EFTA02708064.pdf

Atorus, LLC 2/28/2014 Current Date: 2/28/2014 Change on Day: 1.87% Total Return since 1/1/12: 86.78% MSCI World Change on 712M Return: 52.13% Day 0.42% T90 Day Return: 8.46% No of Positions T30 Day Return: 10.20% (+MTM) on Day 332 Current Long Exposure @ Cost: 4,637,310 No of Positions (-MTM) Current Short Exposure e Cost: (1,102,179) on Day 112 Net Exposure: 3,535,131 Current No. of Starting Capital: 1,000,000 Positions: 456 Current NAV: 1,867,849 Current Leverage (Gross Exposures): 3.07 Key Metrics Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.02% T24M Avg. Daily NAV (-) Change -0.88% Target Vol-Adj. Risk Listed Equities 50.00% Target Vo'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 adjusted position sizing. Leverage levels can be customized to eac h investor. 124M Sharpe Ratio: 1.341 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 3,000,000 1,800,030.00 1,600,000 00 1,400,000.00 In .00 -NAV 1,00aa) .rreY4C16463 4 / 4",./MA 803,000.00 600,030.00 go. n. 0y"1 (s," tb 4t, dog %e c9 e e9 " EFTA_R1_02108308 EFTA02708064 Atorus, LLC 2/28/2014 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 Galn %Total NAV 24 Positions 24.78% 46 Positions 29.82% XAG Curncy (20,150) 0.35% PSI20 Index 6,546 0.35% 180V Index (22,524) 0.39% MAERSKB DC Equity 6,690 0.36% CO1 Comdty (24,622) 0.43% DAI GR Equity 6,819 0.37% MEXBOL index (26,146) 0.46% GS US Equity 6,835 0.37% NO_TSY CREDIT (27,378) 0.48% SXSE Index 6,919 0.37% ZA_TSY CREDIT (33,149) 0.58% BMY US Equity 7,030 0.38% SHCOMP Index (33,700) 0.59% ACA FP Equity 7,162 0.38% JP_TSY CREDIT (59,678) 1.04% SXXP Index 7,177 0.38% DK_TSY CREDIT 60,407 1.05% CMCSK US Equity 7,217 0.39% CH_TSY CREDIT 60,555 1.05% AMGN US Equity 7,406 0.40% SXDP Index 61,075 1.06% IT_TSY CREDIT 7,521 0.40% SPX Index 62,272 1.08% SMI Index 7,557 0.40% DE_TSY CREDIT 66,681 1.16% ROG VX Equity 7,690 0.41% AT_TSY CREDIT 68,818 1.20% MDT US Equity 7,747 0.41% FR_TSY CREDIT 69,707 1.21% ME Index 7,997 0.43% BE_TSY CREDIT 69,713 1.21% BEL20 Index 8,110 0.43% NL_TSY CREDIT 69,911 1.22% PRU LN Equity 8,208 0.44% FI_TSY CREDIT 71,160 1.24% IBEX Index 8,269 0.44% STBCNZL Index 73,231 1.27% MMM US Equity 8,329 0.45% ILTSY CREDIT 78,270 1.36% XLY US Equity 8,846 0.47% AU_TSY CREDIT (79,133) 1.38% HEX Index 9,031 0.48% MY_TSY CREDIT (92,252) 1.61% BAC US Equity 9,499 0.51% SG_TSY CREDIT (95,749) 1.67% DAX Index 9,581 0.S1% CA_TSY CREDIT (97,153) 1.69% ES_TSY CREDIT 9,660 0.52% BAYN GR Equity 9,702 0.52% TMO US Equity 9,817 0.53% LUXXX Index 10,028 0.54% SXOP Index 10,061 0.54% SXAP Index 10,361 0.55% NC US Equity 10,855 0.58% BA US Equity 11,097 0.59% MA US