EFTA00288704.pdf

Atorus, LLC 3/27/2014 Current Date: 3/27/2014 Change on Day: -1.64% Total Return since 1/1/12: 77.83% MSCI World Change on 712M Return: 38.03% Day •0.07% T90 Day Return: -2.06% No of Positions T30 Day Return: -3.56% (+MTM) on Day 139 Current Long Exposure @ Cost: 4,545,118 No of Positions (-MTM Current Short Exposure @ Cost: (1,101,543) on Day 304 Net Exposure: 3,443,575 Current No. of Starting Capital: 1,000,000 Positions: 445 Current NAV: 1,778,281 Current Leverage (Gross Exposures): 118 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 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. NAV 2,000,0130.00 1)300,000.00 1,600,000.00 1,400,030.00 1,200,0130.00 — NAV 1,000,000.00 600,000.00 ,Fes, , , et.te p sie nrspcb,, , 600,000.00 11. 11, 'iv <> 4' 4' 4 o›, EFTA00288704 Atorus, LLC 3/27/2014 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 25.46%1 46 Positions 28.03% XAG Curncy (20,150) 0.36% SXXP Index 5,964 0.34% IBOV Index (22,524) 0.40% EDF FP Equity 5,977 0.34% CO1 Comdty (24,622) 0.44% CA_TSY CREDIT 6,149 0.35% MEXBOL Index (26,146) 0.46% CMCSK US Equity 6,171 0.35% INDEXCF Index (26,563) 0.47% BMY US Equity 6,293 0.35% ZA_TSY CREDIT (33,149) 0.59% SMI Index 6,298 0.35% SHCOMP Index (33,700) 0.60% SX6P Index 6,300 0.35% US_TSY CREDIT (50,168) 0.89% V US Equity 6,422 0.36% JP_TSY CREDIT (59,678) 1.06% SXSE Index 6,477 0.36% SXDP Index 61,075 1.08% FTSEMIB Index 6,543 0.37% SPX Index 62,272 1.10% DAI GR Equity 6,722 0.38% CH_TSY CREDIT 65,265 1.16% ROG VX Equity 6,727 0.38% DK_TSY CREDIT 67,396 1.19% ACA FP Equity 6,886 0.39% AT_TSY CREDIT 72,913 1.29% HEX Index 6,898 0.39% STBCNZL Index 73,231 1.30% P5120 Index 6,971 0.39% FI_TSY CREDIT 74,240 1.31% AMGN US Equity 7,297 0.41% DE_TSY CREDIT 74,397 1.32% PRU LN Equity 7,488 0.42% FR_TSY CREDIT 75,130 1.33% XLY US Equity 7,510 0.42% BE_TSY CREDIT 75,235 1.33% MDT US Equity 7,611 0.43% NL_TSY CREDIT 76,341 1.35% MMM US Equity 7,900 0.44% lE_TSY CREDIT 78,270 1.39% ME Index 7,922 0.45% MY_TSY CREDIT (92,252) 1.63% BEL20 Index 7,926 0.45% SG_TSY CREDIT (95,749) 1.70% IT_TSY CREDIT 8,044 0.45% CA_TSY CREDIT (97,153) 1.72% DAX Index 8,229 0.46% IBEX Index 8,454 0.48% TMO US Equity 8,664 0.49% BAYN GR Equity 8,729 0.49% KFX Index 9,693 0.55% NAV Impact by Category & Exposure SXAP Index 10,016 0.56% Listed Equity Long -0.849% SXOP Index 10,104 0.57% Listed Equity Short -0.129% MC US Equity 10,226 0.58% EquityCom Long -0.156% LUXXX Index 10,296 0.58% EquityCom Short -0.065% ES_TSY CREDIT 10,327 0.58% G20 Rates Long -0.024% TYC US Equity 10,478 0.59% G20 Rates Short -0.107% SXMP Index 10,939 0.62% SXIP Index 11,722 0.66% XLV US Equity 11,940 0.67% NDX Index 12,070 0.68% RTY Index 13,012 0.73% SPX Index 16,826 0.95% EFTA00288705  GILD US Equity 22,002 1.24% SXTP Index 22,231 1.25% SXDP Index 23,067 1.30% ISEQ Index 24,394 1.37% IE_TSY CREDIT 30,619 1.72% STBCNZL Index 35,977 