EFTA00293410.pdf

Atorus, LLC 2/26/2014 Current Date: 2/26/2014 Change on Day: -0.85% 712M Return: 51.68% MSCI World Change on Total Return since 1/1/12: 82.82% Day Current Long Exposure @ Cost: 4,614,512 No of Positions Current Short Exposure @ Cost: (1,134,302) (+MTM) on Day 189 Net Exposure: 3,480,211 No of Positions (•MTM) Current No. of Positions: 456 on Day 261 Starting Capital: 1,000,000 Current NAV: 1,828,248 Current Leverage (Gross Exposures): 3.14 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor cally T24M (+) NAV Days 51% T24M Avg. Daily NAV (+) Change 1.02% T24M Avg. Daily NAV (•) Change -0.88% 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 adjusts position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.321 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 2P03,000.00 1)300O00.00 1.640000.00 1.400.000.00 1.200.000.00 -NAV 1.000.000.00 800,000.00 600)300.00 EFTA00293410 Atorus, LLC 2/26/2014 Largest Exposures 99th Percentile 1st Largest MTM Gains (95th Percentile MTM Gains % Percentile (@ cost ex.M7M) NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.17% 53 Positions 31.75% COI Comdty (24,622) 0.43% NOVN VX Equity 5,793 0.32% XAU Comdty (24,757) 0.43% EDF FP Equity 5,920 0.32% MEXBOL Index (26,146) 0.45% SX7E Index 5,979 0.33% NO_TSY CREDIT (27,378) 0.48% GS US Equity 6,297 0.34% ZA_TSY CREDIT (33,149) 0.58% UTX US Equity 6,318 0.35% SHCOMP Index (33,700) 0.59% QQQ US Equity 6,380 0.35% JP_TSY CREDIT (59,678) 1.04% SXKP Index 6,401 0.35% CH_TSY CREDIT 60,555 1.05% HON US Equity 6,436 0.35% SXDP Index 61,075 1.06% SXSE Index 6,439 0.35% SPX Index 62,272 1.08% SXXP Index 6,632 0.36% AT_TSY CREDIT 65,839 1.15% CMCSK US Equity 6,665 0.36% DE_TSY CREDIT 66,681 1.16% DAI GR Equity 6,677 0.37% FR_TSY CREDIT 66,815 1.16% CA_TSY CREDIT 6,684 0.37% NL_TSY CREDIT 66,885 1.16% 17_7SY CREDIT 6,694 0.37% FI_TSY CREDIT 68,080 1.18% MAERSKB DC Equity 6,779 0.37% BE_TSY CREDIT 68,662 1.19% ACA P Equity 6,781 0.37% STBCNZL Index 73,231 1.27% AMGN US Equity 6,801 0.37% lE_TSY CREDIT 78,270 1.36% BMY US Equity 6,905 0.38% AU_TSY CREDIT (79,133) 1.38% BEL20 Index 6,911 0.38% MY_TSY CREDIT (92,252) 1.60% MDT US Equity 7,042 0.39% SG_TSY CREDIT (95,749) 1.67% SMI Index 7,219 0.39% CA_TSY CREDIT (97,153) 1.69% ROG VX Equity 7,327 0.40% ASE Index 7,606 0.42% MMM US Equity 7,927 0.43% PRU LN Equity 8,102 0.44% IBEX Index 8,312 0.45% HEX Index 8,513 0.47% XLY US Equity 8,609 0.47% ES_TSY CREDIT 8,931 0.49% DAX Index 8,982 0.49% BAC US Equity 9,185 0.50% LUXXX Index 9,234 0.51% SXOP Index 9,339 0.51% BAYN GR Equity 9,348 0.51% TMO US Equity 9,787 0.54% SXAP Index 10,004 0.55% BA US Equity 