EFTA00288559.pdf

Atorus, LLC 7/1/2014 Current Date: 7/1/2014 Change on Day: 1.22% Total Return since 1/1/12: 109.23% MSCI World Change on T12M Return: 59.99% Day 0.65% T90 Day Return: 12.67% No of Positions T30 Day Return: 10.43% (+MTM) on Day 289 Current Long Exposure @ Cost: 6,493,075 No of Positions (4A7M) Current Short Exposure @ Cost: (472,768) on Day 120 Net Exposure: 6,020,307 Current No. of Starting Capital: 1,000,000 Positions: 435 Current NAV: 2,092,311 Current Leverage (Gross Exposures): 3.33 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% No. of Profitable T24M Avg. Daily NAV (-) Change .0.89% Positions T12M 65.11% Target Vol-Adj. Risk Listed Equities 50.00% Avg. Realized Gain / Avg. Target Vol-Adj. Risk Global Macro 50.00% Realized Loss 3.81 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: 1.35 Sharpe Since 1/1/12: 1.43 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)300,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —NAV 1,000,000.00 800,000.00 600 00000 'V Oti "V 'V "V 'V I) eb GGGG oes eeeeo Alt A% o o et.o 1.o444 1,o Itosti sP 4' 4 sr sr 0, 4 sr 4' s 4 s‘ EFTA00288559 Atorus, LLC 7/1/2014 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 22.01%1 45 Positions 23.95% DBK GR Equity (7,451) 0.11% MDY US Equity 6,092 0.29% T US Equity (8,039) 0.12% SENSEX Index 6,202 0.30% TGT US Equity (8,750) 0.13% SXEP Index 6,216 0.30% IBM US Equity (9,102) 0.13% AZN US Equity 6,277 0.30% P512O Index (11,371) 0.16% UTX US Equity 6,293 0.30% XAG Curncy (17,834) 0.26% NVS US Equity 6,338 0.30% XAU Comdty (26,763) 0.38% XLF US Equity 6,386 0.31% IBOV Index (30,393) 0.44% AZN LN Equity 6,427 0.31% ISEQ Index (38,102) 0.55% HON US Equity 6,510 0.31% SHCOMP Index (39,032) 0.56% BE_TSY CREDIT 6,701 0.32% SE_TSY CREDIT (49,074) 0.70% XLI US Equity 6,843 0.33% ZA_TSY CREDIT (53,153) 0.76% ROG VX Equity 6,850 0.33% AT_TSY CREDIT 81,569 1.17% FTSEMIB Index 6,998 0.33% FR_TSY CREDIT 82,246 1.18% 1N1 US Equity 7,081 0.34% NL_TSY CREDIT 82,865 1.19% DAI GR Equity 7,184 0.34% DE_TSY CREDIT 84,524 1.21% MAERSKB DC Equity 7,402 0.35% FI_TSY CREDIT 85,645 1.23% AEX Index 7,518 0.36% SPGSCITR Index 86,524 1.24% SXXP Index 7,809 0.37% MX_TSY CREDIT 87,928 1.26% NOVN VX Equity 7,979 0.38% GB_TSY CREDIT 91,756 1.32% SMI Index 8,073 0.39% SG_TSY CREDIT 91,833 1.32% SXSE Index 8,156 0.39% US_TSY CREDIT 100,443 1.44% BEL20 Index 8,602 0.41% MY_TSY CREDIT 103,107 1.48% PRU LN Equity 8,645 0.41% CA_TSY CREDIT 255,948 3.67% TMO US Equity 8,866 0.42% SX6P Index 8,998 0.43% HEX Index 9,280 0.44% MDT US Equity 9,905 0.47% IT_TSY CREDIT 10,078 0.48% Day NAV Impact of MTM by Category & Exposure DAX Index 10,184 