EFTA00293037.pdf

Atorus, LLC 3/5/2014 Current Date: 3/5/2014 Change on Day: 0.53% Total Return since 1/1/12: 87.72% MSCI World Change on 712M Return: 45.81% Day 0.07% 790 Day Return: 15.51% No of Positions T3O Day Return: 16.41% (+MTM) on Day 252 Current Long Exposure @ Cost: 4,676,625 No of Positions (-MTM) Current Short Exposure @ Cost: (1,089,251) on Day 188 Net Exposure: 3,587,374 Current No. of Starting Capital: 1,000,000 Positions: 451 Current NAV: 1,877,175 Current Leverage (Gross Exposures): 3.07 MIS 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: 1.321 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 2,000,000.00 1.800.000.00 1.600.000.00 1.400.000.00 1.200.000.00 are "Ndiv"....mAs — NAV 1.000.000.00 800,000.00 600)300.00 ,19 4,29 4;19 we,), scl• #), *) ri) 0) IN tx O O l•O O O O OS OS OS OS OS elfOS OS \v c N\S P 4P IN‘ 4 . 4 " 4 " 4 4 . 4 " EFTA00293037 Atorus, LLC 3/5/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- largest MTM Gains Current Posi ions (90th NW) Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 26 Positions 26.02% 50 Positions 31.05% SE_TSY CREDIT (16,910) 0.29% CA_TSY CREDIT 6,422 0.34% INDEXCF Index (18,109) 0.31% SXSE Index 6,473 0.34% XAG Curncy (20,150) 0.35% PSI20 Index 6,540 0.35% IBOV Index (22,524) 0.39% OM US Equity 6,567 0.35% CO1 Comdty (24,622) 0.43% UTX US Equity 6,617 0.35% MEXBOL Index (26,146) 0.45% HON US Equity 6,646 0.35% ZA_TSY CREDIT (33,149) 0.57% SXXP Index 6,767 0.36% SHCOMP Index (33,700) 0.58% MAERSKB DC Equity 6,798 0.36% GB_TSY CREDIT 56,841 0.99% ROG VX Equity 6,828 0.36% JP_TSY CREDIT (59,678) 1.04% SMI Index 7,043 0.38% DK_TSY CREDIT 60,407 1.05% DAI GR Equity 7,223 0.38% CH_TSY CREDIT 60,555 1.05% ACA FP Equity 7,254 0.39% SXDP Index 61,075 1.06% CMCSK US Equity 7,344 0.39% SPX Index 62,272 1.08% GS US Equity 7,440 0.40% DE_TSY CREDIT 66,681 1.16% IT_TSY CREDIT 7,671 0.41% FR_TSY CREDIT 69,707 1.21% AMGN US Equity 7,723 0.41% AT_TSY CREDIT 71,796 1.25% MDT US Equity 7,887 0.42% BE_TSY CREDIT 72,869 1.26% BMY US Equity 7,929 0.42% NL_TSY CREDIT 72,937 1.26% ASE Index 7,997 0.43% STBCNZL Index 73,231 1.27% BEL20 Index 8,021 0.43% FI_TSY CREDIT 74,240 1.29% MMM US Equity 8,031 0.43% lE_TSY CREDIT 78,270 1.36% PRU LN Equity 8,322 0.44% AU TSY CREDIT (79,133) 1.37% IBEX Index 8,492 0.45% MY_TSY CREDIT (92,252) 1.60% DAX Index 8,624 0.46% SG_TSY CREDIT (95,749) 1.66% HEX Index 8,662 0.46% CA_TSY CREDIT (97,153) 1.68% XLY US Equity 9,057 0.48% BAYN GR Equity 9,387 0.50% SXOP Index 9,773 0.52% ES_TSY CREDIT 9,887 0.53% TMO US Equity 9,973 0.53% LU)COI Index 10,038 0.53% SXAP Index 10,272 0.55% BAC US Equity 10,283 0.55% BA US Equity 11,173 0.60% MA US Equity 11,768 0.63% TYC US Equity 11,956 