10,613 0.58% TYC US Equity 11,133 0.61% MA US Equity 11,327 0.62% KFX Index 11,619 0.64% EFTA00293411  SXIP Index 12,420 0.68% XLV US Equity 12,673 0.69% SXMP Index 12,680 0.69% CELG US Equity 13,406 0.73% NDX Index 13,941 0.76% RTY Index 14,405 0.79% SPX Index 16,660 0.91% SXTP Index 22,888 1.25% ISEQ Index 25,794 1.41% SXDP Index 26,135 1.43% IE_TSY CREDIT 28,845 1.58% STBCNZL Index 32,346 1.77% GILD US Equity 34,561 1.89% No. Nomes by Cetera APAC Long 29 APAC Short 23 EMEA Long 81 EMEA Short 11 AMER Long 172 AMER Short 45 EquityCom Long 63 EquityCom Short 9 G20 Rates Long 14 G20 Rates Short 9 Total Long 359 Total Short 97 Current Exposure by Geography (Listed Equities) & 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) EFTA00293412 Atorus, LLC 2/26/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnocilites, G20 Gov. Credit) 2,000,000 5,000.000 4,000.000 1,500.000 3.000.000 4000,000 —APAC 4020000 -----ENWA -----AMER 500,001 1,000,000 -----EqukyCom —G20 Rates ••• •NexEs2coumRHS e 1S. 41. ‘41. A <V %o lt % eee. %e le % 11. . 11. e ft. t. Moomm A \ \ \ \ \ \ \ ' ‘ \ (51laNuu) Woosowl m000xem (3.000.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlltes, G20 Gov. Credit) - APAC - EM EA ----- AMER Equ tyCorn ----- G20 Rates e 0' 1'4' 'LDsev fl# irri) 4, 4, 4., e e c5\ 4'. A\ ( 1. 4 4) , N\ ti IP ' 4 • ">, ti EFTA00293413 Atorus, LIC 2/26/2014 Current Gross Notional Risk by Category 242,535 596,454 • APAC 1,326,7 • EMEA i Sit 26,018 • AMER • EquityCom • 620 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% — Roll €30DayRe 1.00% abzedVol 0.80% 0.60% 0.40% 0.20% 0.00% d4 f0' fo, to, ,;!) fir e9 O§› ctsp tt do 43\ fo.4)) W .4)) ./2 t ,os' eiP C:\ 12cts I' EFTA00293414 Atorus, LLC 2/26/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 60X0 SO.00 40X0 Vol Days by 30.0 Position 20A10 10.00 000 .44, csr 0' dr csfr tee der dree as* tee e No. Vol Days 0.00% s 2/I MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.63 (<7 Vol Days) 10.00% 4.92 MTM Gains(Losses) % of NAV "Signficant" 15.00% 4.30 (>7 Vol Days) 51.80% 20.00% 0.26 25.00% 0.87 30.00% 1.60 35.00% 3.04 40.00% 4.00 45.00% 5.91 50.00% 8.46 55.00% 10.44 60.00% 12.15 65.00% 16.56 70.00% 19.88 75.00% 24.59 80.00% 28.93 85.00% 35.41 90.00% 44.95 95.00% 54.55 100.00% 182.40 EFTA00293415 Atorus, LLC 2/26/2014 Current Portfolio •Listed Equty Portfolio Current Price P/L in Vol 30P Realized Change on Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol Day (in USD) 000270 KS Equity 67 (4,506) 51.62 50.85 1.38 1.08% (85.74) 005380 KS Equity 34 1,799 217.13 221.22 1.40 1.34% 42.03 005490 KS Equity 70 (3,782) 273.49 268.40 2.31 0.81% 32.62 