EFTA00288335.pdf

Atorus, LLC 4/25/2014 Current Date: 4/25/2014 Change on Day: -1.61% Total Return since 1/1/12: 80.64% MSCI World Change on 712M Return: 31.73% Day -0.62% T9O Day Return: 3.58% No of Positions T3O Day Return: -0.08% (+MTM) on Day 127 Current Long Exposure @ Cost: 4,932,168 No of Positions (-MTM) Current Short Exposure @ Cost: (537,454) on Day 298 Net Exposure: 4,394,714 Current No. of Starting Capital: 1,000,000 Positions: 439 Current NAV: 1,806,431 Current Leverage (Gross Exposures): 3.03 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 -0.90% 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: 1.141 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 2.000.00MW I.6o0.o00.00 1.640.000.W LOCW00.00 1.200.000.OO —Series]. 1.000.000.00 a0o.0o0.00 ,„„ moon' 4, ,,,,§,,,„„ „Qs?,,„,, "IN CP C5‘ lY EFTA00288335 Atorus, LLC 4/25/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Posi ions (90th MTM) Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 22.21%1 45 Positions 25.86% 941HK Equity (9,455) 0.17% 1N1 US Equity 5,633 0.31% ZA_TSY CREDIT (11,615) 0.21% MAERSKB DC Equity 5,653 0.31% NO_TSY CREDIT (13,847) 0.25% NOVN VX Equity 5,973 0.33% XAG Curncy (15,640) 0.29% SX7E Index 6,003 0.33% CO1 Comdty (19,698) 0.36% XLI US Equity 6,048 0.33% MEXBOL Index (20,915) 0.38% ROG VX Equity 6,119 0.34% INDEXCF Index (21,271) 0.39% ASE Index 6,186 0.34% JP_TSY CREDIT (22,684) 0.41% HON US Equity 6,194 0.34% XAU Comdty (23,727) 0.43% SX6P Index 6,200 0.34% SHCOMP Index (26,960) 0.49% EDF FP Equity 6,382 0.35% SE_TSY CREDIT (55,416) 1.01% PSI20 Index 6,439 0.36% SPX Index 62,272 1.14% UTX US Equity 6,551 0.36% DK_TSY CREDIT 67,396 1.23% SXXP Index 6,609 0.37% CH_TSY CREDIT 68,798 1.26% DAI GR Equity 6,675 0.37% CA_TSY CREDIT (72,133) 1.32% SMI Index 6,896 0.38% STBCNZL Index 73,231 1.34% SXSE Index 6,993 0.39% GB_TSY CREDIT 75,587 1.38% RTY Index 7,024 0.39% AT_TSY CREDIT 77,381 1.41% ACA FP Equity 7,043 0.39% IE_TSY CREDIT 78,270 1.43% FTSEMIB Index 7,160 0.40% BE_TSY CREDIT 78,588 1.44% MDT US Equity 7,170 0.40% FR_TSY CREDIT 79,196 1.45% HEX Index 7,343 0.41% NL_TSY CREDIT 79,461 1.45% PRO LN Equity 8,036 0.44% DE_TSY CREDIT 80,183 1.47% TMO US Equity 8,152 0.45% FI_TSY CREDIT 80,881 1.48% SXMP Index 8,261 0.46% DAX Index 8,292 0.46% BEL20 Index 8,374 0.46% MMM US Equity 8,728 0.48% MC US Equity 8,919 0.49% NAV Impact of MTM by Category & Exposure IT_TSY CREDIT 9,230 0.51% Listed Equity Long -0.829% NDX Index 9,259 0.51% Listed Equity Short 0.059% IBEX Index 9,285 0.51% EquityCom Long -0.872% TYC US Equity 9,988 0.55% EquityCom Short 0.044% SXAP Index 10,371 0.57% G20 Rates Long 0.194% KFX Index 10,491 0.58% G20 Rates Short -0.007% LUXX‹ Index 10,633 0.59% ES_TSY CREDIT 11,438 0.63% SXIP