0.64% KFX Index 11,968 0.64% SXIP Index 12,285 0.65% SXMP Index 12,296 0.66% XLV US Equity 13,218 0.70% EFTA00293038  CELL US Equity 13,685 0.73% NDX Index 14,775 0.79% RlY Index 15,517 0.83% SPX Index 17,886 0.95% SXTP Index 23,795 1.27% SXDP Index 25,530 1.36% ISEQ Index 26,136 1.39% IE_TSY CREDIT 30,134 1.61% STEICNZL Index 32,687 1.74% GILD US Equity 34,069 1.81% APAC Lon J 29 APAC Short 23 EMEA Long 78 EMEA Short 12 AMER Long 168 AMER Short 47 E•ui om Lon 63 EquityCom Short 8 G20 Rates Lon 14 G20 Rates Short 9 Total Long 352 Total Short 99 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) I $2,000,000 • APAC Long $1,500,000 • APAC Short • EMEA Long $1,000,000 a EMEA Short a AMER Long $500,000 L a AMER Short • EquityCom Long 5- • EquityCom Short $(500,000) • G20 Rates Long • G20 Rates Short $(1,000,000) EFTA00293039 Atorus, LLC 3/5/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 2,000,000 5,000.000 4,000.000 1,500,000 - 3,000.000 1)300.000 —.AMC - 2,000.000 —EMEA —AMER 500.000 1,000000 —EquityGam 11. —G20 Rates 0 . a NexEposure MIS 4,Qg4,c , sQ , 41, O .p..0,t043c, c, sl, O c,,,, o. o ,,,t. 11.0.0001 (sa,\,300O43\ A\ oN is\ N..)0 44' At) N, ,,11 4) Roman - (1.000.000) 13.000.0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) — APAC — EMEA AMER - EqutyCom - G20Ratm 'Of Ne, G 4 4 1, 919 919 919 19 19 ee 1 5) ele Z. 44 4 4 A‘ GP\ 4 44 oP\ 44 AO GP\ 4 NP\ EFTA00293040 Atorus, LIC 3/5/2014 Current Gross Notional Risk by Category p 243,468 583,862 • APAC • EMEA 1,364,795 • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility Atorus 2.00% 1.80% 1.60% 140% 1.20% Rolf 6300 yR 1.00% AzedVal 0.80% 0.60% 0.40% 0.20% 0.00% EFTA00293041 Atorus, LLC 3/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) i ipfl.Vol Days by Position Percentile No. Vol Days 0.00,:, -11.36 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.87 (Cl Vol Days) 1.68% 10.00% -0.96 MTM Gains(Losses) % of NAV "Signficant" 15.00% -0.01 (>7 Vol Days) 52.44% 20.00% 0.67 25.00% 1.32 30.00% 2.68 35.00% 3.79 40.00% 4.63 45.00% 6.12 50.00% 8.12 55.00% 10.33 60.00% 13.18 65.00% 15.66 70.00% 19.09 75.00% 23.28 80.00% 28.55 85.00% 35.29 90.00% 42.43 95.00% 53.16 100.00% 202.60 EFTA00293042 Atorus, LLC 3/5/2014 Current Portfolio •Listed Equity Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (98) (4,506) 51.62 52.74 -2.06 1.05% (46.46) 005380 KS Equity 91 1,799 217.13 228.10 3.94 1.28% 7.03 005490 KS Equity 189 (3,782) 273.49 259.85 5.30 0.94% (74.36) 005930 KS Equity 206 (6,558) 1,285.62 1,245.33 3.45 0.91% (66.04) 012330 KS Equity 820 5,282 244.69 282.67 12.04 1.29% (35.23) 1 HK Equity 262 6,001 15.37 16.04 4.85 0.90% 82.21 1299 HK Equity 25 3,412 4.82 4.86 0.75 0.98% 8.87 13 HK Equity 