005930 KS Equity 180 (6,558) 1,285.62 1,250.37 2.92 0.94% (35.11) 012330 KS Equity 977 5,282 244.69 289.95 15.46 1.20% (17.06) 1 HK Equity 24 4,619 15.20 15.28 0.70 0.73% (27.00) 1299 HK Equity 10 3,412 4.82 4.84 0.28 1.08% 20.57 13 HK Equity 1,884 12,243 11.40 13.16 18.07 0.85% (28.72) 16 HK Equity (35) (9,935) 12.66 12.70 -0.54 0.64% (19.36) 27 HK Equity 0 123 9.68 9.71 0.14 2.22% 1.33 2914 JP Equity (18) (4,719) 32.47 32.59 -0.31 1.22% 22.97 3382 JP Equity 75 3,411 37.70 38.53 1.75 1.25% (79.00) 4063 JP Equity (20) (4,536) 56.40 56.66 -0.34 1.32% (16.43) 4502 JP Equity 52 2,102 46.69 47.85 3.47 0.72% (2.07) 4689 JP Equity 40 941 6.03 6.28 2.86 1.47% (15.57) 5 HK Equity (72) 2,280 10.80 10.48 -3.87 0.81% (14.20) 5108 JP Equity (24) 3,498 36.36 36.11 -0.52 1.33% (19.29) 5401 JP Equity 79 (3,709) 2.99 2.92 1.40 1.52% 33.39 6301 JP Equity 17 (3,515) 20.64 20.53 0.34 1.48% 76.66 6752 JP Equity 1,519 4,145 9.01 12.31 13.05 2.81% 282.92 6902 JP Equity 2,571 9,730 41.48 52.44 21.00 1.26% (219.71) 6954 JP Equity 483 6,393 157.65 169.57 4.75 1.59% (3.38) 7201 JP Equity (33) (3,743) 8.85 8.93 -0.69 1.26% 35.70 7203 JP Equity (16) (3,073) 57.44 57.74 -0.42 1.25% 39.74 7267 JP Equity 16 (4,885) 36.43 36.31 0.27 1.22% (2.40) 762 HK Equity 384 (4,155) 1.43 1.30 8.72 1.06% (4.55) 7751 JP Equity 150 (6,865) 31.44 30.75 1.98 1.10% 78.98 8031 JP Equity (13) 3,010 15.31 15.24 -0.37 1.14% (20.14) 8058 JP Equity 21 3,003 19.28 19.41 0.61 1.17% (30.79) 8306 JP Equity (23) (2,979) 5.88 5.93 -0.57 1.33% 29.48 8316 JP Equity 5 (1,182) 46.29 46.10 0.26 1.55% 19.47 8411 JP Equity (58) 3,774 2.12 2.09 -1.18 1.31% (37.21) 8604 JP Equity (30) (2,403) 6.77 6.86 -0.89 1.40% 31.62 8801 JP Equity 49 (2,516) 31.09 30.49 1.27 1.52% 13.26 8802 JP Equity 39 (3,308) 24.73 24.43 0.90 1.32% (2.15) 9020 JP Equity 50 (3,967) 77.53 76.55 1.12 1.13% (27.42) 941 HK Equity 893 (11,351) 10.25 9.45 11.84 0.66% 73.05 9432 JP Equity 401 6,077 53.19 56.70 4.56 1.45% 11.03 9433 JP Equity 3,942 9,476 42.13 59.66 24.58 1.69% (80.43) 9437 JP Equity (313) (5,749) 15.71 16.57 -5.12 1.06% 24.86 9983 JP Equity (140) 3,177 368.36 352.83 -2.79 1.58% (48.77) EFTA00293416 9984 JP Equity 2,314 2,797 42.69 78.01 49.16 1.68% (43.80) AAPL US Equity 8 7,877 518.25 518.77 0.09 1.09% (89.59) ABB US Equity 737 10,408 23.59 25.26 6.90 1.03% 34.52 ABBN VX Equity 597 8,703 23.63 25.25 6.21 1.10% 19.27 ABBV US Equity 124 5,335 49.49 50.64 2.39 0.97% (13.46) ABEV US Equity 128 (7,232) 7.25 7.12 1.24 1.42% (41.05) ABEV3 BZ Equity 131 (6,923) 7.29 7.15 1.38 1.37% (31.90) ABI BB Equity 101 5,566 101.57 103.41 2.04 0.89% 68.32 ABT US Equity 51 4,097 38.87 39.35 1.72 0.72% 7.20 