EFTA00288431.pdf

Atorus, LLC 6/3/2014 Current Date: 6/3/2014 Change on Day: 0.14% Total Return since 1/1/12: 89.21% MSCI World Change on T12M Return: 38.64% Day -0.08% T9O Day Return: 1.02% No of Positions T3O Day Return: 1.47% (+MTM) on Day 201 Current Long Exposure @ Cost: 5,774,932 No of Positions (-MTM) Current Short Exposure @ Cost: (442,505) on Day 226 Net Exposure: 5,332,428 Current No. of Starting Capital: 1,000,000 Positions: 436 Current NAV: 1,892,131 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 0.99% No. of Profitable T24M Avg. Daily NAV (..) Change .0.90% Positions T12M 59.34% Target Volad). Risk Listed Equities 50.00% Avg. Realized Target Voladj. Risk Global Macro 50.00% Gain/Avg. Realized 2.92 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: 1.19 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 shame 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. 2,800,000.00 1 1,800,000.00 1,6004:00.00 1,400,000.00 1,200,000.00 — SerieS1 1,000,000.00 800,000.00 600 MO 00 is 4 ($)..04 ve, 4 A\4 1ti i"z y'rf 4444 EFTA00288431 Atorus, LLC 6/3/2014 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 % cd Total Notional Security MTM Gain % Total NAV 24 Positions 20.72%1 45 Positions 25.69% DISCA US Equity (6,841) 0.11% AGN US Equity 5,298 0.28% DUK US Equity (6,884) 0.11% CMCSK US Equity 5,317 0.28% TG7 US Equity (8,574) 0.14% NVS US Equity 5,649 0.30% CO1 Comdty (9,568) 0.15% AZN US Equity 5,807 0.31% IBOV Index (11,198) 0.18% AZN LN Equity 5,862 0.31% XAG Curncy (15,640) 0.25% XLF US Equity 5,923 0.31% SPGSCITR Index (15,778) 0.25% 1N1 US Equity 6,104 0.32% INDEXCF Index (21,271) 0.34% AEX Index 6,253 0.33% XAU Comdty (26,688) 0.43% HON US Equity 6,293 0.33% SHCOMP Index (34,398) 0.55% 117X US Equity 6,482 0.34% JP_TSY CREDIT (40,109) 0.65% ROG VX Equity 6,761 0.36% SE_TSY CREDIT (44,333) 0.71% XLI US Equity 6,797 0.36% BUSY CREDIT 79,771 1.28% ACA FP Equity 6,864 0.36% AU 7SY CREDIT 81,398 1.31% FTSEMIB Index 7,118 0.38% AT_TSY CREDIT 81,569 1.31% NOVN VX Equity 7,185 0.38% FR_TSY CREDIT 82,246 1.32% DAI GR Equity 7,211 0.38% NL_TSY CREDIT 82,865 1.33% SXXP Index 7,445 0.39% DE_TSY CREDIT 84,524 1.36% SXSE Index 7,640 0.40% FUMY CREDIT 85,645 1.38% SMI Index 7,773 0.41% CA_TSY CREDIT 87,647 1.41% SX6P Index 7,946 0.42% MX_TSY CREDIT 87,928 1.41% MAERSKB DC Equity 8,327 0.44% GB_TSY CREDIT 89,647 1.44% BEL20 Index 8,360 0.44% US_TSY CREDIT 100,443 1.62% IMO US Equity 8,496 0.45% MY_TSY CREDIT 103,107 1.66% MDT US Equity 8,526 0.45% PRU LN Equity 8,651 0.46% I7_7SY CREDIT 8,722 0.46% HEX Index 9,454 0.50% MMM US Equity 10,019 0.53% NAV Impact of MTM by Category & Exposure DAX Index 10,080 0.53% Listed Equity Long -0.022% SXAP Index 10,529 0.56% Listed Equity Short 0.003% IBEX Index 10,878 0.57% EquityCom Long -0.120% SXOP Index 11,003 