EFTA00293218.pdf

Atorus, LLC 3/18/2014 Current Date: 3/18/2014 Change on Day: 1.27% Total Return since 1/1/12: 84.80% MSCI World Change on 712M Return: 45.70% Day 0.70% T90 Day Return: 11.08% No of Positions T30 Day Return: 3.35% (+MTM) on Day 312 Current Long Exposure @ Cost: 4,723,548 No of Positions (-MTM) Current Short Exposure @ Cost: (1,052,937) on Day 134 Net Exposure: 3,670,611 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,848,036 Current Leverage (Gross Exposures): 3.13 Profit Factor: Historically 2.25X • 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor tally 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: 1.271 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 2,000,000.0D 1,600,000.00 1,600,000.0D 1400,000.00 1,200,000.00 1.000,000.0D 800,000.0D 600,000.00 (so, „ct, ,„9, o4,1, A6» s.$) s,,t• , \v- - - 4% 0, 4, A\ oP 4ste 4% 4' 4' ts. •)›\ —NAV EFTA00293218 Atorus, LLC 3/18/2014 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 (12,862) 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) AU TSY CREDIT (47,480) JP_TSY CREDIT (59,678) SXDP Index 61,075 SPX Index 62,272 CH_TSY CREDIT 65,265 DK_TSY CREDIT 67,396 AT_TSY CREDIT 71,796 FR_TSY CREDIT 72,961 STBCNZL Index 73,231 FI_TSY CREDIT 74,240 DE_TSY CREDIT 74,397 BE_TSY CREDIT 74,447 NL_TSY CREDIT 75,206 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 0.866% Listed Equity Short -0.156% EquityCom Long 0.728% EquityCom Short -0.091% G20 Rates Long -0.061% G20 Rates Short -0.026% %of Total Notional Security MTM Gain % Total NAV 26.35%1 50 Positions 30.59% 0.22% SX7E Index 6,141 0.33% 035% SXSE Index 6,170 0.34% 039% CA_TSY CREDIT 6,332 0.35% 0.43% MCI US Equity 6,345 0.35% 0.45% HON US Equity 6,362 0.35% 0.46% EDF FP Equity 6,463 0.35% 0.57% SMI Index 6,486 0.35% 0.58% ROG VX Equity 6,556 0.36% 0.82% SX6P Index 6,565 0.36% 1.03% DAI GR Equity 6,593 0.36% 1.06% CMCSK US Equity 6,661 0.36% 1.08% FTSEMIB Index 6,743 0.37% 1.13% GS US Equity 7,047 0.38% 1.17% ACA FP Equity 7,237 0.39% 1.24% BMY US Equity 7,267 0.40% 1.26% PSI20 Index 7,376 0.40% 1.27% DAX Index 7,800 0.43% 1.29% MMM US Equity 7,921 0.43% 1.29% ME Index 7,997 0.44% 1.29% MDT US Equity 8,013 0.44% 1.30% PRU LN Equity 8,082 0.44% 1.34% BEL20 Index 8,260 0.45% 1.36% HEX Index 8,306 0.45% 1.60% IBEX Index 8,365 0.46% 1.66% AMGN US Equity 8,366 0.46% 1.68% IT_TSY CREDIT 8,488 0.46% BAYN GR Equity 8,639 0.47% XLY US Equity 8,732 0.48% CELG US Equity 9,528 0.52% SXAP Index 9,592 0.52% TMO US Equity 9,654 0.53% LUXXX Index 9,885 0.54% MC US Equity 10,305 0.56% SXOP Index 10,354 0.56% KFX Index 10,766 0.59% ES_TSY CREDIT 10,797 0.59% TYC US Equity 11,385 0.62% SXMP Index 11,472 0.63% MA US Equity 11,907 0.65% SXIP Index 11,982 0.65% EFTA00293219 XLV US Equity 13,011 0.71% NDX Index 14,436 0.79% RTY Index 15,477 0.84% SPX Index 17,819 0.97% SXTP Index 23,145 1.26% SXDP Index 23,955 1.31% ISEQ Index 25,135 1.37% GILD US Equity 30,825 1.68% lE_TSY CREDIT 31,765 1.73% STBCNZL Index 32,687 1.78% APAC Lon 26 APAC Short 25 EMEA Long 74 EMEA Short 16 AMER Long 167 AMER Short 47 E • ultyCom Lon 64 EquityCom Short 8 G20 Rates Lon 15 G20 Rates Short 8 Total Long 346 Total Short 104 Current Exposure by Geography (Listed Eqult es) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 s $(500,000) $(1,000,000) i 1 1 • 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 EFTA00293220 Atorus, LLC 3/18/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Cornrow'lites, G20 Gov. Credit) juu'uw 500,003 )00,000 500,000 e 41, 0,300 O,0, , 41, , es, % eeeee .. %iv . .. 0. , , . es>, icy .s>, ., .s. v ,,, 1 -,, re' ..s.