EFTA00293426.pdf

Atorus, LLC 2/27/2014 Current Date: 2/27/2014 Change on Day: 0.33% Total Return since 1/1/12: 83.38% MSCI World Change on 712M Return: 47.92% Day 0.21% T9O Day Return: 6.49% No of Positions T3O Day Return: 7.12% (+MTM) on Day 236 Current Long Exposure @ Cost: 4,647,779 No of Positions (-MTM) Current Short Exposure @ Cost: (1,134,776) on Day 213 Net Exposure: 3,513,003 Current No. of Starting Capital: 1,000,000 Positions: 456 Current NAV: 1,833,771 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 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: 1.301 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 2,000,000.00 1)300,000.00 1.600.000.00 1.400.000.00 1.200.000.00 — NAV 1,000,000.00 600,000.00 600,000.00 , set, 'rid 4 , , „set, At° c5P '1,‘ A\ 4), 4 st% EFTA00293426 Atorus, LLC 2/27/2014 Largest Exposures 99th Percentile 1st Largest MTM Gains (95th Percentile MTM Gains % Percentile (@ cost ex-MTM) NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 22 Positions 23.16% 53 Positions 31.87% CO1 Comdty (24,622) 0.43% EDF FP Equity 5,950 0.32% XAU Comdty (24,757) 0.43% P5120 Index 6,013 0.33% MEXBOL Index (26,146) 0.45% SX7E Index 6,069 0.33% NO_TSY CREDIT (27,378) 0.47% MAERSKB DC Equity 6,102 0.33% ZA_TSY CREDIT (33,149) 0.57% SXKP Index 6,205 0.34% SHCOMP Index (33,700) 0.58% CKIQ US Equity 6,314 0.34% JP_TSY CREDIT (59,678) 1.03% UTX US Equity 6,329 0.35% CH_TSY CREDIT 60,555 1.05% SXSE Index 6,376 0.35% SXDP Index 61,075 1.06% HON US Equity 6,457 0.35% SPX Index 62,272 1.08% DAI GR Equity 6,572 0.36% DE_TSY CREDIT 66,681 1.15% GS US Equity 6,610 0.36% AT_TSY CREDIT 67,328 1.16% SXXP Index 6,702 0.37% FR_TSY CREDIT 68,261 1.18% ACA FP Equity 6,886 0.38% NL_TSY CREDIT 68,398 1.18% CMCSK US Equity 6,909 0.38% PI_TSY CREDIT 69,620 1.20% AMGN US Equity 6,912 0.38% BE_TSY CREDIT 69,713 1.21% CA_TSY CREDIT 6,934 0.38% STBCNZL Index 73,231 1.27% BMY US Equity 6,937 0.38% IE_TSY CREDIT 78,270 1.35% IT_TSY CREDIT 6,937 0.38% AU TSY CREDIT (79,133) 1.37% SMI Index 7,077 0.39% MY_TSY CREDIT (92,252) 1.60% MDT US Equity 7,152 0.39% SG_TSY CREDIT (95,749) 1.66% BEL20 Index 7,354 0.40% CA_TSY CREDIT (97,153) 1.68% ASE Index 7,496 0.41% ROG VX Equity 7,497 0.41% PRU LN Equity 7,942 0.43% MMM US Equity 8,152 0.44% IBEX Index 8,168 0.45% HEX Index 8,591 0.47% XLY US Equity 8,728 0.48% DAX Index 8,765 0.48% ES_TSY CREDIT 9,098 0.50% BAYN GR Equity 9,223 0.50% BAC US Equity 9,345 0.51% SXOP Index 9,576 0.52% LUXXX Index 9,758 0.53% TMO US Equity 9,831 0.54% SXAP Index 9,886 0.54% BA US Equity 10,804 0.59% TYC US Equity 11,003 0.60% KFX Index 11,451 0.62% MA US Equity 11,553 0.63% EFTA00293427  SXIP Index 12,234 0.67% SXMP Index 12,480 0.68% XLV US Equity 12,886 0.70% CELG US Equity 13,304 0.73% NDX Index 