EFTA00293282.pdf

Atorus, LLC 3/24/2014 Current Date: 3/24/2014 Change on Day: -1.66% Total Return since 1/1/12: 78.72% MSCI World Change on 712M Return: 39.85% Day -0.45% 790 Day Return: 1.45% No of Positions T30 Day Return: -1.97% (+MTM) on Day 124 Current Long Exposure @ Cost: 4,575,226 No of Positions (-MTM) Current Short Exposure @ Cost: (1,129,428) on Day 288 Net Exposure: 3,445,798 Current No. of Starting Capital: 1,000,000 Positions: 445 Current NAV: 1,787,168 Current Leverage (Gross Exposures): 119 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.02% T24M Avg. Daily NAV (-) Change -0.89% Target Vol-Adj. Risk Listed Equities 50.00% Target Vol-Adj. Risk Global Macro 50.00% Targeted Max Loss (ex-Leverage) 10.00% Leverage Target At Inception: 2X Notes on Leverage: We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.131 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 2,006,000.00 1$00,000.00 1,600,000.00 1400,000.00 1,200,000.00 1.000.000.00 \A.Amms.rink — NAV 1300,000.00 600)300.00 441.c$X01,et et et ,„,, 41,ots, 9"7" es 19 19, AP 4' es, ts. 0, 4 4 •),‘ EFTA00293282 Atorus, LLC 3/24/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Positions (90th MTM) Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 24 Positions 25.33%l 46 Positions 28.24% IBOV Index (22,524) 0.39% XLF US Equity 5,958 0.33% CO1 Comdty (24,622) 0.43% FTSEMIB Index 6,013 0.34% MEXSOL Index (26,146) 0.46% HON US Equity 6,072 0.34% INDEXCF Index (26,563) 0.47% SX6P Index 6,085 0.34% AU TSY CREDIT (28,488) 0.50% EDF FP Equity 6,179 0.35% ZA_TSY CREDIT (33,149) 0.58% DAI GR Equity 6,307 0.35% SHCOMP Index (33,700) 0.59% CMCSK US Equity 6,424 0.36% US_TSY CREDIT (50,168) 0.88% HEX Index 6,492 0.36% JP_TSY CREDIT (59,678) 1.05% PSI20 Index 6,689 0.37% SXDP Index 61,075 1.07% ROG VX Equity 6,723 0.38% SPX Index 62,272 1.09% GS US Equity 6,788 0.38% CH_TSY CREDIT 65,265 1.14% V US Equity 6,821 0.38% DK_TSY CREDIT 67,396 1.18% AMGN US Equity 6,850 0.38% AT_TSY CREDIT 72,913 1.28% ACA FP Equity 7,061 0.40% STBCNZL Index 73,231 1.28% MDT US Equity 7,237 0.40% FR_TSY CREDIT 74,045 1.30% DAX Index 7,395 0.41% FI_TSY CREDIT 74,240 1.30% PRU LN Equity 7,523 0.42% DE_TSY CREDIT 74,397 1.30% IBEX Index 7,548 0.42% BE_TSY CREDIT 75,235 1.32% CA_TSY CREDIT 7,552 0.42% NL_TSY CREDIT 76,341 1.34% BEL20 Index 7,612 0.43% IE_TSY CREDIT 78,270 1.37% IT_TSY CREDIT 7,796 0.44% MY_TSY CREDIT (92,252) 1.62% MMM US Equity 7,838 0.44% SG_TSY CREDIT (95,749) 1.68% XLY US Equity 8,046 0.45% CA_TSY CREDIT (97,153) 1.70% ASE Index 8,478 0.47% BAYN GR Equity 8,605 0.48% SXAP Index 9,035 0.51% SXOP Index 9,138 0.51% TMO US Equity 9,165 0.51% NAV Impact by Category & Exposure KFX Index 9,328 0.52% Listed Equity Long -1.117% ES_TSY CREDIT 10,149 0.57% Listed Equity Short -0.092% LW= Index 10,154 