EFTA00293085.pdf

Atorus, LLC 3/10/2014 Current Date: 3/10/2014 Change on Day: -0.57% Total Return since 1/1/12: 86.80% MSCI World Change on T12M Return: 40.94% Day T9O Day Return: 11.90% No of Positions T3O Day Return: 10.10% (+MTM) on Day 175 Current Long Exposure @ Cost: 4,726,564 No of Positions (-MTM) Current Short Exposure @ Cost: (1,052,371) on Day 274 Net Exposure: 3,674,193 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,867,958 Current Leverage (Gross Exposures): 3.09 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: 1.271 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 2,006,000.00 1$00,000.00 1,600,000.00 1400,000.00 1,200,000.00 —NAV 1.000.000.00 600,000.00 600,000.00 ,;$ < 11 %.1' 4,1) °' .7) ib 04 e• 0, e• P PS PS PS Q'S e• 4S 4 4 A\ 4 % 4 1% 4 c*P sbt' EFTA00293085 Atorus, LLC 3/10/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- largest MTM Gains Current Posi ions (90th MTM) Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.89% 45 Positions 28.97% XAG Curncy (20,150) 035% ROG VX Equity 6,620 0.35% INDEXCF Index (22,387) 0.39% HON US Equity 6,642 0.36% IBOV Index (22,524) 039% DAI GR Equity 6,844 0.37% CO1 Comdty (24,622) 0.43% CA_TSY CREDIT 6,968 0.37% MEXBOL Index (26,146) 0.45% SMI Index 7,028 0.38% ZA_TSY CREDIT (33,149) 0.57% CMCSK US Equity 7,260 0.39% SHCOMP Index (33,700) 0.58% ACA FP Equity 7,290 0.39% JP_TSY CREDIT (59,678) 1.03% AMGN US Equity 7,297 0.39% CH_TSY CREDIT 60,555 1.05% P5120 Index 7,483 0.40% SXDP Index 61,075 1.06% GS US Equity 7,682 0.41% SPX Index 62,272 1.08% BMY US Equity 7,690 0.41% DK_TSY CREDIT 63,203 1.09% DAX Index 7,757 0.42% FR_TSY CREDIT 69,707 1.21% ASE Index 7,997 0.43% DE_TSY CREDIT 71,310 1.23% MDT US Equity 8,015 0.43% AT_TSY CREDIT 71,796 1.24% MMM US Equity 8,068 0.43% BE_TSY CREDIT 72,869 1.26% PRU LN Equity 8,117 0.43% NL_TSY CREDIT 72,937 1.26% BEL20 Index 8,255 0.44% STBCNZL Index 73,231 1.27% IT TSY CREDIT 8,267 0.44% FI_TSY CREDIT 74,240 1.28% BA US Equity 8,279 0.44% IE_TSY CREDIT 78,270 1.35% HEX Index 8,457 0.45% AU TSY CREDIT (79,133) 1.37% BAYN GR Equity 8,877 0.48% MY_TSY CREDIT (92,252) 1.60% IBEX Index 8,881 0.48% SG_TSY CREDIT (95,749) 1.66% XLY US Equity 9,009 0.48% CA_TSY CREDIT (97,153) 1.68% SXAP Index 9,544 0.51% LW= Index 9,725 0.52% TMO US Equity 10,015 0.54% SXOP Index 10,534 0.56% BAC US Equity 10,571 0.57% ES_TSY CREDIT 10,629 0.57% KFX Index 11,401 0.61% MA US Equity 11,479 0.61% SXMP Index 11,526 0.62% TYC US Equity 11,914 0.64% SXIP Index 12,141 0.65% CELG US Equity 12,669 0.68% XLV US Equity 13,049 0.70% NDX Index 14,431 0.77% RTY Index 15,270 0.82% SPX Index 18,030 0.97% SXTP Index 23,313 1.25% EFTA00293086  SXDP Index 24,582 1.32% ISEQ Index 25,784 1.38% IE_TSY CREDIT 