EFTA00293021.pdf

Atorus, LLC 3/4/2014 Current Date: 3/4/2014 Change on Day: 4.01% Total Return since 1/1/12: 86.73% MSCI World Change on 712M Return: 44.34% Day 1.36% T90 Day Return: 14.29% No of Positions T30 Day Return: 12.04% (+MTM) on Day 332 Current Long Exposure @ Cost: 4,566,872 No of Positions (-MTM) Current Short Exposure @ Cost: (1,035,433) on Day 104 Net Exposure: 3,531,439 Current No. of Starting Capital: 1,000,000 Positions: 449 Current NAV: 1,867,256 Current Leverage (Gross Exposures): 3.00 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor cally T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (•) Change -0.89% Target Vol-Adj. Risk Listed Equities 50.00% Target Vol-Adj. Risk Global Macro 50.00% Targeted Max Loss (ex-Leverage) 10.00% Leverage Target At inception: 2X Notes on Leverage: We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusts position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.341 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 LOCIG,000.00 1,800,000.00 1.600.000.00 1.400.000.00 1.200.000.00 1.000.000.00 800,000.00 600,000.00 ,reesNA.A".apviA O4ry 4,1, fif so, b 2,, s s e efi 47 ns7 1 5)44 ti 4 4 4 A‘ N, ts. 'b S A\ 4 4 4 .> tb‘ 11, — NAV EFTA00293021 Atorus, LLC 3/4/2014 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 %of Total Notional Security MTM Gain % Total NAV 26 Positions 26.11% 50 Positions 30.97% INDEXCF Index (18,109) 0.31% P5120 Index 6,337 0.34% XAG Curncy (20,150) 0.35% SXSE Index 6,471 0.35% NO_TSY CREDIT (21,902) 0.38% QQQ US Equity 6,504 0.35% IBOV Index (22,524) 0.39% HON US Equity 6,587 0.35% CO1 Comdty (24,622) 0.43% UTX US Equity 6,593 0.35% MEXBOL Index (26,146) 0.45% MAERSKB DC Equity 6,629 0.36% ZA_TSY CREDIT (33,149) 0.58% DAI GR Equity 6,736 0.36% SHCOMP Index (33,700) 0.59% CA_TSY CREDIT 6,770 0.36% GB_TSY CREDIT 56,841 0.99% SXXP Index 6,773 0.36% JP_TSY CREDIT (59,678) 1.04% ROG VX Equity 6,780 0.36% DK_TSY CREDIT 60,407 1.05% ACA FP Equity 6,989 0.37% CH_TSY CREDIT 60,555 1.05% SMI Index 6,991 0.37% SXDP Index 61,075 1.06% GS US Equity 6,997 0.37% SPX Index 62,272 1.08% CMCSK US Equity 7,078 0.38% DE_TSY CREDIT 66,681 1.16% IT_TSY CREDIT 7,490 0.40% FR_TSY CREDIT 69,707 1.21% AMGN US Equity 7,531 0.40% AT_TSY CREDIT 71,796 1.25% BMY US Equity 7,641 0.41% BE_TSY CREDIT 71,817 1.25% MMM US Equity 7,822 0.42% NL_TSY CREDIT 72,937 1.27% BEL20 Index 7,892 0.42% STBCNZL Index 73,231 1.27% MDT US Equity 7,937 0.43% FI_TSY CREDIT 74,240 1.29% ASE Index 7,997 0.43% IE_TSY CREDIT 78,270 1.36% IBEX Index 8,068 0.43% AU TSY CREDIT (79,133) 1.37% PRU LN Equity 8,327 0.45% MY_TSY CREDIT (92,252) 1.60% HEX Index 8,484 0.45% SG_TSY CREDIT (95,749) 1.66% DAX Index 8,841 0.47% CA_TSY CREDIT (97,153) 1.69% XLY US Equity 8,934 0.48% BAYN GR Equity 9,472 0.51% BAC US Equity 9,592 0.51% ES_TSY CREDIT 9,646 0.52% SXOP Index 9,659 0.52% TMO US Equity 9,893 0.53% LUAX Index 9,995 0.54% SXAP Index 10,062 0.54% BA US Equity 11,354 0.61% TYC US Equity 11,680 0.63% MA US Equity 11,823 0.63% KFX Index 11,920 0.64% SXIP Index 12,268 0.66% SXMP Index 12,355 0.66% XLV US Equity 13,312 0.71% EFTA00293022 CELG US Equity 13,556 0.73% NDX Index 14,655 0.78% RTY Index 15,643 0.84% SPX Index 17,890 0.96% SXTP Index 23,830 1.28% SXDP Index 25,705 1.38% ISEQ Index 25,931 1.39% IE_TSY CREDIT 30,027 1.61% STBCNZL Index 32,687 1.75% GILD US Equity 34,044 1.82% No. Nantes by APAC Long 29 APAC Short 23 (MEA Long 77 (MEA Short 12 AMER Long 167 AMER Short 47 EquityCom Long 63 EquityCom Short 8 G20 Rates Long 14 G20 Rates Short 9 Total Long 350 Total Short 99 Current Exposure by Geography (Listed Eqult es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 5(500,000) 5(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 EFTA00293023 Atorus, LLC 3/4/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnocilites, G20 Gov. Credit) 2,000,000 1,500XCO 1,000,000 500,000 5,1)00,00D —EMEA -----AMER —Eq 'WC° -----G20Raws • ••NexEsacmweRHS OGC0.000 3,020.000 2,000000 IL 1 —APAC Ft i 1,000,00D Rsoomw, (200.003) et w ee.ee t., .