EFTA00293186.pdf

Atorus, LLC 3/14/2014 Current Date: 3/14/2014 Change on Day: 4.37% Total Return since 1/1/12: 78.39% MSCI World Change on 712M Return: 32.92% Day -0.64% T9O Day Return: 11.16% No of Positions T3O Day Return: 1.98% (+MTM) on Day 128 Current Long Exposure @ Cost: 4,711,371 No of Positions (-MTM) Current Short Exposure @ Cost: (1,057,451) on Day 321 Net Exposure: 3,653,921 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,783,921 Current Leverage (Gross Exposures): 3.23 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40% - 50% historically T24M (+) NAV Days 51% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (4 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 adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.201 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 2.000.00MW Lmocaoo 1.640.000.W LOMICLOO 1.200.000.00 MAMA) 800,000.W 600,000.00 ce e ce os' s' Q9 4.> iN 1P. 4/ 1N CS.' 4 .ri —NAV EFTA00293186 Atorus, LLC 3/14/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Security Notional Largest MTM Gains Current Positions (90th Percentile MTM Gains % NAV) 24 Positions XAG Curncy (20,150) IBOV Index (22,524) CO1 Comdty (24,622) MEXBOL Index (26,146) INDEXCF Index (26,563) ZA_TSY CREDIT (33,149) SHCOMP Index (33,700) JP_TSY CREDIT (59,678) SPX Index 62,272 CH_TSY CREDIT 64,323 DK_TSY CREDIT 67,396 SE_TSY CREDIT 70,512 FR_TSY CREDIT 70,792 AT_TSY CREDIT 71,796 BE_TSY CREDIT 72,869 NL_TSY CREDIT 72,937 STBCNZL Index 73,231 FI_TSY CREDIT 74,240 DE_TSY CREDIT 74,397 IE_TSY CREDIT 78,270 AU TSY CREDIT (79,133) MY_TSY CREDIT (92,252) SG_TSY CREDIT (95,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure Lured Lq.i.ty Long -1.350% Listed Equity Short 0.213% EquityCom Long -0.474% EquityCom Short 0.019% G20 Rates Long -0.011% G20 Rates Short -0.057% %of Total Notional Security MTM Gain % Total NAV 25.38%l 45 Positions 28.08% 0.35% DAI GR Equity 5,930 0.33% 0.39% OM US Equity 5,977 0.34% 0.43% HON US Equity 6,116 0.34% 0.45% EDF FP Equity 6,142 0.34% 0.46% CA_TSY CREDIT 6,243 0.35% 0.57% ROG VX Equity 6,355 0.36% 0.58% P5120 Index 6,487 0.36% 1.03% GS US Equity 6,758 0.38% 1.08% ACA FP Equity 6,780 0.38% 1.12% BEL20 Index 6,831 0.38% 1.17% DAX Index 6,835 0.38% 1.22% CMCSK US Equity 6,872 0.39% 1.23% AMGN US Equity 6,964 0.39% 1.24% BMY US Equity 7,014 0.39% 1.26% HEX Index 7,103 0.40% 1.26% IBEX Index 7,148 0.40% 1.27% MMM US Equity 7,358 0.41% 1.29% MDT US Equity 7,659 0.43% 1.29% ME Index 7,997 0.45% 1.36% PRO LN Equity 8,077 0.45% 1.37% BAYN GR Equity 8,312 0.47% 1.60% IT_TSY CREDIT 8,375 0.47% 1.66% XLY US Equity 8,411 0.47% 1.68% SXAP Index 8,576 0.48% LULU Index 8,936 0.50% CELG US Equity 9,119 0.51% SXOP Index 9,162 0.51% TMO US Equity 9,476 0.53% KFX Index 9,819 0.55% MC US Equity 9,990 0.56% SXMP Index 10,691 0.60% ES_TSY CREDIT 10,737 0.60% SXIP Index 11,151 0.63% MA US Equity 11,163 0.63% TYC US Equity 11,286 0.63% XLV US Equity 12,260 0.69% NDX Index 13,137 0.74% RTY Index 14,391 0.81% SPX Index 16,488 0.92% SXTP Index 22,092 1.24% EFTA00293187 SXDP Index 22,621 1.27% ISEQ Index 23,896 1.34% GILD US Equity 29,781 1.67% IE_TSY CREDIT 31,672 1.78% STBCNZL Index 32,687 1.83% APAC Lon 30 APAC Short 21. EMEA Long 76 EMEA Short 14 AMER Long 169 AMER Short 45 E•ul om Lon 65 EquityCom Short 7 G20 Rates Lon 15 G20 Rates Short 8 Total Long 355 Total Short 95 Current Exposure by Geography (listed Equl les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 5- $(500,000) $(1,000,000) i ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00293188 Atorus, LLC 3/14/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodiites, G20 Gov. Credit) —AREA — EWA —AMER — Eq it< —G20 Rates t ttiexEposure RIG 2,000,000 5,000000 4,000000 - 3,000000 2000000 1,000.000 12.000.0001 1,500,000 1,000,000 500.000 I I t ,,,,- a lt qt o gr e or .\,- Av 6i\ A\ (04) •cskeee 41, ot, -ogc,c, 4 .1. 0 ‘ ••• 4 ri, 4 A 4.,, \ ,.s.",„,44„.