EFTA00288720.pdf

Atorus, LLC 3/28/2014 Current Date: 3/28/2014 Change on Day: 1.73% Total Return since 1/1/12: 80.91% MSCI World Change on 712M Return: 40.62% Day 0.52% T90 Day Return: No of Positions T30 Day Return: •1.02% (+MTM) on Day 290 Current Long Exposure @ Cost: 4,588,033 No of Positions (4ATM) Current Short Exposure @ Cost: (1,088,689) on Day 157 Net Exposure: 3,499,345 Current No. of Starting Capital: 1,000,000 Positions: 449 Current NAV: 1,809,075 Current Leverage (Gross Exposures): 3.14 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 shame 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 2,000,0130.00 1,800,000.00 1600,000.00 1,400,000 00 1,200,000.00 1,000,000.00 800000.00 800,080.00 —NAV 'V "V 'V 1. 1), 0, th 19% I S* 19> 10.% I S* 9% 10.% ft0,% 4 "' 4 1\ .cO,S 4 .„4' .00.% 4" 4' 4 N, ~ry 4' 4 EFTA00288720 Atorus, LLC 3/28/2014 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 XAG Curncy (20,150) IBOV Index (22,524) 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 AT_TSY CREDIT 74,030 FI_TSY CREDIT 74,240 DE_TSY CREDIT 74,397 FR_TSY CREDIT 75,130 BE_TSY CREDIT 76,024 NL_TSY CREDIT 77,475 lE_TSY CREDIT 78,270 MY_TSY CREDIT (92,252) SG_TSY CREDIT (95,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure Listed Equity Long 0.808% Listed Equity Short -0.267% EquityCom Long 0.707% EquityCom Short -0.043% G20 Rates Long -0.003% G20 Rates Short -0.013% % of Total Notional Security MTM Gain % Total NAV 25.38%1 45 Positions 27.73% 0.35% CA_TSY CREDIT 6,286 0.35% 0.40% BMY US Equity 6,302 0.35% 0.43% V US Equity 6,303 0.35% 0.46% CMCSK US Equity 6,313 0.35% 0.47% SXXP Index 6,341 0.35% 0.58% SMI Index 6,567 0.36% 0.59% PRU LN Equity 6,885 0.38% 0.88% SX6P Index 6,907 0.38% 1.05% ROG VX Equity 6,914 0.38% 1.08% ACA FP Equity 6,979 0.39% 1.10% FTSEMIB Index 7,046 0.39% 1.15% SXSE Index 7,076 0.39% 1.19% DAI GR Equity 7,156 0.40% 1.29% AMGN US Equity 7,207 0.40% 1.30% PSI20 Index 7,235 0.40% 1.31% HEX Index 7,390 0.41% 1.31% XLY US Equity 7,721 0.43% 1.32% IT_TSY CREDIT 8,075 0.45% 1.34% ASE Index 8,204 0.45% 1.36% MMM US Equity 8,244 0.46% 1.38% MDT US Equity 8,295 0.46% 1.63% BEL20 Index 8,316 0.46% 1.69% TMO US Equity 8,869 0.49% 1.71% DAX Index 8,898 0.49% IBEX Index 9,092 0.50% BAYN GR Equity 9,095 0.50% MC US Equity 10,074 0.56% KFX Index 10,366 0.57% ES_TSY CREDIT 10,401 0.57% LUXM Index 10,477 0.58% TYC US Equity 10,537 0.58% SXOP Index 10,546 0.58% SXAP Index 10,749 0.59% SXMP Index 10,997 0.61% SXIP Index 11,475 0.63% XLV US Equity 11,802 0.65% NDX Index 12,207 0.67% RTY Index 13,029 0.72% SPX Index 17,193 0.95% GILD US Equity 20,876 1.15% EFTA00288721 SXTP Index 22,177 1.23% SXDP Index 23,666 1.31% ISEQ Index 24,721 1.37% lE_TSY CREDIT 30,740 1.70% STBCNZL Index 35,977 1.99% APAC Lon 23 APAC Short 27 EMEA Long 72 EMEA Short 18 AMER Long 165 AMER Short 49 E•ul om Lon 61. EquityCom Short 11. G20 Rates Lon 16 G20 Rates Short 7 Total Long 337 Total Short 112 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 ■ G20 Rates Long ■ G20 Rates Short EFTA00288722 Atorus, LLC 3/28/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2.000,000 1500,000 5,000,000 4,000,000 3,000,000 21200,000 1,000.000 0 (1.000,003) (2.000,003) 1.000,000 500,000 1 Skr (5063) 4 APAC EMEA 'A—AMER — EquityCom —G20 Rates NexEposule RIG C $ % 4% S 4 A\ y\ 44) \ % 4) 4 4 ) •1.') cirs. '' o •O' % N. N.. ' Or % O cif 4"" (1,000,000) (3,000,000) Istorical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) O O O O% G t4 et. % Q, 9 , t 19 4 ) C) C)% °N. Q64,Sr \ A \ Q It Ati oP s oP 4 A‘''' oP APAC GAMER EquityCorn G20 R EFTA00288723 Atorus, LIC 3/28/2014 Current Gross Notional Risk by Category 246,652 i:4,630 1,317,6 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. M513 World Index Rolling 30 Day Realized Volatility - Atorus EFTA00288724 Atorus, LLC 3/28/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.00 50.00 50.00 40.00 30.00 20.00 10.00 0.03 -1110Q,. 