- it „iv Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,500,000 2,000,000 1,500,4200 1,000,000 500,000 ------RPAC ----- , EMER r rEticeityCort G2OR t EFTA00293221 Atorus, LIC 3/18/2014 Current Gross Notional Risk by Category 242,125 391 4 7,837 1, ,1 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility - At' EFTA00293222 Atorus, LLC 3/18/2010 Percentile Distribution of Current MTM Gains In Vol Days by Position (ex-99pct & ex-1st percentiles) 60A0 SOCO 40.00 30.00 20.00 MCO IMO ' N tr e 4Z1/ 4.)/ Qs' Qte 4ZI/ IY . O•' CS' 4Z// 4:)/ t / QI' t/' V O/ fl " 4>' nir ar & a' hy. a. & ,ar 4r ear ay. ar år Percentile 0.00% No. Vol Days .6.21 5.00% -2.97 10.00% -1.41 15.00% -0.46 20.00% 0.41 25.00% 1.32 30.00% 2.39 35.00% 3.48 40.00% 4.85 45.00% 6.54 50.00% 8.13 55.00% 11.24 60.00% 14.39 65.00% 17.63 70.00% 20.42 75.00% 23.93 80.00% 30.14 85.00% 36.29 90.00% 47.71 95.00% 63.83 100.00% 181.65 MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) 1.52% MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 51.37% EFTA00293223 Atorus, LLC Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTNIGainfiLoss) Exp. CO Cost Avg. Price (in USD) Days Vol (in USD) 3/18/2014 000270 KS Equity (163) (5,144) 51.62 53.26 4.41 0.93% (72.20) 005380 KS Equity 14 1,799 217.13 218.78 0.66 1.15% 9.84 005490 KS Equity 127 (3,782) 273.49 264.29 3.75 0.90% (61.80) 005930 KS Equity 475 (6,558) 1,285.62 1,192.46 8.00 0.91% (51.37) 012330 KS Equity 812 5,282 244.69 282.31 15.57 0.99% 9.62 1 HK Equity 4 8,073 15.56 15.56 0.05 0.95% (54.85) 1299 HK Equity (34) 682 4.81 4.58 4.21 0.80% (3.78) 13 HK Equity 2,536 12,243 11.40 13.76 21.43 0.97% (48.05) 16 HK Equity 690 (9,935) 12.66 11.78 9.70 0.72% (6.23) 27 HK Equity (1) 123 9.68 9.62 0.34 1.88% 1.75 2914 JP Equity 381 (4,719) 32.47 29.84 6.87 1.18% (34.19) 3382 JP Equity (69) 2,729 37.68 36.75 -1.96 1.29% 30.69 4063 JP Equity 272 (4,536) 56.40 53.02 4.90 1.22% (35.33) 4502 JP Equity 45 2,417 46.86 47.74 2.41 0.78% 54.88 4689 JP Equity (78) 1,224 6.05 5.69 4.36 1.46% 5.16 5 HK Equity 10 (1,942) 9.99 9.94 0.78 0.69% 5.25 5108 JP Equity (123) 3,498 36.31 35.08 •2.63 1.34% 29.12 54011P Equity 310 (4,569) 2.93 2.73 4.92 1.38% (69.38) 63011P Equity 59 (3,515) 20.64 20.29 1.18 1.41% (13.38) 6752 JP Equity 1,320 4,145 9.01 11.88 13.52 2.36% 80.64 6902 JP Equity 1,844 9,730 41.48 49.34 14.82 1.28% 132.34 6954 JP Equity 190 6,393 157.65 162.33 2.16 1.37% 73.11 7201 JP Equity 102 (3,743) 8.85 8.61 2.38 1.14% (117.91) 7203 JP Equity 127 (3,073) 57.44 55.07 3.52 1.17% (26.72) 7267 JP Equity 155 (4,885) 36.43 35.27 2.66 1.19% 6.31 762 HK Equity 712 (5,162) 1.38 1.19 12.53 1.10% (39.23) 7751 JP Equity 325 (6,865) 31.44 29.95 4.28 1.11% (89.41) 80311P Equity (12) (589) 14.14 14.42 •1.47 1.36% (11.56) 8058 JP Equity (56) 2,397 19.11 18.68 .2.00 1.17% 49.55 8306 JP Equity 160 (2,979) 5.88 5.57 4.26 1.26% (37.65) 8316 JP Equity 166 (2,505) 45.91 42.88 5.02 1.32% (28.74) 8411 JP Equity (22) (1,852) 1.99 2.01 -1.23 0.97% (23.86) 8604 JP Equity 94 (2,467) 6.76 6.50 2.89 1.32% (43.20) 88011P Equity (13) 365 31.39 30.34 -2.07 1.68% 8.15 8802 JP Equity 282 (5,009) 24.84 23.44 3.78 1.49% 9.08 9020 JP Equity 234 (3,967) 77.53 72.96 5.29 1.11% (36.61) 941 HK Equity 1,409 (11,506) 10.23 8.98 19.68 0.62% (158.71) 9432 JP Equity 365 6,077 53.19 56.39 4.08 1.47% 100.77 9433 JP Equity 3,118 9,476 42.13 56.00 20.38 1.61% 280.21 9437 JP Equity 43 (5,749) 15.71 15.59 0.73 1.03% (33.33) 9983 JP Equity (133) 3,177 368.43 353.68 -2.97 1.41% 21.42 EFTA00293224 9984 JP Equity 1,558 1,678 42.69 82.33 53.28 1.74% 78.03 AAPL US Equity 171 7,877 518.25 529.49 2.94 0.74% 22.33 ABB US Equity 585 8,326 23.59 25.25 7.98 0.88% 89.63 ABBN VX Equity 449 6,962 23.63 25.15 7.43 0.87% 55.30 ABBV US Equity 367 5,335 49.49 52.90 7.67 0.90% 118.34 ABEV US Equity 154 (7,232) 7.25 7.10 1.62 1.31% (99.37) ABEV3 BZ Equity 66 (6,923) 7.22 7.15 0.75 1.28% (102.67) ABI BB Equity (50) 6,721 102.02 101.26 -0.91 0.82% 66.19 ABT US Equity 89 4,097 38.87 39.71 3.37 0.64% 32.55 ABX CN Equity (9) (565) 19.79 20.10 -1.06 1.47% 14.11 ABX