ABX CN Equity (25) 2,002 20.95 20.69 -0.72 1.72% (52.61) ABX US Equity (23) 2,034 20.95 20.71 -0.69 1.67% (50.16) ACA FP Equity 6,781 5,408 6.83 15.40 107.57 1.17% (43.21) ACE US Equity 95 3,677 93.86 96.28 3.98 0.65% (12.53) ACN US Equity 753 9,052 77.04 83.45 10.63 0.78% 7.89 ADP US Equity 81 1,193 72.36 77.28 11.18 0.61% 6.15 AFL US Equity (6) 4,556 62.74 62.65 -0.27 0.52% 8.09 AGN US Equity 1,505 8,057 107.54 127.63 16.62 1.12% 188.18 Al FP Equity (4) 4,497 135.51 135.40 -0.12 0.68% (23.36) AIG US Equity 2 4,012 48.66 48.68 0.05 1.04% (32.82) AIR FP Equity 4,771 6,526 42.47 73.53 67.20 1.09% 72.25 ALV GR Equity 3,210 7,550 125.64 179.06 49.90 0.85% (50.58) ALVG IX Equity 2,407 5,742 126.13 179.00 49.29 0.85% (34.91) AMGN US Equity 6,801 22,886 94.49 122.57 28.93 1.03% (512.36) AMT US Equity 646 10,655 76.29 80.91 7.20 0.84% (1.31) AMZN US Equity 3,605 14,103 287.66 361.18 19.85 1.29% 185.40 ANZ AU Equity 33 3,602 28.48 28.75 1.14 0.81% (18.29) AM US Equity 196 (6,870) 82.74 80.37 2.63 1.09% 208.48 APC US Equity (124) (6,360) 81.31 82.90 -2.06 0.94% 1.08 AXP US Equity 2,635 10,373 71.56 89.75 24.62 1.03% (15.92) AZN LN Equity 4,604 12,676 49.80 67.89 38.81 0.94% (103.63) AZN SS Equity 4,071 11,669 50.40 67.98 37.67 0.93% (52.09) AZN US Equity 4,431 12,432 49.96 67.76 33.68 1.06% (57.98) BA US Equity 10,613 17,951 79.84 127.04 50.18 1.18% (148.38) BAC US Equity 9,185 10,884 8.82 16.27 95.08 0.89% (194.13) BARC LN Equity (227) 5,295 4.40 4.22 -3.63 1.18% (83.11) BAS GR Equity 1,248 7,333 97.30 113.86 21.39 0.80% 17.40 BATS LN Equity 47 4,163 52.24 52.83 1.27 0.88% (11.36) BAX US Equity (293) (8,047) 66.82 69.25 -5.95 0.61% (48.46) BAYN GR Equity 9,348 11,757 76.64 137.56 87.16 0.91% (284.57) BBAS3 BZ Equity 92 (1,954) 8.70 8.29 2.77 1.70% 40.14 BOO US Equity 809 (6,743) 12.96 11.40 9.37 1.28% 80.34 BBOC4 BZ Equity 768 (7,252) 12.74 11.39 8.70 1.22% 132.10 BBL US Equity (36) 2,533 64.60 63.70 -1.26 1.12% (12.18) BBVA SM Equity 1,342 5,723 10.09 12.46 22.65 1.03% (39.07) BCE CN Equity 26 (6,644) 43.17 43.00 0.67 0.59% 35.00 BCS US Equity (279) 6,397 17.69 16.95 -3.35 1.30% (92.07) BEN US Equity 29 4,618 52.08 52.41 0.57 1.09% (39.08) EFTA00293417 BG/ LN Equity (166) (3,003) 17.35 18.31 -3.85 1.43% 4.33 BHP AU Equity 1 5,172 34.61 34.61 0.01 0.98% (101.27) BHP US Equity 1 4,501 69.12 69.14 0.03 0.96% (38.62) BBB US Equity 439 1,066 245.93 347.16 28.64 1.44% 6.90 BIL SI Equity (67) 2,952 32.54 31.82 -1.80 1.26% (42.69) BK US Equity 11 2,177 31.15 31.31 0.60 0.88% (13.85) BLK US Equity 105 1,171 274.17 298.71 9.60 0.93% (11.32) BLT LN Equity (48) 3,437 32.42 31.97 -1.30 1.08% (19.29) BMO CN Equity 30 6,251 