0.49% Listed Equity Long 0.768% MMM US Equity 10,465 0.50% Listed Equity Short -0.071% SXAP Index 10,524 0.50% EquityCom Long 0.693% SXOP Index 10,923 0.52% EquityCom Short -0.026% LUXXX Index 12,002 0.57% G20 Rates Long -0.036% IBEX Index 12,145 0.58% G20 Rates Short 0.014% SXIP Index 12,155 0.58% ES_TSY CREDIT 12,212 0.58% T12eA Contribution (% of total Yr/Yr NAV Change by Category) KFX Index 13,580 0.65% Listed Equities 43.91% TYC US Equity 13,802 0.66% EquityCom 46.27% NDX Index 14,028 0.67% G20 Rates 10.78% XLV US Equity 14,239 0.68% EFTA00288560  SPX Index 22,143 1.06% SXTP Index 23,043 1.10% SXDP Index 29,597 1.41% IE_TSY CREDIT 34,685 1.66% STBCNZL Index 35,643 1.70% No. Names by Category APAC Long 36 APAC Short 11 EMEA Long 67 EMEA Short 16 AMER Long 187 AMER Short 23 EquityCom Long 65 EquityCom Short 7 G20 Rates Long 21 G20 Rates Short 2 Total Long 376 Total Short 59 Current Exposure by Geography (Listed Equl les) & 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 $- ■ G20 Rates Short $(500,000) EFTA00288561 Atorus, LLC 7/1/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodlites, G20 Gov. Credit) 2,500,000 7,000,000 6,000,000 2,000,000 5,000,000 1,503,000 0,000,000 - APAC 40 12 / 1 1,000,000 ret - 3,000.000 — EMEA — AMER - 2000000 — EquityCom 500,000 1,000.000 -G20 Rates NexEposule RIG 0 rr N IN eJ el el al fa in frI n Tl fl t el I-I rl el el el el r -I - el el el r -I r -I g o el o IN o IN o N o IN o el o el 49 gi 2 (9 e9; R (1X00,000) ..., (5O0.0CO) ...... ..... ....„ ..... .., ...... ..... 4.4 .,..!. ....% ".'.. ...' t ,..!. "'... . „... N Ifl N O Ill N 01 rl •-• 01 II1 b• (2,000,003) .-e (1,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288562 Atorus, LIC 7/1/2014 Current Gross Notional Risk by Category 313,131 653,164 ■ APAC ■ EMEA 1,819,7 !ill ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index 2.35 2.15 1.95 1.75 1.55 1.35 MSC1 1.15 ATO:u, 0.95 0.75 n, 4, 0, lb 'V % os 11. % % 4)'• O•~'1i • o's•tk oN. or>la .(‘Q' Ace 9" c' At AQ' Q' 4 10 \ AC\ 0 Rolling 30 Day Realized Volatility -At EFTA00288563 Atorus, LLC 7/1/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 8000 7000 MO 5000 P/I. Vol Days by Poblion 4000 3000 2000 1000 &CO 4 Alb 1000 ardr—anntnesnatt, C3) 'a 'a h P h h 0 P Percentile No. Vol Days 0.00% -12.71 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.10 (<7 Vol Days) 0.77% 10.00% -1.20 MTM Gains(Losses) % of NAV "Signficant" 15.00% -0.21 (>7 Vol Days) 42.87% 20.00% 0.95 25.00% 1.87 30.00% 3.21 35.00% 4.36 40.00% 5.59 45.00% 7.71 50.00% 10.75 55.00% 13.51 60.00% 16.31 65.00% 19.58 70.00% 24.27 75.00% 29.44 80.00% 36.94 85.00% 46.98 90.00% 57.13 