EFTA00293458.pdf

Atorus, LLC 3/3/2014 Current Date: 3/3/2014 Change on Day: -4.03% Total Return since 1/1/12: 79.53% MSCI World Change on 712M Return: 45.91% Day .1.19% T90 Day Return: 7.85% No of Positions T30 Day Return: 7.72% (+MTM) on Day 105 Current Long Exposure @ Cost: 4,663,354 No of Positions (-MTM) Current Short Exposure @ Cost: (1,087,290) on Day 333 Net Exposure: 3,576,064 Current No. of Starting Capital: 1,000,000 Positions: 449 Current NAV: 1,795,328 Current Leverage (Gross Exposures): 3.20 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 1.02% 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: 1.281 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 LOCIG,000.00 1,800,000.00 1.600.000.00 1.400.000.00 1.200.000.00 —NAV 1.000.000.00 800,000.00 600,000.00 p4' 194,- 194,1g 4,1• 119 94, so, 2,, .0, SZ> Q. % b 46 S' 13. 9 Q> t. 44 44 4 4•.>"‘• 4". ts. 'b S A\ 44 11,4 .> tb‘ EFTA00293458 Atorus, LLC 3/3/2014 Largest Exposures Current Positions 97.5th Percentile 2,5st 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 24.85% 46 Positions 29.17% XAG Curncy (20,150) 0.35% DAI GR Equity 6,206 0.35% IBOV Index (22,524) 0.39% SMI Index 6,242 0.35% COI Comdty (24,622) 0.43% CA_TSY CREDIT 6,244 0.35% MEXBOL Index (26,146) 0.45% MAERSKB DC Equity 6,268 0.35% NO_TSY CREDIT (27,378) 0.48% HON US Equity 6,336 0.35% ZA_TSY CREDIT (33,149) 0.58% UTX US Equity 6,375 0.36% SHCOMP Index (33,700) 0.59% GS US Equity 6,591 0.37% JP_TSY CREDIT (59,678) 1.04% BEL20 Index 6,738 0.38% DK_TSY CREDIT 60,407 1.05% BMY US Equity 6,744 0.38% CH_TSY CREDIT 60,555 1.05% ACA FP Equity 6,768 0.38% SXDP Index 61,075 1.06% CMCSK US Equity 6,770 0.38% SPX Index 62,272 1.08% ROG VX Equity 6,776 0.38% DE_TSY CREDIT 66,681 1.16% IBEX Index 6,910 0.38% FR_TSY CREDIT 69,707 1.21% AMGN US Equity 6,991 0.39% AT_TSY CREDIT 70,307 1.22% IT_TSY CREDIT 7,436 0.41% BE_TSY CREDIT 70,765 1.23% HEX Index 7,455 0.42% NL_TSY CREDIT 71,424 1.24% MDT US Equity 7,653 0.43% FI_TSY CREDIT 72,700 1.26% DAX Index 7,758 0.43% STBCNZL Index 73,231 1.27% PRU LN Equity 7,793 0.43% lE_TSY CREDIT 78,270 1.36% MMM US Equity 7,817 0.44% AU_TSY CREDIT (79,133) 1.38% ME Index 7,997 0.45% MY_TSY CREDIT (92,252) 1.60% SXOP Index 8,480 0.47% SG_TSY CREDIT (95,749) 1.67% XLY US Equity 8,569 0.48% CA_TSY CREDIT (97,153) 1.69% SXAP Index 8,934 0.50% LUXXX Index 8,953 0.50% BAYN GR Equity 9,123 0.51% BAC US Equity 9,201 0.51% ES_TSY CREDIT 9,541 0.53% TMO US Equity 9,557 0.53% KFX Index 10,725 0.60% BA US Equity 10,762 0.60% MA US Equity 11,098 0.62% TYC US Equity 11,299 0.63% SXIP Index 11,525 0.64% SXMP Index 11,554 0.64% XLV US Equity 12,610 0.70% CELG US Equity 13,186 0.73% NDX Index 13,805 0.77% RTY Index 14,158 0.79% SPX Index 16,685 0.93% EFTA00293459  SXTP Index 22,537 1.26% SXDP Index 23,874 