2.02% No. Names by Category APAC Long 22 APAC Short 27 EMEA Long 71 EMEA Short 19 AMER Long 163 AMER Short 49 EquityCom Long 60 EquityCom Short 11 G20 Rates Long 16 G20 Rates Short 7 Total Long 332 Total Short 113 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 ■ APAC Long $1,500,000 ■ APAC Short ■ EMEA Long $1,000,000 ■ EMEA Short ■ AMER Long $500,000 ■ AMER Short ■ EquityCom Long $ ■ EquityCom Short $(500,000) at G20 Rates Long ■ G20 Rates Short $(1,000,000) EFTA00288706 Atorus, LLC 3/27/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 2.000,000 5,000.030 4,000.000 1,503,000 1000.000 ♦ 3000000 —APAC IF 2,000.000 — EMEA Vf —AMER 500,000 1,000,000 — EquityCom —G20 Rates 0 , ,NexEposule RIG CI* tiP. CiP '4> IP ' 6 4> 0 to 0 ." (5.000.000) 'V O. el , 1. 'V si. <1. Al. 41. 1C . 4 'SC. A\ A vvi \ 41 , 4 4 41 \ 41 , ale (SOBOCO) (2,000,003) (1,030,000) (3.000.003) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288707 Atorus, LIC 3/27/2014 Current Gross Notional Risk by Category 245,638 bi L72,640 a A 1,304434 lir • APAC • EMEA • AMER - - , 1,590,084 • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288708 Atorus, LLC 3/27/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.00 50.00 93.00 1 40.00 t .pft Vol Days by Position 30.00 20.00 10.00 0.410 -11104„) . 4) Percentile No. Vol Days 0.00,1: -12.64 MTM Gains(Losses) % of NAV "Signficant" 5.00% .4.29 (<7 Vol Days) 1.29% 10.00% .2.06 MTM Gains(Losses) % of NAV "Signficant" 15.00% .0.78 (>7 Vol Days) 20.00% 0.25 25.00% 1.07 30.00% 1.85 35.00% 2.89 40.00% 4.35 45.00% 5.38 50.00% 7.29 55.00% 9.66 60.00% 12.89 65.00% 16.05 70.00% 19.42 75.00% 23.23 80.00% 27.57 85.00% 34.75 90.00% 44.88 95.00% 63.16 100.00% 167.33 EFTA00288709 Atorus, LLC 3/27/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Galn/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in U5D) 000270 KS Equity (403) (5,144) 51.62 55.66 -7.14 1.10% (73.36) 005380 KS Equity 99 1,799 217.04 229.02 4.01 1.38% 43.06 005490 KS Equity (98) (3,782) 273.49 280.57 -2.42 1.07% (10.96) 005930 KS Equity 235 (6,997) 1,278.17 1,235.33 3.80 0.88% (277.25) 012330 KS Equity 1,086 5,282 244.69 295.00 20.37 1.01% 142.60 1 HK Equity 473 8,073 15.56 16.47 5.89 1.00% 83.96 1299 HK Equity 19 2,314 4.69 4.73 1.02 0.81% 28.27 13 HK Equity 2,162 12,243 11.40 13.42 18.55 0.95% 87.50 16 HK Equity 499 (9,935) 12.66 12.03 7.32 0.69% (27.14) 27 HK Equity (16) 123 9.52 8.43 -7.80 1.66% (6.27) 2914 JP Equity 267 (4,719) 32.47 30.63 5.23 1.08% 86.24 3382 JP Equity (6) 1,329 37.70 37.52 -0.38 1.27% 53.68 4063 JP Equity 60 (4,536) 56.40 55.66 1.08 1.22% (70.01) 4502 JP Equity 18 2,732 47.02 47.33 0.87 0.75% (53.22) 4689 JP Equity (152) 1,224 5.98 5.32 .8.77 1.42% (49.01) 5 HK Equity • 10.09 0.96% 5108 JP Equity • (603) 34.76 34.76 0.00 1.20% (3.78) 5401.1P Equity 515 (5,511) 2.89 2.62 8.15 1.15% (17.28) 6301.1P Equity 69 (3,515) 20.64 20.23 1.69 1.17% 41.40 6752 JP