EFTA00288143.pdf

Atorus, LLC 4/2/2014 Current Date: 4/2/2014 Change on Day: 0.18% Total Return since 1/1/12: 86.03% MSCI World Change on 712M Return: 42.56% Day 0.22% T9O Day Return: 4.39% No of Positions T3O Day Return: 3.69% (+MTM) on Day 225 Current Long Exposure @ Cost: 4,746,446 No of Positions (-MTM) Current Short Exposure @ Cost: (1,075,774) on Day 219 Net Exposure: 3,670,672 Current No. of Starting Capital: 1,000,000 Positions: 448 Current NAV: 1,860,255 Current Leverage (Gross Exposures): 3.13 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 2,800,000.00 1,800,000.00 1,600,000.00 1,400,000.00 1,200,000.00 —NAV 1,000,000.00 800,000.00 E0000000 eeeeedieeeeeee. rt., ," 0,v, Ava A4' 4 AV" ,,, \ry EFTA00288143 Atorus, LLC 4/2/2014 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 25.17%l 45 Positions 28.43% XAG Curncy (20,150) 0.35% ROG VX Equity 6,733 0.36% CO1 Comdty (24,622) 0.42% EDF FP Equity 6,854 0.36% MEXBOL Index (26,146) 0.45% SXXP Index 6,861 0.37% INDEXCF Index (26,563) 0.46% SX7E Index 6,878 0.37% ZA_TSY CREDIT (33,149) 0.57% UTX US Equity 6,949 0.37% SHCOMP Index (33,700) 0.58% CMCSK US Equity 6,981 0.37% SE_TSY CREDIT (39,490) 0.68% AMGN US Equity 7,312 0.39% US_TSY CREDIT (50,168) 0.86% SXSE Index 7,345 0.39% JP_TSY CREDIT (59,678) 1.03% FTSEMIB Index 7,368 0.39% SXDP Index 61,075 1.05% SMI Index 7,372 0.39% SPX Index 62,272 1.07% ACA FP Equity 7,461 0.40% CH_TSY CREDIT 65,265 1.12% DAI GR Equity 7,550 0.40% DK_TSY CREDIT 67,396 1.16% PRU LN Equity 7,628 0.41% STBCNZL Index 73,231 1.26% P5120 Index 7,703 0.41% DE_TSY CREDIT 74,397 1.28% IT_TSY CREDIT 8,179 0.44% FR_TSY CREDIT 75,130 1.29% XLY US Equity 8,503 0.45% PI_TSY CREDIT 76,550 1.31% MMM US Equity 8,576 0.46% BE_TSY CREDIT 76,813 1.32% ME Index 8,752 0.47% AT_TSY CREDIT 77,381 1.33% HEX Index 8,776 0.47% IE_TSY CREDIT 78,270 1.34% BAYN GR Equity 8,821 0.47% NL_TSY CREDIT 78,610 1.35% BEL20 Index 8,846 0.47% MY_TSY CREDIT (92,252) 1.58% MDT US Equity 8,904 0.47% SG_TSY CREDIT (95,749) 1.64% DAX Index 9,113 0.49% CA_TSY CREDIT (97,153) 1.67% TMO US Equity 9,418 0.50% IBEX Index 9,643 0.51% MC US Equity 10,348 0.55% ES_TSY CREDIT 10,421 0.55% LUXXX Index 10,814 0.58% NAV Impact by Category & Exposure TYC US Equity 11,089 0.59% Listed Equity Long 0.347% KFX Index 11,192 0.60% Listed Equity Short -0.173% SXMP Index 11,320 0.60% EquityCom Long 0.015% SXAP Index 11,364 0.61% EquityCom Short -0.045% SXOP Index 11,549 0.61% G20 Rates Long -0.170% SXIP Index 12,287 0.65% G20 Rates Short 0.081% XLV US Equity 12,685 0.68% NDX Index 13,766 0.73% RTY Index 14,915 0.79% GILD US Equity 17,374 0.92% XAU Comdty 18,117 0.96% SPX Index 18,617 0.99% EFTA00288144  SXTP Index 22,980 1.22% SXDP Index 23,849 1.27% ISEQ Index 25,952 1.38% lE_TSY CREDIT 30,780 1.64% STBCNZL