1.33% ISEQ Index 25,661 1.43% IE_TSY CREDIT 30,087 1.68% STEICNZL Index 32,687 1.82% GILD US Equity 33,260 1.85% APAC Lon 29 APAC Short 23 EMEA Long 79 EMEA Short 11 AMER Long 169 AMER Short 44 E • ultyCom Lon 63 EquityCom Short 8 G20 Rates Lon 14 G20 Rates Short 9 Total Long 354 Total Short 95 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00293460 Atorus, LLC 3/3/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Cornrow!Nees, G20 Gov. Credit) 2,000,000 5,000,000 4,030,000 1,500,000 3,000.000 1,000,000 -APAC 2,00%000 -(MCA - AMER 500,000 1,000,000 - Eq tyC G20 Rates a t, NexEposure MIS 4:4% ( 19s%e s1AN RA t el. 19 ( 19% Ra Re\ ,Q9eeeet t> ors, e StsQ. RN .1. O r R.C. ReC. C. R.C. ReCi (1,000,0001 \ \ \ \ \ \ \ \ \ (5800001 12.000.0001 (1,000,000) (3,000,0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00293461 Atorus, LIC 3/3/2014 Current Gross Notional Risk by Category 245,022 r 585,256 ■ APAC 1,364,87 ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. PAM World Index Rolling 30 Day Realized Volatility -Atoms EFTA00293462 Atorus, LLC 3/3/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 60X0 S0.C0 400 Days by 30.00 Position 20.00 10.00 0AD 10* ecf car e cS e c£f ecsr tree etre csse Percentile No. Vol Days 0.00.:, -10.62 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.84 (<7 Vol Days) 1.64:1 10.00% -1.71 MTM Gains(Losses) % of NAV "Signficant" 15.00% 43.71 (>7 Vol Days) 50.73% 20.00% 0.33 25.00% 1.14 30.00% 2.08 35.00% 2.87 40.00% 4.27 45.00% 5.51 50.00% 7.11 55.00% 9.20 60.00% 11.60 65.00% 14.45 70.00% 18.10 75.00% 21.26 80.00% 26.12 85.00% 33.17 90.00% 40.78 95.00% 51.92 100.00% 187.05 EFTA00293463 Atorus, LLC 3/3/2014 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 67 (4,506) 52.75 51.97 1.30 1.14% 005380 KS Equity 87 1,799 217.13 227.61 3.68 1.31% (1.75) 005490 KS Equity 188 (3,782) 273.49 259.92 5.69 0.87% 73.72 005930 KS Equity 245 (6,558) 1,285.62 1,237.63 4.20 0.89% 81.66 012330 KS Equity 957 5,282 244.69 289.03 14.24 1.27% (61.63) 1 HK Equity 103 4,619 15.20 15.54 2.68 0.83% (50.70) 1299 HK Equity 8 3,412 4.82 4.83 0.22 1.09% (39.38) 13 HK Equity 2,331 12,243 11.40 13.57 20.56 0.93% 44.05 16 HK Equity 165 (9,935) 12.66 12.45 2.32 0.72% 260.97 27 HK Equity 4 123 9.68 9.98 1.37 2.26% (1.89) 2914 JP Equity 230 (4,719) 32.47 30.88 3.65 1.33% 95.12 3382 JP Equity (46) 3,411 37.69 37.19 -1.03 1.32% (8.82) 4063 JP Equity 64 (4,536) 56.40 55.61 1.06 1.33% 72.25 4502 JP Equity 29 2,102 46.69 47.34 1.95 0.72% (10.70) 4689 JP Equity 10 1,082 6.06 6.11 0.60 1.48% (25.63) 5 HK Equity (62) 2,572 10.73 10.47 -2.97 0.81% (25.94) 5108 JP Equity (75) 3,498 36.34 35.58 -1.64 1.31% (31.00) 5401 JP Equity 164 (3,709) 2.99 2.85 3.00 1.48% 69.68 6301 JP Equity (45) (3,515) 20.64 20.90 -0.84 1.52% (8.32) 6752 JP Equity 1,565 