95.00% 81.44 100.00% 170.79 EFTA00288564 Atorus, LLC 7/1/2014 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 (15) (4,883) 54.82 54.99 -0.31 0.96% 63.17 005380 KS Equity 9 2,519 224.39 225.19 0.39 0.92% (7.19) 005490 KS Equity (130) (5,041) 289.59 297.06 -2.95 0.87% 49.63 005930 KS Equity 58 (3,331) 1,315.71 1,292.86 1.63 1.07% 27.57 012330 KS Equity 274.13 0.82% 1 HK Equity 1,258 12,607 Ma N/A 12.73 0.78% 1299 HK Equity 302 7,867 PN/A N/A 8.54 0.45% 13 HK Equity 1,001 6,181 Ma N/A 21.65 0.75% 16 HK Equity PN/A N/A 27 HK Equity (291) (4,202) Ma N/A •4.61 1.51% 2914 JP Equity 442 9,982 34.91 36.46 5.57 0.80% 74.08 3382 JP Equity 313 3,411 39.26 42.86 10.83 0.85% 81.81 4063 JP Equity 26 3,053 61.10 61.62 1.18 0.71% 51.40 4502 JP Equity 184 8,600 45.47 46.44 3.76 0.57% 31.36 4689 JP Equity 98 4,252 4.63 4.74 1.60 1.44% 129.21 5 HK Equity 5 (4,127) /WA N/A 0.22 0.53% 5108 JP Equity (69) 5,014 35.92 35.43 -1.56 0.88% 82.17 5401.1P Equity 49 5,798 3.18 3.20 0.89 0.94% 14.08 6301.1P Equity 147 4,173 22.48 23.27 4.07 0.86% 12.90 6752 JP Equity 12.25 6902 JP Equity 47.69 - 6954 JP Equity 729 7,571 160.05 175.46 11.89 0.81% 143.92 7201.1P Equity 55 5,276 9.44 9.54 1.18 0.88% 64.64 7203 JP Equity 105 5,369 59.49 60.65 2.68 0.73% 81.78 7267 JP Equity SO (4,675) 35.34 34.96 1.39 0.77% (6.71) 762 HK Equity (33) (4,080) PN/A N/A -0.82 0.99% 7751JP Equity (86) 9,172 33.00 32.69 •2.46 0.38% 26.52 80311P Equity 24 5,117 16.05 16.13 0.58 0.82% 105.93 8058 JP Equity 785 10,860 19.74 21.17 15.49 0.47% 80.90 8106 JP Equity 37 4,405 6.13 6.18 0.93 0.91% (41.35) 8316 JP Equity (198) (3,372) 39.96 42.31 -5.89 1.00% 97.62 84111P Equity 72 7,581 2.03 2.05 1.66 0.57% 5.94 8604 JP Equity (74) 4,928 7.25 7.14 -1.37 1.10% 55.25 8801.1P Equity 368 4,655 31.26 33.73 5.39 1.47% 8802 JP Equity (15) (1,815) 24.79 25.00 A.65 1.28% (26.41) 9020 JP Equity 62 5,604 78.26 79.12 1.52 0.72% 74.13 941HK Equity 201 (4,634) PN/A N/A 8.16 0.53% 9432 JP Equity 1,290 10,150 55.39 62.43 16.56 0.77% 63.07 9433 JP Equity 543 7,585 57.61 61.73 7.58 0.94% 124.07 9437 JP Equity 47 4,896 17.09 17.25 1.88 0.51% 56.01 9983 JP Equity (50) (2,292) 322.77 329.78 •1.96 1.11% (2.91) EFTA00288565 9984 JP Equity 19 5,645 74.36 74.61 0.29 1.15% 4.18 AAPL US Equity 1,836 9,685 78.79 93.73 26.04 0.73% 97.61 ABB US Equity 23.02 - ABBN VX Equity 72 (6,206) 23.25 22.98 2.37 0.49% 10.96 ABBV US Equity 597 6,279 51.86 56.79 14.97 0.63% 31.53 ABEV US Equity 75 (5,506) 7.24 7.15 1.55 0.88% (101.79) ABEV3 BZ Equity 73 (5,164) 7.31 7.21 1.45 0.98% (95.46) ABI BB Equity 1,082 11,731 105.26 114.96 15.93 0.58% 6.60 ABT US Equity 348 7,630 39.40 41.20 8.51 0.54% 54.30 ABX CN