14,323 0.78% RTY Index 14,691 0.80% SPX Index 17,051 0.93% SXTP Index 23,560 1.28% SXDP Index 25,885 1.41% ISEQ Index 26,400 1.44% IE_TSY CREDIT 29,309 1.60% STBCNZL Index 32,346 1.76% GILD US Equity 34,338 1.87% APAC Lon 29 APAC Short 23 EMEA Long 81 EMEA Short 11 AMER Long 172 AMER Short 45 E•ul om Lon 63 EquityCom Short 9 G20 Rates Lon 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 5- ■ EquityCom Short $(500,000) ■ G20 Rates Long ■ G20 Rates Short $(1,000,000) EFTA00293428 Atorus, Lit 2/27/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodiites, G20 Gov. Credit) 2,000,000 5,000.000 4,030.000 1,500,003 L000.000 1,000,000 —APAC 2000.000 — EMEA — AMER 500,000 r1 1 1,000.000 -4. —G20 Rates E tyCo , , tiexEposure RIG ts e . CP (SG .). elf _o f etis' et, et:24 c$3 etP 03> (1,300.0001 %Q. eitC. cl. SI' \ \ c'. (51/e000) (2,000.0001 (1.000.000) R300.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) - APAC — EMEA — AMER Epu tyCorn — G20 Rates 0 se 0 0 „,0. e 1,c:),4) e 0 1.0 0 ebV 43C? A\ 4 41.1 4V 3 43V AV C3\ EFTA00293429 Atorus, LIC 2/27/2014 Current Gross Notional Risk by Category dor 243,884 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00293430 Atorus, LLC 2/27/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 60X0 50.00 ©CO v I ys by 30.0 Pomion 2O 10.00 OAD 10* ?et dr eafre c£r c3 tree etre cssecsr Percentile No. Vol Days 0.00,1; /93 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.29 (<7 Vol Days) 1.70% 10.00% 4.93 MTM Gains(Losses) % of NAV "Signficant" 15.00% 4.31 (>7 Vol Days) 51.70% 20.00% 0.23 25.00% 1.03 30.00% 2.10 35.00% 3.00 40.00% 3.98 45.00% 5.68 50.00% 8.31 55.00% 9.86 60.00% 12.46 65.00% 16.14 70.00% 19.61 75.00% 24.94 80.00% 29.28 85.00% 36.04 90.00% 43.65 95.00% 55.65 100.00% 183.48 EFTA00293431 Atorus, LLC 2/27/2014 Current Portfolio •Listed Equity 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 (31) (4,506) 51.62 51.97 -0.59 1.14% (98.49) 005380 KS Equity 75 1,799 217.13 226.14 3.10 1.34% 41.63 005490 KS Equity 54 (3,782) 273.49 269.61 1.80 0.79% (1734) 005930 KS Equity 170 (6,558) 1,285.62 1,252.34 2.91 0.89% (10.60) 012330 KS Equity 943 5,282 244.69 288.37 14.82 1.20% (33.91) 1 HK Equity 64 4,619 15.20 15.42 1.86 0.75% 40.85 1299 HK Equity 41 3,412 4.82 4.88 1.10 1.10% 30.84 13 HK Equity 2,006 12,243 11.40 13.27 19.08 0.86% 123.14 16 HK Equity (36) (9,935) 12.66 12.71 -0.57 0.64% (1.25) 27 HK Equity 4 123 9.68 9.99 1.44 2.25% 3.70 2914 JP Equity 45 (4,719) 32.47 32.16 0.76 1.26% 62.88 3382 JP Equity 37 3,411 37.70 38.11 0.85 1.27% (37.57) 4063 JP Equity (26) (4,536) 56.40 56.72 -0.44 1.30% (5.24) 4502 JP Equity 51 2,102 46.69 47.82 3.38 0.72% (1.20) 4689 JP Equity 35 1,082 6.06 6.25 2.27 1.43% (5.12) 5 HK Equity (59) 3,215 10.73 10.54 -2.30 0.80% 18.23 5108 