4,145 9.01 12.42 13.83 2.73% (40.23) 6902 JP Equity 2,516 9,730 41.48 52.21 20.38 1.27% (228.60) 6954 JP Equity 466 6,393 157.65 169.15 4.61 1.58% (162.23) 7201 JP Equity 11 (3,743) 8.85 8.82 0.24 1.23% 37.62 7203 JP Equity 42 (3,073) 57.44 56.66 1.09 1.24% 29.19 7267 JP Equity 51 (4,885) 36.43 36.05 0.87 1.21% (36.67) 762 HK Equity 208 (4,155) 1.43 1.36 4.70 1.06% (127.45) 7751 JP Equity 202 (6,865) 31.44 30.51 2.66 1.11% 100.72 8031 JP Equity (26) 2,408 15.31 15.14 -0.94 1.13% (18.27) 8058 JP Equity (49) 3,003 19.27 18.96 -1.37 1.20% (16.16) 8306 JP Equity 82 (2,979) 5.88 5.72 1.98 1.39% 34.91 8316 JP Equity 113 (2,505) 45.91 43.85 2.82 1.60% 52.44 8411 JP Equity (115) 3,019 2.12 2.04 -2.88 1.32% (18.83) 8604 JP Equity 40 (2,202) 6.77 6.65 1.28 1.43% 29.28 8801 JP Equity 142 (2,516) 31.09 29.33 3.62 1.56% 14.18 8802 JP Equity 213 (3,308) 24.73 23.13 4.49 1.43% 48.18 9020 JP Equity 32 (3,967) 77.53 76.91 0.73 1.11% 11.00 941 HK Equity 790 (11,351) 10.25 9.54 10.96 0.63% (62.04) 9432 JP Equity 196 6,077 53.19 54.91 2.29 1.41% (87.57) 9433 JP Equity 3,989 9,476 42.13 59.87 24.49 1.72% (133.27) 9437 JP Equity (211) (5,749) 15.71 16.29 -3.38 1.08% 92.88 9983 JP Equity (195) 3,177 367.69 346.47 -3.87 1.58% 11.14 EFTA00293464 9984 JP Equity 1,598 2,238 42.69 73.19 39.64 1.80% (134.22) AAPL US Equity 124 7,877 518.25 526.44 1.57 1.01% (15.81) ABB US Equity 605 10,408 23.59 24.96 5.54 1.05% (231.39) ABBN VX Equity 501 8,703 23.63 24.99 5.34 1.08% (185.56) ABBV US Equity 69 5,335 49.49 50.13 1.22 1.07% (113.93) ABEV US Equity 233 (7,232) 7.25 7.02 2.20 1.46% 160.83 ABEV3 BZ Equity 66 (6,923) #N/A N/A 0.70 1.37% ABI BB Equity 2 6,721 102.03 102.06 0.04 0.88% (167.11) ABT US Equity 35 4,097 38.87 39.20 1.10 0.79% (64.62) ABX CN Equity (25) 2,002 20.95 20.69 -0.75 1.68% 16.36 ABX US Equity (23) 2,034 20.95 20.72 -0.65 1.75% 23.89 ACA FP Equity 6,768 5,408 6.83 15.39 101.18 1.24% (381.78) ACE US Equity 101 3,677 93.86 96.43 3.88 0.71% (49.35) ACN US Equity 621 9,052 77.04 82.33 9.15 0.75% (122.02) ADP US Equity 72 1,193 72.36 76.74 9.41 0.64% (17.93) MI US Equity 82 4,556 62.74 63.87 3.15 0.57% (16.25) AGN US Equity 1,394 8,432 108.28 126.18 18.49 0.89% (125.97) Al FP Equity (32) 4,497 135.50 134.55 -0.90 0.78% (92.92) AIG US Equity 56 4,012 48.66 49.35 1.30 1.08% (36.51) AIR FP Equity 4,425 6,526 42.47 71.27 58.76 1.15% (340.82) ALV GR Equity 2,846 7,550 125.64 173.01 36.51 1.03% (295.54) ALVG IX Equity 2,143 5,742 126.13 173.21 36.54 1.02% (198.00) AMGN US Equity 6,991 22,886 94.49 123.35 28.47 1.07% (409.46) AMT US Equity 681 10,655 76.29 81.17 7.71 0.83% (22.61) AMZN US Equity 3,448 14,103 287.66 357.98 17.67 1.38% (232.59) ANZ AU Equity 181 3,602 28.48 28.42 -0.28 0.77% (35.54) AM US Equity 223 (6,870) 82.74 80.05 2.95 1.10% (41.35) APC US Equity (250) (6,360) 