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Atorus, LLC
Current Date:
Total Return since 1/1/12:
712M Return:
T90 Day Return:
T30 Day Return:
Current Long Exposure @ Cost:
Current Short Exposure @ Cost:
Net Exposure:
Starting Capital:
Current NAV:
3/31/2014
83.18%
43.00%
0.19%
•2.08%
4,630,545
(1,099,790)
3,530,755
1,000,000
1,831,753
Change on Day:
MSCI World Change on
Day
No of Positions
(+MTM) on Day
No of Positions (-MTM)
on Day
Current No. of
Positions:
Current Leverage
(Gross Exposures):
3/31/2014
0.72%
306
139
448
3.13
Profit Factor:
Win Ratio:
T24M (+) NAV Days
T24M Avg. Daily NAV (+) Change
T24M Avg. Daily NAV (-) Change
Target Vol-Adj. Risk Listed Equities
Target Vol-Adj. Risk Global Macro
Targeted Max Loss (ex-Leverage)
Leverage Target At Inception:
Notes on Leverage:
T24M Sharpe Ratio:
Historical Sharpe & Notes:
Historically 2.25X • 3.25X, depending on measurement Interval
40% - 50% historically
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.
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
1,800,030.00
1,600,030.00
1,400,030.00
1,200,000.00
1,000,000.00
1)30,000.00
600 000 00 e e doe e e cis" e e
e e
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4 k
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—
NAV
EFTA00288111
Atorus, LLC
3/31/2014
Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex-
MTM)
Largest MTM Gains Current Posi ions (90th
Percentile MTM Gains % NAV)
Security
Notional
24 Positions
IBOV Index
(22,524)
SE_TSY CREDIT
(23,423)
CO1 Comdty
(24,622)
MEXBOL Index
(26,146)
INDEXCF Index
(26,563)
ZA_TSY CREDIT
(33,149)
SHCOMP Index
(33,700)
US_TSY CREDIT
(50,168)
JP_TSY CREDIT
(59,678)
SXDP Index
61,075
SPX Index
62,272
CH_TSY CREDIT
65,265
DK_TSY CREDIT
67,396
STBCNZL Index
73,231
FI_TSY CREDIT
74,240
DE_TSY CREDIT
74,397
FR_TSY CREDIT
75,130
AT_TSY CREDIT
75,147
BE_TSY CREDIT
76,813
lE_TSY CREDIT
78,270
NL_TSY CREDIT
78,610
MY_TSY CREDIT
(92,252)
SG_TSY CREDIT
(95,749)
CA_TSY CREDIT
(97,153)
NAV Impact by Category & Exposure
Listed Equity Long
0.977%
Listed Equity Short
-0.179%
EquityCom Long
0.553%
EquityCom Short
-0.064%
G20 Rates Long
0.108%
G20 Rates Short
-0.032%
%of Total Notional
Security
MTM Gain
% Total NAV
25.25%l
45 Positions
27.68%
039%
SX7E Index
6,378
0.35%
0.41%
V US Equity
6,405
0.35%
0.43%
SXXP Index
6,492
0.35%
0.46%
MAERSKB DC Equity
6,520
0.36%
0.46%
CMCSK US Equity
6,553
0.36%
0.58%
SX6P Index
6,755
0.37%
0.59%
SXSE Index
6,980
0.38%
0.88%
ROG VX Equity
7,034
0.38%
1.04%
ACA FP Equity
7,080
0.39%
1.07%
PRU LN Equity
7,088
0.39%
1.09%
SMI Index
7,193
0.39%
1.14%
DAI GR Equity
7,326
0.40%
1.18%
FTSEMIB Index
7,383
0.40%
1.28%
PSI20 Index
7,415
0.40%
1.30%
AMGN US Equity
7,539
0.41%
1.30%
HEX Index
7,743
0.42%
1.31%
XLY US Equity
7,914
0.43%
1.31%
IT_TSY CREDIT
8,264
0.45%
1.34%
ASE Index
8,405
0.46%
1.37%
MMM US Equity
8,483
0.46%
1.37%
BEL20 Index
8,528
0.47%
1.61%
MDT US Equity
8,711
0.48%
1.67%
DAX Index
8,812
0.48%
1.70%
BAYN GR Equity
9,086
0.50%
TMO US Equity
9,096
0.50%
IBEX Index
9,214
0.50%
MC US Equity
10,335
0.56%
ES_TSY CREDIT
10,571
0.58%
LW= Index
10,637
0.58%
SXAP Index
10,717
0.59%
TYC US Equity
10,783
0.59%
KFX Index
10,851
0.59%
SXOP Index
10,882
0.59%
SXMP Index
11,295
0.62%
SXIP Index
11,624
0.63%
XLV US Equity
12,291
0.67%
NDX Index
12,607
0.69%
RTY Index
14,005
0.76%
GILD US Equity
16,046
0.88%
SPX Index
17,823
0.97%
EFTA00288112
SXTP Index
22,306
1.22%
SXDP Index
24,054
1.31%
ISEQ Index
24,868
1.36%
IE_TSY CREDIT
30,880
1.69%
STBCNZL Index
36,078
1.97%
No. Names by Category
APAC Long
23
APAC Short
27
(MEA Long
72
EMEA Short
17
AMER Long
168
AMER Short
46
EquityCom Long
61
EquityCom Short
11
G20 Rates Long
16
G20 Rates Short
7
Total Long
340
Total Short
108
Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit)
$2,000,000
$1,500,000
$1,000,000
$500,000
$(500,000)
$(1,000,000)
■ APAC Long
■ APAC Short
■ EMEA Long
■ EMEA Short
■ AMER Long
■ AMER Short
■ EquityCom Long
■ EquityCom Short
là G20 Rates Long
■ G20 Rates Short
EFTA00288113
Atorus, LLC
3/31/2014
Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
5,000,000
5000,000
3500,C00
3400,
200%000
2500000
3000,000
APAC
—EMEA
----AMER
-----EquilyCom
-----G2ORmes
,
,tiexEposure RIC
1,000,030
(15.30000)
(2,000,000)
tiS
.,
a%
1.3.
el,
to%
E:0%.
4%
tt-
\
\
11,
'‘'.
1;900e
le
0
'V
I.
\NA
\
\
ti
°V
tett"
'
el. \
e ft*
I.