Equity 1,100 4,145 9.01 11.40 14.44 1.84% (149.32) 6902 JP Equity 46.97 1.44% 6954 JP Equity 798 6,393 157.65 177.34 9.20 1.36% (12.53) 7201JP Equity 58 (3,743) 8.85 8.71 1.62 0.95% 32.79 7203 JP Equity 57 (5,260) 56.12 55.51 1.18 0.92% (54.11) 7267 JP Equity 308 (4,885) 36.43 34.13 6.98 0.90% 46.75 762 HK Equity 380 (5,162) 1.38 1.28 5.96 1.24% (42.78) 7751JP Equity 180 (6,865) 31.44 30.61 2.66 0.99% (67.41) 8031.1P Equity 58 (3,825) 14.09 13.87 1.45 1.05% 60.18 8058 JP Equity 22 (1,666) 18.27 18.03 1.43 0.93% 42.65 8306 JP Equity 327 (4,192) 5.69 5.24 6.1.7 1.27% 63.68 8316 JP Equity 356 (4,218) 44.06 40.35 6.41 1.31% 162.78 8411.1P Equity 83 (4,072) 1.99 1.95 2.43 0.84% 77.98 8604 JP Equity 202 (2,810) 6.69 6.21 6.10 1.18% 53.44 8801JP Equity (14) (2,310) 29.03 29.21 -0.39 1.57% (7.40) 8802 JP Equity 442 (5,009) 24.84 22.64 5.75 1.54% 24.30 9020 JP Equity 356 (6,726) 75.20 71.22 4.20 1.26% 164.38 941HK Equity 1,569 (11,819) 10.19 8.84 14.04 0.95% (193.72) 9432 JP Equity (23) 6,077 53.19 52.99 -0.29 1.32% (38.02) 9433 JP Equity 3,153 9,476 42.13 56.15 24.33 1.37% (158.26) 9437 JP Equity 184 (7,723) 15.62 15.25 2.67 0.89% 161.94 9983 JP Equity (100) 3,177 368.71 357.42 .2.37 1.33% 31.15 EFTA00288710 9984 JP Equity 1,238 2,048 46.70 74.93 34.11 1.77% (149.50) AAPL US Equity 296 7,877 518.25 537.75 5.31 0.71% (104.77) ABB US Equity 450 6,661 23.59 25.19 8.07 0.84% 1.36 ABBN VX Equity 446 6,962 23.63 25.14 7.63 0.84% (21.53) ABBV US Equity 230 5,335 49.49 51.63 4.95 0.87% (18.33) ABEV US Equity (151) (7,232) 7.25 7.40 .1.93 1.08% (192.70) ABEV3 BZ Equity (157) (6,923) 7.29 7.46 .2.09 1.09% (208.22) ABI BB Equity 138 6,721 102.03 104.13 2.53 0.81% 39.20 ABT US Equity (45) 4,097 38.86 38.44 .1.71 0.65% (36.08) ABX CN Equity 226 (3,187) 19.34 17.97 4.83 1.47% 39.26 ABX US Equity 209 (2,733) 19.48 17.98 5.17 1.48% 21.99 ACA FP Equity 6,886 5,408 6.83 15.54 97.47 1.31% (105.20) ACE US Equity 141 6,435 95.44 97.53 4.32 0.51% (45.40) ACN US Equity (28) 10,703 77.97 77.76 0.33 0.81% (714.89) ADP US Equity 66 1,193 72.36 76.36 10.22 0.54% (4.98) AFL US Equity (147) 6,379 63.76 62.32 4.66 0.50% (65.77) AGN US Equity 920 9,698 110.56 121.05 11.37 0.83% (171.03) Al FP Equity 35 8,248 134.80 135.38 0.63 0.67% (31.50) AIG US Equity 46 4,012 48.66 49.22 1.25 0.92% (69.73) AIR FP Equity 2,927 4,177 42.47 72.24 71.77 0.98% (54.75) ALV GR Equity 517 2,614 141.03 168.90 22.14 0.89% (18.26) ALVG IX Equity 387 1,988 141.37 168.92 21.71 0.90% (11.74) AMGN US Equity 7,297 22,886 92.78 122.37 30.52 1.04% 266.23 AMT US Equity 612 10,655 76.29 80.67 8.83 0.65% (81.07) AMZN US Equity 988 5,641 287.66 338.06 17.14 1.02% (202.98) ANZ AU Equity 224 5,741 28.92 30.05 5.07 0.77% (9.08) APA US Equity 57 (6,870) 82.74 82.05 0.98 0.85% (9.37) APC US Equity (177) (6,360) 81.31 83.58 .4.04 0.69% (1.59) AXP US Equity 2,662 10,373 71.56 89.93 34.76 0.74% (57.25) AZN LN Equity 3,838 12,676 49.80 