81.31 84.51 -4.53 0.87% (23.19) MP US Equity 2,646 10,373 71.56 89.82 23.99 1.06% (218.84) AZN LN Equity 4,224 12,676 49.80 66.40 35.43 0.94% (462.11) AZN SS Equity 3,689 11,669 50.40 66.33 33.27 0.95% (476.31) AZN US Equity 4,178 12,432 49.96 66.75 34.63 0.97% (329.09) BA US Equity 10,762 17,951 79.84 127.71 49.91 1.20% (330.98) BAC US Equity 9,201 10,884 8.82 16.28 102.21 0.83% (294.05) BARC LN Equity (341) 5,295 4.39 4.13 -5.57 1.15% (108.71) BAS GR Equity 989 7,333 97.30 110.43 14.73 0.92% (303.17) BATS LN Equity 95 4,163 52.24 53.43 2.27 1.00% (77.60) BAX US Equity (235) (8,047) 66.82 68.77 -4.58 0.64% 67.77 BAYN GR Equity 9,123 11,757 76.64 136.10 76.30 1.02% (563.11) BBAS3 BZ Equity (26) (1,954) #N/A N/A -0.71 1.84% HD US Equity 812 (6,743) 12.96 11.40 8.74 1.38% 193.14 BBOC4 BZ Equity 571 (7,252) #N/A N/A 6.05 1.30% BBL US Equity (44) 2,528 64.47 63.37 -1.65 1.05% (33.67) BBVA SM Equity 1,112 5,723 10.09 12.06 17.52 1.11% (179.26) BCE CN Equity (27) (6,644) 43.17 43.35 -0.63 0.64% 53.09 BCS US Equity (380) 6,397 17.66 16.67 -4.83 1.23% (115.30) BEN US Equity 7 3,695 52.08 52.17 0.15 1.16% (72.93) EFTA00293465 BG/ LN Equity (128) (3,003) 17.35 18.09 -2.94 1.45% 25.81 BHP AU Equity (190) 5,931 34.40 33.34 -3.27 0.98% (175.36) BHP US Equity (61) 4,501 69.11 68.18 -1.53 0.89% (62.38) BIIB US Equity 394 1,066 245.93 336.83 25.07 1.47% (28.37) BIL S.I Equity (122) 2,362 32.47 30.88 -4.33 1.19% (76.07) BK US Equity 42 3,723 31.43 31.78 1.22 0.92% (22.27) BLK US Equity 109 1,171 274.17 299.65 9.43 0.99% (27.02) BLT LN Equity (66) 2,750 32.40 31.65 -2.50 0.95% (42.06) BMO CN Equity (59) 8,370 65.44 64.98 -1.00 0.70% (163.52) BMW GR Equity 722 5,076 98.63 112.65 15.03 0.95% (159.32) BMY US Equity 6,744 13,669 35.71 53.33 39.98 1.23% (281.43) BN FP Equity 94 (3,684) 70.54 68.73 2.58 0.99% 97.22 BNP FP Equity 1,538 5,498 61.78 79.06 24.29 1.15% (228.33) BNS CN Equity (68) 4,379 57.46 56.58 -1.95 0.80% (72.29) BP/ LN Equity 612 9,797 7.76 8.25 8.81 0.71% (226.21) BRK/B US Equity 76 4,878 114.00 115.77 2.51 0.62% 17.39 BSBR US Equity 1,779 (8,171) 6.18 4.84 14.07 1.55% 222.62 BUD US Equity 22 6,846 102.05 102.38 0.34 0.96% (159.63) BX US Equity 238 2,976 30.31 32.74 6.73 1.19% (69.91) C US Equity (41) 1,573 49.05 47.81 -2.43 1.07% (26.81) CA P Equity 346 1,959 30.49 35.87 17.08 1.03% (58.56) CAT US Equity 1,047 10,300 87.23 96.09 9.85 1.03% (108.43) CBA AU Equity (130) 6,284 67.71 66.33 -2.82 0.73% (47.53) CBS US Equity 422 1,267 49.35 65.81 25.18 1.32% (32.88) CCL US Equity 540 7,821 36.20 38.70 6.21 1.11% (234.78) CELG US Equity 13,186 15,111 85.54 160.17 74.39 1.17% (336.55) CFR VX Equity (72) 3,973 99.42 97.64 -1.75 1.04% (77.09) CL US Equity 1,016 18,685 58.99 62.20 9.13 0.60% (199.72) CM CN Equity 160 5,611 81.17 83.48 4.72 0.60% (32.61) CMCSA