0.58% EquityCom Short -0.013% ES_TSY CREDIT 11,083 0.59% G20 Rates Long -0.174% KFX Index 11,592 0.61% G20 Rates Short 0.010% LUX) Index 11,652 0.62% NDX Index 11,896 0.63% T12M Contribution (% of total Yr/Yr NAV Change by Category) TYC US Equity 12,014 0.63% Listed Equities 45.98% SXIP Index 12,019 0.64% EquityCom 46.43% XLV US Equity 13,155 0.70% G20 Rates 7.70% ISEQ Index 18,404 0.97% EFTA00288432  SPX Index 20,074 1.06% SXTP Index 23,943 1.27% SXDP Index 26,487 1.40% IE_TSY CREDIT 32,471 1.72% STBCNZL Index 36,571 1.93% No. Names APAC Long 31 APAC Short 17 EMEA Long 73 EMEA Short 13 AMER Long 182 AMER Short 28 EquityCom Long 65 EquityCom Short 7 G20 Rates Long 21 G20 Rates Short 2 Total Long 369 Total Short 67 Current Exposure by Geography (listed Equities) & Macro (Equity Indices & Cornmodiltes, G20 Gov. Credit) $2,500,000 ■ APAC Long $2,000,000 ■ APAC Short ■ EMEA Long $1,500,000 ■ EMEA Short ■ AMER Long 51,000,000 ■ AMER Short ■ EquityCom Long $500,000 ■ EquityCom Short $- ■ G20 Rates Long ■ G20 Rates Short $(500,000) EFTA00288433 Atorus, LLC 6/3/2014 Historical Net Exposure by Geography (Listed Equities) & Maao (Equity Indices & Commodites, G20 Gov. Credit) 2,000,000 6,000.000 5,000,000 1,500,000 4,000,000 1,000,000 "°" 30 —APAC — EWA 2,000,000 —AMER 500,000 — EqurtyCom 1,000,000 —G20 Rates NexEposute REG 1 O 9% izte \ .1 1 9',1, l ieb 0 , sir O1) c:19 46 4)1 t,11:4 611. % % 0. \de ll 0,000,0E0) 1 \ \ \ \ \%, \ \ \ \ \Na \ (OR (2,000,0E0) (1.000.000) (3,000,003) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288434 Atorus, LIC 6/3/2014 Current Gross Notional Risk by Category 2S5,444 406;9,451 • APAC • EMEA • AMER • EquityCom • G20 Rates :\,,,_ 4 1111 Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 .—*Serits1 1.15 —Serits2 0.95 0.75 ••• Nert. ttiti A ecee ,t) a a a NI> 0 .„1, 0 1), 0 r Rolling 30 Day Realized Volatility - A EFTA00288435 Atorus, LLC 6/3/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.00 60.00 50.00 .P,/3 Vol Days by 40.00 Position 30.00 20.00 10.00 «CO 10.09 A/////0 4 _41- 13 / g /g/ggg g_ e c94* 2 2 2 7 Percentile No. Vol Da 0.00% -16.19 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.21 (<7 Vol Days) 1.18% 10.00% -0.92 MTM Gains(Losses) % of NAV "Signficant" 15.00% 0.00 (>7 Vol Days) 44.36% 20.00% 0.69 25.00% 1.62 30.00% 2.62 35.00% 3.88 40.00% 5.18 45.00% 6.56 50.00% 8.12 55.00% 10.26 60.00% 13.44 65.00% 16.89 70.00% 20.64 75.00% 25.57 80.00% 33.31 85.00% 43.27 90.00% 51.71 95.00% 72.12 100.00% 203.30 EFTA00288436 Atorus, LLC 6/3/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 309 Realized Change on Day Security MTM Gain/(Loss) Exp. ea Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (20) 930 56.98 55.78 -2.21 0.98% (16.34) 005380 KS Equity (49) 3,149 223.71 220.27 -1.62 0.97% (8.59) 005490 KS Equity 75 (3,177) 