EFTA00288399.pdf

Atorus, LLC 5/29/2014 Current Date: 5/29/2014 Change on Day: 0.39% Total Return since 1/1/12: 88.27% MSCI World Change on 712M Return: 32.58% Day 0.42% T9O Day Return: 0.79% No of Positions T3O Day Return: 2.11% (+MTM) on Day 261 Current Long Exposure @ Cost: 5,710,793 No of Positions (•ATM) Current Short Exposure @ Cost: (413,335) on Day 150 Net Exposure: 5,297,458 Current No. of Starting Capital: 1,000,000 Positions: 435 Current NAV: 1,882,652 Current Leverage (Gross Exposures): 3.25 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 0.99% T24M Avg. Daily NAV (..) Change .0.91% Target Volad). Risk Listed Equities 50.00% Target Volad). 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: 1.18 Sharpe Since 1/1/12: 1.28 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. 2,030,030.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 SOrieS1 1000,000.00 800,000.00 600 00000 'V "V 'V 'V 'V ib tb tt Ix Ix c 9%.09%, • ,v0% et0.%.O • 0.% , tr 9% Q9's' 19% ,1> Orb or 4' A‘ % 5 5\v AV' re'~ry 5 EFTA00288399 Atorus, LLC 5/29/2014 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 20.97%1 45 Positions 25.62% KMI US Equity (6,775) 0.11% MDY US Equity 5,234 0.28% DISCA US Equity (6,841) 0.11% AZN US Equity 5,381 0.29% DUK US Equity (6,884) 0.11% BE_TSY CREDIT 5,395 0.29% TGT US Equity (8,574) 0.14% AZN LN Equity 5,572 0.30% CO1 Comdty (9,568) 0.16% .1%.1 US Equity 5,789 0.31% SPGSCITR Index (12,481) 0.20% XLF US Equity 5,827 0.31% XAG Curncy (15,640) 0.26% NVS US Equity 5,978 0.32% INDEXCF Index (21,271) 0.35% AEX Index 6,138 0.33% XAU Comdty (23,727) 0.39% HON US Equity 6,164 0.33% JP_TSY CREDIT (30,073) 0.49% UTX US Equity 6,330 0.34% SHCOMP Index (34,398) 0.56% ROG VX Equity 6,612 0.35% SE_TSY CREDIT (44,333) 0.72% XLI US Equity 6,716 0.36% BE_TSY CREDIT 79,771 1.30% FTSEMIB Index 6,728 0.36% AU TSY CREDIT 81,398 1.33% DAI GR Equity 7,238 0.38% AT_TSY CREDIT 81,569 1.33% ACA FP Equity 7,388 0.39% FR_TSY CREDIT 82,246 1.34% SXXP Index 7,411 0.39% NL_TSY CREDIT 82,865 1.35% NOVN VX Equity 7,543 0.40% MX_TSY CREDIT 82,898 1.35% SX6P Index 7,550 0.40% DE_TSY CREDIT 84,524 1.38% SXSE Index 7,644 0.41% FI_TSY CREDIT 85,645 1.40% SMI Index 7,926 0.42% GB_TSY CREDIT 89,647 1.46% MAERSKB DC Equity 8,223 0.44% US_TSY CREDIT 100,443 1.64% MDT US Equity 8,315 0.44% MY_TSY CREDIT 103,107 1.68% BEL20 Index 8,445 0.45% CA_TSY CREDIT 109,559 1.79% TMO US Equity 8,525 0.45% IT_TSY CREDIT 8,710 0.46% PRO LN Equity 8,732 0.46% HEX Index 8,884 0.47% MMM US Equity 9,914 0.53% NAV