Equity 11,670 0.62% KFX Index 12,192 0.65% SXIP Index 12,793 0.68% XLV US Equity 12,886 0.69% SXMP Index 12,901 0.69% CELG US Equity 13,526 0.72% NDX Index 14,262 0.76% RTY Index 14,465 0.77% SPX Index 17,272 0.92% EFTA_R1_02108309 EFTA02708065  SXTP Index 24,222 1.30% SXDP Index 26,317 1.41% ISEQ Index 27,653 1.48% IE_TSY CREDIT 30,271 1.62% STEICNZL Index 32,687 1.75% GILD US Equity 34,155 1.83% No. Names by Cat APAC Long 29 APAC Short 23 EMEA long 81 EMEA Short 11 AMER Long 172 AMER Short 45 EquityCom Long 63 EquityCom Short 9 G20 Rates Long 14 G20 Rates Short 9 Total Long 359 Total Short 97 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiltes, G20 Gov. Credit) EFTA_R1_02108310 EFTA02708066 Atorus, LLC 2/28/2014 Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) 2,000,000 5.000.000 4.000,000 1,500,000 000,000 1,000,003 APAC 2.000.000 — E/AEA —AMER 500.000 • 1,003,000 — EquityCons G20 Rates NezEposure REIS % o%% O%% 0, u,ccoomi 9 . N,Q. .s..(11 \ 4 % 11An.03 4 / 2. 1. O%11'41 O.‘ 31 A1. ‘ 12 .Q.O 1. 0% \ 91.O%% 41 O% + 52:_1. "b\ 4' ••k\' • (2,000.0001 (1000.0001 (3000,0001 Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Gov. Credit) 2,500,000 2,000,000 1,500000 — AMC EMEA —AMER 1,000,000 — EcrateCom G20 RateS 500.000 ,9 „ ,19•G 49 (5,0' (9 ,;;;‘,'› (54 f," (9 I' % 4> <>' • t (t, diSS' (P QS5 4 S' C rs,1 EFTA_R1_02108311 EFTA02708067 Atorus, LLC 2/28/2014 Current Gross Notional Risk by Category 241,840 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 1.95 1.75 1.55 1.35 - MSCIWodd 1.15 — ATORUS 035 0.75 „ .60'4 w <94% tO' •Q• • e t's• ,;) • icb os 445 Q' At " a% es• Ao. 4-%.(1, 4'sQ. es. ', I Rolling 30 Day Realized Volatility - Atorus 2.00% 1.80% 1.60% 1.40% 1.10% — Roll ng300ayRe 1.00% alizedVd OM% 0.60% 0.40% 0.20% 0.0D% ots% (t. c,f‘b s) o'Q' t O% (t.O4, 45* pts:is e 1. o cic" cb EFTA_R1_02108312 EFTA02708068 Atorus, LLC 2/28/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) a 50.00 —pit Vol Days by 30.03 Position 1C40:1 OA:0 MartMitocraWMAI Percentile No. Vol Days 0.00% -11.55 MTM Gains(Losses) % of NAV "Signficant" 5.00% -2.43 (<7 Vol Days) 1.62% 10.00% -0.90 MTM Gains(Losses) % of NAV *Signficant" 15.00% -0.13 (>7 Vol Days) 52.74% 20.00% 0.77 25.00% 1.68 30.00% 2.44 35.00% 3.48 40.00% 4.32 45.00% 6.19 50.00% 9.22 55.00% 10.94 60.00% 13.40 65.00% 17.22 70.00% 20.84 75.00% 25.64 80.00% 31.30 85.00% 37.04 90.00% 45.15 95.00% 55.96 100.00% 183.45 EFTA_R1_02108313 EFTA02708069 Atorus, LLC 2/28/2014 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 89 1,799 217.13 227.82 3.71 1.33% 14.08 005490 KS Equity 120 (3,782) 273.49 264.84 3.78 0.84% 69.01 005930 KS Equity 