C. Al.
ISA
\\ 0
)
(1,030,000)
(3,000,000)
Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit)
EFTA00288114
Atorus, LLC
3/31/2014
Current Gross Notional Risk by Category
249,244
578,276
1,347,8 p
• APAC
• EMEA
• AMER
• EquityCom
• G20 Rates
Performance Vs. MSCI World Index
Rolling 30 Day Realized Volatility
EFTA00288115
Atorus, LLC
3/31/2010
Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex•lst percentiles)
70.00
60.00
50.00
40.00
30.00
20.00
10.00
«CO
1000 4
0°4° 'Sr 4 4° 4 ° 4 4° d r 14 4° 4 4° 4 ° 04° t g år 0°° 0# 4° g oQr
ID ys by
Position
Percentile
No. Vol Da vs
0.00%
-11.50
5.00%
-4.62
10.00%
-1.74
15.00%
-0.35
20.00%
0.23
25.00%
0.96
30.00%
1.78
35.00%
3.01
40.00%
4.38
45.00%
5.87
50.00%
7.80
55.00%
10.93
60.00%
14.09
65.00%
17.16
70.00%
20.72
75.00%
24.63
80.00%
29.41
85.00%
36.84
90.00%
46.66
95.00%
66.61
100.00%
176.88
MTM Gains(Losses) % of NAV "Signficant"
(<7 Vol Days)
1.23%
MTM Gains(Losses) % of NAV "Signficant"
(>7 Vol Days)
48.93%
EFTA00288116
Atorus, LLC
Current Portfolio -Listed Equity Portfolio
Current Price
P/L in Vol
30P Realized Change on Day
Security
MTM Gain/(Loss)
Exp. CO Cost
Avg. Price
(in USD)
Days
Vol
(In USD)
000270 KS Equity
(423)
(5,144)
51.62
55.86
.7.69
1.07%
(36.47)
005380 KS Equity
158
1,799
217.04
236.12
6.28
1.40%
40.24
005490 KS Equity
(72)
(3,782)
273.49
278.69
-1.74
1.09%
(46.14)
005930 KS Equity
107
(6,997)
1,278.17
1,258.58
1.71
0.90%
(74.24)
012330 KS Equity
1,102
5,553
246.77
295.73
21.66
0.92%
(24.01)
1 HK Equity
540
8,073
15.56
16.60
7.01
0.95%
35.12
1299 HK Equity
41
3,402
4.71
4.77
1.53
0.78%
4.34
13 HK Equity
2,058
12,243
11.40
13.32
17.73
0.95%
4.08
16 HK Equity
356
(9,935)
12.66
12.21
5.30
0.68%
(85.52)
27 HK Equity
(12)
123
9.58
8.72
-5.93
1.67%
3.17
2914 JP Equity
170
(4,719)
32.47
31.30
3.16
1.14%
(80.85)
3382 JP Equity
18
1,329
37.70
38.22
1.10
1.26%
2.12
4063 JP Equity
(63)
(4,536)
56.40
57.19
-1.10
1.27%
(43.23)
4502 JP Equity
18
2,732
47.02
47.34
0.89
0.75%
(6.69)
4689 JP Equity
(218)
1,224
5.88
4.99
-10.71
1.66%
19.79
5 HK Equity
0
(867)
10.14
10.13
0.04
0.97%
0.32
5108 JP Equity
(6)
(329)
34.76
35.41
-1.54
1.22%
(5.96)
54011P Equity
308
(5,511)
2.89
2.73
5.00
1.12%
(141.84)
63011P Equity
(14)
(3,515)
20.64
20.72
A.33
1.18%
(68.96)
6752 JP Equity
1,086
4,145
9.01
11.37
15.21
1.72%
33.23
6902 JP Equity
47.82
1.44%
6954 JP Equity
784
6,393
157.65
176.99
9.60
1.28%
35.53
7201 JP Equity
(21)
(3,743)
8.85
8.90
A.S9
0.96%
(79.64)
7203 JP Equity
(40)
(5,260)
56.12
56.54
A.84
0.91%
(48.24)
7267 JP Equity
173
(4,885)
36.43
35.14
3.68
0.96%
(97.98)
762 HK Equity
249
(5,162)
1.38
1.31
3.63
1.33%
5.35
7751 JP Equity
114
(6,865)
31.44
30.91
1.64
1.01%
(48.42)
80311P Equity
(8)
(4,225)
14.07
14.09
A.17
1.06%
(62.07)
8058 JP Equity
(18)
(1,333)
18.27
18.52
.1.42
0.97%
(30.62)
8106 JP Equity
144
(4,604)
5.65
5.48
2.37
1.32%
(121.84)
8316 JP Equity
130
(4,218)
44.06
42.70
2.19
1.41%
(149.30)
84111P Equity
22
(4,072)
1.99
1.98
0.67
0.80%
(62.13)
8604 JP Equity
108
(3,159)
6.64
6.42
2.88
1.19%
(57.36)
8801 JP Equity
(85)
(1,848)
29.03
30.36
-3.09
1.48%
(52.93)
8802 JP Equity
236
(5,009)
24.84
23.67
3.01
1.56%
(104.22)
9020 JP Equity
139
(6,726)
75.20
73.64
1.60
1.30%
(138.83)
941 HK Equity
1,256
(11,819)
10.19
9.11
10.38
1.02%
(197.10)
9432 JP Equity
49
6,077
53.19
53.62
0.62
1.32%
98.96
9433 JP Equity
3,442
9,476
42.13
57.44
27.51
1.32%
241.57
9437 JP Equity
(17)
(7,723)
15.62
15.65
-0.23
0.95%
(110.63)
9983 JP Equity
(30)
3,177
369.04
365.59
-0.72
1.31%
(11.33)
3/31/2014
EFTA00288117
9984 JP Equity
1,260
2,048
46.70
75.43
34.63
1.78%
48.49
AAPL US Equity
296
7,877
518.25
537.71
5.53
0.68%
16.75
ABB US Equity
627
6,661
23.59
25.81
11.62
0.81%
69.13
ABBN VX Equity
631
6,962
23.63
25.77
10.10
0.90%
78.17
ABBV US Equity
194
5,335
49.49
51.29
4.21
0.86%
(7.65)
ABEV US Equity
(182)
(7,232)
7.25
7.43
-2.41
1.05%
65.68
ABEV3 BZ Equity
(120)
(4,154)
7.29
7.50
-2.74
1.05%
15.80
ABI BB Equity