31,140 1.67% GILD US Equity 31,999 1.71% STEICNZL Index 32,687 1.75% APAC Lon 29 APAC Short 22 EMEA Long 77 EMEA Short 13 AMER Long 171 AMER Short 43 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 16 G20 Rates Short 7 Total Long 357 Total Short 93 Current Exposure by Geography (Listed Equl t es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 • APAC Long $1,500,000 • APAC Short • EMEA Long $1,000,000 a EMEA Short a AMER Long $500,000 a AMER Short • EquityCom Long 5 • EquityCom Short $(500,000) • G20 Rates Long • G20 Rates Short $(1,000,000) EFTA00293087 Atorus, LLC 3/10/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 5,000.000 4,000.000 1,500,0E0 3,000.000 1,000,000 —APAC 2,000.000 — EMEA —AMER 500,000 — 1,000,000 —G 2 'tyCo —G0 Rates .--sNexEposure RHS O% 4041' O4). 4 % % O% Sit le eia O% a*, O." % IP . % % sq.cl. c c O of4>044cvovt• \ ti. "5c i (1.000.0001 IP . IP ' paeocci S" (1. \ ‘ cb \ \ \ V' (2,000.0001 (1,000.000) (3,000,0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) — APAC — EMEA — AMER - EquityCorn — G20 Rates e e% e e %e e Q. e sy- 4' 4' 4 AC' cc' % *,C? 4 A\ c5C' N. 4' AY rb EFTA00293088 Atorus, LIC 3/10/2014 Current Gross Notional Risk by Category 246,988 591,464 AF ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293089 Atorus, LLC 3/10/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.110 6000 40X0 Days by Position 30X0 20.110 1000 0.00 Cyr Ayr 43. Q. O. 4). 43. Q. Q . Q. itr No. Vol Days 0.00% -10.90 MTM Gains(Losses) % of NAV Signficant 5.00% -3.40 (<7 Vol Days) 1.77% 10.00% -1.19 MTM Galns(Losses) % of NAV "Signficant" 15.00% .0.18 (>7 Vol Days) 52.31% 20.00% 0.67 25.00% 1.59 30.00% 2.86 35.00% 3.86 40.00% 5.02 45.00% 6.46 50.00% 8.03 55.00% 11.28 60.00% 13.72 65.00% 16.64 70.00% 19.83 75.00% 23.42 80.00% 28.71 85.00% 36.58 90.00% 44.69 95.00% 57.09 100.00% 182.60 EFTA00293090 Atorus, LLC 3/10/2014 Current Portfolio •Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. € Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity 30 (5,144) 51.62 51.32 0.58 1.01% 77.26 005380 KS Equity 35 1,799 217.13 221.32 1.49 1.29% (29.64) 005490 KS Equity 220 (3,782) 273.49 257.55 5.89 0.99% 64.74 005930 KS Equity 233 (6,558) 1,285.62 1,239.94 4.02 0.88% 77.21 012330 KS Equity 802 5,282 244.69 281.82 11.93 1.27% (56.36) 1 HK Equity 225 8,073 15.56 15.99 2.90 0.96% (146.57) 1299 HK Equity (46) 3,412 4.82 4.76 -1.38 0.97% (47.37) 13 HK Equity 2,758 12,243 11.40 13.97 20.22 1.11% (361.81) 16 HK Equity 526 (9,935) 12.66 11.99 6.98 0.76% 125.42 27 HK Equity (3) 123 9.67 9.47 -166 2.04% (3.81) 2914 JP Equity 235 (4,719) 32.47 30.85 3.46 1.44% 38.00 3382 JP Equity 40 3,411 37.70 38.14 0.85 1.38% (14.44) 4063 JP Equity 103 (4,536) 56.40 55.12 1.61 1.41% 55.70 