US Equity 4,409 17,408 40.65 50.94 28.57 0.89% (327.03) CMCSK US Equity 6,770 18,900 36.26 49.25 39.81 0.90% (439.58) CNI US Equity 1,204 12,873 51.38 56.18 14.42 0.65% (132.10) CNQ CN Equity 251 6,397 35.48 36.87 3.95 0.99% 19.60 CNR CN Equity 1,167 12,425 51.30 56.11 14.28 0.66% (164.23) COF US Equity 414 6,077 67.68 72.29 6.62 1.03% (102.67) COP US Equity 27 (7,980) 66.64 66.42 0.49 0.69% 11.90 COST US Equity 13 6,551 115.59 115.82 0.28 0.71% (57.72) COV LN Equity 183 2,442 UN/A N/A 22.97 0.33% COV US Equity 776 6,347 63.38 71.14 13.54 0.90% (86.75) CRM US Equity 146 2,054 56.89 60.94 5.11 1.39% (89.88) CS FP Equity 2,052 6,734 19.39 25.30 28.29 1.08% (260.29) CSCO US Equity 56 (4,977) 21.79 21.54 1.31 0.86% 76.43 CSX US Equity 889 8,914 25.07 27.57 11.14 0.90% (66.07) CVE CN Equity 803 (10,449) 28.70 26.49 10.05 0.77% 3.74 CVS US Equity 1,630 10,312 62.75 72.67 20.56 0.77% (74.77) CVX US Equity (189) (8,207) 112.39 114.97 -3.23 0.71% 50.36 D US Equity 1,755 12,240 60.05 68.66 21.23 0.68% (155.27) EFTA00293466 DAI GR Equity 6,206 13,908 62.20 89.96 39.02 1.14% (594.74) DBK GR Equity 50 4,052 46.61 47.19 1.22 1.01% (103.82) DD US Equity 2,580 12,305 54.46 65.88 24.55 0.85% (139.09) DDAIF US Equity 3,498 8,377 63.20 89.59 34.05 1.23% (393.00) DE US Equity 114 8,122 85.65 86.85 2.06 0.68% 80.42 DELL US Equity (3) 6,715 KN/A N/A -0.57 0.07% DG FP Equity 4,046 9,889 51.34 72.34 40.46 1.01% (412.09) DGE LN Equity (28) 1,190 31.44 30.72 -0.90 2.58% (24.59) DHR US Equity 4,116 14,097 58.57 75.67 44.34 0.66% (276.50) DIS US Equity 1,626 9,908 68.36 79.58 15.41 1.06% (197.89) DISCA US Equity 8 3,650 82.02 82.21 0.20 1.13% (54.90) DNB NO Equity 1,253 9,735 15.77 17.80 15.37 0.84% (214.79) DOW US Equity 2,253 6,446 35.84 48.36 29.72 1.18% (83.66) DPW GR Equity 152 547 28.24 36.10 26.25 1.06% (23.64) DTE GR Equity 4,791 13,640 12.22 16.51 31.22 1.13% (468.07) DTV US Equity 2,706 9,785 60.88 77.72 35.10 0.79% 45.81 DUK US Equity (90) (8,822) 69.60 70.31 -2.03 0.50% 71.01 DVN US Equity 272 7,132 61.93 64.29 4.83 0.79% (11.81) EBAY US Equity 489 5,707 53.54 58.12 8.34 1.03% (92.98) ECL US Equity 274 6,372 103.19 107.63 5.78 0.75% 0.52 EDF FP Equity 6,129 9,189 23.45 39.08 67.07 0.99% (159.63) EMC US Equity 449 9,291 24.95 26.15 5.97 0.81% (96.23) EMR US Equity (7) (678) 63.75 64.38 -1.32 0.75% 11.25 ENB CN Equity (85) (7,004) 41.70 42.20 -2.40 0.51% 37.48 ENEL IM Equity 1,143 7,503 4.32 4.98 13.99 1.09% (241.69) ENI IM Equity (25) 7,309 23.75 23.67 -0.45 0.77% (132.34) EOAN GR Equity (22) 2,996 18.77 18.63 -0.76 0.98% (66.21) EOG US Equity 1,796 5,573 143.99 190.39 32.12 1.00% 60.52 EPO US Equity 791 10,799 62.55 67.13 10.33 0.71% (0.66) ERICB SS Equity 166 6,004 12.27 12.61 2.92 0.94% (176.06) ESRX US Equity 1,183 9,815 66.69 74.73 15.61 0.77% (80.76) ETN US