US Equity (10) (541) 19.80 20.15 -1.18 1.50% 11.79 ACA FP Equity 7,237 5,408 6.83 15.98 101.69 1.32% 212.90 ACE US Equity 242 6,435 95.44 99.02 7.40 0.51% 30.26 ACN US Equity 792 10,703 77.97 83.73 11.63 0.64% 107.83 ADP US Equity 106 1,193 72.36 78.80 15.08 0.59% 8.37 AFL US Equity 72 7,973 63.79 64.36 1.88 0.48% 53.11 AGN US Equity 1,792 9,698 110.56 131.00 22.09 0.84% 78.62 Al FP Equity (50) 8,248 134.80 133.98 -0.80 0.76% 63.69 AIG US Equity 81 4,012 48.66 49.65 2.26 0.90% 55.92 AIR FP Equity 2,705 4,177 42.47 69.98 62.89 1.03% 3.36 ALV GR Equity 2,758 7,550 125.64 171.54 39.84 0.92% 71.93 ALVG IX Equity 2,076 5,742 126.13 171.74 40.15 0.90% 63.43 AMGN US Equity 8,366 22,886 92.78 126.70 34.65 1.05% 618.87 AMT US Equity 766 10,655 76.29 81.77 11.05 0.65% 24.14 AMZN US Equity 4,376 14,103 287.66 376.91 32.06 0.97% 10.95 ANZ AU Equity 131 4,457 28.64 29.49 3.22 0.91% 54.24 APA US Equity 228 (6,870) 82.74 79.99 3.46 0.96% (59.70) APC US Equity (146) (6,360) 81.31 83.19 -2.91 0.79% (79.05) AXP US Equity 2,894 10,373 71.56 91.53 35.27 0.79% 51.22 AZN LN Equity 4,106 12,676 49.80 65.93 32.51 1.00% 26.26 AZN SS Equity 3,617 11,669 50.40 66.02 30.46 1.02% 15.27 AZN US Equity 4,008 12,432 49.96 66.06 33.94 0.95% 18.64 BA US Equity (9) (1,945) 124.03 124.60 -0.46 1.00% 10.44 BAC US Equity 10,305 10,884 8.82 17.18 107.69 0.88% 99.28 BARC LN Equity (11) (971) 3.86 3.90 -0.86 1.28% (11.03) BAS GR Equity 821 7,333 97.30 108.19 11.31 0.99% 23.22 BATS LN Equity 81 5,318 52.90 53.70 1.66 0.92% 45.49 BAX US Equity (41) (8,047) 66.82 67.16 -0.91 0.56% (65.44) BAYN GR Equity 8,639 11,757 76.64 132.95 74.05 0.99% 73.20 BBAS3 BZ Equity (26) (1,954) 8.00 8.11 -0.76 1.73% (17.74) BBD US Equity 746 (6,743) 12.96 11.52 8.16 1.36% (73.63) BBDC4 BZ Equity 571 (7,252) 12.55 11.56 5.54 1.42% (80.67) BBL US Equity (29) (3,114) 59.76 60.32 -0.89 1.05% (2.62) BBVA SM Equity 1,268 5,790 10.12 12.33 19.57 1.12% 77.35 BCE CN Equity 65 (6,644) 43.17 42.75 1.64 0.60% (40.70) BCS US Equity (20) (1,097) 15.49 15.78 -1.45 1.28% (17.09) BEN US Equity 8 1,967 52.15 52.37 0.42 1.00% 17.85 EFTA00293225 BG/ IN Equity (106) (3,730) 17.47 17.96 -3.97 0.72% (7.32) BHP AU Equity (272) 6,689 34.27 32.93 -3.36 1.21% 110.84 BHP US Equity (222) 6,839 67.70 65.58 -3.35 0.97% 39.00 61111 US Equity 456 1,066 245.93 351.10 32.01 1.34% 28.46 BIL S1 Equity 15 (2,643) 30.29 30.11 0.46 1.23% 0.12 BK US Equity 257 6,515 32.16 33.43 5.45 0.72% 9.84 BLK US Equity 112 1,171 274.17 300.49 11.80 0.81% 5.77 BLT IN Equity (18) (3,166) 29.93 30.10 A.53 1.10% 2.52 BMO CN Equity (59) 8,370 65.44 64.98 -1.14 0.62% (69.51) BMW GR Equity 694 5,076 98.63 112.11 12.80 1.07% 64.21 BMY US Equity 7,267 13,669 35.71 54.70 47.99 1.11% 23.45 BN FP Equity 62 (3,684) 70.54 69.35 2.38 0.71% (21.00) BNP FP Equity 1,634 5,498 61.78 80.14 23.72 1.25% 171.55 BNS CN Equity 51 5,030 57.60 58.18 1.59 0.63% (12.55) BP/ LN Equity 199 9,797 7.76 7.92 3.39 0.60% (24.18) BRK/B US Equity 404 11,056 118.69 123.02 5.46 0.67% (30.05) BSBR US Equity 1,742 (8,171) 6.18 4.87 14.59 1.46% (259.89) BUD US Equity (34) 6,846 102.05 101.53 A.58 0.86% 68.81 BX US Equity 367 2,976 30.31 34.05 12.18 1.01% 60.36 C US Equity • 732 47.92 47.92 0.00 0.97% 4.82 CA FP Equity 469 2,976 32.90 38.08 14.42 1.09% 62.51 CAT US Equity 1,083 11,803 88.25 96.34 13.99 0.66% 64.77 CBA AU Equity 98 8,462 67.92 68.71 1.47 0.79% 77.08 CBS US Equity 437 1,267 49.35 66.37 33.90 1.02% 10.53 CCL US Equity 740 7,821 36.20 39.63 9.87 0.96% 186.73 CELG US Equity 9,528 12,089 85.54 152.95 65.87 1.20% 218.32 CFR VX Equity (102) 2,704 98.79 95.18 -3.88 0.98% 32.92 CL US Equity 1,710 18,685 58.99 64.39 18.90 0.48% 2.41 CM CN Equity 345 8,334 82.53 85.94 6.46 0.64% (29.40) CMCSA US Equity 4,103 17,408 40.65 50.23 28.12 0.84% (263.93) CMCSK US Equity 6,661 18,900 36.26 49.04 41.36 0.85% (302.68) CNI US