220
6,721
102.03
105.36
3.94
0.83%
(42.48)
ABT US Equity
(48)
4,097
38.86
38.41
-1.93
0.61%
(9.14)
ABX CN Equity
238
(3,534)
19.23
17.94
4.85
1.39%
70.44
ABX US Equity
220
(3,067)
19.34
17.95
5.24
1.37%
56.88
ACA FP Equity
7,080
5,408
6.83
15.78
104.27
1.26%
101.71
ACE US Equity
231
6,435
95.44
98.86
6.84
0.52%
69.60
ACN US Equity
181
10,703
77.97
79.29
2.00
0.84%
34.77
ADP US Equity
81
1,193
72.36
77.30
12.21
0.56%
5.03
AFL US Equity
(74)
6,379
63.78
63.05
-2.33
0.50%
39.83
AGN US Equity
1,138
9,698
110.56
123.53
13.42
0.87%
142.13
Al FP Equity
62
8,248
134.80
135.81
1.14
0.66%
(24.74)
AIG US Equity
110
4,012
48.66
49.99
2.99
0.91%
15.37
AIR FP Equity
2,913
4,177
42.47
72.09
75.48
0.92%
(22.93)
ALV GR Equity
529
2,761
142.27
169.50
21.81
0.88%
17.04
ALVG IX Equity
398
2,100
142.59
169.65
21.56
0.88%
16.40
AMGN US Equity
7,539
22,886
92.78
123.35
31.72
1.04%
335.66
AMT US Equity
802
10,655
76.29
82.03
11.55
0.65%
(4.73)
AMZN US Equity
503
2,821
287.66
338.98
17.42
1.02%
(24.01)
ANZ AU Equity
349
5,741
28.92
30.68
8.02
0.76%
68.06
APA US Equity
(21)
(6,870)
82.74
82.99
0.44
0.69%
(29.74)
APC US Equity
(299)
(6,360)
81.31
85.13
-6.39
0.73%
(37.30)
AXP US Equity
2,751
10,373
71.56
90.54
34.55
0.77%
(35.39)
AZN LN Equity
3,888
12,676
49.80
65.08
36.67
0.84%
(123.89)
AZN SS Equity
3,440
11,669
50.40
65.26
37.09
0.79%
(62.03)
AZN US Equity
3,718
12,432
49.96
64.90
37.24
0.80%
(130.46)
BA US Equity
(28)
(1,944)
123.81
125.56
-1.77
0.80%
(15.73)
BAC US Equity
10,335
10,884
8.82
17.20
95.69
0.99%
263.79
BARC LN Equity
23
(2,705)
3.91
3.88
0.68
1.24%
(20.54)
BAS GR Equity
1,061
7,333
97.30
111.38
14.27
1.01%
82.88
BATS LN Equity
291
5,703
53.08
55.80
5.88
0.87%
49.28
BAX US Equity
(636)
(6,437)
66.82
73.43
-10.64
0.93%
(29.68)
BAYN GR Equity
9,086
11,757
76.64
135.86
75.90
1.02%
(8.97)
BBAS3 BZ Equity
(299)
(1,954)
8.70
10.03
-8.06
1.90%
(24.55)
BBD US Equity
(157)
(2,697)
12.96
13.71
-3.77
1.55%
(21.75)
BBDC4 BZ Equity
(231)
(2,901)
12.74
13.76
-4.87
1.64%
(35.27)
BBL US Equity
(135)
(4,057)
59.69
61.67
-3.45
0.96%
2.40
BBVA SM Equity
1,122
5,790
10.12
12.08
17.29
1.12%
(56.36)
BCE CN Equity
(9)
(6,644)
43.17
43.23
-0.24
0.55%
(59.25)
BCS US Equity
18
(2,758)
15.73
15.63
0.51
1.25%
(25.81)
BEN US Equity
85
2,447
52.34
54.17
3.10
1.12%
24.75
EFTA00288118
BG/ IN Equity
(288)
(4,379)
17.51
18.66
.8.89
0.74%
(27.43)
BHP AU Equity
(80)
6,689
34.32
33.92
0.96
1.25%
108.31
BHP US Equity
(6)
6,839
67.77
67.71
-0.09
0.95%
21.38
6116 US Equity
253
1,066
245.93
304.25
15.41
1.54%
12.66
BIL S1 Equity
(81)
(2,643)
30.29
31.21
-2.73
1.12%
(22.71)
BK US Equity
642
8,609
32.86
35.31
8.86
0.84%
38.28
BLK US Equity
172
1,171
274.17
314.51
16.72
0.88%
14.46
BLT LN Equity
(106)
(3,166)
29.93
30.93
-3.29
1.02%
(4.49)
BMO CN Equity
210
8,370
65.44
67.09
4.62
0.54%
69.16
BMW GR Equity
1,427
5,076
98.63
126.35
23.45
1.20%
(25.00)
BMY US Equity
6,219
13,669
35.71
51.96
40.77
1.12%
(83.02)
BN FP Equity
(22)
(3,684)
70.54
70.96
M.73
0.82%
2.51
BNP FP Equity
1,381
5,498
61.78
77.30
22.36
1.12%
44.13
BNS CN Equity
44
7,633
57.74
58.07
1.08
0.54%
62.68
BP/ LN Equity
354
9,797
7.76
8.04
5.79
0.62%
(17.01)
BRK/B US Equity
553
11,056
118.69
124.62
8.10
0.62%
92.91
BSBR US Equity
880
(8,171)
6.18
5.52
7.56
1.42%
(160.94)
BUD US Equity
227
6,846
102.05
105.43
3.90
0.85%
(28.34)
BX US Equity
286
2,976
30.31
33.22
7.44
1.29%
20.08
C US Equity
(51)
1,426
49.34
47.66
-3.18
1.12%
10.02
CA FP Equity
529
2,976
32.90
38.75
16.08
1.11%
20.12
CAT US Equity
1,546
13,025
89.10
99.67
19.00
0.62%
52.33
CBA AU Equity
498
8,462
67.92
71.92
8.57
0.69%
93.86
CBS US Equity
328
1,267
49.35
62.11
28.78
0.90%
(5.46)
CCL US Equity
316
7,821
36.20
37.67
3.82
1.06%
81.23
CELG US Equity
36
(2,176)
142.79
140.41
1.34
1.24%
7.58
CFR VX Equity
44
4,011
94.53
95.56
1.16
0.94%
40.63
CL US Equity
1,805
18,685
58.99
64.69
18.94
0.51%
143.66
CM CN Equity
376
8,334
82.53
86.25
7.76
0.58%
39.19
CMCSA US Equity