- \ ‘ tr 4. O4, O4' 0 0 O tp, t.Q. Q. Q. 0.C. 5,,.c. \ \ %1A ‘0. \ O.,. c r 0 N,t. c . V9 t ts Ethe0001 (1.030xem (3.000.0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) e,fog e e e e o s . ' s t „ V • t P • t . V • t . c • t . V . V . V , V , V • 3 4 , ‘ 3 4 4 Nt cles At t t tip\ - APAC — EMEA AMER - Equ Vi<orri - G20 Rates EFTA00293024 Atorus, LIC 3/4/2014 Current Gross Notional Risk by Category 243,468 583,862 1,360,7 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293025 Atorus, LLC 3/4/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) sour 40X0 30.00 20.00 10.00 0.110 mob +creed)* e eafre 44 ?et tee tee Percentile No. Vol Days 0.0(M -10.52 5.00% -3.13 10.00% 4.00 15.00% 4.33 20.00% 0.64 25.00% 1.79 30.00% 2.64 35.00% 3.65 40.00% 4.67 45.00% 6.01 50.00% 7.97 55.00% 10.57 60.00% 12.57 65.00% 15.55 70.00% 18.81 75.00% 22.84 80.00% 27.87 85.00% 34.37 90.00% 41.48 95.00% 53.03 100.00% 186.73 Days by Position MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 1.81% 52.05% EFTA00293026 Atorus, LLC Current Portfolio •Usted Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security M7M Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (50) (4,506) 51.62 52.19 -1.08 1.02% (18.67) 005380 KS Equity 84 1,799 217.13 227.25 3.66 1.27% (2.98) 005490 KS Equity 255 (3,782) 273.49 255.07 7.27 0.93% 75.34 005930 KS Equity 267 (6,558) 1,285.62 1,233.28 4.52 0.90% 23.94 012330 KS Equity 855 5,282 244.69 284.31 12.57 1.29% (100.31) 1 HK Equity 190 5,310 15.28 15.83 4.13 0.87% 101.66 1299 HK Equity 16 3,412 4.82 4.84 0.47 1.00% 7.80 13 HK Equity 2,678 12,243 11.40 13.90 22.23 0.98% 355.28 16 HK Equity 251 (9,935) 12.66 12.34 3.50 0.72% 89.01 27 HK Equity 3 123 9.68 9.94 1.24 2.14% (0.54) 2914 JP Equity 276 (4,719) 32.47 30.57 4.28 1.36% 50.59 3382 JP Equity (5) 3,411 37.70 37.65 -0.11 1.33% 41.84 4063 JP Equity 55 (4,536) 56.40 55.72 0.91 1.33% (9.34) 4502 JP Equity 19 2,102 46.69 47.12 1.25 0.73% (10.07) 4689 JP Equity (3) 1,082 6.06 6.04 -0.21 1.50% (12.96) 5 HK Equity (49) 1,929 10.73 10.46 -3.17 0.80% (2.55) 5108 JP Equity (31) 3,498 36.35 36.04 -0.66 1.32% 44.96 5401 JP Equity 146 (3,709) 2.99 2.87 2.64 1.49% (20.25) 6301 JP Equity (46) (3,515) 20.64 20.90 -0.89 1.47% (1.18) 6752 JP Equity 1,726 4,145 9.01 12.77 14.89 2.80% 165.60 6902 JP Equity 2,338 9,730 41.48 51.44 18.40 1.31% (176.07) 6954 JP Equity 432 6,393 157.65 168.31 4.25 1.59% (34.00) 7201 JP Equity 25 (3,743) 8.85 8.79 0.54 1.22% 14.01 7203 JP Equity 42 (3,073) 57.44 56.66 1.10 1.24% 0.14 7267 JP Equity 40 (4,885) 36.43 36.13 0.68 1.21% (11.52) 762 HK Equity 249 (4,155) 1.43 1.35 5.75 1.04% 45.99 7751 JP Equity 170 (6,865) 31.44 30.66 2.24 1.11% (34.43) 8031 JP Equity (8) 1,806 15.31 15.24 -0.40 1.12% 11.15 8058 JP Equity (54) 3,003 19.27 18.93 -1.53 1.18% (5.07) 8306 JP Equity 72 (2,979) 5.88 5.74 1.74 1.40% (10.19) 8316 JP Equity 106 (2,505) 45.91 43.98 2.64 1.60% (7.91) 8411 JP Equity (61) 1,510 2.12 2.03 -3.11 1.30% (3.48) 8604 JP Equity 48 (2,467) 6.76 6.63 1.35 1.43% 7.60 8801 JP Equity 103 (2,516) 31.09 29.82 2.56 1.59% (43.28) 8802 JP Equity 118 (3,308) 24.73 23.85 2.37 1.50% (105.92) 9020 JP Equity 50 (3,967) 77.53 76.56 1.15 1.10% 18.42 941 HK Equity 829 (11,351) 10.25 9.50 11.36 0.64% 45.58 9432 JP Equity 277 6,077 53.19 55.62 3.24 1.41% 82.06 9433 JP Equity 3,897 9,476 42.13 59.46 23.90 1.72% (91.80) 9437 JP Equity (209) (5,749) 15.71 16.28 -3.36 1.08% 1.97 9983 JP Equity (164) 3,177 368.09 350.00 -3.28 1.57% 30.75 3/4/2014 EFTA00293027 9984 JP Equity 1,183 1,678 42.69 72.77 39.03 1.81% (16.17) AAPL US Equity 189 7,877 518.25 530.71 2.45 0.98% 65.52 ABB US Equity 864 10,408 23.59 25.55 7.80 1.06% 264.53 ABBN VX Equity 674 8,703 23.63 25.46 7.09 1.09% 175.86 ABBV US Equity 205 5,335 49.49 51.39 3.36 1.14% 138.78 