4502 JP Equity 44 2,102 46.69 47.66 2.76 0.75% (4.50) 4689 JP Equity 22 1,082 6.06 6.18 1.52 1.35% 7.99 5 HK Equity (71) 3,038 10.61 10.37 -2.88 0.81% (28.95) 5108 JP Equity 43 3,498 36.36 36.81 0.91 1.37% (8.50) 5401 JP Equity 139 (3,709) 2.99 2.88 2.55 1.47% 43.13 6301 JP Equity (173) (3,515) 20.64 21.65 -3A5 1.43% (13.23) 6752 JP Equity 1,628 4,145 9.01 12.55 15.82 2.48% (27.10) 6902 JP Equity 2,446 9,730 41.48 51.91 19.84 1.27% (103.57) 6954 JP Equity 475 6,393 157.65 169.36 4.82 1.54% (104.40) 7201 JP Equity 75 (3,743) 825 8.67 1.64 1.22% 28.02 7203 JP Equity 59 (3,073) 57.44 56.34 1.56 1.22% 48.37 7267 JP Equity 11 (4,885) 36.43 36.34 0.19 1.23% 84.89 762 HK Equity 498 (4,155) 1.43 1.26 11.38 1.05% 150.48 7751 JP Equity 230 (6,865) 31.44 30.38 2.85 1.18% 59.42 8031 JP Equity (16) 2,984 15.40 15.32 -0.41 1.25% (74.72) 8058 JP Equity (47) 3,003 19.27 18.98 -1.29 1.21% (24.75) 8306 JP Equity 39 (2,979) 5.88 5.81 0.95 1.37% 23.00 8316 JP Equity 67 (2,505) 45.91 44.69 1.67 1.59% 33.54 8411 JP Equity (26) 604 2.12 2.03 -3.55 1.21% (5.45) 8604 JP Equity (34) (2,467) 6.76 6.86 -0.96 1.45% 4.60 8801 JP Equity (37) (2,013) 31.09 31.66 -166 1.73% 33.96 8802 JP Equity (5) (3,881) 24.81 24.84 407 1.60% 72.29 9020 JP Equity 111 (3,967) 77.53 75.36 2.42 1.16% 18.45 941 HK Equity 1,161 (11,351) 10.25 9.20 15.17 0.67% 372.54 9432 JP Equity 371 6,077 53.19 56.44 4.23 1.45% (99.00) 9433 JP Equity 3,723 9,476 42.13 58.69 23.22 1.69% (188.37) 9437 JP Equity (1771 (5,749) 15.71 16.19 -2.89 1.07% 35.66 9983 JP Equity (10) 3,177 369.07 367.92 420 1.54% (24.75) EFTA00293091 9984 JP Equity 1,367 1,678 42.69 77.47 45.10 1.81% 16.27 AAPL US Equity 199 7,877 518.25 531.37 2.62 0.97% 45.14 ABB US Equity 749 10,408 23.59 25.29 7.92 0.91% (117.87) ABBN VX Equity 630 8,703 23.63 25.34 8.01 0.90% (122.77) ABBV US Equity 218 5,335 49.49 51.51 3.56 1.14% 17.27 ABEV US Equity 218 (7,232) 7.25 7.03 2.09 1.44% 146.87 ABEV3 BZ Equity 66 (6,923) 7.14 7.08 0.69 1.40% 100.67 ABI BB Equity 65 6,721 102.03 103.01 1.12 0.86% (31.91) ABT US Equity 88 4,097 38.87 39.70 3.12 0.69% 17.57 ABX CN Equity 467 19.75 19.75 0.00 1.51% (3.40) ABX US Equity 453 19.75 19.75 0.00 1.55% (3.55) ACA FP Equity 7,290 5,408 6.83 16.05 105.36 1.28% (46.28) ACE US Equity 151 4,780 94.76 97.74 5.15 0.61% (14.84) ACN US Equity 811 9,712 77.48 83.95 13.24 0.63% (12.71) ADP US Equity 95 1,193 72.36 78.13 12.63 0.63% (6.61) MI US Equity 205 6,607 63.57 65.54 5.52 0.56% (8.29) AGN US Equity 1,598 9,135 109.60 128.76 20.71 0.84% 114.45 Al FP Equity 54 5,434 135.71 137.07 1.34 0.75% (7.58) AIG US Equity 184 4,012 48.66 50.90 4.51 1.02% (27.25) AIR FP Equity 4,225 6,526 42.47 69.97 53.33 1.21% (270.81) ALV GR Equity 2,714 7,550 125.64 170.82 36.70 