EFTA00288383.pdf

Atorus, LLC 5/23/2014 Current Date: 5/23/2014 Change on Day: 0.21% Total Return since 1/1/12: 84.95% MSCI World Change on 712M Return: 29.87% Day 0.33% T9O Day Return: 1.45% No of Positions T3O Day Return: 0.92% (+MTM) on Day 270 Current Long Exposure @ Cost: 5,500,207 No of Positions (•MTM) Current Short Exposure @ Cost: (386,181) on Day 166 Net Exposure: 5,114,026 Current No. of Starting Capital: 1,000,000 Positions: 438 Current NAV: 1,849,527 Current Leverage (Gross Exposures): 3.18 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40% - 50% historically T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (•) Change Target Vol•Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex•Leverage) Leverage Target At Inception: 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: 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. NAV x,000,000.00 1,800,000.00 1600,000.00 1,400,000.00 1,200,000.00 —Series1 1,000,000.00 800000.00 COO 000 00 1 1, 19 'V 'V 'Is eb ib eb 0) 04 • oyb 0' Q, 61.' 0' c• c• 61.' Os' 419 1 'IP 4 Ate 4s is, 4' 4 Ate 4 is, 4' 4 EFTA00288383 Atorus, LLC 5/23/2014 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 20.70% 45 Positions 25.32% 9437 JP Equity (6,149) 0.10% EDF FP Equity 5,369 0.29% TSCO LN Equity (6,286) 0.11% FTSEMIB Index 5,632 0.30% KMI US Equity (6,775) 0.12% AZN LN Equity 5,645 0.31% DISCA US Equity (6,841) 0.12% XLF US Equity 5,652 0.31% TGT US Equity (8,574) 0.15% AZN US Equity 5,661 0.31% ATX Index (12,313) 0.21% JNJ US Equity 5,896 0.32% XAG Curncy (15,640) 0.27% AEX Index 5,921 0.32% JP_TSY CREDIT (16,070) 0.27% NVS US Equity 5,990 0.32% INDEXCF Index (21,271) 0.36% SENSEX Index 6,008 0.32% XAU Comdty (23,727) 0.40% HON US Equity 6,020 0.33% SHCOMP Index (34,398) 0.58% UTX US Equity 6,195 0.33% SE_TSY CREDIT (44,333) 0.75% XLI US Equity 6,488 0.35% MX_TSY CREDIT 77,867 1.32% DAI GR Equity 6,804 0.37% lE_TSY CREDIT 78,270 1.33% ROG VX Equity 6,921 0.37% BETSY CREDIT 79,771 1.36% ACA FP Equity 6,984 0.38% AU_TSY CREDIT 81,398 1.38% SXXP Index 7,057 0.38% AT_TSY CREDIT 81,569 1.39% SXSE Index 7,096 0.38% FR_TSY CREDIT 82,246 1.40% SX6P Index 7,299 0.39% NL_TSY CREDIT 82,865 1.41% NOVN VX Equity 7,523 0.41% DE_TSY CREDIT 84,524 1.44% MAERSKB DC Equity 7,790 0.42% FI_TSY CREDIT 85,645 1.45% BEL20 Index 7,955 0.43% GB_TSY CREDIT 89,647 1.52% MDT US Equity 8,028 0.43% CA_TSY CREDIT 91,863 1.56% SMI Index 8,066 0.44% US_TSY CREDIT 100,443 1.71% IT_TSY CREDIT 8,133 0.44% TMO US Equity 8,404 0.45% PRU LN