64.88 37.09 0.82% (23.56) AZN SS Equity 3,355 11,669 50.40 64.89 36.05 0.80% (13.67) AZN US Equity 3,710 12,432 49.96 64.86 36.42 0.82% 0.40 BA US Equity 15 (3,240) 123.81 123.22 0.63 0.76% 20.26 BAC US Equity 10,226 10,884 8.82 17.11 100.24 0.94% (190.35) BARC LN Equity 56 (2,705) 3.91 3.83 1.70 1.22% 36.40 BAS GR Equity 858 7,333 97.30 108.68 11.57 1.01% (7.28) BATS LN Equity 126 5,318 52.90 54.15 2.82 0.84% 39.72 BAX US Equity (534) (4,828) 66.82 74.21 .12.64 0.88% (261.52) BAYN GR Equity 8,729 11,757 76.64 133.53 72.66 1.02% (172.91) BBAS3 BZ Equity (248) (1,954) 8.70 9.81 -6.34 2.00% (117.97) BBD US Equity (183) (5,395) 12.96 13.40 -2.18 1.55% (231.19) BBDC4 BZ Equity (300) (5,802) 12.74 13.40 -3.28 1.58% (263.63) BBL US Equity (78) (4,057) 59.69 60.84 -1.94 0.99% (0.22) BBVA SM Equity 1,082 5,790 10.12 12.01 16.91 1.10% (48.19) BCE CN Equity 111 (6,644) 43.17 42.45 3.32 0.50% (11.30) BCS US Equity 59 (2,758) 15.73 15.39 1.69 1.27% 26.77 BEN US Equity 26 2,447 52.34 52.91 1.00 1.08% (54.38) EFTA00288711 BG/ LN Equity (228) (4,379) 17.51 18.42 .6.87 0.76% (17.47) BHP AU Equity (206) 6,689 34.30 33.27 .2.46 1.25% (95.60) BHP US Equity (108) 6,839 67.76 66.70 •1.66 0.95% 18.63 BBB US Equity 264 1,066 245.93 306.83 16.41 1.51% (12.65) BIL SJ Equity (25) (2,643) 30.29 30.57 -0.80 1.18% 19.43 BK US Equity 562 8,190 32.75 35.00 8.22 0.83% (71.70) BLK US Equity 142 1,171 274.17 307.40 14.87 0.82% (13.39) BLT IN Equity (46) (3,166) 29.93 30.37 .1.37 1.07% 21.48 BMO CN Equity 103 8,370 65.44 66.25 2.24 0.55% (29.69) BMW GR Equity 1,345 5,076 98.63 124.76 21.96 1.21% (0.46) BMY US Equity 6,293 13,669 35.71 52.15 39.22 1.17% (173.49) BN FP Equity (52) (3,684) 70.54 71.52 .1.73 0.81% 30.80 BNP FP Equity 1,320 5,498 61.78 76.61 21.47 1.12% (148.18) BNS CN Equity 41 6,331 57.72 58.09 1.19 0.54% (17.12) BP/ LN Equity 167 9,797 7.76 7.90 2.89 0.59% (9.46) BRK/B US Equity 425 11,056 118.69 123.25 6.22 0.62% (47.81) BSBR US Equity 989 (8,171) 6.18 5.44 8.26 1.46% (105.69) BUD US Equity 150 6,846 102.05 104.28 2.61 0.84% 50.10 BX US Equity 189 2,976 30.31 32.24 5.19 1.22% 28.72 C US Equity (80) 2,139 49.34 47.56 .3.41 1.10% (73.77) CA FP Equity 461 2,976 32.90 37.99 14.57 1.06% (10.34) CAT US Equity 1,379 12,461 88.68 98.49 18.19 0.61% (11.19) CBA AU Equity 335 8,462 67.92 70.61 5.57 0.71% 16.68 CBS US Equity 310 1,267 49.35 61.41 24.17 1.01% (28.98) CCL US Equity 235 7,821 36.20 37.29 2.77 1.08% (118.54) CELG US Equity 16 (1,601) 143.49 142.02 0.80 1.27% 25.90 CFR VX Equity 11 2,407 94.16 94.58 0.48 0.92% (11.48) CL US Equity 1,801 18,685 58.99 64.68 19.44 0.50% 138.49 CM CN Equity 270 8,334 82.53 85.20 5.61 0.58% 19.01 CMCSA US Equity 3,665 17,408 40.65 49.20 23.40 0.90% (354.80) CMCSK US Equity 6,171 18,900 36.26 48.10 36.61 0.89% (404.89) CNI US Equity 928 12,873 51.38 55.08 12.67 0.57% (123.69) CNQ CN Equity 489 7,768 35.76 38.01 7.76 0.81% 92.19 CNR CN Equity 915 