168 (6,558) 1,285.62 1,252.66 2.95 0.87% (1.71) 012330 KS Equity 1,020 5,282 244.69 291.92 15.51 1.24% 77.57 1HK Equity 154 4,619 15.20 15.71 4.17 0.80% 91.74 1299 HK Equity 48 3,412 4.82 4.89 1.31 1.08% 7.23 13 HK Equity 2,287 12,243 11.40 13.53 20.36 0.92% 286.42 16 HK Equity (94) (9,935) 12.66 12.78 •1.44 0.66% (57.16) 27 MK Equity 6 123 9.68 10.13 2.05 2.27% 1.77 2914 JP Equity 142 (4,719) 32.47 31.49 2.32 1.30% 101.03 3382 JP Equity (37) 3,411 37.70 37.29 -0.83 1.33% (72.75) 4063 JP Equity (7) (4,536) 56.40 56.50 -0.13 1.28% 18.19 4502 JP Equity 40 2,102 46.69 47.58 2.70 0.71% (10.82) 4689 JP Equity 36 1,082 6.06 6.26 2.36 1.40% 0.77 5 HK Equity (361 2,572 10.73 10.58 -1.75 0.79% 1131 5108 JP Equity (44) 3,498 36.35 35.90 -0.95 1.31% (45.87) 5401 JP Equity 100 (3,709) 2.99 2.91 1.84 1.46% 22.53 6301 JP Equity (36) (3,515) 20.64 20.85 -0.68 1.51% (43.61) 6752 JP Equity 1,606 4,145 9.01 12.50 13.76 2.81% (79.15) 6902 JP Equity 2,749 9,730 41.48 53.20 23.35 1.21% 189.58 6954 JP Equity 632 6,393 157.65 173.25 6.25 1.58% 15.71 7201 JP Equity (27) (3,743) 8.85 8.91 -0.58 1.23% 31.79 7203 JP Equity 13 (3,073) 57.44 57.20 0.34 1.24% 40.39 7267 JP Equity 87 (4,885) 36.43 35.78 1.46 1.22% 65.26 762 HK Equity 320 (4,155) 1.43 1.32 7.28 1.06% (38.26) 7751 JP Equity 106 (6,865) 31.44 30.95 1.44 1.07% (23.09) 8031 JP Equity (71 2,408 15.31 15.26 -0.27 1.12% (5.56) 8058 JP Equity (33) 3,003 19.27 19.07 -0.92 1.19% (2736) 8306 JP Equity 49 (2,979) 5.88 5.79 1.20 1.36% 48.19 8316 JP Equity 64 (2,505) 45.91 44.74 1.63 1.57% 48.80 8411 JP Equity (96) 3,019 2.12 2.05 -2.41 1.32% (34.22) 8604 JP Equity 12 (2,202) 6.77 6.74 0.38 1.41% 25.68 8801 JP Equity 129 (2,516) 31.09 29.49 3.32 1.55% 14.40 8802 JP Equity 170 (3,308) 24.73 23.45 3.68 1.40% 47.02 9020 JP Equity 21 (3,967) 77.53 77.12 0.48 1.10% 25.55 941 HK Equity 843 (11,351) 10.25 9.49 11.49 0.65% 121 9432 JP Equity 285 6,077 53.19 55.68 3.27 1.43% (79.85) 9433 JP Equity 4,124 9,476 42.13 60.47 25.64 130% 192.18 9437 JP Equity (3131 (5,749) 15.71 16.56 -5.26 1.03% (11.68) 9983 JP Equity (206) 3,177 367.53 345.18 -4.03 1.61% (33.59) EFTA_R1_02108314 EFTA02708070 9984 JP Equity 1,738 2,238 42.69 75.84 45.45 1.71% (88.78) AAPL US Equity 140 7,877 518.25 527.48 1.75 1.02% 49.31 ABB US Equity 842 10,408 23.59 25.50 7.90 1.02% 103.44 ABBN VX Equity 691 8,703 23.63 25.50 7.48 1.06% 83.60 ABBV US Equity 186 5,335 49.49 51.21 3.48 1.00% 54.62 ABEV US Equity 79 (7,232) 7.25 7.17 0.75 1.45% 32.18 ABEV3 BZ Equity 66 (6,923) 7.29 7.22 0.70 1.37% 45.59 ABI BB Equity 174 6,721 102.03 104.66 3.09 0.84% 47.58 ABT US Equity 101 4,097 38.87 39.83 3.33 0.74% 11.65 ABX CN