Equity (5) (5,037) RN/A N/A 0.09 1.08% ABX US Equity (12) (4,849) 18.17 18.22 -0.23 1.08% (16.81) ACA FP Equity (4) (1,574) 14.34 14.38 -0.24 1.10% (21.90) ACE US Equity 785 11,741 98.27 104.84 19.14 0.35% 140.67 ACN US Equity 371 8,563 77.97 81.34 7.82 0.55% 24.92 ADP US Equity 293 7,637 77.26 80.22 7.06 0.54% 94.56 AFL US Equity 105 5,843 61.61 62.71 2.94 0.61% 34.94 AGN US Equity 5,187 10,621 113.90 169.52 41.54 1.18% (60.02) Al FP Equity (76) 6,175 137.84 136.17 -1.63 0.75% 60.31 AIG US Equity 841 12,241 51.90 55.46 11.61 0.59% 195.42 AIR FP Equity 28 (1,466) 67.12 65.82 1.74 1.11% 27.11 ALV GR Equity (30) 5,509 168.39 167.48 •1.42 0.39% 21.86 ALVG IX Equity (18) 4,954 167.99 167.39 -0.88 0.40% 10.87 AMGN US Equity 292 8,878 116.15 119.98 5.13 0.64% 107.50 AMT US Equity 1,961 13,044 77.99 89.71 33.17 0.45% 4.99 AMZN US Equity (228) (2,898) 306.51 330.63 -6.86 1.15% (52.32) ANZ AU Equity 709 12,947 29.78 31.41 7.73 0.71% (45.55) APA US Equity 1,198 12,393 91.83 100.71 14.09 0.69% (6.18) APC US Equity 540 6,564 100.97 109.27 10.54 0.78% (19.97) AXP US Equity 3,517 12,239 74.22 95.55 50.07 0.57% 111.95 AZN LN Equity 6,427 12,731 49.87 75.05 40.93 1.23% 208.70 AZN SS Equity 5,746 12,119 50.82 74.91 39.26 1.21% 147.78 AZN US Equity 6,277 12,866 50.37 74.94 39.56 1.23% 202.53 BA US Equity (158) 10,667 129.92 128.02 -2.35 0.63% 75.00 BAC US Equity 64 8,241 15.44 15.56 0.96 0.80% 102.52 BARC LN Equity (104) 1,044 4.07 3.70 -11.52 0.87% 10.92 BAS GR Equity 1,461 8,672 99.78 116.60 38.17 0.44% (4.04) BATS LN Equity 865 9,102 54.92 60.14 14.36 0.66% 105.54 BAX US Equity 0 4,842 73.52 73.52 0.01 0.40% 82.68 BAYN GR Equity 498 11,012 137.35 143.56 9.32 0.49% 182.18 BBAS3 BZ Equity (24) 1,386 11.53 11.33 -1.09 1.58% 13.40 BBD US Equity (3) 5,475 14.62 14.61 -0.04 1.20% 8.70 BBDC4 BZ Equity (1) 5,427 14.64 14.64 -0.02 1.26% 18.23 BBL US Equity (100) (3,075) 64.23 66.31 -3.31 0.98% (63.84) BBVA SM Equity 1,619 6,375 10.30 12.92 33.76 0.75% 117.20 BCE CN Equity 87 10,241 #N/A N/A 2.19 0.39% Bcs US Equity (106) 1,091 16.31 14.86 -11.92 0.82% 17.46 BEN US Equity 305 5,658 54.63 57.57 7.21 0.75% (24.60) EFTA00288566 BG/ LN Equity (14) (2,195) 21.26 21.40 -0.72 0.88% (25.64) BHP AU Equity (53) 9,507 34.49 34.30 -0.58 0.96% 74.94 BHP US Equity 131 7,278 68.00 69.22 1.87 0.96% 112.25 BBB US Equity 335 1,066 245.93 323.19 30.69 1.02% 30.54 BIL Si Equity (SO) (3,522) 32.52 32.99 -1.60 0.89% (71.66) BK US Equity 1,445 10,651 33.50 38.04 20.24 0.67% 219.11 BLK US Equity 372 5,982 304.18 323.11 10.75 0.58% 70.58 BLT IN Equity (86) (3,303) 32.31 33.15 -2.76 0.94% (77.17) BMO CN Equity 1,460 15,609 #N/A N/A 22.72 0.41% BMW GR Equity 