Equity 8,679 0.47% HEX Index 9,012 0.49% DAX Index 9,336 0.50% NAV Impact of MTM by Category & Exposure MMM US Equity 9,693 0.52% Listed Equity Long 0.236% IBEX Index 9,709 0.52% Listed Equity Short .0.042% SXAP Index 10,014 0.54% EquityCom Long 0.180% LUXXX Index 10,370 0.56% EquityCorn Short .0.022% SXOP Index 10,632 0.57% G20 Rates Long .0.003% ES_TSY CREDIT 10,701 0.58% G20 Rates Short 0.018% NDX Index 11,162 0.60% KFX Index 11,257 0.61% SXIP Index 11,411 0.62% TYC US Equity 11,558 0.62% XLV US Equity 12,617 0.68% ISEQ Index 17,714 0.96% EFTA00288384  SPX Index 19,029 1.03% SXTP Index 22,614 1.22% SXDP Index 26,827 1.45% lE_TSY CREDIT 31,381 1.70% STBCNZL Index 36,076 1.95% APAC Lon 27 APAC Short 19 EMEA Long 71 EMEA Short 15 AMER Long 182 AMER Short 29 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 21 G20 Rates Short 2 Total Long 365 Total Short 73 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long 1 ■ G20 Rates Short EFTA00288385 Atorus, LLC 5/23/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 2,000,000 6,000,000 5,003,030 1.500,000 4,000,C00 1000,000 3.000.000 „ Aplc EMCA 2,003.000 AMER — EquityCom 1,000,C00 —G20 Rates NexEposuce RIG ti%,e dog \ 'V SI, 'V 'V SI, ' I • c l, 'L. 'I, moccom ,,, Q• ti• ( A. ) (2,000,003) (1,000,003) (3,000,003) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288386 Atorus, LIC 5/23/2014 Current Gross Notional Risk by Category 245,530 10:9,045 • APAC • EMEA • AMER • EquityCom 411 i , • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 •—•Serits1 1.15 —Serits2 0.95 0.75 0000 e e e -,\AQ• et, tete est e e e e dc.' o•Q• e ticb ei Rolling 30 Day Realized Volatility - EFTA00288387 Atorus, LLC 5/23/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.00 50.00 50.00 40.00 P/t Vol Days by Position 30.00 20.00 10.00 0.03 44r 4:r I& IP 4r & by IP' 4r 4P' 43 4P' 4r dr cir Percentile No. Vol Days 0.001 14.49 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.53 (<7 Vol Days) 1.09% 10.00% .1.00 MTM Gains(Losses) % of NAV "Signficant" 15.00% 4.01 (>7 Vol Days) 20.00% 0.40 25.00% 0.87 30.00% 1.98 35.00% 3.09 40.00% 4.09 45.00% 5.69 50.00% 7.60 55.00% 10.56 60.00% 13.05 65.00% 15.37 70.00% 18.48 75.00% 23.41 80.00% 29.07 85.00% 35.25 90.00% 44.36 95.00% 63.56 100.00% 188.66 EFTA00288388 Atorus, LLC 5/23/2014 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 (16) (297) 55.84 58.79 -5.12 1.03% (1.13) 005380 KS Equity 56 3,149 224.39 228.38 1.79 0.99% 20.31 005490 KS Equity (39) (961) 290.53 302.20 -4.59 0.88% 