EFTA00293053.pdf

Atorus, LLC 3/6/2014 Current Date: 3/6/2014 Change on Day: 1.32% Total Return since 1/1/12: 89.76% MSCI World Change on 712M Return: 45.65% Day 0.42% T9O Day Return: 14.66% No of Positions T3O Day Return: 18.28% (+MTM) on Day 304 Current Long Exposure @ Cost: 4,677,664 No of Positions (-MTM) Current Short Exposure @ Cost: (1,061,898) on Day 144 Net Exposure: 3,615,766 Current No. of Starting Capital: 1,000,000 Positions: 448 Current NAV: 1,897,643 Current Leverage (Gross Exposures): 3.02 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.03% 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: 1.331 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 2,000,000.00 1,800,000.00 1,600,000.00 1400,000.00 1,200,000.00 1.000.000.00 600,000.00 600,000.00 oy% #1. ot, n9 19% Qp. 1 0. ciz,) 9% pt t., -N\ N\S t>. 19 et# 4) A c5\ % o s — NAV EFTA00293053 Atorus, LLC 3/6/2014 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 24 Positions 24.95% 46 Positions 29.86% XAG Curncy (20,150) 035% ROG VX Equity 6,768 0.36% INDEXCF Index (22,387) 039% MAERSKB DC Equity 6,940 0.37% IBOV Index (22,524) 039% SXSE Index 7,022 0.37% CO1 Comdty (24,622) 0.43% PSI20 Index 7,227 0.38% MEXBOL Index (26,146) 0.46% SXXP Index 7,253 0.38% ZA_TSY CREDIT (33,149) 0.58% CMCSK US Equity 7,492 0.39% SHCOMP Index (33,700) 0.59% AMGN US Equity 7,528 0.40% JP_TSY CREDIT (59,678) 1.04% DAI GR Equity 7,531 0.40% DK_TSY CREDIT 60,407 1.05% ACA FP Equity 7,547 0.40% CH_TSY CREDIT 60,555 1.06% SMI Index 7,611 0.40% SXDP Index 61,075 1.06% GS US Equity 7,659 0.40% SPX Index 62,272 1.08% IT_TSY CREDIT 7,815 0.41% DE_TSY CREDIT 68,224 1.19% BMY US Equity 7,875 0.41% FR_TSY CREDIT 69,707 1.21% MDT US Equity 7,957 0.42% AT_TSY CREDIT 71,796 1.25% ASE Index 7,997 0.42% BE_TSY CREDIT 72,869 1.27% MMM US Equity 8,229 0.43% NL_TSY CREDIT 72,937 1.27% PRU LN Equity 8,423 0.44% STBCNZL Index 73,231 1.28% BEL20 Index 8,744 0.46% FI_TSY CREDIT 74,240 1.29% DAX Index 9,037 0.48% IE_TSY CREDIT 78,270 1.36% XLY US Equity 9,132 0.48% AU TSY CREDIT (79,133) 1.38% HEX Index 9,301 0.49% MY_TSY CREDIT (92,252) 1.61% IBEX Index 9,349 0.49% SG_TSY CREDIT (95,749) 1.67% BAYN GR Equity 9,494 0.50% CA_TSY CREDIT (97,153) 1.69% ES_TSY CREDIT 10,103 0.53% TMO US Equity 10,134 0.53% LUMX Index 10,266 0.54% BAC US Equity 10,619 0.56% SXOP Index 10,834 0.57% BA US Equity 10,996 0.58% SXAP Index 11,038 0.58% MA US Equity 11,669 0.61% TYC US Equity 12,086 0.64% KFX Index 12,302 0.65% SXMP Index 12,542 0.66% SXIP Index 12,810 0.68% XLV US Equity 12,986 0.68% CELG US Equity 13,038 0.69% NDX Index 14,672 0.77% RTY Index 15,454 0.81% SPX Index 18,024 0.95% EFTA00293054 SXTP Index 24,200 1.28% SXDP Index 25,879 1.36% ISEQ Index 27,221 1.43% IE_TSY CREDIT 30,763 1.62% GILD US Equity 32,470 1.71% STBCNZL Index 32,687 1.72% APAC Lon 29 APAC Short 22 EMEA Long 77 EMEA Short 12 AMER Long 168 AMER Short 46 E • ultyCom Lon 63 EquityCom Short 8 G20 Rates Lon 15 G20 Rates Short 8 Total Long 352 Total Short 96 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 S 5(500,000) 5(1,000,000) 1 • APAC Long • APAC Short • EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short • EquityCom Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293055 Atorus, LI.0 3/6/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) — EMEA —AMER — Eq 'tyC —G20 Rates Nextposure RHS 2,000,000 1,500,000 5,000,000 4,000,000 3,000,000 2,000,000 1,000,000 -p - (2,000.0031 1,000,000 500,000 M` —APAC • O4% _,„ e e „ _, 4 41.‘. \ %eeee O , 1, A e O4. e..00.000, 9' 4i..c. 1. \ . \ 4 % ,c, % 4v \ 4 4 4 (5613;10) (1,000,000) (3,000.0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) O.> CP' e oir OG O,cb O4> e e e e Q. I, Q. Q. Q. Q, ni Q. 'I' 1P 4 %. 