JP Equity 3 3,498 36.36 36.39 0.06 1.31% 27.02 5401 JP Equity 78 (3,709) 2.99 2.92 1.39 1.52% (1.17) 6301 JP Equity 8 (3,515) 20.64 20.59 0.15 1.49% (9.62) 6752 JP Equity 1,686 4,145 9.01 12.68 14.39 2.83% 171.77 6902 JP Equity 2,563 9,730 41.48 52.40 21.42 1.23% (8.13) 6954 JP Equity 617 6,393 157.65 172.86 6.01 1.61% 136.06 7201 JP Equity (59) (3,743) 8.85 8.99 -1.23 1.28% (26.17) 7203 JP Equity (28) (3,073) 57.44 57.96 -0.72 1.25% (11.57) 7267 JP Equity 23 (4,885) 36.43 36.26 0.39 1.22% 7.03 762 HK Equity 352 (4,155) 1.43 1.31 7.96 1.06% (38.52) 7751 JP Equity 128 (6,865) 31.44 30.85 1.69 1.11% (21.97) 8031 JP Equity (2) 3,010 15.31 15.30 -0.06 1.13% 10.56 8058 JP Equity (5) 3,003 19.28 19.25 -0.14 1.17% (26.07) 8306 JP Equity 1 (2,979) 5.88 5.88 0.03 1.34% 23.63 8316 JP Equity 23 (1,688) 46.23 45.61 0.87 1.54% 18.30 8411 JP Equity (77) 3,774 2.12 2.08 -1.58 1.29% (18.61) 8604 JP Equity (8) (1,201) 6.77 6.82 -0.49 1.39% 6.65 8801 JP Equity 116 (2,516) 31.09 29.65 2.99 1.55% 72.23 8802 JP Equity 127 (3,308) 24.73 23.78 2.83 1.36% 92.43 9020 JP Equity (4) (3,967) 77.53 77.62 -0.10 1.13% (55.33) 941 HK Equity 840 (11,351) 10.25 9.49 11.18 0.66% (61.43) 9432 JP Equity 366 6,077 53.19 56.39 4.15 1.45% (35.35) 9433 JP Equity 3,934 9,476 42.13 59.63 24.84 1.67% (8.14) 9437 JP Equity (300) (5,749) 15.71 16.53 -4.97 1.05% 11.91 9983 JP Equity (172) 3,177 368.00 349.12 -3.36 1.61% (31.58) EFTA00293432 9984 JP Equity 2,285 2,797 42.69 77.57 48.21 1.69% (28.60) AAPL US Equity 91 7,877 518.25 524.25 1.07 1.08% 84.19 ABB US Equity 739 10,408 23.59 25.27 7.06 1.01% 1.72 ABBN VX Equity 608 8,703 23.63 25.28 6.36 1.10% 10.58 ABBV US Equity 132 5,335 49.49 50.71 2.55 0.97% 8.02 ABEV US Equity 47 (7,232) 7.25 7.20 0.45 1.45% (82.69) ABEV3 BZ Equity 21 (6,923) 7.29 7.27 0.23 1.36% (111.76) ABI BB Equity 130 6,144 101.78 103.95 2.44 0.87% 32.49 ABT US Equity 90 4,097 38.87 39.72 2.96 0.74% 39.20 ABX CN Equity (9) 2,002 20.95 20.86 -0.27 1.74% 15.68 ABX US Equity (13) 2,034 20.95 20.82 -0.39 1.69% 10.15 ACA P Equity 6,886 5,408 6.83 15.54 109.35 1.16% 106.07 ACE US Equity 107 3,677 93.86 96.58 4.46 0.65% 11.84 ACN US Equity 730 9,052 77.04 83.26 10.32 0.78% (22.76) ADP US Equity 85 1,193 72.36 77.55 11.70 0.61% 4.52 MI. US Equity 26 4,556 62.74 63.09 1.06 0.53% 32.36 AGN US Equity 1,529 8,057 107.54 127.95 18.93 1.00% 24.33 Al FP Equity 11 4,497 135.51 135.84 0.35 0.69% 14.69 AIG US Equity 31 4,012 48.66 49.04 0.74 1.05% 29.79 AIR FP Equity 4,772 6,526 42.47 73.53 68.77 1.06% 0.91 ALV GR Equity 2,950 7,550 125.64 174.74 42.98 0.91% (253.20) ALVG IX Equity 2,200 5,742 126.13 174.47 42.03 0.91% (201.21) AMGN US Equity 6,912 22,886 94.49 123.02 29.69 1.02% 111.05 AMT US Equity 705 10,655 76.29 81.34 7.75 0.85% 60.18 AMZN US Equity 3,462 