0.98% (147.34) ALVG IX Equity 2,037 5,742 126.13 170.88 37.00 0.96% (124.00) AMGN US Equity 7,297 22,886 94.49 124.61 28.24 1.13% 521.12 AMT US Equity 642 10,655 76.29 80.89 7.68 0.78% (9.21) AMZN US Equity 4,017 14,103 287.66 369.58 21.03 1.35% (92.88) ANZ AU Equity 82 4,457 28.64 29.17 2.39 0.77% (53.21) AM US Equity 216 (6,870) 82.74 80.13 2.98 1.06% (16.46) APC US Equity (266) (6,360) 81.31 84.71 -5.35 0.78% 57.32 AXP US Equity 3,195 10,373 71.56 93.61 35.78 0.86% (36.40) AZN LN Equity 4,232 12,676 49.80 66.43 35.14 0.95% (89.05) AZN SS Equity 3,758 11,669 50.40 66.63 33.81 0.95% (75.82) AZN US Equity 4,093 12,432 49.96 66.40 35.10 0.94% (86.01) BA US Equity 8,279 14,361 79.84 125.87 49.24 1.17% (538.34) BAC US Equity 10,571 10,884 8.82 17.39 101.98 0.95% 25.07 BARC LN Equity (342) 4,236 4.38 4.06 -6.60 1.22% (124.91) BAS GR Equity 969 7,333 97.30 110.16 13.73 0.96% (80.91) BATS LN Equity 259 4,933 52.71 55.48 5.49 0.96% 16.62 BAX US Equity (82) (8,047) 66.82 67.50 -1.70 0.60% 1.89 BAYN GR Equity 8,877 11,757 76.64 134.50 76.81 0.98% (197.87) BBAS3 BZ Equity (26) (1,954) 8.33 8.44 -0.72 1.81% 23.73 HD US Equity 755 (6,743) 12.96 11.51 7.76 1.44% 218.76 BBOC4 BZ Equity 571 (7,252) 12.50 11.51 5.23 1.51% 221.81 BBL US Equity (32) 506 64.24 60.44 -5.63 1.11% (10.67) BBVA SM Equity 1,423 5,790 10.12 12.60 23.42 1.05% (0.46) BCE CN Equity (75) (6,644) 43.17 43.66 -1.82 0.62% (5.18) BCS US Equity (427) 5,118 17.60 16.25 -6.58 1.27% (152.61) BEN US Equity 78 3,695 52.08 53.18 1.95 1.08% (49.39) EFTA00293092 BG/ LN Equity (131) (3,003) 17.35 18.11 -4.95 0.89% 33.03 BHP AU Equity (285) 6,689 34.27 32.87 -4.06 1.05% (237.78) BHP US Equity (299) 6,060 68.07 64.86 -5.23 0.94% (161.61) BIIB US Equity 387 1,066 245.93 335.26 22.87 1.59% 31.81 BIL S.I Equity 15 (530) 31.17 30.27 2.19 1.31% 15.67 BK US Equity 221 3,723 31.43 33.29 6.78 0.88% (8.94) BLK US Equity 146 1,171 274.17 308.40 13.08 0.95% (10.40) BLT LN Equity (37) 550 32.28 30.26 -6.26 1.06% (16.64) BMO CN Equity (33) 8,370 65.44 65.18 -0.56 0.70% (28.18) BMW GR Equity 692 5,076 98.63 112.06 14.41 0.95% (118.52) BMY US Equity 7,690 13,669 35.71 55.80 42.92 1.31% 11039 BN FP Equity 29 (3,684) 70.54 69.99 0.89 0.88% 10.94 BNP FP Equity 1,769 5,498 61.78 81.66 28.44 1.13% (28.60) BNS CN Equity 10 4,379 57.47 57.60 0.30 0.72% 12.91 BP/ LN Equity 371 9,797 7.76 8.06 5.78 0.65% (22.54) BRK/B US Equity 453 7,702 116.56 123.42 8.03 0.73% 73.25 BSBR US Equity 1,672 (8,171) 6.18 4.92 13.24 1.55% 89.06 BUD US Equity 65 6,846 102.05 103.01 1.13 0.84% (26.51) BX US Equity 467 2,976 30.31 35.07 14.77 1.06% 36.46 C US Equity 16 3,018 49.15 49.40 0.50 1.03% (23.75) CA FP Equity 549 2,724 32.46 39.00 18.45 1.09% (2.99) CAT US Equity 1,090 10,300 87.23 96.46 10.95 