Index 11,534 0.64% SXOP Index 11,543 0.64% XLV US Equity 11,602 0.64% SPX Index 17,441 0.97% EFTA00288336  SXTP Index 22,093 1.22% ISEQ Index 23,628 1.31% SXDP Index 24,863 1.38% lE_TSY CREDIT 32,780 1.81% STBCNZL Index 35,819 1.98% APAC Lon J 21. APAC Short 25 EMEA Long 75 EMEA Short 12 AMER Long 179 AMER Short 32 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 18 G20 Rates Short 5 Total Long 357 Total Short 82 Current Exposure by Geography (Listed Equl es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 ■ APAC Long $1,500,000 ■ APAC Short ■ EMEA Long ■ EMEA Short $1,000,000 ■ AMER Long ■ AMER Short $500,000 ■ EquityCom Long ■ EquityCom Short 5- ■ G20 Rates Long ■ G20 Rates Short $(500,000) EFTA00288337 Atorus, LLC 4/25/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodiites, G20 Gov. Credit) 2,000,000 5,000,000 4,000,000 1,500,000 3,000,000 1,000,000 —APAC 2,000,000 —(MCA Vr —AMER 500,000 1,000,000 — Eq it< —G20 Rates 0 , stiexEposure MIS 4 e ‘• N, NI. etC3 to v ‘ % t % to% Q ee % cp. c:P*Nts Q. % \ (54. % 11,000,0001 (581\001e \ 4\ A\ N' A• A. 4% 4 A 4 NN% N. 12,000,0001 (1,000,0001 13.000,0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00288338 Atorus, LIC 4/25/2014 1,218,9 Current Gross Notional Risk by Category p 220,200 569,616 • APAC 4 • EMEA • AMER • EquityCom • G20 Rates Performance Vs. PAM World Index 2.15 1.95 1.75 1.55 1.35 ,,— , Settits1 1.15 Settits2 0.95 0.75 e000 tit. 19G 19 19 .6, O% '') of 0. 0. e ,44 O4. AQ•eet c• ce c•o" ,\" 4, A $ Al i s, '1, 02 43(‘ 10 CP 4 ‘ 12/‘ Rolling 30 Day Realized Volatility - Atorus EFTA00288339 Atorus, LLC 4/25/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) COCO 40X0 Days by 3000 Position 2000 lam j0,41,Zatt csfreafre are e as* cowdree Percentile No. Vol Days 0.00,1, 1/.53 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.73 (<7 Vol Days) 1.16% 10.00% .1.36 MTM Gains(Losses) % of NAV "Signficant" 15.00% .0.57 (>7 Vol Days) 43.90% 20.00% 0.16 25.00% 0.99 30.00% 2.02 35.00% 3.33 40.00% 4.68 45.00% 6.01 50.00% 7.98 55.00% 9.78 60.00% 12.20 65.00% 14.78 70.00% 17.27 75.00% 21.50 80.00% 25.01 85.00% 30.83 90.00% 38.12 95.00% 52.85 100.00% 209.13 EFTA00288340 Atorus, LLC 4/25/2014 Current Portfolio -listed Equity Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. ea Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity 10 (965) 55.88 55.28 0.99 1.09% 6.58 005380 KS Equity 33 3,149 224.39 226.77 0.96 1.10% (77.13) 005490 KS Equity (105) (3,011) 272.57 282.09 -3.08 1.13% 59.13 005930 KS Equity (90) (1,401) 1,278.08 1,360.40 -7.55 0.85% (6.89) 012330 KS Equity 979 5,584 247.00 290.33 17.59 1.00% (122.72) 1 HK Equity 1,018 12,607 16.18 17.49 11.38 0.71% (66.61) 1299 HK Equity 147 5,954 4.79 4.91 2.64 0.93% (66.40) 13 HK Equity 