Impact of MTM by Category & Exposure DAX Index 10,075 0.54% Listed Equity Long 0.259% IBEX Index 10,485 0.56% Listed Equity Short -0.037% SXAP Index 10,566 0.56% EquityCom Long 0.215% ES_TSY CREDIT 11,019 0.59% EquityCom Short .0.024% SXOP Index 11,163 0.59% G20 Rates Long 0.171% LUXXX Index 11,262 0.60% G20 Rates Short .0.009% KFX Index 11,483 0.61% TYC US Equity 11,872 0.63% T12M Contribution to Yr/Yr NAV Change by Category SXIP Index 11,932 0.63% Listed Equities 43.56% NDX Index 11,932 0.63% EquityCom 48.15% XLV US Equity 13,005 0.69% G20 Rates 8.99% ISEQ Index 18,418 0.98% EFTA00288400  SPX Index 19,863 1.06% SXTP Index 23,599 1.25% SXDP Index 26,545 1.41% lE_TSY CREDIT 32,115 1.71% STBCNZL Index 36,710 1.95% Na Names by CategotiM APAC Long 28 APAC Short 17 EMEA Long 71 EMEA Short 13 AMER Long 180 AMER Short 31 EquityCom Long 64 EquityCom Short 8 G20 Rates Long 21 G20 Rates Short 2 Total Long 364 Total Short 71 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 1 • 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) EFTA00288401 Atorus, LLC 5/29/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 2.000.000 6,000,030 5.000.000 1.500.000 • 4,000600 1.000,000 .000 I 3.000.000 —APAC EWA - 2,000,000 —AMER 500,000 i 1.000.000 — EqurtyCom —G20 Rates • •NexEposum RIG C3% e t> CP. 4 % .4.1. ,‘ C . \ """ el. O4,1,e e, 1. 1, 1, 1, ,% ii9 9 1, c9 1, .1t4 1/* 19 44 1.Z 19 (1,030,000) (50e003) -..,:' A. % % 'Is 4 A\ tb\ 34/, N. 4.\''' <I.\ - (2,000,0120) (1,000,000) (3.000.000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288402 Atorus, LIC 5/29/2010 Current Gross Notional Risk by Category to 251,576 6;1,351 ■ APAC ■ EMEA 1,620,23 ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 Series' 1.15 —Series2 0.95 0.75 Q' ea iggc96;)c° '(‘ Asti O•y Asti 'L Q. O1) O1~ O•y'si A\ * t‘t ,;* O t 4\ bi cp % c9 rs v 4) c>\ 4 '0 sQ A ce Rolling 30 Day Realized Volatility - Ator EFTA00288403 Atorus, LLC 5/29/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-Ist percentiles) 70.00 60.00 50.00 P/L Vol Days by 40.00 Position 30.00 20.00 10.00 aco 4, 4 4, 4 .4 4 4> dr, 4, 4 4 4 4 4 4 .4 4 4> 4 moo # # # # # # # # # (so # # # # # # # # # 3 3 3 3 Percentile No. Vol Da 0.00% -17.23 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.13 (<7 Vol Days) 1.00% 10.00% -0.35 MTM Gains(Losses) % of NAV "Signficant" 15.00% 0.04 (>7 Vol Days) 44.40% 20.00% 0.46 25.00% 1.29 30.00% 2.48 35.00% 3.98 40.00% 5.25 45.00% 7.02 50.00% 8.35 55.00% 10.32 60.00% 13.67 65.00% 17.03 70.00% 19.89 75.00% 24.93 