EFTA00293234.pdf

Atorus, LLC 3/19/2014 Current Date: 3/19/2014 Change on Day: -0.37% Total Return since 1/1/12: 84.12% MSCI World Change on 712M Return: 41.18% Day -0.45% T9O Day Return: 8.19% No of Positions T30 Day Return: 2.59% (+MTM) on Day 182 Current Long Exposure @ Cost: 4,728,466 No of Positions (-MTM) Current Short Exposure @ Cost: (1,046,976) on Day 266 Net Exposure: 3,681,490 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,841,175 Current Leverage (Gross Exposures): 3.14 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40%- 50% histor tally T24M (+) NAV Days 52% T24M Avg. Daily NAV (+) Change 1.03% T24M Avg. Daily NAV (.) Change -0.89% Target Vol-Adj. Risk Listed Equities 50.00% Target Vol-Adj. Risk Global Macro 50.00% Targeted Max Loss (ex-Leverage) 10.00% Leverage Target At Inception: 2X Notes on Leverage: We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusted position sizing. Leverage levels can be customized to eac h investor. T24M Sharpe Ratio: 1.241 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,006,000.00 1,80%000.00 1,600,000.00 1400,000.00 1,200,000.00 1.000.000.00 600,000.00 600,000.00 AO' .0' .0' giv 4' Or 4> 4, 4') •1.5 '') t% , 1? e9 e9 9 9 sz. er os N\ 0, 41 A\ cP % 1 1 e v e e e —NAV EFTA00293234 Atorus, LLC 3/19/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional % of Total Notional 24 Positions 24.84% XAG Curncy (20,150) 0.35% IBOV Index (22,524) 0.39% CO1 Comdty (24,622) 0.43% MEXBOL Index (26,146) 0.45% INDEXCF Index (26,563) 0.46% AU TSY CREDIT (31,653) 0.55% ZA_TSY CREDIT (33,149) 0.57% SHCOMP Index (33,700) 0.58% JP_TSY CREDIT (59,678) 1.03% SPX Index 62,272 1.08% CH TSY CREDIT 65,265 1.13% DK_TSY CREDIT 67,396 1.17% AT_TSY CREDIT 72,913 1.26% STBCNZL Index 73,231 1.27% FR_TSY CREDIT 74,045 1.28% FI_TSY CREDIT 74,240 1.29% DE_TSY CREDIT 74,397 1.29% BE_TSY CREDIT 75,235 1.30% NL_TSY CREDIT 76,341 1.32% SE_TSY CREDIT 77,434 1.34% lE_TSY CREDIT 78,270 1.36% MY_TSY CREDIT (92,252) 1.60% SG_TSY CREDIT (95,749) 1.66% CA_TSY CREDIT (97,153) 1.68% NAV Impact by Category & Exposure Listed Equity Long -0.146% Listed Equity Short -0.045% EquityCom Long -0.272% EquityCom Short 0.025% G20 Rates Long -0.090% G20 Rates Short 0.087% Security MTM Gain % Total NAV 45 Positions 28.64% SMI Index 6,357 0.35% EDF FP Equity 6,404 0.35% SX6P Index 6,565 0.36% FTSEMIB Index 6,637 0.36% DAI GR Equity 6,671 0.36% ROG VX Equity 6,770 0.37% GS US Equity 7,064 0.38% P5120 Index 7,348 0.40% CA_TSY CREDIT 7,405 0.40% BMY US Equity 7,424 0.40% ACA FP Equity 7,458 0.41% MMM US Equity 7,711 0.42% PRU LN Equity 7,896 0.43% DAX Index 7,947 0.43% HEX Index 7,981 0.43% ASE Index 7,997 0.43% MDT US Equity 8,101 0.44% BEL20 Index 8,281 0.45% IT_TSY CREDIT 8,421 0.46% AMGN US Equity 8,453 0.46% XLY US Equity 8,539 0.46% IBEX Index 8,544 0.46% BAYN GR Equity 8,682 0.47% CELG US Equity 9,464 0.51% TMO US Equity 9,577 0.52% SXAP Index 9,909 0.54% SXOP Index 10,106 0.55% LUXXX Index 10,436 0.57% MC US Equity 10500 0.57% KFX Index 10526 0.57% ES_TSY CREDIT 10,695 0.58% TYC US Equity 11,076 0.60% SXMP Index 11,400 0.62% SXIP Index 11,568 0.63% MA US Equity 11,986 0.65% XLV US Equity 12,898 0.70% NDX Index 14,042 0.76% RTY Index 15,046 0.82% SPX Index 17,328 0.94% SXTP Index 22,712 1.23% EFTA00293235 SXDP Index 24,029 1.31% ISEQ Index 24,293 1.32% GILD US Equity 30,774 1.67% IE_TSY CREDIT 31,658 1.72% 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 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) 1 ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00293236 Atorus, LLC 3/19/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Comrnodiites, G20 Gov. Credit) 5,030.000 2,000,000 —AMAC — EMEA —AMER Eq 'tyCo —G20 Rates NexEposure MIS 1300,030 1,000,000 axo.oco 3,020.000 1,000OOD 0 . (1,000.000I - (2,010.0001 500,ECO 111. 2,020.000 ..d, . E5e c7 ..."Sl..,4%„, 000 1 10' % 4;1 ) eV 10' 10 . t ° to) $ f19. NI\ IS, 1, 14> 1, 1. Oa % 1, 4 ) tl NiN tA `V IN •4,. ct',S. 1, 1 1 (14300.000) (3,G00.