3,045 12,243 11.40 14.24 23.67 1.05% 376.47 16 HK Equity 363 (9,935) 12.66 12.20 4.83 0.76% 11933 27 HK Equity 5 123 9.68 10.09 1.95 2.15% 1.92 2914 JP Equity 142 (4,719) 32.47 31.49 2.10 1.43% (146.12) 3382 JP Equity 56 3,411 37.70 38.32 1.19 1.38% 62.29 4063 JP Equity 33 (4,536) 56.40 56.00 0.54 1.33% (22.72) 4502 JP Equity 46 2,102 46.69 47.71 2.81 0.77% 26.77 4689 JP Equity 6 1,082 6.06 6.09 0.41 1.44% 9.97 5 HK Equity (44) 2,863 10.65 10.49 -1.91 0.80% 7.57 5108 JP Equity 32 3,498 36.36 36.69 0.68 1.34% 63.36 5401 JP Equity 133 (3,709) 2.99 2.88 2.41 1.49% (13.66) 6301 JP Equity (110) (3,515) 20.64 21.28 -2.08 1.51% (61.88) 6752 JP Equity 1,719 4,145 9.01 12.75 15.22 2.73% (7.62) 6902 JP Equity 2,412 9,730 41.48 51.76 18.82 1.32% 74.46 6954 JP Equity 503 6,393 157.65 170.06 5.14 1.53% 71.72 7201 JP Equity (5) (3,743) 8.85 8.86 -0.11 1.24% (30.11) 7203 JP Equity 46 (3,073) 57.44 56.59 1.24 1.20% 4.01 7267 JP Equity (33) (4,885) 36.43 36.67 -0.54 1.25% (72.93) 762 HK Equity 329 (4,155) 1.43 1.32 7.58 1.04% 92.31 7751 JP Equity 96 (6,865) 31.44 31.00 1.22 1.14% (77.19) 8031 JP Equity 31 2,403 15.37 15.57 1.08 1.19% 52.87 8058 JP Equity (27) 3,003 19.27 19.10 -0.76 1.20% 27.01 8306 JP Equity 55 (2,979) 5.88 5.77 1.31 1.41% (18.29) 8316 JP Equity 64 (2,505) 45.91 44.74 1.56 1.63% (44.73) 8411 JP Equity (54) 1,510 2.12 2.04 -2.70 1.32% 7.38 8604 JP Equity 3 (2,467) 6.76 6.75 0.07 1.49% (45.88) 8801 JP Equity 6 (2,013) 31.09 31.00 0.17 1.69% (79.89) 8802 JP Equity (18) (3,308) 24.73 24.86 -0.33 1.63% (139.34) 9020 JP Equity 55 (3,967) 77.53 76.45 1.29 1.08% 5.50 941 HK Equity 804 (11,351) 10.25 9.53 11.53 0.61% (28.39) 9432 JP Equity 404 6,077 53.19 56.73 4.59 1.45% 130.01 9433 JP Equity 4,075 9,476 42.13 60.25 25.34 1.70% 180.36 9437 JP Equity (275) (5,749) 15.71 16.46 -4.36 1.10% (60.99) 9983 JP Equity (70) 3,177 368.90 360.95 -1.38 1.59% 97.13 EFTA00293043 9984 JP Equity 1,280 1,678 42.69 75.25 40.06 1.90% 100.56 AAPL US Equity 210 7,877 518.25 532.06 2.70 0.99% 20.47 ABB US Equity 931 10,408 23.59 25.70 8.69 1.03% 67.95 ABBN VX Equity 745 8,703 23.63 25.65 8.87 0.97% 72.18 ABBV US Equity 253 5,335 49.49 51.84 4.06 1.17% 49.21 ABEV US Equity 59 (7,232) 7.25 7.19 0.54 1.50% (7.61) ABEV3 BZ Equity 66 (6,923) 7.27 7.20 0.65 1.48% ABI BB Equity 79 6,721 102.03 103.22 1.26 0.93% (46.30) ABT US Equity 120 4,097 38.87 40.00 3.47 0.84% (12.50) ABX CN Equity (30) 1,201 20.94 20.43 -1.61 1.56% 1.16 ABX US Equity (32) 1,221 20.94 20.41 -1.61 1.62% (0.02) ACA FP Equity 7,254 5,408 6.83 16.00 102.41 1.31% 270.75 ACE US Equity 149 3,677 93.86 97.66 5.68 0.71% 12.81 ACN US Equity 817 9,052 77.04 84.00 11.55 0.78% 1.84 ADP US Equity 89 1,193 72.36 77.74 10.46 0.71% (8.82) MI US Equity 