0.97% (60.69) CBA AU Equity 39 7,736 67.87 68.22 0.69 0.74% (58.26) CBS US Equity 450 1,267 49.35 66.87 28.68 1.24% (13.17) CCL US Equity 599 7,821 36.20 38.97 7.04 1.09% (73.28) CELG US Equity 12,669 15,111 85.54 157.25 65.36 1.28% 511.46 CFR VX Equity (68) 3,973 99.42 97.76 -1.74 0.98% (46.54) CL US Equity 1,278 18,685 58.99 63.03 11.81 0.58% (10.70) CM CN Equity 278 7,245 82.04 85.19 6.10 0.63% 39.38 CMCSA US Equity 4,645 17,408 40.65 51.49 28.81 0.93% (107.78) CMCSK US Equity 7,260 18,900 36.26 50.19 40.43 0.95% (65.92) CNI US Equity 1,183 12,873 51.38 56.10 15.58 0.59% (9.57) CNQ CN Equity 286 7,311 35.69 37.09 3.95 0.99% (72.09) CNR CN Equity 1,176 12,425 51.30 56.15 15.46 0.61% 4.39 COF US Equity 657 6,077 67.68 75.00 11.55 0.94% (24.59) COP US Equity 3 (7,980) 66.64 66.62 0.05 0.60% (5.95) COST US Equity (126) 7,901 115.69 113.88 -2.22 0.72% 17.50 COV LN Equity 183 2,442 ittil/A N/A 22.97 0.33% COV US Equity 786 6,347 63.38 71.23 15.80 0.78% (7.78) CRM US Equity 115 2,054 56.89 60.06 3.78 1.48% (27.35) CS FP Equity 2,272 6,734 19.39 25.93 31.33 1.08% (64.55) CSCO US Equity 22 (4,977) 21.79 21.70 0.52 0.83% 16.88 CSX US Equity 1,316 8,914 25.07 28.77 16.08 0.92% (45.38) CVE CN Equity 724 (10,449) 28.70 26.71 9.35 0.74% (86.63) CVS US Equity 1,764 10,694 63.07 73.48 23.43 0.70% 11.78 CVX US Equity (201) (8,207) 112.39 115.14 -3.81 0.64% (1.97) D US Equity 1,682 12,240 60.05 68.30 19.60 0.70% 22.50 EFTA00293093 DAI GR Equity 6,844 13,908 62.20 92.82 38.69 1.27% (358.46) DBK GR Equity (16) 4,052 46.61 46.44 -0.35 1.08% (96.18) DD US Equity 2,885 12,432 54.56 67.23 30.30 0.77% (17.46) DDAIF US Equity 3,874 8,377 63.20 92.43 32.72 1.41% (214.38) DE US Equity 240 8,122 85.65 88.19 4.60 0.64% (60.41) DELL US Equity (3) 8,073 KN/A N/A -0.57 0.07% DG FP Equity 4,442 9,889 51.34 74.40 40.14 1.12% (7.28) DGE LN Equity (26) 1,190 31.44 30.77 -0.88 2.46% (6.90) DHR US Equity 4,438 14,097 58.57 77.01 52.98 0.59% (62.85) DIS US Equity 1,970 9,908 68.36 81.96 17.58 1.13% (83.72) DISCA US Equity 168 4,745 82.82 85.75 3.00 1.18% 13.00 DNB NO Equity 1,444 9,735 15.77 18.11 17.03 0.87% (158.52) DOW US Equity 2,477 6,689 36.20 49.61 40.11 0.92% 7.10 DPW GR Equity 150 547 28.24 35.98 24.99 1.10% (10.84) DTE GR Equity 4,120 13,640 12.22 15.91 26.25 1.15% (223.23) DTV US Equity 2,959 10,185 61.42 79.27 40.92 0.71% (76.84) DUK US Equity (7) (8,822) 69.60 69.66 -0.19 0.44% 28.35 DVN US Equity 268 8,507 62.34 64.30 4.21 0.75% (83.37) EBAY US Equity 498 6,678 54.29 58.34 8.24 0.91% (78.32) Ea US Equity 410 7,865 104.35 109.79 7.83 0.67% (3.17) EDF FP Equity 6,463 9,189 23.45 39.94 77.02 0.91% 94.51 EMC US Equity 772 9,291 24.95 27.02 9.90 0.84% 10.77 EMR US Equity 939 65.01 65.01 0.00 0.65% (8.92) ENB CN