80.00% 31.20 85.00% 39.36 90.00% 47.96 95.00% 67.69 100.00% 206.08 EFTA00288404 Atorus, LLC 5/29/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. es Cost Avg. Price (in USD) Days Vol (In USD) 000270 KS Equity 3 2,318 58.09 58.17 0.14 0.92% 3.96 005380 KS Equity 26 3,149 224.39 226.26 0.87 0.96% 16.10 005490 KS Equity 55 (3,111) 294.20 288.99 2.04 0.87% 44.62 005930 KS Equity 100 4,464 1,399.47 1,430.66 2.46 0.91% 130.88 012330 KS Equity 835 5,584 247.00 283.94 17.32 0.86% 6.85 1 HK Equity 1,092 12,607 16.18 17.58 10.67 0.81% 233.78 1299 HK Equity 228 5,954 4.79 4.97 5.38 0.71% 14.08 13 HK Equity 848 4,897 11.40 13.38 18.76 0.92% 30.35 16 HK Equity 13.46 27 HK Equity (29) 860 7.99 7.72 -2.04 1.67% (15.21) 2914 JP Equity 33.82 3382 JP Equity 104 2,327 38.42 40.14 5.29 0.85% (12.25) 4063 JP Equity 6 3,520 59.49 59.59 0.21 0.86% (25.52) 4502 JP Equity 83 4,914 44.83 45.59 2.40 0.71% 17.53 4689 JP Equity (3) 1,973 4.47 4.47 -0.09 1.73% 1.10 5 HK Equity (160) (4,127) 10.15 10.55 -5.85 0.66% (9.05) 5108 JP Equity 35.52 5401.1P Equity 12 (5,599) 2.81 2.81 0.25 0.86% 27.66 6301.1P Equity (29) 2,504 22.09 21.84 -1.17 0.97% (14.69) 6752 JP Equity 10.71 - 6902 JP Equity 46.27 - 69541P Equity 536 6,864 6,392.98 171.20 9.36 0.83% (59.51) 7201JP Equity (84) (2,999) (3,742.97) 9.10 -3.22 0.87% (53.54) 7203 JP Equity 34 (4,207) (5,259.85) 55.63 1.18 0.69% (35.10) Sharpe Since 1/1/11 1.281 (4.72) 7267 JP Equity 21.57 762 HK Equity 2.69 7751JP Equity 8.72 8031JP Equity (21.25) 8058 JP Equity 2.65 8106 JP Equity 1.96 8316 JP Equity 1.31 8411 JP Equity (5.07) 8604 JP Equity 82 59.68 8802 JP Equity (31) (4,927) 24.35 24.50 -OM 1.22% (2.48) 90201P Equity 2 (5,379) 75.21 75.18 0.06 0.73% (6.11) 941HK Equity 126 (3,782) 10.19 9.85 3.50 0.95% (37.93) 9432 JP Equity 706 8,028 54.13 58.89 11.08 0.79% (24.94) 9433 JP Equity 174 4,686 56.19 58.27 3.51 1.06% 50.07 9437 JP Equity (318) (4,919) 15.59 16.60 -9.33 0.69% 4.79 99831P Equity (75) (2,292) 322.77 333.33 -3.20 1.02% 0.21 EFTA00288405 9984 JP Equity 70.84 - AAPL US Equity 1,450 7,609 530.72 631.87 20.23 0.94% 76.64 ABB US Equity 23.72 - ABBN VX Equity #N/A N/A ABBV US Equity 265 4,794 51.17 54.01 6.46 0.86% (23.74) ABEV US Equity 65 (3,165) 7.37 7.22 2.18 0.95% (22.45) ABEV3 BZ Equity 68 (3,012) 7.43 7.26 2.20 1.03% (14.87) ABI BB Equity 558 8,888 103.14 109.62 8.76 0.72% 21.13 ABT US Equity 81. 