EFTA00293085.pdf

Atorus, LLC 3/10/2014 Current Date: 3/10/2014 Change on Day: -0.57% Total Return since 1/1/12: 86.80% MSCI World Change on T12M Return: 40.94% Day T9O Day Return: 11.90% No of Positions T3O Day Return: 10.10% (+MTM) on Day 175 Current Long Exposure @ Cost: 4,726,564 No of Positions (-MTM) Current Short Exposure @ Cost: (1,052,371) on Day 274 Net Exposure: 3,674,193 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,867,958 Current Leverage (Gross Exposures): 3.09 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: 1.271 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 2,006,000.00 1$00,000.00 1,600,000.00 1400,000.00 1,200,000.00 1.000.000.00 600,000.00 600,000.00 ,;$ < 11 %.1' 4,1) °' .7) ib 04 0, e• P P S P S P S Q'S e• e• 4S 4 4 A\ 4 % 4 1% 4 c*P sbt' —NAV EFTA00293085 Atorus, LLC 3/10/2014 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 24.89% 45 Positions 28.97% XAG Curncy (20,150) 035% ROG VX Equity 6,620 0.35% INDEXCF Index (22,387) 0.39% HON US Equity 6,642 0.36% IBOV Index (22,524) 039% DAI GR Equity 6,844 0.37% CO1 Comdty (24,622) 0.43% CA_TSY CREDIT 6,968 0.37% MEXBOL Index (26,146) 0.45% SMI Index 7,028 0.38% ZA_TSY CREDIT (33,149) 0.57% CMCSK US Equity 7,260 0.39% SHCOMP Index (33,700) 0.58% ACA FP Equity 7,290 0.39% JP_TSY CREDIT (59,678) 1.03% AMGN US Equity 7,297 0.39% CH_TSY CREDIT 60,555 1.05% P5120 Index 7,483 0.40% SXDP Index 61,075 1.06% GS US Equity 7,682 0.41% SPX Index 62,272 1.08% BMY US Equity 7,690 0.41% DK_TSY CREDIT 63,203 1.09% DAX Index 7,757 0.42% FR_TSY CREDIT 69,707 1.21% ASE Index 7,997 0.43% DE_TSY CREDIT 71,310 1.23% MDT US Equity 8,015 0.43% AT_TSY CREDIT 71,796 1.24% MMM US Equity 8,068 0.43% BE_TSY CREDIT 72,869 1.26% PRU LN Equity 8,117 0.43% NL_TSY CREDIT 72,937 1.26% BEL20 Index 8,255 0.44% STBCNZL Index 73,231 1.27% IT TSY CREDIT 8,267 0.44% FI_TSY CREDIT 74,240 1.28% BA US Equity 8,279 0.44% IE_TSY CREDIT 78,270 1.35% HEX Index 8,457 0.45% AU TSY CREDIT (79,133) 1.37% BAYN GR Equity 8,877 0.48% MY_TSY CREDIT (92,252) 1.60% IBEX Index 8,881 0.48% SG_TSY CREDIT (95,749) 1.66% XLY US Equity 9,009 0.48% CA_TSY CREDIT (97,153) 1.68% SXAP Index 9,544 0.51% LW= Index 9,725 0.52% TMO US Equity 10,015 0.54% SXOP Index 10,534 0.56% BAC US Equity 10,571 0.57% ES_TSY CREDIT 10,629 0.57% KFX Index 11,401 0.61% MA US Equity 11,479 0.61% SXMP Index 11,526 0.62% TYC US Equity 11,914 0.64% SXIP Index 12,141 0.65% CELG US Equity 12,669 0.68% XLV US Equity 13,049 0.70% NDX Index 14,431 0.77% RTY Index 15,270 0.82% SPX Index 18,030 0.97% SXTP Index 23,313 1.25% EFTA00293086 SXDP Index 24,582 1.32% ISEQ Index 25,784 1.38% IE_TSY CREDIT 31,140 1.67% GILD US Equity 31,999 1.71% STEICNZL Index 32,687 1.75% APAC Lon 29 APAC Short 22 EMEA Long 77 EMEA Short 13 AMER Long 171 AMER Short 43 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 16 G20 Rates Short 7 Total Long 357 Total Short 93 Current Exposure by Geography (Listed Equl t es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 5 $(500,000) $(1,000,000) • APAC Long • APAC Short • EMEA Long a EMEA Short a AMER Long a AMER Short • EquityCom Long • EquityCom Short • G20 Rates Long • G20 Rates Short EFTA00293087 Atorus, LLC 3/10/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,000,000 1,500,0E0 1,000,000 500,000 5,000.000 —APAC — EMEA —AMER —G 2 'tyCo —G0 Rates .--sNexEposure RHS 4,000.000 3,000.000 2,000.000 1,000,000 (1.000.0001 (2,000.0001 — O% IP . paeocci 4041' O4). IP ' (1. S" \ 4 ‘ % le eia a*, % O% O% O." Sit % IP . cb \ \ \ % % sq.cl. V' O c c \ of4> 044 ti. c i "5 ovt• cv (1,000.000) (3,000,0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) e e e e e e e % % Q. sy- 4' 4' 4 AC' cc' % *,C? 4 A\ C' 4' c5 N. AY rb — APAC — EMEA — AMER - EquityCorn — G20 Rates EFTA00293088 Atorus, LIC 3/10/2014 Current Gross Notional Risk by Category 246,988 AF 591,464 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293089 Atorus, LLC 3/10/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.110 6000 40X0 30X0 20.110 1000 0.00 43. Q. O. 4). 