ABEV US Equity 66 (7,232) 7.25 7.18 0.60 1.53% (173.71) ABEV3 BZ Equity 66 (6,923) UN/A N/A 0.66 1.45% ABI BB Equity 125 6,721 102.03 103.93 2.05 0.91% 125.37 ABT US Equity 132 4,097 38.87 40.12 3.76 0.86% 98.98 ABX CN Equity (31) 1,201 20.94 20.41 -1.62 1.61% (15.92) ABX US Equity (32) 1,221 20.94 20.41 -1.53 1.69% (17.56) ACA FP Equity 6,989 5,408 6.83 15.67 101.05 1.28% 224.61 ACE US Equity 136 3,677 93.86 97.34 5.09 0.73% 35.79 ACN US Equity 816 9,052 77.04 83.98 11.33 0.80% 198.36 ADP US Equity 98 1,193 72.36 78.28 11.59 0.71% 25.93 MI. US Equity 167 4,556 62.74 65.04 5.84 0.63% 86.80 AGN US Equity 1,583 8,620 108.65 128.61 20.05 0.92% 196.65 Al FP Equity 33 4,497 135.51 136.49 0.87 0.83% 65.14 AIG US Equity 126 4,012 48.66 50.19 2.83 1.11% 70.66 AIR FP Equity 4,653 6,526 42.47 72.76 58.67 1.22% 233.57 ALV GR Equity 2,900 7,550 125.64 173.91 36.70 1.05% 54.67 ALVG IX Equity 2,177 5,742 126.13 173.95 36.77 1.03% 33.76 AMGN US Equity 7,531 22,886 94.49 125.58 29.06 1.13% 549.66 AMT US Equity 752 10,655 76.29 81.68 8.37 0.84% 71.27 AMZN US Equity 3,741 14,103 287.66 363.97 18.89 1.40% 298.39 ANZ AU Equity 24 3,602 28.48 28.67 0.83 0.80% 31.98 AM US Equity 216 (6,870) 82.74 80.14 2.90 1.08% (7.48) APC US Equity (336) (6,360) 81.31 85.61 -5.98 0.88% (78.02) AXP US Equity 2,970 10,373 71.56 92.06 29.12 0.98% 332.22 AZN LN Equity 4,587 12,676 49.80 67.82 37.13 0.97% 371.12 AZN SS Equity 4,033 11,669 50.40 67.82 35.14 0.98% 351.19 AZN US Equity 4,483 12,432 49.96 67.97 35.52 1.02% 310.02 BA US Equity 11,354 17,951 79.84 130.34 50.15 1.26% 604.30 BAC US Equity 9,592 10,884 8.82 16.60 99.11 0.89% 398.81 BARC LN Equity (245) 5,295 4.40 4.21 -3.85 1.20% 97.01 BAS GR Equity 1,119 7,333 97.30 112.15 16.36 0.93% 131.61 BATS LN Equity 190 4,163 52.24 54.62 4.44 1.03% 97.09 BAX US Equity (284) (8,047) 66.82 69.18 -5.52 0.64% (45.83) BAYN GR Equity 9,472 11,757 76.64 138.37 78.12 1.03% 354.87 BBAS3 BZ Equity (26) (1,954) 4/N/A N/A -0.69 1.89% HD US Equity 731 (6,743) 12.96 11.55 7.77 1.39% (102.95) BBOC4 BZ Equity 571 (7,252) 4/N/A N/A 5.84 1.35% BBL US Equity (9) 2,022 64.49 64.20 -0.44 1.04% 26.18 BBVA SM Equity 1,245 5,723 10.09 12.29 18.76 1.16% 135.12 BCE CN Equity (50) (6,644) 43.17 43.50 -1.21 0.63% (23.46) BCS US Equity (262) 6,397 17.69 17.00 -3.19 1.28% 120.45 BEN US Equity 108 3,695 52.08 53.60 2.38 1.23% 104.03 EFTA00293028 BG/ LN Equity (157) (3,003) 17.35 18.26 -3.57 1.47% (26.80) BHP AU Equity (162) 6,689 34.31 33.50 -2.52 0.96% 31.01 BHP US Equity (34) 4,501 69.12 68.60 -0.85 0.88% 27.49 BIIB US Equity 425 1,066 245.93 343.95 26.12 1.53% 31.52 BIL S.I Equity (36) 1,181 32.53 31.56 -2.50 1.22% 25.43 BK US Equity 107 3,723 31.43 32.33 3.25 0.88% 66.11 BLK US Equity 141 1,171 274.17 307.19 11.28 1.07% 33.00 BLT LN Equity (25) 2,200 32.42 32.06 -1.17 0.96% 28.32 BMO CN Equity 3 8,370 65.44 65.47 0.05 0.71% 62.27 BMW GR Equity 759 5,076 98.63 113.37 15.52 0.96% 37.29 BMY US Equity 7,641 13,669 35.71 55.67 40.71 1.37% 936.38 BN FP Equity 24 (3,684) 70.54 70.08 0.66 0.98% (72.62) BNP FP Equity 1,687 5,498 61.78 80.74 26.83 1.14% 152.72 BNS CN Equity (38) 4,379 57.47 56.98 -1.11 0.78% 30.51 BP/ LN Equity 558 9,797 7.76 8.20 7.97 0.71% (53.62) BRK/B US Equity 175 4,878 114.00 118.08 5.24 0.68% 100.74 BSBR US Equity 1,662 (8,171) 6.18 4.93 12.65 1.61% (180.92) BUD US Equity 119 6,846 102.05 103.82 1.82 0.95% 98.05 BX US Equity 315 2,976 30.31 33.52 8.65 1.23% 79.42 C US Equity (15) 2,176 48.95 48.62 -0.62 1.11% 36.81 CA FP Equity 377 1,959 30.49 36.35 18.02 1.07% 31.72 CAT US Equity 1,157 10,300 87.23 97.02 10.75 1.05% 110.86 CBA AU Equity (80) 6,284 67.72 66.87 -1.68 0.76% 50.33 CBS US Equity 463 1,267 49.35 67.39 26.38 1.39% 41.49 CCL US Equity 701 7,821 36.20 39.45 7.67 1.17% 164.18 CELG US Equity 13,556 15,111 85.54 162.27 74.52 1.20% 374.74 CFR VX Equity (29) 3,973 99.45 98.72 -0.72 1.02% 43.49 CL US Equity 1,271 18,685 58.99 63.00 