„,%bi,...000.00,1 AV AV AV. ea* 4 (5816001 (1,000,0001 13.030.0031 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00293189 Atorus, LIC 3/14/2014 Current Gross Notional Risk by Category 240,535 dr 574,329 • APAC • EMEA • AMER • EquityCom • 620 Rates Performance Vs. MSCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 eeeeeeeeeee 4% % % % % % % Q' 4% 4' A\ 4 eb\ s' A\ 4% 4% PASCIWoild ATORUS Rolling 30 Day Realized Volatility - Mori EFTA00293190 Atorus, LLC 3/14/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 60.03 SO.00 40.410 30.410 20.410 10.03 O.CO MEM • "Sr O. 4 4.3 cc) str • ctr 4b* 4,' q})- ql, oStd. r ok Percentile No. Vol Days 0.00.::: 9.S0 5.00% -3.67 10.00% .2.33 15.00% 4.89 20.00% 0.00 25.00% 0.86 30.00% 1.87 35.00% 3.21 40.00% 4.64 45.00% 5.74 50.00% 7.68 55.00% 9.71 60.00% 12.21 65.00% 15.76 70.00% 18.54 75.00% 21.93 80.00% 26.88 85.00% 33.27 90.00% 44.59 95.00% 58.54 100.00% 175.17 P/L V ID ys by Position MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 1.49% 49.70% EFTA00293191 Atorus, LLC Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM Galn/(Loss) Exp.. Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity 79 (5,144) 51.62 50.83 1.74 0.88% 91.31 005380 KS Equity (41) 1,799 217.02 212.25 .1.98 1.14% (31.13) 005490 KS Equity 197 (3,782) 273.49 259.27 5.53 0.94% 2844 005930 KS Equity 473 (6,558) 1,285.62 1,192.96 7.68 0.94% 125.22 012330 KS Equity 667 5,282 244.69 275.59 12.17 1.04% (60.19) 1 HK Equity 47 8,073 15.56 15.65 0.62 0.95% (109.72) 1299 HK Equity (91) 2,047 4.81 4.61 -5.06 0.88% (15.25) 13 HK Equity 2,590 12,243 11.40 13.81 19.90 1.06% (146.92) 16 HK Equity 672 (9,935) 12.66 11.80 8.71 0.78% 69.37 27 HK Equity (7) 123 9.65 9.11 -3.32 1.78% (4.16) 2914 JP Equity 391 (4,719) 32.47 29.78 6.12 1.35% 181.62 3382 JP Equity (90) 3,411 37.68 36.71 -2.06 1.27% (78.91) 4063 JP Equity 209 (4,536) 56.40 53.80 3.85 1.20% 97.50 4502 JP Equity 16 2,417 46.86 47.18 0.94 0.71% (44.84) 4689 JP Equity (53) 1,224 6.06 5.81 -3.04 1.42% (49.34) 5 HK Equity • 923 10.02 10.02 0.00 0.78% (2.78) 5108 JP Equity (96) 3,498 36.33 35.36 -2.14 1.28% (101.02) 54011P Equity 323 (3,709) 2.99 2.73 5.98 1.46% 95.69 63011P Equity (59) (3,515) 20.64 20.98 -1.26 1.34% 106.38 6752 JP Equity 1,366 4,145 9.01 11.98 14.41 2.29% (169.91) 6902 JP Equity 2,006 9,730 41.48 50.03 17.11 1.20% (375.69) 6954 JP Equity 221. 6,393 157.65 163.11 2.41 1.44% (205.42) 72011P Equity 192 (3,743) 8.85 8.39 4.89 1.05% 84.73 7203 JP Equity 127 (3,073) 57.44 55.06 3.64 1.14% 70.03 7267 JP Equity 69 (4,885) 36.43 35.91 1.22 1.16% 128.66 762 HK Equity 737 (4,767) 1.40 1.18 13.96 1.11% 61.60 7751 JP Equity 342 (6,865) 31.44 29.87 4.63 1.08% 144.57 80311P Equity (42) 597 15.33 14.33 .5.49 1.27% (13.50) 8058 JP Equity (96) 2,402 19.25 18.51 .3.60 1.11% (45.97) 8306 JP Equity 160 (2,979) 5.88 5.57 4.34 1.24% 91.38 8316 JP Equity 164 (2,505) 45.91 42.90 4.90 1.34% 73.58 8411 JP Equity 714 1.99 1.99 0.00 1.01% (10.46) 8604 JP Equity 87 (2,467) 6.76 6.52 2.75 1.28% 41.34 88011P Equity (35) 729 31.35 29.91 .3.06 1.58% (19.94) 8802 JP Equity 217 (5,009) 24.84 23.76 2.92 1.49% 119.28 9020 JP Equity 172 (3,967) 77.53 74.17 4.09 1.06% 97.93 941 HK Equity 1,440 (11,351) 10.25 8.95 19.56 0.65% 139.90 9432 JP Equity 539 6,077 53.19 57.91 6.37 1.39% (87.58) 9433 JP Equity 3,087 9,476 42.13 55.86 20.82 1.56% (333.48) 9437 JP Equity (23) (5,749) 15.71 15.77 -0.41 0.99% 134.24 9983 JP Equity (141) 3,177 368.35 352.67 -3.08 1.44% (81.31) 3/14/2014 EFTA00293192 9984 JP Equity 1,348 1,678 42.69 76.99 45.87 1.75% (58.64) AAPL US Equity 112 7,877 518.25 525.63 1.87 0.76% (121.74) ABB US Equity 380 8,326 23.59 24.67 5.17 0.88% (132.16) ABBN VX Equity 322 6,962 23.63 24.72 5.31 0.87% (125.90) ABBV US Equity 180 5,335 49.49 51.16 3.48 0.97% (30.57) ABEV US Equity 296 (7,232) 7.25 6.95 3.05 1.34% 43.81 ABEV3 BZ Equity 66 (6,923) 7.02 6.95 0.79 1.21% 59.98 ABI BB Equity (115) 6,721 102.00 100.28 .2.06 0.83% (84.77) ABT