14,103 287.66 358.27 18.83 1.30% (141.36) ANZ AU Equity 34 3,602 28.48 28.75 1.19 0.80% 0.63 AM US Equity 266 (6,870) 82.74 79.54 3.49 1.11% 74.01 APC US Equity (124) (6,360) 81.31 82.89 -2.23 0.87% 0.23 MP US Equity 2,695 10,373 71.56 90.16 25.78 1.01% 60.08 AZN LN Equity 4,691 12,676 49.80 68.23 40.71 0.91% 87.41 AZN SS Equity 4,110 11,669 50.40 68.15 39.73 0.89% 39.11 AZN US Equity 4,570 12,432 49.96 68.32 37.76 0.97% 139.96 BA US Equity 10,804 17,951 79.84 127.90 51.94 1.16% 192.75 BAC US Equity 9,345 10,884 8.82 16.40 95.71 0.90% 162.03 BARC LN Equity (246) 5,295 4.40 4.21 -4.01 1.16% (18.66) BAS GR Equity 1,189 7,333 97.30 113.07 20.51 0.79% (58.87) BATS LN Equity 87 4,163 52.24 53.33 2.27 0.91% 40.21 BAX US Equity (227) (8,047) 66.82 68.71 -4.58 0.62% 61.49 BAYN GR Equity 9,223 11,757 76.64 136.75 87.20 0.90% (124.22) BBAS3 BZ Equity 12 (1,954) 8.70 8.65 0.35 1.80% (84.39) HD US Equity 640 (6,743) 12.96 11.73 6.95 1.37% (210.37) BBOC4 BZ Equity 560 (7,252) 12.74 11.76 6.04 1.28% (250.95) BBL US Equity (24) 3,160 64.49 64.01 -0.66 1.13% 15.54 BBVA SM Equity 1,268 5,723 10.09 12.33 21.00 1.06% (72.88) BCE CN Equity (12) (6,644) 43.17 43.25 -0.29 0.61% (38.20) BCS US Equity (262) 6,397 17.69 17.00 -3.21 1.27% 17.23 BEN US Equity 56 4,618 52.08 52.71 1.11 1.09% 27.49 EFTA00293433 BG/ LN Equity (141) (3,003) 17.35 18.17 -3.30 1.42% 22.22 BHP AU Equity (21) 5,172 34.61 34.47 -0.42 0.97% (21.61) BHP US Equity 6 4,501 69.12 69.22 0.15 0.94% 4.92 BIIB US Equity 426 1,066 245.93 344.16 28.24 1.41% (12.86) BIL S.I Equity (54) 2,952 32.55 31.96 -1.55 1.18% 13.24 BK US Equity 39 2,921 31.29 31.70 1.46 0.91% 37.16 BLK US Equity 127 1,171 274.17 303.85 11.04 0.98% 22.34 BLT LN Equity (52) 3,437 32.41 31.93 -1.59 0.96% (4.18) BMO CN Equity 37 6,957 65.40 65.75 0.84 0.64% 7.81 BMW GR Equity 818 5,076 98.63 114.51 18.88 0.85% (26.80) BMY US Equity 6,937 13,669 35.71 53.83 41.49 1.22% 31.63 BN FP Equity 14 (3,684) 70.54 70.27 0.40 0.96% (7.21) BNP FP Equity 1,688 5,498 61.78 80.75 28.03 1.10% (7.80) BNS CN Equity (26) 4,379 57.47 57.13 -0.81 0.73% 2.07 BP/ LN Equity 807 9,797 7.76 8.40 12.27 0.67% (45.37) BRK/B US Equity 2 4,878 114.00 114.04 0.07 0.60% 16.14 BSBR US Equity 1,489 (8,171) 6.18 5.06 12.57 1.45% (190.71) BUD US Equity 125 6,259 101.80 103.84 2.31 0.87% (12.26) BX US Equity 258 2,976 30.31 32.94 8.05 1.08% 17.51 C US Equity (28) 1,966 49.08 48.38 -1.23 1.18% 8.31 CA FP Equity 384 1,959 30.49 36.46 20.58 0.95% (6.29) CAT US Equity 1,141 10,300 87.23 96.89 10.32 1.07% (51.35) CBA AU Equity (26) 6,284 67.73 67.46 -0.54 0.77% (16.04) CBS US Equity 430 1,267 49.35 66.08 27.80 1.22% 7.88 CCL US Equity 922 7,821 36.20 40.47 11.96 0.99% 67.03 CELG US Equity 13,304 15,111 85.54 160.84 78.09 1.13% (101.20) CFR VX Equity 1 