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) Yy ri• Off~ .15>a) l5SQ. ti t'C' 49 459 •te 4'41 ti ti s. 4 4' 14 4 N, 4% 4 4% 4' 1 4' 4 - ---ADAC EMEA MOER - ----eEttuds<pet G20R t EFTA00293237 Atorus, LIC 3/19/2014 Current Gross Notional Risk by Category 242,125 577,837 1,391,163 r ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MCI World Index Rolling 30 Day Realized Volatility - Ator 2.00% 1.80% 1.60% 140% 1.20% 1.00% 0.80% 0.60% 0.40% 0.20% 0.00% —Roll 001:04yRe eizedVel EFTA00293238 Atorus, LLC 3/19/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.010 60.00 50.00 40X0 30.00 20.010 10.00 0.00 to.o.av te s t?). <Pe O (P. dr 4 ). "16). p0 ttr oP* Percentile No. Vol Days 0.00,1: -6.12 5.00% -2.88 10.00% 4.46 15.00% .0.55 20.00% 0.28 25.00% 0.98 30.00% 2.12 35.00% 3.83 40.00% 5.13 45.00% 6.48 50.00% 8.50 55.00% 11.08 60.00% 14.37 65.00% 17.56 70.00% 20.47 75.00% 23.99 80.00% 29.73 85.00% 37.14 90.00% 47.17 95.00% 64.17 100.00% 192.07 i ipfl.Vol Days by Position MTM Gains(Losses)% of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 1.51% 51.19% EFTA00293239 Atorus, LLC -Listed Equity Portfolio 3/19/2014 Current Price P/L in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (191) (5,144) 51.62 53.54 -3.95 0.94% (25.88) 005380 KS Equity 4 1,799 217.13 217.64 0.20 1.14% (9.39) 005490 KS Equity 65 (3,782) 273.49 268.81 1.82 0.94% (6536) 005930 KS Equity 497 (6,558) 1,285.62 1,188.11 8.58 0.88% 25.78 012330 KS Equity 840 5,282 244.69 283.62 17.54 0.91% 28.33 1 HK Equity 46 8,073 15.56 15.64 0.61 0.93% 41.89 1299 HK Equity (26) 1,363 4.73 4.64 -2.29 0.83% 1649 13 HK Equity 2,775 12,243 11.40 13.99 22.29 1.02% 242.32 16 HK Equity 710 (9,935) 12.66 11.76 9.90 0.72% 22.77 27 HK Equity (4) 123 9.67 9.34 -2.03 1.75% (3.47) 2914 JP Equity 390 (4,719) 32.47 29.78 7.63 1.08% 1049 3382 JP Equity (87) 2,729 37.66 36.51 -2.74 1.16% (17.54) 4063 JP Equity 304 (4,536) 56.40 52.62 6.06 1.11% 36.65 4502 JP Equity 81 2,417 46.86 48.44 4.44 0.76% 36.77 4689 JP Equity (75) 1,224 6.05 5.70 -4.73 1.29% 3.11 5 HK Equity 19 (2,897) 9.97 9.91 0.96 0.69% 8.80 5108 JP Equity (125) 3,498 36.31 35.06 -3.03 1.18% (1.86) 5401 JP Equity 311 (5,002) 2.91 2.73 5.12 1.21% 0.39 6301 JP Equity 98 (3,515) 20.64 20.06 2.17 1.28% 40.98 6752 JP Equity 1,274 4,145 9.01 11.78 14.30 2.15% (46.37) 6902 JP Equity 1,172 7,784 41.48 47.72 12.02 1.25% (293.53) 6954 JP Equity 324 6,393 157.65 165.65 3.85 1.32% 137.44 7201 JP Equity 97 (3,743) 8.85 8.62 2.63 0.98% (5.35) 7203 JP Equity 164 (3,073) 57.44 54.38 5.23 1.02% 40.56 7267 JP Equity 166 (4,885) 36.43 35.19 3.42 0.99% 11.50 762 HK Equity 776 (5,162) 1.38 1.17 13.10 1.15% 85.27 7751 JP Equity 308 (6,865) 31.44 30.03 4.50 1.00% (18.73) 8031 JP Equity (2) (1,134) 14.27 14.30 -0.15 1.26% 9.33 8058 JP Equity (53) 1,441 19.25 18.57 -3.58 1.03% (8.21) 8306 JP Equity 176 (2,979) 5.88 5.54 5.23 1.13% 18.19 8316 JP Equity 181 (2,505) 45.91 42.60 5.97 1.21% 17.23 8411 JP Equity (1) (2,600) 2.00 2.00 -0.05 0.85% 20.79 8604 JP Equity 128 (2,467) 6.76 6.41 4.46 1.17% 37.39 8801 JP Equity (6) 182 31.39 30.33 -2.30 1.52% (0.04) 8802 JP Equity 233 (5,009) 24.84 23.68 3.32 1.40% (54.84) 9020 JP Equity 261 (3,967) 77.53 72.43 6.49 1.01% 3055 941 HK Equity 1,409 (11,662) 10.21 8.98 19.73 0.61% (0.58) 9432 JP Equity 300 6,077 53.19 55.82 3.64 1.36% (64.81) 9433 JP Equity 3,295 9,476 42.13 56.78 23.05 1.51% 179.28 9437 JP Equity 91 (5,749) 15.71 15.46 1.78 0.89% 48.88 9983 JP Equity (131) 3,177 368.45 353.87 -3.16 1.30% 1.64 EFTA00293240 9984 JP Equity 1,550 1,863 44.83 82.12 49.27 1.69% (8.77) AAPL US Equity 230 7,877 518.25 533.35 3.98 0.73% 59.11 ABB US Equity 538 8,326 23.59 25.11 7.27 0.89% (47.43) ABBN VX Equity 483 6,962 23.63 25.27 8.54 0.81% 34.54 ABBV US Equity 394 5,335 49.49 53.15 8.38 0.88% 27.15 ABEV US Equity 139 (7,232) 7.25 7.11 1.47 1.31% (15.27) ABEV3 