65.36 65.68 0.75 0.64% (10.71) BMW GR Equity 845 5,076 98.63 115.04 19.76 0.84% (36.66) BMY US Equity 6,905 13,669 35.71 53.75 41.02 1.23% (101.77) BN FP Equity 21 (3,684) 70.54 70.13 0.60 0.95% 15.53 BNP FP Equity 1,696 5,498 61.78 80.84 28.19 1.09% (55.76) BNS CN Equity (28) 4,379 57.47 57.11 -0.86 0.74% (14.25) BP/ LN Equity 852 9,797 7.76 8.44 12.72 0.68% (37.48) BRK/B US Equity (14) 4,878 114.00 113.67 -050 0.59% 2.85 858R US Equity 1,618 (8,171) 6.18 4.96 14.09 1.41% 119.73 BUD US Equity 137 5,671 101.59 104.04 2.75 0.88% 102.21 BX US Equity 240 2,976 30.31 32.76 7.42 1.09% (12.91) C US Equity (34) 1,362 49.38 48.17 -2.14 1.17% (13.17) CA FP Equity 390 1,959 30.49 36.56 19.19 1.04% (15.34) CAT US Equity 1,193 10,300 87.23 97.33 10.90 1.06% 100.67 CBA AU Equity (10) 6,284 67.74 67.63 -0.20 0.77% (45.74) CBS US Equity 422 1,267 49.35 65.78 26.81 1.24% (2.24) CCL US Equity 855 7,821 36.20 40.16 11.37 0.96% 26.59 CELG US Equity 13,406 15,111 85.54 161.42 76.48 1.16% (448.66) CFR VX Equity (7) 3,162 99.43 99.22 -0.19 1.09% (26.13) CL US Equity 983 18,685 58.99 62.09 9.94 0.53% 35.86 CM CN Equity 21. 5,611 81.17 81.47 0.76 0.49% (4.14) CMCSA US Equity 4,261 17,408 40.65 50.60 27.11 0.90% (3.47) CMCSK US Equity 6,665 18,900 36.26 49.05 39.35 0.90% 64.53 CNI US Equity 1,157 12,873 51.38 55.99 12.76 0.70% 37.48 CNQ CN Equity 222 6,397 35.48 36.71 3.67 0.94% 1.82 CNR CN Equity 1,135 12,425 51.30 55.98 13.78 0.66% 37.77 COF US Equity 322 6,077 67.68 71.27 5.73 0.92% 19.65 COP US Equity 53 (7,980) 66.64 66.20 0.97 0.68% 41.94 COST US Equity 31 4,526 115.31 116.11 1.01 0.68% 32.50 COV LN Equity 186 2,442 //N/A N/A 25.05 0.30% COV US Equity 761 6,347 63.38 70.98 14.19 0.84% 46.11 CRM US Equity 249 2,054 56.89 63.79 9.85 1.23% 4.88 CS FP Equity 2,338 6,734 19.39 26.12 35.47 0.98% (188.13) CSCO US Equity (9) (4,977) 21.79 21.83 -0.20 0.87% 24.80 CSX US Equity 798 8,914 25.07 27.32 8.44 1.06% (29.60) CVE CN Equity 1,076 (10,449) 28.70 25.74 14.87 0.69% 75.43 CVS US Equity 1,565 10,312 62.75 72.27 20.82 0.73% 48.05 CVX US Equity (215) (8,207) 112.39 115.34 -3.69 0.71% (27.29) D US Equity 2,017 12,240 60.05 69.94 24.38 0.68% (308.29) EFTA00293418 DAI GR Equity 6,677 13,908 62.20 92.07 46.68 1.03% (46.89) DBK GR Equity 134 4,052 46.61 48.16 3.11 1.07% (56.23) DD US Equity 2,467 12,305 54.46 65.38 24.62 0.81% 97.00 DDAIF US Equity 3,797 8,377 63.20 91.85 37.32 1.21% (20.34) DE US Equity (129) 8,122 85.63 84.29 -2.66 0.60% 4.74 DELL US Equity 14 6,715 KN/A N/A 2.65 0.08% DG FP Equity 4,189 9,889 51.34 73.08 44.82 0.95% (174.29) DGE LN Equity (10) 790 31.54 31.16 -0.47 2.56% (12.63) DHR US Equity 4,416 14,097 58.57 