US Equity 34 4,097 38.87 39.18 1.27 0.64% (26.81) ABX CN Equity (30) (565) 19.79 20.83 .3.75 1.40% (5.26) ABX US Equity (29) (541) 19.80 20.87 .3.72 1.45% (6.10) ACA FP Equity 6,780 5,408 6.83 15.40 101.38 1.24% (394.92) ACE US Equity 150 6,435 95.44 97.66 4.32 0.54% 14.61 ACN US Equity 523 10,703 77.97 81.78 7.48 0.65% (95.73) ADP US Equity 84 1,193 72.36 77.46 10.99 0.64% 7.16 AFL US Equity SO 7,973 63.79 64.19 1.18 0.53% (15.22) AGN US Equity 1,568 9,557 110.31 128.41 19.62 0.84% (37.87) Al FP Equity (137) 6,372 135.14 132.30 .2.86 0.75% (65.07) AIG US Equity (4) 4,012 48.66 48.62 -0.10 0.94% (40.27) AIR FP Equity 2,611 4,177 42.47 69.02 60.62 1.03% (67.97) ALV GR Equity 2,521 7,550 125.64 167.60 37.80 0.88% (50.57) ALVG IX Equity 1,894 5,742 126.13 167.75 38.45 0.86% (41.92) AMGN US Equity 6,964 22,886 94.49 123.24 28.77 1.06% (341.60) AMT US Equity 596 10,655 76.29 80.56 8.28 0.68% (5.83) AMZN US Equity 4,276 14,103 287.66 374.87 23.11 1.31% (65.89) ANZ AU Equity 21. 4,457 28.64 28.78 0.55 0.85% (58.91) APA US Equity 307 (6,870) 82.74 79.03 4.47 1.00% 1.79 APC US Equity (45) (6,360) 81.31 81.88 -0.85 0.83% 2.02 AXP US Equity 2,733 10,373 71.56 90.42 30.36 0.87% (155.48) AZN LN Equity 3,903 12,676 49.80 65.14 31.37 0.98% (291.41) AZN SS Equity 3,368 11,669 50.40 64.95 29.33 0.98% (273.21) AZN US Equity 3,803 12,432 49.96 65.24 32.05 0.95% (161.02) BA US Equity • 694 123.33 123.33 0.00 1.04% 1.44 BAC US Equity 9,990 10,884 8.82 16.92 102.43 0.90% (378.41) BARC LN Equity • 538 3.86 3.86 0.00 1.34% (11.86) BAS GR Equity 652 7,333 97.30 105.96 8.69 1.02% (24.12) BATS LN Equity 52 5,318 52.90 53.41 1.07 0.91% 7.13 BAX US Equity 19 (8,047) 66.82 66.66 0.38 0.62% 65.62 BAYN GR Equity 8,312 11,757 76.64 130.81 70.79 1.00% (12.04) BBAS3 BZ Equity (26) (1,954) 7.91 8.01 -0.74 1.76% 37.93 BBD US Equity 906 (6,743) 12.96 11.22 9.92 1.36% 131.64 BBDC4 BZ Equity 571 (7,252) 12.15 11.20 5.97 1.32% 128.27 BBL US Equity 12 (1,850) 59.73 59.34 0.60 1.10% 7.53 BBVA SM Equity 1,119 5,790 10.12 12.07 17.24 1.12% (131.09) BCE CN Equity 128 (6,644) 43.17 42.34 3.14 0.61% 37.85 BCS US Equity - 525 15.45 15.45 0.00 1.37% (11.11) BEN US Equity (30) 2,217 52.07 51.39 -1.24 1.08% (26.33) EFTA00293193 BG/ IN Equity (70) (3,514) 17.45 17.79 -2.69 0.74% 12.29 BHP AU Equity (396) 6,689 34.21 32.30 -5.13 1.15% (97.68) BHP US Equity (344) 6,839 67.60 64.36 -5.28 0.95% (47.43) BBB US Equity 388 1,066 245.93 335.52 27.50 1.32% 2.29 BIL Si Equity 40 (2,643) 30.29 29.83 1.16 1.30% 18.97 BK US Equity 186 5,957 32.05 33.05 3.89 0.80% (18.18) BLK US Equity 100 1,171 274.17 297.61 8.92 0.96% (21.69) BLT LN Equity 20 (1,874) 29.96 29.64 0.95 1.13% 20.98 BMO CN Equity (75) 8,370 65.44 64.86 -1.48 0.61% (95.11) BMW GR Equity 564 5,076 98.63 109.59 10.68 1.04% (154.35) BMT US Equity 7,014 13,669 35.71 54.03 43.87 1.17% (258.02) BN FP Equity 89 (3,684) 70.54 68.84 3.15 0.76% 6.61 BNP FP Equity 1,357 5,498 61.78 77.03 21.09 1.17% (186.25) BNS CN Equity 32 5,030 57.60 57.97 0.98 0.65% (43.80) BP/ LN Equity 240 9,797 7.76 7.95 3.75 0.65% (47.61) BRK/B US Equity 394 9,997 118.23 122.89 5.34 0.74% (130.02) BSBR US Equity 1,954 (8,171) 6.18 4.71 15.91 1.50% 221.43 BUD US Equity (130) 6,846 102.01 100.11 -2.20 0.86% (121.31) BX US Equity 257 2,976 30.31 32.93 8.51 1.01% (53.40) C US Equity (48) 1,207 49.07 47.20 -3.86 1.03% (7.48) CA FP Equity 377 2,976 32.90 37.06 11.90 1.06% (68.82) CAT US Equity 976 11,052 87.76 95.51 12.16 0.73% (64.57) CBA AU Equity 5 8,462 67.92 67.96 0.07 0.79% (71.06) CBS US Equity 419 1,267 49.35 65.67 28.93 1.14% 5.88 CCL US Equity 489 7,821 36.20 38.47 6.44 0.97% (51.70) CELG US Equity 9,119 12,089 85.54 150.06 60.74 1.24% (990.72) CFR VX Equity (191) 3,178 99.09 93.47 -5.91 1.02% (74.61) CL US Equity 1,499 18,685 58.99 63.72 15.10 0.53% 82.05 CM CN Equity 287 8,334 82.53 85.37 5.51 0.63% (67.83) CMCSA US Equity 4,244 17,408 40.65 50.55 28.74 0.85% 12.81 CMCSK US Equity 6,872 