4 %' 4 1\ 4 4 %. •))\ — APAC —EMEA — AMER — Eq tyCo — G20 Rates EFTA00293056 Atorus, LIC 3/6/2014 Current Gross Notional Risk by Category 244,776 p;36,205 44 1,333,3 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atoms EFTA00293057 Atorus, LLC 3/6/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) sour 40X0 30.00 20.00 10.00 ODD wo„„+"444,;,estedsAteetteseete Percentile No. Vol Days 0.00,1, 9.39 5.00% -2.91 10.00% .1.04 15.00% 0.02 20.00% 0.93 25.00% 1.68 30.00% 2.94 35.00% 4.06 40.00% 5.05 45.00% 6.35 50.00% 9.13 55.00% 11.06 60.00% 14.47 65.00% 16.50 70.00% 20.34 75.00% 24.31 80.00% 29.07 85.00% 35.61 90.00% 41.74 95.00% 54.25 100.00% 188.07 Days by Position MTM Gains(Losses) 96 of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 1.79% 53.14% EFTA00293058 Atorus, LLC Current Portfolio •Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (104) (5,144) 51.62 52.66 -2.01 1.00% 7.42 005380 KS Equity 102 1,799 217.13 229.49 4.60 1.24% 11.61 005490 KS Equity 128 (3,782) 273.49 264.23 3.40 1.00% (65.97) 005930 KS Equity 215 (6,558) 1,285.62 1,243.50 3.68 0.89% 9.94 012330 KS Equity 896 5,282 244.69 286.18 13.36 1.27% 76.73 1 HK Equity 300 6,692 15.44 16.13 4.87 0.92% 41.50 1299 HK Equity 15 3,412 4.82 4.84 0.45 0.99% (9.74) 13 HK Equity 3,214 12,243 11.40 14.40 24.45 1.07% 170.65 16 HK Equity 410 (9,935) 12.66 12.14 5.43 0.76% 50.55 27 HK Equity 4 123 9.68 9.96 1.37 2.15% (1.53) 2914 JP Equity 167 (4,719) 32.47 31.32 2.44 1.45% 26.64 3382 JP Equity 34 3,411 37.70 38.08 0.73 1.38% (21.70) 4063 JP Equity 124 (4,536) 56.40 54.86 2.01 1.37% 94.97 4502 JP Equity 42 2,102 46.69 47.63 2.61 0.77% (3.31) 4689 JP Equity 7 1,082 6.06 6.10 0.46 1.39% 0.54 5 HK Equity (43) 3,798 10.61 10.49 -1.43 0.80% 0.72 5108 JP Equity 7 3,498 36.36 36.43 0.15 1.35% (24.19) 5401 JP Equity 121 (3,709) 2.99 2.89 2.19 1.49% (13.17) 6301 JP Equity (106) (3,515) 20.64 21.26 -2.07 1.46% 4.07 6752 JP Equity 1,652 4,145 9.01 12.60 15.01 2.65% (66.38) 6902 JP Equity 2,347 9,730 41.48 51.48 19.05 1.27% (64.49) 6954 JP Equity 434 6,393 157.65 168.34 4.41 1.54% (68.81) 7201 JP Equity 33 (3,743) 8.85 8.77 0.69 1.27% 37.92 7203 JP Equity 33 (3,073) 57.44 56.82 0.89 1.21% (12.74) 7267 JP Equity (47) (4,885) 36.43 36.78 -0.80 1.22% (14.34) 762 HK Equity 323 (4,155) 1.43 1.32 7.51 1.04% (7.14) 7751 JP Equity 194 (6,865) 31.44 30.55 2.37 1.19% 102.24 8031 JP Equity 26 2,984 15.40 15.54 0.74 1.17% (6.07) 8058 JP Equity (34) 3,003 19.27 19.06 -0.96 1.19% (6.98) 8306 JP Equity 37 (2,979) 5.88 5.81 0.86 1.43% (18.69) 8316 JP Equity 48 (2,505) 45.91 45.03 1.17 1.65% (16.31) 8411 JP Equity (28) 755 2.12 2.04 -2.84 1.31% (1.24) 8604 JP Equity (13) (2,467) 6.76 6.80 -0.36 1.50% (15.69) 8801 JP Equity (27) (1,510) 31.09 31.65 -1.04 1.74% (31.21) 8802 JP Equity (41) (3,308) 24.73 25.04 -0.79 1.59% (23.41) 9020 JP Equity 132 (3,967) 77.53 74.96 2.98 1.11% 79.91 941 HK Equity 842 (11,351) 10.25 9.49 11.92 0.62% 43.52 9432 JP Equity 451 6,077 53.19 57.14 5.10 1.45% 46.71 9433 JP Equity 4,069 9,476 42.13 60.23 25.60 1.68% (5.60) 9437 JP Equity (236) (5,749) 15.71 16.36 -3.74 1.10% 35.66 9983 JP Equity (42) 3,177 369.01 364.15 -0.84 1.58% 27.85 3/6/2014 EFTA00293059 9984 JP Equity 1,327 1,678 42.69 76.44 40.96 1.93% 47.53 AAPL US Equity 199 7,877 518.25 531.33 2.66 0.95% (11.05) ABB US Equity 1,033 10,408 23.59 25.93 10.67 0.93% 102.34 ABBN VX Equity 875 8,703 23.63 26.01 10.70 0.94% 131.87 ABBV US Equity 305 5,335 49.49 52.32 5.08 1.13% 52.46 ABEV US Equity (32) (7,232) 7.25 7.28 -0.29 1.53% (91.41) ABEV3 BZ Equity 66 (6,923) 7.36 7.29 0.68 1.40% (81.51) ABI BB Equity 150 6,721 102.03 104.30 2.34 0.95% 71.98 ABT US Equity 111 4,097 38.87 39.92 3.61 0.75% (8.33) ABX CN Equity (11) 400 20.94 20.39 -1.75 1.52% (0.59) ABX US Equity (11) 407 20.94 20.39 -1.72 1.57% (0.42) ACA FP Equity 7,547 5,408 6.83 16.37 106.05 1.32% 300.29 ACE US Equity 163 3,677 93.86 98.02 6.16 0.72% 14.22 