4) dr i t Y eti). ter 4 ). PA Vol Days by Position Percentile No. Vol Days 0.00:L -11.59 5.00% .4.49 10.00% .2.12 15.00% .0.33 20.00% 0.19 25.00% 1.05 30.00% 1.60 35.00% 2.90 40.00% 4.33 45.00% 5.53 50.00% 7.08 55.00% 10.71 60.00% 13.22 65.00% 16.36 70.00% 19.86 75.00% 24.45 80.00% 28.88 85.00% 35.81 90.00% 45.71 95.00% 63.76 100.00% 176.37 MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 1.45% EFTA00288725 Atorus, LLC -Listed Equity Portfolio 3/28/2014 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 (380) (5,144) 51.62 55.43 -7.04 1.05% 19.24 005380 KS Equity 119 1,799 217.04 231.37 4.85 1.36% 19.65 005490 KS Equity (25) (3,782) 273.49 275.27 -0.61 1.07% 70.98 005930 KS Equity 178 (6,997) 1,278.17 1,245.57 2.86 0.89% (59.47) 012330 KS Equity 1,125 5,282 244.69 296.80 21.59 0.99% 39.03 1 HK Equity 505 8,073 15.56 16.53 6.40 0.98% 31.72 1299 HK Equity 37 2,995 4.71 4.77 1.54 0.80% 23.14 13 HK Equity 2,054 12,243 11.40 13.32 17.60 0.95% (107.31) 16 HK Equity 435 (9,935) 12.66 12.11 6.51 0.67% (70.20) 27 HK Equity (15) 123 9.53 8.48 -7.63 1.63% 0.63 2914 JP Equity 244 (4,719) 32.47 30.79 4.73 1.09% (25.96) 3382 JP Equity 16 1,329 37.70 38.16 0.94 1.31% 23.24 4063 JP Equity (19) (4,536) 56.40 56.64 -0.33 1.27% (79.77) 4502 JP Equity 25 2,732 47.02 47.45 1.23 0.74% 7.23 4689 JP Equity (237) 1,224 5.85 4.90 -11.59 1.67% (78.34) 5 HK Equity 765 10.14 10.14 0.00 0.98% 3.46 5108 JP Equity (0) (411) 34.76 34.77 -0.02 1.20% (0.10) 5401 JP Equity 432 (5,511) 2.89 2.67 7.01 1.12% (99.01) 6301 JP Equity 54 (3,515) 20.64 20.32 1.34 1.16% (15.58) 6752 JP Equity 1,053 4,145 9.01 11.30 14.22 1.79% (46.17) 6902 JP Equity 46.44 1.44% 6954 JP Equity 749 6,393 157.65 176.12 8.90 1.32% (48.97) 7201 JP Equity 58 (3,743) 8.85 8.71 1.65 0.93% (0.13) 7203 JP Equity 9 (5,260) 56.12 56.02 0.18 0.92% (49.28) 7267 JP Equity 262 (4,885) 36.43 34.47 5.88 0.91% (51.06) 762 HK Equity 244 (5,162) 1.38 1.32 3.56 1.33% (154.23) 7751 JP Equity 161 (6,865) 31.44 30.70 2.36 0.99% (20.73) 8031 JP Equity 54 (3,825) 14.09 13.89 1.35 1.04% (4.39) 8058 JP Equity 16 (1,666) 18.27 18.10 1.02 0.91% (6.70) 8306 JP Equity 256 (4,192) 5.69 5.34 4.70 1.30% (82.49) 8316 JP Equity 266 (4,218) 44.06 41.29 4.74 1.33% (103.98) 8411 JP Equity 82 (4,072) 1.99 1.95 2.59 0.78% (0.43) 8604 JP Equity 161 (2,810) 6.69 6.31 4.82 1.19% (47.05) 8801 JP Equity (35) (2,310) 29.03 29.47 -1.02 1.50% (20.79) 8802 JP Equity 329 (5,009) 24.84 23.21 4.23 1.55% (132.70) 9020 JP Equity 270 (6,726) 75.20 72.18 3.19 1.26% (94.42) 941 HK Equity 1,413 (11,819) 10.19 8.98 12.15 0.98% (201.15) 9432 JP Equity (48) 6,077 53.19 52.77 -0.60 1.31% (24.76) 9433 JP Equity 3,205 9,476 42.13 56.38 26.35 1.28% 52.12 9437 JP Equity 93 (7,723) 15.62 15.43 1.32 0.91% (94.02) 9983 JP Equity (19) 3,177 369.06 366.91 -0.44 1.35% 83.84 EFTA00288726 9984 JP Equity 1,212 2,048 46.70 74.34 34.07 1.74% (25.66) AAPL US Equity 279 7,877 518.25 536.61 5.17 0.68% (17.41) ABB US Equity 559 6,661 23.59 25.57 10.31 0.81% 110.08 ABBN VX Equity 554 6,962 23.63 25.51 9.18 0.87% 109.59 ABBV US Equity 201 5,335 49.49 51.36 4.31 0.88% (28.65) ABEV US Equity (202) (5,786) 7.25 7.50 -3.11 1.12% (76.19) ABEV3 BZ Equity (182) (5,538) 7.29 7.53 -3.13 1.05% (53.24) ABI BB Equity 263 6,721 102.03 106.01 4.59 0.85% 126.60 ABT US Equity (39) 4,097 38.86 38.50 -1.52 0.63% 6.31 ABX CN Equity 175 (3,187) 19.34 18.28 3.84 1.43% (57.97) ABX US Equity 170 (2,733) 19.48 18.26 4.37 1.43% (45.30) ACA FP Equity 6,979 5,408 6.83 15.65 102.17 1.26% 93.76 ACE US Equity 162 6,435 95.44 97.84 4.87 0.52% 20.92 ACN US Equity 146 10,703 77.97 79.03 1.60 0.85% 177.66 ADP US Equity 76 1,193 72.36 76.99 11.59 0.55% 10.44 AFL US Equity (114) 6,379 