0.57% EquityCom Long -0.544% MC US Equity 10,597 0.59% EquityCom Short -0.028% SXMP Index 10,680 0.60% G20 Rates Long 0.100% TYC US Equity 10,684 0.60% G20 Rates Short -0.036% SXIP Index 11,038 0.62% MA US Equity 11,201 0.63% XLV US Equity 11,690 0.65% NDX Index 12,964 0.73% RTY Index 14,244 0.80% SPX Index 17,186 0.96% EFTA00293283  SXTP Index 21,565 1.21% SXDP Index 22,538 1.26% ISEQ Index 23,460 1.31% GILD US Equity 27,188 1.52% lE_TSY CREDIT 30,536 1.71% STBCNZL Index 36,017 2.02% APAC Lon 26 APAC Short 25 EMEA Long 70 EMEA Short 18 AMER Long 162 AMER Short 51 E•ul om Lon 60 EquityCom Short 10 G20 Rates Lon 15 G20 Rates Short 8 Total Long 333 Total Short 112 Current Exposure by Geography (Listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) 1 $2,000,000 • APAC Long $1,500,000 • APAC Short • EMEA Long $1,000,000 a EMEA Short a AMER Long $500,000 a AMER Short • EquityCom Long 5 • EquityCom Short 5(500,000) • G20 Rates Long • G20 Rates Short 5(1,000,000) i EFTA00293284 Atorus, LLC 3/24/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G2O Gov. Credit) 2,000,000 5,000.000 4,000.000 1,500,0CO 1,000.000 i 3,030.000 2,000.000 APAC -EMEA -AMER 500.000 1.000.OOD —EquityCom —G20 Rates NexEpetsure RIG 19 119 4> eeee z, t e e 4' tZ, (1,000.0031 (RC' Olr Olr kTAV (56600) IRV ittV \ \ \RN \4Y \0 \ttiC \O. \0 ,. \0 0 \ 0 (2,000.0031 (1.030.000) (3,000.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G2O Gov. Credit) EFTA00293285 Atorus, LIC 3/24/2014 Current Gross Notional Risk by Category 241,708 p;3,472 ■ APAC 1,324,0 ■ EMEA ■ AMER it ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293286 Atorus, LLC 3/24/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) Days by Position Percentile No. Vol Days 0.00,l. /98 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.31 (<7 Vol Days) 1.40% 10.00% .1.72 MTM Gains(Losses) % of NAV "Signficant" 15.00% .0.58 (>7 Vol Days) 4933% 20.00% 0.20 25.00% 1.06 30.00% 2.40 35.00% 3.63 40.00% 4.75 45.00% 6.31 50.00% 8.33 55.00% 10.22 60.00% 12.72 65.00% 16.17 70.00% 19.39 75.00% 23.08 80.00% 28.28 85.00% 35.64 90.00% 47.35 95.00% 64.85 100.00% 156.06 EFTA00293287 Atorus, LLC 3/24/2014 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 (248) (5,144) 51.62 54.10 -4.68 1.03% (31.05) 005380 KS Equity 4 1,799 217.04 217.57 0.20 1.25% 7.58 005490 KS Equity (24) (3,782) 273.49 275.24 -0.59 1.09% (80.99) 005930 KS Equity 565 (6,558) 1,285.62 1,174.85 10.27 0.84% 0.17 012330 KS Equity 794 5,282 244.69 281.46 16.06 0.94% 19.94 1 HK Equity 180 8,073 15.56 15.90 2.21 1.01% 73.99 1299 HK Equity (13) 273 4.81 4.60 -5.16 0.90% 4.29 13 HK Equity 1,907 12,243 11.40 13.18 14.05 1.11% (577.06) 16 HK Equity 666 (9,935) 12.66 11.81 10.43 0.64% (68.47) 27 HK Equity 113) 123 9.64 9.09 -3.98 1.54% (0.10) 2914 JP Equity 323 (4,719) 32.47 