4,039
17,408
40.65
50.08
27.48
0.84%
243.96
CMCSK US Equity
6,553
18,900
36.26
48.84
42.59
0.81%
241.87
CNI US Equity
1,210
12,873
51.38
56.20
15.32
0.61%
162.39
CNQ CN Equity
525
7,768
35.76
38.18
8.51
0.79%
28.86
CNR CN Equity
1,200
12,425
51.30
56.25
15.48
0.62%
161.62
COF US Equity
843
6,077
67.68
77.07
15.36
0.90%
91.41
COP US Equity
(453)
(7,980)
66.64
70.42
-11.50
0.49%
(41.89)
COST US Equity
(86)
2,528
115.59
111.79
-5.81
0.58%
(2.06)
COV LN Equity
•
5,151
#WA N/A
0.00
0.31%
COV US Equity
1,031
7,080
64.09
73.42
22.13
0.66%
89.32
CRM US Equity
(4)
2,054
56.89
56.77
M.15
1.35%
21.32
CS FP Equity
1,866
5,387
19.39
26.11
31.62
1.10%
(13.15)
CSCO US Equity
(160)
(4,977)
21.79
22.49
-4.48
0.72%
(18.13)
CSX US Equity
1,377
8,914
25.07
28.95
20.66
0.75%
148.78
CVE CN Equity
(64)
(10,449)
28.70
28.87
.0.78
0.79%
(170.05)
CVS US Equity
2,016
11,707
63.89
74.89
29.75
0.58%
129.04
CVX US Equity
(476)
(8,207)
112.39
118.91
-10.62
0.55%
(42.13)
D US Equity
2,222
12,502
60.24
70.95
30.41
0.58%
(9.71)
EFTA00288119
DAI GR Equity
7,326
13,908
62.20
94.97
41.86
1.26%
171.39
DBK GR Equity
(11)
(2,267)
44.63
44.85
-0.39
1.27%
(25.11)
DD US Equity
2,856
12,908
54.93
67.09
35.99
0.61%
63.39
DDAIF US Equity
4,178
8,377
63.20
94.73
38.17
1.31%
43.69
DE US Equity
421
8,537
85.81
90.05
7.50
0.66%
150.32
DELL US Equity
6,820
#WA N/A
0.00
0.07%
DG FP Equity
4,455
9,889
51.34
74.46
51.43
0.88%
(19.14)
DGE LN Equity
34
1,333
30.40
31.19
1.87
1.38%
3.89
DHR US Equity
2,348
8,458
58.57
74.82
46.75
0.59%
118.22
DIS US Equity
1,683
9,908
68.36
79.98
19.99
0.85%
137.39
DISCA US Equity
(40)
6,387
83.32
82.80
0.81
0.77%
41.40
DNB NO Equity
985
9,735
15.77
17.37
12.41
0.81%
58.78
DOW US Equity
2,294
7,135
36.81
48.65
40.59
0.79%
45.07
DPW GR Equity
179
660
29.41
37.39
19.32
1.41%
(5.67)
DTE GR Equity
4,439
13,883
12.27
16.19
26.92
1.19%
81.83
DTV US Equity
2,500
10,622
61.97
76.56
23.89
0.99%
190.03
DUK US Equity
(179)
(8,822)
69.60
71.02
4.19
0.49%
(94.34)
DVN US Equity
610
9,424
62.50
66.55
10.00
0.65%
169.85
EBAY US Equity
151
6,678
54.29
55.51
2.74
0.82%
37.23
Ea US Equity
215
9,210
105.22
107.67
3.37
0.69%
116.41
EDF FP Equity
6,277
9,189
23.45
39.46
86.58
0.79%
174.11
EMC US Equity
932
10,986
25.35
27.50
13.02
0.65%
(0.82)
EMR US Equity
15
3,018
66.52
66.86
0.69
0.73%
0.57
ENB CN Equity
170
6,351
44.29
45.47
4.44
0.60%
35.32
ENEL IM Equity
2,314
7,854
4.36
5.65
27.74
1.06%
33.58
ENI IM Equity
396
8,365
23.89
25.02
7.18
0.66%
64.04
EOAN GR Equity
125
2,996
18.77
19.55
4.32
0.97%
22.60
EOG US Equity
2,039
5,818
145.52
196.52
42.80
0.82%
(23.77)
EPD US Equity
1,154
12,236
63.23
69.19
19.23
0.49%
40.51
ERICB SS Equity
499
6,776
12.37
13.28
8.87
0.83%
67.29
ESRX US Equity
1,263
9,815
66.69
75.27
18.00
0.72%
(31.54)
ETN US Equity
192
5,260
72.48
75.13
3.89
0.94%
68.14
F US Equity
(187)
(3,621)
14.82
15.58
-7.82
0.66%
(24.03)
F8 US Equity
995
2,630
44.06
60.72
25.53
1.48%
(3.61)
FCX US Equity
13
1,751
32.73
32.98
0.62
1.23%
6.76
FDX US Equity
409
4,271
120.94
132.53
16.36
0.59%
2.57
FOX US Equity
(120)
3,508
32.22
31.15
-3.79
0.91%
37.75
FOXA US Equity
(121)
3,404
33.11
31.97
-3.80
0.93%
39.68
FP FP Equity
905
11,013
60.83
65.83
11.12
0.74%
(25.24)
G IM Equity
178
3,588
21.32
22.38
6.04
0.82%
14.89
GE US Equity
2,113
13,140
22.32
25.91
21.12
0.76%
11.14
GILD US Equity
16,046
8,316
24.02
70.38
136.60
1.41%
395.50
GIS US Equity
742
14,190
49.27
51.85
9.89
0.53%
143.90
GLE FP Equity
799
3,248
49.51
61.69
19.86
1.24%
38.23
GLEN LN Equity
51
(4,634)
5.24
5.18
0.75
1.46%
36.86
GLW US Equity
3,317
11,635
16.25
20.88
34.83
0.82%
180.12
GM US Equity
35
(2,999)
34.78
34.38
1.22
0.94%
36.14
EFTA00288120
GOOG US Equity
3,815
12,660
862.28
1,122.14
43.94
0.69%
(52.15)
GS US Equity
2,591
5,468
110.98
163.57
52.75
0.90%
38.77
GSK LN Equity
102
5,707
26.22
26.69
2.64
0.68%
(76.47)
GSZ FP Equity
917
8,189
24.60
27.36
9.85
1.14%
15.34
HAL US Equity
1,251
6,000
48.95
59.15