10.70 0.64% 258.90 CM CN Equity 207 5,611 81.17 84.16 5.94 0.62% 47.01 CMCSA US Equity 4,607 17,408 40.65 51.40 29.19 0.91% 199.97 CMCSK US Equity 7,078 18,900 36.26 49.84 40.31 0.93% 311.89 CNI US Equity 1,254 12,873 51.38 56.38 15.06 0.65% 50.85 CNQ CN Equity 246 6,397 35.48 36.84 3.94 0.98% (4.50) CNR CN Equity 1,218 12,425 51.30 56.32 15.26 0.64% 51.18 COF US Equity 513 6,077 67.68 73.40 9.15 0.92% 100.96 COP US Equity 7 (7,980) 66.64 66.58 0.13 0.69% (19.66) COST US Equity 50 7,226 115.67 116.47 0.97 0.71% 40.85 COV LN Equity 183 2,442 #N/A N/A 22.97 0.33% COV US Equity 876 6,347 63.38 72.13 15.56 0.89% 101.15 CRM US Equity 217 2,054 56.89 62.90 7.13 1.48% 73.15 CS FP Equity 2,248 6,734 19.39 25.86 29.09 1.15% 200.56 CSCO US Equity (7) (4,977) 21.79 21.82 -0.15 0.89% (63.52) CSX US Equity 1,146 8,914 25.07 28.30 13.16 0.98% 263.30 CVE CN Equity 827 (10,449) 28.70 26.42 10.37 0.76% 28.56 CVS US Equity 1,704 10,312 62.75 73.11 20.97 0.79% 74.23 CVX US Equity (236) (8,207) 112.39 115.63 -4.08 0.71% (45.40) D US Equity 1,878 12,240 60.05 69.26 21.84 0.70% 124.63 EFTA00293029 DAI GR Equity 6,736 13,908 62.20 92.33 39.43 1.23% 543.89 DBK GR Equity 85 4,052 46.61 47.59 2.04 1.03% 35.42 DD US Equity 2,852 12,305 54.46 67.08 25.61 0.90% 276.74 DDAIF US Equity 3,972 8,377 63.20 93.17 35.02 1.35% 492.89 DE US Equity 97 8,122 85.65 86.67 1.75 0.68% (16.90) DELL US Equity (3) 6,715 #N/A N/A -0.57 0.07% DG FP Equity 4,224 9,889 51.34 73.26 41.18 1.04% 180.27 DGE LN Equity (7) 1,190 31.45 31.26 -0.24 2.58% 20.67 DHR US Equity 4,313 14,097 58.57 76.48 44.95 0.68% 198.36 DIS US Equity 1,925 9,908 68.36 81.65 16.92 1.15% 306.78 DISCA US Equity 84 3,650 82.02 83.91 1.99 1.16% 77.53 DNB NO Equity 1,435 9,735 15.77 18.10 16.74 0.88% 184.93 DOW US Equity 2,428 6,446 35.84 49.33 30.51 1.23% 178.18 DPW GR Equity 165 547 28.24 36.78 27.46 1.10% 13.56 DTE GR Equity 5,012 13,640 12.22 16.71 32.63 1.13% 223.58 DTV US Equity 2,794 9,931 61.08 78.27 34.82 0.81% 89.72 DUK US Equity (76) (8,822) 69.60 70.20 •1.75 0.50% 13.43 DVN US Equity 278 7,132 61.93 64.34 4.97 0.78% 5.23 EBAY US Equity 582 6,030 53.80 58.99 9.21 1.05% 99.16 ECL US Equity 376 6,969 103.68 109.27 6.77 0.80% 111.97 EDF FP Equity 6,255 9,189 23.45 39.41 68.05 1.00% 127.36 EMC US Equity 679 9,291 24.95 26.77 8.37 0.87% 235.73 EMR US Equity (12) (542) 63.75 65.20 -2.97 0.77% (6.76) EMI CN Equity (263) (5,603) 41.70 43.66 -7.75 0.61% (183.94) ENEL IM Equity 1,335 7,503 4.32 5.09 15.75 1.13% 196.08 ENI IM Equity 60 7,309 23.75 23.95 1.05 0.78% 86.24 EOAN GR Equity 7 2,996 18.77 18.81 0.22 1.01% 29.38 EOG US Equity 1,853 5,573 143.99 191.85 32.36 1.03% 57.13 EPD US Equity 860 10,799 62.55 67.53 10.95 0.73% 69.35 ERICB SS Equity 205 6,004 12.27 12.69 3.66 0.93% 39.25 ESRX US Equity 1,295 9,815 66.69 75.49 16.94 0.78% 113.05 ETN US Equity 128 5,260 72.48 74.24 2.18 1.12% 75.62 F US Equity (129) (3,621) 14.82 15.34 -3.66 0.97% (43.35) FB US Equity 1,458 2,630 44.06 68.48 34.26 1.62% 70.58 FCX US Equity (13) 2,977 33.56 33.41 -0.37 1.21% 49.10 FDX US Equity 693 5,338 120.94 136.64 13.41 0.97% 154.27 FOX US Equity 92 3,520 31.89 32.73 3.10 0.85% 60.03 FOXA US Equity 105 3,246 32.65 33.71 3.44 0.94% 58.32 FP FP Equity 659 8,334 59.78 64.50 9.77 0.81% 95.84 G IM Equity 169 4,486 21.32 22.12 3.81 0.99% 59.89 GE US Equity 1,948 13,140 22.32 25.62 15.65 0.95% 329.84 GILD US Equity 34,044 13,861 24.02 83.03 186.73 1.32% 79632 GIS US Equity 410 13,333 49.12 50.63 5.05 0.61% 228.14 GLE FP Equity 985 3,248 49.51 64.52 19.97 1.52% 113.63 GLEN LN Equity (14) (1,085) 5.49 5.56 -1.02 1.24% (28.14) GLW US Equity 2,261 11,376 16.17 19.39 17.90 1.11% 268.76 GM US Equity 769 2,560 28.27 36.76 26.75 1.12% 57.24 EFTA00293030 GOOG US Equity 5,156 12,428 857.75 1,213.64 45.95 0.90% 190.43 GS US Equity 6,997 13,671 110.98 167.77 61.87 0.83% 413.41 GSK LN Equity 415 4,874 25.93 28.14 10.56 0.81% 92.80 GSZ FP Equity 413 