76.91 46.30 0.68% 25.41 DIS US Equity 1,730 9,908 68.36 80.30 16.98 1.03% (24.41) DISCA US Equity (16) 3,650 82.02 81.67 -0.41 1.04% (6.61) DNB NO Equity 1,021 9,735 15.77 17.43 15.63 0.67% 7.85 DOW US Equity 2,166 6,446 35.84 47.88 29.35 1.14% 104.44 DPW GR Equity 168 547 28.24 36.93 33.79 0.91% 3.04 DTE GR Equity 5,286 13,640 12.22 16.95 36.61 1.06% (321.65) DTV US Equity 2,304 9,495 60.49 75.16 32.48 0.75% 21.39 DUK US Equity (162) (8,822) 69.60 70.88 -3.90 0.47% 47.09 DVN US Equity 204 7,132 61.93 63.70 3.64 0.79% (11.38) EBAY US Equity 417 5,059 52.95 57.32 8.53 0.97% 122.34 Ea US Equity 172 4,580 101.70 105.52 5.24 0.72% 56.23 EDF FP Equity 5,920 9,189 23.45 38.55 65.77 0.98% (318.66) EMC US Equity 489 8,839 24.88 26.26 6.16 0.90% 221.43 EMR US Equity (25) (1,017) 63.75 65.31 -3.29 0.74% (11.41) ENB CN Equity (130) (7,004) 41.70 42.47 -3.86 0.48% 53.53 ENEL IM Equity 1,313 7,503 4.32 5.07 17.54 1.00% (128.92) ENI IM Equity 18 6,605 23.75 23.81 0.39 0.71% (39.26) EOAN GR Equity 17 2,996 18.77 18.87 0.60 0.94% (98.33) EOG US Equity 1,636 5,573 143.99 186.25 27.57 1.06% 131.46 EPD US Equity 660 10,466 62.42 66.35 9.30 0.68% 93.85 ERICB SS Equity 294 6,004 12.27 12.87 5.95 0.82% 55.10 ESRX US Equity 1,095 9,815 66.69 74.13 14.98 0.75% (15.15) ETN US Equity 230 4,358 71.91 75.71 5.06 1.04% 26.37 F US Equity (117) (3,621) 14.82 15.29 -3.28 0.98% (27.74) F8 US Equity 1,553 2,630 44.06 70.07 38.79 1.52% 7.80 FCX US Equity (22) 2,977 33.56 33.31 -0.63 1.19% 40.64 FDX US Equity 528 5,338 120.94 132.91 10.51 0.94% (6.01) FOX US Equity 19 3,520 31.89 32.06 0.62 0.85% (21.68) FOXA US Equity 33 3,246 32.65 32.98 1.03 0.97% (22.94) FP FP Equity 526 8,334 59.78 63.55 8.86 0.71% 11.70 G IM Equity 297 5,607 21.32 22.45 6.11 0.87% (41.11) GE US Equity 2,152 16,425 22.32 25.24 14.18 0.92% (62.13) GILD US Equity 34,561 13,861 24.02 83.93 182.40 1.37% 84.38 GIS US Equity 203 12,190 49.06 49.88 3.10 0.54% (43.53) GLE FP Equity 1,028 3,248 49.51 65.18 24.31 1.30% (8.68) GLEN LN Equity (13) 593 5.63 5.51 -1.68 1.31% (4.67) GLW US Equity 2,164 11,376 16.17 19.25 17.24 1.10% (8.65) GM US Equity 766 2,560 28.27 36.73 26.33 1.14% 47.36 EFTA00293419 GOOG US Equity 5,282 12,428 857.75 1,222.32 48.74 0.87% 54.09 GS US Equity 6,297 13,671 110.98 162.09 61.48 0.75% (310.61) GSK LN Equity 395 4,319 25.71 28.06 7.90 1.16% 19.15 GSZ FP Equity 67 5,466 23.77 24.07 1.49 0.83% (89.64) HAL US Equity 830 5,145 47.69 55.39 15.71 1.03% 9.52 HD US Equity 3,053 13,333 66.67 81.93 32.78 0.70% 374.64 HMB SS Equity 580 6,110 40.79 44.66 10.66 0.89% (19.13) HON US Equity 6,436 11,930 61.10 94.06 86.25 0.63% 48.89 HPQ US Equity 1,322 6,863 25.14 