288.33 281.49 2.69 0.88% 63.66 005930 KS Equity 47 4,464 1,427.20 1,442.22 1.17 0.90% 89.42 012330 KS Equity 752 5,584 246.07 279.23 15.49 0.87% (23.96) 1 HK Equity 1,367 12,607 16.32 18.09 12.34 0.88% 1299 HK Equity 289 5,954 4.83 5.06 6.74 0.72% 13 HK Equity 895 4,897 11.51 13.62 19.32 0.95% 16 HK Equity 13.87 27 HK Equity (14) 1,384 7.87 7.79 -0.58 1.69% 2914 JP Equity 9 1,879 34.03 34.18 0.50 0.91% 0.57 3382 JP Equity 115 2,476 38.77 40.57 5.83 0.80% 15.73 40631P Equity 30 3,520 60.02 60.53 1.01 0.84% 21.84 45021P Equity 61 4,914 45.16 45.72 1.81 0.68% 36.91 46891P Equity 102 2,453 4.47 4.66 2.43 1.72% (9.40) 5 HK Equity (156) (4,127) 10.12 10.50 -5.88 0.64% 5108 JP Equity (3) 1,739 35.90 35.84 -0.17 1.00% 1.91 S4011P Equity (19) (5,599) 2.83 2.84 -0.43 0.80% (42.72) 63011P Equity (8) 835 22.28 22.07 -1.03 0.91% 7.02 67521P Equity 11.04 69021P Equity 47.17 - 6954 JP Equity 500 6,864 160.80 172.51 8.85 0.82% 92.68 72011P Equity (64) (2,999) 8.91 9.11 -2.48 0.87% (19.07) 7203 JP Equity (55) (4,207) 56.57 57.31 -1.77 0.74% (35.45) 7267 JP Equity 27 (4,675) 35.35 35.14 0.50 1.16% (0.78) 762 HK Equity (8) (2,034) 1.49 1.50 -0.21 1.80% 77511P Equity 26 5,733 32.79 32.94 0.74 0.62% (4.80) 80311P Equity (62) (1,384) 14.41 15.06 -5.14 0.87% (21.82) 80581P Equity 134 7,826 19.56 19.89 2.40 0.71% (28.70) 8106 JP Equity (40) (3,668) 5.72 5.78 -1.08 1.02% (52.43) 83161P Equity (64) (3,372) 40.72 41.50 -1.70 1.12% (37.23) 84111P Equity (11) (1,971) 1.98 1.99 -1.07 0.50% (59.16) 8604 JP Equity (69) (3,335) 6.56 6.70 -1.63 1.27% 65.13 88011P Equity 169 4,655 31.84 32.99 2.70 1.34% 8802 JP Equity (85) (4,927) 24.58 25.00 -1.38 1.26% (45.88) 90201P Equity (75) (5,379) 76.05 77.11 -1.88 0.74% (59.09) 941HK Equity 143 (3,782) 10.28 9.89 4.08 0.93% 94321P Equity 813 8,614 55.52 60.76 12.62 0.75% 183.71 94331P Equity 275 5,790 56.65 59.34 4.64 1.02% (9.12) 94371P Equity (231) (3,689) 15.68 16.66 -9.23 0.68% (19.21) 99831P Equity (95) (2,292) 327.38 340.97 -4.11 1.01% (31.33) EFTA00288437 9984 JP Equity 10 1,425 73.56 74.09 0.60 1.19% 20.73 AAPL US Equity 1,394 8,145 542.57 635.42 17.72 0.97% 109.89 ABB US Equity 23.47 - ABBN VX Equity 5 (878) 23.72 23.58 0.75 0.81% 3.18 ABBV US Equity 285 5,311 51.51 54.28 6.64 0.81% 6.30 ABEV US Equity 119 (3,634) 7.38 7.14 3.37 0.97% (24.02) ABEV3 BZ Equity 124 (3,012) 7.48 7.17 4.16 0.99% (20.77) ABI BB Equity 544 8,888 103.39 109.72 8.88 0.69% 22.66 ABT US Equity 96 5,326 39.13 39.84 3.61 0.50% 5.54 ABX CN Equity 623 (5,037) 18.10 15.86 10.95 1.13% 21.05 ABX US Equity 595 (4,456) 18.34 15.89 11.98 1.12% 17.96 ACA FP Equity 6,864 5,408 6.86 15.57 106.55 1.19% 48.27 ACE US Equity 647 11,217 97.31 102.92 17.68 0.33% (80.67) ACN US Equity 372 8,563 78.34 81.74 7.38 0.59% 42.47 ADP US Equity 214 6,767 76.41 78.84 6.17 0.51% (48.79) AR US Equity 6 2,337 