BZ Equity 66 (6,923) 7.23 7.16 0.79 1.22% (7.82) ABI BB Equity (83) 6,721 102.01 100.76 -1.48 0.84% (32.76) ABT US Equity 96 4,097 38.87 39.77 3.62 0.65% 7.04 ABX CN Equity 9 (1,074) 19.94 19.76 0.59 1.47% 18.13 ABX US Equity 14 (1,032) 19.97 19.69 0.92 1.52% 24.16 ACA FP Equity 7,458 5,408 6.83 16.26 107.17 1.29% 225.36 ACE US Equity 225 6,435 95.44 98.77 6.87 0.51% (16.94) ACN US Equity 676 10,703 77.97 82.89 9.57 0.66% (114.19) ADP US Equity 103 1,193 72.36 78.60 14.48 0.60% (3.31) AFL US Equity (22) 7,973 63.79 63.62 -0.54 0.51% (92.41) AGN US Equity 1,822 9,698 110.56 131.33 23.67 0.79% 29.42 Al FP Equity (88) 8,248 134.79 133.36 -1.42 0.75% (37.60) AIG US Equity 92 4,012 48.66 49.77 2.61 0.88% 10.35 AIR FP Equity 2,844 4,177 42.47 71.39 63.79 1.07% 141.44 ALV GR Equity 2,643 7,550 125.64 169.64 38.05 0.92% (112.85) ALVG IX Equity 1,975 5,742 126.13 169.53 37.54 0.92% (99.40) AMGN US Equity 8,453 22,886 92.78 127.05 36.09 1.02% 86.92 AMT US Equity 757 10,655 76.29 81.71 11.08 0.64% (8.97) AMZN US Equity 4,277 14,103 287.66 374.89 31.04 0.98% (98.85) ANZ AU Equity 127 4,457 28.64 29.46 3.22 0.88% (4.71) APA US Equity 267 (6,870) 82.74 79.52 4.05 0.96% 41.89 APC US Equity (109) (6,360) 81.31 82.70 -2.22 0.77% 36.30 AXP US Equity 2,822 10,373 71.56 91.03 34.40 0.79% (71.83) AZN LN Equity 4,209 12,676 49.80 66.34 33.29 1.00% 104.31 AZN SS Equity 3,682 11,669 50.40 66.30 31.09 1.01% 65.69 AZN US Equity 4,021 12,432 49.96 66.11 34.29 0.94% 12.75 BA US Equity 19 (2,652) 124.18 123.28 0.74 0.99% 28.40 BAC US Equity 10,500 10,884 8.82 17.33 108.72 0.89% 196.71 BARC LN Equity (S4) (1,542) 3.87 4.01 -2.55 1.37% (41.59) BAS GR Equity 855 7,333 97.30 108.64 11.64 1.00% 33.99 BATS LN Equity 100 5,318 52.90 53.89 2.06 0.91% 19.03 BAX US Equity (95) (8,047) 66.82 67.61 -2.10 0.56% (53.22) BAYN GR Equity 8,682 11,757 76.64 133.22 77.41 0.95% 42.69 BBAS3 BZ Equity (26) (1,954) 8.30 8.41 -0.72 1.81% (72.02) BBD US Equity 640 (6,743) 12.96 11.73 7.26 1.31% (130.51) BBDC4 BZ Equity 571 (7,252) 12.80 11.80 5.61 1.40% (157.66) BBL US Equity 30 (3,114) 59.76 59.19 0.88 1.10% 59.27 BBVA SM Equity 1,273 5,790 10.12 12.34 20.46 1.07% 4.75 BCE CN Equity 25 (6,644) 43.17 43.01 0.64 0.58% (40.85) BCS US Equity (53) (1,646) 15.58 16.08 -2.38 1.35% (30.81) BEN US Equity (7) 1,182 52.08 51.76 -0.60 1.04% (13.79) EFTA00293241 BG/ IN Equity (92) (3,949) 17.49 17.90 -3.35 0.69% 14.07 BHP AU Equity (310) 6,689 34.25 32.74 -3.93 1.18% (38.04) BHP US Equity (322) 6,839 67.62 64.59 -4.67 1.01% (98.47) BBB US Equity 466 1,066 245.93 353.41 32.94 1.33% 10.08 BIL Si Equity 34 (2,643) 30.29 29.90 1.06 1.21% 19.03 BK US Equity 349 6,515 32.16 33.89 7.07 0.76% 93.31 BLK US Equity 105 1,171 274.17 298.86 10.97 0.82% (6.96) BLT IN Equity 12 (3,166) 29.93 29.82 0.32 1.12% 29.71 BMO CN Equity (64) 8,370 65.44 64.94 -1.26 0.61% (5.71) BMW GR Equity 1,044 5,076 98.63 118.91 16.26 1.26% 371.36 BMY US Equity 7,424 13,669 35.71 55.11 48.24 1.13% 158.12 BN FP Equity 56 (3,684) 70.54 69.47 2.13 0.71% (6.73) BNP FP Equity 1,553 5,498 61.78 79.23 22.81 1.24% (80.57) BNS CN Equity 29 5,030 57.60 57.94 0.91 0.63% (21.43) BP/ LN Equity 226 9,797 7.76 7.94 3.86 0.60% 26.45 BRK/B US Equity 398 11,056 118.69 122.96 5.52 0.65% (5.79) 858R US Equity 1,532 (8,171) 6.18 5.02 12.75 1.47% (316.50) BUD US Equity (96) 6,846 102.03 100.62 -1.62 0.86% (60.87) BX US Equity 372 2,976 30.31 34.10 12.44 1.01% 5.08 C US Equity 13 1,418 48.34 48.78 0.89 1.01% 25.71 CA FP Equity 479 2,976 32.90 38.19 15.12 1.06% 10.20 CAT US Equity 1,054 12,179 88.47 96.13 13.26 0.65% (29.23) CBA AU Equity 93 8,462 67.92 68.67 1.45 0.76% (5.25) CBS US Equity 434 1,267 49.35 66.27 35.71 0.96% (2.63) CCL US Equity 713 7,821 36.20 39.51 9.68 0.94% (27.03) CELG US Equity 9,464 12,089 85.54 152.50 66.90 1.17% (63.55) CFR VX Equity (106) 1,907 99.14 93.90 -5.97 0.94% (24.15) CL US Equity 1,450 18,685 59.13 63.72 15.19 0.51% (208.67) CM