EFTA00293266.pdf

Atorus, LLC 3/21/2014 Current Date: 3/21/2014 Change on Day: 0.46% Total Return since 1/1/12: 81.69% MSCI World Change on 712M Return: 40.41% Day -0.06% T90 Day Return: 5.21% No of Positions T30 Day Return: 0.49% (+MTM) on Day 252 Current Long Exposure @ Cost: 4,647,601 No of Positions (•MTM) Current Short Exposure @ Cost: (1,107,406) on Day 162 Net Exposure: 3,540,196 Current No. of Starting Capital: 1,000,000 Positions: 450 Current NAV: 1,816,948 Current Leverage (Gross Exposures): 3.17 Profit Factor: Historically 2.25X • 3.25X, depending on measurement Interval Win Ratio: 40% - 50% historically 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: 1.191 Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,006,000.00 1$00,000.00 1,600,000.00 1400,000.00 1,200,000.00 1.000.000.00 600,000.00 600,000.00 O4ry Nrtg O O O O Q. O O O O O O O O O 9# .• el• 4% 4 4' k 4 4" 4' -Nt' 4 4" 4' •• -NAV EFTA00293266 Atorus, LLC 3/21/2014 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 IBOV Index (22,524) CO1 Comdty (24,622) MEXSOL Index (26,146) INDEXCF Index (26,563) ZA_TSY CREDIT (33,149) SHCOMP Index (33,700) US_TSY CREDIT (36,134) AU TSY CREDIT (37,984) IT_TSY CREDIT 54,111 GB_TSY CREDIT 56,841 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 72,913 STBCNZL Index 73,231 FR_TSY CREDIT 74,045 FI_TSY CREDIT 74,240 DE_TSY CREDIT 74,397 BE_TSY CREDIT 75,235 NL_TSY CREDIT 76,341 IE_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 0.516% Listed Equity Short -0.128% EquityCom Long -0.102% EquityCom Short -0.084% G20 Rates Long 0.049% G20 Rates Short -0.042% % of Total Notional Security MTM Gain % Total NAV 26.96%l 40 Positions 26.24% 0.39% 8MY US Equity 6,610 0.36% 0.43% HEX Index 6,727 0.37% 0.45% ROG VX Equity 6,881 0.38% 0.46% P5120 Index 6,886 0.38% 0.58% ACA FP Equity 6,952 0.38% 0.59% GS US Equity 7,112 0.39% 0.63% V US Equity 7,140 0.39% 0.66% CA_TSY CREDIT 7,524 0.41% 0.94% MDT US Equity 7,719 0.42% 0.99% PRU LN Equity 7,777 0.43% 1.04% IT_TSY CREDIT 7,794 0.43% 1.06% BEL20 Index 7,853 0.43% 1.08% DAX Index 7,876 0.43% 1.13% IBEX Index 7,939 0.44% 1.17% AMGN US Equity 7,965 0.44% 1.27% ASE Index 7,997 0.44% 1.27% MMM US Equity 8,061 0.44% 1.29% XLY US Equity 8,336 0.46% 1.29% BAYN GR Equity 8,905 0.49% 1.29% KFX Index 9,360 0.52% 1.31% SXAP Index 9,462 0.52% 1.33% SXOP Index 9,544 0.53% 1.36% TMO US Equity 9,644 0.53% 1.60% ES_TSY CREDIT 10,122 0.56% 1.66% LUXXX Index 10,300 0.57% 1.69% SXMP Index 10,831 0.60% MC US Equity 10,995 0.61% SXIP Index 11,204 0.62% TYC US Equity 11,208 0.62% MA US Equity 11,468 0.63% XLV US Equity 12,097 0.67% NDX Index 13,553 0.75% RTY Index 14,957 0.82% SPX Index 17,574 0.97% SXTP Index 21,822 1.20% SXDP Index 23,267 1.28% ISEQ Index 23,932 1.32% GILD US Equity 28,142 1.55% lE_TSY CREDIT 30,545 1.68% STBCNZL Index 32,687 1.80% EFTA00293267 No. Names APAC Long 26 APAC Short 24 EMEA Long 71 EMEA Short 18 AMER Long 164 AMER Short 49 EquityCom Long 63 EquityCom Short 9 G20 Rates Long 15 620 Rates Short 8 Total Long 339 Total Short 108 Current Exposure by Geography (Listed Equl Ies) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 $- $(S00,000) $(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 EFTA00293268 Atorus, Lit 3/21/2014 Historical Net Exposure by Geography (listed Equities) & Macro (Equity Indices & Comma('lites, G20 Gov. Credit) 2)300,000 1,300,000 1,000,001 500,003 5,000,000 . -. ARA( EMEA —AMER — EquiCom —G20 R ty ates NexEposure MIS 4,030,000 3,030,000 2,030,000 1,030,000 4,030.0001 (2,000.001) PS"' I s 9 94s) 'SIC" . 