Equity 1,414 12,873 51.38 57.02 19.11 0.57% 110.52 CNQ CN Equity 111 7,768 35.76 36.27 1.44 0.99% 107.05 CNR CN Equity 1,344 12,425 51.30 56.84 17.62 0.61% 72.83 COF US Equity 532 6,077 67.68 73.61 9.90 0.88% 0.34 COP US Equity (156) (7,980) 66.64 67.94 -3.39 0.57% (96.49) COST US Equity (148) 7,901 115.68 113.55 -2.97 0.63% (18.42) COV LN Equity 183 2,442 #N/A N/A 22.97 0.33% COV US Equity 777 7,080 64.09 71.12 18.25 0.60% 46.02 CRM US Equity 75 2,054 56.89 58.95 2.69 1.35% 18.10 CS FP Equity 1,719 5,387 19.39 25.58 29.14 1.10% 134.95 CSCO US Equity 64 (4,977) 21.79 21.51 1.69 0.76% 1.45 CSX US Equity 1,302 8,914 25.07 28.74 20.33 0.72% 38.33 CVE CN Equity 740 (10,449) 28.70 26.66 9.26 0.77% (38.49) CVS US Equity 1,822 11,028 63.34 73.81 26.33 0.63% (37.24) CVX US Equity (278) (8,207) 112.39 116.19 -5.54 0.61% (81.87) D US Equity 2,148 12,240 60.05 70.59 23.15 0.76% 40.66 EFTA00293226 DAI GR Equity 6,593 13,908 62.20 91.69 34.97 1.36%[ 306.52 D8K GR Equity 621 44.25 44.25 0.00 1.15% 7.42 DD US Equity 2,790 12,432 54.56 66.81 32.70 0.69% 87.67 DDAIF US Equity 3,833 8,377 63.20 92.12 33.75 1.36% 149.34 DE US Equity 195 8,122 85.65 87.71 3.72 0.64% 2.49 DELL US Equity (3) 8,073 #WA N/A -0.57 0.07% DG FP Equity 4,449 9,889 51.34 74.43 41.54 1.08% 133.30 DGE LN Equity (40) 714 31.35 29.70 -2.48 2.25% (2.55) DHR US Equity 4,005 14,097 58.57 75.20 47.64 0.60% 96.36 DIS US Equity 1,965 9,908 68.36 81.92 19.70 1.01% 111.75 DISCA US Equity 20 5,840 83.18 83.47 0.36 0.97% 22.62 DNB NO Equity 1,141 9,735 15.77 17.62 14.11 0.83% (5.00) DOW US Equity 2,472 6,940 36.55 49.57 47.74 0.75% 110.55 DPW GR Equity 152 547 28.24 36.10 23.45 1.19% 5.94 DTE GR Equity 4,086 13,640 12.22 15.88 26.88 1.11% 148.37 DTV US Equity 2,475 10,622 61.97 76.41 32.41 0.72% (122.79) DUK US Equity (102) (8,822) 69.60 70.41 -2.57 0.45% 77.99 DVN US Equity 148 8,507 62.34 63.42 2.48 0.70% 78.71 EBAY US Equity 428 6,678 54.29 57.77 7.58 0.85% 48.30 Ea US Equity 446 9,210 105.22 110.31 7.80 0.62% 15.35 EDF FP Equity 6,463 9,189 23.45 39.94 68.40 1.03% 137.95 EMC US Equity 1,057 9,630 25.04 27.79 14.75 0.74% 100.39 EMR US Equity • 952 63.88 63.88 0.00 0.66% 3.43 ENB CN Equity 47 5,638 44.26 44.63 1.29 0.65% 5.83 ENEL IM Equity 2,347 7,503 4.32 5.67 24.00 1.30% 161.59 ENI IM Equity 204 7,309 23.75 24.41 3.88 0.72% 112.98 EOAN GR Equity 38 2,996 18.77 19.00 1.33 0.95% 45.18 EOG US Equity 1,756 5,573 143.99 189.36 36.26 0.87% 92.99 EPD US Equity 1,092 11,299 62.80 68.86 18.21 0.53% 99.18 ERICB SS Equity 375 6,004 12.27 13.03 6.54 0.96% 80.89 ESRX US Equity 1,487 9,815 66.69 76.80 19.92 0.76% (18.85) ETN US Equity 46 5,260 72.48 73.12 0.82 1.07% 39.44 F US Equity (168) (3,621) 14.82 15.50 -5.97 0.78% (54.57) F8 US Equity 1,490 2,630 44.06 69.00 45.75 1.24% 64.46 FCX US Equity (9) (500) 30.98 31.55 -1.60 1.15% (0.96) FDX US Equity 773 5,338 120.94 138.45 22.67 0.64% 25.16 FOX US Equity (20) 5,624 32.30 32.18 -0.43 0.85% 64.73 FOXA US Equity (38) 5,673 33.15 32.92 -0.74 0.91% 83.92 FP FP Equity 880 11,013 60.83 65.69 10.50 0.76% 196.11 G IM Equity 273 4,486 21.32 22.61 6.63 0.92% 44.90 GE US Equity 1,948 13,140 22.32 25.63 18.19 0.82% 106.85 GILD US Equity 30,825 13,861 24.02 77.46 181.65 1.22%W 960.55 GIS US Equity 435 13,333 49.12 50.72 5.64 0.58% 112.95 GLE FP Equity 860 3,248 49.51 62.61 18.04 1.47% 81.46 GLEN LN Equity 108 (3,491) 5.31 5.14 2.04 1.51% (44.97) GLW US Equity 2,220 11,376 16.17 19.33 22.75 0.86% 179.45 GM US Equity • 580 35.06 35.06 0.00 1.23% 12.19 EFTA00293227 GOOG US Equity 5,027 12,505 859.28 1,204.71 68.36 0.59% 213.82 GS US Equity 7,047 13,671 110.98 168.18 63.38 0.81% 103.85 GSK LN Equity 230 5,707 26.22 27.27 5.78 0.70% 15.89 GSZ FP Equity 907 8,189 24.60 27.33 9.00 1.23% 217.26 HAL US Equity 983 5,408 48.07 56.80 17.65 1.03% 45.69 HD US Equity 2,675 13,333 66.67 80.04 27.57 0.73% 97.12 HMB