Index 36,078 1.92% APAC Lon 23 APAC Short 27 EMEA Long 75 EMEA Short 14 AMER Long 171 AMER Short 43 E • ultyCom Lon 61 EquityCom Short 11. G20 Rates Lon 16 G20 Rates Short 7 Total Long 346 Total Short 102 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) ■ G20 Rates Long ■ G20 Rates Short $(1,000,000) EFTA00288145 Atorus, LLC 4/2/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 2,000,000 5,000.000 4,000.000 1,500000 3,000.000 1.00%000 -AMER 2,000.000 EMEA —AMER 1,000,000 —EquityCom —G20 Rates NexEposure RISS ^R cz' 4.) . O .:s.•t9 A 4.1. 094. 194b 09." 19.‘ b 09 .191 ft°, (1.040.030) 4 1. . GC. 1C . \ MA '1' ),‘ \ ?' \V (580. ) (2,003,000) (1,000,000) (3,000,003) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) - APAC - E PA EA — AMER Eq 'tyC — G20 Rates e 4 4 4, 4 4 4' A‘ 4 ,„4' e EFTA00288146 Atorus, LIC 4/2/2014 Current Gross Notional Risk by Category 244,053 581,624 ■ APAC ■ EMEA 1,408,10 ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - EFTA00288147 Atorus, LLC 0/2/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.00 60.00 50.00 Vol Days by 40.00 vollion 20.00 10.00 IMO *Pt, ecteecreetecreel AO' e cne es° es, 19 eb° <0° eN° 14) 4 ) 4? oP Percentile No. Vol Da 0.00% -13.53 MTM Gains(Losses) % of NAV "Signficant" 5.00% -4.20 (<7 Vol Days) 1.33% 10.00% -1.97 MTM Gains(Losses) % of NAV "Signficant" 15.00% -0.37 (>7 Vol Days) 49.60% 20.00% 0.38 25.00% 0.91 30.00% 1.87 35.00% 3.09 40.00% 4.60 45.00% 5.71 50.00% 8.01 55.00% 11.52 60.00% 14.25 65.00% 18.06 70.00% 21.64 75.00% 25.55 80.00% 30.31 85.00% 37.83 90.00% 47.82 95.00% 67.15 100.00% 189.96 EFTA00288148 Atorus, LLC 4/2/2014 Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. la Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (476) (4,115) 51.62 57.59 -10.45 1.11% (91.72) 005380 KS Equity 157 2,339 221.14 236.03 5.28 1.27% 0.22 005490 KS Equity (117) (3,782) 273.49 281.94 -2.87 1.08% 18.39 005930 KS Equity 17 (6,997) 1,278.17 1,275.03 0.27 0.91% (56.06) 012330 KS Equity 1,253 5,584 247.00 302.42 25.05 0.90% 63.51 1 HK Equity 822 8,073 15.56 17.14 10.08 1.01% 205.49 1299 HK Equity 107 3,402 4.71 4.86 4.05 0.78% 51.25 13 HK Equity 2,331 12,243 11.40 13.57 19.15 0.99% 76.74 16 HK Equity (88) (9,935) 12.66 12.77 -1.12 0.79%51.26) 27 HK Equity (5) 123 9.66 9.30 -2.14 1.83% 1.88 29141P Equity 164 (4,719) 32.47 31.34 3.11 1.12% (4.26) 33821P Equity 9 1,329 37.70 37.96 0.59 1.17% (0.94) 40631P Equity (47) (4,536) 56.40 56.99 0.88 1.18% (11.33) 45021P Equity (25) 2,732 47.02 46.60 -1.17 0.77% (18.31) 4689 JP Equity (212) 1,224 5.89 5.02 -10.31 1.68% 19.66 5 HK Equity (16) (2,429) 10.14 10.21 0.71 0.94% (13.86) 51081P Equity (5) (164) 34.76 35.75 -251 1.14% (1.47) 54011P Equity 211 (5,511) 2.89 2.78 3.57 1.07% (59.01) 63011P Equity (33) (3,515) 20.64 20.83 