EFTA00293117.pdf

Atorus, LLC 3/12/2014 Current Date: 3/12/2014 Change on Day: .0.73% Total Return since 1/1/12: 84.64% MSCI World Change on 712M Return: 41.61% Day 0.40% T9O Day Return: 14.76% No of Positions T3O Day Return: 7.99% (+MTM) on Day 157 Current Long Exposure @ Cost: 4,753,493 No of Positions (-MTM) Current Short Exposure @ Cost: (1,063,501) on Day 293 Net Exposure: 3,689,992 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,846,430 Current Leverage (Gross Exposures): 3.15 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor cally T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.03% 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 adjusts position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.231 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 1.800.000.00 1.600.000.00 1.400.000.00 1.200.000.00 —NAV 1.000.000.00 800,000.00 600)300.00 ce eeee00,0,, 0 ,0 0 0 Nv, iN iN w 0 EFTA00293117 Atorus, LLC 3/12/2014 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 24.95% 45 Positions 28.86% XAG Curncy (20,150) 0.35% QC/Cl US Equity 6,326 0.34% 180V Index (22,524) 0.39% EDF FP Equity 6,432 0.35% WI Comdty (24,622) 0.42% DAI GR Equity 6,604 0.36% MEXBOL Index (26,146) 0.45% ROG VX Equity 6,680 0.36% INDEXCF Index (26,563) 0.46% SMI Index 6,894 0.37% ZA_TSY CREDIT (33,149) 0.57% CA_TSY CREDIT 6,917 0.37% SHCOMP Index (33,700) 0.58% CMCSK US Equity 7,030 0.38% JP_TSY CREDIT (59,678) 1.03% GS US Equity 7,164 0.39% SXDP Index 61,075 1.05% ACA FP Equity 7,221 0.39% SPX Index 62,272 1.07% PSI20 Index 7,332 0.40% CH_TSY CREDIT 62,439 1.07% BMY US Equity 7,431 0.40% DK_TSY CREDIT 67,396 1.16% DAX Index 7,480 0.41% FR_TSY CREDIT 69,707 1.20% AMGN US Equity 7,506 0.41% AT_TSY CREDIT 71,796 1.23% HEX Index 7,766 0.42% BE_TSY CREDIT 72,869 1.25% MMM US Equity 7,810 0.42% NL_TSY CREDIT 72,937 1.25% MDT US Equity 7,990 0.43% STBCNZL Index 73,231 1.26% ASE Index 7,997 0.43% FI_TSY CREDIT 74,240 1.28% BEL20 Index 8,213 0.44% DE_TSY CREDIT 74,397 1.28% IT_TSY CREDIT 8,272 0.45% lE_TSY CREDIT 78,270 1.35% IBEX Index 8,390 0.45% AU_TSY CREDIT (79,133) 1.36% BAYN GR Equity 8,613 0.47% MY_TSY CREDIT (92,252) 1.59% PRU LN Equity 8,686 0.47% SG_TSY CREDIT (95,749) 1.65% XLY US Equity 8,794 0.48% CA_TSY CREDIT (97,153) 1.67% SXAP Index 9,296 0.50% LUXXX Index 9,941 0.54% TMO US Equity 10,056 0.54% BAC US Equity 10,327 0.56% SXOP Index 10,344 0.56% ES_TSY CREDIT 10,634 0.58% KFX Index 10,786 0.58% TYC US Equity 11,244 0.61% SXMP Index 11,337 0.61% MA US Equity 11,588 0.63% SXIP Index 12,187 0.66% CELG US Equity 12,809 0.69% XLV US Equity 12,967 0.70% NDX Index 14,443 0.78% RTY Index 14,848 0.80% SPX Index 17,646 0.96% SXTP Index 23,136 1.25% EFTA00293118  SXDP Index 23,848 1.29% ISEQ Index 25,563 1.38% IE_TSY CREDIT 31,595 1.71% GILD US Equity 32,057 1.74% STEICNZL Index 32,687 1.77% APAC Lon 30 APAC Short 