed Equities 45.35% XLV US Equity 13,337 0.69% EquityCom 46.61% ISEQ Index 19,568 1.01% G20 Rates 8.39% SPX Index 21,121 1.09% EFTA00288464  SXTP Index 24,904 1.28% SXDP Index 27,098 1.40% lE_TSY CREDIT 33,688 1.74% STBCNZL Index 36,670 1.89% No. Names by Category APAC Long 33 APAC Short 14 (MEA Long 73 EMEA Short 13 AMER Long 182 AMER Short 29 EquityCom Long 65 EquityCom Short 7 G20 Rates Long 20 G20 Rates Short 3 Total Long 373 Total Short 66 Current Exposure by Geography (Listed Eqult es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 • APAC Long $2,000,000 • APAC Short • EMEA Long $1,500,000 • EMEA Short • AMER Long $1,000,000 • AMER Short • EquityCom Long $500,000 • EquityCom Short $- • G20 Rates Long 1 • G20 Rates Short $(500,000) EFTA00288465 Atorus, LLC 6/6/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodlites, G20 Gov. Credit) 2,500.000 6,000030 5,000.030 2000.000 4,030.000 1,500.000 3,030.000 ApAc 4 EMEA 10W,000 / 2,000.000 —AMER EquityCom 1,000.030 —G20 Rates tNexEposule RIG s t. 9% cr,4A41% l. N\ %.t. 0, 0 % 41 1‘, e e 0 ,,,, \N.C. \NCI' O tt. N , 0 i l, et tt e ,,SV t e ,,sc. . . (" CAM) (SftS ) 1\ % N (2,000,002) (1,000,000) (3,000.000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,500,000 APAC AMER —Cis AK G20 Rates 500.000 icv to, .4> o0000 „ , „ „ e,t4 N. 4 4 A\ , 4 5 A\ , 5 41' EFTA00288466 Atorus, LIC 6/6/2014 Current Gross Notional Risk by Category 262,730 649,528 1,600,82 pr • APAC • EMEA • AMER • EquityCom • G20 Rates VI / Performance Vs. MCI World Index 2.15 1.95 1.75 1.55 1.35 .-0Serits1 1.15 Serits2 0.95 0.75 (9 cis, cii> en"' A're Ce Off~ di se e e 07019 47011 $ 1, fe et e e e 6s,b• Rolling 30 Day Realized Volatility - Atorus Box 60% 00% 20% 00% 80% 60% 00% 20% COM EFTA00288467 Atorus, LLC 6/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex4st percentiles) 80.00 70.00 60.00 50.00 P/I. Vol Days by PosStion 40.00 30.00 20.00 10.00 000 —r —i--- r- Percentile No. Vol Days 0.00% -19.92 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.53 (<7 Vol Days) 1.00% 10.00% -1.17 MTM Gains(Losses) % of NAV "Signficant" 15.00% 0.00 (>7 Vol Days) 45.95% 20.00% 0.99 25.00% 2.11 30.00% 3.01 35.00% 4.08 40.00% 5.78 45.00% 7.50 50.00% 9.16 55.00% 10.92 60.00% 13.88 65.00% 17.73 70.00% 21.97 75.00% 27.48 80.00% 37.33 85.00% 44.41 90.00% 56.55 95.00% 80.11 100.00% 183.50 EFTA00288468 Atorus, LLC 6/6/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Gain/(loss) Exp. ea Cost Avg. Price (In USD) Days Vol (in USD) 000270 KS Equity (12) 310 1M/A WA -197 0.99% 005380 KS Equity (73) 3,149 PWA WA -2.46 0.94% 005490 KS