18,900 36.26 49.45 41.78 0.87% (15.94) CNI US Equity 1,183 12,873 51.38 56.10 16.54 0.56% (186.27) CNQ CN Equity (16) 7,768 35.76 35.69 -0.20 0.99% (16.02) CNR CN Equity 1,136 12,425 51.30 55.99 15.59 0.59% (209.68) COF US Equity 434 6,077 67.68 72.51 7.82 0.91% (56.65) COP US Equity 16 (7,980) 66.64 66.51 0.34 0.58% (23.45) COST US Equity (123) 7,901 115.70 113.92 -2.29 0.68% (64.98) COV LN Equity 183 2,442 BN/A N/A 22.97 0.33% COV US Equity 708 6,787 63.82 70.48 16.30 0.64% (59.89) CRM US Equity 52 2,054 56.89 58.34 1.81 1.41% (39.19) CS FP Equity 1,487 5,387 19.39 24.74 25.92 1.06% (133.44) CSCO US Equity 91 (4,977) 21.79 21.39 2.35 0.78% 57.58 CSX US Equity 1,189 8,914 25.07 28.42 17.13 0.78% (102.41) CVE CN Equity 874 (10,449) 28.70 26.30 10.84 0.77% 66.78 CVS US Equity 1,695 10,885 63.22 73.07 24.12 0.65% 68.77 CVX US Equity (129) (8,207) 112.39 114.16 -2.28 0.69% 38.42 D US Equity 1,987 12,240 60.05 69.80 21.53 0.75% 79.16 EFTA00293194 DAI GR Equity 5,930 13,908 62.20 88.73 32.31 1.32%1 (520.30) DBK GR Equity (119) 1,621 46.36 43.20 -6.35 1.15% (41.26) DD US Equity 2,601 12,432 54.56 65.98 29.98 0.70% (17.50) DDAIF US Equity 3,424 8,377 63.20 89.04 29.49 1.39% (149.21) DE US Equity 181 8,122 85.65 87.56 3.22 0.69% (48.41) DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,143 9,889 51.34 72.84 40.04 1.05% (194.94) DGE LN Equity (47) 1,190 31.40 30.20 -1.75 2.27% 1.42 DHR US Equity 3,759 14,097 58.57 74.18 41.59 0.64% (187.00) DIS US Equity 1,691 9,908 68.36 80.03 16.49 1.03% (47.92) DISCA US Equity 10 5,840 83.18 83.32 0.16 1.06% (71.67) DNB NO Equity 1,079 9,735 15.77 17.52 13.35 0.83% (225.21) DOW US Equity 2,312 6,872 36.46 48.72 44.70 0.75% (42.27) DPW GR Equity 118 547 28.24 34.34 19.79 1.09% (6.73) DTE GR Equity 3,705 13,640 12.22 15.54 23.35 1.16% (341.99) DTV US Equity 2,645 10,622 61.97 77.40 34.75 0.72% (137.56) DUK US Equity (151) (8,822) 69.60 70.79 -3.76 0.46% (10.50) DVN US Equity 41 8,507 62.34 62.64 0.67 0.73% (21.40) EBAY US Equity 303 6,678 54.29 56.75 5.36 0.85% (42.83) Ea US Equity 360 9,210 105.22 109.33 5.94 0.66% (64.52) EDF FP Equity 6,142 9,189 23.45 39.12 68.63 0.97% (137.61) EMC US Equity 785 9,291 24.95 27.06 11.33 0.75% (57.83) EMR US Equity (14) 396 64.93 62.70 -5.23 0.68% (3.92) ENB CN Equity (3) 4,212 44.14 44.11 -0.10 0.65% (21.00) ENEL IM Equity 1,910 7,503 4.32 5.42 21.80 1.17% (147.77) ENI IM Equity 21. 7,309 23.75 23.82 0.42 0.69% (47.36) EOAN GR Equity (25) 2,996 18.77 18.61 -0.90 0.92% (48.38) EOG US Equity 1,595 5,573 143.99 185.21 33.29 0.86% 51.59 EPD US Equity 867 10,799 62.55 67.57 14.62 0.55% 120.83 ERICB SS Equity 172 6,004 12.27 12.62 3.14 0.92% (110.41) ESRX US Equity 1,581 9,815 66.69 77.43 21.38 0.75% (112.41) ETN US Equity (57) 5,260 72.47 71.70 -0.95 1.13% (83.80) F US Equity (81) (3,621) 14.82 15.14 -2.61 0.85% 21.91 F8 US Equity 1,433 2,630 44.06 68.06 44.85 1.21% (79.89) FCX US Equity - 605 30.98 30.98 0.00 1.19% 5.76 FDX US Equity 705 5,338 120.94 136.90 19.55 0.68% (2.02) FOX US Equity (113) 5,624 32.29 31.65 -2.33 0.86% (17.76) FOXA US Equity (149) 5,673 33.12 32.28 -2.82 0.93% (16.23) FP FP Equity 547 11,013 60.83 63.84 7.03 0.71% 4.38 G IM Equity 184 4,486 21.32 22.19 4.50 0.91% (86.81) GE US Equity 1,699 13,140 22.32 25.20 14.71 0.88% (164.66) GILD US Equity 29,781 13,861 24.02 75.64 175.17 1.23% 50.40) GIS US Equity 217 13,333 49.12 49.92 2.69 0.61% (307.51) GLE FP Equity 759 3,248 49.51 61.08 15.75 1.48% (122.04) GLEN LN Equity 216 (2,731) 5.39 4.97 5.24 1.51% 86.35 GLW US Equity 1,938 11,376 16.17 18.93 20.00 0.85% (224.27) GM US Equity 212 1,024 28.27 34.12 16.30 1.27% (5.76) EFTA00293195 GOOG US Equity 4,658 12,428 857.75 1,179.27 55.51 0.68% (221.04) GS US Equity 6,758 13,671 110.98 165.84 58.82 0.84% (284.82) GSK LN Equity 206 5,707 26.22 27.17 4.99 0.72% (32.24) GSZ FP Equity 521 8,189 24.60 26.17 5.77 1.10% (122.44) HAL US Equity 801 5,408 48.07 55.19 15.00 0.99% 12.92 HD US Equity 