30.25 6.23 1.10% 3382 JP Equity (41) 1,746 37.68 36.82 -1.99 1.18% 4063 JP Equity 199 (4,536) 56.40 53.93 3.46 1.27% 4502 JP Equity 74 2,417 46.86 48.29 3.84 0.79% 4689 JP Equity (73) 1,224 6.05 5.71 .4.22 1.41% 5 HK Equity (84) 1,112 10.75 9.99 -7.98 0.95% 16.48 5108 JP Equity (91) 1,399 36.20 34.00 -5.15 1.26% 54011P Equity 504 (5,511) 2.89 2.63 7.02 1.30% 6301.1P Equity 130 (3,515) 20.64 19.87 2.92 1.27% 6752 JP Equity 1,179 4,145 9.01 11.58 15.64 1.82% 6902 JP Equity 235 1,946 41.48 46.48 8.53 1.41% 6954 JP Equity 742 6,393 157.65 175.95 7.96 1.46% 7201.1P Equity 98 (3,743) 8.85 8.62 2.67 0.97% 7203 JP Equity 184 (3,937) 56.57 53.92 5.07 0.92% 7267 JP Equity 277 (4,885) 36.43 34.36 5.50 1.03% 762 HK Equity 511 (5,162) 1.38 1.24 8.33 1.19% (246.42) 7751JP Equity 300 (6,865) 31.44 30.06 4.08 1.07% 8031 JP Equity SO (2,620) 14.15 13.88 1.74 1.10% 8058 JP Equity (16) 360 19.24 18.44 .4.61 0.94% 8106 JP Equity 295 (2,979) 5.88 5.30 8.17 1.21% 8316 JP Equity 269 (3,537) 44.63 41.23 6.42 1.19% 84111P Equity 37 (4,072) 1.99 1.97 1.04 0.87% 8604 JP Equity 154 (2,467) 6.76 6.34 5.21 1.20% 88011P Equity 0 (941) 29.08 29.07 0.02 1.58% 8802 JP Equity 443 (5,009) 24.84 22.64 6.30 1.40% 9020 JP Equity 334 (5,604) 75.60 71.10 5.48 1.09% 941HK Equity 1,930 (11,819) 10.19 8.53 17.96 0.91% (359.44) 9432 JP Equity 125 6,077 53.19 54.28 1.43 1.44% 9433 JP Equity 3,265 9,476 42.13 56.65 23.81 1.45% 9437 JP Equity 111 (7,669) 15.62 15.39 1.54 0.94% 9983 JP Equity (144) 3,177 368.32 352.39 -3.25 1.39% EFTA00293288 9984 JP Equity 1,517 2,048 46.70 81.30 43.06 1.72% AAPL US Equity 306 7,877 518.25 538.37 5.34 0.73% 122.81 ABB US Equity 357 6,661 23.59 24.85 6.31 0.85% (77.74) ABBN VX Equity 418 6,962 23.63 25.05 6.97 0.86% (53.27) ABBV US Equity 241 5,335 49.49 51.73 4.53 1.00% (229.46) ABEV US Equity 78 (7,232) 7.25 7.17 0.95 1.14% 32.68 ABEV3 BZ Equity 66 (6,923) 7.29 7.22 0.90 1.07% (5.91) ABI BB Equity 2 6,721 102.03 102.06 0.04 0.82% 11.10 ABT US Equity (53) 4,097 38.86 38.36 -1.87 0.70% (43.22) ABX CN Equity 141 (2,500) 19.72 18.60 3.71 1.52% 116.40 ABX US Equity 129 (2,404) 19.70 18.65 3.47 1.54% 97.60 ACA FP Equity 7,061 5,408 6.83 15.76 97.93 1.33% 110.65 ACE US Equity 254 6,435 95.44 99.20 7.28 0.54% (13.97) ACN US Equity 591 10,703 77.97 82.27 9.28 0.59% (109.10) ADP US Equity 70 1,193 72.36 76.58 9.99 0.58% (25.94) AFL US Equity (112) 7,973 63.78 62.90 -2.82 0.50% (26.72) AGN US Equity 1,194 9,698 110.56 124.17 14.20 0.87% (305.99) Al FP Equity (30) 8,248 134.80 134.30 0.54 0.68% (1.20) AIG US Equity 93 4,012 48.66 49.79 2.64 0.88% (44.01) AIR FP Equity 2,846 4,177 42.47 71.41 67.31 1.01% (45.64) ALV GR Equity 487 1,510 125.64 166.13 36.77 0.88% 0.84 ALVG IX Equity 366 1,148 126.13 166.35 36.06 0.88% (2.05) AMGN US Equity 6,850 22,886 92.78 120.56 27.15 1.10% AMT US