4,097 38.87 39.63 3.53 0.56% (3.73) ABX CN Equity 645 (4,901) 18.24 15.84 12.04 1.09% (81.49) ABX US Equity 622 (4,194) 18.59 15.83 13.13 1.13% (61.20) ACA FP Equity 7,388 5,408 6.83 16.17 122.88 1.11% 0.40 ACE US Equity 628 11,217 97.97 103.46 15.27 0.37% 54.88 ACN US Equity 245 8,563 77.97 80.20 4.73 0.60% 52.34 ADP US Equity 206 6,767 76.95 79.29 5.50 0.55% 20.11 AFL US Equity (14) 620 62.62 61.28 -3.15 0.69% 1.66 AGN US Equity 4,158 9,698 110.56 157.97 24.54 1.75% (6.81) Al FP Equity 650 12,864 137.87 144.83 9.31 0.54% 3.12 AIG US Equity 566 7,473 50.16 53.95 8.67 0.87% 61.39 AIR FP Equity 111 3,660 69.52 71.63 2.87 1.05% (25.11) ALV GR Equity 15 7,052 169.21 169.57 0.31 0.71% 2.58 ALVG IX Equity 27 5,730 168.62 169.43 0.70 0.69% (3.35) AMGN US Equity 17 4,025 115.34 115.82 0.50 0.85% 2.10 AMT US Equity 1,859 12,212 77.36 89.13 26.69 0.57% 24.61 AMZN US Equity (63) (2,898) 306.51 313.19 -1.29 1.69% (20.04) ANZ AU Equity 675 12,947 29.78 31.33 7.46 0.70% 92.06 APA US Equity 304 5,744 88.07 92.73 7.58 0.70% 78.75 APC US Equity 185 5,048 99.21 102.85 4.72 0.78% 55.79 AXP US Equity 2,819 10,373 71.56 91.01 39.38 0.69% (4.65) AZN LN Equity 5,572 12,676 49.80 71.69 19.68 2.23% 113.77 AZN SS Equity 4,930 12,119 #WA N/A 18.54 2.19% AZN US Equity 5,381 12,812 50.30 71.43 19.75 2.13% 54.39 BA US Equity 431 8,072 128.04 134.87 7.28 0.73% 14.04 BAC US Equity (31) (1,371) 14.81 15.14 -2.29 0.98% (1.73) BARC LN Equity (2) 5,219 4.11 4.11 -0.03 1.39% 20.40 BAS GR Equity 1,340 7,561 97.75 115.08 24.28 0.73% 15.44 BATS LN Equity 817 7,532 53.98 59.83 14.19 0.76% 118.05 BAX US Equity 58 4,842 73.52 74.40 2.49 0.48% 9.00 BAYN GR Equity 472 8,765 135.89 143.22 7.03 0.77% 38.59 BBAS3 BZ Equity (19) (920) 10.26 10.48 -1.43 1.47% (8.57) BBD US Equity (104) 4,539 14.81 14.48 -2.10 1.09% (17.09) BBDC4 BZ Equity (97) 4,490 14.84 14.52 -1.89 1.14% (10.50) BBL US Equity (2) (1,927) 64.58 64.65 -0.15 0.77% (16.01) BBVA SM Equity 1,492 6,176 10.23 12.71 35.60 0.68% (31.13) BCE CN Equity 160 9,622 44.94 45.69 4.49 0.37% (12.28) BCS US Equity (6) 5,457 16.46 16.45 -0.08 1.36% 23.23 BEN US Equity 127 2,814 52.91 55.29 4.48 1.01% 1.77 EFTA00288406 BG/ IN Equity (346) (3,788) 18.76 20.48 -7.94 1.15% (40.04) BHP AU Equity 85 9,507 34.49 34.79 1.09 0.82% (68.43) BHP US Equity 196 7,278 68.00 69.83 3.21 0.84% 69.38 BBB US Equity 313 1,066 245.93 318.12 19.51 1.50% 30.07 BIL SI Equity 23 (3,909) 32.55 32.36 0.94 0.63% (0.33) BK US Equity 422 8,609 32.86 34.47 5.79 0.85% 9.99 BUC US Equity 64 3,418 298.32 303.91 2.93 0.64% 12.71 BLT IN Equity 16 (2,797) 32.52 32.33 0.77 0.76% 46.50 BMO CN Equity 671 14,194 66.92 70.09 11.82 0.40% (131.80) BMW GR Equity 1,352 5,212 99.22 