1\ . t's\, %.1. \ 49 \ ,0%.1? \ ,0‘) \ ,0?" (0 p , pm \ .01%' et t‘ if? ‘ \ (Si (1.030,000) (3,C00.0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 2,500,000 2,000,000 1,5CO,C00 1,000,000 501,000 4•11 i•e, 1, i•etil O O (3 O O O O O (3 r3, r3, AV 'V 'V „ „Q, „ 4 4 V'' 4 s 'N? 1:5\ % Fir SV — EMEA - ----AMER - ----EquayCom G20 Rates EFTA00293269 Atorus, LIC 3/21/2014 Current Gross Notional Risk by Category 241,048 577,326 1,362,99 Ft • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MCI World Index 115 1.95 1.75 1.55 1.35 1.15 0.95 0.75 - MSCIWorkil — ATORUS scli 'Q. 4:9 4' 4> 4> 4?) 4) 4* %) 4" b' c9 19 4 4 19 19 A\ 4 i? 19 1 19 0, c9 sf 4 1' A\ 19' 19 99 N.Q. Rolling 30 Day Realized Volatility - Atorus EFTA00293270 Atorus, LLC 3/21/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.110 6000 40X0 30X0 20.110 0.00 . . • te• ty. is".4" ettr 0P. O - tre 6. c:,• 43' tkO O" O" '?".4.71o . 9/ 4,r g <04;5 ki Ner °I -0- was. Percentile No. Vol Days 0.00,:, -7.01 5.00% -3.41 10.00% -1.53 15.00% 43.62 20.00% 0.28 25.00% 0.98 30.00% 2.24 35.00% 3.70 40.00% 5.02 45.00% 7.00 50.00% 8.45 55.00% 10.51 60.00% 13.11 65.00% 17.22 70.00% 20.36 75.00% 24.00 80.00% 30.59 85.00% 37.17 90.00% 47.11 95.00% 65.85 100.00% 170.93 Days by Position MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 1.29% 50.46% EFTA00293271 Atorus, LLC Current Portfolio •Listed Equity Portfolio Current Price P/L in Vol 30P Realized Change on Day Security MTM GainfiLoss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) 000270 KS Equity (214) (5,144) 51.62 53.76 -4.08 1.02% (87.59) 005380 KS Equity (3) 1,799 217.04 216.66 -0.14 1.28% 43.58 005490 KS Equity 56 (3,782) 273.49 269.43 1.45 1.02% (55.51) 005930 KS Equity 565 (6,558) 1,285.62 1,174.88 10.19 0.85% (19.40) 012330 KS Equity 774 5,282 244.69 280.54 15.23 0.96% 47.42 1 HK Equity 107 8,073 15.56 15.76 1.34 0.99% 106.09 1299 HK Equity (25) 409 4.80 4.52 -7.01 0.88% (2.38) 13 HK Equity 2,509 12,243 11.40 13.74 20.32 1.01% (30.64) 16 HK Equity 726 (9,935) 12.66 11.74 11.51 0.63% (30.25) 27 HK Equity (7) 123 9.64 9.09 -3.70 1.64% (0.84) 2914 JP Equity 410 (4,719) #N/A N/A 8.22 1.06% 3382 JP Equity (79) 2,183 #N/A N/A -3.11 1.17% 4063 JP Equity 372 (4,536) #N/A N/A 7.13 1.15% 4502 JP Equity 42 2,417 #N/A N/A 2.12 0.81% 4689 JP Equity (98) 1,224 #N/A N/A -5.92 1.35% 5 HK Equity 9.84 5108 JP Equity (143) 2,798 #N/A N/A -4.16 1.23% 5401 JP Equity 465 (5,436) #N/A N/A 6.56 1.30% 6301 JP Equity 156 (3,515) #N/A N/A 3.35 1.33% 6752 JP Equity 1,024 4,145 #N/A N/A 13.88 1.78% 6902 JP Equity 549 5,838 #N/A N/A 6.83 1.38% 6954 JP Equity 527 6,393 #N/A N/A 5.93 1.39% 7201 JP Equity 155 (3,743) #N/A N/A 4.19 0.99% 7203 JP Equity 215 (3,073) #N/A N/A 7.71 0.91% 7267 JP Equity 226 (4,885) #N/A N/A 4.48 1.03% 762 HK Equity 705 (5,162) 1.38 1.19 12.60 1.08% 9.33 7751 JP Equity 431 (6,865) #N/A N/A 6.02 1.04% 8031 JP Equity 37 (1,683) #N/A N/A 1.83 1.21% 8058 JP Equity (58) 1,081 #N/A N/A -5.10 1.04% 8306 JP Equity 253 (2,979) #N/A N/A 7.09 1.20% 8316 JP Equity 248 (2,856) #N/A N/A 7.31 1.19% 8411 JP Equity 45 (3,341) #N/A N/A 1.57 0.87% 8604 JP Equity 171 (2,467) #N/A N/A 5.81 1.20% 8801 JP Equity 454 #N/A N/A 0.00 1.59% 8802 JP Equity 408 (5,009) #N/A N/A 5.61 1.45% 9020 JP Equity 383 (4,521) #N/A N/A 8.03 1.06% 941 HK Equity 2,182 (11,819) 10.19 8.31 22.09 0.84% 9432 JP Equity 212 6,077 #N/A N/A 2.50 1.39% 9433 JP Equity 3,171 9,476 #N/A N/A 22.83 1.47% 9437 JP Equity 205 (6,394) #N/A N/A 3.53 0.91% 9983 JP Equity (183) 3,177 #N/A N/A -4.26 1.35% 3/21/2014 EFTA00293272 9984 JP Equity 1,487 