Equity 939 44.04 44.04 0.00 0.65% 3.99 ENEL IM Equity 1,710 7,503 4.32 5.30 21.81 1.04% (10.93) ENI IM Equity 119 7,309 23.75 24.14 2.30 0.71% (2.83) EOAN GR Equity (34) 2,996 18.76 18.55 -1.25 0.92% (22.52) EOG US Equity 1,731 5,573 143.99 188.71 32.98 0.94% (32.51) EPO US Equity 794 10,799 62.55 67.15 11.57 0.64% (31.78) ERICB SS Equity 348 6,004 12.27 12.98 6.45 0.90% (24.13) ESRX US Equity 1,711 9,815 66.69 78.32 21.54 0.81% 14.43 ETN US Equity 187 5,260 72.48 75.05 3.43 1.03% (81.00) F US Equity (174) (3,621) 14.82 15.53 -5.19 0.93% 23.34 FB US Equity 1,652 2,630 44.06 71.73 37.88 1.66% 104.74 FCX US Equity (168) 2,381 33.39 31.20 -5.90 1.19% (83.96) FDX US Equity 736 5,338 120.94 137.62 16.73 0.82% (1.75) FOX US Equity 94 5,098 32.29 32.89 2.13 0.87% (67.46) FOXA US Equity 75 5,188 33.16 33.64 1.49 0.97% (77.09) FP FP Equity 664 9,405 60.29 64.55 9.24 0.76% (34.22) G IM Equity 245 4,486 21.32 22.48 5.51 0.99% (10.85) GE US Equity 2,159 13,140 22.32 25.98 18.86 0.87% (73.54) GILD US Equity 31,999 13,861 24.02 79.49 182.60 1.26% 291.28 GIS US Equity 359 13,333 49.12 50.44 4.59 0.59% (69.22) GLE FP Equity 1,041 3,248 49.51 65.37 21.88 1.46% (4.89) GLEN LN Equity 63 (1,635) 5.49 5.28 2.75 1.40% 66.20 GLW US Equity 2,255 11,376 16.17 19.38 18.38 1.08% (206.23) GM US Equity 792 2,560 28.27 37.02 27.86 1.11% (55.85) EFTA00293094 GOOG US Equity 5,110 12,428 857.75 1,210.41 48.28 0.85% (86.81) GS US Equity 7,682 13,671 110.98 173.33 70.50 0.80% (107.61) GSK LN Equity 340 5,707 26.22 27.78 7.57 0.79% 12.54 GSZ FP Equity 580 6,555 24.15 26.29 8.30 1.07% 33.68 HAL US Equity 911 5,408 48.07 56.17 16.64 1.01% (10.69) HD US Equity 3,085 13,333 66.67 82.09 30.39 0.76% (66.71) HMB SS Equity 606 6,110 40.79 44.83 10.54 0.94% (0.33) HON US Equity 6,642 11,930 61.10 95.11 89.26 0.62% (91.36) HPQ US Equity 1,323 7,075 25.27 29.99 21.49 0.87% (79.63) HSBA LN Equity (59) 1,217 10.78 10.28 -5.57 0.87% (13.14) !BE SM Equity 1,565 7,382 5.54 6.71 36.67 0.58% 8.94 IBM US Equity (54) (5,036) 184.74 186.73 -1.95 0.55% 31.45 IMT LN Equity 1,641 10,924 35.95 41.35 14.69 1.02% (57.26) INTC US Equity 403 9,784 23.81 24.79 6.34 0.65% 36.50 ISP IM Equity 3,665 5,653 1.92 3.17 50.52 1.28% (68.27) ITUB US Equity 397 (5,909) 13.81 12.88 4.19 1.61% 196.76 ITUB4 BZ Equity 94 (6,366) 13.15 12.95 1.02 1.46% 181.36 ITW US Equity 2,945 14,011 67.84 82.10 32.59 0.65% (117.30) ITX SM Equity 79 (2,789) 149.71 145.49 2.80 1.00% 49.15 JCI US Equity 4,176 9,883 34.13 48.54 42.31 1.00% (99.41) JNJ US Equity 4,365 12,630 69.31 93.27 50.78 0.68% 19.48 JPM US Equity 1,124 8,516 52.29 59.19 15.99 0.83% (36.12) KMB US Equity 182 7,934 106.69 109.14 2.95 0.78% 25.41 KMI US Equity 635 (7,123) 34.96 31.84 9.78 0.91% 57.96 KO US Equity 