124.96 31.00 0.84% 42.22 BMY US Equity (4) 1,157 49.51 49.35 -0.32 1.04% 16.73 BN FP Equity (4) 1,770 74.42 74.26 -0.29 0.74% 22.26 BNP FP Equity 23 (4,695) 71.94 71.59 0.61 0.79% 17.22 BNS CN Equity 1,020 13,000 59.01 63.64 19.15 0.41% 108.62 BP/ LN Equity 887 9,797 7.76 8.47 14.63 0.62% 12.13 BRK/B US Equity 847 14,531 120.66 127.70 13.57 0.43% 19.91 BSBR US Equity 20 3,066 6.70 6.74 0.58 1.11% (29.82) BUD US Equity 551 9,049 103.62 109.93 8.74 0.70% 8.22 BX US Equity 1 2,269 31.17 31.19 0.04 1.49% 11.48 C US Equity (4) 3,768 47.33 47.28 .0.17 0.61% (20.08) CA FP Equity 261 3,932 34.37 36.64 7.63 0.87% 14.84 CAT US Equity 2,068 14,645 90.43 103.21 21.73 0.65% (11.75) CBA AU Equity 1,572 17,559 69.92 76.18 17.22 0.52% 143.61 CBS US Equity (5) 1,652 60.25 60.09 -0.27 1.04% (9.17) CCL US Equity 594 6,257 36.20 39.64 11.08 0.86% 34.93 CELG US Equity 96 3,789 149.03 152.80 2.26 1.12% (52.60) CFR VX Equity 573 9,275 KN/A N/A 9.11 0.68% CL US Equity 2,449 22,469 60.15 66.71 25.57 0.43% 171.53 CM CN Equity 807 12,827 84.55 89.87 14.06 0.45% (205.53) CMCSA US Equity 180 7,243 50.72 51.98 3.84 0.65% 19.04 CMCSK US Equity 5,101 12,096 36.26 51.55 68.84 0.61% 34.96 CNI US Equity 2,247 13,291 51.61 60.34 31.13 0.54% 67.22 CNQ CN Equity 1,103 10,769 36.73 40.49 11.86 0.86% 70.04 CNR CN Equity 2,190 13,349 51.81 60.31 32.28 0.51% 67.10 COF US Equity 1,005 7,384 69.16 78.57 22.22 0.61% 16.46 COP US Equity 332 7,461 75.97 79.35 7.30 0.61% (58.52) COST US Equity 25 9,550 114.02 114.31 0.45 0.58% (19.75) COV LN Equity KN/A N/A COV US Equity 927 7,190 64.20 72.48 21.81 0.59% (20.78) CRM US Equity • 435 54.40 54.40 0.00 1.99% 5.96 CS FP Equity 24.48 - CSCO US Equity 23 5,589 24.57 24.67 0.53 0.78% (40.13) CSX US Equity 1,595 9,460 25.28 29.54 25.31 0.67% (25.13) CVE CN Equity 29.17 CVS US Equity 2,501 12,378 64.47 77.50 38.28 0.53% 8.66 CVX US Equity 49 (4,572) 123.45 122.12 1.86 0.58% 32.07 D US Equity 1,660 13,256 60.80 68.41 19.91 0.63% 1.85 EFTA00288407 DAI GR Equity 7,238 13,908 62.20 94.57 56.26 0.92% 76.38 D8K GR Equity 124 (5,118) 42.04 41.02 3.04 0.80% 18.44 DD US Equity 3,234 13,480 55.38 68.67 47.07 0.51% 60.58 DDAIF US Equity 4,164 8,377 63.20 94.62 49.46 1.01% 68.01 DE US Equity 462 10,094 86.88 90.86 9.29 0.49% (18.68) DELL US Equity #N/A N/A DG FP Equity 4,380 10,090 51.66 74.08 75.00 0.58% 26.91 DGE LN Equity 74 2,332 30.86 31.83 3.45 0.91% 33.08 DHR US Equity 297 8,033 75.57 78.36 5.28 0.70% (41.88) DIS US Equity 2,272 11,196 69.73 83.88 27.92 0.73% 49.59 DISCA US Equity (195) (6,841) 