5.52 005930 KS Equity (47) 4,464 1,399.31 1,384.87 -1.27 0.82% (51.72) 012330 KS Equity 971 5,584 247.00 289.98 18.28 0.95% 57.33 1 HK Equity 871 12,607 16.18 17.30 (73.62) 1299 HK Equity 158 5,954 4.79 4.92 (6.21) 13 HK Equity 686 4,897 11.40 13.00 (36.99) 16 HK Equity 13.15 27 HK Equity 8.03 2914 JP Equity (6) (690) 32.49 32.78 -0.85 1.04% (6.10) 3382 JP Equity 96 2,327 38.42 40.00 4.30 0.95% 54.45 4063 JP Equity 11 2,640 59.21 59.47 0.46 0.94% (5.70) 4502 JP Equity 44 4,914 44.83 45.22 1.21 0.73% 110.39 4689 JP Equity 4.44 - 5 HK Equity (95) (4,127) 10.15 10.39 -3.20 0.72% 23.73 5108 JP Equity (8) (579) 33.84 34.32 -1.36 1.05% (8.20) 5401 JP Equity 115 (5,599) 2.81 2.75 2.24 0.92% (81.66) 6301 JP Equity (19) 3,338 22.10 21.97 -0.52 1.11% 65.89 6752 JP Equity 10.60 - 6902 JP Equity 44.20 - 6954 JP Equity 512 6,629 6,392.98 170.58 8.10 0.95% 102.95 7201 JP Equity (42) (2,999) (3,742.97) 8.98 -1.38 1.00% (14.30) 7203 JP Equity 103 (4,207) (5,259.85) 54.72 2.65 0.92% (40.01) 7267 JP Equity 126 (4,675) (4,885.01) 34.39 2.31 1.16% (50.67) 762 HK Equity - 503 (5,161.69) 1.48 0.00 1.76% (11.18) 7751 JP Equity (0) 5,921 (6,865.02) 32.67 0.00 0.75% 7.08 8031 JP Equity (179) (2,292) (4,775.88) 15.20 -8.50 0.92% (20.50) 8058 JP Equity 123 5,854 (4,383.01) 19.68 2.49 0.84% 14.74 8306 JP Equity 24 (3,668) (4,603.66) 5.59 0.51 1.28% (85.52) 8316 JP Equity 87 (3,090) (2,000.57) 38.93 2.39 1.17% (65.71) 8411 JP Equity (53) 2,190 1.93 -4.13 0.58% 7.67 8604 JP Equity 24 (3,335) (3,504.39) 6.43 0.51 1.44% (60.37) 8801 JP Equity 186 4,655 31.26 32.50 2.91 1.37% 142.79 8802 JP Equity (2) (4,920) 24.34 24.35 -0.03 1.38% (18S.19) 9020 JP Equity 27 (5,379) 75.21 74.84 0.62 0.80% (39.04) 941 HK Equity 92 (3,782) 10.19 9.95 2.49 0.98% 47.89 9432 JP Equity 659 8,028 54.13 58.57 9.34 0.88% 196.64 9433 JP Equity 62 3,581 55.66 56.62 1.31 1.32% 92.99 9437 JP Equity (288) (6,149) 15.59 16.32 -5.83 0.80% (7.44) 9983 JP Equity (0) (2,292) 322.77 322.81 -0.01 1.42% (41.67) EFTA00288389 9984 JP Equity 8 (1,937) 68.82 68.55 0.27 1.50% (3.20) AAPL US Equity 1,150 7,342 527.64 610.32 17.56 0.89% 47.45 ABB US Equity 23.77 ABBN VX Equity (34) (2,385) 23.46 23.80 -1.69 0.85% (11.87) ABBV US Equity 271 4,019 50.65 54.06 6.59 1.02% 19.90 ABEV US Equity (24) (3,165) 7.37 7.42 -0.82 0.91% 26.23 ABEV3 BZ Equity (14) (3,012) 7.43 7.47 0.44 1.05% 21.17 ABI BB Equity 563 8,888 103.14 109.68 8.53 0.74% (86.83) ABT US Equity 78 4,097 38.87 39.61 3.02 0.63% (0.82) ABX CN Equity 460 (4,484) 18.45 16.56 10.56 0.97% 