2,552 13,333 66.67 79.43 24.73 0.77% 2.10 HMB SS Equity 472 6,110 40.79 43.94 8.87 0.87% (75.40) HON US Equity 6,116 11,930 61.10 92.42 85.26 0.60% (188.74) HPQ US Equity 1,072 7,287 25.38 29.11 16.31 0.90% (2.27) HSBA LN Equity - 824 9.97 9.97 0.00 0.87% (1.01) IBE SM Equity 1,553 7,382 5.54 6.70 34.28 0.61% 49.32 IBM US Equity 45 (5,036) 184.74 183.09 1.61 0.55% 50.06 IMT LN Equity 1,299 10,924 35.95 40.22 13.34 0.89% (185.44) INTC US Equity 292 9,784 23.81 24.52 4.63 0.65% (49.68) ISP IM Equity 3,227 5,699 1.93 3.02 44.66 1.27% (292.24) ITUB US Equity 596 (5,909) 13.81 12.42 6.52 1.55% 169.12 ITUB4 BZ Equity 94 (6,366) 12.65 12.46 1.07 1.39% 175.24 ITW US Equity 2,685 14,011 67.84 80.83 29.52 0.65% (140.47) ITX SM Equity 198 (4,597) 147.96 141.59 4.37 0.99% 17.51 JCI US Equity 2,028 5,930 34.13 45.79 32.74 1.04% (45.80) JNJ US Equity 4,311 12,630 69.31 92.97 55.30 0.62% (83.41) JPM US Equity 760 8,516 52.29 56.95 10.49 0.85% (116.16) KMB US Equity 206 7,934 106.69 109.46 3.83 0.68% (34.51) KMI US Equity 682 (7,488) 34.76 31.59 10.90 0.84% (112.54) KO US Equity 117 (6,962) 38.83 38.18 2.93 0.57% 5.11 LBTYA US Equity 46 2,272 84.93 86.66 2.16 0.94% (28.42) LBTYK US Equity 139 1,975 78.04 83.52 8.63 0.81% (18.57) LIN GR Equity 29 8,087 198.03 198.75 0.49 0.74% (25.94) LLOY LN Equity 3,244 7,073 0.89 1.30 44.49 1.03% (184.12) LLY US Equity (3) 2,868 58.84 58.78 M.12 0.83% 4.51 LMT US Equity 670 2,016 122.48 163.20 38.55 0.86% (4.17) LNKD US Equity (16) 503 203.12 196.94 4.87 1.68% (7.75) LOW US Equity 137 7,829 48.41 49.25 1.87 0.93% 60.48 LVS US Equity 2,278 6,808 61.33 81.85 27.77 1.20% (110.66) LYB US Equity 1,163 2,297 59.29 89.29 55.45 0.91% (14.44) MA US Equity 11,163 17,711 47.01 76.63 64.40 0.98% (339.51) MAERSKB DC Equity 5,438 14,148 8,212.58 11,369.11 30.71 1.25% (491.45) MC FP Equity (142) 3,466 183.13 175.93 -5.74 0.71% (57.75) MCD US Equity (155) (5,579) 94.88 97.51 -5.25 0.53% 9.83 MCK US Equity 219 1,949 162.99 181.32 13.38 0.84% (35.91) MDIZ US Equity 2,754 13,641 28.68 34.47 31.08 0.65% (108.00) MDT US Equity 7,659 20,811 43.22 59.13 45.71 0.81% (65.09) MET US Equity 1,256 7,556 44.37 51.74 16.44 1.01% (54.96) MFC CN Equity 4,105 8,003 12.38 18.72 53.99 0.95% (296.55) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,358 21,331 96.89 130.32 58.52 0.59% (318.09) MO US Equity 41 6,937 36.13 36.34 0.84 0.69% 54.22 EFTA00293196 MON US Equity 802 11,917 106.02 113.15 9.20 0.73% 88.58 MOS US Equity 47.97 0.82% MRK US Equity 1,307 11,018 49.85 55.76 15.21 0.78% (92.95) MS US Equity 219 1,649 27.57 31.23 12.08 1.10% (24.99) MSFT US Equity 630 7,177 34.82 37.88 11.75 0.75% (21.50) MUV2 GR Equity 272 6,116 197.70 206.48 6.49 0.68% (61.01) NAB AU Equity (23) 7,534 31.14 31.05 M.35 0.87% (80.73) NCM AU Equity 351 11.11 11.11 0.00 1.98% 0.60 NEE US Equity 4,396 14,649 72.62 94.41 43.56 0.69% 139.87 NEM US Equity 1,901 (7,392) 34.95 25.96 13.63 1.89% (228.52) NESN VX Equity 590 9,821 69.64 73.82 8.28 0.73% (84.16) NG/ IN Equity 1,931 12,114 11.82 13.71 24.23 0.66% 14.97 NKE US Equity 963 5,145 66.10 78.48 20.55 0.91% (51.91) NOK US Equity 4,059 4,498 3.96 7.54 66.72 1.35% (108.35) NOV US Equity (81) 4,672 75.94 74.65 -1.81 0.95% (31.35) NOVN VX Equity 5,133 18,291 63.81 81.71 34.64 0.81% (262.88) NOVOB DC Equity 1,185 9,444 40.35 45.41 10.55 1.19% (137.13) NSC US Equity 1,675 9,590 80.49 94.55 22.84 0.76% (152.02) NVS US Equity 3,950 15,510 65.07 81.64 34.43 0.74% (150.09) OGXP3 BZ Equity 5,052 (5,180) 4.10 0.10 26.53 3.68% (215.96) OR FP Equity (50) 1,301 167.64 161.49 -3.83 0.99% (6.67) ORA FP Equity 460 5,434 12.87 13.96 5.74 1.47% (179.82) ORCL US Equity 978 7,533 33.38 37.72 17.00 0.76% (46.99) OXY US Equity 90 7,355 95.04 96.20 1.79 0.68% 4.17 PBR US Equity 621 (2,814) 13.30 10.36 14.92 1.48% 72.08 PBR/A US Equity 598 (2,795) 13.87 10.90 13.85 1.54% 77.91 PCLN US Equity 1,032 3,043 956.05 1,280.39 26.72 1.27% (93.07) PCP US Equity 2,663 13,710 212.47 