EFTA00293202.pdf

Atorus, LLC 3/17/2014 Current Date: 3/17/2014 Change on Day: 2.27% Total Return since 1/1/12: 82.49% MSCI World Change on 712M Return: 41.38% Day 0.78% T9O Day Return: 11.96% No of Positions T3O Day Return: 2.06% (+MTM) on Day 328 Current Long Exposure @ Cost: 4,694,401 No of Positions (-MTM) Current Short Exposure @ Cost: (1,067,189) on Day 109 Net Exposure: 3,627,212 Current No. of Starting Capital: 1,000,000 Positions: 442 Current NAV: 1,824,933 Current Leverage (Gross Exposures): 3.16 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 (•) 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: 1.221 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 - NAV 2,006,000.00 1,806,000.00 1,600,000.00 1400,000.00 1,200,000.00 .i terlANA,A". 1.000.000.00 600,000.00 600400.00 0 O4), , , , 4s A\ 4s • 0 0 cs, A. A. 4 4 O•y'1i • c9. A\ 4s iSt 4. ote oP 4. EFTA00293202 Atorus, LLC 3/17/2014 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 26 Positions US_TSY CREDIT (16,078) 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) SXDP Index 61,075 SPX Index 62,272 AU TSY CREDIT (63,306) CH_TSY CREDIT 65,265 DK_TSY CREDIT 67,396 AT_TSY CREDIT 71,796 FR_TSY CREDIT 71,876 STBCNZL Index 73,231 BE_TSY CREDIT 73,658 NL_TSY CREDIT 74,071 FI_TSY CREDIT 74,240 DE_TSY CREDIT 74,397 SE_TSY CREDIT 77,434 lE_TSY CREDIT 78,270 MY_TSY CREDIT (92,252) SG_TSY CREDIT (95,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure Listed Equity Long 1.080% Listed Equity Short -0.080% EquityCom Long 1.310% EquityCom Short -0.059% G20 Rates Long 0.033% G20 Rates Short -0.008% %of Total Notional Security MTM Gain % Total NAV 26.69%1 50 Positions 30.23% 0.28% XLI US Equity 5,824 0.32% 0.35% UTX US Equity 5,986 0.33% 0.39% SMI Index 6,057 0.33% 0.43% CA_TSY CREDIT 6,123 0.34% 0.45% MCI US Equity 6,144 0.34% 0.46% SX6P Index 6,266 0.35% 0.58% DAI GR Equity 6,291 0.35% 0.59% HON US Equity 6,293 0.35% 1.04% EDF FP Equity 6,326 0.35% 1.06% ROG VX Equity 6,373 0.35% 1.08% FTSEM18 Index 6,477 0.36% 1.10% GS US Equity 6,944 0.38% 1.13% CMCSK US Equity 6,967 0.38% 1.17% ACA FP Equity 7,027 0.39% 1.25% PS120 Index 7,104 0.39% 1.25% BMY US Equity 7,244 0.40% 1.27% DAX Index 7,513 0.41% 1.28% BEL20 Index 7,567 0.42% 1.29% MDT US Equity 7,744 0.43% 1.29% AMGN US Equity 7,759 0.43% 1.29% MMM US Equity 7,768 0.43% 1.35% HEX Index 7,877 0.43% 1.36% ME Index 7,997 0.44% 1.60% SEX Index 8,010 0.44% 1.66% PRO LN Equity 8,079 0.45% 1.69% IT_TSY CREDIT 8,508 0.47% BAYN GR Equity 8,566 0.47% XLY US Equity 8,605 0.47% SXAP Index 9,255 0.51% CELG US Equity 9,312 0.51% LUXM Index 9,491 0.52% TMO US Equity 9,583 0.53% SXOP Index 9,947 0.55% MC US Equity 10,206 0.56% KFX Index 10,264 0.57% ES_TSY CREDIT 10,817 0.60% SXMP Index 11,408 0.63% MA US Equity 11,493 0.63% TYC US Equity 11,766 0.65% SXIP Index 11,802 0.65% EFTA00293203 XLV US Equity 12,617 0.70% NDX Index 13,708 0.76% RTY Index 14,704 0.81% SPX Index 17,245 0.95% SXTP Index 22,901 1.26% SXDP Index 23,431 1.29% ISEQ Index 24,897 1.37% GILD US Equity 29,885 1.65% lE_TSY CREDIT 31,783 1.75% STBCNZL Index 32,687 1.80% APAC Lon 26 APAC Short 25 EMEA Long 71 EMEA Short 16 AMER Long 163 AMER Short 47 E•ul om Lon 63 EquityCom Short 8 G20 Rates Lon 15 G20 Rates Short 8 Total Long 338 Total Short 104 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- 5(500,000) $(1,000,000) i • 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 EFTA00293204 Atorus, LLC 3/17/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) APAC — EMEA AMER — EquityCom —G20 Rates Heat/mute RHS 2,000,000 100,000 1000,000 5,030000 4,000000 - 3,000.000 - 2,030,000 500,000 1,0130,000 - 0 - (2,010.0031 e ,Q, „gm fili . . . . e ds, e e 0 e qp 4, e Qp. 0 Qp. tc, Qp. 41, Qt oc, q:v % % % % % % % % % tse iis.