CN Equity 353 8,334 82.53 86.03 6.68 0.63% 8.77 CMCSA US Equity 3,908 17,408 40.65 49.77 26.03 0.86% (192.69) CMCSK US Equity 6,315 18,900 36.26 48.38 37.81 0.88% (341.75) CNI US Equity 1,260 12,873 51.38 56.41 16.09 0.61% (151.92) CNQ CN Equity 223 7,768 35.76 36.79 2.95 0.97% 113.38 CNR CN Equity 1,300 12,425 51.30 56.66 16.95 0.62% (43.92) COF US Equity 516 6,077 67.68 73.43 9.68 0.88% (15.67) COP US Equity (118) (7,980) 66.64 67.63 -2.61 0.57% 36.38 COST US Equity (166) 7,901 115.67 113.30 -3.29 0.64% (17.30) COV LN Equity 183 2,442 BN/A N/A 22.97 0.33% COV US Equity 770 7,080 64.09 71.06 18.97 0.57% (6.57) CRM US Equity 64 2,054 56.89 58.67 2.46 1.28% (10.12) CS FP Equity 1,714 5,387 19.39 25.56 29.11 1.09% (5.44) CSCO US Equity 26 (4,977) 21.79 21.68 0.68 0.78% (38.45) CSX US Equity 1,282 8,914 25.07 28.68 20.16 0.71% (20.30) CVE CN Equity 745 (10,449) 28.70 26.65 9.36 0.76% 4.74 CVS US Equity 1,821 11,171 63.46 73.80 26.38 0.62% (0.60) CVX US Equity (239) (8,207) 112.39 115.67 -4.69 0.62% 35.94 D US Equity 2,092 12,240 60.05 70.31 24.45 0.70% (55.73) EFTA00293242 DAI GR Equity 6,671 13,908 62.20 92.04 36.34 1.32% 77.50 D8K GR Equity (11) (449) 44.25 45.33 -2.04 1.19% (10.64) DD US Equity 2,690 12,432 54.56 66.37 33.42 0.65% (99.66) DDAIF US Equity 3,727 8,377 63.20 91.32 32.99 1.35% (104.72) DE US Equity 165 8,122 85.65 87.39 3.17 0.64% (29.48) DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,398 9,889 51.34 74.17 41.35 1.08% (50.71) DGE LN Equity (26) 476 31.36 29.73 -2.45 2.24% 0.43 DHR US Equity 3,894 14,097 58.57 74.74 46.05 0.60% (110.50) DIS US Equity 1,825 9,908 68.36 80.96 17.67 1.04% (138.29) DISCA US Equity 35 5,840 83.18 83.68 0.62 0.97% 14.71 DNB NO Equity 1,136 9,735 15.77 17.61 15.69 0.74% (4.94) DOW US Equity 2,536 6,969 36.59 49.91 47.97 0.76% 64.66 DPW GR Equity 147 547 28.24 35.82 22.46 1.20% (5.25) DTE GR Equity 4,245 13,640 12.22 16.02 27.56 1.13% 160.74 DTV US Equity 2,342 10,622 61.97 75.64 29.51 0.75% (130.96) DUK US Equity 57 (8,822) 69.60 69.15 1.37 0.47% 158.02 DVN US Equity 171 8,507 62.34 63.60 3.10 0.65% 23.49 EBAY US Equity 409 6,678 54.29 57.61 7.40 0.83% (18.69) ECL US Equity 406 9,210 105.22 109.86 7.09 0.62% (39.58) EDF FP Equity 6,404 9,189 23.45 39.79 67.79 1.03% (58.61) EMC US Equity 1,028 9,969 25.12 27.71 14.39 0.72% (29.25) EMR US Equity 0 (964) 63.88 63.85 0.07 0.60% 0.40 EMI CN Equity 34 6,351 44.29 44.53 0.86 0.63% (14.52) ENEL IM Equity 2,323 7,503 4.32 5.66 23.95 1.29% (23.23) ENI IM Equity 220 7,309 23.75 24.47 4.30 0.70% 16.00 EOAN GR Equity 41 2,996 18.77 19.02 1.47 0.93% 3.24 EOG US Equity 1,692 5,603 144.17 187.71 37.13 0.81% (63.68) EPD US Equity 1,161 11,549 62.92 69.25 18.95 0.53% 70.80 ERICB SS Equity 359 6,004 12.27 13.00 6.22 0.96% (16.50) ESRX US Equity 1,602 9,815 66.69 77.58 21.98 0.74% 115.86 ETN US Equity (0) 5,260 72.48 72.47 0.01 0.96% (46.09) F US Equity (163) (3,621) 14.82 15.48 -6.12 0.73% 4.77 F8 US Equity 1,446 2,630 44.06 68.28 43.79 1.26% (42.86) FCX US Equity (6) (625) 30.98 31.25 -0.77 1.15% 5.79 FDX US Equity 780 5,338 120.94 138.61 24.01 0.61% 7.33 FOX US Equity (32) 5,624 32.30 32.12 -0.69 0.81% (11.28) FOXA US Equity (28) 5,673 33.15 32.98 M.57 0.87% 10.25 FP FP Equity 942 11,013 60.83 66.03 11.27 0.76% 61.58 G IM Equity 222 4,486 21.32 22.38 5.30 0.93% (49.80) GE US Equity 1,816 13,140 22.32 25.40 16.39 0.84% (131.32) GILD US Equity 30,774 13,861 24.02 77.37 192.07 1.16% (50.83) GIS US Equity 506 13,333 49.12 50.98 6.42 0.59% 71.16 GLE FP Equity 856 3,248 49.51 62.56 18.67 1.41% (3.81) GLEN LN Equity 177 (3,880) 5.29 5.05 2.93 1.56% 74.76 GLW US Equity 2,052 11,376 16.17 19.09 20.64 0.87% (166.03) GM US Equity 1 (694) 35.06 35.00 0.13 1.20% 1.08 EFTA00293243 GOOG US Equity 5,010 12,582 860.79 1,203.57 69.56 0.57% (16.72) GS US Equity 7,064 13,671 110.98 168.32 63.94 0.81% 17.15 GSK LN Equity 281 5,707 26.22 27.51 7.19 0.69% 52.28 GSZ FP Equity 