63.77 62.65 -3.53 0.51% 33.59 AGN US Equity 997 9,698 110.56 121.93 12.21 0.84% 77.78 Al FP Equity 87 8,248 134.80 136.22 1.59 0.66% 52.01 AIG US Equity 94 4,012 48.66 49.81 2.47 0.95% 48.86 AIR FP Equity 2,936 4,177 42.47 72.33 76.86 0.91% 8.87 ALV GR Equity 512 2,761 142.27 168.63 21.45 0.86% (5.19) ALVG IX Equity 382 2,100 142.59 168.54 21.10 0.86% (5.51) AMGN US Equity 7,207 22,886 92.78 122.00 31.24 1.01% (89.47) AMT US Equity 806 10,655 76.29 82.06 11.32 0.67% 197.47 AMZN US Equity 1,055 5,641 287.66 341.45 18.21 1.03% 67.14 ANZ AU Equity 282 5,741 28.92 30.34 6.40 0.77% 58.24 APA US Equity 9 (6,870) 82.74 82.63 0.16 0.81% (48.84) APC US Equity (258) (6,360) 81.31 84.61 -5.64 0.72% (75.42) AXP US Equity 2,786 10,373 71.56 90.78 35.16 0.76% 125.73 AZN LN Equity 4,013 12,676 49.80 65.57 38.99 0.81% 176.58 AZN SS Equity 3,502 11,669 50.40 65.53 38.35 0.78% 148.77 AZN US Equity 3,850 12,432 49.96 65.43 38.77 0.80% 141.00 BA US Equity (15) (2,592) 123.81 124.54 -0.75 0.79% (27.69) BAC US Equity 10,074 10,884 8.82 16.99 96.64 0.96% (150.65) BARC LN Equity 43 (2,705) 3.91 3.85 1.30 1.23% (13.77) BAS GR Equity 979 7,333 97.30 110.29 13.46 0.99% 122.92 BATS LN Equity 246 5,318 52.90 55.34 5.14 0.90% 122.12 BAX US Equity (300) (3,219) 66.82 73.05 -10.20 0.91% 45.63 BAYN GR Equity 9,095 11,757 76.64 135.92 75.18 1.03% 372.84 BBAS3 BZ Equity (266) (1,954) 8.70 9.88 -6.78 2.01% (13.34) BBD US Equity (199) (4,046) 12.96 13.60 -3.11 1.58% (57.16) BBDC4 BZ Equity (286) (4,351) 12.74 13.58 -4.08 1.61% (53.63) BBL US Equity (137) (4,057) 59.69 61.71 -3.28 1.03% (55.97) BBVA SM Equity 1,179 5,790 10.12 12.18 18.52 1.10% 98.25 BCE CN Equity SO (6,644) 43.17 42.85 1.44 0.53% (62.75) BCS US Equity 43 (2,758) 15.73 15.49 1.27 1.23% (16.67) BEN US Equity 61 2,447 52.34 53.64 2.23 1.11% 34.87 EFTA00288727 BG/ IN Equity (257) (4,379) 17.51 18.54 -7.80 0.75% (25.82) BHP AU Equity (187) 6,689 34.30 33.37 -2.29 1.22% 19.19 BHP US Equity (27) 6,839 67.77 67.50 -0.41 0.98% 81.76 BBB US Equity 240 1,066 245.93 301.36 14.66 1.54% (23.31) BIL SI Equity (57) (2,643) 30.29 30.94 -1.79 1.20% (30.91) BK US Equity 604 8,609 32.86 35.17 8.37 0.84% 44.46 BLK US Equity 158 1,171 274.17 311.17 15.94 0.85% 16.26 BLT LN Equity (101) (3,166) 29.93 30.89 -3.09 1.04% (52.55) BMO CN Equity 142 8,370 65.44 66.55 3.11 0.54% 39.10 BMW GR Equity 1,452 5,076 98.63 126.84 23.56 1.21% 108.52 BMY US Equity 6,302 13,669 35.71 52.17 39.69 1.16% 9.38 BN FP Equity (25) (3,684) 70.54 71.01 -0.81 0.83% 26.31 BNP FP Equity 1,338 5,498 61.78 76.81 21.80 1.12% 18.09 8N5 CN Equity (12) 6,982 57.71 57.60 -0.33 0.54% (58.13) BP/ LN Equity 371 9,797 7.76 8.06 5.96 0.64% 208.27 BRK/8 US Equity 461 11,056 118.69 123.63 6.81 0.61% 36.20 858R US Equity 1,007 (8,171) 6.18 5.42 8.61 1.43% 23.64 BUD US Equity 255 6,846 102.05 105.85 4.21 0.89% 107.36 BX US Equity 266 2,976 30.31 33.02 6.95 1.29% 78.49 C US Equity (91) 2,139 49.32 47.31 -3.87 1.09% (10.59) CA FP Equity 509 2,976 32.90 38.53 15.57 1.10% 48.92 CAT US Equity 1,494 12,743 88.89 99.31 18.64 0.63% 118.39 CBA AU Equity 405 8,462 67.92 71.18 6.61 0.72% 70.63 CBS US Equity 333 1,267 49.35 62.32 28.46 0.92% 23.64 CCL US Equity 235 7,821 36.20 37.29 2.83 1.06% 0.15 CELG US Equity 29 (1,601) 143.49 140.90 1.45 1.24% 12.94 CFR VX Equity 11 3,209 94.28 94.61 0.39 0.91% 1.02 CL US Equity 1,662 18,685 58.99 64.24 17.37 0.51% (138.08) CM CN Equity 337 8,334 82.53 85.87 6.87 0.59% 67.56 CMCSA US Equity 3,798 17,408 40.65 49.51 26.69 0.82% 133.35 CMCSK US Equity 6,313 18,900 36.26 48.38 41.72 0.80% 142.57 CNI US Equity 1,049 12,873 51.38 55.56 13.87 0.59% 121.93 CNQ CN Equity 496 7,768 35.76 38.04 8.02 0.80% 7.35 CNR CN Equity 1,040 12,425 51.30 55.59 14.04 010% 126.61 COF US Equity 753 6,077 67.68 76.07 14.13 0.88% 15.30 COP US Equity (406) (7,980) 66.64 70.03 -10.01 0.51% (87.97) COST US Equity (126) 3,792 115.60 111.89 -5.57 0.59% (11.24) COV LN Equity - 5,151 MO N/A 0.00 0.31% COV US Equity 943 7,080 64.09 72.62 20.96 014% 116.10 CRM US Equity (25) 2,054 56.88 56.19 -0.93 1.33% 14.89 CS FP Equity 1,879 5,387 19.39 26.15 31.97 1.09% (47.58) CSCO US Equity (140) (4,977) 21.79 22.41 -3.55 0.80% (63.51) CSX US Equity 1,231 8,914 25.07 28.53 18.86 0.73% 52.89 CVE CN Equity 105 (10,449) 28.70 28.41 1.31 0.77% (176.40) CVS US Equity 1,888 11,707 63.89 74.20 27.35 0.59% (23.89) CVX US Equity (429) (8,207) 112.39 118.26 -9.47 0.55% (42.87) D US Equity 2,232 12,371 60.15 71.00 29.99 0.60% 82.18 EFTA00288728 DAI GR Equity 7,156 13,908 62.20 94.21 41.77 1.23% lWriess D8K GR Equity 17 (2,834) 44.63 44.36 0.49 1.25% (36.11) DD US Equity 2,793 12,908 54.93 66.82 34.31 0.63% 104.10 DDAIF US Equity 4,134 8,377 63.20 94.40 37.39 1.32%I 299.05 DE US Equity 273 8,537 85.81 88.56 5.28 0.61% 83.29 DELL US Equity - 6,820 #N/A N/A 0.00 0.07% DG FP Equity 4,474 9,889 51.34 74.56 51.57 0.88% 90.06 DGE LN Equity 30 1,333 30.40 31.10 1.44 1.58% 13.46 DHR US Equity 2,231 8,458 58.57 74.01 45.76 0.58% 87.45 DIS US Equity 1,547 9,908 68.36 79.04 18.15 0.86% 130.39 DISCA US Equity (81) 6,387 83.31 82.26 -1.62 0.79% 36.84 DNB NO Equity 926 9,735 15.77 17.27 11.94 0.80% (79.95) DOW US Equity 2,249 7,135 36.81 48.42 39.32 0.80% 64.81 DPW GR Equity 185 660 29.41 37.65 20.23 1.39% 14.94 DTE GR Equity 4,358 13,883 12.27 16.12 26.45 1.19% 281.39 DTV US Equity 2,313 10,622 61.97 75.47 23.18 0.94% 7.20 DUK US Equity (82) (8,822) 69.60 70.25 -2.06 0.45% (21.18) DVN US Equity 443 9,424 62.50 65.44 7.94 0.59% 101.74 EBAY US Equity 114 6,678 54.29 55.21 2.10 0.81% 13.05 Ea US Equity 100 9,210 105.22 106.36 1.60 0.68% 9.87 EDF FP Equity 6,105 9,189 23.45 39.02 86.93 0.76% 129.04 EMC US Equity 933 10,986 25.35 27.51 12.10 0.70% 56.38 EMR US Equity 15 2,023 66.36 66.84 0.99 0.73% 29.14 EMI CN Equity 134 6,351 44.29 45.22 3.58 0.59% 19.99 ENEL IM Equity 2,281 7,737 4.35 5.63 27.97 1.05% 120.99 ENI IM Equity 336 7,837 23.82 24.84 6.58 0.65% 73.39 EOAN GR Equity 103 2,996 18.77 19.41 3.58 0.96% 50.20 EOG US Equity 2,063 5,787 145.32 197.12 42.95 0.83% 137.93 EPD US Equity 1,115 12,049 63.14 68.99 18.36 0.50% 44.13 ERICB SS Equity 435 6,390 12.32 13.16 8.38 0.81% 10.08 ESRX US Equity 1,295 9,815 66.69 75.49 18.49 0.71% 13.48 ETN US Equity 125 5,260 72.48 74.20 2.49 0.95% 89.20 F US Equity (161) (3,621) 14.82 15.47 -6.51 0.68% (44.62) F8 US Equity 999 2,630 44.06 60.78 24.99 1.52% 39.29 FCX US Equity 9 1,176 32.61 32.86 0.58 1.30% 17.53 FDX US Equity 407 4,271 120.94 132.45 15.17 0.63% 13.26 FOX US Equity (156) 3,375 32.23 30.80 -5.27 0.88% (23.03) FOXA US Equity (160) 3,404 33.07 31.59 -5.21 0.90% (17.31) FP FP Equity 931 11,013 60.83 65.97 11.45 0.74% 60.12 G IM Equity 163 3,588 21.32 22.29 5.54 0.82% 37.80 GE US Equity 2,102 13,140 22.32 25.89 19.70 0.81% 87.23 GILD US Equity 20,876 11,089 24.02 69.26 135.34 1.39% GIS US Equity 608 13,333 49.12 51.36 8.48 0.54% 72.83 GLE FP Equity 761 3,248 49.51 61.12 19.14 1.23% 35.12 GLEN LN Equity 14 (4,634) 5.24 5.22 0.21 1.48% (114.63) GLW US Equity 3,140 11,549 16.22 20.64 34.03 0.80% 99.46 GM US Equity (1) (2,999) 34.78 34.79 -0.04 0.98% (20.95) EFTA00288729 GOOG US Equity 3,867 12,660 862.28 1,125.70 44.10 0.69% 134.64 GS US Equity 2,553 5,468 110.98 162.78 52.77 0.88% 31.82 GSK LN Equity 179 5,707 26.22 27.04 4.80 0.65% 59.99 GSZ FP Equity 901 8,189 24.60 27.31 9.61 1.15% 102.26 HAL US Equity 1,256 5,803 48.66 59.19 22.56 0.96% 128.11 HD US Equity 2,449 13,333 66.67 78.91 26.11 0.70% 39.78 HMB SS Equity 209 6,110 40.79 42.19 3.22 1.07% (119.46) HON US Equity 5,857 11,930 61.10 91.09 85.91 0.57% 122.17 HPQ US Equity 1,961 7,393 25.45 32.20 24.49 1.08% 80.57 HSBA LN Equity (90) (3,344) 9.90 10.17 .3.06 