3,567 99.44 99.47 0.04 1.04% 9.18 CL US Equity 956 18,685 58.99 62.01 9.66 0.53% (26.25) CM CN Equity 91 5,611 81.17 82.49 3.05 0.53% 71.21 CMCSA US Equity 4,491 17,408 40.65 51.13 27.62 0.93% 231.95 CMCSK US Equity 6,909 18,900 36.26 49.52 39.53 0.92% 246.25 CNI US Equity 1,160 12,873 51.38 56.01 13.65 0.66% 3.28 CNQ CN Equity 159 6,397 35.48 36.36 2.55 0.98% (62.29) CNR CN Equity 1,156 12,425 51.30 56.07 14.96 0.62% 21.18 COF US Equity 414 6,077 67.68 72.29 7.16 0.95% 93.27 COP US Equity 88 (7,980) 66.64 65.91 1.59 0.69% 35.57 COST US Equity 26 5,201 115.40 115.98 0.75 0.68% (5.67) COV LN Equity 186 2,442 4N/A N/A 25.05 0.30% COV US Equity 782 6,347 63.38 71.19 14.76 0.83% 21.54 CRM US Equity 307 2,054 56.89 65.39 11.59 1.29% 59.14 CS FP Equity 2,227 6,734 19.39 25.80 32.67 1.01% (109.09) CSCO US Equity (34) (4,977) 21.79 21.94 -0.77 0.87% (24.62) CSX US Equity 819 8,914 25.07 27.38 8.71 1.06% 21.31 CVE CN Equity 1,025 (10,449) 28.70 25.88 14.09 0.70% (61.55) CVS US Equity 1,522 10,312 62.75 72.01 20.59 0.72% (43.00) CVX US Equity (210) (8,207) 112.39 115.26 -3.63 0.70% 5.23 D US Equity 1,942 12,240 60.05 69.58 23.64 0.67% (74.43) EFTA00293434 DAI GR Equity 6,572 13,908 62.20 91.60 45.94 1.03% (104.77) DBK GR Equity 104 4,052 46.61 47.81 2.38 1.08% (30.18) DO US Equity 2,560 12,305 54.46 65.79 25.50 0.82% 93.91 DDAIF US Equity 3,765 8,377 63.20 91.61 38.35 1.17% (31.42) DE US Equity (75) 8,122 85.64 84.86 -1.51 0.61% 54.61 DELL US Equity 14 6,715 #N/A WA 2.65 0.08% DG FP Equity 4,362 9,889 51.34 73.98 46.62 0.95% 175.02 DGE LN Equity (9) 990 31.46 31.17 -0.37 2.53% 0.45 DHR US Equity 4,430 14,097 58.57 76.97 49.94 0.63% 14.26 DIS US Equity 1,728 9,908 68.36 80.28 17.16 1.02% (2.58) DISCA US Equity (8) 3,650 82.02 81.84 -0.21 1.04% 7.66 DNB NO Equity 1,229 9,735 15.77 17.76 17.48 0.72% 212.05 DOW US Equity 2,253 6,446 35.84 48.36 30.27 1.15% 88.53 DPW GR Equity 164 547 28.24 36.68 32.64 0.92% (4.69) DTE GR Equity 5,126 13,640 12.22 16.81 35.21 1.07% (158.74) DTV US Equity 2,414 9,495 60.49 75.87 32.76 0.78% 111.35 DUK US Equity (118) (8,822) 69.60 70.53 -2.80 0.48% 42.26 DVN US Equity 249 7,132 61.93 64.09 4.39 0.80% 45.21 EBAY US Equity 524 5,059 52.95 58.44 10.25 1.01% 109.40 Ea US Equity 209 5,177 102.22 106.34 5.47 0.74% 41.92 EDF FP Equity 5,950 9,189 23.45 38.63 67.77 0.96% 29.81 EMC US Equity 531 8,839 24.88 26.37 6.86 0.88% 41.97 EMR US Equity (17) (678) 63.75 65.37 -3.48 0.73% (0.61) ENB CN Equity (78) (7,004) 41.70 42.16 -2.28 0.49% 49.85 ENEL IM Equity 1,297 7,503 4.32 5.06 17.36 1.00% (16.65) ENI IM Equity 13 7,309 23.75 23.79 0.26 0.71% (5.53) EOAN GR Equity 15 2,996 18.77 18.86 0.53 0.93% (2.28) EOG US Equity 1,642 5,573 143.99 186.42 28.80 1.02% 6.73 EPD US Equity 839 10,466 62.42 67.42 11.13 0.72% 182.07 