29.14 ABX US Equity 457 (4,194) 18.59 16.56 10.76 1.01% 26.78 ACA FP Equity 6,984 5,408 6.83 15.66 107.84 1.20% 293.97 ACE US Equity 561 10,752 97.76 102.86 15.35 0.34% (21.69) ACN US Equity 203 8,563 77.97 79.82 3.68 0.65% 47.52 ADP US Equity 156 6,187 76.75 78.68 3.84 0.66% 51.64 AFL US Equity (54) 2,479 62.62 61.29 -2.83 0.77% (15.14) AGN US Equity 4,866 9,698 110.56 166.03 27.80 1.80% 189.24 Al FP Equity 622 12,864 137.87 144.53 8.24 0.59% (24.78) AIG US Equity 526 7,022 49.93 53.67 8.58 0.87% 21.10 AIR FP Equity 41 3,660 69.52 70.30 1.00 1.12% 53.34 ALV GR Equity (139) 7,052 169.14 165.87 -2.62 0.75% (28.66) ALVG IX Equity (94) 5,730 168.57 165.85 -2.22 0.74% (24.52) AMGN US Equity • 990 114.23 114.23 0.00 0.89% (5.02) AMT US Equity 1,742 12,212 77.36 88.39 23.74 0.60% (26.03) AMZN US Equity (28) (2,898) 306.51 309.45 -0.53 1.81% (32.91) ANZ AU Equity 580 12,947 29.78 31.11 5.66 0.79% 136.99 APA US Equity 164 4,994 87.41 90.28 4.83 0.68% (8.04) APC US Equity 125 4,258 98.70 101.60 3.77 0.78% (4.96) AXP US Equity 2,464 10,373 71.56 88.56 34.24 0.69% 73.06 AZN LN Equity AZN SS Equity AZN US Equity 5,645 5,046 5,661 12,676 12,119 12,812 49.80 50.82 50.30 71.98 71.98 72.52 19.38 18.41 20.53 2.30% 2.26% 2.15% x (250.84) (257.22) (38.69) BA US Equity 272 8,072 128.04 132.35 4.48 0.75% 17.89 BAC US Equity 23 (5,483) 14.81 14.75 0.42 1.01% (27.96) BARC LN Equity 30 5,219 4.11 4.13 0.41 1.41% 40.32 BAS GR Equity 1,181 7,333 97.30 112.97 19.91 0.81% (14.58) BATS LN Equity 721 7,532 53.98 59.14 12.12 0.79% (155.96) BAX US Equity 63 4,842 73.52 74.47 2.58 0.50% (2.78) BAYN GR Equity 318 7,767 135.04 140.57 5.41 0.76% 4.50 BBAS3 BZ Equity (42) 629 10.82 10.14 -4.20 1.60% 2.06 BBD US Equity 7 4,539 14.82 14.84 0.13 1.14% (11.00) BBDC4 BZ Equity (4) 4,490 14.84 14.83 -0.07 1.33% (12.22) BBL US Equity (8) (1,322) 64.96 65.36 -0.75 0.83% (2.71) BBVA SM Equity 1,352 6,081 10.20 12.47 29.92 0.74% 46.96 BCE CN Equity 250 9,622 44.94 46.11 7.08 0.37% (22.94) BCS US Equity 40 5,457 16.46 16.58 0.52 1.40% 56.05 BEN US Equity 113 2,814 52.91 55.03 3.81 1.05% 2.37 EFTA00288390 BG/ IN Equity (347) (3,788) 18.76 20.48 •8.10 1.13% 70.19 BHP AU Equity 71 9,507 34.49 34.74 0.85 0.87% 24.60 BHP US Equity 198 7,278 68.00 69.84 3.10 0.88% 5.84 BIIB US Equity 235 1,066 245.93 300.15 15.22 1.45% 2.90 BIL SI Equity (3) (2,398) 32.61 32.65 -0.19 0.71% 7.49 BK US Equity 426 8,609 32.86 34.49 5.77 0.86% (8.11) BUC US Equity 29 3,418 298.32 300.81 1.23 0.68% 3.26 BLT LN Equity (8) (4,661) 32.52 