0.88% (21.98) IBE SM Equity 1,939 7,382 5.54 6.99 40.84 0.64% 143.05 IBM US Equity • 995 190.93 190.93 0.00 0.63% 2.81 IMT LN Equity 1,418 10,924 35.95 40.61 17.22 0.75% 65.90 INTC US Equity 748 10,787 23.94 25.60 12.18 0.57% 59.38 ISP IM Equity 4,068 5,699 1.93 3.31 56.20 1.27%` 398.37 ITUB US Equity (149) (2,364) 13.81 14.68 .3.96 1.59% (2.66) ITUB4 BZ Equity (422) (5,093) 13.59 14.72 -5.69 1.46% 4.34 ITW US Equity 2,673 14,011 67.84 80.78 27.97 0.68% 189.78 ITX SM Equity (111) (4,597) 147.96 151.52 -2.22 1.08% 11.96 JO US Equity 431 1,785 37.48 46.54 30.23 0.80% 44.60 JNJ US Equity 5,159 14,416 71.84 97.54 72.30 0.49% 59.97 JPM US Equity 1,278 8,516 52.29 60.14 16.54 0.91% 58.26 KMB US Equity 227 7,934 106.69 109.73 4.92 0.58% (43.83) KMI US Equity 526 (8,600) 34.31 32.21 8.11 0.75% 1.87 KO US Equity (17) (6,962) 38.83 38.93 -0.53 0.47% (14.69) LBTYA US Equity (62) 2,272 84.87 82.60 .2.61 1.05% 54.54 LBTYK US Equity 77 1,975 78.04 81.10 4.20 0.93% 58.56 LIN GR Equity 84 8,087 198.03 200.08 1.53 0.68% 74.54 LLOY LN Equity 2,178 5,658 0.89 1.24 41.37 0.93% (91.31) LLY US Equity (47) 2,868 58.83 57.87 .2.04 0.81% 14.22 LMT US Equity 627 2,016 122.48 160.58 39.20 0.79% 27.46 LNKD US Equity 47 (1,866) 195.56 190.63 1.29 1.96% (63.49) LOW US Equity 77 7,829 48.41 48.88 1.25 0.78% 72.08 LVS US Equity 1,887 6,808 61.33 78.33 24.38 1.14% 247.54 LYB US Equity 1,121 2,297 59.29 88.21 64.30 0.76% 7.58 MA US Equity 3,942 7,084 47.02 73.18 64.47 0.86% 0.59 MAERSKB DC Equity 6,000 14,148 8,212.58 11,695.41 34.99 1.21%I 548.83 MC FP Equity 1 3,798 183.44 183.51 0.05 0.74% 24.55 MCD US Equity (126) (5,579) 94.88 97.02 .4.88 0.46% (51.92) MCK US Equity 134 2,181 164.92 175.03 7.40 0.83% 26.63 MDIZ US Equity 2,713 13,641 28.68 34.39 35.92 0.55% 66.76 MDT US Equity 8,295 20,811 43.22 60.45 50.23 0.79%n00.91 MET US Equity 1,380 7,556 44.37 52.47 19.93 0.92% (11.84) MFC CN Equity 4,371 8,003 12.38 19.13 67.15 0.81% (83.24) MHS US Equity • 5,485 #WA N/A 0.00 1.17% MMM US Equity 8,244 21,331 96.89 134.34 63.32 0.61% 348.43 MO US Equity 186 7,829 36.24 37.11 4.27 0.56% (35.95) EFTA00288730 MON US Equity 695 11,917 106.02 112.20 9.14 0.64% 109.37 MOS US Equity 49.17 0.82% MRK US Equity 1,445 11,769 50.18 56.35 14.31 0.86% 158.68 MS US Equity 207 1,649 27.57 31.02 10.83 1.16% 6.10 MSFT US Equity 1,138 8,007 35.30 40.32 18.55 0.77% 175.91 MUV2 GR Equity 640 6,116 197.70 218.38 16.07 0.65% 30.24 NAB AU Equity 369 7,534 31.14 32.66 6.08 0.80% 81.15 NCM AU Equity 8.95 1.98% NEE US Equity 4,427 14,649 72.62 94.56 46.30 0.65% 37.80 NEM US Equity 2,358 (7,392) 34.95 23.80 20.12 1.59% (378.94) NESN VX Equity 716 9,821 69.64 74.71 13.65 0.53% (22.10) NG/ LN Equity 1,987 12,244 11.84 13.76 28.94 0.56% 210.31 NKE US Equity 590 5,145 66.10 73.68 12.59 0.91% 22.81 NOK US Equity 3,830 4,498 3.96 7.34 76.03 1.12% 89.35 NOV US Equity 135 4,672 75.18 77.36 3.06 0.94% 95.13 NOVN VX Equity 5,176 18,291 63.81 81.86 37.95 0.75% 183.23 NOVOB DC Equity 1,178 9,444 40.35 45.38 12.51 1.00% 186.40 NSC US Equity 1,875 9,797 80.78 96.24 25.16 0.76% 76.77 NVS US Equity 3,989 15,510 65.07 81.80 35.75 0.72% 100.96 OGXP3 BZ Equity 5,054 (5,180) 4.43 0.11 34.24 2.85% (271.36) OR FP Equity (58) (2,272) 160.73 164.82 -3.64 0.70% (27.52) ORA FP Equity 761 5,434 12.87 14.67 9.01 1.55% 170.80 ORCL US Equity 1,401 7,879 33.59 39.57 26.26 0.68% 72.05 OXY US Equity 2 7,355 95.04 95.07 0.03 0.83% 57.58 PBR US Equity 49 (2,814) 13.30 13.07 0.95 1.83% (54.09) PBR/A US Equity 40 (2,795) 13.87 13.67 0.78 1.83% (59.28) PCLN US Equity 772 3,043 956.05 1,198.57 21.31 1.19% 69.17 PCP US Equity • 985 245.88 245.88 0.00 0.76% 2.21 PEP US Equity 70 6,034 82.03 82.98 2.12 0.55% 15.04 PETR3 BZ Equity (3) (2,923) 6.54 6.55 0.06 1.90% (56.87) PETR4 BZ Equity 46 (3,123) 6.95 6.85 0.79 1.87% (62.30) PFE US Equity 4,963 