43. Q. Q . Q. Cyr itr Ayr No. Vol Days Days by Position 0.00% -10.90 MTM Gains(Losses) % of NAV Signficant 5.00% -3.40 (<7 Vol Days) 1.77% 10.00% -1.19 MTM Galns(Losses) % of NAV "Signficant" 15.00% .0.18 (>7 Vol Days) 52.31% 20.00% 0.67 25.00% 1.59 30.00% 2.86 35.00% 3.86 40.00% 5.02 45.00% 6.46 50.00% 8.03 55.00% 11.28 60.00% 13.72 65.00% 16.64 70.00% 19.83 75.00% 23.42 80.00% 28.71 85.00% 36.58 90.00% 44.69 95.00% 57.09 100.00% 182.60 EFTA00293090 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 30 (5,144) 51.62 51.32 0.58 1.01% 77.26 005380 KS Equity 35 1,799 217.13 221.32 1.49 1.29% (29.64) 005490 KS Equity 220 (3,782) 273.49 257.55 5.89 0.99% 64.74 005930 KS Equity 233 (6,558) 1,285.62 1,239.94 4.02 0.88% 77.21 012330 KS Equity 802 5,282 244.69 281.82 11.93 1.27% (56.36) 1 HK Equity 225 8,073 15.56 15.99 2.90 0.96% (146.57) 1299 HK Equity (46) 3,412 4.82 4.76 -1.38 0.97% (47.37) 13 HK Equity 2,758 12,243 11.40 13.97 20.22 1.11% (361.81) 16 HK Equity 526 (9,935) 12.66 11.99 6.98 0.76% 125.42 27 HK Equity (3) 123 9.67 9.47 -166 2.04% (3.81) 2914 JP Equity 235 (4,719) 32.47 30.85 3.46 1.44% 38.00 3382 JP Equity 40 3,411 37.70 38.14 0.85 1.38% (14.44) 4063 JP Equity 103 (4,536) 56.40 55.12 1.61 1.41% 55.70 4502 JP Equity 44 2,102 46.69 47.66 2.76 0.75% (4.50) 4689 JP Equity 22 1,082 6.06 6.18 1.52 1.35% 7.99 5 HK Equity (71) 3,038 10.61 10.37 -2.88 0.81% (28.95) 5108 JP Equity 43 3,498 36.36 36.81 0.91 1.37% (8.50) 5401 JP Equity 139 (3,709) 2.99 2.88 2.55 1.47% 43.13 6301 JP Equity (173) (3,515) 20.64 21.65 -3A5 1.43% (13.23) 6752 JP Equity 1,628 4,145 9.01 12.55 15.82 2.48% (27.10) 6902 JP Equity 2,446 9,730 41.48 51.91 19.84 1.27% (103.57) 6954 JP Equity 475 6,393 157.65 169.36 4.82 1.54% (104.40) 7201 JP Equity 75 (3,743) 825 8.67 1.64 1.22% 28.02 7203 JP Equity 59 (3,073) 57.44 56.34 1.56 1.22% 48.37 7267 JP Equity 11 (4,885) 36.43 36.34 0.19 1.23% 84.89 762 HK Equity 498 (4,155) 1.43 1.26 11.38 1.05% 150.48 7751 JP Equity 230 (6,865) 31.44 30.38 2.85 1.18% 59.42 8031 JP Equity (16) 2,984 15.40 15.32 -0.41 1.25% (74.72) 8058 JP Equity (47) 3,003 19.27 18.98 -1.29 1.21% (24.75) 8306 JP Equity 39 (2,979) 5.88 5.81 0.95 1.37% 23.00 8316 JP Equity 67 (2,505) 45.91 44.69 1.67 1.59% 33.54 8411 JP Equity (26) 604 2.12 2.03 -3.55 1.21% (5.45) 8604 JP Equity (34) (2,467) 6.76 6.86 -0.96 1.45% 4.60 8801 JP Equity (37) (2,013) 31.09 31.66 -166 1.73% 33.96 8802 JP Equity (5) (3,881) 24.81 24.84 407 1.60% 72.29 9020 JP Equity 111 (3,967) 77.53 75.36 2.42 1.16% 18.45 941 HK Equity 1,161 (11,351) 10.25 9.20 15.17 0.67% 372.54 9432 JP Equity 371 6,077 53.19 56.44 4.23 1.45% (99.00) 9433 JP Equity 3,723 9,476 42.13 58.69 23.22 1.69% (188.37) 9437 JP Equity (1771 (5,749) 15.71 16.19 -2.89 1.07% 35.66 9983 JP Equity (10) 3,177 369.07 367.92 420 1.54% (24.75) 3/10/2014 EFTA00293091 9984 JP Equity 1,367 1,678 42.69 77.47 45.10 1.81% 16.27 AAPL US Equity 199 7,877 518.25 531.37 2.62 0.97% 45.14 ABB US Equity 749 10,408 23.59 25.29 7.92 0.91% (117.87) ABBN VX Equity 630 8,703 23.63 25.34 8.01 0.90% (122.77) ABBV US Equity 218 5,335 49.49 51.51 3.56 1.14% 17.27 ABEV US Equity 218 (7,232) 7.25 7.03 2.09 1.44% 146.87 ABEV3 BZ Equity 66 (6,923) 7.14 7.08 0.69 1.40% 100.67 ABI BB Equity 65 6,721 102.03 103.01 1.12 0.86% (31.91) ABT US Equity 88 4,097 38.87 39.70 3.12 0.69% 17.57 ABX CN Equity 467 19.75 19.75 0.00 1.51% (3.40) ABX US Equity 453 19.75 19.75 0.00 1.55% (3.55) ACA FP Equity 7,290 5,408 6.83 16.05 105.36 1.28% (46.28) ACE US Equity 151 4,780 94.76 97.74 5.15 0.61% (14.84) ACN US Equity 811 9,712 77.48 83.95 13.24 0.63% (12.71) ADP US Equity 95 1,193 72.36 78.13 12.63 0.63% (6.61) MI