Equity (42) 2,002 20.94 20.52 -1.17 1.77% (31.78) ABX US Equity (47) 2,034 20.94 20.47 -1.32 1.74% (32.84) ACA FP Equity 7,162 5,408 6.83 15.89 113.96 1.16% 282.28 ACE US Equity 151 3,677 93.86 97.71 6.02 0.68% 44.66 ACN US Equity 745 9,052 77.04 83.38 11.42 0.72% 14.77 ADP US Equity 90 1,193 72.36 77.84 12.51 0.60% 4.81 MI. US Equity 99 4,556 62.74 64.09 3.83 0.56% 73.99 AGN US Equity 1,519 8,245 107.93 127.82 19.89 0.93% (10.33) AI FP Equity 63 4,497 135.51 137.41 1.96 0.72% 52.92 AIG US Equity 93 4,012 48.66 49.79 2.14 1.08% 62.65 AIR FP Equity 4,776 6,526 42.47 73.56 68.91 1.06% 4.18 ALV GR Equity 3,150 7,550 125.64 178.07 43.71 0.95% 203.79 ALVG IX Equity 2,346 5,742 126.13 177.67 42.90 0.95% 148.76 AMGN US Equity 7,406 22,886 94.49 125.06 30.91 1.05% 502.67 AMT US Equity 704 10,655 76.29 81.33 7.99 0.83% (1.54) AMZN US Equity 3,684 14,103 287.66 362.79 19.43 1.34% 224.34 ANZ AU Equity 28 3,602 28.48 28.71 1.02 0.76% (5.86) APA US Equity 261 (6,870) 82.74 79.59 3.48 1.09% (4.70) APC US Equity (225) (6,360) 81.31 84.19 -4.07 0.87% (96.28) AXP US Equity 2,869 10,373 71.56 91.35 27,27 1.01% 175.75 AZN IN Equity 4,699 12,676 49.80 68.26 41.90 0.88% 8.12 AZN SS Equity 4,181 11,669 50.40 68.46 40.62 0.88% 71.15 AZN US Equity 4,514 12,432 49.96 68.10 38.89 0.93% (56.01) BA US Equity 11,097 17,951 79.84 129.20 53.01 1.17% 295.85 BAC US Equity 9,499 10,884 8.82 16.52 107.46 0.81% 154.88 BARC LN Equity (229) 5,295 4.40 4.22 -3.81 1.14% 16.74 MS GR Equity 1,304 7,333 97.30 114.60 22.32 0.80% 116.69 BATS LN Equity 174 4,163 52.24 54.42 4.28 0.98% 88.95 8AX US Equity (308) (8,047) 66.82 69.38 -5.99 0.64% (75.06) BAYN GR Equity 9,702 11,757 76.64 139.87 86.61 0.95% 489.83 BBAS3 BZ Equity (26) (1,954) 8.70 8.81 -0.73 1.80% (37.41) 880 US Equity 657 (6,743) 12.96 11.70 7.25 1.34% 19.94 BBDC4 BZ Equity 571 (7,252) 12.74 11.74 6.24 1.26% 13.64 881US Equity (10) 2,528 64.49 64.24 -0.34 1.14% 9.09 88VA SM Equity 1,296 5,723 10.09 12.38 22.16 1.02% 28.35 BCE CN Equity (81) (6,644) 43.17 43.70 -1.96 0.62% (67.94) BCS US Equity (263) 6,397 17.69 17.00 -3.33 1.23% (1.05) BEN VS Equity 81 3,695 52.08 53.22 1.96 1.12% 36.51 EFTA_R1_02108315 EFTA02708071 8G/ IN Equity (156) (3,003) 17.35 18.26 -3.65 1.42% (13.57) BHP AU Equity (33) 5,172 34.60 34.39 -0.66 0.96% (11.68) BHP US Equity 2 4,501 69.12 69.16 0.05 0.93% (4.09) Bile US Equity 423 1,066 245.93 343.51 27.93 1.42% (2.84) ell S.I Equity (43) 2,362 32.55 31.96 -1.68 1.09% 8K US Equity 64 3,666 31.42 31.97 1.92 0.91% 31.72 BLK US Equity 136 1,171 274.17 306.12 11.78 0.99% 9.76 8LT LN Equity (23) 2,750 32.42 32.15 -0.92 0.91% 19.02 WO CN Equity 94 7,663 65.48 66.29 