12,425 51.30 55.07 12.88 0.57% (121.38) COF US Equity 738 6,077 67.68 75.90 13.70 0.89% 46.92 COP US Equity (310) (7,980) 66.64 69.23 -7.68 0.51% (47.97) COST US Equity (114) 3,792 115.62 112.23 -5.00 0.60% (29.49) COV LN Equity • 5,151 MO N/A 0.00 0.31% COV US Equity 828 7,080 64.09 71.58 19.76 0.59% 107.06 CRM US Equity (40) 2,054 56.87 55.78 -1.44 1.36% (4.91) CS FP Equity 1,927 5,387 19.39 26.33 32.04 1.12% (32.55) CSCO US Equity (74) (4,977) 21.79 22.12 -1.73 0.86% 79.61 CSX US Equity 1,178 8,914 25.07 28.39 18.06 0.73% (179.94) CVE CN Equity 275 (10,449) 28.70 27.94 3.32 0.79% (127.23) CVS US Equity 1,912 11,707 63.89 74.33 27.01 0.60% (242.63) CVX US Equity (381) (8,207) 112.39 117.61 -8.69 0.54% 10.77 D US Equity 2,151 12,240 60.05 70.60 27.60 0.64% 10.67 EFTA00288712 DAI GR Equity 6,722 13,908 62.20 92.27 40.12 1.20% 1.07 DBK GR Equity 53 (2,834) 44.63 43.80 1.50 1.24% 38.46 DD US Equity 2,690 12,813 54.86 66.38 33.81 0.62% (124.18) DDAIF US Equity 3,842 8,377 63.20 92.19 36.53 1.26% (44.32) DE US Equity 191 8,537 85.81 87.73 3.58 0.63% (106.22) DELL US Equity 6,820 #N/A N/A 0.00 0.07% DG FP Equity 4,384 9,889 51.34 74.09 49.70 0.89% (26.59) DGE LN Equity 17 1,333 30.40 30.79 0.58 2.20% 11.17 DWI US Equity 2,144 8,458 58.57 73.41 44.75 0.57% (75.87) DIS US Equity 1,418 9,908 68.36 78.15 17.40 0.82% (168.09) DISCA US Equity (118) 6,387 83.29 81.78 •2.05 0.90% (88.39) DNB NO Equity 1,007 9,735 15.77 17.40 12.91 0.80% (199.02) DOW US Equity 2,185 7,096 36.76 48.08 39.33 0.78% (333.90) DPW GR Equity 170 660 29.41 36.99 19.15 1.35% (8.63) DTE GR Equity 4,081 13,883 12.27 15.88 24.94 1.18% (152.81) DTV US Equity 2,306 10,622 61.97 75.42 22.30 0.97% (253.55) DUK US Equity (61) (8,822) 69.60 70.08 -1.46 0.47% (40.48) DVN US Equity 342 9,424 62.50 64.77 6.17 0.59% 98.08 EBAY US Equity 101 6,678 54.29 55.11 1.86 0.81% (89.96) Ea US Equity 90 9,210 105.22 106.25 1.40 0.70% (134.03) EDF FP Equity 5,977 9,189 23.45 38.70 77.01 0.84% (80.11) EMC US Equity 877 10,986 25.35 27.38 11.57 0.69% (95.85) EMR US Equity • 982 65.90 65.90 0.00 0.72% (5.91) ENB CN Equity 114 6,351 44.29 45.08 2.88 0.63% 32.41 ENEL IM Equity 2,163 7,620 4.33 5.56 25.32 1.12% 21.50 ENI IM Equity 268 7,309 23.75 24.62 5.51 0.67% (18.51) EOAN GR Equity 53 2,996 18.77 19.10 1.93 0.92% (29.80) EOG US Equity 1,928 5,757 145.12 193.71 43.29 0.77% 29.09 EPD US Equity 1,071 12,049 63.14 68.75 17.61 0.50% 21.73 ERICB SS Equity 426 6,004 12.27 13.14 8.52 0.83% 0.20 ESRX US Equity 1,281 9,815 66.69 75.40 17.99 0.73% (23.12) ETN US Equity 37 5,260 72.48 72.99 0.77 0.92% (43.18) F US Equity (113) (3,621) 14.82 15.28 -4.80 0.65% 10.53 F8 US Equity 960 2,630 44.06 60.13 23.20 1.57% (117.86) FCX US Equity - 587 32.38 32.38 0.00 1.26% 9.68 FDX US Equity 393 4,271 120.94 132.08 14.61 0.63% (36.27) FOX US Equity (133) 3,375 32.25 31.03 -4.59 0.86% (73.56) FOXA US Equity (142) 3,404 33.09 31.76 -4.71 