ERICB SS Equity 263 6,004 12.27 12.80 5.29 0.83% (30.97) ESRX US Equity 1,114 9,815 66.69 74.26 15.19 0.75% 18.25 ETN US Equity 220 4,809 72.24 75.54 4.41 1.04% (11.60) F US Equity (122) (3,621) 14.82 15.32 -3.46 0.98% (5.42) F8 US Equity 1,512 2,630 44.06 69.38 37.19 1.55% (40.33) FCX US Equity (18) 2,977 33.56 33.35 -0.52 1.18% 4.16 FDX US Equity 542 5,338 120.94 133.21 10.89 0.93% 13.37 FOX US Equity 19 3,520 31.89 32.07 0.67 0.81% 0.28 FOXA US Equity 31 3,246 32.65 32.97 1.04 0.92% (1.35) FP FP Equity 520 8,334 59.78 63.51 8.79 0.71% (5.59) G IM Equity 243 5,607 21.32 22.24 4.89 0.89% (52.93) GE US Equity 2,285 16,425 22.32 25.42 14.80 0.94% 134.39 GILD US Equity 34,338 13,861 24.02 83.54 183.48 1.35% (221.90) GIS US Equity 158 13,333 49.12 49.70 2.23 0.53% (48.98) GLE FP Equity 1,043 3,248 49.51 65.42 24.91 1.29% 15.34 GLEN LN Equity (11) 395 5.63 5.48 -2.15 1.25% (1.96) GLW US Equity 2,191 11,376 16.17 19.29 18.08 1.06% 27.06 GM US Equity 741 2,560 28.27 36.46 25.04 1.16% (24.35) EFTA00293435 GOOG US Equity 5,257 12,428 857.75 1,220.60 49.78 0.85% (24.84) GS US Equity 6,610 13,671 110.98 164.63 60.63 0.80% 318.34 GSK LN Equity 412 4,319 25.71 28.16 9.53 1.00% 17.71 GSZ FP Equity 326 5,466 23.77 25.19 6.08 0.98% 270.65 HAL US Equity 836 5,145 47.69 55.44 16.18 1.00% 5.60 HD US Equity 3,021 13,333 66.67 81.77 32.74 0.69% (31.92) HMB SS Equity 538 6,110 40.79 44.38 9.68 0.91% (42.17) HON US Equity 6,457 11,930 61.10 94.17 88.63 0.61% 20.53 HPQ US Equity 1,259 6,863 25.14 29.75 19.34 0.95% (62.76) HSBA LN Equity (47) 1,529 10.86 10.54 -1.26 2.44% 14.63 IBE SM Equity 1,403 7,143 5.51 6.59 35.65 0.55% 7.92 IBM US Equity (23) (8,393) 184.74 185.24 -0.39 0.69% (32.07) IMT LN Equity 1,402 10,924 35.95 40.56 11.78 1.09% 15.91 INTC US Equity 340 9,784 23.81 24.64 4.26 0.82% (86.01) ISP IM Equity 3,250 5,631 1.92 3.03 50.89 1.13% (22.81) ITUB US Equity 168 (5,909) 13.81 13.42 1.97 1.44% (134.00) ITUB4 BZ Equity 50 (6,366) 13.59 13.49 0.59 1.33% (154.94) ITW US Equity 2,973 14,011 67.84 82.23 31.83 0.67% (42.89) ITX SM Equity 248 (4,648) 149.71 141.73 5.68 0.94% 69.90 JCI US Equity 4,501 9,883 34.13 49.67 42.04 1.08% (80.01) JNJ US Equity 3,994 12,630 69.31 91.24 43.46 0.73% 30.12 JPM US Equity 692 8,516 52.29 56.54 9.84 0.83% (30.55) KMB US Equity 164 7,934 106.69 108.89 3.06 0.68% (16.64) KMI US Equity 614 (6,752) 35.17 31.97 10.58 0.86% 72.27 KO US Equity 147 (6,962) 38.83 38.01 3.13 0.67% (28.64) LBTYA US Equity 3 2,272 84.93 85.06 0.18 0.87% 7.06 LBTYK US Equity 144 1,975 78.04 83.73 8.37 0.87% 5.75 LIN GR Equity 266 8,087 198.03 204.55 4.44 0.74% (2.05) LLOY LN Equity 3,618 7,073 0.89 1.35 54.49 0.94% 52.46 LLY US Equity 24 2,312 58.64 59.26 1.14 0.93% 26.91 LMT US Equity 625 2,016 122.48 160.44 29.28 1.06% (26.06) LNKO