Equity 125 (3,177) gWA WA 4.18 0.94% 005930 KS Equity 118 4,464 gWA WA 2.82 0.94% 012330 KS Equity 789 5,584 gWA WA 16.38 0.86% 1 HK Equity 1,130 12,607 16.18 17.63 9.26 0.97% (181.76) 1299 HK Equity 305 6,719 4.82 5.04 6.53 0.70% (12.39) 13 HK Equity 867 6,181 11.80 13.45 14.09 1.00% (79.58) 16 HK Equity 13.92 - 27 HK Equity (47) 886 7.92 7.53 .2.98 1.78% (15.58) 2914 JP Equity 8 4,760 34.07 34.12 0.19 0.85% 6.35 3382 JP Equity 155 3,074 38.97 40.94 5.84 0.87% (32.47) 4063 JP Equity 20 4,400 59.83 60.09 0.55 0.80% (21.96) 4502 JP Equity 111 4,914 44.83 45.84 3.11 0.72% (14.39) 4689 JP Equity 218 3,892 4.60 4.86 3.03 1.85% (51.78) 5 HK Equity (125) (4,127) 10.15 10.46 4.94 0.61% (6.55) 5108 JP Equity 6 4,359 35.90 35.95 0.14 0.95% (17.17) 54011P Equity (397) (5,599) 2.81 3.01 -7.81 0.91% (52.69) 63011P Equity 26 2,337 22.23 22.47 1.23 0.90% 40.75 6752 JP Equity 11.14 - 6902 JP Equity 46.56 - 6954 JP Equity 598 7,571 160.05 172.70 9.66 0.82% (77.54) 72011P Equity 9.15 - 7203 JP Equity (86) (4,207) 56.09 57.24 .2.77 0.74% (6.08) 7267 JP Equity 49 (4,675) 35.34 34.97 0.94 1.10% (7.41) 762 HK Equity 21. (2,034) 1.48 1.47 0.57 1.81% (7.03) 7751JP Equity 9 5,733 32.67 32.72 0.28 0.57% 9.81 80311P Equity (82) (2,279) 14.69 15.22 .3.91 0.92% (46.29) 8058 JP Equity 237 8,319 19.43 19.98 4.04 0.70% (26.84) 8106 JP Equity (143) (3,668) 5.63 5.85 .3.97 0.98% (15.60) 8316 JP Equity (142) (3,372) 39.96 41.64 .3.50 1.20% 7.58 8411JP Equity (0) 980 2.00 2.00 0.00 0.55% (24.00) 8604 JP Equity (118) (3,335) 6.47 6.70 -2.82 1.26% 31.43 8801JP Equity 212 4,655 31.26 32.68 3.34 1.36% 8802 JP Equity 25 (4,927) 24.35 24.22 0.39 1.32% (9.94) 9020 JP Equity (20) (2,152) 75.21 75.93 -1.24 0.77% 37.41 941HK Equity 150 (3,782) 10.19 9.79 4.33 0.91% 21.01 9432 JP Equity 846 9,492 54.98 59.88 10.56 0.84% (136.69) 9433 JP Equity 206 6,343 56.96 58.81 3.20 1.02% (59.71) 9437 JP Equity • 980 16.84 16.84 0.00 0.68% (2.30) 9983 JP Equity (116) (2,292) 322.77 339.10 -4.90 1.03% (3.99) EFTA00288469 9984 JP Equity 71 3,994 74.19 75.52 1.41 1.27% (40.34) AAPL US Equity 1,697 8,882 77.68 92.52 23.83 0.80% ABS US Equity 23.67 ABBN VX Equity 4 (1,310) 23.68 23.61 0.41 0.78% (0.63) ABBV US Equity 375 5,504 51.57 55.09 9.79 0.70% 9.30 ABEV US Equity 36 (5,506) 7.24 7.20 0.64 1.03% (100.02) ABEV3 BZ Equity 52 (4,728) 7.32 7.24 1.11 1.00% (87.87) ABI BB Equity 616 9,863 103.81 110.30 9.65 0.65% (29.45) ABT US Equity 138 7,169 39.29 40.05 3.80 0.51% (2.66) ABX CN Equity 605 (5,037) 18.17 15.99 12.03 1.00% 42.21 ABX US Equity 585 (4,849) 18.17 15.98 12.26 0.98% 47.09 ACA FP Equity 7,417 5,408 