75.84 78.00 -2.90 0.98% 81.89 DNB NO Equity 464 5,584 #N/A N/A 9.78 0.85% DOW US Equity 2,982 7,396 37.11 52.08 41.90 0.96% 99.41 DPW GR Equity 169 660 29.41 36.92 27.04 0.95% 0.59 DTE GR Equity 717 7,575 15.16 16.59 9.48 1.00% (16.96) DTV US Equity 3,493 10,622 61.97 82.35 29.32 1.12% (31.40) DUK US Equity 3 (6,884) 70.75 70.71 0.10 0.48% 1.52 DVN US Equity 1,837 11,143 63.30 73.73 19.54 0.84% 76.67 EBAY US Equity 23 (1,600) 50.88 50.14 1.47 0.99% 17.35 Ea US Equity 280 9,546 105.33 108.42 6.51 0.45% 0.31 EDF FP Equity 5,065 9,189 23.45 36.37 57.69 0.96% Ir (413.03) EMC US Equity 596 10,986 25.35 26.73 8.25 0.66% 83.85 EMR US Equity (28) 8,739 66.79 66.58 -0.47 0.69% (39.80) ENB CN Equity 419 12,532 45.66 47.18 7.23 0.46% (104.55) ENEL IM Equity 2,317 8,902 4.48 5.65 27.29 0.95% (127.99) ENI IM Equity 626 11,929 24.33 25.61 7.35 0.71% (36.13) EOAN GR Equity 94 4,169 18.83 19.26 2.48 0.91% 9.30 EOG US Equity 2,657 5,841 72.84 105.97 38.88 1.17% 72.77 EPD US Equity 2,099 13,408 63.88 73.88 27.28 0.57% (26.23) ERICB SS Equity (112) 7,934 #WA N/A -1.58 0.89% ESRX US Equity 37 5,382 70.60 71.08 0.89 0.77% 1.90 ETN US Equity 108 5,260 72.48 73.97 2.81 0.73% (18.75) F US Equity (166) (1,448) 14.82 16.52 -14.99 0.77% (17.44) F8 US Equity 1,184 2,630 44.06 63.89 23.99 1.88% 25.96 FCX US Equity 118 6,027 33.55 34.20 2.22 0.88% 80.91 FDX US Equity 450 4,359 130.52 143.98 15.63 0.66% 26.03 FOX US Equity 307 6,139 32.72 34.36 5.02 1.00% 73.45 FOXA US Equity 276 5,663 33.68 35.32 4.82 1.01% 57.62 FP FP Equity 1,809 14,528 62.63 70.43 18.60 0.67% (11.20) G IM Equity 54 5,340 22.35 22.58 1.28 0.79% (4.03) GE US Equity 2,562 13,140 22.32 26.67 39.70 0.49% 21.11 GILD US Equity 253 4,205 77.50 82.16 4.84 1.24% (9.06) GIS US Equity 1,830 23,244 50.54 54.52 18.28 0.43% 113.69 GLE FP Equity 58.59 - GLEN LN Equity (150) (2,955) 5.22 5.49 -7.57 0.67% 0.61 GLW US Equity 3,670 11,942 16.35 21.38 44.11 0.70% 7.89 GM US Equity 3 3,870 34.39 34.41 0.10 0.81% (2.76) EFTA00288408 GOOG US Equity 15 2,864 557.90 560.79 0.45 1.16% (14.76) GS US Equity (4) 3,898 160.88 160.72 -0.11 0.93% (0.21) GSK LN Equity 180 5,707 26.22 27.04 3.99 0.79% 32.92 GSZ FP Equity 1,072 11,763 25.40 27.72 11.70 0.78% 46.34 HAL US Equity 1,837 7,135 50.67 63.72 27.74 0.93% 37.35 HD US Equity 551 7,619 74.42 79.80 9.19 0.79% 11.64 HMB SS Equity (33) 7,694 #WA N/A -0.67 0.63% HON US Equity 6,164 11,930 61.10 92.67 87.26 0.59% 13.56 HPQ US Equity 2,381 7,632 25.64 33.64 31.73 0.98% 93.03 HSBA LN Equity 141 6,635 10.30 10.52 3.14 0.68% 