•(1000.0031 cp 41. % % (1.030.000) (3,0100001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) APAC - EMEA — AMER - EquityCorn G20 Rates Off~ Off~ e •;• " oP S' 61' c9' cl> e• Nb, 6 61' oC• s gc, •‘,, 0, '4 c5 N. 4 % stC,• c Nt. EFTA00293205 Atorus, LIC 3/17/2014 Current Gross Notional Risk by Category 241,450 1,401,6 fr 3'34° • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility - Ator EFTA00293206 Atorus, LLC 3/17/2010 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99Ø & ex-1st percentiles) Øm 50.00 40.00 30.m 20.00 10.CO om . , . n 9/ 9 /4)9 .9"4:9r1s9V‘,..z,9..4.,. 9 14,, ,,t. (39...4 )9/ 4 9 / 6 / ,‘, 49/ Percentile 0.00% No. Vol Days -5.70 5.00% -3.01 10.00% -1.76 15.00% -0.50 20.00% 0.13 25.00% 1.18 30.00% 2.52 35.00% 4.00 40.00% 5.28 45.00% 6.20 50.00% 8.45 55.00% 10.63 60.00% 13.75 65.00% 16.94 70.00% 20.28 75.00% 23.09 80.00% 29.20 85.00% 34.62 90.00% 45.68 95.00% 60.11 100.00% 181.47 MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) 1.73% MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 50.56% EFTA00293207 Atorus, LLC Current Portfolio -listed Equity Portfolio Current Price P/1 in Vol 30P Realized Change on Day Security MTNIGainnLoss) Exp. # Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (87) (5,144) 51.62 52.50 -1.83 0.93% (165.79) 005380 KS Equity 4 1,799 217.13 217.60 0.18 1.17% 45.47 005490 KS Equity 184 (3,782) 273.49 260.18 5.65 0.86% (13.95) 005930 KS Equity 519 (6,558) 1,285.62 1,183.82 8.56 0.92% 54.25 012330 KS Equity 803 5,282 244.69 281.87 15.34 0.99% 138.51 1 HK Equity 59 8,073 15.56 15.67 0.79 0.93% 11.80 1299 HK Equity (30) 682 4.81 4.61 -5.35 0.83% 0.17 13 HK Equity 2,584 12,243 11.40 13.81 21.57 0.98% (5.47) 16 HK Equity 696 (9,935) 12.66 11.77 9.34 0.75% 26.84 27 HK Equity (3) 123 9.68 9.48 -1.07 1.91% 4.96 2914 JP Equity 410 (4,719) 32.47 29.65 7.49 1.16% 22.53 3382 JP Equity (99) 2,729 37.65 36.33 -2.83 1.29% (27.31) 4063 JP Equity 303 (4,536) 56.40 52.63 5.49 1.22% 104.78 4502 JP Equity (8) 2,417 46.86 46.70 -0.49 0.72% (24.30) 0689 JP Equity (83) 1,224 6.04 5.66 .4.54 1.50% (29.49) 5 HK Equity 5 (1,942) 9.99 9.96 0.36 0.75% 10.34 5108 JP Equity (152) 3,498 36.29 34.78 -3.30 1.32% (55.56) 5401.1P Equity 370 (4,569) 2.93 2.69 5.77 1.40% 61.03 6301.1P Equity 72 (3,515) 20.64 20.22 1.45 1.41% 131.20 67521P Equity 1,241 4,145 9.01 11.71 12.69 2.36% (122.78) 69021P Equity 1,714 9,730 41.48 48.78 14.04 1.25% (284.75) 6954 JP Equity 117 6,393 157.65 160.54 1.24 1.48% (102.51) 7201.1P Equity 210 (3,743) 8.85 8.35 5.34 1.05% 20.20 7203 JP Equity 151 (3,073) 57.44 54.62 4.23 1.16% 26.26 7267 JP Equity 149 (4,885) 36.43 35.32 2.55 1.20% 83.92 762 HK Equity 741 (5,162) 1.38 1.18 13.22 1.09% 5.48 7751 JP Equity 406 (6,865) 31.44 29.58 5.42 1.09% 70.47 8031.1P Equity 0 (509) 14.14 14.14 0.00 1.30% 6.84 8058 JP Equity (92) 1,802 19.23 18.29 4.58 1.12% (20.18) 81061P Equity 193 (2,979) 5.88 5.50 5.10 1.27% 36.87 83161P Equity 191 (2,505) 45.91 42.42 5.64 1.35% 30.07 84111P Equity 2 (1,852) 1.99 1.99 0.11 0.97% 3.45 8604 JP Equity 133 (2,467) 6.76 6.40 4.02 1.35% 50.35 8801.1P Equity (21) 365 31.33 29.65 -3.52 1.60% (2.96) 8802 JP Equity 274 (5,009) 24.84 23.48 3.64 1.50% 62.80 9020 JP Equity 266 (3,967) 77.53 72.33 5.95 1.13% 105.34 941 HK Equity 1,532 (11,506) 10.23 8.87 21.13 0.63% 120.73 94321P Equity 266 6,077 53.19 55.52 3.04 1.44% (261.73) 94331P Equity 2,844 9,476 42.13 54.78 19.24 1.56% (238.28) 94371P Equity 76 (5,749) 15.71 15.50 1.30 1.02% 100.07 99831P Equity (154) 3,177 368.21 351.20 -3.35 1.44% (12.53) 3/17/2014 EFTA00293208 9984 JP Equity 1,482 1,678 42.69 80.40 48.42 1.82% 139.98 AAPL US Equity 149 7,877 518.25 528.03 2.48 0.76% 36.64 ABS US Equity 497 8,326 23.59 25.00 6.68 0.89% 118.22 ABBN VX Equity 394 6,962 23.63 24.97 6.34 0.89% 72.21 ABBV US Equity 251 5,335 49.49 51.82 5.03 0.94% 72.34 ABEV US Equity 248 (7,232) 7.25 7.00 2.55 1.34% (51.85) ABEV3 BZ Equity 66 (6,923) 7.11 7.05 0.77 