SS Equity 625 6,110 40.79 44.96 11.05 0.93% 63.49 HON US Equity 6,362 11,930 61.10 93.68 92.50 0.58% 68.50 HPQ US Equity 1,449 7,287 25.38 30.42 20.93 0.95% 281.72 HSBA LN Equity 7 (1,685) 9.96 9.91 0.51 0.86% 4.70 IBE SM Equity 1,726 7,382 5.54 6.83 36.78 0.64% 56.06 IBM US Equity (63) (5,036) 184.74 187.06 .2.24 0.56% (43.28) IMT LN Equity 1,231 10,924 35.95 40.00 12.66 0.89% (77.84) INTC US Equity 408 9,784 23.81 24.80 6.97 0.60% 38.69 ISP IM Equity 3,477 5,699 1.93 3.11 46.71 1.31% 313.05 ITUB US Equity 421 (5,909) 13.81 12.83 4.39 1.62% (91.72) ITUB4 BZ Equity 94 (6,366) 13.10 12.90 1.02 1.45% (101.75) ITW US Equity 2,898 14,011 67.84 81.87 33.45 0.62% 21.55 ITX SM Equity 144 (4,597) 147.96 143.31 3.28 0.96% 10.60 JCI US Equity 2,219 5,930 34.13 46.90 39.28 0.95% 75.24 JNJ US Equity 4,473 12,630 69.31 93.86 62.06 0.57% 5.34 JPM US Equity 908 8,516 52.29 57.86 12.88 0.83% 70.87 KMB US Equity 302 7,934 106.69 110.75 5.99 0.64% (10.76) KMI US Equity 660 (8,228) 34.44 31.68 10.30 0.78% (53.71) KO US Equity 86 (6,962) 38.83 38.35 2.39 0.52% (20.27) LBTYA US Equity 12 2,272 84.93 85.38 0.56 0.94% (16.19) LBTYK US Equity 120 1,975 78.04 82.77 7.40 0.82% (11.71) LIN GR Equity (121) 8,087 197.99 195.06 •2.00 0.75% 9.94 LLOY LN Equity 3,399 7,073 0.89 1.32 49.90 0.96% 32.53 LLY US Equity 31 2,868 58.84 59.47 1.32 0.81% 27.90 LMT US Equity 687 2,016 122.48 164.24 40.65 0.84% 5.73 LNKD US Equity (6) 168 203.07 196.23 4.99 1.75% 2.78 LOW US Equity 214 7,829 48.41 49.73 2.96 0.92% 27.87 LVS US Equity 2,476 6,808 61.33 83.63 31.29 1.16% 17.50 LYB US Equity 1,224 2,297 59.29 90.87 64.34 0.83% 12.40 MA US Equity 11,907 17,711 47.01 78.61 77.33 0.87%' 420.30 MAERSKB DC Equity 5,612 14,148 8,212.58 11,470.14 33.11 1.20% 58.91 MC FP Equity (80) 3,466 183.34 179.18 .3.06 0.76% 27.58 MCD US Equity (150) (5,579) 94.88 97.42 -5.17 0.52% 16.49 MCK US Equity 239 2,042 163.79 182.95 15.09 0.78% 11.23 MDIZ US Equity 2,705 13,641 28.68 34.37 32.83 0.60% 52.87 MDT US Equity 8,013 20,811 43.22 59.87 51.93 0.74% 271.64 MET US Equity 1,334 7,556 44.37 52.20 19.62 0.90% 30.15 MFC CN Equity 4,203 8,003 12.38 18.88 63.11 0.83% 8.35 MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,921 21,331 96.89 132.87 62.78 0.59% 153.25 MO US Equity 76 6,937 36.13 36.52 1.82 0.60% 23.18 EFTA00293228 MON US Equity 920 11,917 106.02 114.20 10.88 0.71% 16.89 MOS US Equity 48.53 0.82% MRK US Equity 1,437 11,018 49.85 56.35 17.22 0.76% 19.84 MS US Equity 241 1,649 27.57 31.59 14.20 1.03% 6.41 MSFT US Equity 947 7,177 34.82 39.41 17.46 0.76% 270.50 MUV2 GR Equity 352 6,116 197.70 209.07 8.16 0.71% 49.49 NAB AU Equity 99 7,534 31.14 31.55 1.45 0.91% 104.50 NCM AU Equity - 10.45 1.98% NEE US Equity 4,453 14,649 72.62 94.69 45.63 0.67% (23.19) NEM US Equity 2,026 (7,392) 34.95 25.37 17.36 1.58% 218.13 NESN VX Equity 616 9,821 69.64 74.00 9.79 0.64% 39.34 NG/ IN Equity 1,945 12,114 11.82 13.72 25.17 0.64% 1.54 NICE US Equity 1,057 5,145 66.10 79.68 24.06 0.85% 62.05 NOK US Equity 4,183 4,498 3.96 7.65 73.94 1.26% 18.99 NOV US Equity (70) 4,672 75.66 74.55 -1.62 0.92% 46.75 NOVN VX Equity 5,392 18,291 63.81 82.61 38.97 0.76% 169.89 NOVOB DC Equity 1,346 9,444 40.35 46.10 12.88 1.11% 66.15 NSC US Equity 1,902 9,590 80.49 96.46 26.54 0.75% 82.40 NVS US Equity 4,187 15,510 65.07 82.64 36.22 0.75% 104.91 OGXP3 BZ Equity 5,052 (5,180) 4.17 0.10 28.25 3.45% 9.89 OR FP Equity • 751 162.36 162.36 0.00 0.95% (2.07) ORA FP Equity 567 5,434 12.87 14.21 7.18 1.45% 51.62 ORCL US Equity 1,133 7,533 33.38 38.40 21.07 0.71% 39.94 OX? US Equity 182 7,355 95.04 97.39 3.53 0.70% 50.32 PBR US Equity 587 (2,814) 13.30 10.53 14.39 1.45% (69.23) PBR/A US Equity 598 (2,795) 13.87 10.90 14.95 1.43% (34.40) PCLN US Equity 1,098 3,043 956.05 1,301.00 29.36 1.23% 26.15 PCP US Equity 2,738 13,710 212.47 254.90 23.68 0.84% 23.15 PEP US Equity 9 4,644 81.78 81.93 0.29 0.63% 7.10 PETR3 BZ Equity 418 (2,923) 6.14 5.26 9.40 1.52% (70.31) PETR4 BZ Equity 474 (3,123) 6.47 5.49 9.90 1.53% (51.88) PFE US Equity 4,847 21,828 26.10 31.90 29.93 0.74%. 