46 (6,962) 38.83 38.58 1.10 0.60% (15.55) LBTYA US Equity 51 2,272 84.93 86.85 2.35 0.96% (15.12) LBTYK US Equity 145 1,975 78.04 83.76 8.05 0.91% (23.18) LIN GR Equity 265 8,087 198.03 204.52 3.96 0.83% (37.48) LLOY LN Equity 3,700 7,073 0.89 1.36 52.82 0.99% (33.12) LLY US Equity (9) 2,868 58.84 58.65 -0.39 0.84% 6.57 LMT US Equity 709 2,016 122.48 165.52 38.33 0.92% (21.02) LNKO US Equity 370 203.11 203.11 0.00 1.90% (6.94) LOW US Equity 279 7,829 48.41 50.13 3.66 0.97% (25.64) LVS US Equity 2,699 6,808 61.33 85.64 31.06 1.28% (161.92) LYB US Equity 1,210 2,297 59.29 90.51 52.19 1.01% (9.46) MA US Equity 11,479 17,711 47.01 77.47 52.88 1.23% (157.65) MAERSKB DC Equity 6,385 14,148 8,212.58 11,918.97 38.54 1.17% (210.45) MC FP Equity (23) 3,466 183.43 182.21 -0.74 0.90% (9.66) MCD US Equity (30) (6,973) 94.88 95.28 -0.93 0.45% (0.16) MCK US Equity 206 1,949 162.99 180.25 12.78 0.83% (26.45) MOLZ US Equity 3,011 13,641 28.68 35.01 32.68 0.68% 27.44 MOT US Equity 8,015 20,811 43.22 59.87 48.41 0.80% 51.66 MET US Equity 1,539 7,556 44.37 53.41 18.62 1.09% 34.64 MFC CN Equity 4,443 8,003 12.38 19.25 53.48 1.04% (12.73) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 8,068 21,331 96.89 133.54 59.35 0.64% (146.94) MO US Equity 133 6,937 36.13 36.82 2.55 0.75% 16.05 EFTA00293095 MON US Equity 829 11,917 106.02 113.39 9.88 0.70% (72.87) MOS US Equity 49.63 0.89% MRK US Equity 1,637 11,018 49.85 57.26 16.12 0.92% (32.17) MS US Equity 268 1,649 27.57 32.05 15.98 1.02% (16.29) MSFT US Equity 621 7,177 34.82 37.83 10.53 0.82% (9.68) MUV2 GR Equity 553 7,645 197.70 212.00 10.98 0.66% (86.43) NAB AU Equity 18 7,534 31.14 31.21 0.30 0.82% (70.46) NCM AU Equity 351 10.40 10.40 0.00 1.98% (18.11) NEE US Equity 3,744 14,649 72.62 91.18 34.59 0.74% (13.91) NEM US Equity 2,262 (7,392) 34.95 24.25 16.38 1.87% 30.87 NESN VX Equity 830 9,821 69.64 75.52 11.52 0.73% (60.66) NW LN Equity 1,942 12,114 11.82 13.72 23.82 0.67% (74.70) NKE US Equity 991 5,145 66.10 78.84 19.33 1.00% (50.86) NOK US Equity 4,487 4,498 3.96 7.92 78.16 1.28% (50.11) NOV US Equity 171 4,672 75.96 78.75 4.26 0.86% (1.47) NOVN VX Equity 5,487 18,291 63.81 82.95 37.75 0.79% (232.52) NOVOB DC Equity 1,514 9,444 40.35 46.81 12.48 1.28% (139.05) NSC US Equity 1,636 9,590 80.49 94.22 20.20 0.84% (22.97) NVS US Equity 4,219 15,510 65.07 82.77 35.26 0.77% (96.42) OGXP3 BZ Equity 5,052 (5,180) 4.41 0.11 24.01 4.06% (259.17) OR FP Equity (14) 3,253 167.88 167.14 -0.44 1.00% (10.15) ORA FP Equity 762 4,555 12.58 14.69 12.13 1.38% 151.29 ORCL US Equity 1,227 7,533 33.38 38.82 20.88 0.78% (28.41) OXY US Equity 139 5,176 94.53 97.07 3.70 0.73% 13.13 PBR US Equity 562 (2,814) 13.30 10.65 13.71 1.46% 94.84 PBR/A US Equity 567 (2,795) 13.87 11.06 