1.25% (92.26) ABI BB Equity (116) 6,721 102.00 100.27 -2.07 0.83% (0.80) ABT US Equity 56 4,097 38.87 39.40 2.13 0.65% 23.06 ABX CN Equity (24) (565) 19.79 20.62 -2.98 1.41% 5.48 ABX US Equity (22) (541) 19.80 20.61 -2.78 1.47% 6.52 ACA FP Equity 7,027 5,408 6.83 15.71 101.93 1.27% 252.87 ACE US Equity 212 6,435 95.44 98.57 6.16 0.53% 62.20 ACN US Equity 685 10,703 77.97 82.96 9.70 0.66% 164.26 ADP US Equity 98 1,193 72.36 78.30 12.65 0.65% 13.89 AFL US Equity 19 7,973 63.79 63.94 0.45 0.53% (30.62) AGN US Equity 1,715 9,557 110.31 130.11 20.75 0.86% 148.93 Al FP Equity (106) 7,310 134.88 132.95 -1.94 0.75% 35.14 AIG US Equity 26 4,012 48.66 48.98 0.71 0.92% 30.20 AIR FP Equity 2,702 4,177 42.47 69.95 60.93 1.06% 91.83 ALV GR Equity 2,686 7,550 125.64 170.35 39.18 0.91% 167.51 ALVG IX Equity 2,013 5,742 126.13 170.36 39.57 0.89% 120.65 AMGN US Equity 7,759 22,886 92.78 124.24 32.76 1.03% 249.38 AMT US Equity 742 10,655 76.29 81.60 9.81 0.71% 147.33 AMZN US Equity 4,365 14,103 287.66 376.69 27.40 1.13% 89.66 ANZ AU Equity 78 4,457 28.64 29.14 1.99 0.88% 57.72 APA US Equity 283 (6,870) 82.74 79.33 4.21 0.98% (26.41) APC US Equity (65) (6,360) 81.31 82.14 -1.25 0.81% (19.71) AXP US Equity 2,843 10,373 71.56 91.18 32.32 0.85% 111.44 AZN LN Equity 4,079 12,676 49.80 65.83 31.86 1.01% 178.13 AZN SS Equity 3,601 11,669 50.40 65.95 29.88 1.03% 236.82 AZN US Equity 3,989 12,432 49.96 65.99 33.20 0.97% 187.98 BA US Equity (19) (1,945) 124.03 125.28 -0.99 1.01% (30.43) BAC US Equity 10,206 10,884 8.82 17.10 102.92 0.91% 217.74 BARC LN Equity 0 (971) 3.86 3.86 0.03 1.27% 1.01 BAS GR Equity 798 7,333 97.30 107.89 10.20 1.07% 147.94 BATS LN Equity 36 5,318 52.90 53.25 0.74 0.91% (15.90) BAX US Equity 25 (8,047) 66.82 66.62 0.51 0.59% 5.36 BAYN GR Equity 8,566 11,757 76.64 132.47 70.91 1.03% 257.71 BBAS3 BZ Equity (26) (1,954) 7.93 8.03 -0.75 1.74% (4.76) BBD US Equity 805 (6,743) 12.96 11.41 8.54 1.40% (131.62) BBDC4 BZ Equity 571 (7,252) 12.42 11.44 5.67 1.39% (174.44) BBL US Equity (27) (3,114) 59.76 60.27 -0.77 1.11% (48.56) BBVA SM Equity 1,192 5,790 10.12 12.20 18.94 1.09% 73.44 BCE CN Equity 105 (6,644) 43.17 42.49 2.61 0.60% (24.23) BCS US Equity (3) (1,097) 15.49 15.53 -0.20 1.33% (5.79) BEN US Equity (5) 1,478 52.08 51.90 -0.34 1.02% 14.75 EFTA00293209 BG/ LN Equity (99) (3,730) 17.47 17.93 -3.48 0.76% (27.45) BHP AU Equity (381) 6,689 34.22 32.37 -4.91 1.16% 14.63 BHP US Equity (260) 6,839 67.67 65.19 -3.90 0.98% 84.81 BBB US Equity 428 1,066 245.93 344.66 29.20 1.37% 40.71 BIL SJ Equity 15 (2,643) 30.29 30.11 0.45 1.26% (25.46) BK US Equity 247 6,515 32.16 33.38 4.77 0.80% 67.72 BLK US Equity 107 1,171 274.17 299.15 9.77 0.93% 6.63 BLT LN Equity (21) (3,166) 29.93 30.12 0.58 1.14% (51.42) BMO CN Equity 12 8,370 65.44 65.53 0.22 0.62% 87.29 BMW GR Equity 630 5,076 98.63 110.88 11.80 1.05% 67.12 BMY US Equity 7,244 13,669 35.71 54.63 45.19 1.17% 232.18 BN FP Equity 82 (3,684) 70.54 68.96 3.07 0.73% (6.60) BNP FP Equity 1,467 5,498 61.78 78.26 22.58 1.18% 111.31 BNS CN Equity 63 5,030 57.60 58.33 1.94 0.65% 31.34 BP/ LN Equity 223 9,797 7.76 7.94 3.66 0.62% (16.76) BRK/B US Equity 433 10,526 118.47 123.35 5.72 0.72% 40.84 BSBR US Equity 1,906 (8,171) 6.18 4.74 16.05 1.45% (77.32) BUD US Equity (103) 6,846 102.03 100.52 -1.79 0.84% 27.66 BX US Equity 308 2,976 30.31 33.45 9.89 1.05% 52.02 C US Equity - - 47.60 1.03% CA FP Equity 407 2,976 32.90 37.40 12.82 1.07% 30.90 CAT US Equity 1,020 11,428 88.00 95.86 12.95 0.69% 45.68 CBA AU Equity 22 8,462 67.92 68.10 0.33 0.79% 17.48 CBS US Equity 426 1,267 49.35 65.96 30.34 1.11% 7.42 CCL US Equity 558 7,821 36.20 38.79 7.50 0.95% 68.83 CELG US Equity 9,312 12,089 85.54 151.42 64.98 1.19% 194.36 CFR VX Equity (131) 2,384 99.15 93.99 -5.45 1.01% 12.48 CL US Equity 1,708 18,685 58.99 64.38 17.18 0.53% 210.93 CM CN Equity 374 8,334 82.53 