ACN US Equity 808 9,052 77.04 83.92 11.75 0.76% (8.92) ADP US Equity 93 1,193 72.36 78.01 10.91 0.72% 4.55 MI. US Equity 186 5,240 63.06 65.30 5.65 0.63% 28.78 AGN US Equity 1,546 8,995 109.36 128.15 20.22 0.85% (57.58) Al FP Equity 53 5,434 135.71 137.04 1.16 0.84% 12.90 AIG US Equity 213 4,012 48.66 51.25 4.69 1.13% 27.45 AIR FP Equity 4,780 6,526 42.47 73.58 60.39 1.21% 186.01 ALV GR Equity 3,008 7,550 125.64 175.71 40.00 1.00% 123.76 ALVG IX Equity 2,256 5,742 126.13 175.69 40.29 0.98% 88.91 AMGN US Equity 7,528 22,886 94.49 125.57 31.02 1.06% (194.38) AMT US Equity 783 10,655 76.29 81.90 8.20 0.90% 155.64 AMZN US Equity 4,146 14,103 287.66 372.22 20.57 1.43% 96.30 ANZ AU Equity 140 3,602 28.48 29.59 4.65 0.83% 55.33 AM US Equity 272 (6,870) 82.74 79.46 3.63 1.09% (6.50) APC US Equity (378) (6,360) 81.31 86.14 -7.47 0.79% (37.01) AXP US Equity 3,144 10,373 71.56 93.26 31.63 0.96% 162.00 AZN LN Equity 4,507 12,676 49.80 67.51 36.86 0.96% (88.10) AZN SS Equity 3,991 11,669 50.40 67.64 35.24 0.97% (52.15) AZN US Equity 4,252 12,432 49.96 67.04 34.90 0.98% (134.17) BA US Equity 10,996 17,951 79.84 128.75 50.07 1.22% (175.27) BAC US Equity 10,619 10,884 8.82 17.43 94.02 1.04% 342.02 BARC LN Equity (191) 5,295 4.41 4.25 -3.03 1.20% 39.43 BAS GR Equity 1,155 7,333 97.30 112.62 16.35 0.96% 62.44 BATS LN Equity 276 4,163 52.24 55.71 6.40 1.04% 2.34 BAX US Equity (105) (8,047) 66.82 67.69 -1.89 0.69% 29.53 BAYN GR Equity 9,494 11,757 76.64 138.52 78.12 1.03% 107.97 BBAS3 BZ Equity (26) (1,954) 8.72 8.83 -0.73 1.79% 3.75 BOO US Equity 500 (6,743) 12.96 12.00 4.96 1.50% (260.06) BBOC4 BZ Equity 571 (7,252) 13.01 11.99 5.56 1.42% (271.28) BBL US Equity (20) 1,011 64.47 63.23 -1.85 1.06% 4.58 BBVA SM Equity 1,547 5,723 10.09 12.82 22.05 1.23% 141.90 BCE CN Equity (126) (6,644) 43.17 43.99 -3.06 0.62% (46.48) BCS US Equity (240) 6,397 17.70 17.06 -3.05 1.23% 33.20 BEN US Equity 110 3,695 52.08 53.64 2.38 1.25% 30.56 EFTA00293060 BG/ LN Equity (183) (3,003) 17.35 18.41 -4.33 1.41% (7.99) BHP AU Equity (28) 6,689 34.33 34.18 -0.42 1.00% 61.81 BHP US Equity (58) 4,501 69.11 68.23 -1.41 0.91% 47.88 BIIB US Equity 420 1,066 245.93 342.74 28.11 1.40% 4.89 BIL SJ Equity 31.79 1.20% BK US Equity 161 3,723 31.43 32.79 4.86 0.89% 39.27 BLK US Equity 157 1,171 274.17 310.97 12.40 1.08% 18.23 BLT LN Equity (24) 1,100 32.41 31.70 -2.25 0.98% 3.48 BMO CN Equity 56 8,370 65.44 65.88 0.96 0.70% 24.46 BMW GR Equity 854 5,076 98.63 115.22 16.86 1.00% 87.32 BMY US Equity 7,875 13,669 35.71 56.28 40.98 1.41% (54.26) BN FP Equity 14 (3,684) 70.54 70.27 0.39 0.97% (30.37) BNP FP Equity 1,873 5,498 61.78 82.83 28.81 1.18% 107.55 BNS CN Equity 48 4,379 57.47 58.11 1.49 0.74% 42.57 BP/ LN Equity 503 9,797 7.76 8.16 7.39 0.69% 5.94 BRK/B US Equity 297 6,290 115.23 120.67 6.36 0.74% 106.91 BSBR US Equity 1,518 (8,171) 6.18 5.03 11.95 1.55% (196.76) BUD US Equity 156 6,846 102.05 104.38 2.43 0.94% 76.26 BX US Equity 426 2,976 30.31 34.65 11.15 1.28% 47.33 C US Equity 48 3,018 49.15 49.93 1.39 1.15% 24.42 CA FP Equity 524 2,214 31.25 38.64 20.02 1.18% 61.90 CAT US Equity 1,242 10,300 87.23 97.75 11.46 1.05% 169.31 CBA AU Equity 87 6,284 67.74 68.68 1.73 0.80% 80.66 CBS US Equity 467 1,267 49.35 67.53 27.85 1.32% 1.63 CCL US Equity 595 7,821 36.20 38.96 6.61 1.15% (48.03) CELG US Equity 13,038 15,111 85.54 159.33 69.22 1.25% (632.37) CFR VX Equity (39) 3,973 99.44 98.48 -0.95 1.03% 28.78 CL US Equity 1,264 18,685 58.99 62.98 10.82 0.62% 83.97 CM CN Equity 307 6,155 81.54 85.61 7.95 0.63% 58.68 CMCSA US Equity 4,894 17,408 40.65 52.07 29.73 0.95% 64.82 CMCSK US Equity 7,492 18,900 36.26 50.64 40.73 0.97% 149.54 CNI US Equity 1,298 12,873 51.38 56.56 16.00 0.63% 27.84 CNQ CN Equity 314 6,397 35.48 37.22 5.05 0.97% 68.23 CNR CN Equity 1,279 12,425 51.30 56.58 16.21 0.64% 28.47 COF US