Equity 634 10,655 76.29 80.83 9.01 0.66% (57.87) AMZN US Equity 3,172 14,103 287.66 352.36 22.20 1.01% (577.38) ANZ AU Equity 143 4,457 28.64 29.56 3.74 0.86% 41.50 APA US Equity 153 (6,870) 82.74 80.90 2.64 0.84% (3.11) APC US Equity (133) (6,360) 81.31 83.01 -2.73 0.76% 31.47 AXP US Equity 2,807 10,373 71.56 90.93 35.20 0.77% (215.40) AZN LN Equity 3,669 12,676 49.80 64.22 31.11 0.93% (182.15) AZN SS Equity 3,303 11,669 50.40 64.66 30.89 0.92% (69.46) AZN US Equity 3,492 12,432 49.96 63.99 30.40 0.92% (133.56) BA US Equity 26 (4,050) 123.81 123.02 0.78 0.81% 4.74 BAC US Equity 10,597 10,884 8.82 17.41 105.16 0.93%I (391.21) BARC LN Equity 21. (2,705) 3.91 3.88 0.59 1.34% 6.93 BAS GR Equity 706 7,333 97.30 106.67 9.30 1.04% (86.91) BATS LN Equity 22 5,318 52.90 53.12 0.45 0.92% (13.45) BAX US Equity (13) (8,047) 66.82 66.93 M.26 0.60% 122.11 BAYN GR Equity 8,605 11,757 76.64 132.72 67.46 1.08% (296.08) BBAS3 BZ Equity (26) (1,954) 8.85 8.96 M.73 1.80% (19.43) BBD US Equity 271 (6,743) 12.96 12.44 2.98 1.35% (192.00) BBDC4 BZ Equity 571 (7,252) 13.53 12.47 5.59 1.41% (219.21) BBL US Equity 12 (4,057) 59.69 59.52 0.27 1.06% (10.25) BBVA SM Equity 1,052 5,790 10.12 11.96 17.23 1.05% (75.44) BCE CN Equity 100 (6,644) 43.17 42.53 3.02 0.50% 39.68 BCS US Equity 26 (2,758) 15.73 15.58 0.70 1.34% 6.36 BEN US Equity (1) 1,865 52.18 52.14 -0.07 0.98% (9.00) EFTA00293289 BG/ LN Equity (68) (4,379) 17.51 17.78 -2.12 0.74% (57.95) BHP AU Equity (329) 6,689 34.25 32.64 -4.13 1.19% 60.84 BHP US Equity (273) 6,839 67.66 65.06 4.09 0.98% 22.42 BUIS US Equity 281 1,066 245.93 310.70 16.80 1.57% (69.44) BIL SJ Equity 34 (2,643) 30.29 29.90 1.05 1.22% BK US Equity 692 6,934 32.35 35.58 11.92 0.84% 22.94 BLK US Equity 117 1,171 274.17 301.64 13.27 0.76% (0.92) BLT LN Equity 7 (3,166) 29.93 29.86 0.20 1.10% (5.74) BMO CN Equity 9 8,370 65.44 65.51 0.19 0.57% 47.06 BMW GR Equity 1,273 5,076 98.63 123.35 19.63 1.28% 90.67 BMY US Equity 5,820 13,669 35.71 50.91 34.37 1.24% (759.03) BN FP Equity 80 (3,684) 70.54 69.00 3.01 0.72% (36.57) BNP FP Equity 1,449 5,498 61.78 78.06 21.24 1.24% (63.06) BNS CN Equity 37 5,030 57.60 58.03 1.24 0.60% 16.01 BP/ LN Equity 9 9,797 7.76 7.77 0.14 0.62% 59.56 BRK/B US Equity 541 11,056 118.69 124.49 7.75 0.63% (71.29) BSBR US Equity 1,365 (8,171) 6.18 5.15 12.37 1.35% (110.49) BUD US Equity (42) 6,846 102.04 101.42 -0.74 0.83% (20.67) BX US Equity 277 2,976 30.31 33.13 8.34 1.11% (78.21) C US Equity 51 3,565 49.41 50.11 1.47 0.97% (18.03) CA FP Equity 443 2,976 32.90 37.79 14.33 1.04% (23.48) CAT US Equity 1,158 12,179 88.47 96.88 15.44 0.62% (50.26) CBA AU Equity 165 8,462 67.92 69.24 2.57 0.76% 75.44 CBS US Equity 390 1,267 49.35 64.52 33.43 0.92% (46.30) CCL US Equity 823 7,821 36.20 40.01 11.79 0.89% (22.37) CELG US Equity 1,588 2,418 85.54 