17.25 IBE SM Equity 2,085 7,531 5.56 7.10 53.11 0.52% 13.43 IBM US Equity 183 (5,196) 189.74 183.06 4.88 0.72% 14.45 IMT LN Equity 2,911 13,847 37.07 44.86 33.73 0.62% 180.78 INTC US Equity 1,346 12,417 24.27 26.90 21.57 0.50% 18.19 ISP IM Equity 4,094 5,699 1.93 3.32 57.99 1.24% 43.91 ITUB US Equity 86 5,715 15.88 16.12 1.66 0.91% (13.14) ITUB4 BZ Equity 120 4,601 15.79 16.20 2.56 1.02% (4.86) ITW US Equity 3,880 14,011 67.84 86.62 51.81 0.53% (24.34) ITX SM Equity 40 (3,652) 146.45 144.84 2.17 0.50% (3.05) JO US Equity (8) 2,578 48.47 48.33 -0.25 1.22% (13.94) AU US Equity 5,789 18,409 76.50 100.56 89.49 0.35% 15.53 JPM US Equity - 1,155 55.59 55.59 0.00 0.68% 3.89 KMB US Equity 335 9,903 107.52 111.16 7.01 0.48% 49.09 KMI US Equity 47 (6,775) 33.81 33.57 1.03 0.68% 1.46 KO US Equity (4) (4,445) 40.65 40.69 -0.25 0.32% (5.32) LBTYA US Equity 175 5,297 43.83 45.28 3.84 0.86% (2.88) LBTYK US Equity 211 6,609 41.75 43.09 4.17 0.77% (16.64) LIN GR Equity 382 9,647 199.93 207.84 5.21 0.76% (57.53) LLOY LN Equity 216 1,914 1.16 1.30 10.54 1.07% (1.31) LLY US Equity 44 4,953 59.03 59.55 1.29 0.69% (32.01) LMT US Equity 659 2,016 122.48 162.50 56.50 0.58% (4.95) LNKD US Equity 284 (2,461) 183.83 162.60 5.04 2.29% (28.51) LOW US Equity 9 4,313 46.77 46.87 0.18 1.10% 6.94 LVS US Equity - 570 76.62 76.62 0.00 1.52% 5.79 LYB US Equity 1,566 2,297 59.29 99.71 95.86 0.71% 23.47 MA US Equity 136 3,476 73.94 76.82 3.71 1.05% (9.89) MAERSKB DC Equity 8,223 14,320 #N/A N/A 58.93 0.97% MC FP Equity 299 6,319 187.15 196.01 10.00 0.47% 12.19 MCD US Equity 52 9,603 100.64 101.19 1.22 0.44% (20.28) MCK US Equity 292 2,181 164.92 186.99 16.79 0.80% 50.38 MDIZ US Equity 4,151 13,641 28.68 37.41 46.74 0.65% (0.05) MDT US Equity 8,315 20,811 43.22 60.49 67.20 0.59% 87.07 MET US Equity 1,089 7,556 44.37 50.76 13.86 1.04% (63.53) MFC CN Equity 1,224 2,561 12.38 18.29 60.11 0.79% (23.81) MHS US Equity #WA N/A MMM US Equity 9,914 21,331 96.89 141.93 83.83 0.55% 115.85 MO US Equity 1,355 13,034 37.23 41.11 21.68 0.48% 112.40 EFTA00288409 MON US Equity 1,707 11,917 106.02 121.21 22.34 0.64% 52.95 MOS US Equity 49.72 - MRK US Equity 1,688 11,769 50.18 57.38 17.06 0.84% 196.66 MS US Equity 47 2,280 30.40 31.03 1.74 1.19% 2.14 MSFT US Equity 1,094 8,506 35.55 40.12 20.70 0.62% 30.67 MUV2 GR Equity 741 6,116 197.70 221.66 14.02 0.86% 17.27 NAB AU Equity (194) 13,313 31.51 31.06 -2.03 0.72% 70.15 NCM AU Equity 9.15 NEE US Equity 4,771 15,214 73.31 96.30 54.16 0.58% (188.17) NEM US Equity 550 (2,151) 30.61 22.78 17.14 