32.57 -0.22 0.77% 6.05 BMO CN Equity 687 13,003 66.63 70.14 13.04 0.40% 69.85 BMW GR Equity 1,213 5,212 99.22 122.32 29.37 0.79% 22.70 BMY US Equity (10) 469 49.84 48.84 -1.91 1.08% (0.32) BN FP Equity (48) 2,677 74.67 73.35 -2.49 0.72% (21.74) BNP FP Equity 79 (5,869) 71.94 70.97 1.47 0.92% (72.50) BNS CN Equity 788 11,902 58.65 62.54 15.76 0.42% 42.27 BP/ LN Equity 954 9,797 7.76 8.52 14.03 0.69% (53.50) BRK/B US Equity 738 14,233 120.53 126.78 10.95 0.47% (18.05) BSBR US Equity 13 2,143 6.67 6.71 0.53 1.14% 6.77 BUD US Equity 527 9,049 103.62 109.66 8.10 0.72% (69.15) BX US Equity 0 546 31.27 31.27 0.00 1.62% (0.73) C US Equity 8 3,015 47.18 47.30 0.34 0.74% 16.99 CA FP Equity 278 3,932 34.37 36.79 7.52 0.94% 33.99 CAT US Equity 2,184 14,645 90.43 103.92 21.61 0.69% 99.73 CBA AU Equity 1,275 16,830 69.70 74.98 13.07 0.58% 163.25 CBS US Equity (39) (700) 57.39 60.61 -5.07 1.11% (17.95) CCL US Equity 645 6,257 36.20 39.93 10.91 0.94% 41.83 CELG US Equity 58 2,632 147.09 150.34 2.05 1.08% (3.72) CFR VX Equity 598 7,922 97.57 104.94 9.48 0.80% 56.28 CL US Equity 2,520 21,496 59.78 66.79 27.16 0.43% 91.71 CM CN Equity 963 12,138 84.21 90.89 18.81 0.42% 91.97 CMCSA US Equity 178 5,206 50.25 51.97 4.77 0.72% 36.74 CMCSK US Equity 5,084 12,096 36.26 51.50 63.40 0.66% 137.72 CNI US Equity 2,095 12,873 51.38 59.74 28.04 0.58% 16.40 CNQ CN Equity 1,283 10,769 36.73 41.11 14.02 0.85% 113.90 CNR CN Equity 2,049 12,795 51.50 59.75 27.41 0.58% 22.07 COF US Equity 847 7,124 68.86 77.04 19.62 0.61% 23.69 COP US Equity 252 7,461 75.97 78.53 5.34 0.63% 3.06 COST US Equity 71 9,550 114.02 114.87 1.29 058% 12.93 COV LN Equity #WA N/A COV US Equity 782 7,080 64.09 71.17 18.05 0.61% (6.25) CRM US Equity (12) (565) 52.04 53.12 -1.03 2.00% (3.67) CS FP Equity 7 (3,180) 24.03 23.98 0.24 0.92% (24.92) CSCO US Equity 7 3,110 24.42 24.48 0.30 0.76% 13.12 CSX US Equity 1,562 9,460 25.28 29.46 24.56 0.67% (33.24) CVE CN Equity 29.32 - CVS US Equity 2,439 12,136 64.26 77.18 34.72 0.58% 6.50 CVX US Equity 4 (1,805) 123.85 123.61 0.32 0.61% 3.61 D US Equity 1,923 13,256 60.80 69.62 23.31 0.62% (13.35) EFTA00288391 DAI GR Equity 6,804 13,908 62.20 92.63 44.74 1.09% 129.62 DBK GR Equity 137 (3,216) 42.62 40.80 4.89 0.87% 44.94 DD US Equity 3,065 13,319 55.25 67.97 42.67 0.54% 101.90 DDAIF US Equity 3,921 8,377 63.20 92.79 42.65 1.10% 86.39 DE US Equity 352 10,094 86.88 89.91 6.98 0.50% (29.30) DELL US Equity #WA N/A DG FP Equity 4,213 10,090 51.66 73.22 64.67 0.65% 5.24 DGE LN Equity 83 2,332 