141.73 51.00 1.29% (116.68) CFR VX Equity (56) 954 98.36 92.94 -6.49 0.90% (6.80) CL US Equity 1,441 18,685 58.99 63.54 14.87 0.52% (29.57) CM CN Equity 322 8,334 82.53 85.72 6.78 0.57% (13.36) CMCSA US Equity 3,980 17,408 40.65 49.94 26.45 0.86% (235.00) CMCSK US Equity 6,424 18,900 36.26 48.59 38.76 0.88% (142.78) CNI US Equity 962 12,873 51.38 55.22 12.69 0.59% (132.47) CNQ CN Equity 354 7,768 35.76 37.39 5.10 0.89% 38.09 CNR CN Equity 983 12,425 51.30 55.35 13.06 0.61% (90.54) COF US Equity 680 6,077 67.68 75.25 12.66 0.88% (57.14) COP US Equity (111) (7,980) 66.64 67.57 -2.86 0.49% 24.19 COST US Equity (133) 6,321 115.67 113.28 -3.57 0.59% (45.46) COV LN Equity 183 2,442 KWA N/A 22.97 0.33% COV US Equity 562 7,080 64.09 69.17 12.65 0.63% (145.67) CRM US Equity (21) 2,054 56.88 56.30 -0.76 1.36% (43.83) CS FP Equity 1,794 5,387 19.39 25.85 30.29 1.10% (96.67) CSCO US Equity 54 (4,977) 21.79 21.56 1.51 0.71% 51.67 CSX US Equity 1,276 8,914 25.07 28.66 21.74 0.66% (89.83) CVE CN Equity 533 (10,449) 28.70 27.23 6.54 0.78% (47.55) CVS US Equity 1,891 11,600 63.80 74.20 27.56 0.59% (91.84) CVX US Equity (269) (8,207) 112.39 116.07 -5.71 0.57% 30.85 D US Equity 1,978 12,240 60.05 69.75 22.31 0.72% (124.20) EFTA00293290 DAI GR Equity 6,307 13,908 62.20 90.41 35.60 1.27% (153.84) DBK GR Equity 34 (2,834) 44.63 44.09 0.98 1.24% 44.09 DD US Equity 2,717 12,623 54.72 66.49 33.89 0.64% (159.37) DDAIF US Equity 3,522 8,377 63.20 89.77 32.46 1.30% (162.96) DE US Equity 275 8,122 85.65 88.55 5.49 0.62% (46.13) DELL US Equity (3) 8,073 #WA N/A -0.57 0.07% DG FP Equity 4,193 9,889 51.34 73.10 46.34 0.92% (69.07) DGE LN Equity (9) 771 30.33 29.99 -0.50 2.21% 6.98 DHR US Equity 3,833 14,097 58.57 74.49 49.77 0.55% (203.14) DIS US Equity 1,647 9,908 68.36 79.73 19.15 0.87% (160.07) DISCA US Equity (5) 6,387 83.32 83.25 -0.09 0.89% (118.85) DNB NO Equity 1,267 9,735 15.77 17.82 17.39 0.75% 103.81 DOW US Equity 2,572 7,057 36.72 50.10 52.03 0.70% (56.71) DPW GR Equity 159 603 28.85 36.47 19.78 1.34% 20.42 DTE GR Equity 4,030 13,640 12.22 15.83 25.37 1.16% (72.05) DTV US Equity 2,054 10,622 61.97 73.95 25.91 0.75% (107.25) DUK US Equity 60 (8,822) 69.60 69.13 1.34 0.50% 38.19 DVN US Equity 231 9,424 62.50 64.03 4.13 0.59% 5.45 EBAY US Equity 278 6,678 54.29 56.54 5.12 0.81% (74.12) Ea US Equity 426 9,210 105.22 110.09 7.47 0.62% (60.38) EDF FP Equity 6,179 9,189 23.45 39.21 68.69 0.98% (79.93) EMC US Equity 1,072 10,986 25.35 27.83 14.54 0.67% (47.52) EMR US Equity (27) (1,185) 63.86 65.33 -3.47 0.66% 0.97 ENB CN Equity 63 6,351 44.29 44.72 1.60 0.62% 42.85 ENEL IM Equity 2,094 7,620 4.33 5.52 24.17 1.14% (167.44) ENI IM Equity 311 7,309 23.75 24.76 5.76 0.74% 60.70 EOAN GR Equity 63 2,996 18.77 19.16 2.24 0.93% 23.67 EOG US Equity 1,771 5,688 144.69 189.74 42.26 0.74% (53.57) EPD