431.77 PG US Equity 149 4,762 77.33 79.75 5.25 0.60% 2.85 PHIA NA Equity • 682 33.71 33.71 0.00 1.05% (0.87) PM US Equity 583 (10,166) 85.47 80.57 8.10 0.71% (33.07) PNC US Equity 930 8,425 75.96 84.35 15.99 0.69% 44.42 POT CN Equity (14) (1,487) 34.20 34.51 .1.13 0.80% (9.06) POT US Equity (5) (502) 34.31 34.64 .1.16 0.83% (5.13) PRU LN Equity 8,082 10,521 12.76 22.57 73.47 1.05% 3.13 PSA US Equity 578 9,413 158.54 168.27 10.44 0.59% (13.47) PSX US Equity 1,434 6,030 64.65 80.02 23.31 1.02% 60.92 PX US Equity 2,724 16,220 113.42 132.47 33.92 0.50% (10.96) QCOM US Equity 1,989 12,547 66.83 77.42 20.77 0.76% 96.49 QQQ US Equity 6,345 19,920 68.46 90.27 60.74 0.52% 203.06 RAI US Equity 218 6,737 52.22 53.91 2.77 1.17% 6.95 RDS/A US Equity (63) 4,217 73.26 72.18 -2.38 0.63% 16.60 RDS/B US Equity 52 5,192 75.80 76.56 1.60 0.63% 7.97 EFTA00293229 RDSA LN Equity 171 4,065 34.51 35.96 7.52 0.56% 3.17 RDSA NA Equity (68) 4,084 36.62 36.01 -3.05 0.55% 6.29 RDSB LN Equity 88 4,580 37.36 38.08 3.17 0.61% (19.02) REGN US Equity 630 6,240 302.78 333.35 6.29 1.61% 50.72 RIO AU Equity (15) (1,052) 55.76 56.54 -1.14 1.24% (13.29) RIO IN Equity (194) 5,748 54.66 52.88 -2.48 1.36% (10.63) RIO US Equity (102) 4,934 54.02 52.93 -1.43 1.44% (11.04) ROG VX Equity 6,556 17,035 212.78 294.68 51.96 0.74% 184.18 RY CN Equity (50) 4,764 65.12 64.44 -1.88 0.56% (9.19) SAB LN Equity (96) 6,565 47.46 46.78 -1.92 0.77% 5.72 SAN FP Equity 161 (6,174) 103.67 100.96 2.88 0.91% (33.85) SAN SM Equity 602 7,256 8.35 9.04 8.71 0.95% 83.90 SAN US Equity 525 5,315 8.28 9.10 9.67 1.02% 71.16 SAP GR Equity (96) 2,995 80.18 77.68 -3.69 0.87% 14.69 SAP US Equity (103) 3,228 80.22 77.74 -3.59 0.89% 21.98 SBUX US Equity (6) 3,531 74.69 74.57 -0.18 0.91% 6.20 SGO FP Equity 2,570 7,836 44.08 58.54 25.02 1.31% 131.78 SI US Equity 668 4,504 114.69 131.70 14.27 1.04% 58.13 SIE GR Equity 746 5,345 114.81 130.85 14.58 0.96% 35.20 SLB US Equity 873 6,528 79.94 90.63 17.03 0.78% 88.47 SMSN LI Equity 504 (7,260) 644.51 599.73 7.29 0.95% (37.66) SO US Equity • 714 43.51 43.51 0.00 0.48% (0.19) SPG US Equity 81. 4,487 160.18 163.07 3.06 0.59% 11.12 SREN VX Equity 1,544 10,006 80.46 92.87 17.80 0.87% 91.71 STAN LN Equity 577 (5,283) 22.30 19.86 10.75 1.02% (1.33) STL NO Equity 606 8,306 25.81 27.70 8.01 0.91% (38.92) STT US Equity 17 (2,827) 65.84 65.45 0.61 0.98% 4.24 SU CN Equity (40) 1,830 33.27 32.56 -3.65 0.59% (8.92) SU FP Equity 252 6,518 84.31 87.57 3.71 1.04% 0.12 SU US Equity (53) 2,948 33.28 32.69 -3.00 0.60% (2.52) SWEDA SS Equity 1,003 6,088 24.78 28.86 16.65 0.99% 112.59 SYNN VX Equity (219) (8,069) 359.52 369.28 -3.23 0.84% (28.69) 7 US Equity 327 (8,928) 34.20 32.94 6.68 0.55% (51.87) TD CN Equity 168 8,245 45.38 46.30 3.50 0.58% (42.08) TEF SM Equity (16) 3,631 15.63 15.56 -0.52 0.86% 43.27 TEF US Equity (6) 3,406 15.55 15.53 -O.18 0.91% 41.16 TGT US Equity 639 (10,717) 63.57 59.78 6.32 0.94% (10.38) 71X US Equity 3,047 9,492 46.31 61.18 45.38 0.71% (135.75) TLS AU Equity 10 6,561 4.59 4.59 0.23 0.65% 54.54 TLSN SS Equity (2) 4,427 7.59 7.59 -0.06 0.88% 40.55 TM US Equity 349 (6,829) 115.81 109.90 5.90 0.87% 34.89 TMO US Equity 9,654 10,218 63.59 123.67 121.85 0.78% 71.49 TOT US Equity 664 5,823 59.06 65.80 14.37 0.79% 104.89 TRP CN Equity (209) (6,953) 43.75 45.07 .4.60 0.65% (8.75) TRV US Equity 22 4,763 83.58 83.97 0.81 0.57% 30.56 TSCO LN Equity 866 (7,398) 5.65 4.99 11.23 1.04% (18.75) TWC US Equity 713 5,234 120.22 136.60 15.54 0.88% (80.38) EFTA00293230 TWX US Equity 103 7,395 66.41 67.33 1.88 0.74% 64.99 TXN US Equity 3,682 12,205 34.93 45.46 37.91 0.80% 83.00 TYC US Equity 11,385 24,080 29.17 42.96 