Equity 653 6,077 67.68 74.96 11.00 0.98% 64.46 COP US Equity 22 (7,980) 66.64 66.46 0.41 0.67% 9.42 COST US Equity (168) 7,901 115.67 113.26 -2.84 0.75% (202.55) COV LN Equity 183 2,442 PN/A N/A 22.97 0.33% COV US Equity 836 6,347 63.38 71.74 14.50 0.91% 17.83 CRM US Equity 232 2,054 56.89 63.32 7.91 1.43% (1.72) CS FP Equity 2,395 6,734 19.39 26.29 30.03 1.18% 156.27 CSCO US Equity (6) (4,977) 21.79 21.82 -0.14 0.89% 23.83 CSX US Equity 1,308 8,914 25.07 28.75 14.84 0.99% 68.97 CVE CN Equity 789 (10,449) 28.70 26.53 9.98 0.76% (77.20) CVS US Equity 1,728 10,312 62.75 73.26 22.46 0.75% (8.92) CVX US Equity (172) (8,207) 112.39 114.74 -2.88 0.73% (19.40) D US Equity 1,641 12,240 60.05 68.10 18.48 0.73% (112.41) EFTA00293061 DAI GR Equity 7,531 13,908 62.20 95.89 40.61 1.33% 312.35 DBK GR Equity 152 4,052 46.61 48.36 3.63 1.03% 71.42 DD US Equity 2,983 12,305 54.46 67.66 27.21 0.89% 91.90 DDAIF US Equity 4,298 8,377 63.20 95.63 36.06 1.42% 142.36 DE US Equity 225 8,122 85.65 88.03 3.96 0.70% 129.42 DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,569 9,889 51.34 75.05 41.74 1.11% 158.15 DGE LN Equity (10) 1,190 31.45 31.19 -0.34 2.52% 0.59 DHR US Equity 4,413 14,097 58.57 76.90 45.77 0.68% 114.34 DIS US Equity 2,152 9,908 68.36 83.21 18.64 1.16% 61.18 DISCA US Equity 169 3,650 82.02 85.81 3.85 1.20% 56.46 DNB NO Equity 1,658 9,735 15.77 18.46 19.00 0.90% 173.53 DOW US Equity 2,556 6,585 36.05 50.05 36.58 1.06% 50.34 DPW GR Equity 175 547 28.24 37.27 28.17 1.14% 7.56 DTE GR Equity 4,575 13,640 12.22 16.32 28.90 1.16% (502.83) DTV US Equity 3,019 10,076 61.27 79.64 35.78 0.84% 266.16 DUK US Equity (46) (8,822) 69.60 69.96 -1.15 0.45% 31.72 DVN US Equity 298 7,590 62.08 64.52 5.35 0.73% (2.07) EBAY US Equity 624 6,678 54.29 59.36 10.08 0.93% 25.09 ECL US Equity 418 6,969 103.68 109.90 7.59 0.79% 38.43 EDF FP Equity 6,417 9,189 23.45 39.82 69.85 1.00% 14322 EMC US Equity 744 9,291 24.95 26.95 9.13 0.88% 4.47 EMR US Equity (6) (271) 63.75 65.19 -3.05 0.74% (0.35) ENB CN Equity (165) (2,801) 41.70 44.16 -9.20 0.64% (2.15) ENEL IM Equity 1,793 7,503 4.32 5.35 20.45 1.17% 172.01 ENI IM Equity 175 7,309 23.75 24.32 3.03 0.79% 78.67 EOAN GR Equity 19 2,996 18.77 18.88 0.65 0.95% (6.01) EOG US Equity 1,824 5,573 143.99 191.12 32.98 0.99% (13.39) EPO US Equity 825 10,799 62.55 67.33 11.13 0.69% (62.11) ERICB SS Equity 417 6,004 12.27 13.12 7.09 0.98% 83.19 ESRX US Equity 1,684 9,815 66.69 78.13 20.34 0.84% 229.80 ETN US Equity 188 5,260 72.48 75.08 3.29 1.09% 52.05 F US Equity (222) (3,621) 14.82 15.72 -6.09 1.01% (29.98) FB US Equity 1,612 2,630 44.06 71.06 36.32 1.69% 2.25 FCX US Equity 34 2,977 33.56 33.94 1.05 1.09% 7.66 FDX US Equity 711 5,338 120.94 137.04 14.07 0.95% (1.08) FOX US Equity 171 4,046 32.09 33.44 4.79 0.88% 54.65 FOXA US Equity 178 4,217 32.99 34.39 4.38 0.97% 53.93 FP FP Equity 741 8,334 59.78 65.09 10.48 0.85% 104.40 G IM Equity 300 4,486 2132 22.74 6.34 1.05% 91.04 GE US Equity 2,283 13,140 22.32 26.19 17.90 0.97% 214.38 GILD US Equity 32,470 13,861 24.02 80.31 188.07 1.25% 1.7545.* GIS US Equity 433 13,333 49.12 50.71 5.53 0.59% 1.11 GLE FP Equity 1,104 3,248 49.51 66.34 21.86 1.56% 58.37 GLEN LN Equity (39) (1,081) 5.49 5.69 -2.86 1.25% (24.31) GLW US Equity 2,429 11,376 16.17 19.63 19.04 1.12% (24.86) GM US Equity 861 2,560 28.27 37.78 28.89 1.16% 7.13 EFTA00293062 GOOG US Equity 5,279 12,428 857.75 1,222.12 47.28 0.90% 48.09 GS US Equity 7,659 13,671 110.98 173.15 64.71 0.87% 221.61 GSK LN Equity 421 5,430 26.15 28.17 9.61 0.81% (11.69) GSZ FP Equity 591 5,466 23.77 26.34 9.46 1.14% 105.33 HAL US Equity 992 5,408 48.07 56.89 17.07 1.07% 36.02 HD US Equity 3,165 13,333 66.67 82.49 30.45 0.78% (79.95) HMB SS Equity 660 6,110 40.79 45.19 10.62 1.02% 53.61 HON US Equity 6,630 11,930 61.10 95.05 86.64 0.64% (15.71) HPQ US Equity 