21.90
0.95%
(4.80)
HD US Equity
2,481
13,333
66.67
79.07
26.70
0.70%
31.64
HMB SS Equity
238
6,110
40.79
42.38
3.65
1.07%
28.65
HON US Equity
6,129
11,930
61.10
92.49
83.99
0.61%
276.44
HPQ US Equity
2,014
7,393
25.45
32.39
25.29
1.08%
53.75
HSBA LN Equity
•
883
10.15
10.15
0.00
0.86%
(1.55)
IBE SM Equity
1,942
7,382
5.54
7.00
41.69
0.63%
2.93
IBM US Equity
9
1,985
191.85
192.76
0.76
0.62%
19.08
IMT LN Equity
1,397
11,176
36.04
40.54
17.31
0.72%
(21.64)
INTC US Equity
879
10,787
23.94
25.89
13.51
0.60%
132.12
ISP IM Equity
4,306
5,699
1.93
3.39
57.37
1.32%
243.23
ITUB US Equity
(357)
(4,727)
13.81
14.85
4.80
1.57%
(51.66)
ITUB4 BZ Equity
•
508
14.95
14.95
0.00
1.49%
8.11
ITW US Equity
2,816
14,011
67.84
81.47
28.96
0.69%
144.13
ITX SM Equity
(85)
(4,597)
147.96
150.70
-1.74
1.06%
24.39
JO US Equity
468
2,384
39.54
47.31
23.38
0.84%
47.14
JNJ US Equity
5,283
14,890
72.46
98.16
70.50
0.50%
128.68
JPM US Equity
1,380
8,516
52.29
60.76
17.43
0.93%
102.45
KMB US Equity
255
7,934
106.69
110.12
5.83
0.55%
28.44
KMI US Equity
473
(8,600)
34.31
32.43
7.10
0.77%
(60.33)
KO US Equity
18
(6,962)
38.83
38.73
0.55
0.48%
35.72
LBTYA US Equity
(50)
2,272
84.89
83.06
.2.09
1.06%
12.16
LBTYK US Equity
87
1,975
78.04
81.47
4.65
0.95%
9.49
LIN GR Equity
88
8,087
198.03
200.19
1.62
0.67%
4.36
LLOY LN Equity
2,228
5,658
0.89
1.25
41.39
0.95%
50.31
LLY US Equity
(7)
2,868
58.84
58.70
-0.30
0.81%
40.83
LMT US Equity
665
2,016
122.48
162.85
41.92
0.79%
37.89
LNKD US Equity
77
(1,866)
195.56
187.52
2.12
1.94%
31.73
LOW US Equity
86
7,829
48.41
48.94
1.49
0.74%
9.02
LVS US Equity
2,129
6,808
61.33
80.51
26.22
1.19%
248.96
LYB US Equity
1,156
2,297
59.29
89.12
67.49
0.75%
35.40
MA US Equity
2,071
3,542
46.99
74.46
66.67
0.88%
98.38
MAERSKB DC Equity
6,520
14,148
8,212.58
11,997.28
36.19
1.27%
533.47
MC FP Equity
(13)
4,131
183.39
182.82
-0.43
0.73%
(15.57)
MCD US Equity
(149)
(4,463)
94.88
98.04
.6.87
0.49%
(45.32)
MCK US Equity
158
2,181
164.92
176.83
8.47
0.85%
24.12
MDIZ US Equity
2,838
13,641
28.68
34.65
37.74
0.55%
125.75
MDT US Equity
8,711
20,811
43.22
61.32
50.62
0.83%
422.05
MET US Equity
1,455
7,556
44.37
52.91
21.34
0.90%
75.27
MFC CN Equity
4,440
8,003
12.38
19.24
72.64
0.76%
69.58
MHS US Equity
•
5,485
#WA N/A
0.00
1.17%
MMM US Equity
8,483
21,331
96.89
135.43
66.95
0.59%
240.90
MO US Equity
250
8,275
36.30
37.40
5.53
0.55%
67.15
EFTA00288121
MON US Equity
819
11,917
106.02
113.31
10.44
0.66%
125.76
MOS US Equity
•
•
49.83
0.82%
MRK US Equity
1,510
11,769
50.18
56.62
15.11
0.85%
65.78
MS US Equity
215
1,649
27.57
31.17
11.21
1.17%
8.55
MSFT US Equity
1,330
8,007
35.30
41.17
20.06
0.83%
195.75
MUV2 GR Equity
653
6,116
197.70
218.81
16.42
0.65%
13.30
NAB AU Equity
442
8,018
31.24
32.97
7.05
0.78%
79.19
NCM AU Equity
•
•
9.17
1.98%
NEE US Equity
4,645
14,649
72.62
95.65
47.01
0.67%
220.84
NEM US Equity
2,400
(7,392)
34.95
23.60
21.37
1.52%
82.16
NESN VX Equity
822
9,821
69.64
75.47
15.18
0.55%
107.63
NG/ LN Equity
1,973
12,375
11.86
13.75
29.41
0.54%
(13.56)
NKE US Equity
603
5,145
66.10
73.85
12.98
0.90%
12.64
NOK US Equity
3,871
4,498
3.96
7.37
77.10
1.12%
41.51
NOV US Equity
163
4,672
75.18
77.81
3.71
0.94%
28.06
NOVN VX Equity
5,954
18,291
63.81
84.57
38.14
0.85%ff
803.64
NOVOB DC Equity
1,208
9,444
40.35
45.51
12.76
1.00%
30.14
NSC US Equity
1,985
9,797
80.78
97.15
25.98
0.78%
111.15
NVS US Equity
4,733
15,510
65.07
84.93
37.18
0.82%
772.88
OGXP3 BZ Equity
5,055
(5,180)
4.43
0.11
34.33
2.84%
75.54
OR FP Equity
(44)
(1,515)
160.73
165.35
-4.07
0.71%
(4.76)
ORA FP Equity
789
5,434
12.87
14.73
9.31
1.56%
28.08
ORCL US Equity
1,684
7,995
33.68
40.77
27.71
0.76%
294.74
OXY US Equity
32
7,355
95.04
95.45
0.60
0.72%
29.74
PBR US Equity
37
(2,814)
13.30
13.13
0.72
1.81%
(12.43)
PBR/A US Equity
11
(2,795)
13.87
13.81
0.22
1.83%
(29.19)
PCLN US Equity
781
3,043
956.05
1,201.43
21.89
1.17%
9.14
PCP US Equity
22
1,891
248.74
251.67
1.47
0.80%
45.06
PEP US Equity