0.89% (75.81) FP FP Equity 871 11,013 60.83 65.63 10.66 0.74% 62.12 G IM Equity 126 3,588 21.32 22.07 4.06 0.86% (6.62) GE US Equity 2,015 13,140 22.32 25.74 18.78 0.82% (19.29) GILD US Equity 22,002 11,089 24.02 71.70 154.76 1.28% GIS US Equity 535 13,333 49.12 51.09 7.35 0.55% 8.31 GLE FP Equity 727 3,248 49.51 60.59 17.71 1.26% (38.19) GLEN LN Equity 126 (4,634) 5.24 5.10 1.84 1.47% 80.32 GLW US Equity 3,042 11,462 16.20 20.50 33.82 0.78% (12.37) GM US Equity 20 (2,999) 34.78 34.55 0.66 0.99% (6.22) EFTA00288713 GOOG US Equity 3,734 12,660 862.28 1,116.60 42.67 0.69%1 (479.18) GS US Equity 2,521 5,468 110.98 162.14 52.26 0.88% (36.53) GSK LN Equity 120 5,707 26.22 26.77 3.12 0.67% (33.91) GSZ FP Equity 800 8,189 24.60 27.01 8.40 1.16% (26.48) HAL US Equity 1,130 5,803 48.66 58.14 21.56 0.90% (89.20) HD US Equity 2,409 13,333 66.67 78.72 25.14 0.72% (87.41) HMB SS Equity 331 6,110 40.79 43.00 5.27 1.03% (318.39) HON US Equity 5,735 11,930 61.10 90.47 86.90 0.55% (224.61) HPQ US Equity 1,881 7,393 25.45 31.93 23.67 1.07% (219.23) HSBA LN Equity (34) (1,672) 9.90 10.10 -2.24 0.89% 7.87 IBE SM Equity 1,799 7,382 5.54 6.89 37.99 0.64% 87.19 IBM US Equity • - 190.39 0.60% IMT LN Equity 1,352 10,924 35.95 40.40 16.62 0.75% 31.38 INTC US Equity 689 10,787 23.94 25.47 11.42 0.56% (12.42) ISP IM Equity 3,686 5,699 1.93 3.18 53.50 1.21% 92.76 ITUB US Equity (218) (3,546) 13.81 14.66 -3.82 1.61% (99.82) ITUB4 BZ Equity (214) (2,546) 13.59 14.73 -5.59 1.50% (80.36) ITW US Equity 2,485 14,011 67.84 79.87 26.23 0.68% (262.78) ITX SM Equity (123) (4,597) 147.96 151.92 -2.43 1.10% 6.71 JCI US Equity 400 1,186 34.13 45.62 43.67 0.77% (8.41) JNJ US Equity 5,100 13,942 71.20 97.24 74.78 0.49% (94.52) JPM US Equity 1,221 8,516 52.29 59.78 15.82 0.91% (93.76) KMB US Equity 271 7,934 106.69 110.33 5.87 0.58% (39.65) KMI US Equity 525 (8,600) 34.31 32.22 7.92 0.77% (93.82) KO US Equity (3) (6,962) 38.83 38.85 -0.08 0.47% (21.89) LBTYA US Equity (116) 2,272 84.71 80.61 -5.15 0.99% (32.50) LBTYK US Equity 21 1,975 78.04 78.85 1.20 0.87% (21.77) LIN GR Equity 10 8,087 198.03 198.27 0.17 0.71% (6.41) LLOY LN Equity 2,270 5,658 0.89 1.25 43.55 0.92% 20.30 LLY US Equity (61) 2,868 58.82 57.58 -2.70 0.79% (10.74) LMT US Equity 600 2,016 122.48 158.93 38.50 0.77% (32.90) LNKD US Equity 105 (1,866) 195.56 184.51 2.96 1.91% 29.05 LOW US Equity 5 7,829 48.41 48.44 0.09 0.77% (12.43) LVS US Equity 1,647 6,808 61.33 76.16 22.94 1.05% (213.46) LYB US Equity 1,113 2,297 59.29 88.02 62.69 0.77% (93.80) MA US Equity 3,942 7,084 47.02 73.17 64.45 0.86% (207.24) MAERSKB DC Equity 5,466 14,148 8,212.58 11,385.29 33.71 1.15% (17.81) MC FP Equity (21) 3,466 183.43 182.33 -0.79 0.76% (7.62) MCD US Equity (72) (5,579) 94.88 96.11 -2.95 0.44% (0.87) MCK US Equity 107 2,181 164.92 173.04 6.18 0.80% (33.09) MDIZ US Equity 2,647 13,641 28.68 34.25 32.71 0.59% (58.05) MDT US Equity 7,611 20,811 43.22 59.03 