5,466 23.77 25.57 7.00 1.08% 106.79 HAL US Equity 1,003 5,408 48.07 56.99 16.57 1.12% 64.26 HD US Equity 3,260 13,333 66.67 82.97 30.91 0.79% 306.64 HMB SS Equity 574 6,110 40.79 44.62 9.31 1.01% 85.35 HON US Equity 6,587 11,930 61.10 94.83 83.97 0.66% 254.10 HPQ US Equity 1,349 6,863 25.14 30.08 20.44 0.96% 163.04 HSBA LN Equity (39) 1,522 10.79 10.52 -2.77 0.93% 25.36 IBE SM Equity 1,410 7,289 5.53 6.60 31.19 0.62% 75.03 IBM US Equity (84) (8,393) 184.74 186.59 -1.45 0.69% (124.11) IMT LN Equity 1,587 10,924 35.95 41.17 13.08 1.11% 261.82 INTC US Equity 330 9,784 23.81 24.61 4.97 0.68% 64.18 ISP IM Equity 3,253 5,653 1.92 3.03 48.20 1.19% 92.65 ITUB US Equity 305 (5,909) 13.81 13.10 3.39 1.52% (108.46) ITUB4 BZ Equity 94 (6,366) #N/A N/A 1.09 1.36% ITW US Equity 3,092 14,011 67.84 82.80 30.59 0.72% 201.85 ITX SM Equity 157 (4,648) 149.71 144.64 3.19 1.06% (109.66) JCI US Equity 4,391 9,883 34.13 49.29 37.88 1.17% 200.11 JNJ US Equity 4,328 12,630 69.31 93.07 41.91 0.82% 320.64 JPM US Equity 776 8,516 52.29 57.05 10.64 0.86% 160.90 KMB US Equity 302 7,934 106.69 110.75 4.81 0.79% 130.99 KMI US Equity 602 (7,123) 34.96 32.01 9.08 0.93% (95.64) KO US Equity 95 (6,962) 38.83 38.30 1.96 0.70% (46.41) LBTYA US Equity 64 2,272 84.93 87.32 2.81 1.00% 6.09 LBTYK US Equity 161 1,975 78.04 84.41 8.45 0.97% 30.62 LIN GR Equity 244 8,087 198.03 204.00 3.60 0.84% 72.59 LLOY LN Equity 3,664 7,073 0.89 1.36 50.63 1.02% 81.29 LLY US Equity 47 2,868 58.84 59.81 1.93 0.86% 36.24 LMT US Equity 706 2,016 122.48 165.37 32.45 1.08% 40.72 LNKO US Equity (43) (666) 192.19 204.50 -3.44 1.86% (7.62) LOW US Equity 354 7,158 48.22 50.60 5.15 0.96% 88.58 LVS US Equity 2,850 6,808 61.33 87.00 28.18 1.49% 178.30 LYB US Equity 1,171 2,297 59.29 89.51 45.85 1.11% 63.06 MA US Equity 11,823 17,711 47.01 78.39 48.96 1.36% 743.72 MAERSKB DC Equity 6,629 14,148 8,212.58 12,060.56 37.01 1.27% 367.60 MC FP Equity (19) 3,466 183.43 182.42 -0.57 0.97% 26.08 MCD US Equity (8) (6,973) 94.88 94.99 -0.25 0.47% (48.25) MCK US Equity 209 1,949 162.99 180.49 12.37 0.87% 55.06 MDIZ US Equity 2,639 13,641 28.68 34.23 24.45 0.79% 226.59 MDT US Equity 7,937 20,811 43.22 59.71 43.54 0.88% 286.81 MET US Equity 1,140 7,556 44.37 51.06 13.19 1.14% 173.26 MFC CN Equity 4,350 8,003 12.38 19.10 46.50 1.17% 228.81 MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,822 21,331 96.89 132.42 50.40 0.73% 4.49 MO US Equity 175 5,153 35.86 37.08 4.35 0.78% 95.84 EFTA00293031 MON US Equity 740 11,917 106.02 112.60 7.59 0.82% 175.29 MOS US Equity 48.98 0.91% - MRK US Equity 1,614 11,018 49.85 57.15 15.80 0.93% 181.73 MS US Equity 205 1,649 27.57 30.99 11.05 1.13% 51.27 MSFT US Equity 724 7,177 34.82 38.33 11.14 0.91% 129.44 MUV2 GR Equity 650 7,645 197.70 214.49 12.29 0.69% 61.56 NAB AU Equity (30) 7,534 31.14 31.02 -0.47 0.85% 55.64 NCM AU Equity 1,260 (2,446) 21.94 10.64 27.15 1.90% (20.50) NEE US Equity 3,840 14,649 72.62 91.66 32.93 0.80% 256.32 NEM US Equity 2,318 (7,392) 34.95 23.99 16.47 1.90% (73.20) NESN VX Equity 760 9,821 69.64 75.02 9.54 0.81% 55.40 NG/ LN Equity 2,161 12,114 11.82 13.93 25.33 0.70% 135.38 NKE US Equity 977 5,145 66.10 78.66 20.52 0.93% 108.36 NOK US Equity 4,243 4,498 3.96 7.70 61.35 1.54% 187.32 NOV US Equity 111 4,672 75.96 77.77 2.49 0.95% 49.00 NOVN VX Equity 5,325 18,291 63.81 82.38 35.49 0.82% 70.91 NOVOB DC Equity 1,617 9,444 40.35 47.25 13.15 1.30% 128.89 NSC US Equity 1,655 9,590 80.49 94.38 14.92 1.16% 340.52 NVS US Equity 4,161 15,510 65.07 82.53 33.92 0.79% 236.30 OGXP3 BZ Equity 5,052 (5,180) 4N/A N/A 21.47 4.54% OR FP Equity 14 3,253 167.89 168.60 0.38 1.12% 37.91 ORA FP Equity (53) 4,555 12.58 12.44 -1.13 1.03% 52.37 ORCL US Equity 1,339 7,533 33.38 39.31 22.85 0.78% 165.53 OXY US Equity 142 4,632 94.24 97.13 3.68 0.83% 56.13 PBR US Equity 475 (2,814) 13.30 11.06 10.87 1.55% (31.62) PBR/A US Equity 468 (2,795) 13.87 11.55 10.58 1.58% (37.44) PCLN