6.83 16.21 113.65 1.21% 158.69 ACE US Equity 783 11,217 97.97 104.81 19.38 0.36% 69.90 ACN US Equity 616 8,563 77.97 83.58 12.25 0.59% 21.38 ADP US Equity 222 6,767 76.95 79.47 5.72 0.57% 78.01 AFL US Equity 83 5,843 61.61 62.48 2.15 0.66% 68.17 AGN US Equity 4,792 10,014 111.73 165.20 40.83 1.17% 20.65 Al FP Equity (357) 12,864 137.76 134.04 -3.74 0.74% 95.37 AIG US Equity 790 9,279 50.92 55.26 11.02 0.77% 81.23 AIR FP Equity 196 3,660 69.52 73.24 5.28 1.01% 35.08 ALV GR Equity (3) 7,052 169.21 169.14 -0.06 0.60% 5.97 ALVG IX Equity 19 5,730 168.62 169.18 0.57 0.59% 6.39 AMGN US Equity 95 6,579 115.99 117.66 2.12 0.68% (29.33) AMT US Equity 2,037 12,212 77.36 90.26 28.37 0.59% 141.17 AMZN US Equity (209) (2,898) 306.51 328.64 4.44 1.63% (69.33) ANZ AU Equity 673 12,947 29.78 31.32 7.49 0.69% 162.13 APA US Equity 462 8,740 89.57 94.30 8.08 0.65% 119.76 APC US Equity 146 5,575 99.54 102.15 3.50 0.75% 32.46 AXP US Equity 3,331 11,180 72.72 94.39 44.52 0.67% 289.07 AZN LN Equity 5,793 12,676 49.80 72.56 24.17 1.89% (3.28) AZN SS Equity 5,168 12,119 #WA WA 21.62 1.97% AZN US Equity 5,719 12,812 50.30 72.75 24.23 1.84% 130.00 BA US Equity 661 10,667 129.95 138.00 9.40 0.66% 101.47 BAC US Equity 79 4,689 15.31 15.57 1.79 0.94% 62.93 BARC LN Equity (52) 5,219 4.11 4.07 -0.80 1.26% 25.14 BAS GR Equity 1,475 8,139 98.84 116.75 31.00 0.58% 31.68 BATS LN Equity 750 8,398 54.51 59.37 11.91 0.75% (35.33) BAX US Equity 24 4,842 73.52 73.88 1.00 0.49% 16.79 BAYN GR Equity 500 10,263 137.07 143.76 7.75 0.63% 22.41 BBAS3 BZ Equity (129) (2,360) 10.26 10.82 -3.48 1.57% (119.60) BBD US Equity (131) 5,475 14.61 14.27 -1.94 1.23% 193.91 BBDC4 BZ Equity (121) 5,427 14.63 14.31 -1.82 1.23% 208.17 BBL US Equity 36 (4,248) 64.02 63.49 0.97 0.86% (32.32) BBVA SM Equity 1,919 6,299 10.28 13.41 39.10 0.78% 217.81 BCE CN Equity 258 10,241 45.03 46.16 6.12 0.41% (78.12) Bcs US Equity (37) 5,457 16.46 16.35 -0.56 1.21% 67.49 BEN US Equity 238 4,282 53.70 56.69 5.76 0.96% 68.30 EFTA00288470 BG/ LN Equity (446) (3,788) 18.76 20.97 -10.59 1.11% (31.79) BHP AU Equity (196) 9,507 34.47 33.77 -2.22 0.93% 0.88 BHP US Equity (5) 7,278 68.00 67.95 -0.07 0.90% 46.32 BIIB US Equity 307 1,066 245.93 316.84 23.67 1.22% (10.61) BIL S.I Equity 98 (4,833) 32.51 31.85 2.91 0.70% (65.16) BK US Equity 603 8,609 32.86 35.16 9.16 0.76% 86.47 BLK US Equity 181 4,444 301.23 313.48 7.05 0.58% 63.15 BLT LN Equity 84 (4,374) 3233 31.71 2.39 0.80% (27.87) BMO CN Equity 661 14,492 66.99 70.04 11.75 0.39% (23.61) BMW GR Equity 1,447 5,212 99.22 126.76 37.20 0.75% 46.49 BMY US Equity (17) 370 49.40 47.18 -4.60 1.02% 1.14 BN FP Equity (16) 1,378 74.48 73.60 -1.61 0.74% (17.36) BNP FP Equity 111 (4,695) 71.94 70.23 2.67 0.89% 30.83 BNS CN Equity 1,195 13,275 59.11 64.43 20.71 0.43% 41.40 BP/ LN Equity 891 11,064 7.83 8.46 14.78 0.54% 124.77 BRK/B US Equity 947 15,201 120.96 128.49 15.51 0.40% 81.73 BSBR US Equity 145 3,680 6.71 6.97 3.38 1.17% 81.28 BUD US Equity 628 9,710 104.06 110.79 10.06 0.64% 47.62 BX US Equity 200 3,223 31.38 33.33 4.33 1.43% 87.37 C US Equity 130 3,768 47.33 48.96 5.40 0.64% 45.68 CA FP Equity 240 3,932 34.37 36.46 7.19 0.85% (22.55) CAT US Equity 2,850 14,645 90.43 108.03 27.14 0.72% 262.07 CBA AU Equity 1,573 17,559 69.92 76.18 17.70 0.51% 180.98 CBS US Equity 32 4,156 60.01 60.47 0.81 0.95% 20.36 CCL US Equity 712 6,586 36.39 40.32 14.49 0.75% 37.02 CELG US Equity 341 4,849 150.37 160.96 7.47 0.94% 5.01 CFR VX Equity 392 9,275 98.59 102.75 6.11 0.69% (78.94) CL US Equity 2,900 22,469 60.23 68.01 28.05 0.46% 3.99 CM CN Equity 625 12,827 84.55 88.67 10.13 0.48% 63.32 CMCSA US Equity 291 7,922 50.83 52.70 7.12 0.52% 26.19 CMCSK US Equity 5,328 12,610 36.71 52.22 87.20 0.48% 28.01 CNI US Equity 2,497 13,901 51.95 61.29 42.29 0.42% 165.48 CNQ CN Equity 1,545 10,769 36.73 42.00 16.62 0.86% 127.51 CNR CN Equity 2,444 13,829 52.07 61.28 43.51 0.41% 174.34 COF US Equity 1,243 8,423 70.22 80.58 22.36 0.66% 120.64 COP US Equity 507 9,807 76.84 80.81 9.42 0.55% 114.98 COST US Equity 336 9,550 114.02 118.02 5.82 0.60% 47.77 COV LN Equity #N/A N/A COV US Equity 1,055 7,410 64.44 73.61 22.72 0.63% 33.56 CRM US Equity (16) 1,436 52.48 51.89 -0.58 1.96% 14.19 CS FP Equity 173 4,786 24.65 25.54 3.76 0.96% 93.31 CSCO US Equity 67 6,415 24.58 24.83 1.38 0.75% 56.24 CSX US Equity 1,868 9,870 25.43 30.24 28.42 0.67% 228.34 CVE CN Equity 29.64 CVS US Equity 2,795 12,539 64.62 79.02 38.97 0.57% 111.21 CVX US Equity (33) (4,572) 123.45 124.33 -1.41 0.51% (35.08) D US Equity 2,026 13,256 60.80 70.09 24.57 0.62% (23.38) EFTA00288471 DAI GR Equity 7,551 13,908 62.20 95.98 65.57 0.83% 103.28 DBK GR Equity 523 (5,592) 41.95 38.03 9.16 1.02% (46.25) DD US Equity 3,455 13,534 55.43 69.58 51.18 0.50% 111.34 DDAIF US Equity 4,311 8,377 63.20 95.73 58.54 0.88% (3.11) DE US Equity 616 10,094 86.88 92.18 12.14 0.50% 102.53 DELI. US Equity #WA WA DG FP Equity 4,867 10,090 51.66 76.57 87.91 0.55% 283.51 DGE LN Equity 55 2,332 30.86 31.58 3.65 0.64% (30.18) DHR US Equity 505 8,786 75.80 80.16 8.94 0.64% 104.40 DIS US Equity 2,386 11,829 70.38 84.57 32.18 0.63% (20.04) DISCA US Equity (420) (6,841) 75.84 80.49 -5.84 1.05% (37.00) DNB NO Equity 750 7,379 17.75 