912 8,189 24.60 27.34 9.16 1.22% 4.90 HAL US Equity 986 5,408 48.07 56.84 18.62 0.98% 3.90 HD US Equity 2,666 13,333 66.67 80.00 28.72 0.70% (8.34) HMB SS Equity 646 6,110 40.79 45.10 11.41 0.93% 21.93 HON US Equity 6,281 11,930 61.10 93.27 89.59 0.59% (79.84) HPO. US Equity 1,723 7,287 25.38 31.38 22.75 1.04% 282.05 HSBA LN Equity 16 (2,521) 9.94 9.88 0.72 0.87% 8.55 IBE SM Equity 1,714 7,382 5.54 6.82 37.26 0.62% (11.98) IBM US Equity (18) (5,036) 184.74 185.41 -0.63 0.58% 44.38 IMT LN Equity 1,396 10,924 35.95 40.54 14.21 0.90% 167.16 INTC US Equity 515 9,784 23.81 25.06 8.87 0.59% 107.54 ISP IM Equity 3,582 5,699 1.93 3.14 49.76 1.26% 106.65 ITUB US Equity 339 (5,909) 13.81 13.02 3.93 1.46% (94.15) ITUB4 BZ Equity 94 (6,366) 13.35 13.15 0.99 1.49% (124.80) ITW US Equity 2,710 14,011 67.84 80.95 30.07 0.64% (186.55) ITX SM Equity (39) (4,597) 147.96 149.21 -0.78 1.09% (187.90) JCI US Equity 2,196 5,930 34.13 46.76 38.89 0.95% (23.48) DU US Equity 4,465 12,994 69.83 93.82 63.17 0.54% (7.38) JPM US Equity 986 8,516 52.29 58.34 13.75 0.84% 78.33 KMB US Equity 295 7,934 106.69 110.66 6.05 0.62% (6.98) KMI US Equity 766 (8,600) 34.31 31.26 10.99 0.81% 125.02 KO US Equity 76 (6,962) 38.83 38.41 2.10 0.52% (10.39) LBTYA US Equity (12) 2,272 84.93 84.48 -0.55 0.97% (23.73) LBTYK US Equity 105 1,975 78.04 82.18 6.32 0.84% (14.76) LIN GR Equity (52) 8,087 198.02 196.76 -0.83 0.77% 69.71 LLOY LN Equity 3,392 7,073 0.89 1.32 52.57 0.91% (7.11) LLY US Equity 20 2,868 58.84 59.25 0.86 0.80% (10.89) LMT US Equity 659 2,016 122.48 162.49 38.68 0.84% (28.50) LNKD US Equity • 399 202.54 202.54 0.00 1.80% 12.81 LOW US Equity 227 7,829 48.41 49.81 3.34 0.87% 13.38 LVS US Equity 2,341 6,808 61.33 82.42 28.97 1.19% (132.84) LYB US Equity 1,187 2,297 59.29 89.94 61.80 0.84% (35.92) MA US Equity 11,986 17,711 47.01 78.82 82.70 0.82% 79.22 MAERSKB DC Equity 5,693 14,148 8,212.58 11,516.90 33.30 1.21% 80.89 MC FP Equity (98) 3,466 183.29 178.25 .3.69 0.77% (17.61) MCD US Equity (95) (5,579) 94.88 96.49 .3.16 0.54% 52.47 MCK US Equity 236 2,088 164.17 182.72 15.26 0.74% (2.97) MDIZ US Equity 2,607 13,641 28.68 34.16 31.80 0.60% (97.05) MDT US Equity 8,101 20,811 43.22 60.05 58.22 0.67% 88.09 MET US Equity 1,457 7,556 44.37 52.92 20.46 0.94% 125.09 MFC CN Equity 4,185 8,003 12.38 18.85 62.63 0.83% (18.27) MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 7,711 21,331 96.89 131.92 61.55 0.59% (208.86) MO US Equity 28 6,937 36.13 36.27 0.66 0.62% (47.00) EFTA00293244 MON US Equity 825 11,917 106.02 113.36 9.87 0.70% (94.25) MOS US Equity - - 48.89 0.82% MRK US Equity 1,429 11,268 49.98 56.32 17.89 0.71% (8.00) MS US Equity 247 1,649 27.57 31.70 14.56 1.03% 6.71 MSFT US Equity 922 7,343 34.91 39.29 17.03 0.74% (25.25) MUV2 GR Equity 356 6,116 197.70 209.20 8.45 0.69% 4.00 NAB AU Equity 65 7,534 31.14 31.41 0.97 0.88% (34.46) NCM AU Equity • - 10.50 1.98% NEE US Equity 4,232 14,649 72.62 93.60 44.10 0.65% (218.53) NEM US Equity 2,146 (7,392) 34.95 24.80 18.07 1.61% 213.32 NESN VX Equity 646 9,821 69.64 74.22 10.22 0.64% 30.48 NG/ IN Equity 2,001 12,114 11.82 13.78 26.58 0.62% 56.27 NICE US Equity 1,039 5,145 66.10 79.45 24.23 0.83% (18.00) NOK US Equity 4,094 4,498 3.96 7.57 71.03 1.28% (87.61) NOV US Equity (75) 2,990 75.92 74.05 .2.76 0.91% (19.53) NOVN VX Equity 5,249 18,291 63.81 82.11 37.44 0.77% (142.21) NOVOB DC Equity 1,351 9,444 40.35 46.12 13.84 1.03% 5.15 NSC US Equity 2,028 9,590 80.49 97.51 28.48 0.74% 127.40 NVS US Equity 3,951 15,510 65.07 81.65 34.10 0.75% (232.42) OGXP3 BZ Equity 5,052 (5,180) 4.31 0.11 31.16 3.13% (346.36) OR FP Equity 1 (774) 162.36 162.18 0.12 0.95% 0.87 ORA FP Equity 529 5,434 12.87 14.12 6.63 1.47% (37.89) ORCL US Equity 1,096 7,533 33.38 38.24 20.62 0.71% (37.03) OXY US Equity 58 7,355 95.04 95.80 1.07 0.74% (121.22) PBR US Equity 507 (2,814) 13.30 10.90 11.51 1.56% (119.46) PBR/A US Equity 513 (2,795) 13.87 11.33 11.77 