2,562 12,243 11.40 13.79 25.67 0.81% (64.57) 16 HK Equity 12.44 27 HK Equity (12) 123 9.59 8.75 -5.23 1.84% (1.82) 2914 JP Equity (47) (3,774) 32.46 32.87 -1.22 1.01% (25.27) 3382 JP Equity 24 1,329 37.70 38.39 1.80 1.02% 21.55 4063 JP Equity (56) 3,628 60.10 59.19 -1.31 1.17% (39.22) 4502 JP Equity (26) (2,954) 44.14 44.53 A.97 0.91% (38.40) 4689 JP Equity 4.89 5 HK Equity (9) (3,197) 10.17 10.20 A.33 0.81% 32.78 5108 JP Equity 36.20 5401.1P Equity 340 (4,349) 2.87 2.65 7.07 1.11% (22.44) 6301.1P Equity (32) (1,651) 20.69 21.10 -1.71 1.15% (4.20) 6752 JP Equity 11.02 6902 JP Equity 46.39 6954 JP Equity 877 6,393 6,392.98 179.28 12.28 1.12% 35.59 7201.1P Equity 72 (2,999) (3,742.97) 8.64 2.56 0.94% 27.33 7203 JP Equity 191 (4,207) (5,259.85) 53.55 4.72 0.96% (3.53) 7267 JP Equity 202 (4,294) (4,885.01) 33.95 5.01 0.94% (41.89) 762 HK Equity 82 (3,929) (5,161.69) 1.34 1.89 1.11% (31.01) 7751JP Equity (2) (5,492) (6,865.02) 31.45 A.05 0.77% 20.61 8031.1P Equity (98) (3,821) (4,775.88) 14.46 -2.66 0.97% (20.81) 8058 JP Equity 14 (2,589) (4,383.01) 18.16 0.57 0.94% (39.71) 8106 JP Equity 141 (3,668) (4,603.66) 5.41 2.70 1.42% 13.61 8316 JP Equity 94 (1,984) (2,000.57) 39.20 3.57 1.32% 12.91 84111P Equity 2 (3,941) 1.95 0.06 0.73% (14.58) 8604 JP Equity 269 (3,335) (3,504.39) 5.95 6.33 1.27% 47.00 8801.1P Equity (62) 2,660 30.46 29.77 -1.73 1.34% (15.14) 8802 JP Equity 410 (4,236) 24.70 22.31 6.98 1.39% 28.58 9020.1P Equity 175 (5,379) 75.21 72.76 2.74 1.19% (28.81) 941 HK Equity 1,175 (9,455) 10.19 8.93 11.13 1.12% 28.15 9432 JP Equity (5) 6,077 53.19 53.15 0.08 1.07% 70.82 9433 JP Equity (42) (1,333) 51.14 52.77 -2.45 1.30% 20.95 9437 JP Equity 96 (6,149) 15.59 15.35 1.62 0.96% (51.23) 9983 JP Equity 45 (2,416) 326.81 320.75 1.34 1.39% 16.67 EFTA00288341 9984 JP Equity (16) 1,743 76.08 75.39 -0.49 1.86% (17.39) AAPL US Equity 610 6,302 518.25 568.45 11.56 0.84% 25.49 ABB US Equity 682 6,661 23.59 26.01 15.60 0.66% (13.61) ABBN VX Equity 707 6,962 23.63 26.03 14.13 0.72% (31.54) ABBV US Equity 18 2,296 49.39 49.77 0.56 1.39% 21.50 ABEV US Equity 31 4,344 7.61 7.66 0.85 0.85% (67.41) ABEV3 BZ Equity 68 4,143 7.59 7.71 1.77 0.92% (59.48) ABI BB Equity 502 8,888 103.14 108.97 8.23 0.69% 4.36 ABT US Equity (79) 4,097 38.85 38.11 -2.71 0.71% (27.67) ABX CN Equity 221 (3,366) 18.97 17.72 4.47 1.47% (36.43) ABX US Equity 213 (3,243) 18.99 17.75 4.55 1.44% (32.79) ACA FP Equity 7,043 5,408 6.83 15.74 102.96 1.27% (184.29) ACE US Equity 448 8,503 96.60 101.69 11.59 0.45% (17.06) ACN US Equity 93 10,703 77.97 78.65 0.98 0.89% 22.53 ADP US Equity 16 3,867 75.63 75.94 0.61 0.66% (35.18) AFL US Equity (69) 3,645 63.03 61.86 -2.93 0.65% (14.97) AGN US Equity 4,978 9,698 110.56 167.31 25.65 2.00% 159.44 Al FP Equity 482 8,248 