1,465 5,972 102.01 127.04 33.25 0.74% 7.56 BMY US Equity (87) 4,840 49.01 48.14 -2.25 0.80% (47.65) BN FP Equity 75.49 0.69% BNP FP Equity 60 (3,462) 71.49 70.25 1.99 0.87% (130.39) BNS CN Equity 1,753 15,076 KN/A N/A 29.91 0.39% BP/ LN Equity 1,469 12,299 7.91 8.85 23.27 0.51% 59.53 BRK/B US Equity 793 15,648 121.13 127.26 15.20 0.33% 82.97 BSBR US Equity 153 5,698 6.81 6.99 3.48 0.77% 77.56 BUD US Equity 1,031 11,940 105.71 114.84 14.32 0.60% (8.14) BX US Equity 254 5,167 32.17 33.75 4.35 1.13% 58.72 C US Equity (41) 6,030 47.93 47.61 -1.15 0.59% 62.28 CA FP Equity 37.00 - CAT US Equity 3,051 15,121 90.92 109.26 27.29 0.74% 104.63 CBA AU Equity 1,617 17,559 69.92 76.36 16.63 0.55% (15.28) CBS US Equity 265 7,287 60.74 62.95 3.67 0.99% 116.72 CCL US Equity 208 6,766 36.49 37.61 4.08 0.76% (4.65) CELG US Equity - 337 88.01 88.01 0.00 0.96% 7.59 CFR VX Equity 581 9,952 99.00 104.77 9.19 0.63% (34.05) CI. US Equity 3,046 22,712 60.34 68.43 27.38 0.49% 50.61 CM CN Equity 999 13,057 #WA N/A 17.57 0.44% CMCSA US Equity 579 10,468 51.28 54.12 11.56 0.48% 83.36 CMCSK US Equity 5,970 14,910 38.47 53.88 87.94 0.46% 201.44 CNI US Equity 3,592 14,136 52.09 65.33 52.67 0.48% 72.42 CNQ CN Equity 2,743 12,022 KN/A N/A 25.82 0.88% CNR CN Equity 3,483 14,238 KN/A N/A 54.12 0.45% COF US Equity 1,559 9,398 71.32 83.15 25.07 0.66% 58.61 COP US Equity 1,252 12,885 78.45 86.08 19.07 0.51% 63.29 COST US Equity 112 9,550 114.02 115.35 2.28 0.51% (7.16) COV LN Equity KN/A N/A COV US Equity 3,142 7,850 64.85 90.81 29.84 1.34% 52.36 CRM US Equity 315 3,835 54.50 58.98 5.05 1.63% 56.41 CS FP Equity (46) 2,887 24.44 24.05 -1.89 0.85% 23.51 CSCO US Equity 128 8,274 24.64 25.02 2.25 0.69% 62.94 CSX US Equity 2,149 9,972 25.47 30.96 29.05 0.74% 27.35 CVE CN Equity KWA N/A CVS US Equity 2,208 12,539 64.62 76.00 31.59 0.56% 76.24 CVX US Equity (5) 5,595 130.93 130.81 -0.19 0.50% 18.66 D US Equity 1,374 7,953 60.80 71.30 24.25 0.71% (6.12) EFTA00288567 DAI GR Equity 7,184 13,908 62.20 94.33 67.30 0.77% 194.42 DBK GR Equity 984 (7,451) 40.67 35.30 14.18 0.93% (26.56) DD US Equity 970 5,413 55.43 65.36 36.77 0.49% 16.95 DDAIF US Equity 4,134 8,377 63.20 94.39 63.38 0.78% 135.74 DE US Equity 381 10,094 86.88 90.16 6.87 0.55% (82.51) DELI. US Equity #WA WA DG FP Equity 4,443 10,090 51.66 74.40 81.82 0.54% (88.99) DGE LN Equity 136 2,632 31.00 32.60 7.45 0.69% 54.48 DHR US Equity 395 11,611 76.85 79.46 5.76 0.59% 103.66 DIS US Equity 2,713 12,054 70.61 86.51 37.60 0.60% 129.75 DISCA US Equity 79 (6,841) 75.84 74.96 1.22 0.95% (47.95) DNB NO Equity 190 8,725 17.95 18.34 3.60 0.60% 53.09 DOW US Equity 2,875 7,396 37.11 51.54 66.72 0.58% 23.05 