1.49% (47.55) NESN VX Equity 1,129 11,809 #N/A N/A 18.71 0.51% NG/ IN Equity 3,189 13,258 11.96 14.84 39.64 0.61% (33.84) NKE US Equity 357 3,822 69.77 76.28 11.91 038% (1.63) NOK US Equity 4,439 4,498 3.96 7.87 82.05 1.20% 36.58 NOV US Equity 545 10,804 78.01 81.94 7.16 030% 8.82 NOVN VX Equity 7,543 20,656 #N/A N/A 65.99 0.55% NOVOB DC Equity 458 9,444 #N/A N/A 5.13 0.95% NSC US Equity 2,446 10,342 81.54 100.83 36.95 0.64% 65.21 NVS US Equity 5,978 17,372 67.02 90.08 71.23 0.48% 6.35 OGXP3 BZ Equity 4,023 (4,107) 4.39 0.09 44.70 2.19% (194.01) OR FP Equity 407 8,826 167.38 175.10 7.29 0.63% 94.01 ORA FP Equity 1,846 8,559 13.80 16.78 20.56 1.05% 146.64 ORCL US Equity 1,979 8,768 34.27 42.00 42.18 0.54% 55.82 OXY US Equity 340 7,763 95.26 99.44 7.40 0.59% 52.11 PBR US Equity (1) (815) 14.71 14.73 -0.07 1.50% (2.26) PBR/A US Equity (3) (832) 15.73 15.79 0.22 1.53% (4.08) PCLN US Equity 447 3,358 1,130.84 1,281.37 9.25 1.44% 57.45 PCP US Equity 70 4,610 248.55 252.34 1.65 0.92% 15.13 PEP US Equity 606 12,677 83.59 87.58 10.86 0.44% 96.54 PETR3 BZ Equity 7 (1,416) 7.43 7.40 0.31 1.54% (8.36) PETR4 BZ Equity 4 (1,327) 7.91 7.89 0.18 1.59% (7.19) PFE US Equity (2) 1,935 29.65 29.62 -0.11 0.90% (3.83) PG US Equity 146 11,013 79.25 80.30 2.83 0.47% 22.54 PHIA NA Equity 31.64 - PM US Equity 142 5,649 85.88 88.04 5.90 0A3% 57.87 PNC US Equity 937 9,010 76.60 84.57 14.24 033% 6.63 POT CN Equity 29 6,886 36.04 36.19 0.61 0.69% (0.99) POT US Equity (25) 7,998 36.33 36.21 -0.50 0.62% 0.04 PRU LN Equity 8,732 10,521 12.76 23.35 110.33 035% (60.24) PSA US Equity 666 13,406 162.12 170.18 10.44 0A8% (39.18) PSX US Equity 1,803 6,461 65.64 83.96 33.80 0.83% 101.90 PX US Equity 2,598 16,340 113.54 131.59 36.57 0A3% 161.47 QCOM US Equity 2,499 12,547 66.83 80.14 34.45 0.58% (62.30) QQ(3 US Equity 2,671 9,597 71.29 91.14 44.51 0.63% 32.60 RAI US Equity 1,163 10,690 53.26 59.06 13.87 038% 133.18 RDS/A US Equity 592 11,546 75.02 78.86 9.56 0.54% 91.19 RDS/B US Equity 484 11,427 78.85 82.18 5.72 034% 67.54 EFTA00288410 RDSA LN Equity 733 9,744 36.73 39.50 12.23 0.62% 68.19 RDSA NA Equity 513 11,195 37.76 39.49 7.69 0.60% 63.98 RDSB LN Equity 556 10,889 39.07 41.07 6.90 0.74% 60.60 REGN US Equity 61 6,240 302.78 305.73 0.56 1.73% (15.81) RIO AU Equity (182) 4,367 58.24 55.92 -4.00 1.04% (56.81) RIO LN Equity (149) 4,819 54.78 53.14 -3.59 0.86% (15.06) RIO US Equity (65) 4,934 54.03 53.33 -1.37 0.96% 14.81 ROG VX Equity 6,612 17,035 /*A N/A 66.18 0.59% RY CN Equity 470 11,337 66.05 68.79 8.96 0.46% (25