0.79 1.19% (34.15) 67521P Equity 1,291 4,145 9.01 11.82 18.31 1.70% 117.85 69021P Equity 48.51 1.44% 69541P Equity 731 6,393 157.65 175.68 9.43 1.21% (29.00) 72011P Equity (83) (3,743) 8.85 9.04 -2.37 0.94% (67.34) 72031P Equity (50) (5,260) 56.12 56.65 -1.09 0.88% (39.75) 7267 JP Equity 122 (4,885) 36.43 35.52 2.65 0.94% (73.21) 762 HK Equity 221 (5,162) 1.38 1.32 3.33 1.29% 4.48 77511P Equity 112 (6,865) 31.44 30.93 1.67 0.97% (33.84) 80311P Equity (41) (4,225) 14.07 14.20 -0.91 1.08% (73.80) 80581P Equity (11) (666) 18.27 18.58 -1.86 0.92% (3.11) 81061P Equity 45 (4,604) 5.65 5.60 0.79 1.23% (83.95) 83161P Equity 8 (2,531) 44.06 43.92 0.23 1.35% (65.52) 84111P Equity (48) (2,443) 1.99 2.03 -2.58 0.76% (41.17) 86041P Equity 82 (3,159) 6.64 6.47 2.26 1.14% (42.42) 88011P Equity (62) (924) 29.03 30.98 -4.63 1.45% (15.36) 8802 JP Equity 108 (5,009) 24.84 24.30 1.37 1.57%1 (158.47) 90201P Equity 209 (6,726) 75.20 72.86 2.48 1.25% (25.24) 941HK Equity 1,142 (11,819) 10.19 9.21 9.20 1.05% (102.13) 94321P Equity 96 6,077 53.19 54.03 1.32 1.19% 3.62 94331P Equity 3,098 9,476 42.13 55.91 26.84 1.22% (147.93) 94371P Equity 110 (7,723) 15.62 15.39 1.55 0.92% 0.51 9983 JP Equity (61) 3,177 368.94 362.05 -1.53 1.24% 28.35 EFTA00288149 9984 JP Equity 1,384 2,048 46.70 78.26 38.31 1.76% 59.73 AAPL US Equity 359 7,877 518.25 541.85 7.30 0.62% 38.87 ABB US Equity 706 6,661 23.59 26.09 13.09 0.81% (2.82) ABBN VX Equity 713 6,962 23.63 26.05 11.67 0.88% (2.97) ABBV US Equity 377 5,335 49.49 52.98 7.66 0.92% 114.27 ABEV US Equity (196) (4,339) 7.25 7.58 -4.48 1.01% (62.49) ABEV3 BZ Equity (240) (5,538) 7.29 7.61 •4.53 0.96% (67.37) ABI BB Equity 309 6,721 102.03 106.71 5.38 0.85% 54.23 ABT US Equity (47) 4,097 38.86 38.42 .1.93 0.59% (0.24) ABX CN Equity 96 (4,216) 19.01 18.58 1.56 1.45% (154.47) ABX US Equity 97 (3,723) 19.07 18.57 1.81 1.45% (139.85) ACA FP Equity 7,461 5,408 6.83 16.26 105.43 1.31% (47.93) ACE US Equity 233 6,435 95.44 98.90 7.19 0.50% (3.69) ACN US Equity 238 10,703 77.97 79.70 2.74 0.81% 46.31 ADP US Equity 87 1,193 72.36 77.64 12.84 0.57% 7.46 AFL US Equity (32) 6,379 63.79 63.47 -0.97 0.52% 15.12 AGN US Equity 1,258 9,698 110.56 124.90 14.89 0.87% 95.54 Al FP Equity (0) 8,248 134.80 134.80 -0.01 0.65% (31.34) AIG US Equity 146 4,012 48.66 50.43 4.25 0.86% 21.82 AIR FP Equity 2,950 4,177 42.47 72.47 73.68 0.96% (24.31) ALV GR Equity 539 2,761 142.27 170.02 21.99 0.89% (1.20) ALVG IX Equity 405 2,100 142.59 170.10 21.73 0.89% (0.34) AMGN US Equity 7,312 22,886 95.40 125.88 30.89 1.03% 172.23 AMT US Equity 734 10,655 76.29 81.54 10.59 0.65% 29.62 AMZN US Equity (3) (937) 342.36 343.59 -0.36 1.00% (3.36) ANZ AU Equity 331 5,741 28.92 30.59 7.59 0.76% 12.57 APA US Equity (112) (6,870) 82.74 84.08 .2.44 0.67% (46.40) APC US Equity (405) (6,360) 81.31 86.50 .9.20 0.69% (44.22) AXP US Equity 2,740 10,373 71.56 90.47 34.59 0.76% (59.16) AZN LN Equity 4,064 12,676 49.80 65.77 40.91 0.78% 133.02 AZN SS Equity 3,536 11,759 50.49 65.67 41.66 0.72% 68.99 AZN US Equity 3,929 12,527 50.05 65.74 43.03 0.73% 113.67 BA US Equity (88) (2,592) 123.81 128.03 •4.17 0.82% (9.33) BAC US Equity 10,348 10,884 8.82 17.21 98.67 0.96% (147.87) BARC LN Equity (43) (1,623) 3.91 4.02 .2.09 1.27% (32.83) BAS GR Equity 994 7,333 97.30 110.49 13.10 1.03% (85.62) BATS LN Equity 216 6,088 53.22 55.11 4.04 0.88% (25.36) BAX US Equity (2) 1,310 73.37 73.24 -0.19 0.92% (4.45) BAYN GR Equity 8,821 11,757 76.64 134.13 72.38 1.04% (151.20) BBAS3 BZ Equity (370) (1,954) 8.70 10.35 -9.52 1.99% (36.42) BBD US Equity (0) 466 14.14 14.14 0.00 1.63% 11.67 BBDC4 BZ Equity • 466 14.14 14.14 0.00 1.63% 10.65 BBL US Equity (284) (4,057) 59.69 63.87 .7.16 0.98% (64.89) BBVA SM Equity 1,226 5,790 10.12 12.26 18.54 1.14% 13.53 BCE CN Equity (65) (6,644) 43.17 43.60 .1.76 0.56% (42.69) BCS US Equity (57) (1,655) 15.73 16.27 .2.85 1.21% (41.79) BEN US Equity 117 2,447 52.34 54.85 4.33 1.11% 22.61 EFTA00288150 BG/ IN Equity (346) (4,379) 17.51 18.89 -10.39 0.76% (31.59) BHP AU Equity 43 6,689 34.33 34.55 0.52 1.24% 105.46 BHP US Equity 194 6,839 67.77 69.70 2.98 0.95% 73.08 BBB US Equity 280 1,066 245.93 310.59 17.03 1.54% 4.06 BIL SJ Equity (138) (2,643) 30.29 31.87 -4.60 1.14% (30.40) BK US Equity 634 8,609 32.86 35.28 9.05 0.81% (21.82) BLK US Equity 192 1,171 274.17 319.01 18.22 0.90% 16.89 BLT LN Equity (201) (3,166) 29.93 31.82 -6.11 1.04% (41.36) BMO CN Equity 206 8,370 65.44 67.05 4.72 0.52% (26.47) BMW GR Equity 1,511 5,212 99.22 127.99 24.26 1.20% 47.09 BMY US Equity 6,090 13,669 35.71 51.62 41.67 1.07% (41.94) BN FP Equity 5 (3,684) 70.54 70.45 0.15 0.83% (7.04) BNP FP Equity 1,595 5,498 61.78 79.71 23.81 1.22% 37.66 BNS CN Equity 133 7,633 57.74 58.74 3.21 0.54% 28.93 BP/ LN Equity 398 9,797 7.76 8.08 6.89 0.59% 40.04 BRK/B US Equity 546 11,056 118.69 124.54 8.09 0.61% (27.87) 858R US Equity 705 (8,171) 6.18 5.65 6.12 1.41% (160.40) BUD US Equity 326 6,846 102.05 106.90 5.41 0.88% 35.77 BX US Equity 297 2,976 30.31 33.34 7.32 1.37% (40.72) C US Equity (38) 2,852 48.70 48.06 -1.22 1.08% 3.83 CA FP Equity 576 2,976 32.90 39.26 18.04 1.07% 27.58 CAT US Equity 1,871 13,589 89.53 101.85 20.17 0.68% 318.63 CBA AU Equity 398 9,551 68.28 71.12 6.02 0.69% (20.16) CBS US Equity 365 1,267 49.35 63.55 31.55 0.91% 7.44 CCL US Equity 397 7,821 36.20 38.04 4.99 1.02% (36.28) CELG US Equity (103) (3,342) 142.82 147.23 .2.28 1.35% (42.97) CFR VX Equity 108 4,011 94.53 97.06 2.79 0.96% 16.40 CL US Equity 1,646 18,685 59.09 64.29 18.16 0.48% 0.73 CM CN Equity 408 8,334 82.53 86.57 8.90 0.55% 10.44 CMCSA US Equity 4,297 