253.74 22.07 0.88% (143.39) PEP US Equity (23) 4,644 81.78 81.37 -0.73 0.69% (41.99) PETR3 BZ Equity 418 (2,923) 6.02 5.16 9.76 1.46% 77.35 PETR4 BZ Equity 474 (3,123) 6.44 5.46 10.15 1.50% 84.83 PFE US Equity 4,298 21,828 26.10 31.24 25.91 0.76% (138.41) PG US Equity 102 4,762 77.33 78.98 3.47 0.62% (27.85) PHIA NA Equity 260 2,879 30.43 33.17 8.81 1.02% (73.16) PM US Equity 637 (10,166) 85.47 80.11 7.62 0.82% (85.28) PNC US Equity 781 8,165 75.73 82.97 12.99 0.74% (20.08) POT CN Equity 21 (2,479) 34.20 33.91 1.02 0.83% 18.40 POT US Equity 9 (836) 34.31 33.95 1.25 0.85% 5.26 PRU LN Equity 8,077 10,521 12.76 22.56 65.91 1.16% (300.98) PSA US Equity 567 9,413 158.54 168.08 9.59 0.63% 60.68 PSX US Equity 1,329 6,030 64.65 78.90 20.69 1.07% 29.71 PX US Equity 2,669 16,099 113.30 132.08 29.62 0.56% (6.90) QCOM US Equity 1,553 12,547 66.83 75.10 17.09 0.72% (166.08) QQQ US Equity 5,977 19,920 68.46 89.00 56.20 0.53% (192.38) RAI US Equity 312 6,737 52.22 54.64 3.87 1.20% 69.13 RDS/A US Equity (113) 4,217 73.23 71.31 -3.67 0.73% (24.16) RDS/B US Equity 26 5,192 75.80 76.18 0.67 0.76% (32.61) EFTA00293197 RDSA LN Equity 137 4,065 34.51 35.67 5.56 0.61% (31.97) RDSA NA Equity (108) 4,084 36.60 35.66 4.49 0.59% (24.51) RDSB LN Equity 94 4,580 37.36 38.13 3.09 0.66% (41.52) REGN US Equity 552 6,240 302.78 329.57 5.34 1.66% (45.47) RIO AU Equity • 605 55.66 55.66 0.00 1.19% (10.40) RIO IN Equity (278) 5,748 54.60 52.08 .3.63 1.33% (99.68) RIO US Equity (168) 4,934 53.98 52.20 .2.35 1.45% (6.53) ROG VX Equity 6,355 17,035 212.78 292.17 47.79 0.78% (35.02) RY CN Equity (66) 4,764 65.11 64.22 .2.39 0.58% (55.12) SAB LN Equity (138) 6,565 47.45 46.48 .2.62 0.80% (65.34) SAN FP Equity 259 (6,174) 103.67 99.32 4.66 0.90% 47.00 SAN SM Equity 413 7,256 8.35 8.82 6.13 0.93% (136.26) SAN US Equity 362 5,315 8.28 8.84 6.51 1.05% (81.82) SAP GR Equity (160) 2,096 81.07 75.33 .9.50 0.80% (14.82) SAP US Equity (171) 2,272 81.14 75.45 .8.71 0.87% (9.83) SBUX US Equity (12) 2,139 74.81 74.40 .0.55 1.00% (12.55) SGO FP Equity 2,268 7,836 44.08 56.85 23.68 1.22% (173.10) SI US Equity 429 4,504 114.69 125.61 10.11 0.94% 52.66 SIE GR Equity 470 5,345 114.81 124.92 10.10 0.87% (1.94) SLB US Equity 777 6,528 79.94 89.45 14.39 0.83% (66.72) SMSN LI Equity 572 (7,260) 644.51 593.69 8.10 0.97% 134.23 SO US Equity (57) (1,833) 42.15 43.45 .5.80 0.53% (15.87) SPG US Equity 36 4,487 160.18 161.47 1.20 0.67% (7.15) SREN VX Equity 1,380 10,006 80.46 91.56 16.17 0.85% (158.54) STAN LN Equity 588 (5,283) 22.30 19.82 9.88 1.13% 47.40 STL NO Equity 529 8,306 25.81 27.46 7.18 0.89% 55.72 511 US Equity 43 (2,040) 66.17 64.78 1.95 1.08% 8.55 SU CN Equity (70) 3,661 33.27 32.65 .3.11 0.61% (32.94) SU FP Equity 41 6,518 84.31 84.85 0.65 0.97% (96.88) SU US Equity (68) 3,685 33.28 32.68 .2.95 0.63% (28.43) SWEDA SS Equity 723 6,088 24.78 27.72 13.51 0.88% (148.20) SYNN VX Equity (154) (8,069) 359.52 366.39 .2.17 0.88% 62.16 T US Equity 466 (8,928) 34.20 32.41 8.68 0.60% 7.07 TD CN Equity 141 8,245 45.38 46.16 3.00 0.57% (78.22) TEF SM Equity (90) 2,905 15.68 15.21 .3.68 0.84% (43.71) TEF US Equity (82) 2,725 15.59 15.14 .3.20 0.94% (38.35) TGT US Equity 671 (10,717) 63.57 59.59 6.24 1.00% 131.50 TJX US Equity 3,102 9,492 46.31 61.45 45.06 0.73% 38.90 TLS AU Equity (73) 6,561 4.58 4.53 .1.71 0.65% (75.38) TLSN SS Equity (86) 2,656 7.61 7.37 .4.02 0.81% (34.13) TM US Equity 405 (5,725) 117.09 108.80 7.69 0.92% 85.14 TMO US Equity 9,476 10,218 63.59 122.56 119.34 0.78% (245.73) TOT US Equity 481 5,823 59.06 63.94 10.33 0.80% 28.98 TRP CN Equity (124) (6,953) 43.75 44.53 .2.57 0.70% (10.44) TRV US Equity (55) 4,763 83.57 82.62 .1.93 0.60% (11.40) TSCO LN Equity 832 (7,398) 5.65 5.02 10.42 1.08% (20.22) TWC US Equity 775 5,234 120.22 138.03 17.57 0.84% 13.23 EFTA00293198 TWX US Equity 39 7,395 66.41 66.76 0.66 0.80% (13.01) TXN US Equity 3,383 12,205 34.93 44.61 34.94 0.79% (320.68) TYC US Equity 11,286 24,080 29.17 