19.55 13.64 0.75% 120.18 DOW US Equity 3,171 7,396 37.11 53.02 51.45 0.83% 106.91 DPW GR Equity 178 660 29.41 37.34 31.42 0.86% 2.67 DTE GR Equity 984 7,575 15.16 17.12 13.94 0.93% 28.28 DTV US Equity 3,645 10,622 61.97 83.24 32.56 1.05% 105.41 DUK US Equity (75) (6,884) 70.75 71.52 .2.24 0.49% 7.46 DVN US Equity 2,019 12,626 64.43 74.74 21.96 0.73% (8.38) EBAY US Equity 46 (3,131) 50.61 49.87 1.60 0.92% 31.60 ECL US Equity 474 11,142 105.89 110.40 10.96 0.39% 92.79 EDF FP Equity 4,874 9,189 23.45 35.88 45.98 1.15% 400.30 EMC US Equity 512 10,986 25.35 26.53 9.63 0.48% 54.16 EMR US Equity 114 8,739 66.80 67.67 2.25 0.58% 44.32 ENB CN Equity 369 12,532 45.66 47.00 6.34 0.46% (54.01) ENEL IM Equity 2,575 8,902 4.48 5.78 30.76 0.94% 14.12 ENI IM Equity 751 11,929 24.33 25.86 8.63 0.73% 81.87 EOAN GR Equity 178 4,560 18.88 19.62 4.29 0.91% 14.17 EOG US Equity 2,909 5,841 72.84 109.12 43.02 1.16% 143.93 EPD US Equity 2,402 13,795 64.15 75.32 33.01 0.53% (42.40) ERICB SS Equity (118) 7,934 #WA WA -1.92 0.78% ESRX US Equity 59 5,382 70.60 71.37 1.37 0.80% 47.39 ETN US Equity 155 5,260 72.48 74.61 4.64 0.63% 67.46 F US Equity 48 3,670 16.76 16.98 1.72 0.76% 59.63 F8 US Equity 1,115 2,630 44.06 62.74 25.22 1.68% (49.35) FCX US Equity 213 6,350 33.61 34.73 4.02 0.83% (0.23) FDX US Equity 406 5,760 133.48 142.88 12.78 0.55% (6.14) FOX US Equity 440 6,533 32.85 35.07 7.38 0.91% 44.75 FOXA US Equity 397 5,663 33.68 36.04 7.58 0.92% 35.82 FP FP Equity 1,872 14,528 62.63 70.70 17.94 0.72% 221.03 G IM Equity 110 5,340 22.35 22.81 2.73 0.76% (7.42) GE US Equity 2,798 13,140 22.32 27.07 49.34 0.43% 246.21 GILD US Equity 254 5,014 78.31 82.27 5.20 0.97% (45.23) GIS US Equity 2,210 25,052 50.85 55.33 22.50 0.39% (48.35) GLE FP Equity 60.31 GLEN LN Equity (134) (2,955) 5.22 5.46 -6.39 0.71% (3.16) GLW US Equity 3,829 12,136 16.41 21.59 51.95 0.61% 79.81 GM US Equity 273 6,317 34.85 36.36 5.08 0.85% (19.55) EFTA00288472 GOOG US Equity (5) 4,908 555.21 554.60 -0.10 1.07% 32.02 GS US Equity 144 4,854 160.66 165.41 3.27 0.91% 84.82 GSK LN Equity 93 5,707 26.22 26.65 2.83 0.58% 16.59 GSZ FP Equity 1,448 11,763 25.40 28.53 15.05 0.82% 97.65 HAL US Equity 2,276 7,579 51.36 66.78 39.44 0.76% 145.04 HD US Equity 657 13,333 76.98 80.77 7.98 0.62% 46.68 HMB SS Equity (8) 7,694 #WA WA -0.17 0.61% HON US Equity 6,663 11,930 61.10 95.22 95.86 0.58% 79.71 HPQ US Equity 2,451 7,791 25.76 33.87 34.65 0.91% 19.87 HSBA LN Equity 110 8,008 10.34 10.48 2.34 0.59% 26.82 IBE SM Equity 2,384 7,531 5.56 7.32 58.16 0.54% 97.51 IBM US Equity 61 (6,942) 188.29 186.64 1.40 0.63% (43.77) IMT