134.80 142.68 8.48 0.69% 55.94 AIG US Equity 276 6,420 49.74 51.88 5.13 0.84% (52.50) AIR FP Equity 529 2,347 57.15 70.03 24.05 0.94% (6.55) ALV GR Equity 20 5,509 167.39 167.99 0.49 0.73% (45.31) ALVG IX Equity 21 5,509 167.40 168.04 0.51 0.75% (40.25) AMGN US Equity 3,431 18,308 94.49 112.19 15.38 1.22% (228.01) AMT US Equity 961 11,011 76.50 83.18 16.01 0.55% (77.23) AMZN US Equity 53 (951) 326.05 307.90 3.25 1.71% 81.10 ANZ AU Equity 650 7,345 RN/A N/A 11.53 0.77% APA US Equity (78) (1,374) 82.74 87.42 -7.50 0.75% 6.82 APC US Equity 48 2,501 97.78 99.67 1.62 1.19% (15.66) AXP US Equity 2,233 10,373 71.56 86.97 23.79 0.90% (67.47) AZN LN Equity 4,787 12,676 49.80 68.61 33.99 1.11% (401.46) AZN SS Equity 4,231 12,119 50.82 68.56 33.35 1.05% (385.69) AZN US Equity 4,613 12,812 50.30 68.41 34.74 1.04% (299.61) BA US Equity 111 4,613 125.87 128.89 2.97 0.81% (25.28) BAC US Equity 8,919 10,884 8.82 16.05 77.95 1.05% (380.88) BARC LN Equity 142 2,977 4.00 4.19 4.04 1.18% (22.08) BAS GR Equity 1,158 7,333 97.30 112.66 16.17 0.98% (42.85) BATS LN Equity 470 7,532 53.98 57.34 8.85 0.71% 7.61 BAX US Equity (3) 335 73.12 72.37 -1.22 0.85% (0.65) BAYN GR Equity 9 4,438 132.62 132.90 0.23 0.92% (42.60) BBAS3 BZ Equity (23) (232) 9.50 10.45 -5.09 1.96% 4.58 BBD US Equity 98 3,222 14.49 14.93 1.81 1.68% (23.76) BBDC4 BZ Equity 94 3,172 14.49 14.93 1.76 1.69% (25.45) BBL US Equity (66) (1,680) 62.15 64.58 -4.30 0.91% 1.87 BBVA SM Equity 1,214 5,790 10.12 12.24 20.76 1.01% (109.35) BCE CN Equity (36) 4,720 44.18 43.84 •1.72 0.45% (29.15) Bcs US Equity 154 3,122 16.00 16.79 4.29 1.15% (24.38) BEN US Equity 11 2,447 52.56 52.80 0.45 1.05% (51.34) EFTA00288342 BG/ LN Equity (343) (3,503) 17.51 19.23 -14.34 0.68% 1.36 BHP AU Equity 220 6,689 //N/A N/A 3.46 0.95% BHP US Equity 303 6,839 67.77 70.77 4.77 0.93% (22.66) BBB US Equity 192 1,066 245.93 290.28 9.94 1.81% (21.61) BIL SI Equity (13) (1,332) 32.02 32.33 -1.15 0.84% 1.29 BK US Equity 169 8,609 32.86 33.51 2.51 0.78% (68.85) BUC US Equity 80 3,418 293.93 300.85 2.31 1.02% (40.42) BLT IN Equity (16) (2,716) 32.10 32.29 -0.68 0.88% 10.74 BMO CN Equity 406 11,017 66.19 68.63 6.95 0.53% (58.19) BMW GR Equity 1,330 5,212 99.22 124.54 22.30 1.14% (98.53) BMY US Equity - 735 50.53 50.53 0.00 1.12% (2.32) BN FP Equity (35) 1,745 73.40 71.97 -2.94 0.67% (0.62) BNP FP Equity 1,321 5,498 61.78 76.62 21.76 1.10% (27.43) BNS CN Equity 190 9,096 57.99 59.20 4.68 0.45% (36.48) BP/ LN Equity 662 9,797 7.76 8.29 9.41 0.72% 104.02 BRK/B US Equity 798 13,041 119.88 127.21 12.00 0.51% (1.33) BSBR US Equity 475 (6,537) 6.18 5.73 5.58 1.30% 75.24 BUD US Equity 467 9,049 103.62 108.96 7.32 0.70% 4.09 BX US Equity 72 3,119 30.36 31.06 1.28 1.79% (107.94) C US Equity (20) 3,763 48.12 47.86 -0.54 1.01% (37.39) CA FP Equity 465 3,932 34.37 38.43 12.33 0.96% (32.33) CAT US Equity 2,219 14,434 90.25 104.13 21.45 0.72% (278.66) CBA AU Equity 688 11,185 //N/A N/A 9.79 0.63% CBS US Equity 134 760 49.35 58.02 15.16 1.16% (6.86) CCL US Equity 333 6,257 36.20 38.13 5.65 0.94% 20.40 CELG US Equity 0 (348) 142.74 142.69 0.02 1.75% (6.91) CFR VX Equity 263 7,019 96.74 100.36 4.34 0.86% 11.01 CL US Equity 2,285 20,847 59.72 66.27 22.09 0.50% 8.73 CM CN Equity 431 10,376 83.40 86.86 9.26 0.45% (8.54) CMCSA US Equity 95 4,527 50.01 51.05 2.09 1.00% (31.97) CMCSK US Equity 4,717 12,096 36.26 50.40 41.21 0.95% (92.69) CNI US Equity 1,564 12,873 51.38 57.62 15.45 0.79% (1.05) CNQ CN Equity 1,062 10,769 36.73 40.36 13.95 0.71% (161.07) CNR CN Equity 1,527 12,425 51.30 57.60 16.36 0.75% (23.77) COF US Equity 496 7,124 68.86 73.65 10.56 0.66% (126.88) COP US Equity (3) 4,333 74.40 74.35 -0.11 0.68% (5.64) COST US Equity 86 6,251 113.22 114.78 2.89 0.48% (6.79) COV LN Equity MO N/A COV US Equity 522 7,080 64.09 68.82 9.14 0.81% (201.61) CRM US Equity (110) 1,643 56.63 53.06 -4.50 1.49% (41.00) CS FP Equity 720 2,155 19.39 25.87 33.86 0.99% (22.08) CSCO US Equity (51) 5,008 23.26 23.02 -1.15 0.88% (76.52) CSX US Equity 1,081 8,914 25.07 28.11 15.69 0.77% (81.81) CVE CN Equity 29.37 - CVS US Equity 1,723 11,815 63.98 73.31 24.76 0.59% 19.75 CVX US Equity (136) (1,313) 112.39 124.01 -17.83 0.58% 4.22 D US Equity 2,468 12,862 60.50 72.10 36.06 0.53% 144.87 EFTA00288343 DAI GR Equity 6,675 13,908 62.20 92.06 38.94 1.23% L (352.22) DBK GR Equity (36) 1,633 44.18 43.23 -1.91 1.15% (34.13) DD US Equity 2,762 12,980 54.99 66.69 36.01 0.59% (93.13) DDAIF US Equity 3,778 8,377 63.20 91.71 32.79 1.38% (199.16) DE US Equity 715 9,160 86.29 93.02 12.23 0.64% (71.37) DELL US Equity #WA WA DG FP Equity 4,443 10,090 51.66 74.40 63.88 0.69% (78.58) DGE LN Equity (39) 2,332 30.85 30.34 -1.75 0.96% (4.07) DHR US Equity (17) 3,213 73.56 73.17 0.69 0.78% (18.73) DIS US Equity 1,466 9,908 68.36 78.48 16.28 0.91% (150.22) DISCA US Equity 42 (4,082) 77.65 76.85 1.20 0.86% 36.34 DNB NO Equity 76 3,191 16.67 17.06 2.40 0.99% (69.45) DOW US Equity 2,285 7,396 37.11 48.58 30.88 1.00% (99.82) DPW GR Equity 167 660 29.41 36.85 17.23 1.47% (17.68) DTE GR Equity 664 3,835 13.54 15.89 18.96 0.91% (55.05) DTV US Equity 2,430 10,622 61.97 76.15 21.73 1.05% (144.98) DUK US Equity 97 5,733 72.44 73.66 3.36 0.50% 52.00 DVN US Equity 1,310 11,143 63.30 70.74 14.93 0.79% (211.92) EBAY US Equity (64) 6,678 54.28 53.77 -1.03 0.94% (132.43) ECL US Equity 15 9,210 105.22 105.39 0.21 0.76% (81.37) EDF FP Equity 6,382 9,189 23.45 39.73 83.75 0.83% (147.10) EMC US Equity 72 10,986 25.35 25.52 0.79 0.83% (60.38) EMR US Equity 249 8,739 66.80 68.70 3.60 