51.08 0.72% (275.08) MET US Equity 1,392 7,556 44.37 52.54 19.84 0.93% (213.92) MFC CN Equity 4,454 8,003 12.38 19.26 69.29 0.80% (147.80) MHS US Equity • 5,485 8WA N/A 0.00 1.17% MMM US Equity 7,900 21,331 96.89 132.78 63.37 0.58% (212.52) MO US Equity 221 7,383 36.19 37.27 5.36 0.56% 13.28 EFTA00288714 MON US Equity 586 11,917 106.02 111.23 8.04 0.61% (156.11) MOS US Equity - 48.68 0.82% MRK US Equity 1,288 11,769 50.18 55.68 13.23 0.83% (109.76) MS US Equity 201 1,649 27.57 30.92 10.21 1.19% (36.47) MSFT US Equity 966 8,007 35.30 39.56 16.75 0.72% (92.22) MUV2 GR Equity 610 6,116 197.70 217.41 15.50 0.64% 12.10 NAB AU Equity 288 7,534 31.14 32.33 4.84 0.79% (18.83) NCM AU Equity - 8.99 1.98% NEE US Equity 4,389 14,649 72.62 94.38 45.28 0.66% 33.77 NEM US Equity 2,547 (7,392) 34.95 22.91 22.28 1.55% 177.12 NESN VX Equity 738 9,821 69.64 74.87 14.19 0.53% (14.14) NG/ LN Equity 1,780 12,244 11.84 13.56 26.93 0.54% 16.88 NKE US Equity 567 5,145 66.10 73.39 12.02 0.92% (22.05) NOK US Equity 3,742 4,498 3.96 7.26 74.80 1.11% (124.84) NOV US Equity 42 4,672 75.18 75.86 1.01 0.89% 53.91 NOVN VX Equity 4,994 18,291 63.81 81.23 36.98 0.74% (150.78) NOVOB DC Equity 995 9,444 40.35 44.60 10.80 0.98% 71.22 NSC US Equity 1,799 9,797 80.78 95.61 23.83 0.77% (138.34) NVS US Equity 3,888 15,510 65.07 81.38 34.50 0.73% (51.96) OGXP3 BZ Equity 5,057 (5,180) 4.43 0.11 33.91 2.88% (48.70) OR FP Equity (39) (3,029) 160.73 162.79 .1.94 0.66% (3.21) ORA FP Equity 594 5,434 12.87 14.27 7.34 1.49% 38.46 ORCL US Equity 1,330 7,764 33.52 39.26 25.45 0.67% 31.43 OXY US Equity (55) 7,355 95.04 94.33 -0.93 0.81% 38.38 PBR US Equity 100 (2,814) 13.30 12.83 1.95 1.82% (173.14) PBR/A US Equity 96 (2,795) 13.87 13.39 1.88 1.84% (196.35) PCLN US Equity 704 3,043 956.05 1,177.22 19.22 1.20% (104.70) PCP US Equity - - 245.33 0.73% PEP US Equity 57 5,339 81.91 82.78 1.70 0.62% (23.40) PETR3 BZ Equity 53 (2,923) 6.54 6.43 0.97 1.85% (189.34) PETR4 BZ Equity 105 (3,123) 6.95 6.71 1.86 1.81% (222.75) PFE US Equity 5,038 21,828 26.10 32.13 34.57 0.67% (69.56) PG US Equity 157 6,191 77.88 79.86 4.70 0.54% 12.91 PHIA NA Equity - - 34.61 1.05% • PM US Equity 638 (10,166) 85.47 80.11 9.64 0.65% 67.65 PNC US Equity 1,008 8,425 75.96 85.05 15.99 0.75% (93.48) POT CN Equity (8) (416) 34.52 35.21 .2.74 0.73% 3.16 POT US Equity (8) (432) 34.57 35.21 .2.58 0.72% 2.25 PRU LN Equity 7,488 10,521 12.76 21.84 81.39 0.87% 0.66 PSA US Equity 516 9,413 158.54 167.23 9.66 0.57% (32.47) PSX US Equity 1,155 6,030 64.65 77.03 21.50 0.89% (41.40) PX US Equity 2,243 16,340 113.54 129.12 28.52 0.48% (171.69) QCOM US Equity 2,318 12,547 66.83 79.17 27.05 0.68% 43.50 QQQ US Equity 5,393 19,920 68.46 86.99 55.09 0.49% (354.16) RAI US Equity 130 6,737 52.22 53.23 1.76 1.10% (53.25) RDS/A US Equity (43) 4,217 73.27 72.53 -1.68 0.61% 9.51 RDS/B US Equity 75 5,192 75.80 76.89 2.39 0.60% 19.35 EFTA00288715 RDSA LN Equity 199 