2,048 #WA WA 42.19 1.72% AAPL US Equity 185 7,877 518.25 530.41 3.20 0.73% 16.14 ABB US Equity 544 8,326 23.59 25.13 7.74 0.84% 50.33 ABBN VX Equity 471 6,962 23.63 25.23 8.04 0.84% 84.96 ABBV US Equity 481 5,335 49.49 53.95 9.91 0.91% 62.18 ABEV US Equity 46 (7,232) 7.25 7.20 0.55 1.17% (57.95) ABEV3 BZ Equity 66 (6,923) 7.29 7.22 0.78 1.23% (21.86) ABI BB Equity (9) 6,721 102.03 101.89 -0.16 0.85% 141.88 ABT US Equity (10) 4,097 38.87 38.78 -0.34 0.68% (26.68) ABX CN Equity 33 (2,068) 19.78 19.46 1.11 1.43% (2.14) ABX US Equity 38 (1,986) 19.77 19.39 1.29 1.47% 2.32 ACA FP Equity 6,952 5,408 6.83 15.62 98.11 1.31% (185.73) ACE US Equity 268 6,435 95.44 99.41 7.49 0.56% 89.18 ACN US Equity 701 10,703 77.97 83.07 10.19 0.64% 46.83 ADP US Equity 96 1,193 72.36 78.19 14.76 0.55% (1.44) AFL US Equity (85) 7,973 63.78 63.11 -2.07 0.51% (20.42) AGN US Equity 1,509 9,698 110.56 127.76 19.79 0.79% (222.17) Al FP Equity (29) 8,248 134.80 134.32 -0.48 0.74% 154.39 AIG US Equity 137 4,012 48.66 50.33 3.86 0.89% 3.97 AIR FP Equity 2,892 4,177 42.47 71.88 68.08 1.02% 29.95 ALV GR Equity 1,457 4,530 125.64 166.06 36.00 0.89% (10.97) ALVG IX Equity 1,105 3,445 126.13 166.57 35.63 0.90% 14.34 AMGN US Equity 7,965 22,886 92.78 125.07 33.87 1.03% (347.55) AMT US Equity 693 10,655 76.29 81.25 9.52 0.68% 59.74 AMZN US Equity 3,769 14,103 287.66 364.54 28.25 0.95% (205.87) ANZ AU Equity 102 4,457 28.64 29.30 2.68 0.85% 10.64 APA US Equity 156 (6,870) 82.74 80.86 2.51 0.90% (90.72) APC US Equity (166) (6,360) 81.31 83.43 -3.44 0.76% (14.56) AXP US Equity 3,025 10,373 71.56 92.44 37.98 0.77% 143.60 AZN LN Equity 3,854 12,676 49.80 64.94 32.26 0.94% (8.73) AZN SS Equity 3,373 11,669 50.40 64.97 30.59 0.94% (12.72) AZN US Equity 3,627 12,432 49.96 64.53 30.70 0.95% (88.41) BA US Equity 21 (4,050) 123.81 123.16 0.57 0.91% (7.88) BAC US Equity 10,995 10,884 8.82 17.73 112.66 0.90% (59.55) BARC LN Equity 15 (2,705) 3.91 3.89 0.39 1.38% 28.21 BAS GR Equity 794 7,333 97.30 107.84 10.73 1.01% 115.97 BATS LN Equity 36 5,318 52.90 53.25 0.71 0.94% 34.36 BAX US Equity (137) (8,047) 66.82 67.96 -2.98 0.57% (61.83) BAYN GR Equity 8,905 11,757 76.64 134.68 72.22 1.05%r 528.02 BBAS3 BZ Equity (26) (1,954) 8.76 8.87 -0.69 1.89% (6.43) BBD US Equity 443 (6,743) 12.96 12.11 5.10 1.29% (64.93) BBDC4 BZ Equity 571 (7,252) 13.16 12.13 5.64 1.40% (42.75) BBL US Equity 21 (3,114) 59.76 59.37 0.60 1.10% (33.84) BBVA SM Equity 1,128 5,790 10.12 12.09 18.56 1.05% 26.60 BCE CN Equity 61 (6,644) 43.17 42.78 1.76 0.52% (10.79) Bcs US Equity 19 (2,758) 15.73 15.62 0.52 1.37% 37.02 BEN US Equity 5 1,376 52.19 52.39 0.38 1.02% 15.48 EFTA00293273 BG/ LN Equity (9) (4,379) 17.51 17.55 -0.31 0.70% (21.50) BHP AU Equity (389) 6,689 34.21 32.33 -4.91 1.19% 54.97 BHP US Equity (296) 6,839 67.65 64.84 -4.31 1.00% 78.16 BBB US Equity 354 1,066 245.93 327.59 22.48 1.48% (81.04) BIL SI Equity 76 (2,643) BN/A N/A 2.42 1.19% BK US Equity 670 6,515 32.16 35.47 11.89 0.87% 88.50 BLK US Equity 118 1,171 274.17 301.85 12.66 0.80% 4.85 BLT LN Equity 13 (3,166) 29.93 29.81 0.35 1.14% (50.78) BMO CN Equity (38) 8,370 65.44 65.15 -0.80 0.56% 43.21 BMW GR Equity 1,183 5,076 98.63 121.62 18.66 1.25% 76.02 BMY US Equity 6,610 13,669 35.71 52.98 41.12 1.18% (308.69) BN FP Equity 115 (3,684) 70.54 68.34 4.35 0.72% (17.39) BNP FP Equity 1,512 5,498 61.78 78.77 22.64 1.21% 91.48 BNS CN Equity 21. 