100
6,728
82.17
83.39
2.78
0.54%
33.95
PETR3 BZ Equity
(25)
(2,923)
6.54
6.60
-0.46
1.86%
(21.76)
PETR4 BZ Equity
3
(3,123)
6.95
6.94
0.06
1.85%
(43.24)
PFE US Equity
4,990
21,828
26.10
32.07
35.05
0.65%
27.79
PG US Equity
204
7,620
78.29
80.39
5.37
0.50%
53.68
PHIA NA Equity
•
35.29
1.05%
PM US Equity
460
(10,166)
85.47
81.60
6.94
0.65%
(112.81)
PNC US Equity
1,225
8,425
75.96
87.01
18.52
0.79%
147.05
POT CN Equity
•
1,002
36.10
36.10
0.00
0.75%
15.42
POT US Equity
•
1,008
36.08
36.08
0.00
0.74%
14.70
PRU LN Equity
7,088
10,521
12.76
21.36
69.54
0.97%
205.16
PSA US Equity
602
9,758
158.87
168.68
11.22
0.55%
15.27
PSX US Equity
1,165
6,030
64.65
77.14
23.25
0.83%
24.94
PX US Equity
2,473
16,340
113.54
130.72
31.04
0.49%
193.24
QCOM US Equity
2,321
12,547
66.83
79.19
27.87
0.66%
14.81
QQQ US Equity
5,651
19,920
68.46
87.88
56.99
0.50%
128.00
RAI US Equity
148
6,737
52.22
53.37
2.04
1.08%
40.59
RDS/A US Equity
(1)
4,217
73.28
73.27
-0.03
0.60%
7.86
RDS/B US Equity
171
5,791
76.05
78.29
4.99
0.59%
40.26
EFTA00288122
RDSA LN Equity
255
4,065
34.51
36.68
10.51
0.60%
19.74
RDSA NA Equity
6
4,084
36.63
36.68
0.27
0.56%
18.93
RDSB IN Equity
229
5,177
37.57
39.23
7.27
0.61%
54.31
REGN US Equity
(34)
6,240
302.78
301.12
.0.37
1.48%
(78.75)
RIO AU Equity
566
59.04
59.04
0.00
1.34%
6.75
RIO IN Equity
89
4,599
54.73
55.78
1.40
1.37%
66.08
RIO US Equity
158
4,934
54.04
55.78
2.37
1.35%
89.21
ROG VX Equity
7,034
17,035
212.78
300.65
60.41
0.68%
120.77
RY CN Equity
81
6,882
65.30
66.07
2.38
0.50%
52.86
SAS LN Equity
383
7,173
47.60
50.14
5.88
0.91%
(18.56)
SAN FP Equity
(62)
(6,174)
103.67
104.71
-1.12
0.90%
(35.21)
SAN SM Equity
1,028
7,256
8.35
9.53
14.56
0.97%
174.49
SAN US Equity
864
5,900
8.38
9.60
14.96
0.98%
172.04
SAP GR Equity
29
3,444
80.36
81.04
0.96
0.88%
31.45
SAP US Equity
38
3,712
80.43
81.25
1.16
0.89%
48.97
SBUX US Equity
(104)
5,096
75.07
73.58
-2.24
0.91%
(2.96)
SGO FP Equity
2,934
7,836
44.08
60.59
30.07
1.25%
110.35
SI US Equity
803
4,504
114.69
135.14
16.00
1.11%
(19.69)
SIE GR Equity
947
5,345
114.81
135.16
17.24
1.03%
(24.18)
SLB US Equity
1,446
7,174
81.27
97.65
25.13
0.80%
(3.71)
SMSN LI Equity
185
(7,500)
642.17
626.31
2.60
0.95%
(55.53)
SO US Equity
98
5,537
43.08
43.84
3.34
0.53%
70.13
SPG US Equity
16
2,408
162.93
164.03
1.08
0.63%
8.81
SREN VX Equity
1,506
10,006
80.46
92.57
20.56
0.73%
77.05
STAN LN Equity
263
(6,124)
21.91
20.97
4.52
0.95%
(37.47)
STL NO Equity
792
9,521
26.10
28.28
10.92
0.76%
(39.24)
STT US Equity
24
3,676
69.13
69.58
0.58
1.12%
37.03
SU CN Equity
(244)
(3,716)
32.80
34.96
•10.90
0.60%
(63.67)
SU FP Equity
347
6,518
84.31
88.80
4.78
1.11%
27.47
SU US Equity
(222)
(4,644)
33.36
34.96
-7.91
0.60%
(79.63)
SWEDA SS Equity
459
6,088
24.78
26.65
6.78
1.11%
116.28
SYNN VX Equity
(446)
(8,069)
359.52
379.41
-7.52
0.74%
25.66
7 US Equity
(261)
(8,928)
34.20
35.20
-4.91
0.60%
(57.43)
TD CN Equity
285
8,245
45.38
46.95
6.54
0.53%
55.15
TEF SM Equity
66
3,631
15.57
15.85
2.11
0.86%
36.84
TEF US Equity
67
3,406
15.52
15.82
2.29
0.85%
27.46
TGT US Equity
526
(10,717)
63.57
60.45
5.90
0.83%
(98.14)
T1X US Equity
2,913
9,492
46.31
60.53
46.94
0.65%
118.90
TLS AU Equity
165
6,561
4.59
4.70
4.21
0.60%
64.43
TLSN SS Equity
(23)
3,542
7.58
7.53
-0.73
0.88%
35.75
TM US Equity
171
(6,829)
115.81
112.91
3.00
0.84%
2.72
TMO US Equity
9,096
10,218
63.59
120.20
130.35
0.68%
229.66
TOT US Equity
658
5,823
59.06
65.74
14.78
0.76%
(20.62)
TRP CN Equity
(222)
(5,562)
43.75
45.50
-6.97
0.57%
(41.73)
TRV US Equity
74
4,763
83.58
84.88
3.10
0.50%
57.50
TSCO LN Equity
1,117
(7,398)
5.65
4.80
12.75
1.18%
254.19
TWC US Equity
748
5,234
120.22
137.41
17.39
0.82%
69.04
EFTA00288123
TWX US Equity
(131)
7,395
66.38
65.23
-2.29
0.77%
64.89
TXN US Equity
4,278
12,205
34.93
47.17
47.42
0.74%
156.16
TYC US Equity
10,783
24,080
29.17
42.23
64.87
0.69%
248.03
UBS US Equity
360
5,489
19.43
20.71
6.44
1.02%
115.60
UBSN VX Equity
293
5,158