161 4,556 62.74 64.95 5.63 0.63% (6.54) AGN US Equity 1,602 8,807 109.02 128.85 20.17 0.90% 19.34 Al FP Equity 40 5,434 135.71 136.71 0.88 0.83% 8.99 AIG US Equity 186 4,012 48.66 50.92 4.10 1.13% 60.97 AIR FP Equity 4,597 6,526 42.47 72.39 57.28 1.23% (56.23) ALV GR Equity 2,886 7,550 125.64 173.67 38.60 0.99% (14.62) ALVG IX Equity 2,168 5,742 126.13 173.75 38.88 0.97% (8.98) AMGN US Equity 7,723 22,886 94.49 126.37 29.38 1.15% 193.55 AMT US Equity 630 10,655 76.29 80.80 6.77 0.87% (121.14) AMZN US Equity 4,050 14,103 287.66 370.27 20.31 1.41% 314.16 ANZ AU Equity 85 3,602 28.48 29.16 2.87 0.82% 62.14 AM US Equity 278 (6,870) 82.74 79.39 3.66 1.10% 66.72 APC US Equity (336) (6,360) 81.31 85.61 -6.16 0.86% (0.18) MP US Equity 2,984 10,373 71.56 92.15 30.70 0.94% 13.92 AZN LN Equity 4,596 12,676 49.80 67.86 37.40 0.97% 8.61 AZN SS Equity 4,044 11,669 50.40 67.86 35.35 0.98% 10.77 AZN US Equity 4,387 12,432 49.96 67.58 36.47 0.97% (95.39) BA US Equity 11,173 17,951 79.84 129.54 49.87 1.25% (180.32) BAC US Equity 10,283 10,884 8.82 17.16 95.07 0.99% EL 714.02 BARC LN Equity (231) 5,295 4.40 4.22 -3.63 1.20% 14.81 BAS GR Equity 1,093 7,333 97.30 111.80 15.86 0.94% (26.04) BATS LN Equity 274 4,163 52.24 55.68 6.28 1.05% 86.07 BAX US Equity (135) (8,047) 66.82 67.94 -2.44 0.69% 141.57 BAYN GR Equity 9,387 11,757 76.64 137.82 78.48 1.02% (84.87) BBAS3 BZ Equity (26) (1,954) 8.73 8.85 -0.67 1.95% BOO US Equity 717 (6,743) 12.96 11.58 7.72 1.38% (17.24) BBOC4 BZ Equity 571 (7,252) 12.58 11.59 5.64 1.40% BBL US Equity (49) 2,022 64.46 62.94 -2.27 1.06% (38.68) BBVA SM Equity 1,408 5,723 10.09 12.58 20.94 1.17% 166.63 BCE CN Equity (78) (6,644) 43.17 43.68 -1.88 0.62% (27.18) BCS US Equity (273) 6,397 17.69 16.97 -3.49 1.22% (11.06) BEN US Equity 80 3,695 52.08 53.21 1.74 1.24% (27.73) EFTA00293044 BG/ LN Equity (174) (3,003) 17.35 18.36 -4.04 1.44% (15.16) BHP AU Equity (89) 6,689 34.32 33.87 -1.34 0.99% 73.95 BHP US Equity (105) 4,501 69.08 67.51 -2.65 0.88% (70.24) BIIB US Equity 415 1,066 245.93 341.61 27.19 1.43% (10.07) BIL S.I Equity (30) 1,181 32.54 31.74 -2.09 1.20% 6.40 BK US Equity 122 3,723 31.43 32.46 3.68 0.89% 15.41 BLK US Equity 139 1,171 274.17 306.76 11.10 1.07% (1.81) BLT LN Equity (56) 2,200 32.40 31.60 -2.56 0.99% (30.65) BMO CN Equity 32 8,370 65.44 65.69 0.53 0.72% 28.64 BMW GR Equity 768 5,076 98.63 113.55 15.69 0.96% 9.55 BMY US Equity 7,929 13,669 35.71 56.43 40.99 1.42% 292.13 BN FP Equity 44 (3,684) 70.54 69.70 1.26 0.95% 20.30 BNP FP Equity 1,767 5,498 61.78 81.64 27.48 1.17% 80.65 BNS CN Equity 6 4,379 57.47 57.56 0.18 0.78% 44.44 BP/ LN Equity 497 9,797 7.76 8.16 7.19 0.71% (60.35) BRK/B US Equity 203 5,584 114.58 118.75 5.20 0.70% 32.45 BSBR US