5,030 57.60 57.85 0.71 0.60% 23.95 BP/ LN Equity (51) 9,797 7.76 7.72 -0.86 0.60% (25.43) BRK/B US Equity 613 11,056 118.69 125.26 8.17 0.68% 116.95 BSBR US Equity 1,442 (8,171) 6.18 5.09 12.68 1.39% (101.31) BUD US Equity (22) 6,846 102.05 101.73 -0.36 0.86% 111.50 BX US Equity 357 2,976 30.31 33.95 11.51 1.04% 30.46 C US Equity 65 2,835 49.23 50.36 2.24 1.03% 24.01 CA FP Equity 467 2,976 32.90 38.05 15.11 1.04% 31.42 CAT US Equity 1,208 12,179 88.47 97.25 15.44 0.64% 195.64 CBA AU Equity 90 8,462 67.92 68.64 1.40 0.76% 72.36 CBS US Equity 437 1,267 49.35 66.38 41.09 0.84% 7.88 CCL US Equity 846 7,821 36.20 40.12 12.19 0.89% 70.43 CELG US Equity 5,126 7,253 85.54 145.98 54.92 1.29% (355.15) CFR VX Equity (56) 954 99.11 93.64 -6.49 0.90% 14.14 CL US Equity 1,470 18,685 58.99 63.63 14.89 0.53% 64.35 CM CN Equity 335 8,334 82.53 85.85 6.92 0.58% 31.06 CMCSA US Equity 4,217 17,408 40.65 50.49 27.92 0.87% 1.67 CMCSK US Equity 6,567 18,900 36.26 48.86 38.76 0.90% (103.04) CNI US Equity 1,096 12,873 51.38 55.75 14.27 0.60% (44.88) CNQ CN Equity 316 7,768 35.76 37.22 4.59 0.89% 89.06 CNR CN Equity 1,074 12,425 51.30 55.73 13.90 0.62% (62.74) COF US Equity 737 6,077 67.68 75.90 13.11 0.93% 194.45 COP US Equity (136) (7,980) 66.64 67.78 -3.36 0.51% 0.13 COST US Equity (88) 6,321 115.70 114.12 -2.43 057% 70.06 COV LN Equity 183 2,442 BN/A N/A 22.97 0.33% COV US Equity 710 7,080 64.09 70.52 16.54 0.61% 22.28 CRM US Equity 24 2,054 56.89 57.54 0.89 1.30% (47.01) CS FP Equity 1,892 5,387 19.39 26.20 32.15 1.09% 60.93 CSCO US Equity 2 (4,977) 21.79 21.78 0.07 0.71% 15.61 CSX US Equity 1,366 8,914 25.07 28.92 23.01 0.67% 90.56 CVE CN Equity 576 (10,449) 28.70 27.11 7.09 0.78% (242.86) CVS US Equity 1,983 11,457 63.69 74.71 28.68 0.60% 159.49 CVX US Equity (302) (8,207) 112.39 116.52 -6.47 0.57% (69.94) D US Equity 2,103 12,240 60.05 70.37 23.44 0.73% 156.75 EFTA00293274 DAI GR Equity 6,462 13,908 62.20 91.11 36.82 1.26% 204.22 D8K GR Equity (0) (1,635) 44.77 44.78 -0.02 1.21% (6.42) DD US Equity 2,877 12,527 54.64 67.19 36.84 0.62% 186.67 DDAIF US Equity 3,687 8,377 63.20 91.02 33.82 1.30% 116.78 DE US Equity 321 8,122 85.65 89.04 6.27 0.63% 138.47 DELL US Equity (3) 8,073 #N/A N/A -0.57 0.07% DG FP Equity 4,263 9,889 51.34 73.46 47.11 0.91% (11.13) DGE LN Equity (13) 505 30.49 29.72 •1.18 2.20% 5.42 DHR US Equity 4,039 14,097 58.57 75.35 49.04 0.58% 182.98 DIS US Equity 1,809 9,908 68.36 80.85 21.86 0.84% 21.87 DISCA US Equity 116 6,387 83.32 84.83 2.12 0.86% 86.66 DNB NO Equity 1,164 9,735 15.77 17.66 16.48 0.73% 41.08 DOW US Equity 2,629 7,028 36.68 50.39 54.84 0.68% 73.21 DPW GR Equity 141 547 28.24 35.52 20.59 1.25% 9.77 DTE GR Equity 4,102 13,640 12.22 15.89 26.13 1.15% 213.54 DTV US Equity 2,162 10,622 61.97 74.59 27.82 0.73% (205.85) DUK US Equity 22 (8,822) 69.60 69.43 0.51 0.49% (75.66) DVN US Equity 226 8,965 62.42 64.00 4.00 0.63% 98.18 EBAY US Equity 352 6,678 54.29 57.15 6.64 0.79% 14.99 Ea US Equity 487 9,210 105.22 110.78 8.43 0.63% 85.42 EDF FP Equity 6,260 9,189 23.45 39.42 69.66 0.98% 87.90 EMC US Equity 1,118 10,647 25.28 27.94 15.37 0.68% 57.68 EMR US Equity (37) (1,571) 63.86 65.39 -3.41 0.70% (45.67) ENS CN Equity 20 6,351 44.29 44.43 0.50 0.64% 32.75 ENEL IM Equity 2,264 7,620 4.33 5.62 27.12 1.10% (32.07) ENI IM Equity 251 7,309 23.75 24.57 4.53 0.76% 119.92 EOAN GR Equity 39 2,996 18.77 19.01 1.42 0.92% 36.95 EOG US Equity 1,825 5,665 144.55 191.11 41.94 0.77% 66.71 EPD US Equity 1,088 12,049 63.14 68.85 16.54 0.55% 42.31 ERICB SS Equity 388 6,004 12.27 13.06 7.11 0.91% 38.11 ESRX US Equity 1,581 9,815 66.69 77.43 22.24 0.72% (64.87) ETN US Equity 48 5,260 72.48 73.14 0.99 0.92% 45.84 F US Equity (180) (3,621) 14.82 15.55 -6.93 0.72% (14.17) F8 US Equity 