Equity 53 5,260 72.48 73.22 0.94 1.08% (136.71) F US Equity (83) (3,621) 14.82 15.15 -2.40 0.95% 41.97 FB US Equity 1,389 2,630 44.06 67.32 33.19 1.59% (74.49) FCX US Equity (62) 2,977 33.54 32.86 -1.77 1.17% 10.53 FDX US Equity 543 5,338 120.94 133.24 11.24 0.90% (5.61) FOX US Equity 33 3,520 31.89 32.20 1.15 0.82% (35.78) FOXA US Equity 47 3,246 32.65 33.13 1.59 0.92% (32.05) FP FP Equity 564 8,334 59.78 63.82 8.74 0.77% (119.84) G IM Equity 110 4,486 21.32 21.84 2.57 0.95% (121.40) GE US Equity 1,625 13,140 22.32 25.08 13.03 0.95% (255.12) GILD US Equity 33,260 13,861 24.02 81.68 187.05 1.28% (877.81) GIS US Equity 185 13,333 49.12 49.80 2.49 0.56% (74.05) GLE FP Equity 874 3,248 49.51 62.83 18.66 1.44% (225.42) GLEN LN Equity 587 5.42 5.42 0.00 1.18% (9.46) GLW US Equity 1,997 11,376 16.17 19.01 16.25 1.08% (176.44) GM US Equity 712 2,560 28.27 36.14 25.22 1.10% (7.44) EFTA00293467 GOOG US Equity 4,968 12,428 857.75 1,200.64 45.98 0.87% (228.53) GS US Equity 6,591 13,671 110.98 164.48 62.62 0.77% (240.63) GSK LN Equity 324 4,874 25.93 27.66 8.58 0.78% (61.06) GSZ FP Equity 308 5,466 23.77 25.11 5.22 1.08% (147.31) HAL US Equity 940 5,408 48.07 56.43 15.92 1.09% (51.96) HD US Equity 2,959 13,333 66.67 81.46 30.26 0.73% (149.28) HMB SS Equity 490 6,110 40.79 44.06 7.85 1.02% (150.67) HON US Equity 6,336 11,930 61.10 93.55 86.64 0.61% (183.50) HPQ US Equity 1,189 6,863 25.14 29.49 18.38 0.94% (141.00) HSBA LN Equity (59) 1,223 10.85 10.35 -5.45 0.89% (22.81) !BE SM Equity 1,336 7,236 5.52 6.54 30.79 0.60% (130.01) IBM US Equity 41 (8,393) 184.74 183.84 0.72 0.67% 63.60 IMT LN Equity 1,330 10,924 35.95 40.32 10.93 1.11% (139.46) INTC US Equity 266 9,784 23.81 24.46 3.54 0.77% (112.07) ISP IM Equity 3,162 5,653 1.92 3.00 47.16 1.19% (194.01) ITUB US Equity 401 (5,909) 13.81 12.87 4.52 1.50% 209.10 ITUB4 BZ Equity 94 (6,366) #N/A N/A 1.13 1.31% ITW US Equity 2,892 14,011 67.84 81.84 30.21 0.68% (173.90) ITX SM Equity 258 (4,648) 149.71 141.41 5.59 0.99% 70.29 JCI US Equity 4,194 9,883 34.13 48.61 37.56 1.13% (251.81) JNJ US Equity 4,013 12,630 69.31 91.34 41.54 0.76% (121.75) JPM US Equity 617 8,516 52.29 56.08 8.75 0.83% (136.37) KMB US Equity 173 7,934 106.69 109.01 2.92 0.75% (94.44) KMI US Equity 682 (6,752) 35.17 31.62 11.33 0.89% 52.03 KO US Equity 140 (6,962) 38.83 38.05 2.88 0.70% 34.68 LBTYA US Equity 3 2,272 86.99 87.10 0.05 2.49% (30.97) LBTYK US Equity 115 1,975 78.63 83.22 2.29 2.55% (35.97) LIN GR Equity 172 8,087 198.03 202.24 2.57 0.83% (177.55) LLOY LN Equity 3,584 7,073 0.89 1.35 49.25 1.03% (229.85) LLY US Equity 12 2,868 58.84 59.08 0.48 0.83% (30.84) LMT US Equity 666 2,016 122.48 162.93 31.82 1.04% 6.64 LNKO US Equity (43) (833) 192.19 202.03 -2.70 1.90% 15.94 LOW US Equity 274 6,486 47.99 50.01 4.49 0.94% (23.30) LVS US Equity 