1.88 0.65% 63.32 BMW GR Equity 885 5,076 98.63 115.83 20.34 0.86% 68.52 BMY US Equity 7,030 13,669 35.71 54.07 43.04 1.19% 93.16 BN FP Equity (1) (3,684) 70.54 70.55 -0.02 0.92% (14.69) BNP FP Equity 1,774 5,498 61.78 81.71 30.67 1.05% 86.65 8NS CN Equity 5 4,379 57.47 57.54 0.17 0.75% 31.52 BP/ LN Equity 843 9,797 7.76 8.43 12.73 0.68% 36.09 8RK/S US Equity 59 4,878 114.00 115.37 1.97 0.61% 57.38 BSBR US Equity 1,633 (8,171) 6.18 4.95 13.46 1.48% 211.33 BUD US Equity 185 6,846 102.05 104.81 3.02 0.90% 66.16 BX US Equity 309 2,976 30.31 33.46 9.32 1.12% 52.35 C US Equity (14) 1,573 49.08 48.66 -0.76 1.14% 9.10 CA FP Equity 406 1,959 30.49 36.80 21.73 0.95% 22.25 CAT US Equity 1,156 10,300 87.23 97.02 11.15 1.01% 15.24 CBA AU Equity (82) 6,284 67.72 66.85 -1.77 0.74% (55.86) CBS US Equity 456 1,267 49.35 67.11 28.54 1.26% 26.87 CCL US Equity 782 7,821 36.20 39.82 9.71 1.03% (137.62) CELG US Equity 13,526 15,111 85.54 162.10 77.81 1.15% 224.04 CFR VX Equity 6 3,973 99.45 99.61 0.16 1.03% 5.58 CL US Equity 1,217 18,685 58.99 62.83 11.42 0.57% 264.60 CM CN Equity 193 5,611 81.17 83.96 5.85 0.59% 103.23 CMCSA US Equity 4,741 17,408 40.65 51.72 31.27 0.87% 252.98 CMCSK US Equity 7,217 18,900 36.26 50.11 43.96 0.87% 311.65 CNI US Equity 1,337 12,873 51.38 56.71 15.86 0.65% 179.08 CNQ CN Equity 231 6,397 35.48 36.76 3.61 1.00% 73.17 CNR CN Equity 1,333 12,425 51.30 56.80 17.17 0.62% 178.91 COF US Equity 518 6,077 67.68 73.45 8.55 1.00% 106.11 COP US Equity 15 (7,980) 66.64 66.52 0.26 0.71% (73.59) COST US Equity 65 5,876 115.56 116.85 1.59 0.70% 44.33 COV IN Equity 183 2,442 SIN/A N/A 22.97 0.33% COV US Equity 864 6,347 63.38 72.01 15.77 0.86% 83.21 CRM US Equity 240 2,054 56.89 63.53 9.22 1.27% (65.11) CS FP Equity 2,320 6,734 19.39 26.07 34.59 1.00% 93.79 CSCO US Equity (20) (4,977) 21.79 21.88 -0.48 0.82% 13.85 CSX US Equity 956 8,914 25.07 27.76 9.91 1.08% 138.44 CVE CN Equity 800 (10,449) 28.70 26.50 9.87 0.78% (269.08) CVS US Equity 1,705 10,312 62.75 73.12 21.70 0.76% 186.37 CVX US Equity (242) (8,207) 112.39 115.70 -4.14 0.71% (30.25) D US Equity 1,912 12,240 60.05 69.43 23.75 0.66% (29.96) EFTA_R1_02108316 EFTA02708072 DAI GR Equity 6,819 13,908 62.20 92.70 46.80 1.05% 250.46 08K GR Equity 156 4,052 46.61 48.41 3.54 1.09% 52.99 DD US Equity 2,720 12,305 54.46 66.50 26.60 0.83% 161.72 ODAIF US Equity 3,904 8,377 63.20 92.66 41.30 1.13% 140.53 DE US Equity 34 8,122 85.65 86.01 0.64 0.65% 110.43 DELL US Equity (3) 6,715 #N/A N/A -0.57 0.07% OG FP Equity 4,471 9,889 51.34 74.54 48.16 0.94% 109.50 DGE LN Equity (2) 1,190 31.45 31.39 -0.08 2.52% 8.17 DHR US Equity 4,397 14,097 58.57 76.83 49.89 