61.29 61.45 0.41 0.63% (3.57) AGN US Equity 5,298 9,698 109.36 169.11 30.14 1.81% (163.04) Al FP Equity (463) 12,864 137.08 132.32 -4.46 0.81% (54.83) AIG US Equity 597 8,376 50.59 54.19 8.93 0.80% 6.18 AIR FP Equity 151 3,660 69.11 71.96 4.20 0.98% (22.60) ALV GR Equity 7 7,052 169.16 169.31 0.14 0.68% (2.03) ALVG IX Equity 26 5,730 168.55 169.33 0.68 0.67% (2.27) AMGN US Equity 42 5,046 116.20 117.16 1.02 0.81% 34.51 AMT US Equity 1,768 12,212 77.45 88.67 25.32 0.57% 17.40 AMZN US Equity (21) (2,898) 304.28 306.45 -0.45 1.59% 20.94 ANZ AU Equity 605 12,947 29.84 31.24 6.95 0.67% 31.05 AM US Equity 305 7,242 88.23 91.95 6.31 0.67% (67.76) APC US Equity 177 5,575 98.79 101.93 4.18 0.76% (43.44) AXP US Equity 2,935 10,696 71.89 91.61 44.38 0.62% (28.21) AZN LN Equity 5,862 12,676 49.95 73.05 20.56 2.25% 55.59 AZN SS Equity 5,254 12,119 50.98 73.09 19.49 2.22% 56.83 AZN US Equity 5,807 12,812 50.09 72.80 21.18 2.14% (75.70) BA US Equity 474 8,591 128.92 136.03 8.66 0.64% 31.68 BAC US Equity 0 947 15.21 15.21 0.00 0.93% 0.42 BARC LN Equity 30 5,219 4.06 4.08 0.42 1.37% (60.72) BAS GR Equity 1,344 7,790 98.39 115.36 24.58 0.70% 18.50 BATS LN Equity 841 7,532 53.69 59.69 14.04 0.80% (43.69) BAX US Equity 47 4,842 73.25 73.96 2.26 0.43% (18.18) BAYN GR Equity 566 9,764 136.20 144.10 7.61 0.76% (39.72) BBAS3 BZ Equity 35 (1,887) 10.29 10.10 1.25 1.48% 1.75 BOO US Equity (309) 4,539 14.74 13.80 -5.79 1.17% (2.76) BBOC4 BZ Equity (312) 4,490 14.77 13.81 -6.13 1.13% (1.36) BBL US Equity 56 (3,656) 63.52 62.55 1.83 0.84% 36.93 BBVA SM Equity 1,549 6,233 10.24 12.79 36.89 0.67% (8.75) BCE CN Equity 235 9,622 45.16 46.26 6.56 0.37% 48.63 BCS US Equity 15 5,457 16.29 16.33 0.23 1.17% (58.44) BEN US Equity 128 3,548 53.31 55.24 3.93 0.92% (4.49) EFTA00288438 BG/ IN Equity (353) (3,788) 18.82 20.57 -8.48 1.10% (9.33) BHP AU Equity (218) 9,507 34.66 33.88 -2.56 0.90% 51.52 BHP US Equity 16 7,278 67.13 67.28 0.25 0.88% (92.60) BBB US Equity 305 1,066 246.08 316.52 20.01 1.43% 0.79 BIL Si Equity 164 (4,833) 32.28 31.18 5.13 0.66% 35.79 BK US Equity 446 8,609 32.85 34.55 6.54 0.79% (3.33) BUC US Equity 79 3,418 301.56 308.53 4.17 0.55% 37.97 BLT IN Equity 105 (4,374) 32.07 31.30 3.03 0.79% 34.96 BMO CN Equity 634 14,492 67.31 70.26 11.15 0.39% 73.53 BMW GR Equity 1,320 5,212 99.71 124.97 31.05 0.82% 32.37 BMY US Equity (12) 925 49.57 48.93 -1.28 1.03% 1.25 BN FP Equity (12) 3,971 74.29 74.07 -0.43 0.72% (5.51) BNP FP Equity 183 (4,695) 72.37 69.55 4.33 0.90% (29.78) BNS CN Equity 1,073 13,275 59.53 64.34 19.84 0.41% 102.70 BP/ LN Equity 868 10,304 7.78 8.43 14.96 0.56% (26.18) BRK/B US Equity 861 14,978 120.05 126.95 16.03 0.36% (107.78) BSBR US Equity 39 3,680 6.72 6.79 0.98 1.08% 7.46 BUD US Equity 522 9,049 103.87 109.86 8.58 0.67% 22.78 BX US Equity 6 2,814 31.07 31.14 0.15 