LN Equity 2,552 13,953 37.12 43.91 27.12 0.67% (285.05) INTC US Equity 1,955 12,982 24.39 28.06 24.91 0.60% 272.10 ISP IM Equity 4,679 5,699 1.93 3.51 63.55 1.29% 306.49 ITUB US Equity (529) 5,715 15.74 14.41 -7.02 1.32% 218.76 ITUB4 BZ Equity (389) 4,601 15.68 14.45 -6.51 1.30% 166.32 ITW US Equity 4,254 14,011 67.84 88.43 65.42 0.46% 212.62 ITX SM Equity 7 (3,652) 146.45 146.18 0.31 0.58% (38.04) JCI US Equity 146 4,214 48.47 50.15 3.43 1.01% 54.05 JNJ US Equity 6,396 19,476 77.57 103.05 91.34 0.36% 2.76 JPM US Equity 151 5,790 55.51 56.95 3.71 0.70% 70.46 KMB US Equity 383 10,931 107.86 111.64 9.06 0.39% 66.04 KMI US Equity (62) (1,694) 33.81 35.05 -5.12 0.72% (25.71) KO US Equity (7) (889) 40.65 40.96 -2.41 0.31% (1.26) LBTYA US Equity 103 5,724 43.92 44.72 1.99 0.91% (11.90) LBTYK US Equity 164 7,489 41.91 42.83 2.94 0.74% (3.04) LIN GR Equity 610 10,686 200.99 212.46 8.11 0.70% 38.82 LLOY LN Equity 272 1,914 1.16 1.33 14.50 0.98% 18.23 LLY US Equity 47 4,953 59.03 59.59 1.68 0.57% 4.90 LMT US Equity 731 2,016 122.48 166.87 79.38 0.46% 15.01 LNKD US Equity 364 (2,461) 183.83 156.62 6.83 2.17% (38.88) LOW US Equity 88 4,313 46.77 47.73 2.10 0.97% 33.22 LVS US Equity (71) 3,105 76.17 74.48 -1.69 1.35% (34.27) LYB US Equity 1,544 2,297 59.29 99.14 125.57 0.54% 0.22 MA US Equity 172 4,519 74.66 77.50 4.04 0.94% 48.12 MAERSKB DC Equity 8,634 14,377 1,651.64 2,643.53 62.57 0.96% MC FP Equity 276 6,974 188.04 195.48 7.24 0.55% (94.26) MCD US Equity 134 9,603 100.64 102.04 3.08 0.45% (27.02) MCK US Equity 314 2,181 164.92 188.66 18.38 0.78% (8.70) MDIZ US Equity 4,540 13,763 28.74 38.22 53.23 0.62% 5.41 MDT US Equity 9,272 20,811 43.22 62.48 61.97 0.72% 210.77 MET US Equity 1,772 7,556 44.37 54.77 20.48 1.14% 48.12 MFC CN Equity 1,362 2,561 12.38 18.96 66.71 0.80% 9.42 MHS US Equity #WA WA MMM US Equity 10,440 21,331 96.89 144.32 117.03 0.42% 241.79 MO US Equity 1,447 13,034 37.23 41.37 23.27 0.48% 19.24 EFTA00288473 MON US Equity 1,761 11,917 106.02 121.68 25.05 0.59% (9.84) MOS US Equity 48.73 - MRK US Equity 1,797 12,269 50.46 57.85 19.24 0.76% (78.47) MS US Equity 113 2,280 30.40 31.91 4.41 1.13% 33.41 MSFT US Equity 1,411 8,724 35.67 41.44 21.97 0.74% 121.79 MUV2 GR Equity 680 6,116 197.70 219.67 15.23 0.73% 3.84 NAB AU Equity (99) 13,313 31.52 31.29 -1.03 0.72% 134.01 NCM AU Equity 9.14 - NEE US Equity 5,090 15,275 73.39 97.84 58.15 0.57% 10.18 NEM US Equity 526 (2,652) 28.72 23.02 17.05 1.16% (9.49) NESN VX Equity 1,018 11,809 70.94 77.06 16.96 0.51% (202.61) NG/ IN Equity 2,448 13,478 12.00 14.18 24.94 0.73% 223.88 NKE US Equity 365 5,145 