1,339 6,863 25.14 30.04 20.45 0.95% 20.94 HSBA LN Equity (43) 1,522 10.79 10.50 -3.01 0.93% 6.15 IBE SM Equity 1,590 7,342 5.53 6.73 33.91 0.64% 132.24 IBM US Equity (85) (5,036) 184.74 187.85 -2.94 0.57% (15.93) IMT LN Equity 1,740 10,924 35.95 41.67 14.86 1.07% 68.19 INTC US Equity 302 9,784 23.81 24.54 4.65 0.66% 9.09 ISP IM Equity 3,774 5,653 1.92 3.21 50.18 1.33% 259.71 ITUB US Equity 123 (5,909) 13.81 13.52 1.29 1.62% (159.90) ITUB4 BZ Equity 94 (6,366) 13.70 13.50 1.07 1.39% (138.01) ITW US Equity 3,036 14,011 67.84 82.54 29.43 0.74% 31.39 ITX SM Equity 28 (2,789) 149.71 148.23 0.91 1.08% (49.99) JCI US Equity 4,302 9,883 34.13 48.98 36.72 1.19% 41.30 JNJ US Equity 4,329 12,630 69.31 93.07 44.06 0.78% 75.76 JPM US Equity 1,075 8,516 52.29 58.89 13.93 0.91% 142.83 KMB US Equity 199 7,934 106.69 109.37 2.94 0.86% 42.11 KMI US Equity 529 (7,123) 34.96 32.37 8.13 0.91% (20.88) KO US Equity 66 (6,962) 38.83 38.47 1.41 0.67% (24.86) LBTYA US Equity 72 2,272 84.93 87.63 2.97 1.07% 42.28 LBTYK US Equity 169 1,975 78.04 84.70 8.49 1.01% 29.64 LIN GR Equity 317 8,087 198.03 205.80 4.51 0.87% 83.70 LLOY LN Equity 3,781 7,073 0.89 1.37 49.77 1.07% 160.54 LLY US Equity 11 2,868 58.84 59.06 0.42 0.87% (18.00) LMT US Equity 730 2,016 122.48 166.80 34.22 1.06% (1.67) LNKO US Equity (30) (333) 192.19 209.29 -4.68 1.90% (4.90) LOW US Equity 272 7,829 48.41 50.09 3.55 0.98% (66.40) LVS US Equity 2,926 6,808 61.33 87.69 30.29 1.42% 29.17 LYB US Equity 1,240 2,297 59.29 91.30 48.76 1.11% 49.62 MA US Equity 11,669 17,711 47.01 77.98 49.64 1.33% (98.05) MAERSKB DC Equity 6,940 14,148 8,212.58 12,241.01 39.54 1.24% 142.57 MC FP Equity (21) 3,466 183.43 182.32 -0.64 0.96% 12.21 MCD US Equity (34) (6,973) 94.88 95.34 -1.04 0.47% (13.68) MCK US Equity 239 1,949 162.99 183.01 13.82 0.89% 17.28 MDLZ US Equity 2,906 13,641 28.68 34.79 29.00 0.73% 212.72 MDT US Equity 7,957 20,811 43.22 59.75 43.82 0.87% 69.69 MET US Equity 1,384 7,556 44.37 52.49 15.28 1.20% 83.58 MFC CN Equity 4,491 8,003 12.38 19.32 47.56 1.18% 82.67 MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 8,229 21,331 96.89 134.28 51.29 0.75% 200.12 MO US Equity 142 6,342 36.07 36.88 2.93 0.76% (41.16) EFTA00293063 MON US Equity 851 11,917 106.02 113.59 9.41 0.76% 84.60 MOS US Equity 50.17 0.89% MRK US Equity 1,662 11,018 49.85 57.37 16.01 0.94% 119.28 MS US Equity 263 1,649 27.57 31.96 13.68 1.16% 12.70 MSFT US Equity 670 7,177 34.82 38.07 10.49 0.89% 5.40 MUV2 GR Equity 730 7,645 197.70 216.58 14.49 0.66% 66.73 NAB AU Equity 133 7,534 31.14 31.69 2.11 0.84% 52.81 NCM AU Equity 10.91 1.94% NEE US Equity 3,644 14,649 72.62 90.68 32.16 0.77% (31.15) NEM US Equity 2,124 (7,392) 34.95 24.91 14.83 1.94% (170.86) NESN VX Equity 922 9,821 69.64 76.17 11.72 0.80% 138.25 NG/ LN Equity 2,169 12,114 11.82 13.94 26.62 0.67% (35.26) NKE US Equity 927 5,145 66.10 78.01 18.44 0.98% 34.21 NOK US Equity 4,410 4,498 3.96 7.85 63.52 1.54% 53.54 NOV US Equity 127 4,672 75.96 78.04 2.87 0.95% 29.36 NOVN VX Equity 5,949 18,291 63.81 84.56 38.52 0.84% 424.88 NOVOB DC Equity 1,766 9,444 40.35 47.89 14.47 1.29% 67.99 NSC US Equity 1,674 9,590 80.49 94.54 17.95 0.97% 15.87 NVS US Equity 4,518 15,510 65.07 84.02 35.14 0.83% 203.14 OGXP3 B2 Equity 5,052 (5,180) 4.41 0.11 22.92 4.25% 28.01 OR FP Equity 9 3,253 167.89 168.35 0.25 1.09% 22.92 ORA FP Equity 427 4,555 12.58 13.76 7.31 1.28% 453.37 ORCL US Equity 1,395 7,533 33.38 39.57 23.68 0.78% 3.68 OXY US Equity 97 4,632 94.24 96.22 2.65 0.79% (41.20) PBR US Equity 435 (2,814) 13.30 11.24 10.55 1.46% (39.86) PBR/A US Equity 437 (2,795) 13.87 11.70 10.25 1.53% (32.56) PCLN US Equity 1,310 3,043 956.05 1,367.77 33.06 1.30% 3.21 PCP US Equity 3,095 13,710 212.47 260.44 23.60 0.96% (8.01) PEP US Equity 920 81.24 81.24 0.00 0.71% 2.97 PETR3 B2 Equity 418 (2,923) 6.52 5.59 9.71 