4,065 34.51 36.20 8.43 0.58% (4.58) RDSA NA Equity (42) 4,084 36.62 36.25 -1.85 0.55% 2.98 RDSB LN Equity 129 4,580 37.36 38.42 4.90 0.58% 8.77 REGN US Equity 170 6,240 302.78 311.03 1.96 1.39% (16.22) RIO AU Equity (49) (1,148) 55.84 58.24 -3.17 1.35% 8.85 RIO IN Equity (39) 4,599 54.72 54.26 -0.64 1.34% (62.21) RIO US Equity 20 4,934 54.04 54.26 0.31 1.31% (38.09) ROG VX Equity 6,727 17,035 212.78 296.82 54.00 0.73% (209.86) RY CN Equity 23 5,470 65.17 65.44 0.83 0.50% (14.27) SAB LN Equity 227 7,173 47.60 49.10 3.62 0.87% 16.01 SAN FP Equity 26 (6,174) 103.67 103.23 0.47 0.90% 56.73 SAN SM Equity 706 7,256 8.35 9.16 10.93 0.89% 13.06 SAN US Equity 606 5,510 8.31 9.22 12.45 0.88% 13.03 SAP GR Equity (18) 2,995 80.26 79.78 -0.68 0.89% 22.08 SAP US Equity (25) 3,228 80.30 79.68 -0.86 0.90% 21.51 SBUX US Equity (127) 5,096 75.06 73.23 -2.72 0.92% (53.55) SGO FP Equity 2,772 7,836 44.08 59.68 28.43 1.24% (24.17) SI US Equity 747 4,504 114.69 133.70 15.15 1.09% (44.43) SIE GR Equity 894 5,345 114.81 134.03 16.36 1.02% (45.17) SLB US Equity 1,363 6,528 79.94 96.63 26.64 0.78% 70.53 SMSN LI Equity 286 (7,500) 642.17 617.72 3.84 0.99% (287.81) SO US Equity 7 5,537 43.08 43.13 0.24 0.53% (24.86) SPG US Equity 2 538 160.18 160.73 0.57 0.61% 1.39 SREN VX Equity 1,456 10,006 80.46 92.17 19.52 0.75% (50.65) STAN LN Equity 408 (6,124) 21.91 20.45 7.25 0.92% 10.52 STL NO Equity 836 8,913 25.96 28.40 12.02 0.78% 131.83 STT US Equity (36) 2,231 69.04 67.94 -1.53 1.06% (40.64) SU CN Equity (108) (4,645) 32.80 33.57 -4.43 0.53% (66.11) SU FP Equity 353 6,518 84.31 88.88 4.84 1.12% (118.67) SU US Equity (51) (3,644) 33.10 33.57 -2.64 0.53% (61.21) SWEDA SS Equity 369 6,088 24.78 26.28 5.51 1.10% (4.66) SYNN VX Equity (443) (8,069) 359.52 379.25 -7.17 0.77% 39.68 T US Equity (189) (8,928) 34.20 34.92 -3.50 0.60% (38.06) TD CN Equity 202 8,245 45.38 46.49 4.63 0.53% (10.98) TEF SM Equity (50) 3,631 15.57 15.36 -1.74 0.79% 21.61 TEF US Equity (33) 3,406 15.51 15.36 -1.24 0.79% 33.41 TGT US Equity 659 (10,717) 63.57 59.66 7.34 0.84% (26.95) TJX US Equity 2,720 9,492 46.31 59.58 45.87 0.62% (49.11) TLS AU Equity 97 6,561 4.59 4.65 2.46 0.60% 4.87 TLSN SS Equity (58) 2,656 7.59 7.43 -2.50 0.87% (42.23) TM US Equity 249 (6,829) 115.81 111.59 4.25 0.86% (36.96) TMO US Equity 8,664 10,218 63.59 117.50 126.53 0.67% (270.36) TOT US Equity 647 5,823 59.06 65.63 13.84 0.80% 29.28 TRP CN Equity (192) (6,953) 43.75 44.96 4.69 0.59% 51.28 TRV US Equity (6) 4,763 83.58 83.48 -0.24 0.50% (15.34) TSCO LN Equity 1,029 (7,398) 5.65 4.87 13.03 1.07% 66.49 TWC US Equity 606 5,234 120.22 134.15 11.44 1.01% (89.34) EFTA00288716 TWX US Equity (307) 7,395 66.29 63.65 .5.66 0.73% (170.75) TXN US Equity 3,937 12,205 34.93 46.19 45.38 0.71% (120.56) TYC US Equity 10,478 24,080 29.17 41.86 62.76 0.69% (440.95) UBS US Equity 229 5,489 19.43 20.24 4.36 0.96% (55.96) UBSN VX Equity 200 5,158 19.51 20.26