DPW GR Equity 70 2,529 35.22 36.19 3.61 0.77% 0.45 DTE GR Equity 1,286 9,840 15.60 17.64 19.64 0.67% 48.34 DTV US Equity 3,977 11,097 62.68 85.15 60.53 0.59% 28.34 DUK US Equity (80) (1,946) 70.84 73.76 -7.06 0.58% 7.91 DVN US Equity 2,969 14,370 65.78 79.37 31.69 0.65% (45.08) EBAY US Equity (22) (2,167) 49.95 50.45 -1.48 0.69% (17.96) ECI. US Equity 609 11,898 106.13 111.56 12.29 0.42% 81.05 EDF FP Equity 31.66 1.22% - EMC US Equity 557 12,257 25.48 26.64 9.43 0.48% 139.61 EMR US Equity (30) 8,739 66.79 66.57 -0.53 0.64% 23.02 ENB CN Equity 489 12,532 #WA WA 7.16 0.55% ENEL IM Equity 2,791 8,902 4.48 5.89 34.92 0.90% 131.53 ENI IM Equity 1,527 12,523 24.46 27.44 15.71 0.78% 86.34 EOAN GR Equity 476 6,245 19.28 20.75 9.64 0.79% 30.72 EOG US Equity 3,529 5,841 72.84 116.85 65.67 0.92% 7.91 EPD US Equity 3,153 14,612 64.66 78.61 47.76 0.45% 94.99 ERICB SS Equity (45) 1,269 12.49 12.06 -6.44 0.55% (1.32) ESRX US Equity (187) 8,644 70.68 69.18 -3.54 0.61% (4.06) ETN US Equity 424 7,458 73.42 77.60 9.24 0.61% 50.58 F US Equity 155 8,293 16.88 17.19 3.26 0.57% (47.94) F8 US Equity 1,434 2,630 44.06 68.08 50.06 1.09% 29.46 FCX US Equity 682 7,159 33.84 37.07 11.87 0.80% 184.54 FDX US Equity 821 6,601 135.53 152.38 18.94 0.66% 57.00 FOX US Equity 251 8,112 33.25 34.28 4.21 0.74% 1.88 FOXA US Equity 235 7,483 34.19 35.27 4.37 0.72% 11.75 FP FP Equity 2,365 15,659 63.30 72.87 23.42 0.64% 183.78 G IM Equity (33) 3,204 22.23 22.01 -1.38 0.74% 17.56 GE US Equity 2,411 13,140 22.32 26.41 43.30 0.42% 52.05 GILD US Equity 452 5,756 78.68 84.85 9.34 0.84% 103.28 GIS US Equity 993 25,323 50.89 52.89 10.83 0.36% 168.52 GLE FP Equity 53.91 GLEN LN Equity (162) (1,773) 5.22 5.70 -12.71 0.72% (37.44) GLW US Equity 4,192 12,136 16.41 22.08 60.54 0.57% 90.93 GM US Equity 479 8,503 35.24 37.22 7.20 0.78% 203.00 EFTA00288568 GOOG US Equity 300 6,999 557.07 580.95 4.82 0.89% 56.11 GS US Equity 215 8,442 162.84 166.98 3.72 0.68% (11.87) GSK LN Equity 171 5,707 26.22 27.00 5.31 0.56% 56.95 GSZ FP Equity 993 12,912 25.62 27.59 11.07 0.69% 19.13 HAL US Equity 2,941 8,401 52.62 71.04 47.55 0.74% 25.04 HD US Equity 819 13,333 76.98 81.70 9.77 0.63% 126.44 HMB SS Equity 135 7,694 42.69 43.44 2.83 0.62% (46.33) HON US Equity 6,510 11,930 61.10 94.44 92.73 0.59% 300.58 HPQ US Equity 2,566 8,268 26.13 34.24 35.45 0.88% 148.18 HSBA LN Equity (62) 8,008 10.34 10.26 -1.53 0.51% 81.08 IBE SM Equity 2,835 7,531 5.56 7.65 74.83 0.50% 2.71 IBM US Equity 48 (9,102) 186.82 185.84 1.01 0.52% (232.22) IMT LN Equity 2,912 14,380 37.31 44.87 34.45 0.59% (15.59) INTC US Equity 3,570 13,687 24.57 30.98 35.43 0.74% 59.15 ISP IM Equity 3,590 5,699 1.93 3.15 