Equity 1,651 (8,171) 6.18 4.93 13.31 1.52% (16.35) BUD US Equity 81 6,846 102.05 103.25 1.30 0.91% (37.61) BX US Equity 380 2,976 30.31 34.18 10.13 1.26% 65.47 C US Equity 26 2,780 49.08 49.54 0.81 1.15% 52.81 CA FP Equity 469 1,959 30.49 37.78 20.88 1.15% 95.27 CAT US Equity 1,075 10,300 87.23 96.33 10.16 1.03% (81.05) CBA AU Equity 7 6,284 67.74 67.82 0.15 0.77% 89.08 CBS US Equity 465 1,267 49.35 67.47 27.06 1.36% 2.10 CCL US Equity 643 7,821 36.20 39.18 7.15 1.15% (57.80) CELG US Equity 13,685 15,111 85.54 163.00 74.73 1.21% 129.73 CFR VX Equity (67) 3,973 99.42 97.77 -1.63 1.04% (37.67) CL US Equity 1,180 18,685 58.99 62.72 9.80 0.64% (90.30) CM CN Equity 254 5,611 81.17 84.84 7.12 0.64% 47.42 CMCSA US Equity 4,829 17,408 40.65 51.92 29.60 0.94% 224.53 CMCSK US Equity 7,344 18,900 36.26 50.35 40.67 0.96% 268.27 CNI US Equity 1,270 12,873 51.38 56.45 15.66 0.63% 16.13 CNQ CN Equity 246 6,397 35.48 36.84 3.99 0.97% (0.23) CNR CN Equity 1,251 12,425 51.30 56.46 15.71 0.64% 33.36 COF US Equity 590 6,077 67.68 74.25 10.23 0.95% 77.03 COP US Equity 13 (7,980) 66.64 66.54 0.23 0.68% 5.32 COST US Equity 40 7,901 115.72 116.31 0.73 0.69% (11.02) COV LN Equity 183 2,442 RN/A N/A 22.97 0.33% COV US Equity 819 6,347 63.38 71.56 14.20 0.91% (57.08) CRM US Equity 234 2,054 56.89 63.37 7.83 1.46% 17.08 CS FP Equity 2,242 6,734 19.39 25.84 29.21 1.14% (6.59) CSCO US Equity (30) (4,977) 21.79 21.92 -0.69 0.89% (23.60) CSX US Equity 1,240 8,914 25.07 28.56 14.05 0.99% 94.52 CVE CN Equity 855 (10,449) 28.70 26.35 10.78 0.76% 32.17 CVS US Equity 1,737 10,312 62.75 73.32 21.51 0.78% 33.41 CVX US Equity (151) (8,207) 112.39 114.46 -2.56 0.72% 81.04 D US Equity 1,754 12,240 60.05 68.65 20.06 0.71% (123.34) EFTA00293045 DAI GR Equity 7,223 13,908 62.20 94.51 39.77 1.31% 498.61 DBK GR Equity 81 4,052 46.61 47.55 1.97 1.02% (3.50) DD US Equity 2,891 12,305 54.46 67.25 25.82 0.91% 39.94 DDAIF US Equity 4,157 8,377 63.20 94.57 35.63 1.39% 187.86 DE US Equity 98 8,122 85.65 86.68 1.81 0.66% 1.03 DELL US Equity (3) 6,715 #N/A N/A -0.57 0.07% DG FP Equity 4,412 9,889 51.34 74.24 41.35 1.08% 190.28 DGE LN Equity (11) 1,190 31.45 31.17 -0.35 2.54% (3.39) DHR US Equity 4,299 14,097 58.57 76.43 44.98 0.68% (13.61) DIS US Equity 2,091 9,908 68.36 82.79 17.67 1.19% 168.18 DISCA US Equity 113 3,650 82.02 84.56 2.68 1.16% 28.89 DNB NO Equity 1,488 9,735 15.77 18.18 17.41 0.88% 53.09 DOW US Equity 2,507 6,515 35.94 49.77 35.99 1.07% 79.75 DPW GR Equity 167 547 28.24 36.88 27.59 1.11% 1.94 DTE GR Equity 5,093 13,640 12.22 16.78 33.57 1.11% 80.50 DTV US Equity 2,758 10,076 61.27 78.05 34.71 0.79% (36.11) DUK US Equity (78) (8,822) 69.60 70.21 -1.93 0.46% (1.42) DVN US Equity 300 7,132 61.93 64.54 5.47 