21 EMEA Long 76 EMEA Short 14 AMER Long 169 AMER Short 45 E • uityCom Lon 65 EquityCom Short 7 G20 Rates Lon 15 G20 Rates Short 8 Total Long 355 Total Short 95 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 a AMER Long $500,000 a AMER Short • EquityCom Long 5 • EquityCom Short $(500,000) • G20 Rates Long • G20 Rates Short 5(1,000,000) EFTA00293119 Atorus, LLC 3/12/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, 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 — EMEA —AMER 500,000 1,000000 — EquityCom —G20 Rates NexEposure RIG e (9 4.P . \ 1 1° O119 (S, isa, 4) civt. Rau= 4,Qg 4" 0' ,? ‘ 'I' 11SI' t St 012 St St \ `1594,et;,1 (580\0001 (2,000.0031 (1000000) (3,000.0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) APAC - EMEA — AMER - EquityEorn G20 Rates .. n."'""Srer"-Iss-NbItThePe. 01/ °N.> (9 411 G G G G 14% e et 49 e9 et9 ei9 e9 4, A\ c) NV 4 7 0 cf 'srt ) rb EFTA00293120 Atorus, LIC 3/12/2014 Current Gross Notional Risk by Category ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.20% —Rolling30DayRe 1.00% azedVol 0.80% 0.60% 0.40% 0.20% 0.00% EFTA00293121 Atorus, LLC 3/12/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70X0 60.00 SOAP 40X0 PA. Vol Days by Position 30X0 20X0 10.00 OAD to.oir te s Percentile No. Vol Days 0.004 24.29 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.65 (<7 Vol Days) 1.65% 10.00% .1.59 MTM Gains(Losses) % of NAV "Signficant" 15.00% .0.46 (>7 Vol Days) 51.79% 20.00% 0.50 25.00% 1.40 30.00% 2.44 35.00% 3.88 40.00% 5.11 45.00% 6.50 50.00% 8.14 55.00% 10.65 60.00% 13.57 65.00% 17.06 70.00% 19.31 75.00% 24.36 80.00% 27.67 85.00% 36.69 90.00% 45.76 95.00% 58.34 100.00% 202.28 EFTA00293122 Atorus, LLC 3/12/2014 Current Portfolio •Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security KIIIM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (80) (5,144) 51.62 52.42 -1.73 0.89% (49.88) 005380 KS Equity 25 1,799 217.13 220.19 1.20 1.17% (9.98) 005490 KS Equity 184 (3,782) 273.49 260.17 5.18 0.94% (5.16) 005930 KS Equity 360 (6,558) 1,285.62 1,214.95 6.14 0.90% 103.94 012330 KS Equity 769 5,282 244.69 280.30 12.50 1.16% (28.71) 1 HK Equity 172 8,073 15.56 15.89 2.25 0.95% (112.47) 1299 HK Equity (86) 3,412 4.82 4.70 -2.80 0.90% (12.48) 13 HK Equity 2,583 12,243 11.40 13.81 20.60 1.02% (149.65) 16 HK Equity 507 (9,935) 12.66 12.01 6.87 0.74% 68.90 27 HK Equity (2) 123 9.68 9.54 -0.78 1.88% (0.70) 2914 JP Equity 248 (4,719) 32.47 30.76 3.71 1.42% 69.55 3382 JP Equity (25) 3,411 37.70 37.42 -0.55 1.34% (54.57) 4063 JP Equity 135 (4,536) 56.40 54.72 2.14 1.39% 83.64 4502 JP Equity 53 2,102 46.69 47.86 3.41 0.73% (10.33) 4689 JP Equity (7) 1,224 6.07 6.04 -0.43 1.34% (30.13) 5 HK Equity (71) 1,519 10.59 10.12 -6.08 0.76% (29.25) 5108 JP Equity 5 3,498 36.36 36.41 0.10 1.35% (49.39) 5401 JP Equity 280 (3,709) 2.99 2.76 5.36 1.41% 105.72 6301 JP Equity (127) (3,515) 20.64 21.38 -2.76 1.30% 33.55 6752 JP Equity 1,541 4,145 9.01 12.36 15.77 2.36% (74.26) 6902 JP Equity 2,256 9,730 41.48 51.09 18.20 1.27% (237.22) 6954 JP Equity 391 6,393 157.65 167.31 3.95 1.55% (150.92) 7201 JP Equity 120 (3,743) 8.85 8.56 2.87 1.12% 48.73 7203 JP Equity 80 (3,073) 57.44 55.94 2.19 1.19% 40.88 7267 JP Equity (42) (4,885) 36.43 36.75 -0.71 1.23% 48.26 762 HK Equity 641 (4,364) 1.42 1.21 13.27 1.11% 162.54 7751 JP Equity 295 (6,865) 31.44 30.09 3.98 1.08% 77.71 8031 JP Equity (58) 1,790 15.39 14.90 -2.65 1.23% (36.04) 8058 JP Equity (74) 3,003 19.26 18.80 -2.09 1.18% (49.90) 8306 JP Equity 70 (2,979) 5.88 5.74 1.80 1.31% 49.60 8316 JP Equity 97 (2,505) 45.91 44.13 2.53 1.53% 38.83 8411 JP Equity (14) 302 2.11 2.02 -4.30 1.11% (1.49) 8604 JP Equity 33 (2,467) 6.76 6.67 0.93 1.43% 62.83 8801 JP Equity (10) 912 31.42 31.09 -0.64 1.69% (18.15) 8802 JP Equity 70 (5,009) 24.84 24.49 0.90 1.54% 105.58 9020 JP Equity 114 (3,967) 77.53 75.31 2.55 1.12% 42.73 941 HK Equity 1,335 (11,351) 10.25 9.05 18.24 0.64% 168.25 9432 JP Equity 464 6,077 53.19 57.26 5.60 1.37% (10.88) 9433 JP Equity 3,470 9,476 42.13 57.56 22.58 1.62% (342.29) 9437 JP Equity (1521 (5,749) 15.71 16.13 -2.66 0.99% 63.28 9983 JP Equity (79) 3,177 368.85 359.86 -1.63 1.53% (65.22) EFTA00293123 9984 JP Equity 1,366 1,678 42.69 77.45 43.72 1.86% (58.44) AAPL US Equity 256 7,877 518.25 535.09 4.28 0.76% (23.39) ABB US Equity 767 10,408 23.59 25.33 8.90 0.83% 4.63 ABBN VX Equity 613 8,703 23.63 25.29 8.04 0.88% (12.87) ABBV US Equity 217 5,335 49.49 51.50 3.97 1.02% (31.41) ABEV US Equity 231 (7,232) 7.25 7.02 2.30 1.39% 28.71 ABEV3 BZ Equity 66 (6,923) 7.11 7.04 0.77 1.24% 29.26 ABI BB Equity (10) 6,721 102.03 101.87 -0.17 0.88% (95.33) ABT US Equity 82 4,097 38.87 39.65 2.96 0.68% (19.71) ABX CN Equity (22) (942) 19.79 20.25 -1.56 1.47% (19.30) ABX US Equity (19) (902) 19.80 20.22 -1.38 1.52% (16.28) ACA FP Equity 7,221 5,408 6.83 15.96 108.36 1.23% (127.52) ACE US Equity 128 5,883 95.25 97.33 3.77 0.58% (15.37) ACN US Equity 676 10,373 77.83 82.90 10.23 0.64% (133.48) ADP US Equity 85 1,193 72.36 77.51 11.30 0.63% (6.85) AFL US Equity 126 7,973 63.79 64.80 2.9S 0.54% (25.85) AGN US Equity 1,522 9,417 110.08 127.87 19.37 0.83% (83.59) Al FP Equity (7) 5,434 135.71 135.54 -0.17 0.74% (45.17) AIG US Equity 93 4,012 48.66 49.80 2.43 0.96% (70.49) AIR FP Equity 3,318 5,221 42.47 69.47 56.38 1.13% (106.06) ALV GR Equity 2,650 7,550 125.64 169.75 37.84 0.93% (38.19) ALVG IX Equity 1,988 5,742 126.13 169.81 38.27 0.90% (34.68) AMGN US Equity 7,506 22,886 94.49 125.48 31.16 1.05% 196.53 AMT US Equity 632 10,655 76.29 80.82 7.79 0.76% (92.71) AMZN US Equity 3,949 14,103 287.66 368.19 21.82 1.28% (84.93) ANZ AU Equity 19 4,457 28.64 28.77 0.54 0.79% (41.27) AM US Equity 288 (6,870) 82.74 79.26 4.12 1.02% 85.31 APC US Equity (87) (6,360) 