42.84 69.32 0.68% (72.01) UBS US Equity 265 5,489 19.43 20.37 4.39 1.10% (169.24) UBSN VX Equity 273 5,158 19.51 20.54 5.58 0.95% (130.45) UCG IM Equity 2,875 5,391 5.58 8.56 32.43 1.64% (326.31) ULVR LN Equity 15 (3,892) 39.50 39.35 0.51 0.74% (0.32) UNA NA Equity (61) (6,295) 38.14 38.51 -1.38 0.71% (35.19) UNH US Equity 1,880 10,037 64.08 76.08 23.05 0.81% (189.24) UNP US Equity 1,458 10,766 163.08 185.16 18.29 0.74% (108.14) UPS US Equity 3,081 14,806 79.87 96.49 38.47 0.54% (178.68) USG US Equity 2,866 14,238 34.71 41.70 33.09 0.61% (71.60) UTX US Equity 5,775 15,190 82.05 113.25 51.57 0.74% (88.58) V US Equity 3,811 3,914 111.85 220.74 140.85 0.69% (57.00) VALE US Equity 680 (3,908) 15.08 12.45 12.14 1.43% 62.19 VALE3 BZ Equity 276 (4,586) 13.22 12.42 4.05 1.48% 53.98 VIAB US Equity 4,146 7,376 55.90 87.32 67.82 0.83% (31.32) VIV FP Equity 145 2,668 26.19 27.61 5.68 0.96% (14.45) VMW US Equity 869 4,379 87.66 105.06 16.61 1.19% 10.01 VOD LN Equity 203 (2,303) 4.06 3.70 5.37 1.64% 51.72 VOD US Equity 188 (1,988) 40.77 36.91 5.36 1.77% 32.92 VOW3 GR Equity 166 2,184 228.75 246.15 5.29 1.44% (79.17) VRX CN Equity 795 1,611 92.95 138.84 41.66 1.19% (32.08) VRX US Equity 933 1,880 93.20 139.47 46.18 1.08% (13.35) VTI US Equity 581 5,134 86.91 96.74 22.03 0.51% (17.19) VWO US Equity 415 (7,247) 40.33 38.02 6.28 0.91% (22.57) VZ US Equity 263 (6,121) 48.12 46.05 5.39 0.80% 21.95 WBC AU Equity 85 5,265 29.97 30.45 1.64 0.98% (68.87) WES AU Equity (186) 8,616 38.63 37.81 -2.55 0.85% (174.24) WFC US Equity 2,674 10,533 37.92 47.55 40.85 0.62% (114.65) WLP US Equity 2,669 10,369 74.31 93.44 31.42 0.82% (3.70) WMT US Equity (3) 4,005 74.59 74.53 -0.13 0.67% (42.34) WOW AU Equity (336) (6,932) 31.30 32.82 -6.00 0.81% 82.01 XOM US Equity 385 10,902 90.48 93.67 4.65 0.76% (4.56) XTA LN Equity (36) (2,238) 4/N/A N/A -0.72 2.21% YHOO US Equity 283 1,282 30.64 37.40 19.65 1.12% (3.70) YUM US Equity 146 6,899 73.80 75.36 2.41 0.88% (87.98) ZURN VX Equity 189 6,394 291.95 300.56 4.04 0.73% (71.90) Current Portfolio • Global Macro Portfolio Current Price P/L In Vol 30P Realized Change on Day Security MTM GainfiLoss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) SPX Index 16,488 62,272 1,455.70 1,841.13 48.29 0.55% (222.24) NDX Index 13,137 46,686 2,831.19 3,627.87 43.52 0.65% (387.03) RTY Index 14,391 39,938 868.48 1,181.41 45.76 0.79% 215.75 EFTA00293199 SPTSX Index 76 19,447 12,764.15 12,814.25 0.80 0.49% (94.20) MEXBOL Index 2,254 (26,146) 3,142.70 2,871.77 8.95 0.96% (37.67) IBOV Index 1,938 (22,524) 20,824.47 19,033.08 6.25 1.38% 264.56 MERVAL Index (229) 5,530 757.42 727.28 -2.33 1.78% 74.94 UKX Index 2,192 39,963 10,288.22 10,852.62 7.72 0.71% (181.67) DAX Index 6,835 36,674 10,610.77 12,588.41 18.92 0.99% 11.1321.3 CAC Index 838 20,042 5,625.44 5,860.75 5.12 0.82% (103.44) IBEX Index 7,148 39,644 11,555.30 13,638.68 19.75 0.91% (507.18) SMI Index 5,792 44,078 8,219.62 9,299.74 19.73 0.67% (388.83) FTSEMIB Index 5,642 25,266 23,118.99 28,281.73 22.47 0.99% (273.35) P512O Index 6,487 24,289 8,026.78 10,170.67 21.41 1.25% (57.90) ISEQ Index 23,896 40,099 4,246.25 6,776.76 61.05 0.98% (966.86) ICEXI Index 4,523 36,953 6.62 7.43 22.61 0.54% (39.92) AEX Index 4,153 42,240 484.27 531.88 12.70 0.77% (267.09) BEL20 Index 6,831 44,003 3,610.75 4,171.25 19.31 0.80% (368.12) LUXXX Index 8,936 39,715 1,655.49 2,027.99 29.64 0.76% (295.17) KFX Index 9,819 38,048 100.82 126.84 24.20 1.07% (688.49) HEX Index 7,103 40,933 8,513.92 9,991.32 19.49 0.89% 73.63 OMX Index 1,920 23,118 191.41 207.31 8.81 0.94% (241.11) ATX Index 366 11,241 3,213.33 3,317.87 2.98 1.09% (64.66) ASE Index 7,997 17,693 1,262.66 1,833.33 37.48 1.21% (444.92) OSEBX Index 1,592 22,138 84.29 90.35 9.85 0.73% (154.51) INDEXCF Index 3,912 (26,563) 39.61 33.77 8.81 1.67% =hi&L . 