1.56% (129.15) PCLN US Equity 1,076 3,043 956.05 1,294.13 28.44 1.24% (21.73) PCP US Equity 2,556 13,710 212.47 252.08 22.62 0.82% (180.28) PEP US Equity (13) 4,644 81.78 81.54 -0.45 0.63% (21.87) PETR3 BZ Equity 418 (2,923) 6.39 5.48 9.27 1.54% (135.30) PETR4 BZ Equity 474 (3,123) 6.74 5.72 9.99 1.52% (152.76) PFE US Equity 4,784 21,828 26.10 31.82 30.80 0.71% (63.15) PG US Equity 114 4,762 77.33 79.18 3.88 0.62% (35.21) PHIA NA Equity - 682 33.94 33.94 0.00 1.05% 4.69 PM US Equity 612 (10,166) 85.47 80.32 8.70 0.69% 33.07 PNC US Equity 990 8,425 75.96 84.89 16.64 0.71% 59.96 POT CN Equity (16) (992) 34.20 34.74 .1.91 0.82% (6.37) POT US Equity (3) (334) 34.31 34.59 -0.96 0.83% 0.52 PRU LN Equity 7,896 10,521 12.76 22.34 69.64 1.08% (183.88) PSA US Equity 522 9,413 158.54 167.33 9.83 0.56% (55.36) PSX US Equity 1,346 6,030 64.65 79.08 22.34 1.00% (86.99) PX US Equity 2,854 16,220 113.42 133.37 34.61 0.51% 130.84 QCOM US Equity 1,925 12,547 66.83 77.08 20.55 0.75% (64.17) QQQ US Equity 6,333 19,920 68.46 90.22 60.49 0.53% (12.45) RAI US Equity 174 6,737 52.22 53.57 2.17 1.19% (43.94) RDS/A US Equity (75) 4,217 73.26 71.98 •2.85 0.62% (11.60) RDS/B US Equity 42 5,192 75.80 76.41 1.31 0.62% (9.86) EFTA00293245 RDSA LN Equity 188 4,065 34.51 36.10 8.13 0.57% 16.50 RDSA NA Equity (62) 4,084 36.62 36.07 -2.74 0.55% 6.27 RDSB LN Equity 115 4,580 37.36 38.30 4.04 0.62% 26.87 REGN US Equity 579 6,240 302.78 330.90 5.80 1.60% (50.14) RIO AU Equity (3) (1,665) 56.04 56.16 -0.17 1.26% 11.24 RIO IN Equity (227) 5,748 54.64 52.57 -2.94 1.34% (32.32) RIO US Equity (192) 4,934 53.96 51.93 -2.66 1.47% (88.99) ROG VX Equity 6,770 17,035 212.78 297.35 52.01 0.76% 216.42 RY CN Equity (62) 4,764 65.12 64.29 -2.33 0.55% (11.22) SAB LN Equity (59) 6,565 47.47 47.05 -1.16 0.77% 37.65 SAN FP Equity 123 (6,174) 103.67 101.59 2.19 0.91% (39.43) SAN SM Equity 605 7,256 8.35 9.04 9.08 0.92% 3.22 SAN US Equity 459 5,315 8.28 8.99 8.42 1.03% (65.39) SAP GR Equity (92) 2,995 80.19 77.79 -3.63 0.85% 3.84 SAP US Equity (107) 3,228 80.22 77.63 -3.77 0.88% (4.33) SBUX US Equity 64 3,531 74.69 76.05 1.96 0.93% 71.24 SGO FP Equity 2,580 7,836 44.08 58.60 25.08 1.31% 9.82 SI US Equity 668 4,504 114.69 131.69 14.62 1.01% (0.27) SIE GR Equity 780 5,345 114.81 131.56 15.01 0.97% 33.62 SLB US Equity 872 6,528 79.94 90.62 17.58 0.76% (0.23) SMSN LI Equity 539 (7,260) 644.51 596.64 7.88 0.94% 40.12 SO US Equity (7) 1,673 43.26 43.08 .0.87 0.48% (16.36) SPG US Equity 16 3,590 160.18 160.91 0.75 0.61% (47.78) SREN VX Equity 1,542 10,006 80.46 92.86 18.29 0.84% (1.98) STAN LN Equity 602 (5,452) 22.21 19.76 11.60 0.95% 30.33 STL NO Equity 563 8,306 25.81 27.57 7.41 0.92% (42.14) STT US Equity (2) (2,262) 65.84 65.90 -0.08 1.00% (15.48) SU CN Equity (16) 915 33.27 32.69 -3.37 0.53% 3.52 SU FP Equity 283 6,518 84.31 87.97 4.14 1.05% 31.16 SU US Equity (48) 2,211 33.28 32.57 -4.07 0.53% (7.88) SWEDA SS Equity 1,017 6,088 24.78 28.92 18.02 0.93% 13.91 SYNN VX Equity (221) (8,069) 359.52 369.38 -3.63 0.76% (2.08) T US Equity 286 (8,928) 34.20 33.10 5.72 0.56% (43.41) TD CN Equity 157 8,245 45.38 46.25 3.31 0.58% (10.63) TEF SM Equity (22) 3,631 15.63 15.53 .0.71 0.84% (5.52) TEF US Equity (46) 3,406 15.55 15.35 -1.42 0.94% (39.61) TGT US Equity 660 (10,717) 63.57 59.66 6.61 0.93% 23.63 TJX US Equity 2,955 9,492 46.31 60.73 43.20 0.72% (91.92) TLS AU Equity (15) 6,561 4.59 4.57 -0.37 0.63% (25.23) TLSN SS Equity 17 4,427 7.59 7.62 0.43 0.90% 19.39 TM US Equity 402 (6,829) 115.81 108.99 6.90 0.85% 59.77 TMO US Equity 9,577 10,218 63.59 123.19 120.67 0.78% (77.01) TOT US Equity 565 5,823 59.06 64.79 11.58 0.84% (97.69) TRP CN Equity (201) (6,953) 43.75 45.02 .4.79 0.60% 7.61 TRV US Equity 1 4,763 83.58 83.60 0.05 0.58% (20.65) TSCO LN Equity 950 (7,398) 5.65 4.93 11.92 1.08% 106.53 TWC US Equity 684 5,234 120.22 135.94 14.95 0.87% (28.80) EFTA00293246 TWX US Equity 93 7,395 66.41 67.24 1.75 