86.24 6.90 0.65% 87.87 CMCSA US Equity 4,370 17,408 40.65 50.85 29.45 0.85% 127.34 CMCSK US Equity 6,967 18,900 36.26 49.63 42.35 0.87% 96.05 CNI US Equity 1,304 12,873 51.38 56.58 17.56 0.58% 122.24 CNQ CN Equity 6 7,768 35.76 35.79 0.07 0.97% 21.39 CNR CN Equity 1,272 12,425 51.30 56.55 16.55 0.62% 137.08 COF US Equity 532 6,077 67.68 73.60 9.22 0.95% 99.57 COP US Equity (56) (7,980) 66.64 67.11 -1.23 0.58% (72.01) COST US Equity (130) 7,901 115.69 113.82 -2.45 0.67% (6.39) COV LN Equity 183 2,442 #N/A N/A 22.97 0.33% COV US Equity 732 6,934 63.95 70.71 16.70 0.63% 24.21 CRM US Equity 57 2,054 56.89 58.46 1.95 1.41% 4.31 CS FP Equity 1,587 5,387 19.39 25.10 28.32 1.04% 101.44 CSCO US Equity 63 (4,977) 21.79 21.52 1.58 0.80% (29.33) CSX US Equity 1,264 8,914 25.07 28.63 18.06 0.79% 76.15 CVE CN Equity 774 (10,449) 28.70 26.57 9.36 0.79% (118.01) CVS US Equity 1,858 10,885 63.22 74.02 24.94 0.68% 165.39 CVX US Equity (191) (8,207) 112.39 115.01 -3.91 0.60% (59.70) D US Equity 2,107 12,240 60.05 70.39 22.99 0.75% 121.61 EFTA00293210 DAI GR Equity 6,291 13,908 62.20 90.34 33.17 1.36% 367.99 DBK GR Equity 43.73 1.15% DD US Equity 2,703 12,432 54.56 66.43 31.01 0.70% 102.65 DDAIF US Equity 3,685 8,377 63.20 91.01 31.21 1.41% 266.54 DE US Equity 192 8,122 85.65 87.68 3.42 0.69% 11.21 DELL US Equity (3) 8,073 #WA N/A -0.57 0.07% DG FP Equity 4,317 9,889 51.34 73.74 41.03 1.06% 175.52 DGE LN Equity (37) 714 31.37 29.81 -2.26 2.30% (8.61) DHR US Equity 3,909 14,097 58.57 74.81 44.00 0.63% 150.88 DIS US Equity 1,854 9,908 68.36 81.16 17.67 1.06% 165.66 DISCA US Equity (2) 5,840 83.18 83.15 .0.04 1.03% (12.05) DNB NO Equity 1,146 9,735 15.77 17.63 13.97 0.84% 67.02 DOW US Equity 2,364 6,911 36.51 49.00 45.25 0.76% 52.15 DPW GR Equity 146 547 28.24 35.79 22.00 1.22% 29.27 DTE GR Equity 3,939 13,640 12.22 15.75 25.17 1.15% 237.04 DTV US Equity 2,599 10,622 61.97 77.13 33.81 0.72% (46.32) DUK US Equity (183) (8,822) 69.60 71.04 .4.81 0.43% (30.45) DVN US Equity 70 8,507 62.34 62.85 1.12 0.73% 28.37 EBAY US Equity 380 6,678 54.29 57.38 6.57 0.87% 77.76 Ea US Equity 430 9,210 105.22 110.14 7.05 0.66% 71.30 EDF FP Equity 6,326 9,189 23.45 39.59 67.94 1.01% 186.50 EMC US Equity 960 9,291 24.95 27.53 13.59 0.76% 178.33 EMR US Equity • 63.65 0.68% ENB CN Equity 42 4,925 44.20 44.58 1.31 0.66% 53.07 ENEL IM Equity 2,188 7,503 4.32 5.58 23.11 1.26% 285.66 ENI IM Equity 93 7,309 23.75 24.05 1.77 0.72% 72.37 EOAN GR Equity (7) 2,996 18.77 18.72 -0.24 0.93% 17.99 EOG US Equity 1,664 5,573 143.99 186.99 33.67 0.89% 69.78 EPD US Equity 996 11,049 62.67 68.32 16.69 0.54% 133.03 ERICB SS Equity 296 6,004 12.27 12.87 5.08 0.97% 125.59 ESRX US Equity 1,506 9,815 66.69 76.92 20.30 0.76% (73.72) ETN US Equity 7 5,260 72.48 72.58 0.12 1.13% 64.25 F US Equity (109) (3,621) 14.82 15.26 -3.70 0.81% (26.97) F8 US Equity 1,426 2,630 44.06 67.94 45.09 1.20% (7.19) FCX US Equity (10) (625) 30.98 31.48 -1.32 1.24% (10.10) FDX US Equity 748 5,338 120.94 137.88 20.39 0.69% 43.44 FOX US Equity (84) 5,624 32.29 31.81 .1.72 0.87% 28.65 FOXA US Equity (121) 5,673 33.13 32.44 .2.26 0.94% 28.39 FP FP Equity 687 11,013 60.83 64.62 8.40 0.74% 142.48 G IM Equity 228 4,486 21.32 22.40 5.63 0.90% 44.22 GE US Equity 1,842 13,140 22.32 25.45 16.01 0.88% 145.00 GILD US Equity 29,885 13,861 24.02 75.83 181.47 1.19% 104.50 GIS US Equity 323 13,333 49.12 50.31 3.92 0.62% 106.62 GLE FP Equity 780 3,248 49.51 61.40 16.54 1.45% 21.18 GLEN LN Equity 149 (3,491) 5.31 5.08 2.80 1.53% (83.85) GLW US Equity 2,043 11,376 16.17 19.08 21.06 0.85% 105.27 GM US Equity • • 34.34 1.27% - EFTA00293211 GOOG US Equity 4,817 12,428 857.75 1,190.20 63.15 0.61% 159.79 GS US Equity 6,944 13,671 110.98 167.34 59.59 0.85% 187.40 GSK LN Equity 214 5,707 26.22 27.20 5.21 0.72% 7.67 GSZ FP Equity 695 8,189 24.60 26.69 7.36 1.15% 177.88 HAL US Equity 937 5,408 