17,408 40.65 50.68 30.34 0.81% 342.51 CMCSK US Equity 6,981 18,900 36.26 49.66 46.38 0.80% 466.44 CNI US Equity 1,299 12,873 51.38 56.56 16.89 0.60% 20.12 CNQ CN Equity 688 8,454 35.98 38.91 11.52 0.71% 103.97 CNR CN Equity 1,277 12,425 51.30 56.57 17.13 0.60% 10.40 COF US Equity 848 6,077 67.68 77.12 16.11 0.87% 27.78 COP US Equity (482) (7,980) 66.64 70.67 -11.85 0.51% (36.16) COST US Equity • 1,014 111.44 111.44 0.00 0.58% (524) COV LN Equity - 5,151 #N/A N/A 0.00 0.31% COV US Equity 962 7,080 64.09 72.80 20.13 0.68% 11.20 CRM US Equity 50 2,054 56.89 58.28 1.72 1.43% (7.82) CS FP Equity 1,990 5,387 19.39 26.55 32.76 1.13% 72.27 CSCO US Equity (155) (2,986) 21.79 22.92 -6.89 0.75% 0.62 CSX US Equity 1,451 8,914 25.07 29.15 21.68 0.75% 44.63 CVE CN Equity (51) (10,449) 28.70 28.84 -0.64 0.77% 20.08 CVS US Equity 1,978 11,707 63.89 74.69 28.49 0.59% 50.00 CVX US Equity (490) (8,207) 112.39 119.10 -11.47 0.52% 6.51 D US Equity 2,093 12,764 60.42 70.33 27.48 0.60% (31.18) EFTA00288151 DAI GR Equity 7,550 13,908 62.20 95.97 42.47 1.28% (10.66) DBK GR Equity (34) (1,134) 44.63 45.98 -2.33 1.29% (8.93) DD US Equity 3,076 12,908 54.93 68.02 37.68 0.63% 86.82 DDAIF US Equity 4,301 8,377 63.20 95.66 37.59 1.37% (64.41) DE US Equity 584 8,537 85.81 91.68 10.12 0.68% 24.66 DELL US Equity - 6,820 #N/A N/A 0.00 0.07% DG FP Equity 4,444 9,889 51.34 74.40 50.67 0.89% (123.87) DGE LN Equity 4 1,533 30.45 30.52 0.33 0.73% (10.61) DHR US Equity 2,433 8,458 58.57 75.41 48.09 0.60% 58.91 DIS US Equity 1,925 9,908 68.36 81.65 22.32 0.87% 61.29 DISCA US Equity 81 6,387 83.32 84.37 1.59 0.80% 62.63 DNB NO Equity 1,169 9,735 15.77 17.66 13.94 0.86% 126.70 DOW US Equity 2,503 7,135 36.81 49.73 40.98 0.86% 47.02 DPW GR Equity 213 660 29.41 38.91 21.65 1.49% 34.34 DTE GR Equity 4,254 13,883 12.27 16.03 25.81 1.19% (103.51) DTV US Equity 2,727 10,622 61.97 77.88 25.84 0.99% 84.17 DUK US Equity (92) (8,822) 69.60 70.33 .2.12 0.49% 48.62 DVN US Equity 797 9,768 62.67 67.79 14.37 0.57% 63.50 EBAY US Equity 171 6,678 54.29 55.68 3.10 0.83% (28.74) ECL US Equity 313 9,210 105.22 108.79 4.84 0.70% 45.81 EDF FP Equity 6,854 9,189 23.45 40.93 86.62 0.86% 69.75 EMC US Equity 1,107 10,986 25.35 27.91 14.53 0.69% 92.22 EMR US Equity 65 4,510 66.84 67.80 1.99 0.73% 44.22 ENB CN Equity 309 6,885 44.45 46.44 7.13 0.63% 52.40 ENEL IM Equity 2,192 8,087 4.39 5.58 24.73 1.10% (152.01) ENI IM Equity 375 9,421 24.02 24.97 6.00 0.66% (43.51) EOAN GR Equity 139 2,996 18.77 19.64 4.83 0.96% (6.60) EOG US Equity 2,095 5,841 145.68 197.93 45.79 0.78% (12.65) EPD US Equity 1,457 12,424 63.33 70.76 21.60 0.54% 91.29 ERICB SS Equity 558 7,548 12.47 13.39 8.61 0.86% (30.82) ESRX US Equity 1,328 9,815 66.69 75.71 19.08 0.71% (15.81) ETN US Equity 298 5,260 72.48 76.59 5.67 1.00% 92.48 F US