0.79% (118.42) ENB CN Equity 496 10,226 45.11 47.30 9.87 0.49% 19.94 ENEL IM Equity 2,177 8,525 4.44 5.58 27.07 0.94% (190.90) ENI IM Equity 597 11,929 24.33 25.55 8.11 0.62% (115.57) EOAN GR Equity 15 2,996 18.77 18.86 0.69 0.71% (21.06) EOG US Equity 2,177 5,841 72.84 99.99 41.69 0.89% (330.21) EPD US Equity 1,614 13,127 63.70 71.53 17.48 0.70% (235.22) ERICB SS Equity (197) 7,934 12.50 12.20 .2.40 1.03% (69.52) ESRX US Equity 648 9,815 66.69 71.09 8.96 0.74% (73.74) ETN US Equity 119 5,260 72.48 74.13 2.18 1.04% (53.16) F US Equity (193) (2,897) 14.82 15.80 .7.60 0.88% 85.29 FB US Equity 856 2,630 44.06 58.40 15.45 2.11% (192.13) FCX US Equity 109 5,057 33.25 33.97 1.98 1.09% (26.04) FDX US Equity 193 2,491 124.78 134.46 11.90 0.65% (34.89) FOX US Equity (26) 3,508 32.03 31.79 0.68 1.09% (13.83) FOXA US Equity (32) 3,236 32.97 32.64 0.90 1.11% (13.54) FP FP Equity 1,459 13,022 61.76 68.68 16.43 0.68% (31.37) G IM Equity 265 4,069 21.51 22.92 8.30 0.79% (25.31) GE US Equity 2,554 13,140 22.32 26.65 31.74 0.61% 109.81 GILD US Equity • 434 74.12 74.12 0.00 1.90% 5.42 GIS US Equity 913 17,619 49.73 52.30 9.65 0.54% (42.70) GLE FP Equity 676 3,248 49.51 59.81 17.47 1.19% (72.48) GLEN LN Equity (55) (3,693) 5.22 5.30 •1.58 0.94% 14.70 GLW US Equity 3,281 11,635 16.25 20.84 28.26 1.00% (263.31) GM US Equity 19 (958) 34.53 33.83 2.26 0.90% 19.36 EFTA00288344 GOOG US Equity • 603 518.00 518.00 0.00 1.37% (9.00) GS US Equity (33) (1,516) 155.24 158.59 -2.29 0.94% 25.26 GSK LN Equity 333 5,707 26.22 27.75 6.19 0.94% 6.10 GSZ FP Equity 514 11,150 25.29 26.45 6.04 0.76% (131.15) HAL US Equity 1,745 6,543 49.74 63.02 25.18 1.06% (108.33) HD US Equity 563 7,619 73.80 79.25 10.72 0.69% (5.34) HMB SS Equity (63) (4,056) 41.18 41.81 -1.94 0.80% 7.48 HON US Equity 6,194 11,930 61.10 92.82 72.55 0.72% (186.91) HPQ US Equity 1,800 7,393 25.45 31.65 20.01 1.22% (78.16) HSBA LN Equity (17) 4,565 10.16 10.13 -0.65 0.56% (81.39) IBE SM Equity 1,705 7,501 5.56 6.82 37.09 0.61% (56.22) IBM US Equity 5 (768) 190.78 189.58 0.76 0.83% 4.87 IMT LN Equity 2,203 13,136 36.73 42.89 25.03 0.67% 73.67 INTC US Equity 1,060 12,041 24.19 26.32 13.16 0.67% (245.69) ISP IM Equity 4,174 5,699 1.93 3.34 52.47 1.40% (172.94) ITUB US Equity 190 4,335 15.61 16.30 2.81 1.56% 17.67 ITUB4 BZ Equity 207 3,252 15.40 16.38 3.92 1.62% 18.67 ITW US Equity 3,480 14,011 67.84 84.68 31.04 0.80% (168.55) ITX SM Equity (49) (3,652) 146.45 148.40 -1.70 0.79% 4.24 JCI US Equity 81 1,797 42.92 44.86 3.66 1.23% (38.01) JNJ US Equity 5,633 16,431 74.34 99.83 65.68 0.52% (18.70) JPM US Equity 55.80 - KMB US Equity 152 9,903 107.52 109.18 2.98 0.52% 5.65 KMI US Equity 133 (6,775) 33.81 33.14 2.71 032% 122.12 KO US Equity 2 3,434 40.73 40.74 0.09 0A9% 1.48 LBTYA US Equity 