0.77% 22.59 EBAY US Equity 600 6,354 54.05 59.16 9.16 1.03% 19.08 ECL US Equity 380 6,969 103.68 109.34 7.01 0.78% 4.34 EDF FP Equity 6,275 9,189 23.45 39.46 68.01 1.00% 20.17 EMC US Equity 739 9,291 24.95 26.93 8.97 0.89% 60.69 EMR US Equity (9) (407) 63.75 65.10 -2.78 0.77% 0.58 ENB CN Equity (244) (4,202) 41.70 44.12 -9.08 0.64% (42.01) ENEL IM Equity 1,624 7,503 4.32 5.25 18.34 1.18% 299.32 ENI IM Equity 97 7,309 23.75 24.07 1.69 0.79% 37.52 EOAN GR Equity 25 2,996 18.77 18.92 0.81 1.01% 18.14 EOG US Equity 1,838 5,573 143.99 191.47 32.29 1.02% (14.73) EPO US Equity 888 10,799 62.55 67.69 11.89 0.69% 27.81 ERICB SS Equity 335 6,004 12.27 12.95 5.72 0.97% 132.92 ESRX US Equity 1,459 9,815 66.69 76.60 18.83 0.79% 166.16 ETN US Equity 137 5,260 72.48 74.37 2.40 1.08% 8.80 F US Equity (189) (3,621) 14.82 15.59 -5.22 1.00% (54.86) FB US Equity 1,610 2,630 44.06 71.02 36.04 1.70% 157.42 FCX US Equity 26 2,977 33.56 33.86 0.76 1.16% 40.45 FDX US Equity 712 5,338 120.94 137.06 13.99 0.95% 18.59 FOX US Equity 124 3,520 31.89 33.02 4.14 0.85% 31.85 FOXA US Equity 131 3,732 32.82 33.97 3.74 0.94% 30.28 FP FP Equity 638 8,334 59.78 64.35 9.38 0.82% (20.93) G IM Equity 210 4,486 21.32 22.32 4.66 1.01% 41.28 GE US Equity 2,071 13,140 22.32 25.83 16.74 0.94% 124.60 GILD US Equity 34,069 13,861 24.02 83.08 202.60 1.21% 25.40 GIS US Equity 432 13,333 49.12 50.71 5.32 0.61% 22.02 GLE FP Equity 1,047 3,248 49.51 65.46 20.68 1.56% 62.80 GLEN LN Equity (13) (1,085) 5.49 5.56 -1.02 1.20% 0.37 GLW US Equity 2,454 11,376 16.17 19.66 18.64 1.16% 195.67 GM US Equity 854 2,560 28.27 37.70 28.32 1.18% 87.04 EFTA00293046 GOOG US Equity 5,231 12,428 857.75 1,218.81 46.74 0.90% 75.24 GS US Equity 7,440 13,671 110.98 171.37 64.60 0.84% 452.55 GSK LN Equity 432 5,152 26.04 28.23 10.36 0.81% 17.74 GSZ FP Equity 487 5,466 23.77 25.89 8.05 1.11% 75.08 HAL US Equity 956 5,408 48.07 56.57 16.28 1.09% (47.17) HD US Equity 3,245 13,333 66.67 82.89 31.61 0.77% (14.41) HMB SS Equity 607 6,110 40.79 44.84 9.84 1.01% 32.68 HON US Equity 6,646 11,930 61.10 95.14 85.50 0.65% 58.96 HPQ US Equity 1,318 6,863 25.14 29.97 19.96 0.96% (30.73) HSBA LN Equity (49) 1,522 10.79 10.45 -3.38 0.95% (9.48) IBE SM Equity 1,460 7,342 5.53 6.63 31.51 0.63% 50.45 IBM US Equity (91) (6,714) 184.74 187.25 -2.03 0.67% (23.33) IMT LN Equity 1,672 10,924 35.95 41.45 14.10 1.09% 86.01 INTC US Equity 293 9,784 23.81 24.52 4.37 0.69% (36.32) ISP IM Equity 3,521 5,653 1.92 3.12 49.10 1.27% 275.79 ITUB US Equity 273 (5,909) 13.81 13.17 2.99 1.54% (35.77) ITUB4 BZ Equity 94 (6,366) 13.42 13.22 1.05 1.41% ITW US Equity 3,005 14,011 67.84 82.38 29.31 0.73% (86.27) ITX SM Equity 101 (3,719) 149.71 145.65 2.57 1.06% (26.56) JCI US Equity 