US Equity 205 6,607 63.57 65.54 5.52 0.56% (8.29) AGN US Equity 1,598 9,135 109.60 128.76 20.71 0.84% 114.45 Al FP Equity 54 5,434 135.71 137.07 1.34 0.75% (7.58) AIG US Equity 184 4,012 48.66 50.90 4.51 1.02% (27.25) AIR FP Equity 4,225 6,526 42.47 69.97 53.33 1.21% (270.81) ALV GR Equity 2,714 7,550 125.64 170.82 36.70 0.98% (147.34) ALVG IX Equity 2,037 5,742 126.13 170.88 37.00 0.96% (124.00) AMGN US Equity 7,297 22,886 94.49 124.61 28.24 1.13% 521.12 AMT US Equity 642 10,655 76.29 80.89 7.68 0.78% (9.21) AMZN US Equity 4,017 14,103 287.66 369.58 21.03 1.35% (92.88) ANZ AU Equity 82 4,457 28.64 29.17 2.39 0.77% (53.21) AM US Equity 216 (6,870) 82.74 80.13 2.98 1.06% (16.46) APC US Equity (266) (6,360) 81.31 84.71 -5.35 0.78% 57.32 AXP US Equity 3,195 10,373 71.56 93.61 35.78 0.86% (36.40) AZN LN Equity 4,232 12,676 49.80 66.43 35.14 0.95% (89.05) AZN SS Equity 3,758 11,669 50.40 66.63 33.81 0.95% (75.82) AZN US Equity 4,093 12,432 49.96 66.40 35.10 0.94% (86.01) BA US Equity 8,279 14,361 79.84 125.87 49.24 1.17% (538.34) BAC US Equity 10,571 10,884 8.82 17.39 101.98 0.95% 25.07 BARC LN Equity (342) 4,236 4.38 4.06 -6.60 1.22% (124.91) BAS GR Equity 969 7,333 97.30 110.16 13.73 0.96% (80.91) BATS LN Equity 259 4,933 52.71 55.48 5.49 0.96% 16.62 BAX US Equity (82) (8,047) 66.82 67.50 -1.70 0.60% 1.89 BAYN GR Equity 8,877 11,757 76.64 134.50 76.81 0.98% (197.87) BBAS3 BZ Equity (26) (1,954) 8.33 8.44 -0.72 1.81% 23.73 HD US Equity 755 (6,743) 12.96 11.51 7.76 1.44% 218.76 BBOC4 BZ Equity 571 (7,252) 12.50 11.51 5.23 1.51% 221.81 BBL US Equity (32) 506 64.24 60.44 -5.63 1.11% (10.67) BBVA SM Equity 1,423 5,790 10.12 12.60 23.42 1.05% (0.46) BCE CN Equity (75) (6,644) 43.17 43.66 -1.82 0.62% (5.18) BCS US Equity (427) 5,118 17.60 16.25 -6.58 1.27% (152.61) BEN US Equity 78 3,695 52.08 53.18 1.95 1.08% (49.39) EFTA00293092 BG/ LN Equity (131) (3,003) 17.35 18.11 -4.95 0.89% 33.03 BHP AU Equity (285) 6,689 34.27 32.87 -4.06 1.05% (237.78) BHP US Equity (299) 6,060 68.07 64.86 -5.23 0.94% (161.61) BIIB US Equity 387 1,066 245.93 335.26 22.87 1.59% 31.81 BIL S.I Equity 15 (530) 31.17 30.27 2.19 1.31% 15.67 BK US Equity 221 3,723 31.43 33.29 6.78 0.88% (8.94) BLK US Equity 146 1,171 274.17 308.40 13.08 0.95% (10.40) BLT LN Equity (37) 550 32.28 30.26 -6.26 1.06% (16.64) BMO CN Equity (33) 8,370 65.44 65.18 -0.56 0.70% (28.18) BMW GR Equity 692 5,076 98.63 112.06 14.41 0.95% (118.52) BMY US Equity 7,690 13,669 35.71 55.80 42.92 1.31% 11039 BN FP Equity 29 (3,684) 70.54 69.99 0.89 0.88% 10.94 BNP FP Equity 1,769 5,498 61.78 81.66 28.44 1.13% (28.60) BNS CN Equity 10 4,379 57.47 57.60 0.30 0.72% 12.91 BP/ LN Equity 371 9,797 7.76 8.06 5.78 0.65% (22.54) BRK/B US Equity 453 7,702 116.56 123.42 8.03 0.73% 73.25 BSBR US Equity 1,672 (8,171) 6.18 4.92 13.24 1.55% 89.06 BUD US Equity 65 6,846 102.05 103.01 1.13 0.84% (26.51) BX US Equity 467 2,976 30.31 35.07 14.77 1.06% 36.46 C US Equity 16 3,018 49.15 49.40 0.50 1.03% (23.75) CA FP Equity 549 2,724 32.46 39.00 18.45 1.09% (2.99) CAT US Equity 1,090 10,300 87.23 96.46 10.95 0.97% (60.69) CBA AU Equity 39 7,736 67.87 68.22 0.69 0.74% (58.26) CBS US Equity 450 1,267 49.35 66.87 28.68 1.24% (13.17) CCL US Equity 599 7,821 36.20 38.97 7.04 1.09% (73.28) CELG US Equity 12,669 15,111 85.54 157.25 65.36 1.28% 511.46 CFR VX Equity (68) 3,973 99.42 97.76 -1.74 0.98% (46.54) CL US Equity 1,278 18,685 58.99 63.03 11.81 0.58% (10.70) CM CN Equity 278 7,245 82.04 85.19 6.10 0.63% 39.38 CMCSA US Equity 4,645 17,408 40.65 51.49 28.81 0.93% (107.78) CMCSK US Equity 7,260 18,900 36.26 50.19 40.43 0.95% (65.92) CNI US Equity 1,183 12,873 51.38 56.10 15.58 0.59% (9.57) CNQ CN Equity 286 7,311 35.69 37.09 3.95 0.99% (72.09) CNR CN Equity 1,176 12,425 51.30 56.15 15.46 0.61% 4.39 COF US Equity 657 6,077 67.68 75.00 11.55 0.94% (24.59) COP US