40.00 - LBTYK US Equity (32) (1,393) 37.89 38.77 -2.34 0.99% 5.59 LIN GR Equity 113 8,087 198.03 200.79 2.16 0.65% (110.06) LLOY LN Equity 275 1,914 1.10 1.25 11.94 1.20% (21.97) LLY US Equity (31) 4,953 59.03 58.66 -0.84 033% 13.01 LMT US Equity 629 2,016 122.48 160.66 34.02 0.92% 1.90 LNKD US Equity 294 (2,461) 183.83 161.87 5.15 2.32% 139.51 LOW US Equity (238) 6,264 48.34 46.56 -4.77 0.80% (40.74) LVS US Equity 1,061 4,085 61.33 77.26 14.67 1.77% (125.58) LYB US Equity 1,232 2,297 59.29 91.09 59.74 0.90% (19.98) MA US Equity (16) 555 73.41 71.40 .2.15 1.30% (20.24) MAERSKB DC Equity 5,653 14,148 1,642.52 2,298.81 37.91 1.05% (132.33) MC FP Equity 324 5,711 186.24 196.80 7.19 039% (9.84) MCD US Equity 8 5,480 100.24 100.39 0.37 0.41% 33.18 MCK US Equity 52 2,181 164.92 168.83 2.48 0.95% (29.65) MDIZ US Equity 3,165 13,641 28.68 35.34 40.26 0.58% 7.47 MDT US Equity 7,170 20,811 43.22 58.12 42.41 0.81% (150.71) MET US Equity 1,154 7,556 44.37 51.14 15.83 0.96% (121.59) MFC CN Equity 1,586 3,201 12.38 18.51 58.49 0.85% (74.91) MHS US Equity RNA WA MMM US Equity 8,728 21,331 96.89 136.54 58.56 0.70% 33.39 MO US Equity 640 10,839 36.70 38.86 12.77 0.46% 116.51 EFTA00288345 MON US Equity 450 11,917 106.02 110.02 4.81 039% (110.62) MOS US Equity 49.25 MRK US Equity 1,665 11,769 50.18 57.28 16.12 0.88% (50.74) MS US Equity 17 2,280 30.40 30.62 0.61 1.20% (27.71) MSFT US Equity 1,094 8,007 35.30 40.13 14.67 0.93% 99.66 MUV2 GR Equity 955 6,116 197.70 228.55 23.50 0.66% (65.52) NAB AU Equity 503 9,956 #WA N/A 7.01 032% NCM AU Equity #N/A N/A NEE US Equity 5,024 14,729 72.72 97.52 52.63 0.65% 178.05 NEM US Equity 236 (946) 34.95 26.22 14.73 1.70% (34.17) NESN VX Equity 901 9,821 69.64 76.03 15.14 0.61% (9.38) NG/ LN Equity 2,051 13,258 11.96 13.81 28.66 0.54% 101.62 NICE US Equity 260 2,940 67.01 72.94 9.89 0.90% (23.39) NOK US Equity 3,772 4,498 3.96 7.29 56.93 1.47% 34.19 NOV US Equity 708 9,753 77.58 83.21 10.35 0.70% 76.04 NOVN VX Equity 5,973 18,291 63.81 84.64 40.42 0.81% (117.03) NOVOB DC Equity 1,065 9,444 40.35 44.90 12.10 0.93% (41.20) NSC US Equity 1,610 9,797 80.78 94.06 19.89 0.83% (105.32) NVS US Equity 4,638 15,510 65.07 84.53 36.96 0.81% 15.72 OGXP3 BZ Equity 4,022 (4,107) 4.39 0.09 52.27 1.87% 175.01 OR FP Equity 186 5,025 163.47 169.51 5.64 0.66% 47.77 ORA FP Equity 896 6,898 13.27 15.00 12.93 1.00% (129.26) ORCL US Equity 1,378 7,995 33.68 39.48 17.48 0.99% (25.07) OXY US Equity 116 7,355 95.04 96.55 1.91 0.83% (33.35) PBR US Equity (3) (984) 13.35 13.39 -0.16 2.18% 22.34 PBR/A US Equity (45) (2,236) 13.87 14.15 -0.90 2.22% 45.05 PCLN US Equity 686 3,043 956.05 1,171.53 13.79 1.63% (140.18) PCP US Equity (71) 4,727 256.02 252.25 -1.46 1.03% (83.37) PEP US Equity 295 10,723 83.02 85.31 6.32 