30.86 31.95 3.98 0.89% (36.57) DHR US Equity 296 5,774 74.45 78.26 6.74 0.76% 30.13 DIS US Equity 2,149 10,796 69.30 83.09 26.44 0.75% 89.19 DISCA US Equity (191) (6,841) 75.84 77.95 -2.65 1.05% (218.28) DNB NO Equity 386 5,584 17.37 18.57 7.60 0.91% 40.43 DOW US Equity 2,667 7,396 37.11 50.49 37.99 0.95% 125.13 DPW GR Equity 163 660 29.41 36.67 25.61 0.96% 4.49 DTE GR Equity 864 7,575 15.16 16.88 11.65 0.98% (26.90) DTV US Equity 3,770 10,622 61.97 83.97 29.43 1.21% (3.03) DUK US Equity 29 (5,553) 70.80 70.43 1.05 0.50% (3.08) DVN US Equity 1,663 11,143 63.30 72.75 16.72 0.89% (65.31) EBAY US Equity (19) (1,212) 51.01 51.83 -1.72 0.93% (7.89) Ea US Equity 229 9,210 105.22 107.83 5.16 0.48% 17.23 EDF FP Equity 5,369 9,189 23.45 37.14 65.15 0.90% (173.64) EMC US Equity 519 10,986 25.35 26.55 6.85 0.69% 38.30 EMR US Equity (42) 8,739 66.79 66.47 -0.66 0.73% 39.80 EMI CN Equity 695 12,532 45.66 48.19 12.78 0.43% (58.83) ENEL IM Equity 1,977 8,902 4.48 5.48 24.40 0.91% 108.09 ENI IM Equity 408 11,929 24.33 25.16 4.80 0.71% 5.89 EOAN GR Equity 69 2,606 18.59 19.08 2.88 0.92% 25.84 EOG US Equity 2,534 5,841 72.84 104.44 36.15 1.20% 11.70 EPD US Equity 2,161 13,127 63.70 74.18 26.57 0.62% 63.95 ERICB SS Equity (147) 7,934 12.50 12.28 -1.90 0.98% (81.96) ESRX US Equity (2) 2,120 70.17 70.10 -0.13 0.81% (4.75) ETN US Equity 76 5,260 72.48 73.53 1.84 0.78% 2.93 F US Equity (232) (2,897) 14.82 16.00 •11.45 0.70% (7.75) F8 US Equity 1,008 2,630 44.06 60.94 20.23 1.90% 1.83 FCX US Equity 161 6,027 33.55 34.44 2.92 0.91% 12.44 FDX US Equity 355 4,359 130.52 141.14 13.14 0.62% 66.54 FOX US Equity 210 6,139 32.72 33.84 3.24 1.06% 30.20 FOXA US Equity 192 5,663 33.68 34.82 3.16 1.07% 40.16 FP FP Equity 1,986 14,528 62.63 71.19 19.03 0.72% 54.93 G IM Equity • 1,181 21.66 21.66 0.00 0.75% 9.57 GE US Equity 2,464 13,140 22.32 26.50 35.41 0.53% 9.19 GILD US Equity 209 4,205 77.50 81.36 4.02 1.24% (91.57) GIS US Equity 1,516 23,244 50.54 53.84 15.99 0.41% 95.51 GLE FP Equity 57.71 - GLEN LN Equity (179) (2,955) 5.22 5.54 -8.40 0.72% 7.65 GLW US Equity 3,635 11,764 16.29 21.33 41.56 0.74% 35.32 GM US Equity (34) 954 34.76 33.56 -3.97 0.90% 3.74 EFTA00288392 GOOG US Equity - 729 549.04 549.04 0.00 1.21% 6.67 GS US Equity 918 160.03 160.03 0.00 0.96% 0.74 GSK LN Equity 241 5,707 26.22 27.33 5.05 0.84% (36.80) GSZ FP Equity 1,038 11,150 25.29 27.64 11.45 0.81% (22.01) HAL US Equity 1,874 7,135 50.67 63.98 25.64 1.02% 57.59 HD US Equity 476 7,619 74.42 79.07 7.57 0.83% 41.90 HMB SS Equity (47) 5,375 42.69 42.32 .1.34 0.65% (54.75) HON US Equity 6,020 11,930 61.10 91.93 80.38 0.63% 94.45 HPQ US Equity 2,357 7,473 25.51 33.56 30.59 1.03% 384.21 HSBA LN Equity 37 6,635 10.30 10.36 0.80 0.69% (20.43) IBE SM Equity 2,071 7,531 5.56 7.09 44.31 0.62% 14.38 IBM US Equity 119 (4,032) 191.43 185.80 3.93 0.75% 0.78 IMT LN Equity 2,901 13,847 37.07 44.83 30.58 0.69% (146.63) INTC US Equity 1,015 12,041 24.19 26.23 16.55 0.51% 32.33 ISP IM Equity 3,517 5,699 1.93 3.12 50.58 1.22% (33.25) ITUB US Equity 90 5,715 15.88 16.13 1.60 0.99% (45.85) ITUB4 BZ Equity 114 4,601 15.79 16.18 2.05 1.20% (29.33) ITW US Equity 3,821 14,011 67.84 86.33 48.88 0.56% 68.29 ITX SM Equity 101 (3,652) 146.45 142.40 5.09 0.54% 21.68 JO US Equity • 715 48.20 48.20 0.00 1.24% 4.99 JNJ US Equity 5,896 17,676 75.75 101.02 79.25 0.42% 71.71 JPM US Equity (8) (2,007) 54.24 54.46 -0.52 0.79% 0.42 KMB US Equity 288 9,903 107.52 110.65 5.60 0.52% 52.00 KMI US Equity 26 (6,775) 33.81 33.68 0.52 0.74% 5.93 KO US Equity 3 (1,661) 40.68 40.60 0.41 0.47% 0.88 LBTYA US Equity 176 4,019 43.39 45.29 4.40 1.00% (23.93) LBTYK US Equity 239 5,290 41.41 43.28 5.15 0.88% 8.46 LIN GR Equity 290 9,647 199.93 205.94 3.98 0.76% (109.66) LLOY LN Equity 177 1,914 1.16 1.27 7.82 1.18% 22.26 LLY US Equity 57 4,953 59.03 59.70 1.59 0.72% 5.87 LMT US Equity 659 2,016 122.48 162.52 50.32 0.65% 10.53 LNKD US Equity 382 (2,461) 183.83 155.32 6.99 2.22% 7.75 LOW US Equity 30 2,416 46.45 47.03 1.14 1.09% 15.15 LVS US Equity (9) (313) 72.72 74.81 .1.76 1.62% 0.03 LYB US Equity 1,517 2,297 59.29 98.43 89.95 0.73% 16.85 MA US Equity 115 3,476 73.94 76.37 2.73 1.21% 28.92 MAERSKB DC Equity MC FP Equity 7,790 262 14,263 5,711 1,646.82 186.24 2,546.27 194.79 57.31 7.25 0.95% 0.63% Kr (287.78) (38.79) MCD US Equity 146 9,603 100.64 102.17 3.53 0.43% (29.42) MCK US Equity 251 2,181 164.92 183.94 13.87 0.83% (4.04) MDIZ US Equity 4,095 13,641 28.68 37.29 41.38 0.73% (40.43) MDT US Equity 8,028 20,811 43.22 59.90 53.53 0.72% 50.02 MET US Equity 1,082 7,556 44.37 50.72 13.78 1.04% 29.24 MFC CN Equity 1,255 2,561 12.38 18.44 58.51 0.84% 10.58 MHS US Equity #WA WA MMM US Equity 9,693 21,331 96.89 140.92 77.06 0.59% 87.31 MO US Equity 1,216 12,846 37.19 40.71 18.25 0.52% 13.59 EFTA00288393 MON US Equity 1,557 11,917 106.02 119.86 18.72 0.70% 113.03 MOS US Equity 49.44 - MRK US Equity 1,558 11,769 50.18 56.83 15.86 0.83% 84.77 MS US Equity 4 2,280 30.40 30.45 0.14 1.28% 9.04 MSFT US Equity 1,095 8,132 35.37 40.13 19.65 0.69% 15.78 