1.39% (4.29) C US Equity 32 3,768 47.59 47.99 1.41 0.60% 20.95 CA FP Equity 218 3,932 34.13 36.02 6.33 0.87% (28.01) CAT US Equity 2,091 14,645 91.07 104.07 20.22 0.71% 117.04 CBA AU Equity 1,522 17,559 69.83 75.89 17.55 0.49% (23.73) CBS US Equity 3 3,321 59.76 59.82 0.10 1.01% (16.54) CCL US Equity 664 6,257 36.24 40.08 13.37 0.79% 6.45 CELG US Equity 125 4,560 151.00 155.12 2.65 1.03% 39.13 CFR VX Equity 542 9,275 98.34 104.09 8.12 0.72% (24.92) CL US Equity 3,021 22,469 59.33 67.31 30.33 0.44% (304.54) CM CN Equity 546 12,827 84.57 88.17 8.62 0.49% 2.52 CMCSA US Equity 264 7,922 50.64 52.33 5.41 0.62% (30.97) CMCSK US Equity 5,317 12,610 36.59 52.02 71.24 0.59% (58.84) CNI US Equity 2,385 13,535 51.64 60.74 35.63 0.49% (34.92) CNQ CN Equity 1,197 10,769 37.12 41.24 13.41 0.83%[ 125.18 CNR CN Equity 2,326 13,557 51.83 60.73 36.87 0.47% (27.28) COF US Equity 1,004 7,903 69.91 78.80 21.30 0.60% 25.45 COP US Equity 348 8,399 76.46 79.63 7.62 0.54% 10.75 COST US Equity 144 9,550 113.97 115.68 2.59 0.58% (4.23) COV LN Equity #N/A N/A COV US Equity 948 7,190 64.52 73.02 20.91 0.63% 40.54 CRM US Equity (28) 1,371 52.32 51.27 -1.01 2.03% (25.16) CS FP Equity (5) 1,866 24.61 24.55 -0.27 0.90% 1.13 CSCO US Equity 41 6,415 24.50 24.65 0.84 0.76% (21.01) CSX US Equity 1,586 9,665 24.99 29.10 29.48 0.56% (161.34) CVE CN Equity 29.74 CVS US Equity 2,668 12,539 64.26 77.93 39.94 0.53% (85.63) CVX US Equity 41 (4,572) 123.46 122.34 1.80 0.50% (0.37) D US Equity 1,886 13,256 61.12 69.82 22.90 0.62% 80.32 EFTA00288439 DAI GR Equity 7,211 13,908 62.40 94.76 56.49 0.92% 67.70 DBK GR Equity 212 (5,592) 41.73 40.15 4.53 0.84% 31.09 DD US Equity 3,384 13,534 55.15 68.94 53.06 0.47% (84.41) DDAIF US Equity 4,119 8,377 63.65 94.95 56.15 0.88% 89.49 DE US Equity 523 10,094 86.40 90.88 11.01 0.47% (58.50) DELL US Equity #WA WA DG FP Equity 4,367 10,090 51.79 74.21 85.39 0.51% 37.66 DGE LN Equity 85 2,332 30.88 32.00 4.18 0.87% 1.34 DHR US Equity 311 8,786 75.99 78.68 5.48 0.64% 23.11 DIS US Equity 2,333 11,429 69.69 83.92 32.00 0.64% (55.73) DISCA US Equity (136) (6,841) 76.08 77.60 -2.06 0.96% (21.80) DNB NO Equity 532 6,302 17.63 19.12 11.25 0.75% 38.80 DOW US Equity 3,065 7,396 37.20 52.61 46.76 0.89% 24.61 DPW GR Equity 173 660 29.25 36.91 28.53 0.92% (4.32) DTE GR Equity 856 7,575 15.14 16.85 11.56 0.98% (8.55) DTV US Equity 3,521 10,622 62.01 82.57 30.50 1.09% 9.19 DUK US Equity (9) (6,884) 70.52 70.62 -0.29 0.46% 21.79 DVN US Equity 1,866 11,659 64.38 74.68 21.19 0.76% 143.30 EBAY US Equity (0) (2,849) 50.54 50.54 .0.01 0.93% 4.18 Ea US Equity 333 10,218 105.74 109.18 8.48 0.38% 17.41 EDF FP Equity 4,588 9,189 23.04 34.55 48.02 1.04% (237.07) EMC US Equity 544 10,986 25.17 26.41 7.54 0.66% (83.33) EMR US Equity 30 8,739 66.74 66.97 0.58 0.59% (7.13) ENB CN Equity 509 12,532 45.79 47.65 