Equity 3 (7,980) 66.64 66.62 0.05 0.60% (5.95) COST US Equity (126) 7,901 115.69 113.88 -2.22 0.72% 17.50 COV LN Equity 183 2,442 ittil/A N/A 22.97 0.33% COV US Equity 786 6,347 63.38 71.23 15.80 0.78% (7.78) CRM US Equity 115 2,054 56.89 60.06 3.78 1.48% (27.35) CS FP Equity 2,272 6,734 19.39 25.93 31.33 1.08% (64.55) CSCO US Equity 22 (4,977) 21.79 21.70 0.52 0.83% 16.88 CSX US Equity 1,316 8,914 25.07 28.77 16.08 0.92% (45.38) CVE CN Equity 724 (10,449) 28.70 26.71 9.35 0.74% (86.63) CVS US Equity 1,764 10,694 63.07 73.48 23.43 0.70% 11.78 CVX US Equity (201) (8,207) 112.39 115.14 -3.81 0.64% (1.97) D US Equity 1,682 12,240 60.05 68.30 19.60 0.70% 22.50 EFTA00293093 DAI GR Equity 6,844 13,908 62.20 92.82 38.69 1.27% (358.46) DBK GR Equity (16) 4,052 46.61 46.44 -0.35 1.08% (96.18) DD US Equity 2,885 12,432 54.56 67.23 30.30 0.77% (17.46) DDAIF US Equity 3,874 8,377 63.20 92.43 32.72 1.41% (214.38) DE US Equity 240 8,122 85.65 88.19 4.60 0.64% (60.41) DELL US Equity (3) 8,073 KN/A N/A -0.57 0.07% DG FP Equity 4,442 9,889 51.34 74.40 40.14 1.12% (7.28) DGE LN Equity (26) 1,190 31.44 30.77 -0.88 2.46% (6.90) DHR US Equity 4,438 14,097 58.57 77.01 52.98 0.59% (62.85) DIS US Equity 1,970 9,908 68.36 81.96 17.58 1.13% (83.72) DISCA US Equity 168 4,745 82.82 85.75 3.00 1.18% 13.00 DNB NO Equity 1,444 9,735 15.77 18.11 17.03 0.87% (158.52) DOW US Equity 2,477 6,689 36.20 49.61 40.11 0.92% 7.10 DPW GR Equity 150 547 28.24 35.98 24.99 1.10% (10.84) DTE GR Equity 4,120 13,640 12.22 15.91 26.25 1.15% (223.23) DTV US Equity 2,959 10,185 61.42 79.27 40.92 0.71% (76.84) DUK US Equity (7) (8,822) 69.60 69.66 -0.19 0.44% 28.35 DVN US Equity 268 8,507 62.34 64.30 4.21 0.75% (83.37) EBAY US Equity 498 6,678 54.29 58.34 8.24 0.91% (78.32) Ea US Equity 410 7,865 104.35 109.79 7.83 0.67% (3.17) EDF FP Equity 6,463 9,189 23.45 39.94 77.02 0.91% 94.51 EMC US Equity 772 9,291 24.95 27.02 9.90 0.84% 10.77 EMR US Equity 939 65.01 65.01 0.00 0.65% (8.92) ENB CN Equity 939 44.04 44.04 0.00 0.65% 3.99 ENEL IM Equity 1,710 7,503 4.32 5.30 21.81 1.04% (10.93) ENI IM Equity 119 7,309 23.75 24.14 2.30 0.71% (2.83) EOAN GR Equity (34) 2,996 18.76 18.55 -1.25 0.92% (22.52) EOG US Equity 1,731 5,573 143.99 188.71 32.98 0.94% (32.51) EPO US Equity 794 10,799 62.55 67.15 11.57 0.64% (31.78) ERICB SS Equity 348 6,004 12.27 12.98 6.45 0.90% (24.13) ESRX US Equity 1,711 9,815 66.69 78.32 21.54 0.81% 14.43 ETN US Equity 187 5,260 72.48 75.05 3.43 1.03% (81.00) F US Equity (174) (3,621) 14.82 15.53 -5.19 0.93% 23.34 FB US Equity 1,652 2,630 44.06 71.73 37.88 1.66% 104.74 FCX US Equity (168) 2,381 33.39 31.20 -5.90 1.19% (83.96) FDX US Equity 736 5,338 120.94 137.62 16.73 0.82% (1.75) FOX US Equity 94 5,098 32.29 32.89 2.13 0.87% (67.46) FOXA US Equity 75 5,188 33.16 33.64 1.49 0.97% (77.09) FP FP Equity 664 9,405 60.29 64.55 9.24 0.76% (34.22) G IM Equity 245 4,486 21.32 22.48 5.51 0.99% (10.85) GE US Equity 2,159 13,140 22.32 25.98 18.86 0.87% (73.54) GILD US Equity 31,999 13,861 24.02 79.49 182.60 1.26% 291.28 GIS US Equity 359 13,333 49.12 50.44 4.59 0.59% (69.22) GLE FP Equity 1,041 3,248 49.51 65.37 21.88 1.46% (4.89) GLEN LN Equity 63 (1,635) 5.49 5.28 2.75 1.40% 66.20 GLW US Equity 2,255 11,376 16.17 19.38 18.38 1.08% (206.23) GM US Equity 792 2,560 28.27 37.02 27.86 1.11% (55.85) EFTA00293094 GOOG US Equity 5,110 12,428 857.75 1,210.41 48.28 0.85% (86.81) GS US Equity 7,682 13,671 110.98 173.33 70.50 0.80% (107.61) GSK LN Equity 340 5,707 26.22 27.78 7.57 0.79% 12.54 GSZ FP Equity 580 6,555 24.15 26.29 8.30 1.07% 33.68 HAL US Equity 911 5,408 48.07 56.17 16.64 1.01% (10.69) HD US Equity 3,085 13,333 66.67 82.09 30.39 0.76% (66.71) HMB SS Equity 606 6,110 40.79 44.83 10.54 0.94% (0.33) HON US Equity 6,642 11,930 61.10 95.11 89.26 0.62% (91.36) HPQ US Equity 1,323 7,075 25.27 29.99 21.49 0.87% (79.63) HSBA