4,260 9,883 34.13 48.84 36.57 1.18% (129.28) JNJ US Equity 4,253 12,630 69.31 92.66 42.91 0.78% (74.33) JPM US Equity 934 8,516 52.29 58.02 12.49 0.88% 161.24 KMB US Equity 157 7,934 106.69 108.80 2.36 0.84% (142.06) KMI US Equity 547 (7,123) 34.96 32.28 8.12 0.95% (65.30) KO US Equity 90 (6,962) 38.83 38.33 1.92 0.67% (5.54) LBTYA US Equity 31 2,272 84.93 86.08 1.33 1.01% (32.90) LBTYK US Equity 139 1,975 78.04 83.54 7.35 0.96% (21.70) LIN GR Equity 234 8,087 198.03 203.77 3.46 0.84% (9.40) LLOY LN Equity 3,623 7,073 0.89 1.35 49.56 1.03% (40.97) LLY US Equity 29 2,868 58.84 59.43 1.17 0.85% (18.65) LMT US Equity 731 2,016 122.48 166.90 33.43 1.08% 25.38 LNKO US Equity (36) (500) 192.19 205.97 -3.87 1.85% (3.34) LOW US Equity 339 7,829 48.41 50.50 4.55 0.95% (15.88) LVS US Equity 2,897 6,808 61.33 87.42 28.78 1.48% 46.85 LYB US Equity 1,191 2,297 59.29 90.04 46.25 1.12% 20.32 MA US Equity 11,768 17,711 47.01 78.24 48.82 1.36% (55.51) MAERSKB DC Equity 6,798 14,148 8,212.58 12,158.81 37.44 1.28% 170.64 MC FP Equity (33) 3,466 183.42 181.67 -0.99 0.97% (14.03) MCD US Equity (20) (6,973) 94.88 95.15 -0.61 0.47% (11.65) MCK US Equity 222 1,949 162.99 181.57 13.08 0.87% 12.99 MOLZ US Equity 2,696 13,641 28.68 34.35 27.54 0.72% 56.55 MDT US Equity 7,887 20,811 43.22 59.60 42.99 0.88% (49.46) MET US Equity 1,301 7,556 44.37 52.01 14.53 1.18% 163.70 MFC CN Equity 4,408 8,003 12.38 19.19 46.50 1.18% 58.86 MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 8,031 21,331 96.89 133.37 50.90 0.74% 210.31 MO US Equity 179 5,748 35.99 37.11 4.07 0.77% 5.28 EFTA00293047 MON US Equity 767 11,917 106.02 112.84 7.99 0.81% 26.70 MOS US Equity 782 49.71 49.71 0.00 0.89% 11.76 MRK US Equity 1,544 11,018 49.85 56.83 14.92 0.94% (69.00) MS US Equity 250 1,649 27.57 31.74 12.96 1.17% 46.04 MSFT US Equity 664 7,177 34.82 38.04 10.14 0.91% (59.28) MUV2 GR Equity 664 7,645 197.70 214.87 13.48 0.64% 14.69 NAB AU Equity 81 7,534 31.14 31.47 1.25 0.86% 112.19 NCM AU Equity 850 (1,631) 21.94 10.50 26.93 1.94% 31.63 NEE US Equity 3,675 14,649 72.62 90.84 31.82 0.79% (163.38) NEM US Equity 2,217 (7,392) 34.95 24.47 15.49 1.94% (191.59) NESN VX Equity 786 9,821 69.64 75.21 9.93 0.81% 25.83 NW LN Equity 2,204 12,114 11.82 13.97 26.72 0.68% 43.16 NKE US Equity 893 5,145 66.10 77.58 17.92 0.97% (83.09) NOK US Equity 4,357 4,498 3.96 7.80 61.96 1.56% 115.89 NOV US Equity 98 4,672 75.96 77.56 2.21 0.95% (12.81) NOVN VX Equity 5,531 18,291 63.81 83.10 36.33 0.83% 207.68 NOVOB DC Equity 1,699 9,444 40.35 47.61 13.92 1.29% 82.72 NSC US Equity 1,658 9,590 80.49 94.41 15.11 1.14% 3.38 NVS US Equity 4,317 15,510 65.07 83.18 34.11 0.82% 156.71 OGXP3 BZ Equity 5,052 (5,180) 4.42 0.11 21.50 4.54% OR FP Equity (14) 