1,382 2,630 44.06 67.20 40.90 1.28% (12.55) FCX US Equity (29) (959) 31.11 32.04 -2.42 1.24% (36.23) FDX US Equity 701 5,338 120.94 136.82 20.49 0.64% 17.81 FOX US Equity (32) 5,624 32.30 32.11 -0.75 0.77% 48.09 FOXA US Equity (24) 5,673 33.15 33.01 -0.53 0.79% 38.65 FP FP Equity 818 11,013 60.83 65.34 9.65 0.77% 117.93 G IM Equity 156 4,486 21.32 22.06 4.03 0.86% (23.86) GE US Equity 1,891 13,140 22.32 25.53 17.21 0.84% 184.83 GILD US Equity 28,142 13,861 24.02 72.80 170.93 1.19% GIS US Equity 591 13,333 49.12 51.29 7.64 0.58% 87.36 GLE FP Equity 813 3,248 49.51 61.90 18.88 1.33% 0.63 GLEN LN Equity 197 (4,255) 5.26 5.02 3.06 1.51% (49.54) GLW US Equity 2,366 11,376 16.17 19.54 25.91 0.80% 94.55 GM US Equity (1) (1,038) 35.03 35.05 0.05 1.14% (3.25) EFTA00293275 GOOG US Equity 4,863 12,660 862.28 1,193.54 68.49 0.56% (112.12) GS US Equity 7,112 13,671 110.98 168.71 63.13 0.82% (55.14) GSK LN Equity 120 5,707 26.22 26.77 3.00 0.70% (15.52) GSZ FP Equity 789 8,189 24.60 26.97 8.22 1.17% 25.27 HAL US Equity 1,146 5,408 48.07 58.26 21.91 0.97% 125.11 HD US Equity 2,833 13,333 66.67 80.83 31.53 0.67% 170.49 HMB SS Equity 574 6,110 40.79 44.62 10.03 0.94% 35.19 HON US Equity 6,308 11,930 61.10 93.41 93.00 0.57% 113.86 HPQ US Equity 1,902 7,393 25.45 32.00 24.53 1.05% 8.52 HSBA LN Equity (26) (4,180) 9.90 9.96 .0.67 0.94% (75.88) IBE SM Equity 1,667 7,382 5.54 6.79 39.39 0.57% 22.45 IBM US Equity (68) (5,036) 184.74 187.23 -2.31 0.58% (5.49) IMT LN Equity 1,309 10,924 35.95 40.25 12.88 0.93% 115.28 INTC US Equity 631 10,452 23.90 25.34 10.77 0.56% (14.06) ISP IM Equity 3,711 5,699 1.93 3.19 54.01 1.21% 178.46 ITUB US Equity 136 (5,909) 13.81 13.49 1.63 1.42% (94.28) ITUB4 BZ Equity 94 (6,366) 13.74 13.54 1.08 1.38% (96.04) ITW US Equity 2,691 14,011 67.84 80.86 30.46 0.63% 71.25 ITX SM Equity (38) (4,597) 147.96 149.18 -0.78 1.07% (57.10) JCI US Equity 2,263 5,930 34.13 47.15 42.51 0.90% 40.67 JNJ US Equity 4,707 12,994 69.83 95.12 69.02 0.52% 252.06 JPM US Equity 1,343 8,516 52.29 60.53 17.61 0.90% 111.69 KMB US Equity 311 7,934 106.69 110.87 6.07 0.65% 71.35 KMI US Equity 762 (8,600) 34.31 31.27 11.92 0.74% (9.11) KO US Equity 47 (6,962) 38.83 38.57 1.36 0.49% (53.06) LBTYA US Equity (25) 2,272 84.92 84.01 -1.12 0.96% 13.53 LBTYK US Equity 98 1,975 78.04 81.89 5.88 0.84% 13.58 LIN GR Equity (83) 8,087 198.01 196.00 •1.25 0.82% 93.66 LLOY LN Equity 3,127 7,073 0.89 1.29 46.92 0.94% (44.10) LLY US Equity (23) 2,868 58.84 58.38 .0.94 0.84% (5.65) LMT US Equity 601 2,016 122.48 159.00 36.11 0.83% (19.05) LNKD US Equity 17 (771) 203.55 199.10 1.15 1.89% 20.93 LOW US Equity 184 7,829 48.41 49.54 2.95 0.80% 9.25 LVS US Equity 2,247 6,808 61.33 81.57 34.12 0.97% 5.70 LYB US Equity 1,201 2,297 59.29 90.28 69.10 0.76% 6.64 MA US Equity 11,468 17,711 46.99 77.42 82.66 0.78% (343.41) MAERSKB DC Equity 5,556 14,148 8,212.58 11,437.54 32.21 1.22% 347.34 MC FP Equity (103) 3,466 183.27 177.97 -4.12 0.72% 34.86 MCD US Equity (84) (5,579) 94.88 96.30 -3.03 0.50% 19.10 MCK US Equity 244 2,181 164.92 183.41 16.16 0.69% (13.36) MDIZ US Equity 2,663 13,641 28.68 34.28 35.23 0.55% 51.91 MDT US Equity 7,719 20,811 43.22 59.25 56.73 0.65% (145.19) MET US Equity 1,609 7,556 44.37 53.81 22.48 0.95% 42.45 MFC CN Equity 4,455 8,003 12.38 19.26 65.46 0.85% 103.08 MHS US Equity 1,862 13,445 #WA N/A 12.27 1.13% MMM US Equity 8,061 21,331 96.89 133.51 65.89 0.57% 305.29 MO US Equity 95 6,937 36.13 36.62 2.27 0.60% 83.67 EFTA00293276 MON US Equity 872 11,917 106.02 113.77 11.11 0.66% 24.47 MOS US Equity 48.83 0.82% MRK US Equity 