1.47% (39.32) PETR4 B2 Equity 474 (3,123) 6.88 5.84 10.16 1.50% (38.87) PFE US Equity 5,470 21,828 26.10 32.64 28.36 0.88% (135.30) PG US Equity 50 4,762 77.33 78.14 1.26 0.83% 19.07 PHIA NA Equity 1,147 7,196 30.43 35.28 15.06 1.06% 155.87 PM US Equity 527 (10,166) 85.47 81.04 5.86 0.88% 30.85 PNC US Equity 782 7,645 75.28 82.98 11.80 0.87% 35.83 POT CN Equity (174) (1,994) 32.57 35.41 -9.39 0.93% (51.29) POT US Equity (178) (2,132) 32.66 35.39 -8.64 0.97% (52.79) PRU LN Equity 8,423 10,521 12.76 22.98 63.12 1.27% 101.95 PSA US Equity 668 9,413 158.54 169.78 11.12 0.64% (74.28) PSX US Equity 1,258 6,030 64.65 78.13 19.55 1.07% 164.86 PX US Equity 2,455 16,099 113.30 130.58 18.69 0.82% 90.79 QCOM US Equity 1,903 12,547 66.83 76.96 17.29 0.88% 63.38 QQQ US Equity 6,578 19,920 68.46 91.06 51.97 0.64% 10.36 RAI US Equity 116 5,376 51.84 52.96 2.01 1.07% (229.92) RDS/A US Equity (37) 4,217 73.27 72.64 -1.10 0.79% (18.37) RDS/B US Equity 139 5,192 75.80 77.83 3.31 0.81% (26.98) EFTA00293064 RDSA LN Equity 222 4,065 34.51 36.40 7.13 0.77% (13.21) RDSA NA Equity (15) 4,084 36.63 36.49 -0.50 0.74% 1.70 RDSB LN Equity 201 4,580 37.36 39.01 5.29 0.83% (18.24) REGN US Equity 858 6,240 302.78 344.40 7.93 1.73% (57.59) RIO AU Equity (131) 5,779 60.02 58.69 -2.50 0.91% 33.30 RIO LN Equity 65 5,748 54.73 55.35 0.93 1.22% 41.37 RIO US Equity 131 4,934 54.04 55.48 1.87 1.43% 70.29 ROG VX Equity 6,768 17,035 212.78 297.33 45.89 0.87% (59.86) RY CN Equity 36 4,764 65.13 65.61 1.07 0.70% 13.09 SAB LN Equity 202 4,740 47.09 49.09 4.35 0.98% 18.32 SAN FP Equity (59) (6,174) 103.67 104.66 -1.03 0.93% (61.59) SAN SM Equity 809 7,256 8.35 9.28 11.33 0.98% 186.31 SAN US Equity 645 5,315 8.28 9.28 10.53 1.15% 95.04 SAP GR Equity (135) 5,241 81.49 79.44 -3.28 0.78% 54.21 SAP US Equity (201) 7,101 81.54 79.30 -3.40 0.83% 72.98 SBUX US Equity (51) (2,503) 71.25 72.70 -1.74 1.17% (46.95) SGO FP Equity 2,797 7,836 44.08 59.82 27.72 1.29% 213.36 SI US Equity 1,722 11,259 114.69 132.22 17.23 0.89% 94.70 SIE GR Equity 1,370 8,908 114.81 132.47 16.65 0.92% 112.67 SLB US Equity 1,036 6,528 79.94 92.63 17.72 0.90% 45.79 SMSN LI Equity 223 (7,260) 644.51 624.74 3.44 0.89% (60.80) SO US Equity 14 (3,670) 42.22 42.06 0.80 0.47% 21.84 SPG US Equity 98 4,487 160.18 163.67 2.79 0.78% 5.32 SREN VX Equity 1,564 9,709 80.14 93.05 21.91 0.74% 139.22 STAN LN Equity 318 (5,283) 22.30 20.96 5.11 1.18% 92.42 STL NO Equity 446 6,281 25.39 27.20 7.01 1.01% 30.09 STT US Equity (9) (449) 66.43 67.78 -1.65 1.24% (8.24) SU CN Equity (20) 4,576 33.28 33.14 -0.64 0.67% 9.99 SU P Equity 457 6,518 84.31 90.22 6.99 1.00% 20.41 SU US Equity (22) 4,606 33.29 33.14 -0.71 0.67% 7.39 SWEOA SS Equity 920 5,950 24.71 28.53 15.21 1.02% 89.04 SYNN VX Equity (465) (8,069) 359.52 380.23 -5.12 1.13% (52.62) T US Equity 493 (8,928) 34.20 32.31 7.43 0.74% (63.41) TD CN Equity 108 4,716 44.82 45.85 4.15 0.55% 37.75 TEF SM Equity 17 1,453 15.57 15.75 1.21 0.95% 33.67 TEF US Equity 29 2,044 15.54 15.76 1.39 1.02% 51.00 TGT US Equity 459 (10,717) 63.57 60.85 4.09 1.05% (21.81) TJX US Equity 3,012 9,492 46.31 61.01 40.50 0.78% (151.79) TLS AU Equity 43 6,561 4.59 4.62 0.96 0.69% 23.26 TLSN SS Equity 22 4,427 7.62 7.66 0.51 0.99% 43.66 TM US Equity 139 (5,170) 117.86 114.70 2.96 0.91% (59.70) TMO US Equity 10,134 10,218 63.59 126.65 104.36 0.95% 161.76 TOT US Equity 590 5,823 59.06 65.05 11.15 0.91% 59.05 TRP CN Equity (201) (6,953) 43.75 45.02 -4.03 0.72% (43.41) TRV US Equity 40 4,763 83.58 84.27 1.19 0.70% 10.19 TSCO LN Equity 271 (7,398) 5.65 5.45 3.98 0.92% 68.24 TWC US Equity 932 5,234 120.22 141.64 20.57 0.87% 16.87 EFTA00293065 TWX US Equity 244 4,848 65.59 68.88 5.48 0.92% 57.46 TXN US Equity 3,720 12,205 34.93 45.57 38.69 0.79% 111.37 TYC US Equity 12,086 24,080 29.17 43.81 67.89 0.74% 130.75 UBS US Equity 550 5,489 