21,828 26.10 32.04 33.91 0.67% (75.38) PG US Equity 155 6,905 78.08 79.84 4.17 0.54% (1.83) PHIA NA Equity • • 35.24 1.05% PM US Equity 562 (10,166) 85.47 80.74 8.20 0.67% (85.00) PNC US Equity 1,080 8,425 75.96 85.70 16.80 0.76% 72.93 POT CN Equity (25) (833) 34.52 35.56 -4.18 0.72% (8.01) POT US Equity (25) (864) 34.57 35.56 •4.03 0.71% (8.39) PRU LN Equity 6,885 10,521 12.76 21.11 67.41 0.97% (582.08) PSA US Equity 587 9,413 158.54 168.43 11.05 0.56% 71.49 PSX US Equity 1,141 6,030 64.65 76.88 21.67 0.87% (14.22) PX US Equity 2,281 16,340 113.54 129.39 29.52 0.47% 38.85 QCOM US Equity 2,307 12,547 66.83 79.11 27.19 0.68% (11.37) QQQ US Equity 5,523 19,920 68.46 87.44 55.80 0.50% 131.41 RAI US Equity 108 6,737 52.22 53.06 1.45 1.11% (22.08) RDS/A US Equity (9) 4,217 73.28 73.13 -0.33 0.61% 35.03 RDS/B US Equity 135 5,192 75.80 77.77 4.39 0.59% 61.23 EFTA00288731 RDSA LN Equity 235 4,065 34.51 36.51 9.87 0.59% 37.09 RDSA NA Equity (13) 4,084 36.63 36.51 -0.56 0.56% 29.34 RDSB IN Equity 181 4,580 37.36 38.84 6.87 0.58% 52.84 REGN US Equity 45 6,240 302.78 304.99 0.50 1.44% (122.17) RIO AU Equity (103) (2,296) 55.84 58.34 -3.31 1.35% (4.05) RIO IN Equity 23 4,599 54.73 55.00 0.38 1.36% 63.67 RIO US Equity 71 4,934 54.04 54.82 1.07 1.34% 50.99 ROG VX Equity 6,914 17,035 212.78 299.15 57.77 0.70% 188.36 RY CN Equity 34 6,176 65.21 65.57 1.18 0.47% 13.09 SAS LN Equity 402 7,173 47.60 50.27 5.95 0.94% 179.23 SAN FP Equity (26) (6,174) 103.67 104.11 -0.48 0.89% (52.36) SAN SM Equity 857 7,256 8.35 9.33 13.07 0.90% 153.49 SAN US Equity 701 5,705 8.34 9.37 13.30 0.92% 99.33 SAP GR Equity 2 2,995 80.26 80.32 0.08 0.86% 20.26 SAP US Equity (4) 3,228 80.30 80.20 A.14 0.89% 20.99 SBUX US Equity (101) 5,096 75.07 73.62 -2.12 0.93% 26.89 SGO FP Equity 2,825 7,836 44.08 59.98 29.17 1.24% 53.51 SI US Equity 823 4,504 114.69 135.64 16.11 1.13% 77.35 SIE GR Equity 971 5,345 114.81 135.68 17.75 1.02% 77.76 SLB US Equity 1,450 6,877 80.68 97.70 25.84 0.82% 91.60 SMSN LI Equity 238 (7,500) 642.17 621.82 3.28 0.97% (51.42) SO US Equity 28 5,537 43.08 43.30 1.01 0.51% 21.43 SPG US Equity 11 1,473 162.23 163.44 1.17 0.64% 25.00 SREN VX Equity 1,429 10,006 80.46 91.96 19.65 0.73% (26.25) STAN IN Equity 298 (6,124) 21.91 20.85 4.99 0.97% (124.02) STL NO Equity 830 9,217 26.04 28.38 11.86 0.76% (5.77) STT US Equity (5) 2,953 69.02 68.89 -0.17 1.09% 41.20 SU CN Equity (216) (4,645) 32.80 34.33 -8.22 0.57% (100.37) SU FP Equity 319 6,518 84.31 88.44 4.44 1.10% (33.70) SU US Equity (136) (3,644) 33.10 34.34 -6.53 0.57% (80.80) SWEDA SS Equity 345 6,088 24.78 26.18 5.32 1.07% (23.52) SYNN VX Equity (475) (8,069) 359.52 380.69 -7.71 0.76% (28.92) T US Equity (200) (8,928) 34.20 34.96 -3.87 0.58% (11.22) TD CN Equity 230 8,245 45.38 46.65 5.30 0.53% 28.25 TEF SM Equity 30 3,631 15.57 15.70 0.98 0.83% 81.02 TEF US Equity 39 3,406 15.52 15.69 1.37 0.84% 74.12 TGT US Equity 614 (10,717) 63.57 59.93 6.78 0.85% (50.88) T1X US Equity 2,796 9,492 46.31 59.95 45.86 0.64% 75.89 TLS AU Equity 101 6,561 4.59 4.66 2.68 0.57% 3.44 TLSN SS Equity (49) 2,656 7.59 7.45 -2.16 0.86% 8.67 TM US Equity 169 (6,829) 115.81 112.95 2.92 0.85% (85.12) TMO US Equity 8,869 10,218 63.59 118.78 130.34 0.67% 207.93 TOT US Equity 679 5,823 59.06 65.95 14.73 0.79% 31.65 TRP CN Equity (222) (6,953) 43.75 45.15 -5.73 0.56% (28.24) TRV US Equity 17 4,763 83.58 83.88 0.71 0.51% 23.05 TSCO LN Equity 924 (7,398) 5.65 4.95 11.35 1.10% (138.33) TWC US Equity 680 5,234 120.22 135.84 16.35 0.79% 74.61 EFTA00288732 TWX US Equity (195) 7,395 66.36 64.66 -3.41 0.77% 113.71 TXN US Equity 4,123 12,205 34.93 46.73 46.71 0.72% 188.18 TYC US Equity 10,537 24,080 29.17 41.93 63.04 0.69% 58.63 UBS US Equity 247 5,489 19.43 20.31 4.71 0.96% 18.59 UBSN VX Equity 208 5,158 19.51 20.29 4.10 0.98% 7.97 UCG IM Equity 3,270 5,391 