81.31 82.42 -1.65 0.83% 101.31 AXP US Equity 3,039 10,373 71.56 92.53 34.79 0.84% (120.25) AZN LN Equity 4,235 12,676 49.80 66.44 35.42 0.94% (60.01) AZN SS Equity 3,729 11,669 50.40 66.50 34.29 0.93% (31.31) AZN US Equity 4,106 12,432 49.96 66.46 35.20 0.94% (56.89) BA US Equity 4,004 7,180 79.84 124.37 45.55 1.22% (173.53) BAC US Equity 10,327 10,884 8.82 17.19 108.60 0.87% (172.65) BARC LN Equity (256) 2,118 4.35 3.88 -9.29 1.30% (23.61) BAS GR Equity 871 7,333 97.30 108.86 12.16 0.98% (118.58) BATS LN Equity 60 5,318 52.90 53.49 1.15 0.97% (185.78) BAX US Equity (97) (8,047) 66.82 67.63 -2.00 0.61% 33.76 BAYN GR Equity 8,613 11,757 76.64 132.78 72.46 1.01% (56.58) BBAS3 BZ Equity (26) (1,954) 7.95 8.06 -0.72 1.82% 74.66 HD US Equity 789 (6,743) 12.96 11.44 8.23 1.42% 18.98 BBOC4 BZ Equity 571 (7,252) 12.45 11.47 5.75 1.37% 4.09 BBL US Equity 6 (580) 60.12 59.53 0.88 1.12% 5.79 BBVA SM Equity 1,306 5,790 10.12 12.40 20.89 1.08% (97.98) BCE CN Equity 88 (6,644) 43.17 42.60 2.06 0.64% 141.69 BCS US Equity (307) 2,559 17.47 15.60 -9.22 1.30% (26.42) BEN US Equity 40 3,695 52.08 52.64 1.03 1.04% (15.27) EFTA00293124 BG/ LN Equity (72) (3,297) 17.42 17.80 -2.65 0.82% 24.88 BHP AU Equity (432) 6,689 34.19 32.11 -6.12 1.05% (62.14) BHP US Equity (355) 6,839 67.59 64.25 -5.58 0.93% (15.78) BIIB US Equity 398 1,066 245.93 337.74 25.67 1.45% 2.88 BIL S.I Equity 29 (1,579) 30.49 29.93 1.41 1.31% 8.74 BK US Equity 210 4,840 31.82 33.20 5.09 0.85% (3.47) BLK US Equity 142 1,171 274.17 307.37 13.15 0.92% (6.68) BLT LN Equity 9 (595) 30.20 29.73 1.40 1.10% 9.26 BMO CN Equity 44 8,370 65.44 65.78 0.85 0.61% 13.80 BMW GR Equity 641 5,076 98.63 111.09 12.98 0.97% (74.48) BMY US Equity 7,431 13,669 35.71 55.12 46.81 1.16% (318.71) BN FP Equity 81 (3,684) 70.54 68.99 2.60 0.84% 42.40 BNP FP Equity 1,566 5,498 61.78 79.38 24.62 1.16% (138.59) BNS CN Equity 73 4,379 57.47 58.44 2.51 0.67% 18.30 BP/ LN Equity 332 9,797 7.76 8.03 5.21 0.65% (42.11) BRK/B US Equity 548 8,938 117.61 124.82 8.30 0.74% 23.60 BSBR US Equity 1,744 (8,171) 6.18 4.86 14.04 1.52% 125.99 BUD US Equity (17) 6,846 102.05 101.80 -0.28 0.87% (99.87) BX US Equity 344 2,976 30.31 33.81 10.96 1.05% (89.17) C US Equity (59) 2,414 49.12 47.95 -2.30 1.07% (48.25) CA FP Equity 486 2,976 32.90 38.27 15.12 1.08% (21.62) CAT US Equity 1,121 10,300 87.23 96.72 13.96 0.78% (45.08) CBA AU Equity 6 8,462 67.92 67.97 0.09 0.75% (58.42) CBS US Equity 421 1,267 49.35 65.74 26.51 1.25% (13.05) CCL US Equity 597 7,821 36.20 38.97 7.52 1.01% 17.01 CELG US Equity 12,809 15,111 85.54 158.04 72.87 1.16% (192.61) CFR VX Equity (112) 3,973 99.37 96.66 -2.73 1.03% (58.36) CL US Equity 1,318 18,685 58.99 63.15 12.80 0.55% (95.36) CM CN Equity 360 8,334 82.53 86.10 7.11 0.61% 28.55 CMCSA US Equity 4,376 17,408 40.65 50.86 27.64 0.91% (194.24) CMCSK US Equity 7,030 18,900 36.26 49.75 39.61 