US Equity 1,287 3,043 956.05 1,360.30 30.76 1.37% 90.51 PCP US Equity 3,120 13,710 212.47 260.82 23.29 0.98% 339.96 PEP US Equity (27) (1,083) 78.56 80.50 -3.58 0.69% (14.35) PETR3 BZ Equity 418 (2,923) 4N/A N/A 9.66 1.48% PETR4 BZ Equity 474 (3,123) 4N/A N/A 10.18 1.49% PFE US Equity 5,446 21,828 26.10 32.61 28.86 0.86% 566.02 PG US Equity 70 4,762 77.33 78.47 1.80 0.82% 51.20 PHIA NA Equity 1,012 7,196 30.43 34.71 13.74 1.02% 167.36 PM US Equity 473 (10,166) 85.47 81.49 5.25 0.89% (159.54) PNC US Equity 676 7,645 75.28 81.94 10.23 0.86% 117.15 POT CN Equity (98) (3,323) 32.57 33.53 -3.48 0.85% (8.48) POT US Equity (97) (3,554) 32.66 33.55 -3.10 0.88% (5.13) PRU LN Equity 8,327 10,521 12.76 22.86 61.18 1.29% 549.35 PSA US Equity 701 9,413 158.54 170.34 12.22 0.61% 127.69 PSX US Equity 1,031 6,030 64.65 75.70 17.12 1.00% 80.95 PX US Equity 2,539 16,099 113.30 131.16 20.21 0.78% 173.06 QCOM US Equity 1,779 12,547 66.83 76.30 15.90 0.89% 532.30 CLOD US Equity 6,504 19,920 68.46 90.81 49.93 0.65% 396.83 MI US Equity 311 4,186 51.28 55.09 7.62 0.98% 196.29 RDS/A US Equity (6) 4,217 73.28 73.17 -0.18 0.82% 67.44 RDS/B US Equity 172 5,192 75.80 78.31 3.92 0.85% 86.03 EFTA00293032 RDSA LN Equity 230 4,065 34.51 36.46 6.93 0.82% 60.33 RDSA NA Equity (22) 4,084 36.63 36.43 -0.67 0.80% 45.56 RDSB LN Equity 201 4,580 37.36 39.00 5.09 0.86% 69.06 REGN US Equity 890 5,937 300.82 345.93 8.66 1.73% 165.10 RIO AU Equity (97) 5,779 60.03 59.04 -1.84 0.92% 9.35 RIO LN Equity 162 5,748 54.73 56.27 2.39 1.18% 64.78 RIO US Equity 213 4,934 54.04 56.37 3.02 1.43% 55.32 ROG VX Equity 6,780 17,035 212.78 297.47 43.98 0.90% 3.75 RY CN Equity (11) 4,764 65.13 64.98 -0.31 0.72% 26.84 SAB LN Equity 174 4,132 46.80 48.78 4.16 1.01% 52.86 SAN FP Equity (1) (6,174) 103.67 103.69 -0.02 0.92% (154.28) SAN SM Equity 508 7,256 8.35 8.93 7.65 0.91% 121.39 SAN US Equity 461 5,315 8.28 9.00 7.94 1.09% 112.06 SAP GR Equity (173) 5,241 81.46 78.85 -4.18 0.79% 34.97 SAP US Equity (228) 7,101 81.52 78.98 -3.73 0.86% 94.18 SBUX US Equity (19) (3,129) 71.25 71.69 -0.54 1.14% (58.91) SGO FP Equity 2,544 7,836 44.08 58.40 26.30 1.23% 231.57 SI US Equity 1,595 11,259 114.69 130.93 15.51 0.91% 241.64 SIE GR Equity 1,195 8,908 114.81 130.21 14.68 0.91% 113.14 SLB US Equity 1,022 6,528 79.94 92.45 16.87 0.93% 93.35 SMSN LI Equity 313 (7,260) 644.51 616.70 4.57 0.95% (4.20) SO US Equity (4) (1,838) 42.25 42.33 -0.40 0.48% (7.16) SPG US Equity 108 4,487 160.18 164.04 3.07 0.79% 76.96 SREN VX Equity 1,395 9,709 80.14 91.65 17.77 0.81% (18.87) STAN LN Equity 256 (5,283) 22.30 21.22 4.29 1.13% (119.25) STL NO Equity 416 6,281 25.39 27.07 6.57 1.01% 34.03 STT US Equity (648) 66.43 66.43 0.00 1.22% (13.36) SU CN Equity (28) 4,576 33.28 33.08 -0.92 0.67% (16.77) SU FP Equity 411 6,518 84.31 89.63 5.91 1.07% 164.47 SU US Equity (29) 4,606 33.29 33.09 -0.91 0.68% (19.45) SWEDA SS Equity 766 5,950 24.71 27.89 12.59 1.02% 113.16 SYNN VX Equity (273) (8,069) 359.52 371.69 -3.20 1.06% (56.84) T US Equity 541 (8,928) 34.20 32.13 7.96 0.76% (82.56) TD CN Equity 42 4,716 44.82 45.22 1.59 0.56% 27.62 TEF SM Equity 15.19 0.85% - TEF US Equity 191 681 15.48 15.27 -1.38 0.98% 12.07 TGT US Equity 313 (10,717) 63.57 61.72 2.77 1.05% 52.59 TJX US Equity 3,121 9,492 46.31 61.54 37.74 0.87% 126.03 TLS AU Equity (37) 6,561 4.59 4.56 -0.84 0.67% 55.56 TLSN SS Equity (23) 2,656 7.62 7.55 -0.88 0.97% 35.48 TM US Equity 126 (5,170) 117.86 115.00 2.78 0.87% (65.49) TMO US Equity 9,893 10,218 63.59 125.16 103.18 0.94% 342.37 TOT US Equity 519 5,823 59.06 64.33 9.86 0.90% 69.46 TRP CN Equity (102) (6,953) 43.75 44.39 -2.13 0.69% (56.60) TRV US Equity 31 4,763 83.58 84.13 0.85 0.77% 59.87 TSCO LN Equity 279 (7,398) 5.65 5.44 4.18 0.90% (80.00) TWC US Equity 867 5,234 120.22 140.13 19.27 0.86% 53.51 EFTA00293033 TWX US Equity 139 4,212 65.11 67.27 3.64 0.91% 51.16 TXN US Equity 3,611 12,205 34.93 45.26 34.99 0.85% 