1,186 11,769 50.18 55.24 14.65 0.69% (64.82) MS US Equity 305 1,649 27.57 32.67 17.23 1.07% 3.31 MSFT US Equity 1,165 7,675 35.11 40.45 19.67 0.77% 60.59 MUV2 GR Equity 462 6,116 197.70 212.64 10.89 0.69% 79.90 NAB AU Equity 70 7,534 31.14 31.43 1.10 0.84% 50.17 NCM AU Equity - 9.71 1.98% NEE US Equity 4,454 14,649 72.62 94.70 43.39 0.70%' 327.14 NEM US Equity 2,197 (7,392) 34.95 24.56 18.35 1.62% 68.98 NESN VX Equity 521 9,821 69.64 73.33 8.97 0.59% 62.50 NG/ IN Equity 1,768 12,114 11.82 13.55 22.88 0.64% 49.04 NKE US Equity 785 5,145 66.10 76.19 16.76 0.91% (204.38) NOK US Equity 3,771 4,498 3.96 7.29 65.81 1.27% (195.67) NOV US Equity (41) 3,177 75.54 74.57 .1.47 0.88% 30.86 NOVN VX Equity 5,234 18,291 63.81 82.06 35.98 0.80% 316.24 NOVOB DC Equity 960 9,444 40.35 44.45 9.91 1.03% (236.64) NSC US Equity 1,966 9,694 80.64 97.00 28.65 0.71% 28.56 NVS US Equity 4,031 15,510 65.07 81.98 34.58 0.75% 198.03 OGXP3 BZ Equity 5,052 (5,180) 4.20 0.10 31.30 3.12% OR FP Equity 25 (2,275) 161.41 159.62 1.20 0.92% 0.56 ORA FP Equity 543 5,434 12.87 14.15 6.76 1.48% 110.98 ORCL US Equity 1,032 7,533 33.38 37.96 20.23 0.68% (77.73) OXY US Equity (77) 7,355 95.03 94.04 -1.22 0.86% 125.79 PBR US Equity 377 (2,814) 13.30 11.52 8.45 1.59% (31.79) PBR/A US Equity 398 (2,795) 13.87 11.90 8.98 1.58% (26.60) PCLN US Equity 1,039 3,043 956.05 1,282.54 28.09 1.22% (26.34) PCP US Equity 2,781 13,710 212.47 255.56 26.12 0.78% 91.71 PEP US Equity 22 4,644 81.78 82.16 0.73 0.64% 29.81 PETR3 BZ Equity 418 (2,923) 6.70 5.74 8.63 1.66% (9.27) PETR4 BZ Equity 474 (3,123) 7.02 5.96 9.31 1.63% (7.08) PFE US Equity 4,937 21,828 26.10 32.01 34.50 0.66% 108.65 PG US Equity 92 4,762 77.33 78.83 3.12 0.62% 19.80 PHIA NA Equity • • 33.46 1.05% - PM US Equity 527 (10,166) 85.47 81.04 7.61 0.68% (133.85) PNC US Equity 1,250 8,425 75.96 87.23 19.42 0.76% 111.40 POT CN Equity - 962 34.52 34.52 0.00 0.67% 0.38 POT US Equity - 962 34.57 34.57 0.00 0.68% 2.37 PRU LN Equity 7,777 10,521 12.76 22.20 76.17 0.97% 15.84 PSA US Equity 630 9,413 158.54 169.14 10.69 0.63% 157.46 PSX US Equity 1,282 6,030 64.65 78.39 23.18 0.92% 4.82 PX US Equity 2,801 16,340 113.54 133.01 33.74 0.51% 92.23 QCOM US Equity 2,144 12,547 66.83 78.25 22.70 0.75% 58.27 MO US Equity 6,154 19,920 68.46 89.61 62.94 0.49% (166.07) RAI US Equity 213 6,737 52.22 53.88 2.65 1.19% 75.94 RDS/A US Equity (108) 4,217 73.23 71.40 -3.96 0.65% 20.81 RDS/B US Equity (5) 5,192 75.80 75.73 -0.14 0.64% 23.08 EFTA00293277 RDSA LN Equity 131 4,065 34.51 35.62 5.29 0.61% 21.81 RDSA NA Equity (99) 4,084 36.61 35.74 -4.07 0.60% 30.12 RDSB LN Equity 63 4,580 37.36 37.87 2.06 0.66% 33.75 REGN US Equity 312 6,240 302.78 317.92 3.09 1.62% (219.02) RIO AU Equity 4 (2,870) 55.84 55.76 0.12 1.27% (41.84) RIO LN Equity (155) 4,599 54.66 52.88 -2.54 1.32% 95.94 RIO US Equity (119) 4,934 54.01 52.74 -1.70 1.42% 82.92 ROG VX Equity 6,881 17,035 212.78 298.74 54.17 0.75% 290.01 RY CN Equity (54) 4,764 65.12 64.38 -2.27 0.50% 20.90 SAB LN Equity (111) 6,565 47.46 46.67 -2.13 0.79% 77.65 SAN P Equity 61 (6,174) 103.67 102.64 1.07 0.92% (146.47) SAN SM Equity 568 7,256 8.35 9.00 9.11 0.86% 60.26 SAN US Equity 464 5,315 8.28 9.00 9.32 0.94% 19.13 SAP GR Equity (94) 2,995 80.18 77.75 -3.49 0.90% 46.35 SAP US Equity (102) 3,228 80.22 77.77 -3.51 0.90% 46.91 SBUX US Equity 130 4,053 75.03 77.45 3.64 0.88% 47.92 SGO P Equity 2,479 7,836 44.08 58.03 25.86 1.22% 68.91 SI US Equity 763 4,504 114.69 134.11 16.55 1.02% 91.60 SIE GR Equity 917 5,345 114.81 134.51 17.58 0.98% 133.30 SLB US Equity 1,044 6,528 79.94 92.73 