46.95 1.34% 154.94 ITUB US Equity (495) 5,715 15.76 14.50 -6.04 1.44% 40.04 ITUB4 BZ Equity (358) 4,601 15.69 14.56 -5.40 1.44% 34.58 ITW US Equity 4,047 14,011 67.84 87.43 57.10 0.51% (77.86) ITX SM Equity 21 5,364 153.23 153.83 0.56 0.70% 3.78 JCI US Equity 238 6,567 49.09 50.87 4.93 0.74% 128.54 JNJ US Equity 7,081 20,338 78.39 105.69 93.85 0.37% 229.90 JPM US Equity 260 10,159 56.23 57.67 4.47 0.57% 16.65 KMB US Equity 352 11,894 108.16 111.36 8.69 0.34% (4.27) KMI US Equity 158 8,374 35.37 36.04 2.82 0.67% (40.52) KO US Equity 45 4,065 41.85 42.31 (2.81) LBTYA US Equity 85 5,724 43.92 44.58 1.94 0.76% 58.89 LBTYK US Equity 139 7,489 41.91 42.69 2.99 0.62% 77.49 LIN GR Equity 668 11,076 201.42 213.57 10.74 0.56% 45.45 LLOY LN Equity 178 3,350 1.23 1.29 6.47 0.82% 55.71 LLY US Equity 275 6,595 59.87 62.36 6.83 0.61% (7.93) LMT US Equity 621 2,016 122.48 160.18 55.55 0.55% (18.20) LNKD US Equity 140 (2,748) 181.90 172.62 3.70 1.38% (37.43) LOW US Equity 134 4,960 46.96 48.23 3.16 0.86% 41.32 LVS US Equity 120 3,103 74.87 77.76 3.51 1.10% 58.04 LYB US Equity 1,521 2,297 59.29 98.55 132.73 0.50% 35.48 MA US Equity 12 6,084 75.27 75.42 0.34 0.60% 153.69 MAERSKB DC Equity 7,402 14,377 1,651.64 2,501.93 44.36 1.16% 167.34 MC FP Equity 170 7,348 188.38 192.73 4.87 0.47% (26.65) MCD US Equity 34 9,603 100.64 100.99 0.81 0.43% 20.24 MCK US Equity 318 2,181 164.92 188.95 16.52 0.88% 29.64 MDIZ US Equity 4,394 13,763 28.74 37.92 80.88 0.39% 149.91 MDT US Equity 9,905 20,811 43.22 63.80 55.35 0.86% (59.01) MET US Equity 2,024 7,556 44.37 56.25 29.46 0.91% 126.28 MFC CN Equity 1,572 4,187 #WA WA 53.84 0.70% MHS US Equity #WA WA MMM US Equity 10,465 21,331 96.89 144.43 137.57 0.36% 228.94 MO US Equity 1,612 13,316 37.33 41.85 19.66 0.62% (67.26) EFTA00288569 MON US Equity 2,107 12,758 106.90 124.55 33.33 0.50% (5.83) MOS US Equity 49.41 - MRK US Equity 1,895 13,724 51.19 58.26 27.11 0.51% 94.86 MS US Equity 174 3,990 30.99 32.34 5.33 0.82% 25.62 MSFT US Equity 1,535 9,097 35.88 41.94 25.86 0.65% 14.42 MUV2 GR Equity 762 6,116 197.70 222.34 29.37 0.42% 45.10 NAB AU Equity (213) 10,650 31.51 30.89 -2.98 0.67% (33.11) NCM AU Equity 10.26 NEE US Equity 5,876 15,275 73.39 101.62 63.53 0.61% (79.54) NEM US Equity 154 (1,333) 28.38 25.11 11.76 0.98% 9.51 NESN VX Equity 1,186 11,809 70.94 78.07 21.28 0.47% 97.29 NG/ LN Equity 2,934 13,478 12.00 14.61 29.27 0.74% 268.21 NKE US Equity 492 5,145 71.37 78.19 13.65 0.70% 52.67 NOK US Equity 4,164 4,498 3.96 7.63 75.64 1.22% 59.30 NOV US Equity 473 8,643 78.01 82.28 5.48 1.00% (8.32) NOVN VX Equity 7,979 21,827 66.92 91.39 100.60 0.36% 229.10 NOVOB DC Equity 1,289 11,124 41.11 