9.28 0.44% 37.22 ENEL IM Equity 2,317 8,902 4.48 5.65 28.05 0.93% 3.97 ENI IM Equity 583 11,929 24.50 25.70 7.29 0.67% 88.55 EOAN GR Equity 131 4,560 19.05 19.60 3.09 0.93% 40.69 EOG US Equity 2,619 5,841 73.34 106.23 39.23 1.14% 58.35 EPD US Equity 2,450 13,689 64.25 75.76 29.83 0.60% 44.61 ERICB SS Equity (73) 7,934 12.42 12.30 -1.10 0.84% (56.57) ESRX US Equity (59) 5,382 70.49 69.73 -1.33 0.82% (7.78) ETN US Equity 75 5,260 72.42 73.46 2.27 0.63% (4.33) F US Equity 16.58 - F8 US Equity 1,119 2,630 44.13 62.91 23.10 1.84% 6.57 FCX US Equity 101 6,027 33.41 33.97 1.88 0.89% (25.87) FDX US Equity 468 4,920 130.92 143.38 16.25 0.59% (42.42) FOX US Equity 335 6,139 32.68 34.46 5.88 0.93% (9.10) FOXA US Equity 302 5,663 33.62 35.42 5.69 0.94% (10.02) FP FP Equity 1,693 14,528 62.62 69.92 17.80 0.65% (2.48) G IM Equity 77 5,340 22.53 22.85 1.91 0.75% 43.55 GE US Equity 2,611 13,140 22.33 26.76 51.43 0.39% 7.24 GILD US Equity 207 4,205 78.55 82.42 4.21 1.17% 59.38 GIS US Equity 2,014 23,967 50.72 54.98 21.78 0.39% 29.05 GLE FP Equity 57.28 - GLEN LN Equity (150) (2,955) 5.20 5.46 -7.13 0.71% 14.41 GLW US Equity 3,651 12,039 16.40 21.37 48.29 0.63% 14.11 GM US Equity 42 4,859 34.87 35.17 1.20 0.73% 65.13 EFTA00288440 GOOG US Equity (42) 4,165 551.65 546.20 0.92 1.09% (38.09) GS US Equity (46) 4,854 162.54 161.02 4.08 0.87% 56.75 GSK LN Equity 99 5,707 26.09 26.54 2.23 0.78% (28.84) GSZ FP Equity 1,141 11,763 25.75 28.25 12.61 0.77% HAL US Equity 2,028 7,135 50.73 65.15 30.64 0.93% 9.52 HD US Equity 653 8,762 75.07 80.67 9.86 0.76% (15.19) HMB SS Equity 9 7,694 42.61 42.66 0.18 0.65% (15.05) HON US Equity 6,293 11,930 60.95 93.11 98.41 0.54% (43.31) HPQ US Equity 2,296 7,791 25.99 33.65 32.20 0.92% 88.63 HSBA LN Equity 137 8,008 10.28 10.45 2.52 0.68% (46.25) IBE SM Equity 2,224 7,531 5.57 7.22 54.90 0.54% 20.72 IBM US Equity 100 (6,355) 187.59 184.63 2.45 0.64% 32.68 IMT LN Equity 2,891 13,847 36.88 44.58 32.42 0.64% (82.70) INTC US Equity 1,513 12,794 24.62 27.54 23.23 0.51% 163.75 ISP IM Equity 4,243 5,699 1.92 3.36 62.18 1.20% (28.06) ITUB US Equity (176) 5,715 15.87 15.40 .3.10 0.99% 2.52 ITUB4 BZ Equity (104) 4,601 15.79 15.44 .2.22 1.02% 1.75 ITW US Equity 3,966 14,011 67.68 86.84 62.57 0.45% (40.23) ITX SM Equity 43 (3,652) 146.92 145.18 2.27 0.52% (11.98) JCI US Equity 5 3,669 48.48 48.55 0.13 1.14% 1.47 JNJ US Equity 6,104 18,676 77.10 102.29 86.42 0.38% 105.43 JPM US Equity (9) 3,459 55.62 55.47 0.41 0.67% 8.19 KMB US Equity 422 9,903 106.72 111.27 9.29 0.46% (77.16) KMI US Equity 38 (6,775) 33.94 33.75 0.91 0.62% (27.14) KO US Equity (8) (2,222) 40.77 40.92 4.26 0.30% (6.47) LBTYA US Equity 195 5,724 43.58 45.06 4.00 0.85% (46.74) LBTYK US Equity 257 7,489 41.58 43.00 4.67 0.73% (62.07) LIN GR Equity 483 9,647 200.39 210.42 6.36 0.79% 23.48 LLOY LN Equity 219 1,914 1.16 1.29 11.08 1.03% (9.37) LLY US Equity 21. 