US Equity 950 12,049 63.14 68.12 14.91 0.53% (136.77) ERICB SS Equity 390 6,004 12.27 13.06 7.21 0.90% 2.25 ESRX US Equity 1,341 9,815 66.69 75.80 17.23 0.79% (234.41) ETN US Equity 4 5,260 72.48 72.53 0.08 0.91% (43.63) F US Equity (142) (3,621) 14.82 15.40 -5.66 0.69% 34.99 F8 US Equity 1,219 2,630 44.06 64.48 34.84 1.33% (156.12) FCX US Equity (14) (719) 31.11 31.71 -1.58 1.24% 7.18 FDX US Equity 632 5,338 120.94 135.26 17.95 0.66% (68.30) FOX US Equity (131) 5,624 32.28 31.55 -2.87 0.81% (97.09) FOXA US Equity (137) 5,673 33.13 32.35 -2.83 0.85% (110.57) FP FP Equity 690 11,013 60.83 64.63 8.08 0.77% (126.51) G IM Equity 84 3,588 21.32 21.81 2.67 0.87% (40.47) GE US Equity 1,814 13,140 22.32 25.40 16.74 0.82% (76.97) GILD US Equity 27,188 13,861 24.02 71.15 156.06 1.26%M -32.18) GIS US Equity 472 13,333 49.12 50.85 6.10 0.58% (117.86) GLE FP Equity 737 3,248 49.51 60.75 16.46 1.38% (74.42) GLEN LN Equity 155 (4,634) 5.24 5.06 2.17 1.54% (46.01) GLW US Equity 2,362 11,376 16.17 19.53 27.49 0.76% (4.15) GM US Equity 12 (1,904) 34.94 34.72 0.56 1.08% 18.00 EFTA00293291 GOOG US Equity 4,366 12,660 862.28 1,159.63 56.70 0.61% Fr (483.69) GS US Equity 6,788 13,671 110.98 166.08 56.90 0.87% (319.20) GSK LN Equity 60 5,707 26.22 26.49 1.43 0.74% (59.82) GSZ FP Equity 782 8,189 24.60 26.95 8.24 1.16% (6.88) HAL US Equity 1,108 5,408 48.07 57.92 22.48 0.91% (37.13) HD US Equity 2,598 13,333 66.67 79.66 27.40 0.71% (231.73) HMB SS Equity 629 6,110 40.79 44.99 10.90 0.94% 55.99 HON US Equity 6,072 11,930 61.10 92.20 93.35 0.55% (232.83) HPQ US Equity 1,843 7,393 25.45 31.80 24.62 1.01% (59.02) HSBA LN Equity (63) (4,180) 9.90 10.05 4.56 0.96% (35.43) IBE SM Equity 1,612 7,382 5.54 6.75 36.90 0.59% (54.71) IBM US Equity (79) (4,028) 184.74 188.37 •3.51 0.56% (24.05) IMT LN Equity 1,252 10,924 35.95 40.06 12.56 0.91% (56.71) INTC US Equity 531 10,787 23.94 25.12 8.60 0.57% (101.55) ISP IM Equity 3,587 5,699 1.93 3.14 50.46 1.25% (121.83) ITUB US Equity 36 (5,909) 13.81 13.73 0.42 1.47% (103.10) ITUB4 BZ Equity 94 (6,366) 14.05 13.84 1.11 1.34% (144.12) ITW US Equity 2,592 14,011 67.84 80.38 30.40 0.61% (98.80) ITX SM Equity (54) (4,597) 147.96 149.69 4.10 1.07% (15.39) JCI US Equity 1,268 3,558 34.13 46.28 40.63 0.88% (88.31) JNJ US Equity 4,682 12,994 69.83 94.99 73.83 0.49% (24.44) JPM US Equity 1,395 8,516 52.29 60.86 18.45 0.89% 53.20 KMB US Equity 311 7,934 106.69 110.87 6.32 0.62% 0.20 KMI US Equity 732 (8,600) 34.31 31.39 11.74 0.72% (35.60) KO US Equity 81 (6,962) 38.83 38.38 2.37 0.49% 35.50 LBTYA US Equity (48) 2,272 84.90 83.15 .2.16 0.97% (22.78) LBTYK US Equity 76 1,975 78.04 81.04 4.55 0.85% (21.22) LIN GR Equity (63) 8,087 198.02 196.50 4.00 0.78% 20.11 LLOY LN Equity 3,186 7,073 0.89 1.30 47.57 0.95% 58.87 LLY US Equity (75) 2,868 58.80 57.31 .2.98 0.87% (51.00) LMT US Equity 584 2,016 122.48 157.97 37.18 0.78% (16.76) LNKD US Equity 85 (1,512) 198.30 187.12 2.82 2.00% 96.14 LOW US Equity 110 7,829 48.41 49.09 1.78 0.79% (73.27) LVS US Equity 2,077 6,808 61.33 80.04 30.57 1.00% (166.43) LYB US Equity 1,178 2,297 59.29 89.68 72.66 0.71% (22.93) MA US Equity 11,201 17,711 46.99 76.71 85.99 0.74% (264.14) MAERSKB DC Equity 5,492 14,148 8,212.58 11,400.76 32.87 1.18% (63.15) MC FP Equity (96) 3,466 183.29 178.33 .3.87 0.72% 6.73 MCD US Equity (85) (5,579) 94.88 96.33 .3.23 0.47% (1.38) MCK US Equity 170 2,181 164.92 177.74 10.22 0.76% (72.61) MDIZ US Equity 2,467 13,641 28.68 33.87 31.88 0.57% (193.35) MDT US Equity 7,237 20,811 43.22 58.25 51.96 0.67% (473.22) MET US Equity 1,556 7,556 44.37 53.50 22.46 0.92% (52.64) MFC CN Equity 4,408 8,003 12.38 19.19 64.71 0.85% (46.51) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,838 21,331 96.89 132.50 64.97 0.57% (221.73) MO US Equity 94 6,937 36.13 36.61 2.57 0.52% (1.34) EFTA00293292 MON US Equity 808 11,917 106.02 113.21 11.02 0.62% (62.94) MOS US Equity - • 48.44 0.82% MRK US Equity 861 11,769 50.18 53.85 10.17 032% (317.31) MS US Equity 290 1,649 27.57 32.41 16.01 1.10% (15.52) MSFT US Equity 1,133 7,841 35.21 40.30 19.03 0.76% (32.75) MUV2 GR Equity 487 6,116 197.70 213.45 11.75 0.68% 25.07 NAB AU Equity 159 7,534 31.14 31.80 2.53 0.84% 90.25 NCM AU Equity • • 9.89 1.98% NEE US Equity 4,309 14,649 72.62 93.98 42.49 0.69% (143.36) _ NEM US Equity 2,307 (7,392) 34.95 24.04 19.21 1.62% 205.39 NESN VX Equity 572 9,821 69.64 73.69 10.39 0.56% 50.93 NG/ IN Equity 1,717 12,114 11.82 13.50 22.78 0.62% (51.14) NKE US Equity 697 5,145 66.10 75.06 14.66 0.92% (86.76) NOK US Equity 3,687 4,498 3.96 7.21 74.82 1.10% (84.01) NOV US Equity (56) 4,111 75.23 74.22 .1.57 0.86% (19.04) NOVN VX Equity 5,189 18,291 63.81 81.91 36.13 0.79% (45.29) NOVOB DC Equity 1,033 9,444 40.35 44.76 10.89 1.01% 74.07 NSC US Equity 1,884 9,797 80.78 96.31 27.54 0.70% (82.82) NVS US Equity 3,846 15,510 65.07 81.21 33.40 0.74% (183.70) OGXP3 BZ Equity 5,052 (5,180) 4.27 0.11 31.43 3.10% (167.26) OR FP Equity 22 (3,787) 160.73 159.81 0.75 0.76% (4.68) ORA FP Equity 475 5,434 12.87 13.99 5.84 1.50% (67.22) ORCL US Equity 1,017 7,649 33.44 37.89 20.73 0.64% (15.18) OXY US Equity (99) 7,355 95.02 93.76 -1.67 0.81% (22.10) PBR US Equity 307 (2,814) 13.30 11.85 6.62 1.65% (90.57) PBR/A US Equity 343 (2,795) 13.87 12.17 7.70 1.60% (70.83) PCLN US Equity 869 3,043 956.05 1,228.96 23.08 1.24% (163.39) PCP US Equity 1,449 8,226 212.47 249.89 22.71 0.78% (214.57) PEP US Equity 8 4,644 81.78 81.92 0.28 0.62% (13.62) PETR3 BZ Equity 418 (2,923) 6.94 5.95 8.50 1.68% (118.13) PETR4 BZ Equity 474 (3,123) 7.21 6.11 9.33 1.63% (94.28) PFE US Equity PG US Equity 4,557 132 21,828 4,762 26.10 77.33 31.55 