LN Equity (59) 1,217 10.78 10.28 -5.57 0.87% (13.14) !BE SM Equity 1,565 7,382 5.54 6.71 36.67 0.58% 8.94 IBM US Equity (54) (5,036) 184.74 186.73 -1.95 0.55% 31.45 IMT LN Equity 1,641 10,924 35.95 41.35 14.69 1.02% (57.26) INTC US Equity 403 9,784 23.81 24.79 6.34 0.65% 36.50 ISP IM Equity 3,665 5,653 1.92 3.17 50.52 1.28% (68.27) ITUB US Equity 397 (5,909) 13.81 12.88 4.19 1.61% 196.76 ITUB4 BZ Equity 94 (6,366) 13.15 12.95 1.02 1.46% 181.36 ITW US Equity 2,945 14,011 67.84 82.10 32.59 0.65% (117.30) ITX SM Equity 79 (2,789) 149.71 145.49 2.80 1.00% 49.15 JCI US Equity 4,176 9,883 34.13 48.54 42.31 1.00% (99.41) JNJ US Equity 4,365 12,630 69.31 93.27 50.78 0.68% 19.48 JPM US Equity 1,124 8,516 52.29 59.19 15.99 0.83% (36.12) KMB US Equity 182 7,934 106.69 109.14 2.95 0.78% 25.41 KMI US Equity 635 (7,123) 34.96 31.84 9.78 0.91% 57.96 KO US Equity 46 (6,962) 38.83 38.58 1.10 0.60% (15.55) LBTYA US Equity 51 2,272 84.93 86.85 2.35 0.96% (15.12) LBTYK US Equity 145 1,975 78.04 83.76 8.05 0.91% (23.18) LIN GR Equity 265 8,087 198.03 204.52 3.96 0.83% (37.48) LLOY LN Equity 3,700 7,073 0.89 1.36 52.82 0.99% (33.12) LLY US Equity (9) 2,868 58.84 58.65 -0.39 0.84% 6.57 LMT US Equity 709 2,016 122.48 165.52 38.33 0.92% (21.02) LNKO US Equity 370 203.11 203.11 0.00 1.90% (6.94) LOW US Equity 279 7,829 48.41 50.13 3.66 0.97% (25.64) LVS US Equity 2,699 6,808 61.33 85.64 31.06 1.28% (161.92) LYB US Equity 1,210 2,297 59.29 90.51 52.19 1.01% (9.46) MA US Equity 11,479 17,711 47.01 77.47 52.88 1.23% (157.65) MAERSKB DC Equity 6,385 14,148 8,212.58 11,918.97 38.54 1.17% (210.45) MC FP Equity (23) 3,466 183.43 182.21 -0.74 0.90% (9.66) MCD US Equity (30) (6,973) 94.88 95.28 -0.93 0.45% (0.16) MCK US Equity 206 1,949 162.99 180.25 12.78 0.83% (26.45) MOLZ US Equity 3,011 13,641 28.68 35.01 32.68 0.68% 27.44 MOT US Equity 8,015 20,811 43.22 59.87 48.41 0.80% 51.66 MET US Equity 1,539 7,556 44.37 53.41 18.62 1.09% 34.64 MFC CN Equity 4,443 8,003 12.38 19.25 53.48 1.04% (12.73) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 8,068 21,331 96.89 133.54 59.35 0.64% (146.94) MO US Equity 133 6,937 36.13 36.82 2.55 0.75% 16.05 EFTA00293095 MON US Equity 829 11,917 106.02 113.39 9.88 0.70% (72.87) MOS US Equity 49.63 0.89% MRK US Equity 1,637 11,018 49.85 57.26 16.12 0.92% (32.17) MS US Equity 268 1,649 27.57 32.05 15.98 1.02% (16.29) MSFT US Equity 621 7,177 34.82 37.83 10.53 0.82% (9.68) MUV2 GR Equity 553 7,645 197.70 212.00 10.98 0.66% (86.43) NAB AU Equity 18 7,534 31.14 31.21 0.30 0.82% (70.46) NCM AU Equity 351 10.40 10.40 0.00 1.98% (18.11) NEE US Equity 3,744 14,649 72.62 91.18 34.59 0.74% (13.91) NEM US Equity 2,262 (7,392) 34.95 24.25 16.38 1.87% 30.87 NESN VX Equity 830 9,821 69.64 75.52 11.52 0.73% (60.66) NW LN Equity 1,942 12,114 11.82 13.72 23.82 0.67% (74.70) NKE US Equity 991 5,145 66.10 78.84 19.33 1.00% (50.86) NOK US Equity 4,487 4,498 3.96 7.92 78.16 1.28% (50.11) NOV US Equity 171 4,672 75.96 78.75 4.26 0.86% (1.47) NOVN VX Equity 5,487 18,291 63.81 82.95 37.75 0.79% (232.52) NOVOB DC Equity 1,514 9,444 40.35 46.81 12.48 1.28% (139.05) NSC US Equity 1,636 9,590 80.49 94.22 20.20 0.84% (22.97) NVS US Equity 4,219 15,510 65.07 82.77 35.26 0.77% (96.42) OGXP3 BZ Equity 5,052 (5,180) 4.41 0.11 24.01 4.06% (259.17) OR FP Equity (14) 3,253 167.88 167.14 -0.44 1.00% (10.15) ORA FP Equity 762 4,555 12.58 14.69 12.13 1.38% 151.29 ORCL US Equity 1,227 7,533 33.38 38.82 20.88 0.78% (28.41) OXY US Equity 139 5,176 94.53 97.07 3.70 0.73% 13.13 PBR US Equity 562 (2,814) 13.30 10.65 13.71 1.46% 94.84 PBR/A US Equity 567 (2,795) 13.87 11.06 13.10 1.55% 108.20 PCLN US Equity 1,223 3,043 956.05 1,340.19 30.76 1.31% (67.92) PCP US Equity 3,077 13,710 212.47 260.15 25.26 0.89% (199.32) PEP US Equity 8 2,792 81.39 81.64 0.43 0.69% 11.33 PETR3 BZ Equity 418 (2,923) 6.21 5.32 9.42 