Equity (379) (3,621) 14.82 16.37 .13.53 0.77% (30.16) F8 US Equity 1,134 2,630 44.06 63.05 28.09 1.54% 79.37 FCX US Equity 46 2,901 32.89 33.41 1.23 1.30% 49.96 FDX US Equity 490 4,271 120.94 134.80 19.30 0.59% 38.19 FOX US Equity 28 3,508 32.25 3251 0.81 1.00% 74.03 FOXA US Equity 37 3,404 33.15 33.51 1.06 1.02% 78.63 FP FP Equity 908 11,013 60.83 65.84 11.19 0.74% (27.89) G IM Equity 206 3,588 21.32 22.54 6.94 0.83% 20.02 GE US Equity 2,156 13,140 22.32 25.98 22.00 0.75% 77.88 GILD US Equity 17,374 8,316 24.02 74.22 138.39 1.51%. 332.90 GIS US Equity 689 15,905 49.52 51.67 8.29 0.52% (11.94) GLE FP Equity 986 3,248 49.51 64.54 22.30 1.36% 32.06 GLEN LN Equity 33 (4,634) 5.24 5.20 0.49 1.46% (38.90) GLW US Equity 3,625 11,635 16.25 21.32 36.12 0.86% 232.44 GM US Equity 8 (2,999) 34.78 34.69 0.28 0.92% 1.36 EFTA00288152 GOOG US Equity 3,965 12,660 862.28 1,132.34 46.08 0.68% 16.81 GS US Equity 2,757 5,468 110.98 166.93 53.76 0.94% 72.50 GSK LN Equity 30 5,707 26.22 26.36 0.78 0.68% (20.93) GSZ FP Equity 854 8,189 24.60 27.17 9.39 1.11% (67.33) HAL US Equity 1,341 6,395 49.49 59.87 22.59 0.93% 80.03 HD US Equity 2,689 13,333 66.67 80.11 29.07 0.69% 87.76 HMB SS Equity 330 6,110 40.79 42.99 5.49 0.98% 22.71 HON US Equity 6,388 11,930 61.10 93.82 84.03 0.64% 149.75 HPO. US Equity 2,314 7,393 25.45 33.42 27.97 1.12% 99.07 HSBA LN Equity 2 2,734 10.16 10.17 0.11 0.80% 0.92 IBE SM Equity 1,919 7,412 5.54 6.98 42.99 0.60% (21.74) IBM US Equity 10 4,001 192.82 193.31 0.39 0.65% (19.92) IMT LN Equity 1,339 11,682 36.21 40.36 16.79 0.68% 7.07 INTC US Equity 840 10,787 23.94 25.80 13.34 0.58% (34.73) ISP IM Equity 4,512 5,699 1.93 3.46 59.87 1.32% (31.21) ITUB US Equity 10 1,002 15.11 15.26 0.63 1.58% 19.36 ITUB4 BZ Equity 24 1,568 15.11 15.34 1.01 1.51% 31.86 ITW US Equity 3,154 14,011 67.84 83.10 31.84 0.71% 230.05 ITX SM Equity (109) (4,597) 147.96 151.46 -2.54 0.93% (5.64) JO US Equity 578 2,995 41.02 48.94 21.01 0.92% 68.65 JNJ US Equity 5,265 15,364 73.04 98.07 69.30 0.49% 35.15 JPM US Equity 1,335 8,516 52.29 60.49 17.66 0.89% (37.72) KMB US Equity 223 7,934 106.69 109.69 5.00 0.56% 20.49 KMI US Equity 379 (8,600) 34.31 32.80 5.71 0.77% (18.49) KO US Equity 81 (6,962) 38.83 38.38 3.06 0.38% 34.00 LBTYA US Equity (52) 2,272 84.89 83.00 .2.46 0.92% (1.77) LBTYK US Equity 79 1,975 78.04 81.15 4.89 0.82% (1.28) LIN GR Equity 94 8,087 198.03 200.34 1.69 0.69% 26.21 LLOY LN Equity 2,426 5,658 0.89 1.28 44.46 0.96% 111.63 LLY US Equity 12 2,868 58.84 59.09 0.67 0.63% 6.47 LMT US Equity 687 2,016 122.48 164.24 43.27 0.79% 15.69 LNKD US Equity 100 (1,866) 195.56 185.12 2.91 1.83% 10.21 LOW US Equity 200 7,829 48.41 49.64 3.34 0.76% 26.60 LVS US Equity 2,373 6,808 61.33 82.70 28.16 1.24% (19.78) LYB US Equity 1,176 2,297 59.29 89.64 67.91 0.75% 