79.47 31.03 4.33 0.67% 0.64% [ (374.60) 39.47 PHIA NA Equity • 33.93 1.05% PM US Equity 578 (10,166) 85.47 80.61 9.04 0.63% 56.72 PNC US Equity 1,218 8,425 75.96 86.94 19.40 0.75% (31.53) POT CN Equity 1 (1,041) 34.52 34.47 0.22 0.64% 1.46 POT US Equity 5 (1,080) 34.57 34.42 0.68 0.65% 4.77 PRU LN Equity 7,523 10,521 12.76 21.89 70.69 1.01% (250.63) PSA US Equity 560 9,413 158.54 167.97 9.61 0.62% (69.16) PSX US Equity 1,197 6,030 64.65 77.48 22.14 0.90% (84.39) PX US Equity 2,688 16,340 113.54 132.22 35.66 0.46% (112.08) QCOM US Equity 2,062 12,547 66.83 77.81 22.59 0.73% (81.41) QQQ US Equity RAI US Equity 5,712 160 19,920 6,737 68.46 52.22 88.09 53.46 57.21 2.05 I 0.50% 1.16% (434.93) (53.01) RDS/A US Equity (110) 4,217 73.23 71.37 -4.09 0.64% (1.75) RDS/B US Equity (14) 5,192 75.80 75.60 .0.41 0.63% (8.96) EFTA00293293 RDSA LN Equity 146 4,065 34.51 35.75 5.86 0.61% 14.78 RDSA NA Equity (82) 4,084 36.61 35.89 -3.36 0.60% 16.97 RDSB IN Equity 61 4,580 37.36 37.87 2.08 0.64% (1.21) REGN US Equity 98 6,240 302.78 307.55 0.97 1.62% (206.81) RIO AU Equity (19) (2,870) 55.84 56.21 -0.53 1.26% (23.38) RIO IN Equity (137) 4,599 54.68 53.09 -2.27 1.32% 17.36 RIO US Equity (110) 4,934 54.02 52.83 -1.66 1.35% 8.82 ROG VX Equity 6,723 17,035 212.78 296.76 53.70 0.73% (157.49) RY CN Equity (37) 4,764 65.12 64.62 .1.59 0.49% 17.23 SAS IN Equity (70) 6,565 47.47 46.97 .1.33 0.80% 40.90 SAN FP Equity 76 (6,174) 103.67 102.38 1.46 0.85% 15.74 SAN SM Equity 525 7,256 8.35 8.95 8.49 0.85% (42.10) SAN US Equity 419 5,315 8.28 8.93 8.72 0.90% (44.60) SAP GR Equity (81) 2,995 80.20 78.10 -2.99 0.90% 13.23 SAP US Equity (106) 3,228 80.22 77.68 -3.66 0.89% (3.84) SBUX US Equity 45 4,574 75.13 75.87 1.11 0.89% (94.21) SGO FP Equity 2,583 7,836 44.08 58.62 26.28 1.25% 105.16 SI US Equity 696 4,504 114.69 132.41 14.92 1.04% (65.98) SIE GR Equity 865 5,345 114.81 133.39 16.39 0.99% (51.68) SLB US Equity 1,132 6,528 79.94 93.80 23.26 0.75% 88.85 SMSN LI Equity 636 (7,260) 644.51 588.06 9.85 0.89% 1.06 SO US Equity 11 4,573 43.02 43.12 0.43 0.54% 11.38 SPG US Equity (0) 897 160.18 160.12 -0.05 0.62% (6.46) SREN VX Equity 1,498 10,006 80.46 92.50 19.39 0.77% 29.04 STAN LN Equity 565 (6,124) 21.91 19.89 9.18 1.00% (27.89) STL NO Equity 706 8,306 25.81 28.01 10.12 0.84% 160.83 STY US Equity • - 70.06 1.07% SU CN Equity (15) (2,698) 32.62 32.81 .1.18 0.48% (18.77) SU FP Equity 305 6,518 84.31 88.25 4.34 1.08% (38.44) SU US Equity - (943) 32.74 32.74 0.00 0.47% (3.53) SWEDA SS Equity 449 6,088 24.78 26.61 6.41 1.15% (12.58) SYNN VX Equity (281) (8,069) 359.52 372.06 -4.83 0.72% (129.88) T US Equity (100) (8,928) 34.20 34.58 -1.72 0.65% (49.31) TD CN Equity 146 8,245 45.38 46.19 3.37 0.52% 7.31 TEF SM Equity (43) 3,631 15.62 15.44 -1.56 0.77% (1.93) TEF US Equity (48) 3,406 15.55 15.33