48.07 56.40 16.46 1.05% 138.91 HD US Equity 2,578 13,333 66.67 79.56 25.29 0.76% 26.46 HMB SS Equity 562 6,110 40.79 44.54 10.04 0.92% 91.39 HON US Equity 6,293 11,930 61.10 93.33 84.19 0.63% 178.96 HPQ US Equity 1,177 7,287 25.38 29.47 17.75 0.91% 105.69 HSBA LN Equity 3 (1,685) 9.96 9.94 0.19 0.86% 5.50 IBE SM Equity 1,670 7,382 5.54 6.79 35.21 0.64% 118.15 IBM US Equity (19) (5,036) 184.74 185.45 0.66 0.59% (64.66) IMT LN Equity 1,310 10,924 35.95 40.25 13.75 0.87% 11.01 INTC US Equity 370 9,784 23.81 24.71 5.90 0.64% 78.31 ISP IM Equity 3,174 5,699 1.93 3.00 45.60 1.22% (52.26) ITUB US Equity 500 (5,909) 13.81 12.64 5.29 1.60% (116.21) ITUB4 BZ Equity 94 (6,366) 12.90 12.70 1.04 1.42% (127.14) ITW US Equity 2,877 14,011 67.84 81.76 30.03 0.68% 193.98 ITX SM Equity 134 (4,597) 147.96 143.63 2.93 1.00% (68.06) JCI US Equity 2,145 5,930 34.13 46.47 34.42 1.05% 118.79 JNJ US Equity 4,467 12,630 69.31 93.83 57.69 0.61% 158.17 JPM US Equity 838 8,516 52.29 57.43 11.56 0.85% 79.18 KMB US Equity 313 7,934 106.69 110.89 5.61 0.70% 108.13 KMI US Equity 705 (8,228) 34.44 31.49 10.42 0.82% 28.53 KO US Equity 106 (6,962) 38.83 38.24 2.73 0.56% (11.27) LBTYA US Equity 28 2,272 84.93 85.99 1.32 0.94% (17.99) LBTYK US Equity 132 1,975 78.04 83.23 8.15 0.82% (7.20) LIN GR Equity (131) 8,087 197.98 194.82 -2.06 0.79% (157.29) LLOY LN Equity 3,367 7,073 0.89 1.32 49.29 0.97% 124.06 LLY US Equity 3 2,868 58.84 58.91 0.13 0.82% 5.96 LMT US Equity 682 2,016 122.48 163.89 39.66 0.85% 11.40 LNKD US Equity (9) 168 202.79 192.91 -3.02 1.69% (3.25) LOW US Equity 186 7,829 48.41 49.56 2.51 0.94% 49.08 LVS US Equity 2,459 6,808 61.33 83.48 28.70 1.26% 184.30 LYB US Equity 1,211 2,297 59.29 90.56 58.75 0.90% 49.59 MA US Equity 11,493 17,711 47.01 77.51 76.19 0.85% 333.68 MAERSKB DC Equity 5,553 14,148 8,212.58 11,436.04 31.42 1.25% 115.99 MC FP Equity (108) 3,466 183.26 177.73 4.17 0.75% 34.50 MCD US Equity (167) (5,579) 94.88 97.72 -5.70 0.52% (11.44) MCK US Equity 228 1,995 163.39 182.06 14.00 0.82% 8.98 MDIZ US Equity 2,652 13,641 28.68 34.26 30.27 0.64% (101.85) MDT US Equity 7,744 20,811 43.22 59.31 47.01 0.79% 85.33 MET US Equity 1,304 7,556 44.37 52.02 17.41 0.99% 47.60 MFC CN Equity 4,195 8,003 12.38 18.86 55.89 0.94% 90.29 MHS US Equity 1,862 13,445 itisl/A N/A 12.27 1.13% MMM US Equity 7,768 21,331 96.89 132.18 57.23 0.64% 416.56 MO US Equity 52 6,937 36.13 36.40 1.16 0.65% 11.94 EFTA00293212 MON US Equity 903 11,917 106.02 114.05 10.22 0.74% 101.48 MOS US Equity 48.10 0.82% MRK US Equity 1,418 11,018 49.85 56.26 16.14 0.80% 111.40 MS US Equity 234 1,649 27.57 31.48 13.22 1.07% 15.20 MSFT US Equity 685 7,177 34.82 38.14 13.72 0.70% 55.69 MUV2 GR Equity 303 6,116 197.70 207.48 7.23 0.68% 31.25 NAB AU Equity (4) 7,534 31.14 31.12 0.06 0.87% 18.82 NCM AU Equity 11.19 1.98% NEE US Equity 4,476 14,649 72.62 94.81 45.76 0.67% 80.44 NEM US Equity 1,899 (7,392) 34.95 25.97 15.92 1.61% (3.29) NESN VX Equity 576 9,821 69.64 73.72 8.49 0.69% (13.68) NG/ IN Equity 1,943 12,114 11.82 13.72 24.66 0.65% 12.41 NKE US Equity 995 5,145 66.10 78.89 21.77 0.89% 32.68 NOK US Equity 4,164 4,498 3.96 7.63 69.14 1.34% 105.79 NOV US Equity (106) 3,738 75.90 73.80 -3.05 0.93% (41.27) NOVN VX Equity 5,223 18,291 63.81 82.02 35.98 0.79% 90.04 NOVOB DC Equity 1,280 9,444 40.35 45.82 11.87 1.14% 95.95 NSC US Equity 1,820 9,590 80.49 95.77 23.76 0.80% 147.31 NVS US Equity 4,082 15,510 65.07 82.20 36.09 0.73% 133.55 OGXP3 BZ Equity 5,052 (5,180) 4.18 0.10 27.30 3.57% (191.36) OR FP Equity - 162.81 0.99% ORA FP Equity 516 5,434 12.87 14.09 6.44 1.48% 56.79 ORCL US Equity 1,093 7,533 33.38 38.23 18.85 0.77% 116.85 OXY US Equity 132 7,355 95.04 96.74 2.59 0.69% 41.99 PBR US Equity 631 (2,814) 13.30 10.32 15.11 1.49% 15.53 PBR/A US Equity 620 (2,795) 13.87 10.79 14.39 1.54% 35.55 PCLN US Equity 1,072 3,043 956.05 1,292.83 