3,253 167.88 167.17 -0.39 1.10% (27.39) ORA FP Equity 12 4,555 12.58 12.62 0.25 1.02% 65.76 ORCL US Equity 1,392 7,533 33.38 39.55 23.56 0.78% 53.62 OXY US Equity 139 4,632 94.24 97.07 3.80 0.79% (2.86) PBR US Equity 464 (2,814) 13.30 11.11 11.08 1.49% (15.15) PBR/A US Equity 460 (2,795) 13.87 11.58 10.73 1.54% (10.40) PCLN US Equity 1,307 3,043 956.05 1,366.76 31.95 1.34% 20.65 PCP US Equity 3,103 13,710 212.47 260.56 23.26 0.97% (17.11) PEP US Equity (67) (2,166) 78.56 80.98 -4.43 0.70% (12.60) PETR3 BZ Equity 418 (2,923) 6.44 5.52 9.72 1.47% PETR4 BZ Equity 474 (3,123) 6.81 5.77 10.35 1.47% PFE US Equity 5,606 21,828 26.10 32.81 29.21 0.88% 160.74 PG US Equity 31 4,762 77.33 77.83 0.77 0.84% (39.06) PHIA NA Equity 994 7,196 30.43 34.63 13.82 1.00% (17.28) PM US Equity 499 (10,166) 85.47 81.27 5.55 0.88% 28.86 PNC US Equity 747 7,645 75.28 82.63 11.39 0.86% 71.33 POT CN Equity (153) (2,658) 3257 34.44 -6.44 0.89% (67.66) POT US Equity (157) (2,843) 32.66 34.46 -5.94 0.93% (72.78) PRU LN Equity 8,322 10,521 12.76 22.86 62.53 1.27% (4.86) PSA US Equity 742 9,413 158.54 171.04 12.72 0.62% 41.61 PSX US Equity 1,097 6,030 64.65 76.41 18.32 0.99% 66.65 PX US Equity 2,365 16,099 113.30 129.94 18.33 0.80% (172.03) QCOM US Equity 1,840 12,547 66.83 76.63 16.70 0.88% 61.11 QQQ US Equity 6,567 19,920 68.46 91.03 50.71 0.65% 63.59 RAI US Equity 326 4,696 51.69 55.27 7.32 0.95% 16.85 RDS/A US Equity (18) 4,217 73.28 72.96 -0.52 0.82% (11.85) RDS/B US Equity 166 5,192 75.80 78.23 3.83 0.84% (5.71) EFTA00293048 RDSA LN Equity 235 4,065 34.51 36.51 7.40 0.78% 5.64 RDSA NA Equity (17) 4,084 36.63 36.48 -0.53 0.77% 5.15 RDSB LN Equity 220 4,580 37.36 39.16 5.69 0.84% 18.92 REGN US Equity 916 6,240 302.78 347.21 8.53 1.72% 26.64 RIO AU Equity (164) 5,779 60.00 58.34 -3.10 0.92% (65.91) RIO LN Equity 24 5,748 54.73 54.96 0.35 1.23% (134.18) RIO US Equity 62 4,934 54.04 54.72 0.89 1.41% (146.29) ROG VX Equity 6,828 17,035 212.78 298.08 44.27 0.91% 48.66 RY CN Equity 23 4,764 65.13 65.44 0.65 0.73% 33.55 SAB LN Equity 186 4,132 46.80 48.91 4.43 1.01% 11.67 SAN FP Equity 3 (6,174) 103.67 103.62 0.05 0.91% 4.09 SAN SM Equity 627 7,256 8.35 9.07 9.28 0.93% 121.18 SAN US Equity 551 5,315 8.28 9.14 9.18 1.13% 91.29 SAP GR Equity (189) 5,241 81.44 78.61 -4.65 0.77% (15.42) SAP US Equity (273) 7,101 81.48 78.47 -4.63 0.83% (44.59) SBUX US Equity (4) (3,129) 71.25 71.33 -0.10 1.11% 15.47 SGO FP Equity 2,588 7,836 44.08 58.64 26.99 1.22% 43.52 SI US Equity 1,628 11,259 114.69 131.26 15.78 0.92% 32.63 SIE GR Equity 1,258 8,908 114.81 131.03 15.77 0.90% 63.97 SLB US Equity 991 6,528 79.94 92.07 17.12 0.89% (31.13) SMSN LI Equity 279 (7,260) 644.51 619.70 4.07 0.94% (36.70) SO US Equity (3) (1,838