70.90 0.67% (376.40) UBS US Equity 377 5,489 19.43 20.77 6.50 1.06% 112.02 UBSN VX Equity 310 5,158 19.51 20.68 6.67 0.90% 96.28 UCG IM Equity 3,409 5,391 5.58 9.11 35.24 1.79% 256.61 ULVR LN Equity 15 (3,892) 39.50 39.35 0.52 0.72% 3.08 UNA NA Equity (91) (6,295) 38.14 38.69 -2.11 0.68% (22.76) UNH US Equity 2,157 10,037 64.08 77.85 26.11 0.82% 177.74 UNP US Equity 1,728 11,015 163.59 189.26 21.03 0.75% 145.16 UPS US Equity 3,274 14,806 79.87 97.53 42.88 0.52% 87.62 USB US Equity 3,127 14,238 34.71 42.34 37.73 0.58% 168.30 UTX US Equity 6,044 15,190 82.05 114.70 57.92 0.69% 58.46 V US Equity 3,987 3,914 111.85 225.77 153.69 0.66% 91.96 VALE US Equity 629 (3,908) 15.08 12.65 11.30 1.42% (15.69) VALE3 BZ Equity 276 (4,586) 13.51 12.69 4.00 1.50% (34.95) VIAB US Equity 4,326 7,850 57.17 88.68 77.92 0.71% 61.64 VIV FP Equity 155 2,668 26.19 27.71 6.17 0.94% (15.96) VMW US Equity 1,127 4,379 87.66 110.21 20.92 1.23% 73.26 VOD LN Equity 180 (2,766) 4.00 3.74 4.10 1.59% 10.76 VOD US Equity 160 (1,988) 40.77 37.48 4.67 1.73% 0.51 VOW3 GR Equity 108 1,092 228.75 251.39 6.90 1.44% 9.86 VRX CN Equity 856 1,611 92.95 142.32 43.91 1.21% 15.93 VRX US Equity 1,000 1,880 93.20 142.79 47.79 1.11% 27.87 VII US Equity 657 5,134 86.91 98.04 26.47 0.48% 38.49 VWO US Equity 270 (7,247) 40.33 38.83 4.06 0.92% (85.38) VZ US Equity 198 (6,121) 48.12 46.57 4.41 0.73% (31.64) WBC AU Equity 135 5,265 29.97 30.73 2.62 0.98% 41.18 WES AU Equity (119) 8,616 38.64 38.11 -1.69 0.82% 31.89 WFC US Equity 2,890 10,999 38.27 48.32 45.14 0.58% 101.36 WLP US Equity 3,202 10,369 74.31 97.26 35.67 0.87% 333.52 WMT US Equity 10 4,005 74.59 74.77 0.40 0.61% 11.53 WOW AU Equity (291) (6,932) 31.30 32.62 -4.93 0.85% (68.56) XOM US Equity 524 10,902 90.48 94.83 7.07 0.68% 80.90 XTA LN Equity (36) (2,238) ON/A N/A -0.72 2.21% YHOO US Equity 362 1,282 30.64 39.29 23.74 1.19% 12.24 YUM US Equity 130 6,899 73.80 75.18 2.21 0.85% (16.19) ZURN VX Equity 213 6,394 291.95 301.69 4.84 0.69% 22.72 Current Portfolio • Global Macro 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) SPX Index 17,819 62,272 1,455.70 1,872.25 56.47 0.51% 578.22 NDX Index 14,436 46,686 2,831.19 3,706.62 48.96 0.63% 736.19 RTY Index 15,477 39,938 868.48 1,205.04 53.68 0.72% 784.02 EFTA00293231 SPTSX Index 217 19,447 12,764.15 12,906.66 2.42 0.46% 48.54 MEXBOL Index 1,599 (26,146) 3,142.70 2,950.45 5.88 1.04% IBOV Index 1,938 (22,524) 21,576.15 19,720.10 5.88 1.46%I (624.29) MERVAL Index (229) 5,530 770.35 739.70 .2.56 1.62% 91.52 UKK Index 2,582 39,963 10,288.22 10,952.87 9.46 0.68% 95.20 DAX Index 7,800 36,674 10,610.77 12,867.48 21.30 1.00% 289.05 CAC Index 1,352 20,042 5,625.44 6,004.92 7.98 0.85% 202.18 IBEX Index 8,365 39,644 11,555.30 13,993.56 22.79 0.93% 357.29 SMI Index 6,486 44,078 8,219.62 9,429.08 21.85 0.67% i 432.45 FTSEMIB Index 6,743 25,266 23,118.99 29,289.15 26.53 1.01% 268.02 P5120 Index 7,376 24,289 8,026.78 10,464.30 24.38 1.25% 274.14 ISEQ Index 25,135 40,099 4,246.25 6,907.97 61.09 1.03% 239.30 ICEXI Index 4,320 36,953 6.62 7.40 21.78 0.54% (153.79) AEX Index 5,042 42,240 484.27 542.08 14.77 0.81% 289.14 BEL20 Index 8,260 44,003 3,610.75 4,288.56 22.34 0.84% 702.82 LUXXX Index 9,885 39,715 1,655.49 2,067.55 31.26 0.80% 398.05 KFX Index 10,766 38,048 100.82 129.35 26.18 1.08% 507.06 HEX Index 8,306 40,933 8,513.92 10,241.64 22.13 0.92% 433.42 OMX Index 2,789 23,118 191.41 214.51 11.96 1.01% 244.74 ATX Index 411 7,466 3,268.32 3,448.06 4.69 1.17% 136.22 ASE Index 7,997 17,693 1,313.20 1,906.70 37.71 1.20% 78.57 OSEBX Index 1,978 22,138 84.29 91.82 11.60 0.77% 62.11 INDEXCF Index 1,842 (26,563) 39.61 36.86 3.69 1.88% TOP40 index 163 25,595 3,920.67 3,945.63 0.69 0.92% 96.98 SENSEX Index 49 15,120 356.76 357.92 0.42 0.78% NKY Index 155 11,371 140.17 142.08 1.23 1.11% 130.79 HSI Index - 3,264 2,778.84 2,778.84 0.00 0.78% 