0.63% (32.77) DIS US Equity 1,827 9,908 68.36 80.97 17.97 1.03% 100.65 DISCA US Equity 64 3,650 82.02 83.46 1.60 1.10% 73.47 DNB NO Equity 1,472 9,735 15.77 18.16 19.17 0.79% 248.02 DOW US Equity 2,338 6,446 35.84 48.83 31.62 1.15% 85.47 DPW GR Equity 177 547 28.24 37.36 33.63 0.96% 13.34 OTE GR Equity 5,272 13,640 12.22 16.94 36.24 1.07% 146.71 DTV US Equity 2,661 9,640 60.69 77.44 35.08 0.79% 254.96 DUK US Equity (163) (8,822) 69.60 70.89 -3.89 0.48% (43.79) DVN US Equity 284 7,132 61.93 64.40 4.95 0.80% 35.58 EBAY US Equity S78 5,383 53.28 59.01 10.87 0.99% 57.62 ECL US Equity 274 5,775 102.75 107.62 6.15 0.77% 72.94 EDF FP Equity 6,290 9,189 23.45 39.50 68.65 1.00% 348.24 MC US Equity 546 9,291 24.95 26.42 7.34 0.80% 15.44 EMR US Equity (18) (678) 63.75 65.47 -3.89 0.70% (1.09) ENB CN Equity (124) (7,004) 41.70 42.43 -3.52 0.50% (44.02) ENEL IM Equity 1,391 7,503 4.32 5.12 18.29 1.01% 95.71 ENI IM Equity 110 7,309 23.75 24.11 2.05 0.73% 97.36 EOAN GR Equity 45 2,996 18.77 19.05 1.63 0.93% 30.84 EOG US Equity 1,736 5,573 143.99 188.84 31.32 0.99% 94.81 EPD US Equity 792 10,466 62.42 67.14 10.49 0.72% (47.04) ERICB SS Equity 347 6,004 12.27 12.98 6.72 0.86% 85.51 ESRX US Equity 1,265 9,815 66.69 75.28 16.74 0.77% 153.13 ETN US Equity 194 5,260 72.48 75.15 3.66 1.01% (28.10) F US Equity (127) (3,621) 14.82 15.34 -3.79 0.93% (4.36) FB US Equity 1,465 2,630 44.06 68.59 36.03 1.55% (47.09) FCX US Equity (72) 2,977 33.54 32.74 -2.06 1.18% (53.17) FOX US Equity 548 5,338 120.94 133.36 11.14 0.92% 6.80 FOX US Equity 69 3,520 31.89 32.52 2.42 0.82% 51.07 FOXA US Equity 80 3,246 32.65 33.46 2.71 0.91% 49.37 FP FP Equity 686 8,334 59.78 64.69 10.88 0.76% 168.31 G IM Equity 235 4,486 21.32 22.43 5.88 0.89% 40.45 GE US Equity 1,884 13,140 22.32 25.52 15.81 0.91% 56.56 GILD US Equity 34,155 13,861 24.02 83.23 183.45 1.34% (182.77) GIS US Equity 260 13,333 49.12 50.07 3.60 0.54% 102.15 GLE FP Equity 1,113 3,248 49.51 66.47 26.51 1.29% 70.20 GLEN LN Equity - 5.51 1.31% - GLW US Equity 2,176 11,376 16.17 19.27 18.28 1.05% (14.69) GM US Equity 720 2,560 28.27 36.22 24.95 1.13% (21.16) EFTA_R1_02108317 EFTA02708073 GOOG US Equity 5,200 12,428 857.75 1,216.62 49.83 0.84% (57.50) GS US Equity 6,835 13,671 110.98 166.46 63.42 0.79% 227.55 GSK IN Equity 383 4,597 25.83 27.98 11.00 0.76% (31.21) GSZ FP Equity 459 5,466 23.77 25.77 8.35 1.01% 136.61 HAL US Equity 992 5,408 48.07 56.89 17.19 1.07% 167.29 HD US Equity 3,109 13,333 66.67 82.21 33.12 0.70% 88.79 HMB SS Equity 644 6,110 40.79 45.09 10.99 0.96% 108.19 HON US Equity 6,522 11,930 61.10 94.50 93.81 0.58% 65.55 HPQ US Equity 1,332 6,863 25.14 30.02 20.17 0.96% 