1.52% 86.27 PETR4 BZ Equity 474 (3,123) 6.54 5.55 9.89 1.54% 101.25 PFE US Equity 5,274 21,828 26.10 32.41 29.16 0.83% 54.47 PG US Equity 66 4,762 77.33 78.40 1.95 0.71% 3.56 PHIA NA Equity 1,032 7,196 30.43 34.79 14.21 1.01% (126.26) PM US Equity 613 (10,166) 85.47 80.31 7.13 0.85% (30.08) PNC US Equity 868 7,645 75.28 83.83 14.05 0.81% (14.64) POT CN Equity (176) (2,658) 32.57 34.72 -7.64 0.87% (0.23) POT US Equity (181) (2,843) 32.66 34.74 -7.10 0.90% (0.50) PRU LN Equity 8,117 10,521 12.76 22.61 68.26 1.13% (332.94) PSA US Equity 484 9,413 158.54 166.68 7.88 0.65% (54.68) PSX US Equity 1,296 6,030 64.65 78.55 21.28 1.01% 54.45 PX US Equity 2,546 16,099 113.30 131.21 22.43 0.71% 36.39 QCOM US Equity 1,886 12,547 66.83 76.88 17.94 0.84% 17.69 QQQ US Equity 6,386 19,920 68.46 90.40 52.81 0.61% (32.49) RAI US Equity 269 6,737 52.22 54.31 3.50 1.14% 138.06 RDS/A US Equity (16) 4,217 73.28 73.00 -0.51 0.75% 15.27 RDS/B US Equity 148 5,192 75.80 77.96 3.70 0.77% 11.97 EFTA00293096 RDSA LN Equity 230 4,065 34.51 36.47 7.99 0.71% 11.28 RDSA NA Equity (20) 4,084 36.63 36.45 -0.72 0.68% 5.46 RDSB LN Equity 191 4,580 37.36 38.92 5.31 0.78% 5.48 REGN US Equity 532 6,240 302.78 328.59 4.51 1.89% 156.83 RIO AU Equity (323) 4,623 59.76 55.85 -6.50 1.07% (231.54) RIO LN Equity (252) 5,748 54.62 52.32 -3.32 1.32% (184.56) RIO US Equity (182) 4,934 53.97 52.05 -2.46 1.50% (123.18) ROG VX Equity 6,620 17,035 212.78 295.47 49.17 0.79% (118.72) RY CN Equity (38) 4,764 65.12 64.61 -1.26 0.64% (10.93) SAB LN Equity 160 5,956 47.40 48.67 3.03 0.88% (3.10) SAN FP Equity (61) (6,174) 103.67 104.69 -1.22 0.81% (17.54) SAN SM Equity 703 7,256 8.35 9.16 11.03 0.88% (24.70) SAN US Equity 569 5,315 8.28 9.16 9.82 1.09% (3.79) SAP GR Equity (262) 5,241 81.34 77.47 -6.15 0.81% (67.94) SAP US Equity (301) 5,681 81.38 77.29 -6.46 0.82% (58.54) SBUX US Equity (36) (1,252) 71.25 73.30 -2.75 1.05% (8.88) SGO FP Equity 2,707 7,836 44.08 59.31 28.30 1.22% 24.23 SI US Equity 1,282 11,259 114.69 127.75 11.85 0.96% (181.02) SIE GR Equity 1,022 8,908 114.81 127.99 11.50 1.00% (176.77) SLB US Equity 1,036 6,528 79.94 92.62 19.42 0.82% (18.22) SMSN LI Equity 264 (7,260) 644.51 621.11 4.14 0.88% 83.12 SO US Equity 1 (4,584) 42.15 42.15 0.03 0.48% (27.17) SPG US Equity 21 4,487 160.18 160.91 0.61 0.76% (9.26) SREN VX Equity 1,514 9,857 80.30 92.63 21.94 0.70% (44.86) STAN LN Equity 351 (5,283) 22.30 20.82 5.78 1.15% 92.26 STL NO Equity 437 7,091 25.58 27.15 6.70 0.92% 25.73 STT US Equity (6) (224) 66.43 68.14 -2.51 1.03% 0.53 SU CN Equity (17) 4,576 33.28 33.16 -0.58 0.65% (22.41) SU FP Equity 419 6,518 84.31 89.73 7.13 0.90% 14.71 SU US Equity (22) 4,606 33.29 33.13 -0.74 0.64% (26.48) SWEOA SS Equity 858 5,950 24.71 28.27 15.06 0.96% (19.57) SYNN VX Equity (365) (8,069) 359.52 375.80 -4.76 0.95% 91.37 T US Equity 471 (8,928) 34.20 32.39 7.26 0.73% 22.23 TD CN Equity 109 6,127 45.01 45.81 3.13 0.57% 47.45 TEF SM Equity 25 2,905 15.67 15.80 1.11 0.76% 12.10 TEF US Equity 39 3,406 15.61 15.79 1.28 0.90% 33.30 TGT US Equity 433 (10,717) 63.57 61.00 3.96 1.02% (44.23) TJX US Equity 3,223 9,492 46.31 62.03 44.81 0.76% 83.39 TLS AU Equity (48) 6,561 4.59 4.55 -1.15 0.64% (53.36) TLSN SS Equity (2) 4,427 7.62 7.62 -0.04 0.92% (10.78) TM US Equity 201 (5,170) 117.86 113.28 4.51 0.86% 42.29 TMO US Equity 10,015 10,218 63.59 125.91 115.60 0.85% (65.06) TOT US Equity 523 5,823 59.06 64.36 10.29 0.87% (7.59) TRP CN Equity (84) (6,953) 43.75 44.28 -1.58 0.77% 29.85 TRV US Equity 5 4,763 83.58 83.68 0.19 0.62% (25.91) TSCO LN Equity 412 (7,398) 5.65 5.34 5.93 0.94% 111.47 TWC US Equity 856 5,234 120.22 139.89 18.63 0.88% (32.24) EFTA00293097 TWX US Equity 193 6,121 66.15 68.24 3.74 0.84% (32.08) TXN US Equity 3,792 12,205 34.93 45.78 43.15 0.72% (15.01) TYC US Equity 11,914 24,080 29.17 43.60 77.12 0.64% (234.66) UBS US