2,675 6,808 61.33 85.43 27.15 1.45% 37.20 LYB US Equity 1,109 2,297 59.29 87.92 44.86 1.08% (15.98) MA US Equity 11,098 17,711 47.01 76.46 48.34 1.30% (560.89) MAERSKB DC Equity 6,268 14,148 8,212.58 11,850.89 36.23 1.22% (413.78) MC FP Equity (45) 3,466 183.40 181.05 -1.33 0.98% (85.06) MCD US Equity 40 (6,973) 94.88 94.34 1.19 0.48% 61.08 MCK US Equity 156 1,949 162.99 176.00 10.13 0.79% (9.75) MOLZ US Equity 2,416 13,641 28.68 33.76 22.28 0.80% (101.74) MOT US Equity 7,653 20,811 43.22 59.12 43.22 0.85% (93.58) MET US Equity 970 7,556 44.37 50.06 11.60 1.11% (129.82) MFC CN Equity 4,125 8,003 12.38 18.75 46.24 1.11% (259.02) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,817 21,331 96.89 132.40 49.86 0.74% (503.05) MO US Equity 91 4,559 35.71 36.42 2.74 0.73% 22.05 EFTA00293468 MON US Equity 567 11,917 106.02 111.07 6.11 0.78% 158.74 MOS US Equity (76) (1,253) 46.15 48.95 -6.71 0.91% (7.44) MRK US Equity 1,439 10,685 49.65 56.34 14.80 0.91% (164.32) MS US Equity 155 1,649 27.57 30.16 7.98 1.18% (32.11) MSFT US Equity 597 7,177 34.82 37.72 9.63 0.86% (105.14) MUV2 GR Equity 588 7,645 197.70 212.91 11.23 0.69% (197.62) NAB AU Equity (79) 6,672 31.15 30.79 -1.41 0.83% (50.58) NCM AU Equity 1,689 (3,262) 21.94 10.58 25.25 2.05% (206.20) NEE US Equity 3,587 14,649 72.62 90.40 32.11 0.76% (188.12) NEM US Equity 2,356 (7,392) 34.95 23.81 16.10 1.98% (248.69) NESN VX Equity 705 9,821 69.64 74.63 8.71 0.82% (131.76) NG/ LN Equity 2,027 12,114 11.82 13.80 24.24 0.69% (160.45) NKE US Equity 871 5,145 66.10 77.29 18.57 0.91% (79.04) NOK US Equity 4,059 4,498 3.96 7.54 59.99 1.50% (169.74) NOV US Equity 63 4,672 75.96 76.98 1.45 0.92% 21.15 NOVN VX Equity 5,255 18,291 63.81 82.14 35.20 0.82% (411.76) NOVOB DC Equity 1,493 9,100 40.13 46.71 12.73 1.29% (191.39) NSC US Equity 1,324 9,590 80.49 91.61 12.49 1.11% (35.41) NVS US Equity 3,928 15,510 65.07 81.55 33.05 0.77% (390.27) OGXP3 BZ Equity 5,052 (5,180) KN/A N/A 21.30 4.58% OR FP Equity (24) 3,253 167.88 166.66 -0.65 1.11% (50.58) ORA FP Equity (105) 4,555 12.58 12.29 -2.21 1.04% (87.65) ORCL US Equity 1,176 7,533 33.38 38.59 21.27 0.73% (109.03) OXY US Equity 86 4,632 94.24 96.00 2.31 0.81% (31.21) PBR US Equity 497 (2,814) 13.30 10.95 11.59 1.52% 79.71 PBR/A US Equity 494 (2,795) 13.87 11.42 11.38 1.55% 86.55 PCLN US Equity 1,198 3,043 956.05 1,332.45 29.80 1.32% (62.56) PCP US Equity 2,787 13,710 212.47 255.66 21.90 0.93% (215.43) PEP US Equity (18) (1,625) 78.56 79.42 -1.66 0.66% 7.44 PETR3 BZ Equity 418 (2,923) KN/A N/A 9.81 1.46% PETR4 BZ Equity 474 (3,123) UN/A N/A 10.33 1.47% PFE US Equity 4,891 21,828 26.10 31.95 27.70 0.81% (180.41) PG US Equity 19 4,762 77.33 77.65 0.51 0.81% (57.70) PHIA NA Equity 848 7,196 30.43 34.01 12.12 0.97% (225.84) PM US Equity 616 (10,166) 85.47 80.29 7.11 0.85% 