US Equity (88) (833) 192.19 212.53 -5.46 1.94% 7.55 LOW US Equity 358 5,142 47.46 50.76 7.48 0.93% 24.15 LVS US Equity 2,607 6,808 61.33 84.82 26.23 1.46% 128.77 LYB US Equity 1,090 2,297 59.29 87.43 43.84 1.08% 14.83 MA US Equity 11,553 17,711 47.01 77.67 52.13 1.25% 227.33 MAERSKB DC Equity 6,102 14,148 8,212.58 11,754.35 38.59 1.12% (655.31) MC FP Equity 40 3,466 183.43 185.53 1.21 0.94% 14.67 MCD US Equity (5) (6,973) 94.88 94.94 -0.15 0.47% 87.56 MCK US Equity 134 1,886 162.57 174.15 9.27 0.77% (16.65) MOLZ US Equity 2,443 13,641 28.68 33.82 22.51 0.80% (75.88) MDT US Equity 7,152 20,811 43.22 58.08 43.28 0.79% 110.21 MET US Equity 978 7,556 44.37 50.11 11.90 1.09% 24.29 MFC CN Equity 4,264 8,003 12.38 18.97 52.10 1.02% 55.08 MHS US Equity 1,755 13,962 #N/A N/A 11.02 1.14% MMM US Equity 8,152 21,331 96.89 133.92 53.88 0.71% 226.39 MO US Equity 22 3,964 35.61 35.80 0.80 0.70% 28.74 EFTA00293436 MON US Equity 342 11,917 106.02 109.06 3.76 0.76% 52.74 MOS US Equity (118) (2,505) 46.15 48.32 -4.84 0.97% (14.77) MRK US Equity 1,461 10,017 49.24 56.42 17.60 0.83% 37.70 MS US Equity 158 1,649 27.57 30.21 8.08 1.19% 21.69 MSFT US Equity 575 7,177 34.82 37.61 9.26 0.87% 22.97 MUV2 GR Equity 714 7,645 197.70 216.16 15.98 0.58% (22.92) NAB AU Equity (3) 6,672 31.16 31.14 -0.05 0.85% (6.20) NCM AU Equity 2,184 (4,077) 21.94 10.19 25.33 2.12% 67.26 NEE US Equity 3,595 14,649 72.62 90.44 34.33 0.71% (55.35) NEM US Equity 2,382 (7,392) 34.95 23.69 17.33 1.86% (46.98) NESN VX Equity 760 9,821 69.64 75.02 9.84 0.79% 43.83 NG/ LN Equity 2,114 12,114 11.82 13.89 25.17 0.69% 84.10 NKE US Equity 912 4,704 65.15 77.79 21.88 0.89% (60.62) NOK US Equity 4,193 4,498 3.96 7.66 63.81 1.46% 21.96 NOV US Equity (59) 3,707 75.77 74.57 -1.94 0.83% 15.55 NOVN VX Equity 5,332 18,291 63.81 82.41 40.40 0.72% (451.29) NOVOB DC Equity 1,657 8,410 39.64 47.46 15.30 1.29% 49.50 NSC US Equity 1,174 9,590 80.49 90.35 10.52 1.16% (77.59) NVS US Equity 4,125 15,510 65.07 82.37 37.64 0.71% (287.87) OGXP3 BZ Equity 5,053 (5,180) 4.43 0.11 21.31 4.58% (18.86) OR FP Equity 12 3,253 167.89 168.53 0.36 1.08% (14.27) ORA FP Equity 10 4,555 12.58 12.61 0.22 1.00% (77.50) ORCL US Equity 1,237 7,418 33.31 38.86 23.73 0.70% 58.02 OXY US Equity 54 4,632 94.24 95.34 1.54 0.76% 2.95 PBR US Equity 413 (2,814) 13.30 11.35 9.56 1.54% (62.88) PBR/A US Equity 396 (2,795) 13.87 11.90 9.34 1.52% (33.23) PCLN US Equity 1,278 3,043 956.05 1,357.58 31.07 1.35% (5.37) PCP US Equity 2,829 13,710 212.47 256.32 23.26 0.89% 158.53 PEP US Equity (16) (2,708) 78.56 79.04 -0.96 0.63% (0.32) PETR3 BZ Equity 394 (2,923) 6.54 5.66 9.32 1.45% (66.74) PETR4 BZ Equity 433 (3,123) 6.95 5.98 9.63 1.44% (52.34) PFE US Equity 5,005 21,828 26.10 32.09 28.00 0.82% 138.10 PG US Equity 38 4,762 