5.58 8.97 38.47 1.58% 139.63 ULVR LN Equity (107) (1,557) 39.50 42.22 -7.85 0.88% (31.36) UNA NA Equity (184) (2,518) 38.14 40.93 -9.07 0.81% (44.24) UNH US Equity 2,765 10,037 64.08 81.74 29.59 0.93% 109.21 UNP US Equity 1,378 12,014 165.36 184.33 16.41 0.70% 35.01 UPS US Equity 3,257 14,806 79.87 97.44 43.42 0.51% 107.35 USB US Equity 3,138 14,238 34.71 42.36 34.36 0.64% 36.87 UTX US Equity 6,061 15,190 82.05 114.79 59.55 0.67% 152.54 V US Equity 6,303 7,870 118.43 213.28 98.83 0.81% (118.38) VALE US Equity 354 (3,908) 15.08 13.71 7.02 1.29% (33.14) VALE3 BZ Equity 401 (4,586) 15.04 13.73 6.32 1.38% (25.78) VIAB US Equity 3,718 9,272 60.42 84.64 55.54 0.72% 106.89 VIV FP Equity 172 2,668 26.19 27.88 7.47 0.86% 53.41 VMW US Equity 951 4,785 89.16 106.88 15.67 1.27% 30.87 VOD LN Equity 247 (2,998) 3.98 3.65 4.93 1.67% (7.04) VOD US Equity 239 (2,893) 39.69 36.42 4.87 1.69% (14.44) VOW3 GR Equity 43 1,318 250.19 258.25 2.45 1.32% 27.11 VRX CN Equity 626 1,611 92.95 129.06 27.36 1.42% 34.52 VRX US Equity 728 1,880 93.20 129.28 28.61 1.35% 43.86 VTI US Equity 578 5,134 86.91 96.70 25.68 0.44% 36.57 VWO US Equity (22) (7,247) 40.33 40.45 -0.34 0.87% (102.90) VZ US Equity 77 (6,121) 48.12 47.52 1.61 0.78% (8.76) WBC AU Equity 323 5,265 29.97 31.80 7.28 0.84% 37.23 WES AU Equity (77) 8,616 38.65 38.30 -1.37 0.65% 2.36 WFC US Equity 3,175 11,232 38.43 49.29 44.84 0.63% 58.61 WLP US Equity 3,488 10,369 74.31 99.31 35.07 0.96% 161.36 WMT US Equity 76 5,808 75.15 76.13 2.16 0.60% (19.49) WOW AU Equity (157) (2,773) 31.30 33.08 -7.11 0.80% 16.60 XOM US Equity 1,014 13,076 90.48 97.50 10.71 0.72% 260.31 XTA LN Equity - 2,180 RNA WA 0.00 2.25% YHOO US Equity 229 1,282 30.64 36.10 14.49 1.23% 19.37 YUM US Equity 33 7,151 73.86 74.20 0.67 0.68% 118.35 ZURN VX Equity 260 6,394 291.95 303.80 5.98 0.68% (24.16) Current Portfolio - Global Macro Portfolio Current Price P/L in Vol 301' Realized Change on Day Security MTM Gain/(Loss) Exp. CO Cost Avg. Price (in USD) Days Vol (in USD) SPX Index 17,193 62,272 1,455.70 1,857.62 60.99 0.45% 368.74 NDX Index 12,207 46,686 2,831.19 3,571.49 45.34 0.58% 138.03 RTY Index 13,029 39,938 868.48 1,151.81 48.19 0.68% 17.11 EFTA00288733 SPTSX Index 201 19,447 12,764.15 12,896.29 2.63 0.39% MEXBOL Index 691 (26,146) 3,142.70 3,059.68 2.90 0.91% IBOV Index 79 (22,524) 22,076.65 21,998.88 0.25 1.39% MERVAL Index (366) (5,408) 725.60 774.68 .5.23 1.29% UKK Index 2,818 39,963 10,288.22 11,013.62 11.24 0.63% DAX Index 8,898 36,674 10,610.77 13,185.26 24.55 0.99% CAC Index 1,572 20,042 5,625.44 6,066.81 9.93 0.79% IBEX Index 9,092 39,644 11,555.30 14,205.34 26.77 0.86% SMI Index 6,567 44,078 8,219.62 9,444.20 23.79 0.63% FTSEMIB Index 7,046 25,266 23,118.99 29,566.53 30.75 0.91% P5120 Index 7,235 24,289 8,026.78 10,417.70 27.55 1.08% ISEQ Index 24,721 40,099 4,246.25 6,864.11 61.25 1.01% ICEXI Index 3,469 37,337 6.63 7.24 20.21 0.46% AEX Index 5,958 42,240 484.27 552.58 18.74 0.75% BEL20 Index 8,316 44,003 3,610.75 4,293.18 24.43 0.77% LUXXX Index 10,477 39,715 1,655.49 2,092.20 37.59 0.70% KFX Index 10,366 38,048 100.82 128.29 28.02 0.97% HEX Index 7,390 40,933 8,513.92 10,051.08 20.03 0.90% OMX Index 1,910 23,118 191.41 207.22 8.66 0.95% ATX Index 127 4,712 3,323.59 3,413.27 2.38 1.13% ASE Index 8,204 19,369 1,282.88 1,826.22 36.45 1.16% OSEBX Index 2,393 22,647 84.47 93.40 15.54 0.68% INDEXCF Index 1,370 (26,563) 39.61 37.56 2.65 1.94% TOP40 index 1,024 25,595 3,920.67 4,077.57 4.06 0.99% SENSEX Index 797 24,854 361.42 373.01 4.18 0.77% NKY Index 158 14,214 141.32 142.89 1.06 1.05% HSI Index • 3,396 2,844.30 2,844.30 0.00 0.78% SHCOMP Index 1,551 (33,700) 344.53 328.67 5.02 0.92% KOSPI Index 368 16,618 1.81 1.85 3.04 0.73% ASS1 Index 364 16,348 4,855.76 4,963.88 3.32 0.67% STBCNZL Index 35,977 73,231 #N/A N/A 123.45 0.40% EEM US