4,953 59.09 59.34 0.63 0.66% 5.53 LMT US Equity 682 2,016 122.50 163.91 64.03 0.53% 0.31 LNKD US Equity 381 (2,461) 184.34 155.81 6.81 2.27% (7.87) LOW US Equity 34 4,313 46.83 47.19 0.72 1.09% 4.89 LVS US Equity 10 1,864 74.67 75.05 0.37 1.39% (50.68) LYB US Equity 1,581 2,297 59.36 100.22 110.56 0.62% 4.41 MA US Equity 138 3,998 73.90 76.44 3.62 0.95% (22.71) MAERSKB DC Equity 8,327 14,377 1,640.92 2,591.26 64.15 0.90% (147.37) MC FP Equity 327 6,646 188.52 197.80 9.39 0.52% 32.64 MCD US Equity 137 9,603 100.19 101.61 3.09 0.46% (43.65) MCK US Equity 327 2,181 166.29 191.22 19.80 0.76% 20.84 MDIZ US Equity 4,319 13,763 28.81 37.86 48.88 0.64% 45.11 MDT US Equity 8,526 20,811 43.14 60.82 73.56 0.56% (55.66) MET US Equity 1,235 7,556 45.30 52.70 16.42 1.00%I 184.71 MFC CN Equity 1,237 2,561 12.58 18.66 67.45 0.72% 63.44 MHS US Equity 0N/A WA MMM US Equity 10,019 21,331 97.17 142.80 103.42 0.45% 88.04 MO US Equity 1,452 13,034 37.11 41.25 22.43 0.50% (45.96) EFTA00288441 MON US Equity 1,837 11,917 105.13 121.34 25.75 0.60% (115.10) MOS US Equity 49.00 MRK US Equity 1,787 11,769 50.17 57.79 18.31 0.83% (4.57) MS US Equity 29 2,280 30.33 30.71 1.21 1.04% (5.27) MSFT US Equity 1,271 8,724 35.24 40.37 23.82 0.61% (120.42) MUV2 GR Equity 701 6,116 196.78 219.35 12.99 0.88% (31.41) NAB AU Equity (105) 13,313 31.48 31.23 -1.13 0.70% (16.68) NCM AU Equity 9.02 NEE US Equity 4,987 15,275 73.26 97.18 56.96 0.57% (34.01) NEM US Equity 565 (2,485) 29.21 22.57 15.25 1.49% 4.12 NESN VX Equity 1,204 11,809 71.22 78.48 21.61 0.47% 50.01 NG/ LN Equity 3,332 13,405 11.84 14.78 45.32 0.55% (209.85) NICE US Equity 379 4,704 70.17 75.82 11.11 0.73% (57.39) NOK US Equity 4,627 4,498 3.94 7.98 85.58 1.20% (64.91) NOV US Equity (426) 8,643 79.06 75.34 -4.97 0.99% 130.76 NOVN VX Equity 7,185 20,816 66.14 88.97 60.88 0.57% 10.61 NOVOB DC Equity 420 9,444 40.90 42.72 5.15 0.86% 135.67 NSC US Equity 2,440 10,479 80.35 99.06 40.71 0.57% (219.85) NVS US Equity 5,649 17,610 67.26 88.83 65.44 0.49% 3.30 OGXP3 BZ Equity 4,025 (4,107) 4.35 0.09 38.23 2.56% 83.17 OR FP Equity 306 8,826 168.36 174.19 5.85 0.59% 53.36 ORA FP Equity 1,602 8,559 13.81 16.40 16.82 1.11% 6.08 ORCL US Equity 1,949 8,853 34.21 41.74 42.60 0.52% (35.88) OXY US Equity 376 8,580 95.97 100.18 8.14 0.54% 28.49 PBR US Equity 85 (1,657) 14.72 13.96 3.23 1.59% (16.62) PBR/A US Equity 99 (1,673) 15.73 14.80 3.57 1.66% (16.43) PCLN US Equity 425 4,234 1,148.16 1,263.51 7.68 1.31% (40.83) PCP US Equity 147 4,610 250.90 258.89 3.91 0.81% 45.02 PEP US Equity 661 12,677 83.62 87.98 12.76 0.41% 4.06 PETR3 BZ Equity 143 (2,348) 7.43 6.98 3.87 1.58% (26.21) PETR4 BZ Equity 145 (2,200) 7.91 7.39 3.94 1.67% (22.81) PFE US Equity 8 3,859 29.56 29.62 0.23 0.87% (13.26) PG US Equity 166 11,013 