0.94% (230.39) CNI US Equity 1,343 12,873 51.38 56.74 18.33 0.57% 130.68 CNQ CN Equity 39 7,768 35.76 35.94 0.50 1.01% (200.77) CNR CN Equity 1,354 12,425 51.30 56.89 18.30 0.60% 171.55 COF US Equity 569 6,077 67.68 74.02 10.34 0.91% (49.58) COP US Equity 30 (7,980) 66.64 66.39 0.64 0.58% 37.96 COST US Equity (33) 7,901 115.72 115.24 -0.60 0.70% 58.10 COV LN Equity 183 2,442 4N/A N/A 22.97 0.33% COV US Equity 773 6,493 63.54 71.10 17.79 0.67% (12.17) CRM US Equity 147 2,054 56.89 60.96 5.06 1.42% (8.44) CS FP Equity 2,125 6,734 19.39 25.51 31.04 1.02% (81.41) CSCO US Equity 7 (4,977) 21.79 21.76 0.19 0.76% (12.88) CSX US Equity 1,286 8,914 25.07 28.69 16.92 0.85% (54.04) CVE CN Equity 907 (10,449) 28.70 26.21 11.43 0.76% 170.86 CVS US Equity 1,607 10,885 63.22 72.56 22.05 0.67% (66.53) CVX US Equity (239) (8,207) 112.39 115.67 -4.42 0.66% (58.39) D US Equity 1,760 12,240 60.05 68.68 19.60 0.73% 119.12 EFTA00293125 DAI GR Equity 6,604 13,908 62.20 91.74 37.43 1.27% (344.68) DBK GR Equity (92) 3,242 46.58 45.29 -2.51 1.13% (50.14) DD US Equity 2,671 12,432 54.56 66.29 27.67 0.78% 1.98 DDAIF US Equity 3,797 8,377 63.20 91.85 31.87 1.42% (212.46) DE US Equity 288 8,122 85.65 88.68 5.30 0.67% (42.75) DELL US Equity (3) 8,073 KN/A N/A -0.57 0.07% DG FP Equity 4,436 9,889 51.34 74.36 42.21 1.06% 24.99 DGE LN Equity (48) 1,190 31.40 30.18 -1.62 2.49% (21.63) DHR US Equity 4,141 14,097 58.57 75.77 50.46 0.58% (206.09) DIS US Equity 1,819 9,908 68.36 80.92 16.41 1.12% (65.06) DISCA US Equity 102 5,840 83.18 84.63 1.54 1.14% (17.02) DNB NO Equity 1,333 9,735 15.77 17.93 16.02 0.85% (101.83) DOW US Equity 2,364 6,793 36.35 49.00 38.11 0.91% (82.43) DPW GR Equity 144 547 28.24 35.67 25.12 1.05% (5.63) DTE GR Equity 4,400 13,640 12.22 16.16 28.11 1.15% 80.74 DTV US Equity 2,782 10,404 61.71 78.21 36.61 0.73% (174.30) DUK US Equity (61) (8,822) 69.60 70.08 -1.48 0.47% (72.16) DVN US Equity 82 8,507 62.34 62.94 1.26 0.77% (121.89) EBAY US Equity 411 6,678 54.29 57.63 7.06 0.87% (56.38) ECL US Equity 467 8,762 104.98 110.57 8.05 0.66% (53.50) EDF FP Equity 6,432 9,189 23.45 39.86 73.94 0.95% (130.16) EMC US Equity 788 9,291 24.95 27.07 10.43 0.81% 40.57 EMR US Equity (14) 792 64.99 63.88 -2.62 0.66% (9.48) ENB CN Equity 16 2,786 44.10 44.35 0.86 0.66% 28.46 ENEL IM Equity 1,812 7,503 4.32 5.36 22.72 1.06% 72.32 ENI IM Equity 94 7,309 23.75 24.06 1.81 0.71% (47.94) EOAN GR Equity 35 2,996 18.77 18.99 1.28 0.91% 69.50 EOG US Equity 1,576 5,573 143.99 184.70 32.48 0.87% (95.27) EPO US Equity 771 10,799 62.55 67.01 11.97 0.60% (25.77) ERICB SS Equity 254 6,004 12.27 12.79 4.53 0.93% (93.01) ESRX US Equity 1,733 9,815 66.69 78.47 22.79 0.77% (44.57) ETN US Equity 80 5,260 72.48 73.58 1.43 1.05% (79.42) F US Equity (116) (3,621) 14.82 15.29 -3.48 0.92% 9.53 FB US Equity 1,584 2,630 44.06 70.58 39.84 1.51% (52.18) FCX US Equity (91) 1,191 33.36 