0 TOP40 index (102) 25,595 3,920.60 3,904.98 A.43 0.94% (44.93) SENSEX Index (21) 11,876 356.44 355.82 -0.21 0.82% 38.34 NKY Index 144 11,371 139.54 141.31 1.02 1.24% (331.21) HSI Index (279) 6,230 2,897.65 2,773.38 -5.19 0.86% (59.70) SHCOMP Index 1,828 (33,700) 344.53 325.85 6.06 0.90% KOSPI Index (211) 13,198 1.82 1.79 -2.29 0.70% (110.07) AS51 Index (96) 14,469 4,841.86 4,809.78 0.93 0.72% (228.81) STBCNZL Index 32,687 73,231 #N/A N/A 106.80 0A2% EEM US Equity 354 (6,119) 40.76 38.40 5.84 0.99% (35.59) IYR US Equity 27 4,214 67.67 68.11 1.48 0A4% 1.25 MDY US Equity 5,012 14,269 184.03 248.67 52.96 0.66% 68.47 JNK US Equity (35) 5,353 41.26 40.99 -3.30 0.20% (7.77) XLF US Equity 5,442 13,610 15.57 21.80 57.07 0.70% (121.57) XLU US Equity 486 8,406 38.65 40.89 9.98 0.58% 41.51 XLK US Equity 2,017 12,860 30.80 35.63 28.96 0.54% (91.30) XLI US Equity 5,558 16,147 38.20 51.35 50.49 0.68% (84.21) XLP US Equity 213 7,329 41.38 42.58 5.75 0.51% 3.54 XLY US Equity 8,411 20,539 46.72 65.85 61.36 0.67% (26.35) XLE US Equity 95 6,103 85.06 86.38 2.09 0.74% 5.75 XLB US Equity 3,706 14,930 37.57 46.90 37.68 0.66% XLV US Equity 12,260 24,346 38.87 58.44 73.95 0.68% (199.35) SXXP Index 5,136 43,407 400.51 447.90 15.95 0.74% (191.49) SXAP Index 8,576 28,526 520.28 676.71 25.08 1.20% (76.52) SXKP Index 4,073 47,032 366.14 397.85 9.44 0.92% (520.08) EFTA00293200 SX6P Index 5,668 34,237 352.74 411.13 22.21 0.75% (52.68) SXEP Index 584 29,339 441.65 450.44 3.11 0.64% (13.29) SXIP Index 11,151 28,923 222.31 308.01 45.40 0.85% (391.40) SXNP Index 4,065 28,384 482.69 551.82 16.99 0.84% 40.13 SX3P Index (34) 18,170 662.19 660.94 A.30 0.62% 16.57 SXDP Index 22,621 61,075 609.16 834.78 50.58 0.73% (305.42) SX4P Index 2,385 25,840 917.36 1,002.04 9.36 0.99% M14.83 SX8P Index 2,149 17,778 343.07 384.53 14.57 0.83% (105.82) SXOP Index 9,162 40,520 380.28 466.26 22.20 1.02% (496.86) SXQP Index (436) 23,333 794.47 779.89 •2.46 0.76% (19.47) SXRP Index (252) 17,603 434.72 428.59 -1.87 0.76% (42.15) SXMP Index 10,691 35,766 261.12 339.17 39.29 0.76% (68.76) SXTP Index 22,092 39,247 172.05 268.90 72.09 0.78% (461.08) SX7E Index 5,272 18,886 159.85 204.47 23.23 1.20% (387.21) SXSE Index 5,057 40,148 3,709.25 4,176.45 15.56 0.81% (83.48) SPGSCITR Index - 3,392 4,934.58 4,934.58 0.00 0.54% 24.62 XAG Curncy 1,212 (20,150) 22.78 21.41 5.76 1.04% (229.23) CO1 Comdty 74 (24,622) 108.90 108.57 0.47 0.65% (271.37) CL1 Comdty (87) 29,347 99.18 98.89 0.35 0.84% 205.59 NG1 Comdty 2,897 16,608 3.77 4.43 4.59 3.80% 186.91 XAU Comdty 410 17,978 103.83 106.20 3.45 0.66% 157.16 IBOXHY Index 2,651 53,418 220.12 231.05 48.71 0.10% (95.79) US_TSY CREDIT (61) (12,058) 757.82 761.67 4.11 0.12% (2.21) CA_TSY CREDIT 6,243 (97,153) 1,269.35 1,187.78 17.65 0.36% 239.70 MX_TSY CREDIT (92) (8,248) 209.03 211.35 -3.02 0.37% (23.22) AU TSY CREDIT 265 (79,133) 1,457.62 1,452.73 0.88 0.38% (327.08) JP_TSY CREDIT 366 (59,678) 822.10 817.06 1.86 0.33% (457.62) MY_TSY CREDIT 699 (92,252) 167.43 166.16 2.52 0.30% 128.49 SG_TSY CREDIT 372 (95,749) 219.11 218.26 2.14 0.18% (327.00) AT_TSY CREDIT 3,997 71,796 356.17 376.00 18.60 0.30% (14.11) BE_TSY CREDIT 5,010 72,869 475.13 507.79 24.04 0.29% 64.47 FI_TSY CREDIT 3,912 74,240 347.46 365.77 17.94 0.29% (38.44) FR_TSY CREDIT 4,299 70,792 1,670.61 1,772.06 20.48 0.30% 45.37 DE_TSY CREDIT 3,455 74,397 1,240.95 1,298.58 15.62 0.30% (17.38) lE_TSY CREDIT 31,672 78,270 336.92 473.26 145.32 0.28% (127.62) IT_TSY CREDIT 8,375 54,111 1,612.72 1,862.34 43.08 0.36% (5.37) NL_TSY CREDIT 3,863 72,937 1,322.90 1,392.96 18.02 0.29% (7.72) ES_TSY CREDIT 10,737 50,187 392.28 476.21 58.59 0.37% 35.84 DK_TSY CREDIT 3,604 67,396 729.23 768.22 17.08 0.31% (31.41) NO_TSY CREDIT 214 27,148 341.47 344.16 1.99 0.39% 21.48 PL_TSY CREDIT 921 22,143 420.32 437.79 9.39 0.44% (21.58) 2A_TSY CREDIT 980 (33,149) 83.13 80.67 3.60 0.82% (255.75) SE_TSY CREDIT 371 70,512 470.77 473.25 1.83 0.29% (189.71) CH_TSY CREDIT 4,407 64,323 1,003.87 1,072.64 21.84 0.31% 100.75 GELTSY CREDIT 1,069 56,841 1,489.15 1,517.15 5.71 0.33% (14.50) EFTA00293201