78.74 79.93 3.33 0.45% (71.23) PHIA NA Equity 31.85 PM US Equity 163 7,343 86.03 87.94 5.98 0.37% (37.49) PNC US Equity 1,036 9,010 76.63 85.45 17.22 0.67% 3.96 POT CN Equity (28) 6,886 35.73 35.58 -0.60 0.69% (59.09) POT US Equity (101) 7,998 36.03 35.58 -2.04 0.62% (62.37) PRU LN Equity 8,651 10,521 12.68 23.12 115.90 0.71% (116.07) PSA US Equity 834 13,406 161.34 171.38 12.59 0.49% (68.09) PSX US Equity 1,916 6,461 65.38 84.77 39.02 0.76% (33.44) PX US Equity 2,897 16,521 113.72 133.66 44.17 0.40% (0.35) QCOM US Equity 2,542 12,547 66.85 80.40 38.67 0.52% 5.69 QQQ US Equity 2,666 9,597 71.30 91.11 49.32 0.56% 1.29 RAI US Equity 1,163 10,690 53.31 59.11 13.15 0.83% 10.48 RDS/A US Equity 593 11,546 75.37 79.24 9.86 0.52% 56.75 RDS/B US Equity 479 11,427 79.32 82.65 5.58 0.75% 71.81 EFTA00288442 RDSA LN Equity 714 9,744 36.92 39.62 12.66 0.58% 51.80 RDSA NA Equity 489 11,195 38.01 39.67 7.95 0.55% 77.41 RDSB LN Equity 525 10,889 39.36 41.26 6.87 0.70% 83.68 REGN US Equity 123 6,240 304.01 310.00 1.23 1.61% 25.78 RIO AU Equity (178) 2,620 59.13 55.36 .6.10 1.12% 44.53 RIO IN Equity (145) 2,891 54.71 52.11 .5.40 0.93% 0.82 RIO US Equity (127) 3,947 53.77 52.09 .2.90 1.11% (15.43) ROG VX Equity 6,761 17,035 213.79 298.63 71.96 0.55% 112.13 RY CN Equity 419 11,337 65.92 68.36 7.89 0.47% (23.17) SAB LN Equity 1,245 11,420 49.52 54.92 14.37 0.76% 11.77 SAN FP Equity (32) (4,530) 105.53 106.27 .1.03 0.68% (0.54) SAN SM Equity 1,703 9,483 8.68 10.24 31.93 0.56% 13.67 SAN US Equity 1,349 7,733 8.70 10.21 24.79 0.70% 4.80 SAP GR Equity - 1,076 76.23 76.23 0.00 0.80% 2.92 SAP US Equity • 1,113 76.23 76.23 0.00 0.78% 5.98 SBUX US Equity 95 7,471 73.24 74.17 1.88 0.68% 42.49 SGO FP Equity 2,303 7,956 44.33 57.16 43.86 0.66% 20.68 SI US Equity Ma N/A SIE GR Equity 863 5,345 114.64 133.15 19.92 0.81% (9.12) SLB US Equity 2,048 9,464 85.11 103.52 39.12 0.55% (50.06) SMSN LI Equity 127 7,952 703.74 714.95 1.61 0.99% 74.73 SO US Equity (116) 11,861 44.13 43.70 -1.69 0.58% 5.32 SPG US Equity (186) 12,778 168.42 166.00 -3.04 0.48% (39.43) SREN VX Equity 88.37 STAN LN Equity (13) 5,034 22.49 22.43 -0.40 0.67% (6.62) STL NO Equity 1,629 11,476 26.82 30.63 16.89 0.84% 24.73 STT US Equity 16 3,883 65.28 65.55 0.45 0.90% 30.75 SU CN Equity 470 11,105 37.10 38.67 5.29 0.80% 43.96 SU FP Equity 796 8,613 86.77 94.79 9.65 0.96% 44.28 SU US Equity 458 9,658 36.93 38.68 6.06 0.78% 40.96 SWEDA SS Equity 110 4,735 25.94 26.55 3.41 0.68% (4.87) SYNN VX Equity (294) (4,132) 359.69 385.28 .16.19 0.44% (1.79) T US Equity (10) (3,663) 35.20 35.29 -0.41 0.64% 13.97 TD CN Equity 896 12,877 46.60 49.84 15.16 0.46% 93.98 TEF SM Equity 339 7,580 15.96 16.67 6.40 0.70% (54.21) TEF US Equity 295 6,344 15.86 16.59 5.94 0.78% (37.44) TGT US Equity 927 (8,574) 63.60 56.73 12.18 0.89% (4.05) TJX US Equity 10 (2,968)