Equity 3 (6,119) 40.76 40.74 0.05 0.95% IYR US Equity (18) (2,802) 66.86 67.28 .1.38 0.46% MDY US Equity 4,873 14,269 184.03 246.87 66.98 0.51% JNK US Equity 1 5,353 41.26 41.27 0.10 0.18% XLF US Equity 5,713 13,610 15.57 22.11 71.43 0.59% XLU US Equity 513 8,406 38.65 41.01 11.94 0.51% XLK US Equity 2,200 12,860 30.80 36.07 32.75 0.52% XLI US Equity 5,719 16,147 38.20 51.73 60.28 0.59% XLP US Equky 246 9,167 41.63 42.75 7.14 0.38% XLY US Equity 7,721 20,539 46.72 64.28 67.51 0.56% XLE US Equity 316 7,366 85.40 89.06 6.97 0.62% XLB US Equity 3,655 14,930 37.57 46.77 39.98 0.61% XLV US Equity 11,802 24,346 38.87 57.71 80.74 0.60% SXXP Index 6,341 43,407 400.51 459.02 21.13 0.69% SXAP Index 10,749 28,526 520.28 716.34 33.04 1.14% SXKP Index 4,767 47,032 366.14 403.25 12.10 0.84% 113.46 (98.01) (138.34) (4.98) 251.98 M679.22 170.02 Mi r 645.85 269.74 I 511.67 265.97 328.53 (291.40) Ir 411.69 393.07 IF 181.16 681.89 497.10 7.40 47.77 284.25 5.15 (120.85) 342.96 285.66 (25.01) 35.98 73.24 4.49 41.76 (48.46) (18.33) 98.98 6.49 78.98 13.07 58.68 161.81 24.28 212.61 96.07 128.03 (137.28) 379.78 747.68 484.65 EFTA00288734 SX6P Index 6,907 34,738 353.52 423.81 29.06 0.68% 616.40 SXEP Index 1,425 29,339 441.65 463.10 7.73 0.63% 208.83 SXIP Index 11,475 28,923 222.31 310.50 50.97 0.78% (246.19) SXNP Index 5,152 28,384 482.69 570.30 22.01 0.82% 294.46 SX3P Index 683 18,170 662.20 687.10 5.83 0.65% 153.02 SXDP Index 23,666 61,075 609.16 845.20 59.41 0.65% 604.19 SX4P Index 3,265 25,840 917.36 1,033.28 13.91 0.91% 334.57 SX8P Index 2,795 17,778 343.07 397.01 20.14 0.78% 64.81 SXOP Index 10,546 40,520 380.28 479.25 28.49 0.91% 445.82 SXQP Index 132 26,331 793.71 797.67 0.73 0.69% 294.88 SXRP Index 104 17,603 434.81 437.37 0.80 0.74% 61.54 SXMP Index 10,997 35,766 261.12 341.40 47.74 0.64% 57.76 SXTP Index 22,177 39,247 172.05 269.27 71.88 0.79% (53.36) SX7E Index 6,094 18,886 159.85 211.42 29.86 1.08% 394.01 SXSE Index 7,076 40,148 3,709.25 4,363.04 22.22 0.79% 607.24 SPGSCITR Index (157) (10,392) 4,911.08 4,985.44 .2.94 0.51% (17.66) XAG Curncy 2,596 (20,150) 22.78 19.84 13.05 0.99% (156.97) CO1 Comdty 188 (24,622) 108.90 108.07 1.14 0.67% (55.22) CL1 Comdty 735 29,347 99.19 101.67 2.78 0.90% 115.84 NG1 Comdty 3,162 16,608 3.77 4.49 6.11 3.11% (426.96) XAU Comdty 56 (10,235) 93.87 93.36 0.74 0.73% (172.59) IBOXHY Index 2,926 53,418 220.12 232.18 57.43 0.10% 29.72 US_TSY CREDIT (107) (50,168) 757.73 759.35 .1.68 0.13% 77.67 CA_TSY CREDIT 6,286 (97,153) 1,269.35 1,187.21 15.04 0.43% 155.72 MX_TSY CREDIT (9) 10,516 214.82 214.64 0.22 0.37% (26.37) AU TSY CREDIT (7) 12,217 1,484.64 1,483.73 -0.14 0.45% (14.47) JP_TSY CREDIT 1,176 (59,678) 822.10 805.90 6.97 0.28% 449.72 MY_TSY CREDIT 517 (92,252) 167.43 166.49 1.76 0.32% (600.07) SG_TSY CREDIT 171 (95,749) 219.11 218.72 0.76 0.23% (343.29) AT_TSY CREDIT 3,291 74,030 356.67 372.53 16.97 0.26% (22.82) BE_TSY CREDIT 4,285 76,024 476.34 503.19 22.05 0.26% 6.38 FI_TSY CREDIT 3,059 74,240 347.46 361.78 16.09 0.26% (27.77) FR_TSY CREDIT 3,624 75,130 1,675.82 1,756.67 19.15 0.25% 12.55 DE_TSY CREDIT 2,554 74,397 1,240.95 1,283.55 13.10 0.26% (11.99) IE_TSY CREDIT 30,740 78,270 336.92 469.25 176.37 0.22% 120.93 IT_TSY CREDIT 8,075 54,767 1,615.23 1,853.39 53.16 0.28% 31.21 NL_TSY CREDIT 3,094 77,475 1,326.53 1,379.51 15.42 0.26% (17.52) ES_TSY CREDIT 10,401 50,187 392.28 473.58 71.81 0.29% 74.29 DK_TSY CREDIT 2,628 67,396 729.23 757.66 12.96 0.30% (4.62) NO_TSY CREDIT 41 5,142 338.80 341.47 2.03 0.39% (7.43) PL_TSY CREDIT 1,091 22,143 420.32 441.02 12.31 0.40% 16.34 ZA_TSY CREDIT 163 (33,149) 83.13 82.72 0.61 0.80% (48.39) SE_TSY CREDIT 95 (15,434) 466.87 464.00 1.80 0.34% 81.23 CH_TSY CREDIT 3,227 65,265 1,004.77 1,054.45 18.23 0.27% (52.57) GB_TSY CREDIT 734 56,841 1,489.15 1,508.38 3.68 0.35% (127.59) EFTA00288735