71.37 76.42 9.52 0.74% 47.54 NOK US Equity 4,493 4,498 3.96 7.92 82.95 1.20% (72.83) NOV US Equity (109) 8,643 78.00 77.02 -1.16 1.09% 66.20 NOVN VX Equity 7,139 21,257 66.47 88.79 71.66 0.47% 21.38 NOVOB DC Equity 700 9,444 40.35 43.34 8.73 0.85% NSC US Equity 2,536 10,615 81.93 101.50 39.40 0.61% 164.66 NVS US Equity 5,702 17,890 67.50 89.02 86.44 0.37% 130.74 OGXP3 BZ Equity 4,030 (4,107) 4.39 0.08 34.82 2.82% 116.66 OR FP Equity 323 8,826 167.38 173.49 6.08 0.60% (83.36) ORA FP Equity 2,032 8,559 13.80 17.08 19.95 1.19% 271.36 ORCL US Equity 2,120 8,999 34.43 42.54 47.91 0.49% 121.37 OXY US Equity 422 9,397 96.04 100.35 8.41 0.53% (4.86) PBR US Equity (23) (2,059) 14.43 14.59 -0.64 1.72% (119.81) PBR/A US Equity (5) (2,072) 15.40 15.43 -0.13 1.77% (120.67) PCLN US Equity 297 5,110 1,174.29 1,242.54 4.41 1.32% (39.71) PCP US Equity 433 5,993 253.13 271.43 7.73 0.93% 82.34 PEP US Equity 644 12,677 83.59 87.84 12.42 0.41% 15.29 PETR3 BZ Equity 17 (2,348) 7.36 7.30 0.43 1.74% (147.48) PETR4 BZ Equity 30 (2,200) 7.83 7.73 0.76 1.79% (136.57) PFE US Equity (23) 4,821 29.65 29.51 -0.64 0.74% (21.48) PG US Equity 107 11,013 79.25 80.02 2.47 0.39% (13.78) PHIA NA Equity 32.19 - PM US Equity 166 9,885 86.84 88.29 4.46 0.38% 45.43 PNC US Equity 1,258 9,400 76.94 87.24 19.37 0.69% 116.89 POT CN Equity (124) 6,886 36.03 35.39 -2.85 0.63% (10.49) POT US Equity (206) 7,998 36.30 35.39 -4.49 0.57% (13.25) PRU LN Equity 8,607 10,521 12.76 23.20 128.86 0.63% 97.78 PSA US Equity 896 13,406 162.12 172.95 12.33 0.54% (86.56) PSX US Equity 1,836 6,569 65.88 84.29 37.52 0.74% 44.64 PX US Equity 3,029 16,792 114.00 134.56 45.35 0.40% 205.72 QCOM US Equity 2,521 12,666 66.93 80.26 45.11 0.44% 115.53 QQQ US Equity 2,898 12,065 74.70 92.64 44.36 0.54% 113.00 RAI US Equity 1,217 10,977 53.42 59.35 13.34 0.83% (141.21) RDS/A US Equity 656 11,546 75.02 79.28 9.76 0.58% 60.93 RDS/B US Equity 593 11,427 78.85 82.94 6.52 0.80% 95.11 EFTA00288474 RDSA LN Equity 777 9,744 36.73 39.66 13.14 0.61% 85.11 RDSA NA Equity 555 11,195 37.76 39.63 8.34 0.59% 61.73 RDSB LN Equity 645 10,889 39.07 41.39 7.95 0.75% 108.30 REGN US Equity 153 6,240 302.78 310.19 1.82 1.34% (6.50) RIO AU Equity (35) 699 58.20 55.46 -4.23 1.17% (2.28) RIO LN Equity (49) 2,754 54.10 53.16 -1.94 0.91% 24.25 RIO US Equity (40) 3,158 54.03 53.37 -1.13 1.11% 28.58 ROG VX Equity 6,891 17,035 212.78 298.86 74.06 0.55% (188.44) RY CN Equity 378 11,337 66.05 68.25 8.04 0.42% 12.15 SAB LN Equity 1,133 11,420 49.47 54.38 13.23 0.75% (93.00) SAN FP Equity (47) (2,265) 105.52 107.72 -3.46 0.60% (4.40) SAN SM Equity 2,117