31.00 -6.56 1.16% 0.87 FDX US Equity 729 5,338 120.94 137.46 18.89 0.72% 3.06 FOX US Equity (36) 5,624 32.30 32.09 -0.69 0.93% (45.32) FOXA US Equity (71) 5,673 33.14 32.73 -1.23 1.02% (53.15) P FP Equity 587 10,477 60.68 64.08 7.28 0.77% (68.43) G IM Equity 266 4,486 21.32 22.58 6.28 0.95% 5.84 GE US Equity 2,009 13,140 22.32 25.73 18.08 0.85% (96.65) GILD US Equity 32,057 13,861 24.02 79.59 202.28 1.14% (195.78) GIS US Equity 567 13,333 49.12 51.21 7.08 0.60% 148.98 GLE FP Equity 922 3,248 49.51 63.56 18.95 1.50% (74.15) GLEN LN Equity 141 (2,694) 5.40 5.11 3.55 1.48% 64.70 GLW US Equity 2,201 11,376 16.17 19.30 22.74 0.85% 4.08 GM US Equity 480 2,048 28.27 34.89 18.85 1.24% (64.89) EFTA00293126 GOOG US Equity 4,934 12,428 857.75 1,198.26 53.60 0.74% (83.27) GS US Equity 7,164 13,671 110.98 169.13 64.36 0.81% (255.40) GSK LN Equity 270 5,707 26.22 27.46 6.23 0.76% (70.70) GSZ FP Equity 666 7,644 24.48 26.61 8.01 1.09% (21.25) HAL US Equity 797 5,408 48.07 55.15 13.99 1.05% (127.13) HD US Equity 2,759 13,333 66.67 80.46 26.38 0.78% (178.67) HMB SS Equity 599 6,110 40.79 44.79 10.13 0.97% (41.81) HON US Equity 6,322 11,930 61.10 93.47 83.08 0.64% (182.06) HPQ US Equity 1,206 7,287 25.38 29.58 18.58 0.89% (100.85) HSBA LN Equity (45) 609 10.74 10.00 -8.23 0.91% (14.04) IBE SM Equity 1,552 7,382 5.54 6.70 35.13 0.60% (47.07) IBM US Equity (47) (5,036) 184.74 186.44 -1.85 0.50% 17.21 IMT LN Equity 1,591 10,924 35.95 41.18 15.53 0.94% (61.39) INTC US Equity 388 9,784 23.81 24.75 6.27 0.63% 8.68 ISP IM Equity 3,550 5,699 1.93 3.13 51.91 1.20% (71.51) ITUB US Equity 427 (5,909) 13.81 12.82 4.51 1.60% 100.47 ITUB4 BZ Equity 94 (6,366) 13.06 12.86 1.05 1.41% 100.90 ITW US Equity 2,901 14,011 67.84 81.88 33.40 0.62% (112.23) ITX SM Equity 127 (4,597) 147.96 143.86 2.73 1.01% 42.56 JCI US Equity 3,670 9,883 34.13 46.80 35.67 1.04% (218.58) JNJ US Equity 4,368 12,630 69.31 93.29 52.99 0.65% (33.57) JPM US Equity 893 8,516 52.29 57.77 12.13 0.86% (121.69) KMB US Equity 212 7,934 106.69 109.54 3.58 0.75% 31.68 KMI US Equity 728 (7,123) 34.96 31.39 10.90 0.94% 71.94 KO US Equity 81 (6,962) 38.83 38.38 1.85 0.63% 63.84 LBTYA US Equity 87 2,272 84.93 88.17 4.12 0.93% 14.23 LBTYK US Equity 153 1,975 78.04 84.06 9.39 0.82% 6.67 LIN GR Equity 173 8,087 198.03 202.26 2.66 0.80% (69.82) LLOY LN Equity 3,501 7,073 0.89 1.34 50.84 0.97% (87.85) LLY US Equity 6 2,868 58.84 58.96 0.22 0.86% 20.09 LMT US Equity 673 2,016 122.48 163.39 36.72 0.91% (15.89) LNKO US Equity (2) 1,244 203.18 202.90 -0.08 1.75% (3.95) LOW US Equity 130 7,829 48.41 49.21 1.72 0.96% (60.15) LVS US Equity 2,575 6,808 61.33 84.52 30.37 1.25% (91.87) LYB US Equity 1,199 2,297 59.29 90.23 56.38 0.93% (24.15) MA US Equity 11,588 17,711 47.01 77.76 64.91 1.01% (33.04) MAERSKB DC Equity 6,098 14,148 8,212.58 11,752.42 35.40 1.22% (355.52) MC FP Equity (78) 3,466 183.34 179.30 -2.39 0.94% (45.97) MCD US Equity (164) (4,184) 94.88 98.59 -7.24 0.54% (19.42) MCK US Equity 232 1,949 162.99 182.38 14.43 0.82% (0.05) MOLZ US Equity 2,858 13,641 28.68 34.69 30.14 0.70% (179.28) MDT US Equity 7,990 20,811 43.22 59.82 46.38 0.83% (255.07) MET US Equity 1,386 7,556 44.37 52.51 17.52 1.05% (101.72) MFC CN Equity 4,487 8,003 12.38 19.31 59.03 0.95% 0.78 MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,810 21,331 96.89 132.37 59.10 0.62% (111.52) MO US Equity (6) 6,937 36.13 36.09 -0.12 0.77% (136.05) EFTA00293127 MON US Equity 683 11,917 106.02 112.09 7.83 0.73% (32.03) MRK US Equity 1,513 11,018 42.53 48.37 16.65 0.82% (145.32) MRK US Equity 1,548 11,018 49.71 56.69 13.57 1.04% (35.34) MS US Equity 227 1,649 27.57 31.36 17.84 0.77% (29.92) MSFT US Equity 696 7,177 34.82 38.20 15.20 0.64% 40.38 MUV2 GR Equity 553 7,645 197.70 212.00 8.86 0.82% (12.27) NAB AU Equity (42) 7,534 31.14 30.97 -0.70 0.79% (61.31) NCM AU Equity 351 10.53 10.53 0.00 1.98% 9.57 NEE US Equity 3,839 14,649 72.62 91.65 39.21 0.67% 110.56 NEM US Equity 2,124 (7,392) 34.95 24.91 15.33 1.87% (236.07) NESN VX Equity 742 9,821 69.64 74.90 10.01 0.76% (55.74) NG/ LN Equity 2,052 12,114 11.82 13.83 25.37 0.67% 30.29 NKE US Equity 983 5,145 66.10 78.74 19.40 0.99% (24.98) NOK US Equity 4,236 4,498 3.96 7.70 70.00 1.35% (178.64) NOV US Equity 73 4,672 75.96 77.15 1.80 0.87% (57.63) NOVN VX Equity 5,481 18,291 63.81 82.92 37.93 0.79% (51.77) NOVOB DC Equity 1,349 9,444 40.35 46.11 10.90 1.31% (68.01) NSC US Equity 1,839 9,590 80.49 95.93 22.40 0.86% 86.77 NVS US Equity 4,196 15,510 65.07 82.68 36.81 0.74% (78.75) OGXP3 BZ Equity 5,052 (5,180) 4.09 0.10 25.36 3.85% 462.93 OR FP Equity (49) 2,603 167.83 164.74 -1.86 1.01% (29.76) ORA FP Equity 737 5,141 12.79 14.62 10.68 1.34% (20.11) ORCL US Equity 1,143 7,533 33.38 38.45 20.39 0.74% (86.51) OXY US Equity 86 6,266 94.85 96.14 1.96 0.70% (28.44) PBR US Equity 549 (2,814) 13.30 10.71 13.28 1.47% (34.36) PBR/A US Equity 532 (2,795) 13.87 11.23 12.10 1.57% (48.88) PCLN US Equity 1,187 3,043 956.05 1,329.00 31.61 1.23% (6.09) PCP US Equity 2,967 13,710 212.47 258.45 24.71 0.88% (42.38) PEP US Equity 19 4,644 81.78 82.11 0.55 0.74% (28.74) PETR3 BZ Equity 418 (2,923) 6.25 5.36 10.03 1.42% (43.50) PETR4 BZ Equity 474 (3,123) 6.65 5.64 10.34 1.47% (65.17) PFE US Equity 5,122 21,828 26.10 32.23 32.12 0.73% (169.60) PG US Equity 111 4,762 77.33 79.14 3.52 0.66% 8.99 PHIA NA Equity 786 5,757 30.43 34.58 14.54 0.94% (64.78) PM US Equity 764 (10,166) 85.47 79.05 8.84 0.85% 87.39 PNC US Equity 806 7,645 75.28 83.22 13.15 0.80% (10.95) POT CN Equity 4 (829) 34.30 34.13 0.53 0.92% 4.06 POT US Equity 6 (836) 34.31 34.08 0.73 0.94% 5.78 PRU LN Equity 8,686 10,521 12.76 23.30 70.09 1.18% 610.82 PSA US Equity 476 9,413 158.54 166.56 7.73 0.65% (61.96) PSX US Equity 1,413 6,030 64.65 79.80 22.32 1.05% 