27.54 1.28% 39.97 PCP US Equity 2,715 13,710 212.47 254.55 22.81 0.87% 51.96 PEP US Equity 1 4,644 81.78 81.80 0.05 0.68% 25.03 PETR3 BZ Equity 418 (2,923) 6.01 5.16 9.82 1.46% 5.50 PETR4 BZ Equity 474 (3,123) 6.38 5.41 10.07 1.51% 34.38 PFE US Equity 4,422 21,828 26.10 31.39 26.74 0.76% 124.18 PG US Equity 146 4,762 77.33 79.71 4.96 0.62% 44.95 PHIA NA Equity - • 33.75 1.02% • PM US Equity 612 (10,166) 85.47 80.32 7.70 0.78% (28.76) PNC US Equity 886 8,425 75.96 83.95 14.44 0.73% 109.71 POT CN Equity (6) (1,983) 34.20 34.30 -0.36 0.81% (22.58) POT US Equity 1 (669) 34.31 34.29 0.09 0.84% (6.66) PRU LN Equity 8,079 10,521 12.76 22.56 69.17 1.11% 1.81 PSA US Equity 591 9,413 158.54 168.50 10.15 0.62% 24.72 PSX US Equity 1,373 6,030 64.65 79.37 21.43 1.06% 44.85 PX US Equity 2,735 16,099 113.30 132.54 31.42 0.54% 65.65 QCOM US Equity 1,893 12,547 66.83 76.91 19.79 0.76% 348.68 QQQ US Equity 6,144 19,920 68.46 89.57 56.67 0.54% 167.83 RAI US Equity 211 6,737 52.22 53.86 2.53 1.24% (99.81) RDS/A US Equity (80) 4,217 73.25 71.89 •2.85 0.66% 33.87 RDS/B US Equity 44 5,192 75.80 76.44 1.26 0.67% 17.62 EFTA00293213 RDSA LN Equity 168 4,065 34.51 35.94 7.08 0.58% 31.23 RDSA NA Equity (75) 4,084 36.62 35.96 -3.14 0.58% 33.98 RDSB LN Equity 107 4,580 37.36 38.24 3.79 0.62% 13.30 REGN US Equity 580 6,240 302.78 330.90 5.58 1.66% 27.61 RIO AU Equity (1) (1,052) 55.76 55.83 -0.11 1.20% (3.15) RIO LN Equity (184) 5,748 54.67 52.98 -2.32 1.38% 95.80 RIO US Equity (91) 4,934 54.02 53.05 -1.24 1.48% 78.44 ROG VX Equity 6,373 17,035 212.78 292.39 49.98 0.75% 17.95 RY CN Equity (41) 4,764 65.12 64.57 -1.46 0.59% 25.48 SAS LN Equity (102) 6,565 47.46 46.74 -1.94 0.80% 36.06 SAN FP Equity 193 (6,174) 103.67 100.43 3.36 0.93% (71.12) SAN SM Equity 519 7,256 8.35 8.94 7.65 0.93% 107.24 SAN US Equity 455 5,315 8.28 8.99 8.05 1.06% 94.83 SAP GR Equity (109) 2,695 80.43 77.29 -4.59 0.88% 67.29 SAP US Equity (123) 2,918 80.44 77.20 -4.72 0.89% 64.93 SBUX US Equity (11) 2,835 74.72 74.44 -0.38 0.99% 1.64 SGO FP Equity 2,440 7,836 44.08 57.81 24.51 1.27% 174.25 SI US Equity 611 4,504 114.69 130.24 13.36 1.01% 188.44 SIE GR Equity 711 5,345 114.81 130.09 13.49 0.99% 251.01 SLB US Equity 785 6,528 79.94 89.56 15.13 0.79% 8.41 SMSN LI Equity 537 (7,260) 644.51 596.83 7.52 0.98% (41.25) SO US Equity - 43.52 0.53% SPG US Equity 70 4,487 160.18 162.67 2.41 0.65% 33.95 SREN VX Equity 1,453 10,006 80.46 92.14 16.87 0.86% 73.21 STAN LN Equity 578 (5,283) 22.30 19.86 10.18 1.07% (12.19) STL NO Equity 645 8,306 25.81 27.82 8.55 0.91% 117.55 STT US Equity 13 (2,827) 65.84 65.55 0.42 1.07% (33.76) SU CN Equity (31) 1,830 33.27 32.73 -2.72 0.61% 4.34 SU FP Equity 252 6,518 84.31 87.57 3.61 1.07% 217.05 SU US Equity (51) 2,948 33.28 32.72 -2.74 0.63% 3.80 SWEDA SS Equity 892 6,088 24.78 28.41 15.51 0.95% 172.95 SYNN VX Equity (189) (8,069) 359.52 367.94 -2.65 0.88% (33.27) T US Equity 375 (8,928) 34.20 32.76 6.65 0.63% (99.71) TD CN Equity 210 8,245 45.38 46.54 4.38 0.58% 69.83 TEF SM Equity (59) 3,631 15.62 15.37 -1.91 0.85% 39.33 TEF US Equity (46) 3,406 15.55 15.34 -1.46 0.93% 45.28 TGT US Equity 648 (10,717) 63.57 59.73 6.10 0.99% (26.66) TJX US Equity 3,185 9,492 46.31 61.85 46.26 0.73% 83.35 TLS AU Equity (44) 6,561 4.59 4.55 -1.04 0.65% 29.03 TLSN SS Equity (34) 3,542 7.59 7.52 -1.11 0.87% 70.91 TM US Equity 317 (6,829) 115.81 110.43 5.19 0.90% (107.10) TMO US Equity 9,583 10,218 63.59 123.22 118.19 0.79% 107.33 TOT US Equity 561 5,823 59.06 64.75 12.56 0.77% 81.22 TRP CN Equity (200) (6,953) 43.75 45.01 -4.19 0.69% (72.21) TRV US Equity (8) 4,763 83.58 83.43 -0.30 0.58% 47.08 TSCO LN Equity 881 (7,398) 5.65 4.98 11.07 1.08% 62.37 TWC US Equity 795 5,234 120.22 138.47 17.82 0.85% 19.49 EFTA00293214 TWX US Equity 38 7,395 66.41 66.75 0.67 0.77% (1.00) TXN US Equity 3,599 12,205 34.93 45.23 36.48 0.81% 218.51 TYC