Equity 461 5,489 19.43 21.07 7.55 1.11% (64.42) UBSN VX Equity 435 5,158 19.51 21.15 8.78 0.96% (68.24) UCG IM Equity 2,675 5,391 5.58 8.35 33.60 1.48% 129.92 ULVR LN Equity (82) (3,892) 39.50 40.33 -2.51 0.84% 30.54 UNA NA Equity (172) (6,295) 38.14 39.18 -3.38 0.81% 33.74 UNH US Equity 2,118 10,037 64.08 77.60 26.90 0.78% 38.96 UNP US Equity 1,521 10,766 163.08 186.12 17.38 0.81% (101.49) UPS US Equity 3,455 14,806 79.87 98.51 43.96 0.53% 54.76 USB US Equity 3,112 14,238 34.71 42.30 33.50 0.65% 48.20 UTX US Equity 6,580 15,190 82.05 117.59 62.42 0.69% (88.74) V US Equity 3,977 3,914 111.85 225.49 125.73 0.81% 12.53 VALE US Equity 609 (3,908) 15.08 12.73 10.58 1.47% 154.81 VALE3 BZ Equity 276 (4,586) 13.53 12.72 3.86 1.55% 164.85 VIAB US Equity 4,254 7,376 55.90 88.14 60.88 0.95% (42.02) VIV FP Equity 226 2,668 26.19 28.41 9.07 0.93% 2.60 VMW US Equity 720 4,379 87.66 102.08 13.71 1.20% 32.28 VOD LN Equity 117 (1,831) 4.13 3.87 4.11 1.55% 84.33 VOD US Equity 128 (1,762) 41.24 38.25 4.12 1.76% 83.01 VOW3 GR Equity 506 5,461 228.75 249.92 6.48 1.43% (150.84) VRX CN Equity 822 1,611 92.95 140.35 39.77 1.28% 30.05 VRX US Equity 948 1,880 93.20 140.22 42.39 1.19% 29.91 VTI US Equity 660 5,134 86.91 98.08 22.96 0.56% (15.57) VWO US Equity 310 (7,247) 40.33 38.61 4.37 0.98% 75.75 VZ US Equity 167 (6,121) 48.12 46.81 3.34 0.82% 38.73 WBC AU Equity 87 4,366 29.85 30.45 2.26 0.88% (50.81) WES AU Equity 139 8,616 38.65 39.27 2.03 0.79% 4.28 WFC US Equity 2,810 10,067 37.56 48.04 42.09 0.66% 24.06 WLP US Equity 2,451 10,369 74.31 91.88 26.36 0.90% 30.08 WMT US Equity (18) 4,005 74.59 74.25 -0.71 0.64% (17.84) WOW AU Equity (291) (5,546) 31.30 32.94 -7.19 0.73% (16.78) XOM US Equity 563 10,902 90.48 95.15 6.51 0.79% 53.84 XTA LN Equity (36) (2,238) 4N/A N/A -0.72 2.21% YHOO US Equity 314 1,282 30.64 38.14 18.88 1.30% (28.54) YUM US Equity 296 5,892 73.28 76.97 5.42 0.93% (4.31) ZURN VX Equity 313 6,394 291.95 306.25 6.58 0.74% (13.52) 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 18,030 62,272 1,455.70 1,877.17 49.06 0.59% (37.20) NDX Index 14,431 46,686 2,831.19 3,706.34 45.49 0.68% 48.50 RTY Index 15,270 39,938 868.48 1,200.54 44.51 0.86% (127.56) EFTA00293098 SPTSX Index 185 19,447 12,764.15 12,885.90 1.80 0.53% (10.06) MEXBOL Index 1,820 (26,146) 3,142.70 2,923.97 7.12 0.98% 261.36 IBOV Index 1,938 (22,524) 21,242.87 19,415.49 6.08 1.42% 380.13 MERVAL Index (229) 5,530 767.17 736.64 -2.23 1.86% (81.31) UKX Index 3,285 39,963 10,288.22 11,133.92 11.96 0.69% (360.90) DAX Index 7,757 36,674 10,610.77 12,854.96 22.68 0.93% (408.25) CAC Index 1,563 20,042 5,625.44 6,064.10 9.92 0.79% 20.31 IBEX Index 8,881 39,644 11,555.30 14,143.99 25.91 0.86% 141.62 SMI Index 7,028 44,078 8,219.62 9,530.24 25.87 0.62% (84.72) FTSEMIB Index 6,201 25,266 23,118.99 28,793.21 25.01 0.98% 179.42 PSI20 Index 7,483 24,289 8,026.78 10,499.83 25.19 1.22% 392.63 ISEQ Index 25,784 40,099 4,246.25 6,976.61 66.10 0.97% (304.82) ICEXI Index 5,323 36,184 6.60 7.58 27.32 0.54% (31.59) AEX Index 5,367 42,240 484.27 545.80 16.48 0.77% (349.39) BEL20 Index 8,255 44,003 3,610.75 4,288.18 24.34 0.77% 66.83 LUXXX Index 9,725 39,715 1,655.49 2,060.88 31.05 0.79% (145.13) KFX Index 11,401 38,048 100.82 131.03 27.68 1.08% (516.96) HEX Index 8,457 40,933 8,513.92 10,272.92 22.26 0.93% (372.56) OMX Index 2,631 23,118 191.41 213.20 12.04 0.95% 48.76 ATX Index 2,343 28,102 3,213.33 3,481.26 7.39 1.13% (399.38) ASE Index 7,997 17,693 1,279.16 1,857.28 35.44 1.28% (50.88) OSEBX Index 2,225 22,138 84.29 92.76 13.45 0.75% (84.32) INDEXCF Index 1,963 (22,387) #N/A N/A 5.60 1.57% TOP40 Index 335 25,595 3,920.67 3,971.98 1.32 0.99% (383.19) SENSEX Index (1,132) (12,978) 330.60 359.44 -10.90 0.80% (48.63) NKY Index 710 14,214 139.54 146.51 3.97 1.26% (133.22) HSI Index (187) 15,574 2,903.06 2,868.67 -1.38 0.87% (270.36) SHCOMP