45.87 13.48 0.86% (5.25) NSC US Equity 2,733 10,790 82.20 103.02 38.39 0.66% (62.20) NVS US Equity 6,338 18,195 67.78 91.39 87.14 0.40% 246.38 OGXP3 BZ Equity 4,026 (4,107) 4.39 0.09 32.50 3.02% OR FP Equity 189 11,677 168.96 171.70 3.30 0.49% (46.23) ORA FP Equity 1,429 8,559 13.80 16.11 16.41 1.02% 190.13 ORCL US Equity 1,653 9,129 34.50 40.75 29.79 0.61% 30.75 OXY US Equity 713 10,929 96.82 103.13 12.18 0.54% 51.79 PBR US Equity (184) 2,578 15.59 14.54 -5.55 1.29% (6.56) PBR/A US Equity (157) 2,307 16.60 15.54 -4.86 1.40% (10.34) PCLN US Equity 280 5,110 1,174.29 1,238.68 5.50 1.00% 136.06 PCP US Equity (77) 8,068 257.61 255.18 -1.17 0.82% 85.87 PEP US Equity 838 13,556 83.90 89.08 14.05 0.44% (32.56) PETR3 BZ Equity 35 (2,385) 7.42 7.31 0.99 1.49% (1.26) PETR4 BZ Equity 32 (2,235) 7.90 7.79 0.90 1.58% 7.60 PFE US Equity 69 4,811 29.61 30.03 4.12 0.35% 53.42 PG US Equity (8) 11,013 79.25 79.19 -0.24 0.31% 56.58 PHIA NA Equity 31.85 PM US Equity (383) 11,156 87.19 84.29 -9.02 0.38% (33.20) PNC US Equity 1,544 10,569 78.10 89.52 23.68 0.62% 59.00 POT CN Equity 381 9,480 #N/A N/A 5.45 0.74% POT US Equity 342 10,582 36.75 37.93 4.73 0.68% (20.87) PRU LN Equity 8,645 10,521 12.76 23.25 150.10 0.55% 284.11 PSA US Equity 812 13,406 162.12 171.94 13.80 0.44% 67.64 PSX US Equity 1,449 6,695 66.16 80.48 29.26 0.74% (8.96) PX US Equity 2,774 17,041 114.23 132.82 37.19 0.44% 5.66 QCOM US Equity 2,397 12,871 67.10 79.60 42.77 0.44% 78.97 QQQ US Equity 3,334 16,268 78.73 94.87 50.45 0.41% 196.15 RAI US Equity 1,423 12,125 53.94 60.27 13.70 0.86% (45.01) RDS/A US Equity 1,222 12,883 75.73 82.91 17.18 0.55% 90.64 RDS/B US Equity 1,270 11,427 78.85 87.61 15.52 0.72% 258.94 EFTA00288570 RDSA LN Equity 1,326 11,888 37.39 41.57 20.93 0.53% 67.23 RDSA NA Equity 1,111 12,492 38.08 41.47 17.18 0.52% 40.17 RDSB LN Equity 1,308 10,889 39.07 43.77 17.56 0.68% 72.92 REGN US Equity (39) (420) 273.60 299.31 -8.05 1.17% (23.30) RIO AU Equity 121 4,367 55.80 57.35 2.40 1.16% 94.82 RIO LN Equity 96 2,754 53.03 54.88 3.53 0.99% 89.42 RIO US Equity 100 2,819 53.14 55.03 3.15 1.13% 56.84 ROG VX Equity 6,850 17,035 212.78 298.35 75.20 0.53% 10.49 RY CN Equity 1,006 13,223 //WA N/A 18.27 0.42% SAB LN Equity 2,102 12,446 50.06 58.51 22.28 0.76% 134.38 SAN FP Equity (19) 5,211 106.71 106.31 0.88 0.42% (13.18) SAN SM Equity 2,069 9,840 8.73 10.56 36.39 0.58% 149.11 SAN US Equity 1,664 7,980 8.73 10.55 25.40 0.82% 146.02 SAP GR Equity 54 4,907 76.40 77.23 1.73 0.64% (7.43) SAP US Equity 43 4,670 76.56 77.27 1.34 0.69% 2.76 SBUX US Equity 679 13,447 74.25 78.00 7.17 0.70% 99.17 SGO FP Equity 872 3,287 44.57 56.40 29.91 0.89% 3.99 SI US Equity #N/