87.79 PX US Equity 2,622 16,099 113.30 131.75 24.71 0.66% 11.30 QCOM US Equity 1,874 12,547 66.83 76.81 20.29 0.74% (11.20) QQQ US Equity 6,326 19,920 68.46 90.20 57.36 0.55% (82.64) RAI US Equity 174 6,737 52.22 53.57 2.19 1.18% (30.59) RDS/A US Equity (54) 4,217 73.27 72.34 -1.74 0.74% (30.12) RDS/B US Equity 104 5,192 75.80 77.31 2.61 0.76% (39.93) EFTA00293128 RDSA LN Equity 195 4,065 34.51 36.16 6.84 0.70% (35.12) RDSA NA Equity (47) 4,084 36.62 36.21 -1.71 0.67% (28.26) RDSB LN Equity 159 4,580 37.36 38.66 4.52 0.77% (28.77) REGN US Equity 657 6,240 302.78 334.64 5.96 1.76% 52.81 RIO AU Equity (198) 2,312 59.61 54.89 -8.25 1.04% (15.57) RIO LN Equity (243) 5,748 54.63 52.41 -3.35 1.26% (22.38) RIO US Equity (123) 4,934 54.01 52.70 -1.73 1.43% 38.50 ROG VX Equity 6,680 17,035 212.78 296.22 48.29 0.81% (87.73) RY CN Equity (13) 4,764 65.13 64.95 -0.45 0.60% (8.88) SAB LN Equity (13) 6,565 47.47 47.38 -0.22 0.90% (108.32) SAN FP Equity 131 (6,174) 103.67 101.47 2.44 0.87% 103.21 SAN SM Equity 582 7,256 8.35 9.02 8.94 0.90% (79.25) SAN US Equity 494 5,315 8.28 9.05 9.07 1.02% (51.80) SAP GR Equity (236) 4,193 81.29 76.96 -7.11 0.79% (35.11) SAP US Equity (268) 4,545 81.32 76.79 -7.09 0.83% (47.34) SBUX US Equity 660 75.18 75.18 0.00 1.07% 1.72 SGO FP Equity 2,518 7,836 44.08 58.25 26.26 1.22% (108.37) SI US Equity 931 9,007 114.69 126.55 10.22 1.01% (193.31) SIE GR Equity 938 8,908 114.81 126.90 11.10 0.95% (149.30) SLB US Equity 903 6,528 79.94 90.99 16.21 0.85% (120.29) SMSN LI Equity 454 (7,260) 644.51 604.20 6.51 0.96% 178.78 SO US Equity (20) (3,667) 42.15 42.38 -1.10 0.49% (29.41) SPG US Equity 55 4,487 160.18 162.15 1.66 0.74% 3.34 SREN VX Equity 1,893 10,006 80.46 95.68 24.38 0.78% 347.74 STAN LN Equity 537 (5,283) 22.30 20.03 8.33 1.22% 182.76 STL NO Equity 447 7,901 25.74 27.20 6.22 0.91% (56.15) STT US Equity 9 (913) 66.88 66.19 0.96 1.07% 13.13 SU CN Equity (61) 4,576 33.28 32.84 -2.18 0.61% (14.15) SU FP Equity 198 6,518 84.31 86.88 3.08 0.99% (173.87) SU US Equity (73) 4,606 33.29 32.76 -2.59 0.61% (23.40) SWEDA SS Equity 888 5,950 24.71 28.40 17.45 0.86% (20.82) SYNN VX Equity (291) (8,069) 359.52 372.49 -3.78 0.95% 57.95 T US Equity 485 (8,928) 34.20 32.34 7.61 0.71% (22.88) TD CN Equity 206 7,539 45.27 46.51 4.78 0.57% 13.40 TEF SM Equity (8) 3,631 15.69 15.66 -0.28 0.78% (25.94) TEF US Equity (2) 3,406 15.61 15.60 -0.06 0.89% (25.60) TGT US Equity 442 (10,717) 63.57 60.95 4.14 1.00% 46.60 TJX US Equity 3,069 9,492 46.31 61.29 42.24 0.77% (128.83) TLS AU Equity (39) 6,561 4.59 4.56 -0.98 0.61% (2.15) TLSN SS Equity (18) 4,427 7.62 7.59 -0.46 0.87% (6.27) TM US Equity 295 (5,170) 117.86 111.13 6.60 0.87% 82.32 TMO US Equity 10,056 10,218 63.59 126.17 124.46 0.79% (17.92) TOT US Equity 493 5,823 59.06 64.06 10.34 0.82% (26.43) TRP CN Equity (89) (6,953) 43.75 44.31 -1.74 0.74% (24.46) TRV US Equity