US Equity 11,766 24,080 29.17 43.42 73.22 0.67%1 486.69 UBS US Equity 267 5,489 19.43 20.38 4.54 1.07% 1.95 UBSN VX Equity 215 5,158 19.51 20.32 4.36 0.96% (57.41) UCG IM Equity 3,160 5,391 5.58 8.85 33.88 1.73% 294.69 ULVR LN Equity 11 (3,892) 39.50 39.38 0.40 0.73% (3.31) UNA NA Equity (67) (6,295) 38.14 38.55 •1.55 0.69% (5.79) UNH US Equity 1,981 10,037 64.08 76.73 24.15 0.82% 102.65 UNP US Equity 1,588 10,766 163.08 187.13 19.63 0.75% 131.25 UPS US Equity 3,187 14,806 79.87 97.06 40.46 0.53% 106.19 USB US Equity 2,960 14,238 34.71 41.93 33.84 0.61% 94.94 UTX US Equity 5,986 15,190 82.05 114.38 52.74 0.75% 212.46 V US Equity 3,896 3,914 111.85 223.17 150.48 0.66% 85.88 VALE US Equity 640 (3,908) 15.08 12.61 11.1.4 1.47% (56.50) VALE3 BZ Equity 276 (4,586) 13.41 12.60 4.05 1.48% (70.28) VIAB US Equity 4,267 7,376 55.90 88.24 72.32 0.80% 121.97 VIV FP Equity 171 2,668 26.19 27.87 6.61 0.97% 26.24 VMW US Equity 1,054 4,379 87.66 108.77 19.10 1.26% 191.66 VOD LN Equity 170 (2,766) 4.00 3.75 3.78 1.63% (40.47) VOD US Equity 160 (1,988) 40.77 37.49 4.46 1.80% (33.89) VOW3 GR Equity 98 1,092 228.75 249.35 6.07 1.48% 15.46 VRX CN Equity 840 1,611 92.95 141.41 42.17 1.24% 45.42 VRX US Equity 972 1,880 93.20 141.42 46.90 1.10% 39.82 VTI US Equity 619 5,134 86.91 97.39 23.20 0.52% 38.56 VWO US Equity 348 (7,247) 40.33 38.39 5.17 0.93% (73.72) VZ US Equity 227 (6,121) 48.12 46.33 4.61 0.81% (39.01) WBC AU Equity 94 5,265 29.97 30.50 1.84 0.97% 8.97 WES AU Equity (151) 8,616 38.64 37.97 .2.09 0.84% 35.39 WFC US Equity 2,791 10,766 38.10 47.97 42.28 0.61% 120.21 WLP US Equity 2,876 10,369 74.31 94.92 34.40 0.81% 210.11 WMT US Equity (2) 4,005 74.59 74.56 A.07 0.66% 1.62 WOW AU Equity (218) (6,932) 31.30 32.28 .3.66 0.86% 109.87 XOM US Equity 444 10,902 90.48 94.16 5.63 0.72% 59.48 XTA LN Equity (36) (2,238) XWA WA A.72 2.21% YHOO US Equity 350 1,282 30.64 39.00 22.39 1.22% 70.00 YUM US Equity 146 6,899 73.80 75.36 2.48 0.85% (0.39) ZURN VX Equity 191 6,394 291.95 300.66 4.18 0.71% 2.18 Current Portfolio - Global Macro Portfolio Current Price PA in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (In USD) Days Vol (in USD) SPX Index 17,245 62,272 1,455.70 1,858.83 49.56 0.56%1 764.45 NDX Index 13,708 46,686 2,831.19 3,662.51 43.92 0.67% 576.66 RTY Index 14,704 39,938 868.48 1,188.23 47.09 0.78% 315.20 EFTA00293215 SPTSX Index 169 19,447 12,764.15 12,874.88 1.74 0.50% MEXBOL Index 2,254 (26,146) #WA WA 8.95 0.96% IBOV Index 1,938 (22,524) 21,039.20 19,229.34 6.14 1.40% MERVAL Index (229) 5,530 757.28 727.14 -2.51 1.65% UKK Index 2,487 39,963 10,288.22 10,928.42 9.13 0.68% DAX Index 7,513 36,674 10,610.77 12,784.39 20.54 1.00% CAC Index 1,152 20,042 5,625.44 5,948.70 6.98 0.82% IBEX Index 8,010 39,644 11,555.30 13,890.19 22.16 0.91% SMI Index 6,057 44,078 8,219.62 9,349.12 20.85 0.66% FTSEMIB Index 6,477 25,266 23,118.99 29,045.93 25.67 1.00% PSI20 Index 7,104 24,289 8,026.78 10,374.49 23.02 1.27% ISEQ Index 24,897 40,099 4,246.25 6,882.72 61.02 1.02% ICEXI Index 4,475 36,953 6.62 7.42 22.94 0.53% AEX Index 4,755 42,240 484.27 538.79 14.20 0.79% BEL20 Index 7,567 44,003 3,610.75 4,231.65 21.48 0.80% LUXXX Index 9,491 39,715 1,655.49 2,051.09 30.74 0.78% KFX Index 10,264 38,048 100.82 128.02 24.72 1.09% HEX Index 7,877 40,933 8,513.92 10,152.27 21.00 0.92% OMX Index 2,547 23,118 191.41 212.50 11.26 0.98% ATX Index 308 5,620 3,213.33 3,389.44 4.88 1.12% ASE Index 7,997 17,693 1,309.19 1,900.89 35.32 1.28% OSEBX Index 1,916 22,138 84.29 91.58 11.35 0.76% INDEXCF Index 2,834 (26,563) 39.61 35.38 6.01 1.78% TOP40 Index 66 25,595 3,920.67 3,930.83 0.28 0.92% SENSEX Index (21) 11,876 #WA WA A.21 0.82% NKY Index 58 8,528 139.54 140.49 0.55 1.23% HSI Index 2,765.02 SHCOMP Index 1,673 (33,700) 344.53 327.43 5.49 0.90% KOSPI Index (120) 16,521 1.82 1.80 -1.06 0.69% AS51 Index (19) 14,469 