237.82 TYC US Equity 11,680 24,080 29.17 43.31 67.29 0.72% 384.53 UBS US Equity 421 5,489 19.43 20.93 6.83 1.12% 100.30 UBSN VX Equity 355 5,158 19.51 20.85 7.17 0.96% 39.75 UCG IM Equity 2,029 5,391 5.58 7.68 26.90 1.40% 111.55 ULVR LN Equity (131) (3,722) 39.44 40.82 -3.96 0.89% (71.39) UNA NA Equity (210) (6,295) 38.14 39.41 -3.76 0.89% (111.17) UNH US Equity 2,221 10,037 64.08 78.26 26.26 0.84% 190.20 UNP US Equity 1,363 10,433 162.47 183.70 15.25 0.86% 298.85 UPS US Equity 3,163 14,806 79.87 96.93 37.74 0.57% 287.02 US8 US Equity 2,716 14,238 34.71 41.33 28.14 0.68% 272.60 UTX US Equity 6,593 15,190 82.05 117.67 52.63 0.82% 220.38 V US Equity 3,950 3,914 111.85 224.71 107.93 0.93% 109.94 VALE US Equity 283 (3,908) 15.08 13.98 5.07 1.43% (35.18) VALE3 BZ Equity 276 (4,586) #N/A N/A 4.31 1.39% VIAB US Equity 4,108 7,376 55.90 87.03 54.20 1.03% 122.95 VIV FP Equity 220 2,668 26.19 28.35 8.68 0.95% 27.74 VMW US Equity 627 4,244 87.26 100.15 12.13 1.22% 258.29 VOD LN Equity (0) (1,146) 4.13 4.13 0.00 1.58% (14.66) VOD US Equity (2) (1,099) 41.28 41.38 -0.14 1.60% (18.53) VOW3 GR Equity 843 6,826 228.75 257.01 8.47 1.46% 128.23 VRX CN Equity 919 1,611 92.95 145.97 45.62 1.25% 62.41 VRX US Equity 1,059 1,880 93.20 145.69 48.80 1.15% 63.51 VTI US Equity 662 5,134 86.91 98.12 20.56 0.63% 96.64 VWO US Equity 267 (7,247) 40.33 38.85 3.61 1.02% (134.22) VZ US Equity 27 (6,121) 48.12 47.91 0.51 0.86% (83.72) WBC AU Equity 56 3,018 29.45 30.00 2.17 0.86% 33.71 WES AU Equity (96) 8,616 38.64 38.22 -1.42 0.79% 45.25 WFC US Equity 2,437 10,067 37.56 46.65 37.01 0.65% 154.04 WLP US Equity 2,300 10,369 74.31 90.79 22.46 0.99% 165.11 WMT US Equity 29 4,005 74.59 75.12 1.05 0.68% 56.30 WOW AU Equity (185) (6,932) 31.30 32.14 -3.59 0.74% (94.70) XOM US Equity 719 10,902 90.48 96.45 8.51 0.77% 112.08 XTA LN Equity (36) (2,238) #N/A N/A -0.72 2.21% YHOO US Equity 370 1,282 30.64 39.47 21.05 1.37% 56.32 YUM US Equity 128 5,221 72.83 74.62 2.60 0.95% 88.51 ZURN VX Equity 234 6,394 291.95 302.65 4.53 0.81% 31.24 Current Portfolio • Global Macro Portfolio Current Price P/L in Vol 30P Realized Change on Day Security M7M Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) SPX Index 17,890 62,272 1,455.70 1,873.91 41.56 0.69% 1,223.89 NDX Index 14,655 46,686 2,831.19 3,719.93 41.18 0.76% 862.15 RTY Index 15,643 39,938 868.48 1,208.65 40.03 0.98% 1,525.73 EFTA00293034 SPTSX Index 162 19,447 12,764.15 12,870.27 1.47 0.57% 101.07 MEXBOL Index 1,670 (26,146) 3,142.70 2,941.99 6.13 1.04% (528.98) IBOV Index 1,938 (22,524) #N/A N/A 6.03 1.43% MERVAL Index (229) 5,530 #N/A N/A -1.79 2.31% UKX Index 4,230 39,963 10,288.22 11,377.27 14.25 0.74% 808.95 DAX Index 8,841 36,674 10,610.77 13,168.78 27.01 0.89% 1,109.66 CAC Index 1,466 20,042 5,625.44 6,036.89 9.07 0.81% 521.65 IBEX Index 8,068 39,644 11,555.30 13,907.00 22.01 0.92% 1,187.10 SMI Index 6,991 44,078 8,219.62 9,523.25 23.99 0.66% 760.13 FTSEMIB Index 5,464 25,266 23,118.99 28,118.48 22.84 0.95% 1,105.67 PSI20 Index 6,337 24,289 8,026.78 10,121.03 20.35 1.28% 759.04 ISEQ Index 25,931 40,099 4,246.25 6,992.21 66.57 0.97% 270.89 ICEXI Index 5,297 35,800 6.60 7.57 22.89 0.65% 46.90 AEX Index 5,522 42,240 484.27 547.58 16.26 0.80% 1,286.09 BEL20 Index 7,892 44,003 3,610.75 4,258.38 22.53 0.80% 1,180.32 LUXXX Index 9,995 39,715 1,655.49 2,072.10 29.44 0.85% 1,063.71 KFX Index 11,920 38,048 100.82 132.41 27.27 1.15% 1,224.79 HEX Index 8,484 40,933 8,513.92 10,278.50 21.74 0.95% 1,050.19 OMX Index 2,420 23,118 191.41 211.45 11.14 0.94% 642.68 ATX Index 2,502 28,102 3,213.33 3,499.46 8.25 1.08% 653.62 ASE Index 7,997 17,693 1,251.67 1,817.37 32.10 1.41% OSEBX Index 2,257 22,138 84.29 92.88 12.47 0.82% 391.92 INDEXCF Index 1,544 (18,109) 41.09 37.59 5.37 1.59% I (1,282.17) T0P40 Index 465 25,595 3,920.67 3,991.93 1.79 1.01% 527.70 SENSEX Index (589) (16,223) 330.60 342.60 -4.32 0.84% (261.31) NKY Index 463 14,214 