0.72% (9.56) TXN US Equity 3,745 12,205 34.93 45.64 41.15 0.75% 63.36 TYC US Equity 11,076 24,080 29.17 42.58 66.99 0.69% (306.49) UBS US Equity 338 5,489 19.43 20.63 6.79 0.91% (39.05) UBSN VX Equity 341 5,158 19.51 20.80 7.30 0.91% 31.85 UCG IM Equity 3,336 5,391 5.58 9.04 34.52 1.79% (72.87) ULVR LN Equity (25) (3,892) 39.50 39.75 -0.90 0.72% (39.64) UNA NA Equity (101) (6,295) 38.14 38.75 -2.47 0.65% (10.12) UNH US Equity 2,457 10,037 64.08 79.77 28.32 0.86% 308.13 UNP US Equity 1,641 11,265 164.06 187.95 19.07 0.76% (88.92) UPS US Equity 3,209 14,806 79.87 97.18 42.14 0.51% (65.29) USB US Equity 3,114 14,238 34.71 42.31 37.49 0.58% (12.42) UTX US Equity 5,937 15,190 82.05 114.12 62.06 0.63% (107.02) V US Equity 3,956 3,914 111.85 224.90 149.65 0.68% (30.28) VALE US Equity 605 (3,908) 15.08 12.74 11.11 1.39% (33.35) VALE3 BZ Equity 276 (4,586) 13.63 12.81 4.09 1.47% (43.05) VIAB US Equity 4,285 8,324 58.35 88.39 72.60 0.71% (41.79) VIV FP Equity 128 2,668 26.19 27.45 5.05 0.95% (26.56) VMW US Equity 1,076 4,379 87.66 109.20 19.57 1.26% (50.29) VOD LN Equity 135 (2,998) 3.98 3.80 2.78 1.62% (49.97) VOD US Equity 144 (2,214) 40.41 37.79 3.79 1.71% (19.31) VOW3 GR Equity 120 1,459 234.59 253.90 5.82 1.41% 15.74 VRX CN Equity 852 1,611 92.95 142.10 44.53 1.19% (3.92) VRX US Equity 974 1,880 93.20 141.49 45.79 1.13% (25.95) VTI US Equity 650 5,134 86.91 97.92 26.15 0.48% (7.04) VWO US Equity 332 (7,247) 40.33 38.48 5.08 0.90% 67.49 VZ US Equity 187 (6,121) 48.12 46.65 4.13 0.74% (11.57) WBC AU Equity 128 5,265 29.97 30.69 2.56 0.95% (7.30) WES AU Equity (118) 8,616 38.64 38.12 -1.78 0.77% 1.11 WFC US Equity 2,794 11,232 38.43 47.99 41.83 0.59% (97.41) WLP US Equity 3,523 10,369 74.31 99.56 36.39 0.93% 329.10 WMT US Equity (2) 4,005 74.59 74.56 -0.07 0.59% (11.23) WOW AU Equity (307) (6,932) 31.30 32.69 -5.20 0.85% (14.56) XOM US Equity 439 10,902 90.48 94.12 5.89 0.68% (84.38) XTA LN Equity (36) (2,238) //WA WA -0.72 2.21% YHOO US Equity 351 1,282 30.64 39.02 22.95 1.19% (11.20) YUM US Equity 74 6,899 73.80 74.59 1.72 0.63% (55.01) ZURN VX Equity 195 6,394 291.95 300.87 4.49 0.68% (18.04) 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 17,328 62,272 1,455.70 1,860.77 55.47 0.50% (488.08) NDX Index 14,042 46,686 2,831.19 3,682.74 48.18 0.62% (391.39) RTY Index 15,046 39,938 868.48 1,195.66 52.12 0.72% (427.93) EFTA00293247 SPTSX Index 122 19,447 12,764.15 12,844.12 1.35 0.46% (94.81) MEXBOL Index 1,636 (26,146) 3,142.70 2,946.06 6.39 0.98% 41.40 IBOV Index 1,938 (22,524) 21,899.90 20,016.00 6.21 1.38% (367.04) MERVAL Index (229) 5,530 768.42 737.84 -2.62 1.58% (13.33) UKX Index 2,536 39,963 10,288.22 10,940.97 9.30 0.68% (46.17) DAX Index 7,947 36,674 10,610.77 12,909.94 21.49 1.01% 147.26 CAC Index 1,317 20,042 5,625.44 5,995.10 7.75 0.85% (34.94) IBEX Index 8,544 39,644 11,555.30 14,045.84 23.22 0.93% 180.02 SMI Index 6,357 44,078 8,219.62 9,405.00 21.56 0.67% (128.81) FTSEMIB Index 6,637 25,266 23,118.99 29,191.58 26.13 1.01% (106.27) PSI20 Index 7,348 24,289 8,026.78 10,455.08 24.44 1.24% (27.90) ISEQ Index 24,293 40,099 4,246.25 6,818.78 57.90 1.05% ICEXI Index 4,426 36,953 6.62 7.41 22.88 0.52% 106.25 AEX Index 4,962 42,240 484.27 541.17 14.43 0.81% (79.72) BEL20 Index 8,281 44,003 3,610.75 4,290.27 22.42 0.84% 20.90 LUXXX Index 10,436 39,715 1,655.49 2,090.50 33.08 0.79% 556.75 KFX Index 10,526 38,048 100.82 128.71 26.79 1.03% (238.97) HEX Index 7,981 40,933 8,513.92 10,173.85 21.22 0.92% (323.75) OMX Index 2,738 23,118 191.41 214.08 12.04 0.98% (50.97) ATX Index 429 9,226 3,302.60 3,456.30 4.05 1.15% 23.08 ME Index 7,997 17,693 1,307.70 1,898.71 37.69 1.20% (107.63) OSEBX Index 1,841 22,138 84.29 91.30 10.77 0.77% (136.60) INDEXCF Index 1,964 (26,563) 39.61 36.68 3.99 1.85% 140.23 TOP40 Index (124) 25,595 3,920.57 3,901.59 -0.52 0.94% (284.29) SENSEX Index 50 15,120 356.76 357.94 0.44 0.75% 0.55 NKY Index 170 14,214 140.58 142.26 