16.32 SHCOMP Index 1,719 (33,700) 344.53 326.96 5.71 0.89% 50.59 KOSPI Index (30) 16,618 1.82 1.81 -0.26 0.70% 91.18 AS51 Index 110 14,469 4,842.07 4,879.05 1.04 0.74% 130.42 STBCNZL Index 32,687 73,231 #N/A N/A 104.96 0.43% EEM US Equity 202 (6,119) 40.76 39.41 3.38 0.98% (87.82) IYR US Equity 53 4,214 67.67 68.52 3.15 0.40% 18.76 MDY US Equity 5,321 14,269 184.03 252.65 63.80 0.58% 174.45 JNK US Equity (13) 5,353 41.26 41.16 4.37 0.18% 16.92 XLF US Equity 5,739 13,610 15.57 22.14 66.99 0.63% 96.62 XLU US Equity 532 8,406 38.65 41.10 11.45 0.55% (13.03) XLK US Equity 2,388 12,860 30.80 36.52 33.98 0.55% 198.80 XLI US Equity 5,943 16,147 38.20 52.26 58.29 0.63% 118.99 XLP US Equity 273 7,775 41.46 42.92 7.91 0.44% 16.91 XLY US Equity 8,732 20,539 46.72 66.58 74.63 0.57% 128.05 XLE US Equity 180 6,103 85.06 87.57 4.31 0.68% 52.82 XLB US Equity 3,965 14,930 37.57 47.55 43.88 0.61% 107.90 XLV US Equity 13,011 24,346 38.87 59.64 81.64 0.65% 398.83 SXXP Index 6,073 43,407 400.51 456.54 18.44 0.76% 308.17 SXAP Index 9,592 28,526 520.28 695.24 27.40 1.23% 340.66 SXKP Index 5,191 47,032 366.14 406.55 12.35 0.89% 269.17 EFTA00293232 SX6P Index 6,565 34,237 352.74 420.37 24.46 0.78% 301.58 SXEP Index 1,001 29,339 441.65 456.71 5.33 0.64% 158.95 SXIP Index 11,982 28,923 222.31 314.40 49.60 0.84% 180.40 SXNP Index 4,923 28,384 482.69 566.42 19.84 0.87% 190.43 SX3P Index 68 18,170 662.20 664.69 0.63 0.60% 101.71 SXDP Index 23,955 61,075 609.16 848.09 52.51 0.75% 528.03 SX4P Index 2,694 25,840 917.36 1,012.99 10.70 0.97% 95.37 SX8P Index 2,656 17,778 343.07 394.31 17.16 0.87% 173.86 SXOP Index 10,354 40,520 380.28 477.46 25.44 1.00% 410.75 SXQP Index (103) 26,331 793.70 790.62 0.51 0.77% 163.98 SXRP Index 19 17,603 434.81 435.27 0.14 0.76% 70.90 SXMP Index 11,472 35,766 261.12 344.88 41.54 0.77% 64.29 SXTP Index 23,145 39,247 172.05 273.51 71.81 0.82% 244.81 SX7E Index 6,141 18,886 159.85 211.82 27.63 1.18% 365.11 SXSE Index 6,170 40,148 3,709.25 4,279.27 18.34 0.84% 363.02 SPGSCITR Index (16) (7,079) 4,909.25 4,920.27 M.40 0.56% (55.32) XAG Curncy 1,724 (20,150) 22.78 20.83 8.23 1.04% 370.30 CO1 Comdty 477 (24,622) 108.90 106.79 2.71 0.71% (129.94) CL1 Comdty 152 29,347 99.19 99.70 0.60 0.86% 487.25 NG1 Comdty 3,034 16,608 3.77 4.46 5.07 3.60% (346.42) XAU Comdty 49 17,978 101.80 102.08 0.07 3.73% (145.39) IBOXHY Index 2,800 53,418 220.12 231.66 49.55 0.11% 82.34 US_TSY CREDIT (51) (12,862) 757.82 760.83 4.22 0.12% (9.44) CA_TSY CREDIT 6,332 (97,153) 1,269.35 1,186.61 18.17 0.36% 238.41 MX_TSY CREDIT (199) (10,997) 209.03 212.80 .6.05 0.30% (42.28) AU TSY CREDIT (239) (47,480) 1,457.62 1,464.94 4.26 0.40% (134.21) JP_TSY CREDIT 320 (59,678) 822.10 817.69 1.73 0.31% (138.26) MY_TSY CREDIT 544 (92,252) 167.43 166.44 1.98 0.30% (257.18) SG_TSY CREDIT 219 (95,749) 219.11 218.61 1.25 0.18% (153.89) AT_TSY CREDIT 3,911 71,796 356.17 375.57 18.46 0.29% (44.32) BE_TSY CREDIT 4,977 74,447 475.77 507.58 24.03 0.28% (18.77) FI_TSY CREDIT 3,790 74,240 347.46 365.20 17.70 0.29% (74.71) FR_TSY CREDIT 4,238 72,961 1,673.43 1,770.64 19.99 0.29% (30.07) DE_TSY CREDIT 3,331 74,397 1,240.95 1,296.52 15.33 0.29% (56.31) lE_TSY CREDIT 31,765 78,270 336.92 473.66 158.69 0.26% (18.58) IT_TSY CREDIT 8,488 54,111 1,612.72 1,865.71 46.19 0.34% (19.12) NL_TSY CREDIT 3,759 75,206 1,324.87 1,391.09 17.36 0.29% (55.59) ES_TSY CREDIT 10,797 50,187 392.28 476.68 63.87 0.34% (19.18) DK_TSY CREDIT 3,444 67,396 729.23 766.49 15.96 0.32%I (438.12) NO_TSY CREDIT 144 27,148 341.47 343.28 1.48 0.36% (30.18) PL_TSY CREDIT 1,113 22,143 420.32 441.45 12.36 0.41% 113.82 ZA_TSY CREDIT 1,144 (33,149) 83.13 80.26 4.42 0.78% 29.88 SE_TSY CREDIT 756 77,434 471.16 475.76 3.35 0.29% 100.38 CH_TSY CREDIT 4,149 65,265 1,001.95 1,065.64 20.14 0.32% (322.88) GELTSY CREDIT 875 56,841 1,489.15 1,512.09 4.67 0.33% (208.42) EFTA00293233