32.89 MA US Equity 2,104 4,692 51.70 74.89 52.41 0.86% 7.77 MAERSKB DC Equity 6,438 14,148 8,212.58 11,949.50 34.43 1.32% 180.87 MC FP Equity 36 4,464 183.52 184.98 1.07 0.75% (3.24) MCD US Equity (131) (4,463) 94.88 97.66 .6.22 0.47% 15.18 MCK US Equity 144 2,181 164.92 175.83 7.90 0.84% 3.71 MDIZ US Equity 2,983 13,641 28.68 34.95 38.60 0.57% 150.98 MDT US Equity 8,904 20,811 43.22 61.72 55.86 0.77% 15.61 MET US Equity 1,577 7,556 44.37 53.63 23.46 0.89% 17.59 MFC CN Equity 4,629 8,003 12.38 19.53 80.10 0.72% 34.56 MHS US Equity • 5,485 ttN/A N/A 0.00 1.17% MMM US Equity 8,576 21,331 96.89 135.85 67.49 0.60% (75.67) MO US Equity 279 9,167 36.41 37.52 5.70 0.53% 39.74 EFTA00288153 MON US Equity 940 11,917 106.02 114.38 11.58 0.68% 96.47 MOS US Equity • - 49.47 0.82% - MRK US Equity 1,440 11,769 50.18 56.33 14.92 0.82% (6.09) MS US Equity 229 1,649 27.57 31.39 12.34 1.13% 13.13 MSFT US Equity 1,370 8,007 35.30 41.34 20.36 0.84% (5.28) MUV2 GR Equity 648 6,116 197.70 218.63 16.31 0.65% (11.73) NAB AU Equity 400 8,987 31.40 32.80 5.83 0.76% 30.27 NCM AU Equity • - 9.13 1.98% NEE US Equity 4,302 14,649 72.62 93.94 41.80 0.70% (192.78) NEM US Equity 2,268 (7,392) 34.95 24.23 19.34 1.59% (282.72) NESN VX Equity 906 9,821 69.64 76.06 15.23 0.61% 142.01 NG/ IN Equity 1,962 12,604 11.89 13.74 31.68 0.49% (10.81) NKE US Equity 665 5,145 66.10 74.64 14.07 0.92% 18.79 NOK US Equity 4,150 4,498 3.96 7.62 78.89 1.17% 96.97 NOV US Equity 199 4,672 75.18 78.39 4.55 0.94% 40.13 NOVN VX Equity 5,784 18,291 63.81 83.98 36.22 0.87%1 (217.10) NOVOB DC Equity 1,149 9,444 40.35 45.26 12.69 0.96% (0.84) NSC US Equity 2,040 9,797 80.78 97.60 28.31 0.74% 12.72 NVS US Equity 4,622 15,510 65.07 84.46 36.38 0.82% 18.35 OGXP3 BZ Equity 5,065 (5,180) 4.43 0.10 34.01 2.88% OR FP Equity • 1,014 163.85 163.85 0.00 0.70% (3.98) ORA FP Equity 819 5,727 12.95 14.81 9.24 1.55% (20.49) ORCL US Equity 1,785 7,995 33.68 41.20 26.30 0.85% (101.28) OXY US Equity 29 7,355 95.04 95.42 0.54 0.73% 47.16 PBR US Equity (73) (2,814) 13.30 13.65 -1.42 1.84% (102.01) PBR/A US Equity (102) (2,795) 13.87 14.37 -1.98 1.84% (105.99) PCLN US Equity 975 3,043 956.05 1,262.45 25.48 1.26% 92.26 PCP US Equity 74 3,781 253.09 258.01 2.31 0.84% 12.79 PEP US Equity 48 8,118 82.28 82.76 1.14 0.52% (12.32) PETR3 BZ Equity (130) (2,923) 6.54 6.84 -2.34 1.90% (96.62) PETR4 BZ Equity (114) (3,123) 6.95 7.20 -1.90 1.93% (114.98) PFE US Equity 5,097 21,828 26.10 32.20 35.35 0.66% 220.81 PG US Equity 171 8,334 78.47 80.08 4.48 0.46% (37.77) PHIA NA Equity - 35.30 1.05% PM US Equity 372 (10,166) 85.47 82.34 5.66 0.65% (37.53) PNC US Equity 1,287 8,620 76.19 87.56 20.13 0.74% 56.41 POT CN Equity (53) 2,910 35.45 34.82 .2.10 0.86% (49.87) POT US Equity (30) 836 36.04 34.79 •4.23 0.84% (14.40) PRU LN Equity 