73.74 HSBA LN Equity (36) 1,223 10.86 10.55 -1.92 1.54% 1.51 IBE SM Equity 1,467 7,183 5.51 6.64 35.66 0.57% 65.37 IBM US Equity (23) (8,393) 184.74 185.24 -0.42 0.65% (0.14) IMT LN Equity 1,471 10,924 35.95 40.79 12.49 1.08% 69.31 INTC US Equity 379 9,784 23.81 24.73 4.99 0.78% 38.98 ISP IM Equity 3,360 5,653 1.92 3.07 53.08 1.12% 111.58 ITUB US Equity 213 (5,909) 13.81 13.32 2.45 1.47% 47.35 ITUB4 8Z Equity 94 (6,366) 13.59 13.39 1.13 1.31% 45.41 ITW US Equity 3,068 14,011 67.84 82.69 33.07 0.66% 95.96 ITX SM Equity 194 (4,648) 149.71 143.47 4.33 0.96% (59.31) JO US Equity 4,450 9,883 34.13 49.49 41.40 1.09% (50.97) JNJ US Equity 4,136 12,630 69.31 92.01 43.71 0.75% 142.60 JPM US Equity 756 8,516 52.29 56.93 11.15 0.80% 64.09 KMB US Equity 269 7,934 106.69 110.30 4.73 0.71% 105.71 KMI US Equity 639 (6,752) 35.17 31.84 10.84 0,87% 30.68 KO US Equity 107 (6,962) 38.83 38.24 2.22 0.69% (41.80) LBTYA US Equity 3 2,272 88.19 88.30 0.05 2.47% 86.51 L8TYK US Equity 115 1,975 80.01 84.67 2.32 2.51% 23.65 LIN GR Equity 353 8,087 198.03 206.69 5.74 0.76% 87.95 LLOY LN Equity 3,818 7,073 0.89 1.38 55.77 0.97% 204.69 LLY US Equity 43 2,868 58.84 59.72 1.67 0.89% 22.81 WI US Equity 659 2,016 122.48 162.53 31.55 1.04% 34.84 LNKO US Equity (61) (833) 192.19 206.19 -3.63 2.01% 23.04 LOW US Equity 295 5,814 47.76 50.18 5.36 0.95% (69.59) LVS US Equity 2,638 6,808 61.33 85.09 26.91 1.44% 31.07 LYB US Equity 1,125 2,297 59.29 88.33 45.55 1.08% 35.40 MA US Equity 11,670 17,711 47.01 77.98 53.43 1.23% 117.31 MAERSKB DC Equity 6,690 14,148 8,212.58 12,096.04 40.41 1.17% 605.76 MC FP Equity 42 3,466 183.43 185.66 1.32 0.92% 2.53 MCD US Equity (21) (6,973) 94.88 95.16 -0.65 0.47% (16.35) MCK US Equity 165 1,949 162.99 176.82 10.51 0.81% 32.51 MDLZ US Equity 2,518 13,641 28.68 33.98 23.48 0.79% 75.25 MDT US Equity 7,747 20,811 43.22 59.31 43.58 0.85% 607.73 MET US Equity 1,102 7,556 44.37 50.84 13.39 1.09% 125.90 MFC CN Equity 4,390 8,003 12.38 19.16 52.13 1.05% 127.53 MHS US Equity 1,862 13,445 PN/A N/A 12.27 1.13% MMM US Equity 8,329 21,331 96.89 134.73 56.99 0.69% 178.15 MO US Equity 72 3,964 35.61 36.25 2.46 0.74% 50.37 EFTA_R1_02108318 EFTA02708074 MON US Equity 411 11,917 106.02 109.67 4.56 0.76% 69.54 MOS US Equity (102) (1,879) 46.15 48.64 -6D8 0.89% (11.71) MRK US Equity 1,601 10,351 49.46 57.11 17.79 0.87% 146.29 MS US Equity 188 1,649 27.57 30.71 10.01 1.14% 30.09 MSFT US Equity 703 7,177 34.82 38.23 11.90 0.82% 130.13 MUV2 GR Equity 791 7,645 197.70 218.15 17.05 0.61% 77.54 NAB AU Equity (28) 6,672 31.15 31.03 -0.49 0.85% (24.69) NCM AU Equity 2,190 (4,077) 21.94 10.16 27.82 1.93% 18.27 NEE US Equity 