19.51
20.62
5.52
1.03%
87.02
UCG IM Equity
3,436
5,391
5.58
9.14
39.39
1.62%
169.78
ULVR LN Equity
(258)
(3,113)
39.50
42.77
-9.38
0.88%
(37.12)
UNA NA Equity
(401)
(5,036)
38.14
41.18
-10.20
0.78%
(27.91)
UNH US Equity
2,789
10,037
64.08
81.89
32.81
0.85%
24.01
UNP US Equity
1,611
12,014
165.36
187.54
18.28
0.73%
237.67
UPS US Equity
3,256
14,806
79.87
97.44
45.82
0.48%
(1.13)
USB US Equity
3,327
14,238
34.71
42.83
36.29
0.64%
191.68
UTX US Equity
6,371
15,190
82.05
116.47
59.54
0.70%
315.02
V US Equity
6,405
7,870
118.43
214.81
100.16
0.81%
102.66
VALE US Equity
298
(3,908)
15.08
13.93
6.10
1.25%
(66.25)
VALE3 BZ Equity
323
(4,586)
15.04
13.98
4.91
1.43%
(91.26)
VIAB US Equity
3,808
9,272
60.42
85.23
57.70
0.71%
90.43
VIV FP Equity
182
2,668
26.19
27.97
7.88
0.86%
9.78
VMW US Equity
1,025
4,785
89.16
108.27
17.01
1.26%
75.20
VOD LN Equity
224
(2,998)
3.98
3.68
4.52
1.65%
(26.77)
VOD US Equity
215
(2,893)
39.69
36.74
4.34
1.71%
(28.06)
VOW3 GR Equity
51
1,685
252.23
259.88
2.28
1.33%
10.90
VRX CN Equity
657
1,611
92.95
130.85
28.57
1.43%
31.37
VRX US Equity
757
1,880
93.20
130.75
29.65
1.36%
29.90
VTI US Equity
618
5,134
86.91
97.37
27.36
0.44%
39.72
VWO US Equity
(54)
(7,247)
40.33
40.63
-0.90
0.83%
(32.06)
VZ US Equity
64
(6,121)
48.12
47.62
1.40
0.74%
(13.34)
WBC AU Equity
379
5,265
29.97
32.13
8.46
0.85%
56.89
WES AU Equity
(65)
8,616
38.65
38.36
4.16
0.65%
11.65
WFC US Equity
3,292
11,232
38.43
49.69
45.83
0.64%
117.63
WLP US Equity
3,532
10,369
74.31
99.62
38.42
0.89%
43.83
WM7 US Equity
102
5,808
75.15
76.48
2.95
0.60%
26.63
WOW AU Equity
(344)
(5,546)
31.30
33.24
4.78
0.80%
(26.06)
XOM US Equity
1,071
13,076
90.48
97.89
12.52
0.65%
57.23
XTA LN Equity
-
2,180
itN/A WA
0.00
2.25%
YHOO US Equity
231
1,282
30.64
36.15
14.72
1.22%
2.17
YUM US Equity
133
7,151
73.86
75.24
2.59
0.72%
102.07
ZURN VX Equity
312
6,394
291.95
306.18
7.16
0.68%
52.46
Current Portfolio - Global Macro Portfolio
Current Price
P/L in Vol
30P Realized Change on Day
Security
MTM Gain/(Loss) Exp. @ Cost
Avg. Price
(In USD)
Days
Vol
fin USD)
SPX Index
17,823
62,272
1,455.70
1,872.34
61.81
0.46%
634.68
NDX Index
12,607
46,686
2,831.19
3,595.74
45.35
0.60%
402.61
RTY Index
14,005
39,938
868.48
1,173.04
47.76
0.73%
994.04
EFTA00288124
SPTSX Index
338
19,447
12,764.15
12,986.06
4.30
0.40%
137.72
MEXBOL Index
359
(26,146)
3,142.70
3,099.56
1.51
0.91%
(345.40)
IBOV Index
(255)
(22,524)
22,076.65
22,326.26
-0.79
1.44%
(331.40)
MERVAL Index
(525)
(5,408)
725.60
796.09
-7.90
1.23%
(134.96)
UKX Index
2,791
39,963
10,288.22
11,006.74
11.64
0.60%
(26.70)
DAX Index
8,812
36,674
10,610.77
13,160.40
24.20
0.99%
(85.77)
CAC Index
1,505
20,042
5,625.44
6,047.97
9.42
0.80%
(66.88)
IBEX Index
9,214
39,644
11,555.30
14,240.94
26.99
0.86%
122.44
SMI Index
7,193
44,078
8,219.62
9,560.98
24.48
0.67%
633.97
FTSEMIB Index
7,383
25,266
23,118.99
29,874.11
31.17
0.94%
339.65
PSI20 Index
7,415
24,289
8,026.78
10,477.12
29.39
1.04%
180.81
ISEQ Index
24,868
40,099
4,246.25
6,879.65
62.78
0.99%
147.10
ICEXI Index
3,794
37,337
6.63
7.30
21.32
0.48%
326.89
AEX Index
6,195
42,240
484.27
555.30
19.57
0.75%
238.33
BEL20 Index
8,528
44,003
3,610.75
4,310.55
25.08
0.77%
212.61
LUXXX Index
10,637
39,715
1,655.49
2,098.88
39.25
0.68%
160.76
KFX Index
10,851
38,048
100.82
129.57
28.61
1.00%
490.25
HEX Index
7,743
40,933
8,513.92
10,124.44
20.75
0.91%
355.31
OMX Index
2,334
23,118
191.41
210.73
10.10
1.00%
431.17
ATX Index
216
6,557
3,365.06
3,475.81
2.80
1.17%
124.08
ASE Index
8,405
19,369
1,282.88
1,839.58
36.71
1.18%
203.21
OSEBX Index
2,516
23,156
84.66
93.86
15.81
0.69%
126.11
INDEXCF Index
454
(26,563)
39.61
38.93
0.83
2.05%
eXEL15)1
TOP40 Index
1,089
25,595
3,920.67
4,087.44
4.60
0.92%
64.61
SENSEX Index
850
27,288
362.49
373.78
4.30
0.72%
58.31
NKY Index
256
14,214
141.32
143.86
1.70
1.06%
98.61
HSI Index
15
7,071
2,849.74
2,855.66
0.26
0.78%
28.29
SHCOMP Index
1,717
(33,700)
344.53
326.98
5.61