7,628 10,521 12.76 22.02 69.32 1.05% 240.91 PSA US Equity 655 10,449 159.51 169.51 11.68 0.54% 59.87 PSX US Equity 1,312 6,030 64.65 78.72 24.73 0.88% 2.93 PX US Equity 2,598 16,340 113.54 131.60 32.76 0.49% 88.20 QCOM US Equity 2,480 12,547 66.83 80.04 29.10 0.68% 31.97 QQQ US Equity 6,085 19,920 68.46 89.37 58.36 0.52% 180.07 RAI US Equity 204 6,737 52.22 53.80 2.79 1.08% 33.45 RDS/A US Equity (9) 4,217 73.28 73.12 0.39 0.55% (13.37) RDS/B US Equity 129 6,990 76.36 77.77 3.42 0.54% (27.08) EFTA00288154 RDSA LN Equity 239 4,065 34.51 36.54 10.86 0.54% (20.41) RDSA NA Equity (12) 4,084 36.63 36.52 A.57 0.52% (21.29) RDSB LN Equity 169 6,371 37.82 38.83 4.68 0.57% (43.29) REGN US Equity 45 6,240 302.78 304.98 0.50 1.45% (62.41) RIO AU Equity 7 1,862 59.16 59.38 0.30 1.29% 10.06 RIO LN Equity 122 4,599 54.73 56.18 1.98 1.34% 0.30 RIO US Equity 207 4,934 54.04 56.31 3.20 1.31% 10.54 ROG VX Equity 6,733 17,035 212.78 296.89 56.69 0.70%. (246.90) RY CN Equity 107 8,293 65.48 66.32 2.61 0.49% (13.58) SAS LN Equity 334 7,173 47.60 49.82 4.95 0.94% 23.72 SAN FP Equity 24 (6,174) 103.67 103.27 0.42 0.92% 31.12 SAN SM Equity 1,181 7,256 8.35 9.71 16.06 1.01% 7.57 SAN US Equity 923 6,290 8.45 9.69 13.97 1.05% (55.99) SAP GR Equity 34 4,343 80.55 81.18 0.89 0.87% (11.44) SAP US Equity 16 4,680 80.59 80.86 0.38 0.90% (40.75) SBUX US Equity (98) 5,096 75.08 73.66 -2.12 0.91% (37.02) SGO FP Equity 3,155 7,836 44.08 61.83 30.97 1.30% (65.43) SI US Equity 818 4,504 114.69 135.51 16.37 1.11% 2.76 SIE GR Equity 953 5,345 114.81 135.28 17.17 1.04% (8.76) SLB US Equity 1,470 7,174 81.27 97.92 26.38 0.78% 21.36 SMSN LI Equity 47 (7,500) 642.17 638.16 0.63 0.98% (65.85) SO US Equity 33 5,537 43.08 43.34 1.11 0.54% (31.06) SPG US Equity 19 4,277 163.50 164.24 0.76 0.60% 0.18 SREN VX Equity 1,610 10,006 80.46 93.40 21.26 0.76% (34.17) STAN LN Equity 193 (6,124) 21.91 21.22 3.29 0.95% (64.07) STL NO Equity 672 9,825 26.16 27.95 9.47 0.72% (22.67) STT US Equity 12 3,676 69.13 69.35 0.29 1.11% (11.39) SU CN Equity (145) (1,858) 32.80 35.36 42.13 0.64% (23.83) SU FP Equity 384 6,518 84.31 89.28 5.40 1.09% 19.09 SU US Equity (222) (3,715) 33.36 35.35 .9.12 0.65% (53.51) SWEDA SS Equity 524 6,088 24.78 26.91 7.51 1.15% (52.84) SYNN VX Equity (426) (8,069) 359.52 378.48 -7.50 0.70% 8.09 T US Equity (240) (7,142) 34.20 35.34 -5.37 0.63% (82.43) TD CN Equity 263 8,245 45.38 46.83 6.35 0.50% 16.66 TEF SM Equity 63 3,631 15.57 15.84 2.04 0.85% (9.35) TEF US Equity 57 3,406 15.52 15.78 2.00 0.84% (9.98) TGT US Equity 445 (10,717) 63.57 60.93 5.21 0.80% (65.63) TJX US Equity 3,202 9,492 46.31 61.93 47.19 0.71% 186.34 TLS AU Equity 114 6,561 4.59 4.66 2.91 0.60% (0.29) TLSN SS Equity (25) 4,427 7.58 7.54 A.62 0.92% (41.07) TM US Equity 158 (6,829) 115.81 113.13 2.89 0.80%