Index 1,848 (33,700) 344.53 325.64 5.75 0.95% .n2,104.191 KOSPI Index 91 16,497 1.82 1.83 0.70 0.79% (200.53) ASST Index 112 14,469 4,842.07 4,879.57 1.15 0.67% (221.57) STBCNZL Index 32,687 73,231 458.14 662.63 94.90 0.47% EEM US Equity 226 (6,119) 40.76 39.25 3.77 0.98% 43.35 IYR US Equity 7 4,214 67.67 67.79 0.34 0.51% (15.51) MOY US Equity 5,241 14,269 184.03 251.62 49.49 0.74% (106.42) JNK US Equity (24) 5,353 41.26 41.08 -1.99 0.22% (2.59) XLF US Equity 5,949 13,610 15.57 22.38 57.12 0.77% 8.74 XLU US Equity 269 8,406 38.65 39.89 5.80 0.55% (21.69) XLK US Equity 2,321 12,860 30.80 36.36 31.05 0.58% (25.01) XLI US Equity 6,158 16,147 38.20 52.77 54.91 0.69% (96.79) XLP US Equity 234 7,329 41.38 42.70 5.49 0.58% 7.09 XLY US Equity 9,009 20,539 46.72 67.21 58.87 0.75% (78.92) XLE US Equity 208 4,841 84.53 88.16 5.86 0.73% 8.03 XLB US Equity 4,044 14,930 37.57 47.75 40.95 0.66% (15.88) XLV US Equity 13,049 24,346 38.87 59.70 69.34 0.77% 157.25 SXXP Index 6,424 43,407 400.51 459.78 20.28 0.73% (251.93) SXAP Index 9,544 28,526 520.28 694.35 28.12 1.19% ; (667.87) SXKP Index 5,617 47,032 366.14 409.87 14.14 0.84% (336.69) EFTA00293099 SXEP Index 5,720 34,237 352.74 411.67 22.66 0.74% 6.55 SXEP Index 1,156 29,339 441.65 459.05 6.04 0.65% (8.65) SXIP Index 12,141 28,923 222.31 315.62 47.10 0.89% (232.70) SXNP Index 4,942 28,384 482.69 566.74 19.79 0.88% (252.58) SX3P Index 409 18,170 662.20 677.12 3.45 0.65% (34.78) SXDP Index 24,582 61,075 609.16 854.33 55.25 0.73% (157.51) SX4P Index 3,095 25,840 917.36 1,027.24 13.20 0.91% (161.81) SXEP Index 2,735 17,778 343.07 395.85 19.75 0.78% (76.68) SXOP Index 10,534 40,520 380.28 479.14 24.68 1.05% 284.72 SXQP Index 144 20,335 796.99 802.64 0.89 0.80% (88.18) SXRP Index 721 29,339 434.81 445.49 3.55 0.69% (196.54) SXMP Index 11,526 35,766 261.12 345.27 41.80 0.77% (82.8.63), SXTP Index 23,313 39,247 172.05 274.25 74.37 0.80% (631.09) SX7E Index 6,327 18,886 159.85 213.40 28.65 1.17% 146.57 SXSE Index 6,296 40,148 3,709.25 4,290.94 19.41 0.81% (41.15) SPGSCITR Index (41) 12,858 4,967.00 4,951.40 -0.57 0.55% (113.69) XAG Curncy 1,735 (20,150) 22.78 20.82 8.03 1.07% 133.02 COI Comdty 185 (24,622) 108.90 108.08 1.18 0.64% 209.39 CL1 Comdty 572 29,347 99.19 101.12 2.37 0.82% (425.84) NG1 Comdty 3,893 16,608 3.77 4.65 5.30 4.42% 146.50 XAU Comdty (1) 7,951 99.87 99.86 -0.02 0.65% (61.62) IBOXHY Index 2,760 53,418 220.12 231.50 50.42 0.10% (39.50) US_TSY CREDIT (98) 19,942 761.25 757.52 -3.61 0.14% 7.08 CA_TSY CREDIT 6,968 (97,153) 1,269.35 1,178.30 17.16 0.42% 160.58 MX_TSY CREDIT (73) (13,747) 209.03 210.13 -1.28 0.41% 7.15 AU_TSY CREDIT 994 (79,133) 1,457.62 1,439.31 3.14 0.40% 592.92 JP_TSY CREDIT 1,326 (59,678) 822.10 803.83 6.17 0.36% (60.01) MY_TSY CREDIT 963 (92,252) 167.43 165.68 4.02 0.26% 698.01 SG_TSY CREDIT 836 (95,749) 219.11 217.20 3.93 0.22% 190.83 AT_TSY CREDIT 3,451 71,796 356.17 373.29 16.86 0.29% 163.63 BETSY CREDIT 4,356 72,869 475.13 503.53 21.92 0.27% 96.74 FI_TSY CREDIT 3,386 74,240 347.46 363.31 16.36 0.28% 177.75 FR_TSY CREDIT 3,784 69,707 1,669.12 1,759.72 19.45 0.28% 122.99 DE_TSY CREDIT 2,907 71,310 1,238.99 1,289.51 14.41 0.28% 168.44 IE_TSY CREDIT 31,140 78,270 336.92 470.97 130.08 0.31% 174.51 IT_TSY CREDIT 8,267 54,111 1,612.72 1,859.11 42.34 0.36% 235.75 NL_TSY CREDIT 3,333 72,937 1,322.90 1,383.35 16.32 0.28% 163.55 ES_TSY CREDIT 10,629 50,187 392.28 475.36 57.08 0.37% 264.69 DK_TSY CREDIT 3,099 63,203 727.18 762.83 16.71 0.29% 157.69 NO_TSY CREDIT 5,486 340.47 340.47 0.00 0.46% (13.82) PL_TSY CREDIT 978 22,143 420.32 438.89 7.47 0.59% (14.22) ZA_TSY CREDIT 1,160 (33,149) 83.13 80.22 3.91 0.89% 102.34 SE_TSY CREDIT 56 24,362 469.09 470.16 0.82 0.28% 75.01 CH_TSY CREDIT 3,761 60,555 1,000.12 1,062.24 19.00 0.33% 146.25 GB_TSY CREDIT 519 56,841 1,489.15 1,502.76 3.02 0.30% (327.15) EFTA00293100