21.42 0.75% 148.77 SMSN LI Equity 635 (7,260) 644.51 588.14 9.79 0.89% (28.64) SO US Equity 2 3,589 43.00 43.02 0.08 0.55% 41.59 SPG US Equity 12 1,795 160.18 161.29 1.09 0.64% 22.61 SREN VX Equity 1,469 10,006 80.46 92.27 18.04 0.81% 68.83 STAN LN Equity 587 (5,786) 22.05 19.81 10.18 1.00% (95.35) STL NO Equity 548 8,306 25.81 27.52 7.62 0.87% 140.22 STT US Equity (55) (1,131) 65.84 69.05 -4.55 1.07% (20.52) SU CN Equity (3) (767) 32.45 32.58 -0.79 0.50% (3.02) SU P Equity 343 6,518 84.31 88.75 4.87 1.08% 174.19 SU US Equity (15) 737 33.28 32.62 -4.04 0.50% 4.44 SWEOA SS Equity 462 6,088 24.78 26.66 6.63 1.15% (42.13) SYNN VX Equity (144) (8,069) 359.52 365.95 -2.43 0.74% (52.40) T US Equity (50) (8,928) 34.20 34.39 -0.86 0.66% (152.68) TD CN Equity 139 8,245 45.38 46.14 3.09 0.54% 20.87 TEF SM Equity (42) 3,631 15.62 15.45 -1.45 0.79% 18.57 TEF US Equity (45) 3,406 15.55 15.35 -1.53 0.85% 6.74 TGT US Equity 660 (10,717) 63.57 59.66 7.07 0.87% (12.62) TJX US Equity 3,142 9,492 46.31 61.64 55.64 0.59% 198.82 TLS AU Equity (47) 6,561 4.59 4.55 -1.14 0.63% 27.30 TLSN SS Equity (5) 4,427 7.59 7.58 -0.13 0.85% 35.39 TM US Equity 468 (6,829) 115.81 107.88 8.42 0.81% (46.21) TMO US Equity 9,644 10,218 63.59 123.60 134.41 0.70% 14.26 TOT US Equity 510 5,823 59.06 64.23 10.78 0.81% 30.65 TRP CN Equity (164) (6,953) 43.75 44.78 -3.87 0.61% (36.70) TRV US Equity 8 4,763 83.58 83.72 0.28 0.60% 33.07 TSCO LN Equity 1,114 (7,398) 5.65 4.80 13.92 1.08% 53.37 TWC US Equity 762 5,234 120.22 137.73 15.92 0.91% (19.29) EFTA00293278 TWX US Equity 30 7,395 66.41 66.67 0.58 0.70% 1.33 TXN US Equity 4,263 12,205 34.93 47.13 44.39 0.79% 219.36 TYC US Equity 11,208 24,080 29.17 42.74 71.05 0.66% 326.21 UBS US Equity 283 5,489 19.43 20.44 5.57 0.92% (82.10) UBSN VX Equity 338 5,158 19.51 20.79 7.13 0.92% 28.38 UCG IM Equity 3,336 5,391 5.58 9.04 36.70 1.69% 46.60 ULVR LN Equity (27) (3,892) 39.50 39.78 -0.94 0.75% (68.12) UNA NA Equity (103) (6,295) 38.14 38.76 -2.38 0.69% (101.46) UNH US Equity 2,812 10,037 64.08 82.03 29.91 0.94% 142.76 UNP US Equity 1,663 11,765 164.96 188.28 19.55 0.72% 16.74 UPS US Equity 3,213 14,806 79.87 97.21 41.06 0.53% 106.25 USG US Equity 3,456 14,238 34.71 43.14 39.90 0.61% 134.19 UTX US Equity 6,198 15,190 82.05 115.53 65.30 0.62% 344.13 V US Equity 7,140 7,870 118.43 225.88 127.50 0.71% 248.30 VALE US Equity 513 (3,908) 15.08 13.10 10.33 1.27% (112.64) VALE3 BZ Equity 276 (4,586) 13.94 13.10 4.27 1.41% (104.01) VIAB US Equity 4,203 9,272 60.42 87.80 64.93 0.70% 38.91 VIV FP Equity 115 2,668 26.19 27.32 5.02 0.86% 12.08 VMW US Equity 1,081 4,582 88.45 109.33 19.12 1.23% (51.72) VOD LN Equity 167 (2,998) 3.98 3.75 3.51 1.59% (13.55) VOD US Equity 169 (2,668) 39.90 37.37 3.95 1.60% 0.06 VOW3 GR Equity 57 655 228.75 248.49 6.01 1.44% 1.40 VRX CN Equity 782 1,611 92.95 138.09 38.99 1.25% (44.40) VRX US Equity 883 1,880 93.20 137.00 39.47 1.19% (72.86) VTI US Equity 669 5,134 86.91 98.23 28.96 0.45% 21.29 VWO US Equity 261 (7,247) 40.33 38.88 3.98 0.91% (119.88) VZ US Equity 138 (6,121) 48.12 47.03 2.97 0.76% (16.73) WBC AU Equity 95 5,265 29.97 30.51 2.07 0.87% 34.14 WES AU Equity (193) 8,616 38.63 37.78 -3.26 0.69% 10.36 WFC US Equity 3,239 11,232 38.43 49.51 43.23 0.67% 206.87 WLP US Equity 3,634 10,369 74.31 100.36 37.50 0.93% 89.69 WMT US Equity 98 4,005 74.59 76.42 3.68 0.67% 76.20 WOW AU Equity (259) (6,932) 31.30 32.47 -4.64 0.80% (52.02) XOM US Equity 439 10,902 91.29 94.96 78.02 XTA LN Equity (36) (2,238) I/N/A N/A -0.72 2.21% YHOO US Equity 309 1,282 30.64 38.03 20.18 1.20% (1.18) YUM