0.91%
182.68
KOSPI Index
523
16,618
1.81
1.87
4.23
0.74%
156.71
ASST Index
491
18,226
4,870.40
5,001.55
3.93
0.68%
142.03
STBCNZL Index
36,078
73,231
444.47
663.44
134.32
0.37%
EEM US Equity
(38)
(6,119)
40.76
41.01
-0.66
0.93%
(40.30)
IYR US Equity
(40)
(3,787)
66.97
67.67
-2.27
0.46%
(21.72)
MOY US Equity
5,160
14,269
184.03
250.57
66.56
0.54%
291.19
JNK US Equity
7
5,353
41.26
41.32
0.78
0.18%
6.49
XLF US Equity
5,914
13,610
15.57
22.34
70.35
0.62%
203.10
XLU US Equity
610
8,406
38.65
41.46
13.81
0.53%
98.93
XLK US Equity
2,317
12,860
30.80
36.35
33.26
0.54%
117.82
XLI US Equity
5,972
16,147
38.20
52.33
61.17
0.60%
256.55
XLP US Equity
314
9,167
41.63
43.06
9.00
0.38%
68.75
XLY US Equity
7,914
20,539
46.72
64.72
68.87
0.56%
194.76
XLE US Equity
316
7,366
85.40
89.06
7.50
0.57%
XLB US Equity
3,857
14,930
37.57
47.28
41.56
0.62%
204.87
XLV US Equity
12,291
24,346
38.87
58.49
79.70
0.63%
495.18
SXXP Index
6,492
43,407
400.51
460.41
21.72
0.69%
151.28
SXAP Index
10,717
28,526
520.28
715.74
32.99
1.14%
(32.55)
SXKP Index
5,043
47,032
366.14
405.39
13.00
0.82%
276.47
EFTA00288125
SX6P Index
6,755
34,738
353.52
422.26
27.92
0.70%
SXEP Index
1,443
29,339
441.65
463.37
7.84
0.63%
SXIP Index
11,624
28,923
222.31
311.65
51.25
0.78%
SXNP Index
5,208
28,384
482.69
571.26
22.29
0.82%
SX3P Index
645
18,170
662.20
685.72
5.67
0.63%
SXDP Index
24,054
61,075
609.16
849.07
59.34
0.66%
SX4P Index
3,246
25,840
917.36
1,032.60
13.83
0.91%
SX8P Index
2,906
17,778
343.07
399.14
20.91
0.78%
SXOP Index
10,882
40,520
380.28
482.41
28.77
0.93%
SXQP Index
132
26,331
793.71
797.69
0.76
0.66%
SXRP Index
123
17,603
434.81
437.85
0.96
0.73%
SXMP Index
11,295
35,766
261.12
343.58
48.57
0.65%
SXTP Index
22,306
39,247
172.05
269.83
72.31
0.79%
SX7E Index
6,378
18,886
159.85
213.82
30.54
1.11%
SXSE Index
6,980
40,148
3,709.25
4,354.16
21.74
0.80%
SPGSCITR Index
(171)
(13,856)
4,911.08
4,971.54
.2.60
0.47%
XAG Curncy
2,657
(20,150)
22.78
19.77
13.70
0.96%
CO1 Comdty
258
(24,622)
108.90
107.76
1.64
0.64%
CL1 Comdty
709
29,347
99.19
101.58
2.90
0.83%
NG1 Comdty
2,659
16,608
3.77
4.37
5.37
2.98%
XAU Comdty
173
(13,636)
92.37
91.20
1.74
0.73%
IBOXHY Index
2,980
53,418
220.12
232.40
57.66
0.10%
US_TSY CREDIT
(108)
(50,168)
757.73
759.37
.1.76
0.12%
CA_TSY CREDIT
6,176
(97,153)
1,269.35
1,188.65
15.50
0.41%
MX_TSY CREDIT
13
15,817
214.90
215.08
0.23
0.36%
AU TSY CREDIT
27
18,144
1,485.69
1,487.86
0.33
0.45%
JP_TSY CREDIT
1,260
(59,678)
822.10
804.74
7.39
0.29%
MY_TSY CREDIT
280
(92,252)
167.43
166.92
0.96
0.32%
SG_TSY CREDIT
167
(95,749)
219.11
218.73
0.75
0.23%
AT_TSY CREDIT
3,411
75,147
356.91
373.11
17.14
0.26%
BE_TSY CREDIT
4,426
76,813
476.61
504.07
22.07
0.26%
FI_TSY CREDIT
3,190
74,240
347.46
362.39
16.48
0.26%
FR_TSY CREDIT
3,780
75,130
1,675.82
1,760.13
19.60
0.26%
DE_TSY CREDIT
2,667
74,397
1,240.95
1,285.44
13.59
0.26%
IE_TSY CREDIT
30,880
78,270
336.92
469.85
176.88
0.22%
IT_TSY CREDIT
8,264
54,986
1,616.07
1,858.97
53.11
0.28%
NL_TSY CREDIT
3,249
78,610
1,327.30
1,382.15
15.69
0.26%
ES_TSY CREDIT
10,571
50,187
392.28
474.91
71.59
0.29%
DK_TSY CREDIT
2,678
67,396
729.23
758.20
13.24
0.30%
NO_TSY CREDIT
55
11,569
340.80
342.42
1.21
0.39%
PL_TSY CREDIT
1,164
23,440
421.48
442.42
12.72
0.39%
ZA_TSY CREDIT
(45)
(33,149)
83.13
83.24
-0.17
0.81%
SE_TSY CREDIT
0
(23,423)
465.88
465.88
0.00
0.35%
CH_TSY CREDIT
3,486
65,265
1,004.77
1,058.44
19.08
0.28%
GB_TSY CREDIT
862
56,841
1,489.15
1,511.74
4.32
0.35%
(151.67)
17.81
149.53
56.95
I
(37.74)
389.49
(19.13)
[
111.09
338.37
0.47
19.47
300.42
129.11
286.69
(96.00)
38.16
79.31
71.37
(26.61)
(489.73)
319.50
53.95
(1.32)
(125.33)
32.45
50.58
87.71
(238.99)
(4.39)
122.31
142.07
130.55
155.42
113.47
139.56
190.43
156.65
170.63
49.94
32.34
78.10
(208.10)
(94.90)
260.15
128.54
EFTA00288126
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| Filename | EFTA00288111.pdf |
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