77.33 77.96 1.07 0.75% (13.38) PHIA NA Equity 1,238 8,995 30.43 34.62 16.03 0.86% (44.42) PM US Equity 579 (10,166) 85.47 80.61 6.60 0.86% (172.34) PNC US Equity 602 7,645 75.28 81.21 8.25 0.95% 28.01 POT CN Equity (90) (3,323) 32.57 33.45 -2.89 0.93% (19.03) POT US Equity (83) (3,554) 32.66 33.42 -2.24 1.04% (14.87) PRU LN Equity 7,942 10,521 12.76 22.40 64.60 1.17% (158.32) PSA US Equity 492 9,413 158.54 166.82 9.43 0.55% (36.47) PSX US Equity 968 6,030 64.65 75.03 15.43 1.04% (178.03) PX US Equity 2,313 16,099 113.30 129.57 19.13 0.75% 70.07 QCOM US Equity 1,525 12,547 66.83 74.95 16.22 0.75% (39.11) QQQ US Equity 6,314 19,920 68.46 90.16 51.62 0.61% (65.37) RAI US Equity 3 1,919 49.83 49.91 0.24 0.68% 6.00 RDS/A US Equity (29) 4,217 73.28 72.77 -0.89 0.77% (11.77) RDS/B US Equity 144 5,192 75.80 77.90 3.43 0.81% (26.24) EFTA00293437 RDSA LN Equity 213 4,065 34.48 36.28 6.45 0.81% (21.72) RDSA NA Equity (34) 4,084 36.63 36.32 -1.00 0.84% (15.22) RDSB LN Equity 193 4,580 37.36 38.94 4.76 0.88% (19.55) REGN US Equity 750 5,026 294.77 338.79 9.12 1.64% 13.27 RIO AU Equity (21) 5,779 60.05 59.83 -0.40 0.91% (31.87) RIO LN Equity 257 5,748 54.73 57.17 3.73 1.20% 30.83 RIO US Equity 320 4,934 54.04 57.55 4.36 1.49% 81.92 ROG VX Equity 7,497 17,035 212.78 306.43 54.03 0.81% 171.06 RY CN Equity (10) 4,764 65.13 64.98 -0.32 0.69% (11.78) SAB LN Equity 120 4,132 46.80 48.16 3.04 0.95% 3.16 SAN FP Equity 36 (6,174) 103.67 103.06 0.77 0.75% (18.05) SAN SM Equity 565 7,256 8.35 9.00 9.60 0.81% (17.69) SAN US Equity 482 5,315 8.28 9.03 8.57 1.06% (8.40) SAP GR Equity (130) 5,241 81.50 79.53 -3.47 0.71% (32.12) SAP US Equity (177) 7,101 81.55 79.57 -3.41 0.73% (9.79) SBUX US Equity (7) (622) 71.23 72.01 -1.03 1.07% (6.79) SGO FP Equity 2,617 7,836 44.08 58.81 33.23 1.00% 8.34 SI US Equity 1,619 11,259 114.69 131.17 18.10 0.79% (71.26) SIE GR Equity 1,269 8,908 114.81 131.17 18.75 0.76% (85.50) SLB US Equity 997 6,528 79.94 92.15 18.38 0.83% (51.80) SMSN LI Equity 227 (7,260) 644.51 624.37 3.28 0.95% 24.05 SO US Equity (4) 270 42.49 41.90 -3.17 0.45% (1.26) SPG US Equity 1 4,487 160.18 160.20 0.02 0.74% (21.76) SREN VX Equity 1,501 9,709 80.14 92.53 19.35 0.80% (68.94) STAN LN Equity 228 (5,283) 22.30 21.34 3.86 1.12% 19.30 STL NO Equity 208 6,281 25.39 26.23 3.43 0.97% (33.93) STT US Equity (31) 2,074 68.59 67.59 -1.37 1.07% 0.81 SU CN Equity (38) 4,576 33.28 33.01 -1.24 0.67% (7.47) SU FP Equity 286 6,518 84.31 88.01 4.80 0.91% 2.95 SU US Equity (43) 4,606 33.29 32.98 -1.44 0.65% (14.36) SWEDA SS Equity 675 5,950 24.71 27.51 13.04 0.87% (12.72) SYNN VX Equity (64) (8,069) 359.52 362.39 -0.78 1.03% (21.22) T US Equity 562 (8,522) 34.31 32.05 8.46 0.78% (6.50) TD CN Equity (20) 4,716 44.82 44.63 -0.89 0.47% 15.23 TEF SM Equity (32