139.54 144.09 2.58 1.26% (38.88) HSI Index 86 15,574 2,903.48 2,919.53 0.62 0.89% 108.43 SHCOMP Index 726 (33,700) 344.53 337.11 2.39 0.90% 47.87 KOSPI Index 42 16,497 1.82 1.83 0.32 0.78% (59.57) AS51 Index 8 12,591 4,825.68 4,828.89 0.10 0.66% 58.45 STBCNZL Index 32,687 73,231 448.92 649.29 106.87 0.42% EEM US Equity 198 (6,119) 40.76 39.44 2.98 1.09% (107.51) IYR US Equity 98 4,214 67.67 69.24 4.44 0.52% 52.95 MOY US Equity 5,347 14,269 184.03 252.99 44.11 0.85% 320.73 JNK US Equity 11 5,353 41.26 41.35 0.92 0.23% 13.00 XLF US Equity 5,591 13,610 15.57 21.97 49.00 0.84% 392.40 XLU US Equity 367 8,406 38.65 40.34 7.50 0.58% 63.52 XLK US Equity 2,351 12,860 30.80 36.43 28.21 0.65% 198.81 XLI US Equity 6,027 16,147 38.20 52.46 46.49 0.80% 321.61 XLP US Equity 233 7,329 41.38 42.69 5.04 0.63% 102.33 XLY US Equity 8,934 20,539 46.72 67.04 53.83 0.81% 369.47 XLE US Equity 202 4,209 84.01 88.04 5.88 0.82% 48.12 XLB US Equity 4,028 14,930 37.57 47.71 33.08 0.82% 298.68 XLV US Equity 13,312 24,346 38.87 60.12 64.67 0.85% 714.86 SXXP Index 6,773 43,407 400.51 463.01 20.65 0.76% 1,020.18 SXAP Index 10,062 28,526 520.28 703.80 31.59 1.12% 1,161.99 SXKP Index 6,010 47,032 366.14 412.92 14.78 0.86% 1,082.86 EFTA00293035 SX6P Index 5,422 34,237 352.74 408.60 19.61 0.81% 771.32 SXEP Index 1,350 29,339 441.65 461.98 6.01 0.77% 346.65 SXIP Index 12,268 28,923 222.31 316.60 45.36 0.94% 757.04 SXNP Index 5,335 28,384 482.69 573.42 21.59 0.87% 834.23 SX3P Index 475 18,170 662.20 679.51 3.63 0.72% 315.51 SXDP Index 25,705 61,075 609.16 865.54 53.63 0.78% IU1,1 -41 70 SX4P Index 3,486 25,840 917.36 1,041.11 14.50 0.93% 687.61 SX8P Index 2,621 17,778 343.07 393.64 17.48 0.84% 394.52 SXOP Index 9,659 40,520 380.28 470.93 23.01 1.04% 1,207.33 SXQP Index 374 20,335 796.99 811.63 2.14 0.86% 386.68 SXRP Index 779 29,339 434.81 446.35 3.71 0.72% 599.21 SXMP Index 12,355 35,766 261.12 351.32 42.90 0.81% 813.92 SXTP Index 23,830 39,247 172.05 276.51 69.68 0.87% 1,319.90 SX7E Index 5,938 18,886 159.85 210.10 27.18 1.16% 776.02 SXSE Index 6,471 40,148 3,709.25 4,307.12 19.33 0.83% 1,246.47 SPGSCITR Index 121 12,757 4,965.67 5,012.92 1.77 0.54% (82.96) XAG Curncy 1,419 (20,150) 22.78 21.17 6.78 1.04% 253.77 COI Comdty (91) (24,622) 108.90 109.30 -0.60 0.61% 419.16 CL1 Comdty 1,226 29,347 99.19 103.33 5.13 0.82% (463.32) NG1 Comdty 3,964 16,608 3.77 4.67 4.85 4.92% 801.45 XAU Comdty 100.49 IBOXHY Index 2,962 53,418 220.12 232.33 49.86 0.11% 35.28 US_TSY CREDIT (50) 49,855 761.27 760.51 -0.68 0.15% (165.14) CA_TSY CREDIT 6,770 (97,153) 1,269.35 1,180.89 18.14 0.38% 601.09 MX_TSY CREDIT (0) (13,747) 209.03 209.03 0.00 0.43% (25.70) AU_TSY CREDIT 956 (79,133) 1,457.62 1,440.00 3.18 0.38% (4.45) JP_TSY CREDIT 556 (59,678) 822.10 814.44 2.37 0.39% 418.63 MY_TSY CREDIT 770 (92,252) 167.43 166.03 3.35 0.25% (224.65) SG_TSY CREDIT 709 (95,749) 219.11 217.49 3.73 0.20% (168.83) AT_TSY CREDIT 2,846 71,796 356.17 370.29 12.97 0.31% (271.14) BETSY CREDIT 3,862 71,817 474.78 500.31 18.18 0.30% (212.68) FI_TSY CREDIT 2,745 74,240 347.46 360.31 12.43 0.30% (302.21) FR_TSY CREDIT 3,222 69,707 1,669.12 1,746.28 15.62 0.30% (246.40) DE_TSY CREDIT 2,378 66,681 1,235.81 1,279.89 11.63 0.31% (271.95) lE_TSY CREDIT 30,027 78,270 336.92 466.18 126.40 0.30% (60.37) IT_TSY CREDIT 7,490 54,111 1,612.72 1,835.96 38.71 0.36% 51.04 NL_TSY CREDIT 2,725 72,937 1,322.90 1,372.33 12.47 0.30% (282.88) ES_TSY CREDIT 9,646 50,187 392.11 467.48 55.13 0.35% 102.57 DK_TSY CREDIT 2,624 60,407 725.64 757.17 13.61 0.32% (245.45) NO_TSY CREDIT (467) (21,902) 333.32 340.43 -4.51 0.47% (53.65) PL_TSY CREDIT 806 22,143 420.32 435.62 6.28 0.58% 79.30 2A_TSY CREDIT 1,399 (33,149) 83.13 79.62 4.69 0.90% (143.79) SE_TSY CREDIT (259) (8,455) 452.11 465.97 -10.52 0.29% 7.38 CH_TSY CREDIT 3,313 60,555 1,000.12 1,054.84 14.70 0.37% (494.45) GB_TSY CREDIT 1,032 56,841 1,489.15 1,516.18 5.50 0.33% (267.48) EFTA00293036