13.10 1.55% 108.20 PCLN US Equity 1,223 3,043 956.05 1,340.19 30.76 1.31% (67.92) PCP US Equity 3,077 13,710 212.47 260.15 25.26 0.89% (199.32) PEP US Equity 8 2,792 81.39 81.64 0.43 0.69% 11.33 PETR3 BZ Equity 418 (2,923) 6.21 5.32 9.42 1.52% 86.27 PETR4 BZ Equity 474 (3,123) 6.54 5.55 9.89 1.54% 101.25 PFE US Equity 5,274 21,828 26.10 32.41 29.16 0.83% 54.47 PG US Equity 66 4,762 77.33 78.40 1.95 0.71% 3.56 PHIA NA Equity 1,032 7,196 30.43 34.79 14.21 1.01% (126.26) PM US Equity 613 (10,166) 85.47 80.31 7.13 0.85% (30.08) PNC US Equity 868 7,645 75.28 83.83 14.05 0.81% (14.64) POT CN Equity (176) (2,658) 32.57 34.72 -7.64 0.87% (0.23) POT US Equity (181) (2,843) 32.66 34.74 -7.10 0.90% (0.50) PRU LN Equity 8,117 10,521 12.76 22.61 68.26 1.13% (332.94) PSA US Equity 484 9,413 158.54 166.68 7.88 0.65% (54.68) PSX US Equity 1,296 6,030 64.65 78.55 21.28 1.01% 54.45 PX US Equity 2,546 16,099 113.30 131.21 22.43 0.71% 36.39 QCOM US Equity 1,886 12,547 66.83 76.88 17.94 0.84% 17.69 QQQ US Equity 6,386 19,920 68.46 90.40 52.81 0.61% (32.49) RAI US Equity 269 6,737 52.22 54.31 3.50 1.14% 138.06 RDS/A US Equity (16) 4,217 73.28 73.00 -0.51 0.75% 15.27 RDS/B US Equity 148 5,192 75.80 77.96 3.70 0.77% 11.97 EFTA00293096 RDSA LN Equity 230 4,065 34.51 36.47 7.99 0.71% 11.28 RDSA NA Equity (20) 4,084 36.63 36.45 -0.72 0.68% 5.46 RDSB LN Equity 191 4,580 37.36 38.92 5.31 0.78% 5.48 REGN US Equity 532 6,240 302.78 328.59 4.51 1.89% 156.83 RIO AU Equity (323) 4,623 59.76 55.85 -6.50 1.07% (231.54) RIO LN Equity (252) 5,748 54.62 52.32 -3.32 1.32% (184.56) RIO US Equity (182) 4,934 53.97 52.05 -2.46 1.50% (123.18) ROG VX Equity 6,620 17,035 212.78 295.47 49.17 0.79% (118.72) RY CN Equity (38) 4,764 65.12 64.61 -1.26 0.64% (10.93) SAB LN Equity 160 5,956 47.40 48.67 3.03 0.88% (3.10) SAN FP Equity (61) (6,174) 103.67 104.69 -1.22 0.81% (17.54) SAN SM Equity 703 7,256 8.35 9.16 11.03 0.88% (24.70) SAN US Equity 569 5,315 8.28 9.16 9.82 1.09% (3.79) SAP GR Equity (262) 5,241 81.34 77.47 -6.15 0.81% (67.94) SAP US Equity (301) 5,681 81.38 77.29 -6.46 0.82% (58.54) SBUX US Equity (36) (1,252) 71.25 73.30 -2.75 1.05% (8.88) SGO FP Equity 2,707 7,836 44.08 59.31 28.30 1.22% 24.23 SI US Equity 1,282 11,259 114.69 127.75 11.85 0.96% (181.02) SIE GR Equity 1,022 8,908 114.81 127.99 11.50 1.00% (176.77) SLB US Equity 1,036 6,528 79.94 92.62 19.42 0.82% (18.22) SMSN LI Equity 264 (7,260) 644.51 621.11 4.14 0.88% 83.12 SO US Equity 1 (4,584) 42.15 42.15 0.03 0.48% (27.17) SPG US Equity 21 4,487 160.18 160.91 0.61 0.76% (9.26) SREN VX Equity 1,514 9,857 80.30 92.63 21.94 0.70% (44.86) STAN LN Equity 351 (5,283) 22.30 20.82 5.78 1.15% 92.26 STL NO Equity 437 7,091 25.58 27.15 6.70 0.92% 25.73 STT US Equity (6) (224)