19.43 21.38 8.64 1.16% 108.03 UBSN VX Equity 500 5,158 19.51 21.40 9.53 1.02% 113.20 UCG IM Equity 2,578 5,391 5.58 8.25 30.25 1.58% 316.26 ULVR LN Equity (129) (3,892) 39.50 40.80 -3.74 0.88% 7.46 UNA NA Equity (227) (6,295) 38.14 39.52 -4.11 0.88% (24.39) UNH US Equity 2,153 10,037 64.08 77.83 25.99 0.83% (6.90) UNP US Equity 1,514 10,766 163.08 186.00 15.93 0.88% 96.27 UPS US Equity 3,305 14,806 79.87 97.70 38.52 0.58% 124.93 US8 US Equity 2,869 14,238 34.71 41.71 29.34 0.69% 95.81 UTX US Equity 6,594 15,190 82.05 117.67 56.26 0.77% (23.49) V US Equity 3,950 3,914 111.85 224.72 109.40 0.92% 46.78 VALE US Equity 324 (3,908) 15.08 13.83 6.28 1.32% 10.23 VALE3 BZ Equity 276 (4,586) 14.62 13.74 4.30 1.40% 21.25 VIAB US Equity 4,216 7,376 55.90 87.85 57.93 0.99% 119.71 VIV FP Equity 266 2,668 26.19 28.80 10.39 0.96% 53.41 VMW US Equity 732 4,379 87.66 102.31 13.39 1.25% (4.14) VOD LN Equity (2) (1,831) 4.13 4.14 -0.09 1.54% (2.70) VOD US Equity 1 (1,762) 41.24 41.21 0.05 1.60% (3.77) VOW3 GR Equity 870 6,826 228.75 257.91 8.79 1.45% 35.92 VRX CN Equity 809 1,611 92.95 139.61 37.82 1.33% (84.62) VRX US Equity 928 1,880 93.20 139.19 39.32 1.26% (106.33) VII US Equity 685 5,134 86.91 98.51 21.28 0.63% 16.87 VWO US Equity 148 (7,247) 40.33 39.51 1.98 1.03% (125.30) VZ US Equity 85 (6,121) 48.12 47.45 1.69 0.82% 12.46 WBC AU Equity 173 3,467 29.66 31.14 5.42 0.92% 57.91 WES AU Equity 89 8,616 38.65 39.05 1.22 0.84% 87.59 WFC US Equity 2,629 10,067 37.56 47.37 38.28 0.68% 90.76 WLP US Equity 2,415 10,369 74.31 91.62 24.34 0.96% 46.99 WMT US Equity 14 4,005 74.59 74.85 0.53 0.65% 0.04 WOW AU Equity (342) (6,932) 31.30 32.85 -6.32 0.78% (92.92) XOM US Equity 375 10,902 90.48 93.59 4.16 0.83% (62.71) XTA LN Equity (36) (2,238) #N/A N/A -0.72 2.21% YHOO US Equity 382 1,282 30.64 39.76 22.88 1.30% 6.80 YUM US Equity 312 5,221 72.83 77.18 5.87 1.02% 186.35 ZURN VX Equity 334 6,394 291.95 307.19 6.49 0.80% 83.45 Current Portfolio • Global Macro Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) SPX Index 18,024 62,272 1,455.70 1,877.03 42.19 0.69% 137.98 NDX Index 14,672 46,686 2,831.19 3,720.93 42.43 0.74% (102.97) RTY Index 15,454 39,938 868.48 1,204.54 40.59 0.95% (62.68) EFTA00293066 SPTSX Index 364 19,447 12,764.15 13,002.84 3.31 0.57% 86.80 MEXBOL Index 1,365 (26,146) 3,142.70 2,978.64 5.02 1.04% (295.72) IBOV Index 1,938 (22,524) 22,237.07 20,324.17 6.13 1.40% (347.92) MERVAL Index (229) 5,530 781.83 750.72 -1.82 2.28% 153.87 UKX Index 4,236 39,963 10,288.22 11,378.87 14.48 0.73% 162.02 DAX Index 9,037 36,674 10,610.77 13,225.46 26.34 0.94% 416.80 CAC Index 1,768 20,042 5,625.44 6,121.58 10.32 0.85% 326.14 IBEX Index 9,349 39,644 11,555.30 14,280.31 24.29 0.97% 872.04 SMI Index 7,611 44,078 8,219.62 9,638.96 25.69 0.67% 574.34 FTSEMIB Index 6,295 25,266 23,118.99 28,879.45 24.33 1.02% 409.37 PSI20 Index 7,227 24,289 8,026.78 10,415.20 23.98 1.24% 703.05 ISEQ Index 27,221 40,099 4,246.25 7,128.85 66.40 1.02% r iM,102..* ICEXI Index 5,627 35,800 6.60 7.63 26.36 0.60% 41.08 AEX Index 6,121 42,240 484.27 554.44 17.52 0.83% 612.88 BEL20 Index 8,744 44,003 3,610.75 4,328.30 24.42 0.81% 733.24 LUXXX Index 10,266 39,715 1,655.49 2,083.43 30.37 0.85% 229.17 KFX Index 12,302 38,048 100.82 133.42 28.32 1.14% 335.44 HEX Index 9,301 40,933 8,513.92 10,448.44 23.45 0.97% 647.07 OMX Index 2,861 23,118 191.41 215.10 12.80 0.97% 332.85 ATX Index 3,135 28,102 3,213.33 3,571.84 9.82 1.14% 672.76 ASE Index 7,997 17,693 1,259.02 1,828.04 33.59 1.35% 220.93 OSEBX Index 2,393 22,138 84.29 93.40 13.05 0.83% 127.14 INDEXCF Index 1,858 (22,387) 40.29 36.95 332.74 TOP40 Index 1,016 25,595 3,920.67 4,076.30 3.82 1.04% 347.15 SENSEX Index (663) (9,734) 330.60 353.13 -7.49 0.91% (171.27) NKY Index 758 14,214 139.54 146.98 4.03 1.32% 148.19 HSI Index 117 15,574 2,903.48 2,925.30 