0.44% (12.86) PETR3 BZ Equity (28) (1,122) 6.54 6.71 -1.14 2.22% 23.48 PETR4 BZ Equity (52) (2,498) 6.95 7.09 A.90 2.31% 47.42 PFE US Equity (0) 5,476 30.70 30.70 0.00 0.79% 27.07 PG US Equity 302 10,477 79.08 81.36 6.18 0.47% 49.48 PHIA NA Equity 32.27 - PM US Equity 157 (8,133) 85.47 83.82 3.42 0.57% (17.88) PNC US Equity 890 9,010 76.60 84.17 12.51 039% (27.34) POT CN Equity 12 2,561 35.34 35.52 0.50 0.98% 20.82 POT US Equity - 877 35.54 35.54 0.00 0.94% 8.00 PRU LN Equity 8,036 10,521 12.76 22.51 76.49 1.00% (48.92) PSA US Equity 941 12,499 161.39 173.54 19.69 0.38% (11.40) PSX US Equity 1,676 6,158 64.94 82.61 31.51 0.86% 6.62 PX US Equity 2,318 16,340 113.54 129.65 22.38 0.63% (194.60) QCOM US Equity 2,014 12,547 66.83 77.56 19.70 0.81% (5.01) QQQ US Equity 2,093 7,968 68.46 86.44 32.93 0.80% (116.02) RAI US Equity 335 9,542 52.93 54.79 5.14 0.68% 170.45 RDS/A US Equity 201 8,337 73.73 75.51 5.85 0.41% (4.68) RDS/B US Equity 388 9,236 77.31 80.56 9.19 0.46% (24.04) EFTA00288346 RDSA LN Equity 412 7,114 35.70 37.76 11.86 0.49% (9.04) RDSA NA Equity 190 7,159 36.79 37.76 5.59 0.47% (11.39) RDSB LN Equity 449 9,209 38.45 40.32 9.11 0.54% (23.63) REGN US Equity (343) 6,240 301.87 286.13 .3.16 1.74% (181.55) RIO AU Equity (67) 3,506 #N/A N/A .1.90 1.01% RIO LN Equity 20 4,819 54.83 55.06 0.40 1.06% (4.23) RIO US Equity 76 4,934 54.04 54.87 1.47 1.05% (15.65) ROG VX Equity 6,119 17,035 212.78 289.22 51.69 0.69% (111.34) RY CN Equity (1) 8,293 65.48 65.47 0.02 0.46% (5.96) SAB LN Equity 748 9,453 48.63 52.47 8.24 0.96% 91.42 SAN FP Equity 105.68 - SAN SM Equity 1,158 8,103 8.48 9.69 17.23 0.83% (96.24) SAN US Equity 939 7,021 8.57 9.72 14.07 0.95% (71.99) SAP GR Equity (135) 5,241 80.55 78.52 -2.98 0.87% (63.90) SAP US Equity (173) 5,649 80.55 78.15 .3.75 0.82% (58.67) SBUX US Equity (9) (571) 70.43 71.50 .1.54 0.99% (5.67) SGO FP Equity 2,889 7,836 44.08 60.34 34.21 1.08% (84.79) SI US Equity 693 5,671 118.49 132.96 13.83 0.88% (44.48) SIE GR Equity 869 5,345 114.81 133.48 19.65 0.83% (50.38) SLB US Equity 1,798 8,483 83.83 101.60 30.81 0.69% (35.62) SMSN LI Equity (121) (3,011) 643.80 669.61 .3.98 1.01% 4.10 SO US Equity 532 9,693 43.71 46.11 9.46 0.58% 129.07 SPG US Equity 233 8,178 166.14 170.88 5.28 0.54% (6.56) SREN VX Equity 85.55 - STAN LN Equity 44 (2,352) 22.09 21.67 2.12 0.89% 18.09 STL NO Equity 970 9,825 26.16 28.74 13.21 0.75% 55.76 STT US Equity (60) 1,626 66.43 64.06 -3.35 1.11% (39.37) SU CN Equity 193 8,181 36.12 36.98 2.81 0.84% (73.47) SU FP Equity 710 6,518 84.31 93.50 8.94 1.22% (77.14) SU US Equity 100 8,032 36.53 36.98 1.53 0.82% (76.71) SWEDA SS Equity 168 3,653 24.78 25.92 4.29 1.07% (25.22) SYNN VX Equity (423) (5,164) 359.52 388.98 .12.68 0.65% 32.14 7 US Equity (59) 1,392 35.93