105.15 PNC US Equity 560 7,645 75.28 80.80 8.06 0.91% (123.01) POT CN Equity (89) (3,323) 32.57 33.44 -3.17 0.85% (0.27) POT US Equity (92) (3,554) 32.66 33.50 -2.74 0.94% (8.61) PRU LN Equity 7,793 10,521 12.76 22.22 60.75 1.22% (406.04) PSA US Equity 575 9,413 158.54 168.22 10.58 0.58% (29.43) PSX US Equity 951 6,030 64.65 74.84 15.80 1.00% (1.75) PX US Equity 2,367 16,099 113.30 129.96 19.55 0.75% (78.35) QCOM US Equity 1,266 12,547 66.83 73.57 13.07 0.77% (298.54) CLOD US Equity 6,113 19,920 68.46 89.47 49.83 0.62% (276.74) RAI US Equity 151 3,506 50.60 52.78 5.12 0.84% 151.51 RDS/A US Equity (73) 4,217 73.26 72.02 -2.13 0.81% (59.09) RDS/B US Equity 87 5,192 75.80 77.07 2.01 0.84% (71.20) EFTA00293469 RDSA LN Equity 170 4,065 34.51 35.96 5.39 0.78% (57.61) RDSA NA Equity (67) 4,084 36.62 36.03 -2.12 0.77% (60.03) RDSB LN Equity 133 4,580 37.36 38.45 3.51 0.83% (66.23) REGN US Equity 736 5,633 298.72 337.76 7.82 1.67% 69.51 RIO AU Equity (107) 5,779 60.03 58.94 -1.99 0.93% (107.75) RIO LN Equity 98 5,748 54.73 55.66 1.38 1.23% (177.77) RIO US Equity 158 4,934 54.04 55.77 2.26 1.42% (143.44) ROG VX Equity 6,776 17,035 212.78 297.42 42.89 0.93% (879.98) RY CN Equity (37) 4,764 65.12 64.62 -1.06 0.74% (63.52) SAB LN Equity 122 4,132 46.80 48.19 2.99 0.99% (51.23) SAN P Equity 149 (6,174) 103.67 101.16 2.87 0.84% 160.21 SAN SM Equity 388 7,256 8.35 8.79 6.20 0.86% (206.12) SAN US Equity 351 5,315 8.28 8.83 6.20 1.07% (144.66) SAP GR Equity (208) 5,241 81.42 78.31 -4.80 0.83% (138.62) SAP US Equity (321) 7,101 81.44 77.92 -5.45 0.83% (200.03) SBUX US Equity 28 (1,875) 71.41 70.35 1.34 1.10% 16.50 SGO P Equity 2,318 7,836 44.08 57.12 25.21 1.17% (452.53) SI US Equity 1,358 11,259 114.69 128.52 14.11 0.85% (435.43) SIE GR Equity 1,083 8,908 114.81 128.77 13.76 0.88% (322.03) SLB US Equity 930 6,528 79.94 91.33 15.34 0.93% (156.90) SMSN LI Equity 317 (7,260) 644.51 616.36 4.60 0.95% 108.41 SO US Equity 925 42.17 42.17 0.00 0.48% (2.85) SPG US Equity 32 4,487 160.18 161.34 0.98 0.74% 3.86 SREN VX Equity 1,414 9,709 80.14 91.80 18.13 0.80% (191.46) STAN LN Equity 362 (5,283) 22.30 20.77 5.85 1.17% 79.97 STL NO Equity 382 6,281 25.39 26.94 5.99 1.02% 125.49 STT US Equity (35) 691 68.42 65.09 -4.43 1.16% (7.99) SU CN Equity (11) 4,576 33.28 33.20 -0.37 0.68% (6.29) SU P Equity 250 6,518 84.31 87.55 3.86 1.00% (122.02) SU US Equity (9) 4,606 33.29 33.23 -0.29 0.67% 5.82 SWEDA SS Equity 655 5,950 24.71 27.43 10.79 1.02% (179.24) SYNN VX Equity (213) (8,069) 359.52 369.00 -2.47 1.07% (107.56) T US Equity 613 (8,928) 34.20 31.85 9.22 0.75% 44.40 TD CN Equity 14 4,716 44.82 44.96 0.56 0.55% (44.60) TEF SM Equity (56) 1,405 15.58 14.98 -4.67 0.85% (29.46) TEF US Equity (42) 1,363 15.47 15.00 -3.31 0.93% (18.12) TGT US Equity 263 (10,717) 63.57 62.01 2.28 1.07% 36.