0.84 0.90% 86.22 SHCOMP Index 793 (33,700) 344.53 336.43 2.61 0.90% (137.93) KOSPI Index 367 16,497 1.82 1.86 2.68 0.83% 205.09 AS51 Index 337 12,591 4,825.68 4,954.67 4.02 0.66% 160.31 STBCNZL Index 32,687 73,231 457.34 661.47 92.76 0.48% 1,085.44 EEM US Equity 109 (6,119) 40.76 40.03 1.65 1.09% (88.37) IYR US Equity 72 4,214 67.67 68.82 3.33 0.51% (20.45) MOY US Equity 5,310 14,269 184.03 252.51 44.80 0.83% 9.31 JNK US Equity (6) 5,353 41.26 41.22 -0.43 0.24% (12.94) XLF US Equity 5,853 13,610 15.57 22.27 48.92 0.88% 61.37 XLU US Equity 265 8,406 38.65 39.87 5.42 0.58% (43.28) XLK US Equity 2,392 12,860 30.80 36.53 29.22 0.64% 20.91 XLI US Equity 6,184 16,147 38.20 52.83 47.11 0.81% 127.53 XLP US Equity 206 7,329 41.38 42.54 4.47 0.63% (1.77) XLY US Equity 9,132 20,539 46.72 67.49 54.31 0.82% 74.93 XLE US Equity 193 4,209 84.01 87.85 5.52 0.83% 31.79 XLB US Equity 4,143 14,930 37.57 48.00 35.44 0.78% 71.80 XLV US Equity 12,986 24,346 38.87 59.60 62.59 0.85% (230.33) SXXP Index 7,253 43,407 400.51 467.44 21.38 0.78% 490.72 SXAP Index 11,038 28,526 520.28 721.61 32.40 1.19% 781.82 SXKP Index 6,664 47,032 366.14 418.02 15.80 0.90% 684.89 EFTA00293067 SX6P Index 5,896 34,237 352.74 413.48 21.56 0.80% 193.36 SXEP Index 1,418 29,339 441.65 463.00 6.23 0.78% 191.52 SXIP Index 12,810 28,923 222.31 320.77 46.73 0.95% 531.99 SXNP Index 5,637 28,384 482.69 578.56 22.05 0.90% 416.03 SX3P Index 554 18,170 662.20 682.39 4.19 0.73% 122.72 SXDP Index 25,879 61,075 609.16 867.27 54.20 0.78% 349.74 SX4P Index 3,645 25,840 917.36 1,046.77 14.58 0.97% 265.01 SX8P Index 3,001 17,778 343.07 400.98 20.91 0.81% 282.22 SXOP Index 10,834 40,520 380.28 481.96 24.35 1.10% E 1,08337 SXQP Index 398 20,335 796.99 812.57 2.27 0.86% 121.72 SXRP Index 1,119 29,339 434.81 451.39 5.13 0.74% 182.78 SXMP Index 12,542 35,766 261.12 352.68 44.10 0.80% 247.23 SXTP Index 24,200 39,247 172.05 278.14 72.15 0.85% 407.35 SX7E Index 6,672 18,886 159.85 216.31 29.07 1.22% 402.05 SXSE Index 7,022 40,148 3,709.25 4,358.00 20.20 0.87% 555.77 SPGSCITR Index 17 16,073 4,967.05 4,972.40 0.20 0.55% 51.97 XAG Curncy 1,155 (20,150) 22.78 21.47 5.56 1.03% (306.36) COI Comdty 181 (24,622) 108.90 108.10 1.15 0.64% (78.26) CL1 Comdty 703 29,347 99.19 101.56 3.00 0.80% 32.58 NG1 Comdty 3,942 16,608 3.77 4.66 4.84 4.90% 631.54 XAU Comdty 103.15 IBOXHY Index 2,923 53,418 220.12 232.17 49.38 0.11% (39.02) US_TSY CREDIT (86) 29,913 761.27 759.09 -2.12 0.14% (50.21) CA_TSY CREDIT 5,803 (97,153) 1,269.35 1,193.53 15.28 0.39% (702.62) MX_TSY CREDIT (157) (13,747) 209.03 211.42 -2.51 0.46% (112.77) AU_TSY CREDIT 233 (79,133) 1,457.62 1,453.32 0.78 0.38% (675.22) JP_TSY CREDIT 1,189 (59,678) 822.10 805.72 4.99 0.40% 474.47 MY_TSY CREDIT 346 (92,252) 167.43 166.80 1.50 0.25% (300.75) SG_TSY CREDIT 320 (95,749) 219.11 218.38 1.57 0.21% (535.26) AT_TSY CREDIT 3,092 71,796 356.17 371.51 15.15 0.28% 277.18 BETSY CREDIT 4,092 72,869 475.13 501.81 20.43 0.27% 240.00 FI_TSY CREDIT 3,012 74,240 347.46 361.56 14.63 0.28% 308.91 FR_TSY CREDIT 3,467 69,707 1,669.12 1,752.13 17.98 0.28% 266.16 DE_TSY CREDIT 2,605 68,224 1,236.86 1,284.09 13.45 0.28% 284.66 IE_TSY CREDIT 30,763 78,270 336.92 469.35 131.35 0.30% 633.21 IT_TSY CREDIT 7,815 54,111 1,612.72 1,845.64 41.52 0.35% 143.94 NL_TSY CREDIT 2,988 72,937 1,322.90 1,377.10 14.73 0.28% 290.56 ES_TSY CREDIT 10,103 50,187 392.28 471.25 58.18 0.35% 216.99 DK_TSY CREDIT 2,791 60,407 725.64 759.17 15.89 0.29% 209.64 NO_TSY CREDIT (252) (10,951) 333.32 340.99 -4.99 0.46% 22.54 PL_TSY CREDIT 1,143 22,143 420.32 442.01 8.53 0.61% 225.54 ZA_TSY CREDIT 510 (33,149) 83.13 81.85 1.67 0.92% (585.73) SE_TSY CREDIT 9,357 468.00 468.00 0.00 0.27% 16.62 CH_TSY CREDIT 3,469 60,555 1,000.12 1,057.42 16.66 0.34% 251.04 GB_TSY CREDIT 872 56,841 1,489.15 1,512.01 4.97 0.31% (247.80) EFTA00293068