4,842.06 4,835.79 0.18 0.73% STBCNZL Index 32,687 73,231 455.15 658.31 104.96 0.43% EEM US Equity 284 (6,119) 40.76 38.87 4.51 1.03% IYR US Equity 34 4,214 67.67 68.22 1.88 0.43% MDY US Equity 5,148 14,269 184.03 250.42 53.59 0.67% JNK US Equity (30) 5,353 41.26 41.03 -2.80 0.20% XLF US Equity 5,643 13,610 15.57 22.03 59.51 0.70% XLU US Equity 545 8,406 38.65 41.16 11.29 0.57% XLK US Equity 2,192 12,860 30.80 36.05 29.75 0.57% XLI US Equity 5,824 16,147 38.20 51.98 51.09 0.71% XLP US Equity 257 7,329 41.38 42.83 6.90 0.51% XLY US Equity 8,605 20,539 46.72 66.29 65.19 0.64% XLE US Equity 128 6,103 85.06 86.84 2.92 0.72% XLB US Equity 3,857 14,930 37.57 47.28 38.91 0.66% XLV US Equity 12,617 24,346 38.87 59.01 75.70 0.68% SXXP Index 5,766 43,407 400.51 453.72 17.87 0.74% SXAP Index 9,255 28,526 520.28 689.08 26.94 1.20% SXKP Index 4,923 47,032 366.14 404.47 11.48 0.91% 92.81 (252.23) (1.00) 296.50 I 687.92 318.04 IL 878.78 266.21 F1 857.75 629.10 ,016.25 (48.50) 609.89 746.77 560.41 448.79 786.29 642.10 127.88 Irt_ 946.72 328.22 IW597.95) 169.91 (50.16) (171.89) 114.85 78.16 (78.36) 6.86 136.64 5.19 203.13 59.10 177.44 269.56 44.54 194.73 33.18 152.22 360.52 IL 638.80 690.68 .49 EFTA00293216 SX6P Index 6,266 34,237 352.74 417.29 23.50 0.78% SXEP Index 842 29,339 441.65 454.33 4.57 0.63% 260.48 SXIP Index 11,802 28,923 222.31 313.02 48.35 0.84% SXNP Index 4,734 28,384 482.69 563.20 19.19 0.87% SX3P Index (33) 18,170 662.19 661.01 .0.30 0.61% 1.67 SXDP Index 23,431 61,075 609.16 842.85 50.48 0.76% SX4P Index 2,599 25,840 917.36 1,009.62 10.17 0.99% 215.16 SX8P Index 2,483 17,778 343.07 390.99 16.38 0.85% 34020 SXOP Index 9,947 40,520 380.28 473.63 24.27 1.01% SXQP Index (266) 26,331 793.63 785.70 -1.33 0.76% 194.41 SXRP Index SXMP Index SXTP Index (52) 11,408 22,901 17,603 35,766 39,247 434.81 261.12 172.05 433.53 344.41 272.44 A.39 40.96 72.02 0.76% 0.78% 0.81% 202.07 727.4 819. SX7E Index 5,782 18,886 159.85 208.78 26.00 1.18% 519.80 SXSE Index 5,810 40,148 3,709.25 4,246.00 17.81 0.81% 765.31 SPGSCITR Index 39 (7,079) 4,909.25 4,882.03 0.99 0.56% 75.80 XAG Curncy 1,406 (20,150) 22.78 21.19 6.64 1.05% 221.72 CO1 Comdty 601 (24,622) 108.90 106.24 3.43 0.71% 541.32 CL1 Comdty (327) 29,347 99.17 98.08 -1.34 0.83% (237.70) NG1 Comdty 3,386 16,608 3.77 4.54 5.28 3.86% 501.56 XAU Comdty 199 17,978 101.78 102.91 0.30 3.71% (563.11) IBOXHY Index 2,718 53,418 220.12 231.32 48.63 0.10% 66.77 US_TSY CREDIT (52) (16,078) 757.82 760.27 -2.61 0.12% 29.46 CA_TSY CREDIT 6,123 (97,153) 1,269.35 1,189.35 17.76 0.35% (136.51) MX_TSY CREDIT (77) (5,499) 209.03 211.97 -4.11 0.34% (15.90) AU TSY CREDIT (138) (63,306) 1,457.62 1,460.79 A.55 0.40% (350.47) JP_TSY CREDIT 457 (59,678) 822.10 815.81 2.34 0.33% 92.00 MY_TSY CREDIT 798 (92,252) 167.43 165.98 2.95 0.29% 100.80 SG_TSY CREDIT 372 (95,749) 219.11 218.26 2.17 0.18% AT_TSY CREDIT 3,955 71,796 356.17 375.79 18.64 0.30% (42.31) BE_TSY CREDIT 4,996 73,658 475.45 507.70 24.14 0.28% (13.94) Fl _TSY CREDIT 3,865 74,240 347.46 365.55 17.98 0.29% (46.98) FR_TSY CREDIT 4,268 71,876 1,672.04 1,771.33 20.27 0.29% (31.37) DE_TSY CREDIT 3,388 74,397 1,240.95 1,297.46 15.50 0.29% (67.09) IE_TSY CREDIT 31,783 78,270 336.92 473.74 151.29 0.27% 111.62 IT_TSY CREDIT 8,508 54,111 1,612.72 1,866.28 44.17 0.36% 132.48 NL_TSY CREDIT 3,814 74,071 1,323.91 1,392.07 17.77 0.29% (49.76) ES_TSY CREDIT 10,817 50,187 392.28 476.83 60.28 0.36% 79.42 DK_TSY CREDIT 3,885 67,396 729.23 771.26 17.99 0.32% 282.07 NO_TSY CREDIT 174 27,148 341.47 343.66 1.71 0.37% (39.69) PL_TSY CREDIT 1,000 22,143 420.32 439.30 10.70 0.42% 79.82 ZA_TSY CREDIT 1,116 (33,149) 83.13 80.33 4.04 0.83% 144.42 SE_TSY CREDIT 656 77,434 471.16 475.15 2.86 0.30% 313.52 CH_TSY CREDIT 4,277 65,265 1,004.77 1,070.62 20.65 0.32% (130.96) GB_TSY CREDIT 1,085 56,841 1,489.15 1,517.57 5.84 0.33% 16.04 EFTA00293217