29.98 20.24 0.95% 47.14 HSBA LN Equity (61) 1,529 10.85 10.44 -1.66 2.42% (5.64) !BE SM Equity 1,395 7,103 5.50 6.58 35.06 0.56% 34.60 IBM US Equity 9 (8,393) 184.74 184.53 0.16 0.69% (49.63) IMT LN Equity 1,387 10,924 35.95 40.51 11.20 1.13% 101.20 INTC US Equity 427 9,784 23.81 24.85 5.00 0.87% 116.92 ISP IM Equity 3,273 5,608 1.92 3.04 51.10 1.14% (38.14) ITUB US Equity 292 (5,909) 13.81 13.13 3.52 1.40% 51.48 ITUB4 BZ Equity 199 (6,366) 13.59 13.17 2.36 1.32% 72.82 ITW US Equity 3,016 14,011 67.84 82.44 32.15 0.67% 94.18 ITX SM Equity 184 (4,648) 149.71 143.79 4.42 0.89% 47.10 JCI US Equity 4,582 9,883 34.13 49.94 43.19 1.07% 58.62 JNJ US Equity 3,964 12,630 69.31 91.07 43.09 0.73% (5.01) JPM US Equity 723 8,516 52.29 56.73 10.42 0.82% (96.82) KMB US Equity 181 7,934 106.69 109.12 3.38 0.67% (79.07) KMI US Equity 553 (6,752) 35.17 32.29 9.78 0.84% 69.67 KO US Equity 174 (6,962) 38.83 37.86 3.78 0.66% (14.64) LBTYA US Equity (4) 2,272 84.93 84.80 -0.17 0.90% (28.64) LBTYK US Equity 138 1,975 78.04 83.50 7.71 0.91% (37.19) LIN GR Equity 268 8,087 198.03 204.60 4.34 0.77% (36.16) LLOY LN Equity 3,565 7,073 0.89 1.34 51.01 0.99% (80.85) LLY US Equity 4 1,756 58.44 58.58 0.27 0.89% 4.69 LMT US Equity 651 2,016 122.48 162.04 30.13 1.07% (40.37) LNKO US Equity (146) (1,249) 192.19 214.71 -6.10 1.92% (31.30) LOW US Equity 337 4,470 47.00 50.54 7.98 0.94% 246.03 LVS US Equity 2,480 6,808 61.33 83.67 25.71 1.42% 5.10 LYB US Equity 1,075 2,297 59.29 87.04 41.47 1.13% 32.47 MA US Equity 11,327 17,711 47.01 77.07 51.61 1.24% 209.94 MAERSKB DC Equity 6,779 14,148 8,212.58 12,147.46 46.14 1.04% (198.95) MC FP Equity 25 3,466 183.43 184.76 0.75 0.97% (78.07) MCD US Equity (94) (6,973) 94.88 96.15 -3.09 0.43% 22.74 MCK US Equity 151 1,824 162.20 175.59 10.78 0.77% (18.32) MOLZ US Equity 2,520 13,641 28.68 33.98 23.67 0.78% (104.61) MOT US Equity 7,042 20,811 43.22 57.85 42.30 0.80% 201.65 MET US Equity 954 7,556 44.37 49.97 11.70 1.08% (96.05) MFC CN Equity 4,209 8,003 12.38 18.88 50.57 1.04% (160.12) MHS US Equity 1,755 13,962 #N/A N/A 11.02 1.14% MMM US Equity 7,927 21,331 96.89 132.90 52.54 0.71% 12.33 MO US Equity (6) 3,964 35.61 35.55 -0.24 0.69% (12.78) EFTA00293420 MON US Equity 289 11,917 106.02 108.59 3.20 0.76% (58.33) MOS US Equity (127) (3,132) 46.15 48.03 -3.87 1.05% 1.37 MRK US Equity 1,424 9,684 49.03 56.24 17.86 0.82% 34.99 MS US Equity 137 1,649 27.57 29.85 7.16 1.16% (1.85) MSFT US Equity 552 7,177 34.82 37.50 8.75 0.88% (25.43) MUV2 GR Equity 737 7,645 197.70 216.75 16.58 0.58% (46.70) NAB AU Equity 3 6,672 31.16 31.17 0.06 0.87% (12.55) NCM AU Equity 2,164 (4,077) 21.94 10.30 23.87 2.22% 105.65 