1.12 1.07% 18.49 HSI Index 2 (3,726) 2,778.84 2,777.54 0.06 0.75% 1.74 SHCOMP Index 1,770 (33,700) 344.53 326.43 6.06 0.87% 57.21 KOSPI Index (79) 16,618 1.82 1.81 -0.71 0.67% (48.58) AS51 Index 112 14,469 4,842.07 4,879.48 1.15 0.67% 1.29 STEtCNZL Index 32,687 73,231 461.44 667.40 97.90 0.46% EEM US Equity 329 (6,119) 40.76 38.57 5.47 0.98% 137.42 IYR US Equity (18) 3,371 67.67 67.31 -1.26 0.42% (59.21) MDY US Equity 5,191 14,269 184.03 250.98 64.60 0.56% (128.63) JNK US Equity (31) 5,353 41.26 41.02 -3.05 0.19% (18.10) XLF US Equity 5,730 13,610 15.57 22.13 70.35 0.60% (8.74) XLU US Equity 391 8,406 38.65 40.45 7.93 0.59% (139.12) XLK US Equity 2,326 12,860 30.80 36.37 33.03 0.55% (62.37) XLI US Equity 5,714 16,147 38.20 51.72 54.90 0.64% (225.89) XLP US Equity 211 8,221 41.52 42.59 5.69 0.45% (64.83) XLY US Equity 8,539 20,539 46.72 66.14 75.48 0.55% (192.16) XLE US Equity 133 6,735 85.23 86.91 2.92 0.68% (51.76) XLB US Equity 3,798 14,930 37.57 47.13 42.03 0.61% (165.42) XLV US Equity 12,898 24,346 38.87 59.46 83.85 0.63% (112.41) SXXP Index 6,006 43,407 400.51 455.93 18.32 0.76% (66.48) SXAP Index 9,909 28,526 520.28 701.00 27.71 1.25% 318.86 SXKP Index 5,324 47,032 366.14 407.59 12.69 0.89% 133.35 EFTA00293248 SX6P Index 6,565 34,237 352.74 420.37 24.83 0.77% (0.03) SXEP Index 956 29,339 441.65 456.04 5.08 0.64% (44.44) SXIP Index 11,568 28,923 222.31 311.22 46.39 0.86%' (409.95) SXNP Index 4,872 28,384 482.69 565.55 19.52 0.88% (51.10) SX3P Index 18 18,170 662.20 662.86 0.17 0.60% (50.11) SXDP Index 24,029 61,075 609.16 848.82 54.20 0.73% 73.65 SX4P Index 2,720 25,840 917.36 1,013.93 10.94 0.96% 26.53 SX8P Index 2,610 17,778 343.07 393.43 16.91 0.87% (45.48) SXOP Index 10,106 40,520 380.28 475.12 24.64 1.01% (247.58) SXQP Index (163) 26,331 793.68 788.80 0.80 0.77% (60.10) SXRP Index 103 17,603 434.81 437.35 0.76 0.77% 84.64 SXMP Index 11,400 35,766 261.12 344.35 41.57 0.77% (71.71) SXTP Index 22,712 39,247 172.05 271.61 70.25 0.82% (430.22) SX7E Index 6,113 18,886 159.85 211.58 28.39 1.14% (28.84) SXSE Index 6,189 40,148 3,709.25 4,281.06 18.44 0.84% 19.36 SPGSCITR Index (8) (10,498) 4,912.84 4,916.69 -0.14 0.56% 7.63 XAG Curncy 1,913 (20,150) 22.78 20.62 8.95 1.06% 226.35 CO1 Comdty 689 (24,622) 108.90 105.85 3.92 0.71% 222.80 CL1 Comdty 350 29,347 99.19 100.37 1.36 0.88% 199.57 NG1 Comdty 3,157 16,608 3.77 4.48 5.58 3.41% 124.20 XAU Comdty (240) 14,382 99.92 98.28 .2.26 0.74% (526.48) IBOXHY Index 2,866 53,418 220.12 231.93 49.31 0.11% 66.01 US_TSY CREDIT 8 (16,078) 757.82 757.43 0.39 0.13% 71.89 CA_TSY CREDIT 7,405 (97,153) 1,269.35 1,172.60 20.22 0.38% MX_TSY CREDIT • 8,719 211.75 211.75 0.00 0.29% (43.02) AU TSY CREDIT (75) (31,653) 1,457.53 1,461.00 0.60 0.39% 84.93 JP_TSY CREDIT 362 (59,678) 822.10 817.12 2.05 0.30% 41.85 MY_TSY CREDIT 633 (92,252) 167.43 166.28 2.29 0.30% 89.29 SG_TSY CREDIT 364 (95,749) 219.11 218.28 2.02 0.19% 145.09 AT_TSY CREDIT 3,767 72,913 356.44 374.86 17.86 0.29% (144.96) BE_TSY CREDIT 4,797 75,235 476.07 506.43 23.28 0.27% (181.33) FI_TSY CREDIT 3,630 74,240 347.46 364.45 17.28 0.28% (159.92) FR JSY CREDIT 4,071 74,045 1,674.72 1,766.80 18.79 0.29% (169.41) DE_TSY CREDIT 3,183 74,397 1,240.95 1,294.04 14.95 0.29% (148.39) IEJSY CREDIT 31,658 78,270 336.92 473.20 159.20 0.25% (106.76) 17_757 CREDIT 8,421 54,111 1,612.72 1,863.71 47.51 0.33% (67.03) NL_TSY CREDIT 3,601 76,341 1,325.77 1,388.30 16.70 0.28% (160.33) ES_TSY CREDIT 10,695 50,187 392.28 475.88 65.24 0.33% (102.18) DK_TSY CREDIT 3,287 67,396 729.23 764.79 15.03 0.32% (156.77) NO_TSY CREDIT 8 27,148 341.47 341.57 0.08 0.37% (135.27) PL_TSY CREDIT 1,161 22,143 420.32 442.36 13.07 0.40% 48.04 ZA_TSY CREDIT 1,088 (33,149) 83.13 80.40 4.28 0.77% (59.72) SE_TSY CREDIT 462 77,434 471.16 473.97 2.02 0.30% (293.08) CH JSY CREDIT 4,082 65,265 1,004.77 1,067.62 19.99 0.31% 128.85 GELTSY CREDIT 911 56,841 1,489.15 1,513.01 5.16 0.31% 35.14 EFTA00293249