3,778 14,649 72.62 91.34 34.56 0.75% 184.45 NEM US Equity 2,482 (7,392) 34.95 23.22 17.45 1.92% 195.87 NESN VX Equity 838 9,821 69.64 75.58 10.55 0.81% 79.17 NG/ LN Equity 2,189 12,114 11.82 13.96 26.91 0.67% 75.81 NKE US Equity 951 5,145 66.10 78.32 20.70 0.89% 41.70 NOK US Equity 4,232 4,498 3.96 7.69 64.81 1.45% 39.33 NOV US Equity 42 4,641 75.96 76.64 0.98 0.92% 129.93 NOVN VX Equity 5,674 18,291 63.81 83.60 40.49 0.77% 346.21 NOVOB DC Equity 1,682 8,755 39.90 47.57 15.11 1.27% 25.20 NSC US Equity 1,360 9,590 80.49 91.91 11.72 1.21% 189.07 NVS US Equity 4,326 15,510 65.07 83.22 37.85 0.74% 203.62 OGXP3 BZ Equity 5,052 (5,180) 4.43 0.11 21.26 4.59% (103.55) OR FP Equity 28 3,253 167.89 169.32 0.79 1.08% 15.28 ORA FP Equity (15) 4,555 12.58 12.54 -0.34 1.00% (25.41) ORCL US Equity 1,286 7,533 33.38 39.08 24.55 0.70% 50.68 OXY US Equity 118 4,632 94.24 96.64 3.23 0.79% 64.47 PBR US Equity 440 (2,814) 13.30 11.22 10.44 1.50% 35.92 PBR/A US Equity 432 (2,795) 13.87 11.73 10.16 1.52% 48.66 PCLN US Equity 1,261 3,043 956.05 1,352.40 31.48 1.32% (16.45) PCP US Equity 3,005 13,710 212.47 259.04 24.75 0.89% 177.91 PEP US Equity (34) (2,166) 78.56 79.79 -2.42 0.65% (20.32) PETR3 BZ Equity 418 (2,923) 6.54 5.61 9.70 1.47% 31.56 PETR4 BZ Equity 474 (3,123) 6.95 5.89 10.35 1.47% 55.12 PFE US Equity 5,073 21,828 26.10 32.17 29.30 0.79% 68.16 PG US Equity 78 4,762 77.33 78.60 2.11 0.77% 39.70 PHIA NA Equity 1,080 7,196 30.43 35.00 16.86 0.89% 90.37 PM US Equity 522 (10,166) 85.47 81.08 5.93 0.87% (63.08) PNC US Equity 685 7,645 75.28 82.03 9.49 0.94% 84.48 POT CN Equity (89) (3,323) 32.57 33.44 -2.94 0.91% 0.66 POT US Equity (83) (3,554) 32.66 33.41 -2.44 0.95% 0.32 PRU IN Equity 8,208 10,521 12.76 22.72 66.55 1.17% 270.20 PSA US Equity 604 9,413 158.54 168.71 11.04 0.58% 113.98 PSX US Equity 952 6,030 64.65 74.86 15.55 1.02% (15.63) PX US Equity 2,446 16,099 113.30 130.51 20.44 0.74% 133.95 QCOM US Equity 1,571 12,547 66.83 75.19 17.56 0.71% 45.73 QQQ US Equity 6,393 19,920 68.46 90.43 55.12 0.58% 78.48 RAI US Equity 33 2,826 50.10 50.68 1.60 0.73% 44.19 ROS/A US Equity (13) 4,217 73.28 73.06 -0.38 0.78% 16.48 RDS/B US Equity 160 5,192 75.80 78.13 3.77 0.81% 15.45 EFTA_R1_02108319 EFTA02708075 RDSA LN Equity 229 4,065 34.51 36.45 7.37 0.76% 20.33 ROSA NA Equity (6) 4,084 36.63 36.57 -0.19 0.78% 28.56 RDSB IN Equity 200 4,580 37.36 39.00 5.35 0.82% 7.45 REGN US Equity 671 5,329 296.76 334.11 7.62 1.65% (82.83) RIO AU Equity 3 5,779 60.05 60.08 0.06 0.89% 23.97 RIO LN Equity 281 5,748 54.73 57.40 4.23 1.16% 23.90 RIO US Equity 306 4,934 54.04 57.39 4.30 1.44% (14.29) ROG VX Equity 7,690 17,035 212.78 308.84 5