MUV2 GR Equity 599 6,116 197.70 217.06 10.94 0.90% 18.64 NAB AU Equity (164) 13,313 31.52 31.13 -1.54 0.80% 120.19 NCM AU Equity 9.49 - NEE US Equity 4,856 15,032 73.10 96.71 55.07 0.59% 12.84 NEM US Equity 517 (1,819) 32.73 23.42 18.68 1.52% 1.17 NESN VX Equity 1,193 11,639 70.85 78.11 19.91 0.51% (79.70) NG/ LN Equity 3,124 13,258 11.96 14.78 38.87 0.61% (70.73) NKE US Equity 337 2,940 68.03 75.83 14.13 0.81% 50.88 NOK US Equity 4,387 4,498 3.96 7.83 68.37 1.43% 81.54 NOV US Equity 569 10,804 78.01 82.12 6.56 0.80% (39.94) NOVN VX Equity 7,523 20,070 65.47 90.01 58.81 0.64% 118.87 NOVOB DC Equity 519 9,444 40.35 42.57 5.81 0.95% (67.14) NSC US Equity 2,283 10,109 81.19 99.52 32.45 0.70% 48.24 NVS US Equity 5,990 17,033 66.68 90.13 63.24 0.56% 76.50 OGXP3 BZ Equity 4,039 (4,107) 4.39 0.07 64.21 1.53% (78.76) OR FP Equity 357 8,826 167.38 174.14 5.88 0.69% (42.66) ORA FP Equity 1,610 8,559 13.80 16.40 17.90 1.05% (102.02) ORCL US Equity 1,977 8,622 34.16 41.99 39.74 0.58% 85.00 OX? US Equity 167 7,355 95.04 97.19 3.91 0.58% (22.71) PBR US Equity (10) 400 15.35 14.98 -1.53 1.60% 2.40 PBR/A US Equity (6) 370 16.20 15.96 -0.91 1.64% 2.50 PCLN US Equity 200 2,920 1,111.26 1,187.42 5.14 1.33% 20.47 PCP US Equity 19 2,766 246.74 248.44 0.73 0.95% 21.30 PEP US Equity 331 12,677 83.59 85.77 6.27 0.42% 18.47 PETR3 BZ Equity (10) 548 7.62 7.49 -1.08 1.64% 1.70 PETR4 BZ Equity (6) 358 8.10 7.96 -1.03 1.71% 1.84 PFE US Equity (13) (831) 29.08 29.52 -1.54 0.98% 5.74 PG US Equity 186 11,013 79.25 80.59 3.56 0.47% 16.49 PHIA NA Equity 31.82 - PM US Equity 49 5,649 85.88 86.63 1.94 0.45% 19.57 PNC US Equity 918 9,010 76.60 84.41 12.83 0.79% 57.29 POT CN Equity 32 6,886 36.04 36.21 0.57 0.83% (90.95) POT US Equity (34) 7,998 36.33 36.17 0.54 0.79% (99.44) PRU LN Equity 8,679 10,521 12.76 23.29 101.22 0.81% (226.72) PSA US Equity 742 13,406 162.12 171.09 11.60 0.48% 76.79 PSX US Equity 1,634 6,461 65.64 82.24 31.42 0.80% (11.52) PX US Equity 2,487 16,340 113.54 130.83 33.16 0.46% 39.85 QCOM US Equity 2,428 12,547 66.83 79.76 31.71 0.61% 3.34 QQQ US Equity 2,465 9,597 71.29 89.60 40.26 0.64% 56.55 RAI US Equity 1,008 10,690 53.26 58.29 11.02 0.86% (93.71) RDS/A US Equity 673 11,546 75.02 79.39 10.78 0.54% (47.07) RDS/B US Equity 500 11,427 78.85 82.30 5.74 0.76% (78.46) EFTA00288394 RDSA LN Equity 777 9,744 36.73 39.66 13.07 0.61% (105.15) RDSA NA Equity RDSB IN Equity REGN US Equity 578 559 (107) 11,195 10,889 6,240 37.76 39.07 302.70 39.71 41.08 297.60 8.59 6.88 -0.98 I 0.60% 0.75%