NEE US Equity 3,650 14,649 72.62 90.71 35.24 0.71% (230.83) NEM US Equity 2,406 (7,392) 34.95 23.57 17.45 1.87% 88.02 NESN VX Equity 716 9,821 69.64 74.71 8.83 0.83% (21.98) NG/ LN Equity 2,030 12,114 11.82 13.80 24.80 0.68% (168.35) NKE US Equity 969 4,263 64.07 78.64 25.91 0.88% 32.45 NOK US Equity 4,171 4,498 3.96 7.64 61.57 1.51% (23.99) NOV US Equity (71) 2,772 76.16 74.25 -3.12 0.82% (9.86) NOVN VX Equity 5,793 18,291 63.81 84.01 45.07 0.70% (31.21) NOVOB DC Equity 1,610 8,066 39.37 47.22 15.51 1.29% (5.69) NSC US Equity 1,252 9,590 80.49 91.00 11.34 1.15% 48.59 NVS US Equity 4,417 15,510 65.07 83.60 43.29 0.66% (74.28) OGXP3 BZ Equity 5,054 (5,180) 4.43 0.11 21.17 4.61% 185.23 OR FP Equity 27 3,253 167.89 169.27 0.72 1.14% (45.29) ORA FP Equity 88 4,522 12.58 12.83 2.03 0.97% (115.74) ORCL US Equity 1,179 7,418 33.31 38.60 22.87 0.70% 82.77 OXY US Equity 51 4,632 94.24 95.28 1.45 0.76% (20.34) PBR US Equity 459 (2,814) 13.30 11.13 10.87 1.50% 115.26 PBR/A US Equity 421 (2,795) 13.87 11.78 9.96 1.51% 115.24 PCLN US Equity 1,283 3,043 956.05 1,359.28 31.09 1.36% 49.43 PCP US Equity 2,672 13,710 212.47 253.88 22.18 0.88% (115.60) PEP US Equity (16) (1,765) 78.31 79.03 -1.42 0.64% 8.91 PETR3 BZ Equity 444 (2,923) 6.54 5.55 10.59 1.43% 141.64 PETR4 BZ Equity 472 (3,123) 6.95 5.90 10.51 1.44% 130.08 PFE US Equity 4,868 21,828 26.10 31.92 27.34 0.82% 65.64 PG US Equity 52 4,762 77.33 78.17 1.42 0.77% 9.85 PHIA NA Equity 1,604 11,244 30.43 34.77 16.88 0.85% (59.00) PM US Equity 730 (10,166) 85.47 79.33 8.83 0.81% 70.10 PNC US Equity 574 7,645 75.28 80.93 7.90 0.95% 26.62 POT CN Equity (70) (3,323) 32.57 33.25 -2.10 1.00% (4.72) POT US Equity (67) (3,554) 32.66 33.28 -1.76 1.08% (6.71) PRU LN Equity 8,102 10,521 12.76 22.59 64.02 1.20% (196.34) PSA US Equity 528 9,413 158.54 167.43 9.73 0.58% (34.18) PSX US Equity 1,151 6,030 64.65 76.99 19.72 0.97% (46.36) PX US Equity 2,243 16,099 113.30 129.08 18.82 0.74% 63.95 QCOM US Equity 1,565 12,547 66.83 75.16 16.58 0.75% 21.74 QQQ US Equity 6,380 19,920 68.46 90.38 50.96 0.63% 15.93 MI US Equity 906 49.76 49.76 0.00 0.67% (0.74) RDS/A US Equity (20) 3,372 73.41 72.98 -0.76 0.77% (15.20) RDS/B US Equity 171 5,192 75.80 78.29 4.11 0.80% (24.31) EFTA00293421 RDSA LN Equity 230 4,065 34.51 36.47 6.90 0.82% (29.46) RDSA NA Equity (22) 3,264 36.70 36.46 -0.80 0.85% (25.87) RDSB LN Equity 212 4,580 37.36 39.10 5.21 0.89% (31.00) REGN US Equity 738 4,722 292.33 338.01 8.51 1.84% (36.65) RIO AU Equity 11 5,779 60.05 60.17 0.21 0.92% (185.80) RIO LN Equity 227 5,748 54.73 56.88 3.02 1.31% (46.82) RIO US Equity 239 4,934 54.04 56.66 3.33 1.45% (27.17) ROG VX Equity 7