US Equity 174 7,151 73.86 75.65 4.15 0.59% 51.98 ZURN VX Equity 172 6,394 291.95 299.81 3.98 0.68% 56.26 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 17,574 62,272 1,455.70 1,866.52 58.39 0.48% (234.16) NDX Index 13,553 46,686 2,831.19 3,653.07 47.17 0.62% (666.96) RTY Index 14,957 39,938 868.48 1,193.73 54.50 0.69% (239.75) EFTA00293279 SPTSX Index 56 19,447 12,764.15 12,800.93 0.66 0.44% MEXBOL Index 964 (26,146) 3,142.70 3,026.79 3.72 0.99% IBOV Index 1,938 (22,524) 22,321.92 20,401.71 6.40 1.34% MERVAL Index (229) 5,530 794.98 763.34 -2.59 1.60% UKK Index 2,053 39,963 10,288.22 10,816.71 7.77 0.66% DAX Index 7,876 36,674 10,610.77 12,889.52 22.22 0.97% CAC Index 1,267 20,042 5,625.44 5,980.95 8.26 0.77% IBEX Index 7,939 39,644 11,555.30 13,869.26 23.63 0.85% SMI Index 6,289 44,078 8,219.62 9,392.43 23.57 0.61% FTSEMIB Index 6,354 25,266 23,118.99 28,933.30 27.80 0.90% PSI20 Index 6,886 24,289 8,026.78 10,302.37 24.37 1.16% ISEQ Index 23,932 40,099 4,246.25 6,780.56 60.61 0.98% ICEXI Index 3,952 37,337 6.63 7.33 21.86 0.48% AEX Index 4,854 42,240 484.27 539.92 15.16 0.76% BEL20 Index 7,853 44,003 3,610.75 4,255.18 22.37 0.80% LUXXX Index 10,300 39,715 1,655.49 2,084.84 36.28 0.71% KFX Index 9,360 38,048 100.82 125.62 24.69 1.00% HEX Index 6,727 40,933 8,513.92 9,913.16 18.75 0.88% OMX Index 2,276 23,118 191.41 210.26 10.09 0.98% ATX Index 266 7,818 3,301.54 3,413.82 3.04 1.12% ASE Index 7,997 17,693 1,264.38 1,835.82 38.04 1.19% OSEBX Index 1,907 22,138 84.29 91.55 12.01 0.72% INDEXCF Index 2,369 (26,563) 39.61 36.07 4.83 1.85% TOP40 index (471) 25,595 #WA N/A -2.04 0.90% SENSEX Index 15 15,120 356.76 357.11 0.13 0.76% NKY Index (89) 9,097 #N/A N/A -0.87 1.13% HSI Index (4) (10,516) 2,762.19 2,763.21 -0.05 0.81% SHCOMP Index 1,537 (33,700) 344.53 328.82 4.88 0.93% KOSPI Index (184) 16,618 1.81 1.79 -1.51 0.73% AS51 Index 43 14,469 4,842.07 4,856.59 0.41 0.74% STBCNZL Index 32,687 73,231 458.95 663.81 97.40 0.46% EEM US Equity 267 (6,119) 40.76 38.98 4.66 0.94% IYR US Equity 7 1,686 67.67 67.95 0.96 0.43% MDY US Equity 5,170 14,269 184.03 250.70 69.61 0.52% JNK US Equity (18) 5,353 41.26 41.12 -1.77 0.20% XLF US Equity 5,966 13,610 15.57 22.40 72.06 0.61% XLU US Equity 404 8,406 38.65 40.51 8.63 0.56% XLK US Equity 2,301 12,860 30.80 36.31 31.70 0.56% XLI US Equity 5,685 16,147 38.20 51.65 56.72 0.62% XLP US Equky 191 9,113 41.63 42.50 4.72 0.44% XLY US Equity 8,336 20,539 46.72 65.68 78.61 0.52% XLE US Equity 143 7,366 85.40 87.06 3.17 0.61% XLB US Equity 3,893 14,930 37.57 47.37 41.84 0.62% XLV US Equity 12,097 24,346 38.87 58.18 74.58 0.67% SXXP Index 5,622 43,407 400.51 452.38 18.51 0.70% SXAP Index 9,462 28,526 520.28 692.86 28.31 1.17% SXKP Index 4,710 47,032 366.14 402.80 12.21 0.82% 37.61 L r (365.97) (84.68) 101.58 86.94 286.13 65.72 (61.06) 262.74 (139.89) (10.96) 357.66 (115.10) 130.11 201.99 187.64 (415.96) (223.10) (51.11) 21.40 (579.92) 285.11 299.01 65.07 (135.37) (959.90) 150.33 211.47 (749.38) (39.56) 13.81 (78.00) (5.18) (69.67) (6.52) (140.65) (92.60) (52.25) (274.34) (16.35) (153.71) (784.50) 103.58 51.63 (6.60) EFTA00293280 SX6P Index 6,276 34,738 353.52 417.38 25.45 0.71% 76.94 SXEP Index 798 29,339 441.65 453.67 4.34 0.63% 226.23 SXIP Index 11,204 28,923 222.31 308.42 49.08 0.79% (256.76) SXNP Index 4,719 28,384 482.69 562.95 20.36 0.82% 70.86 SX3P Index (72) 18,170 662.19 659.57 -0.70 0.56% 147.08 SXDP Index 23,267 61,075 609.16 841.22 54.67 0.70% 180.09 SX4P Index 2,762 25,840 917.36 1,015.43 11.30 0.95% 337.49 SX8P Index 2,604 17,778 343.07 393.32 18.25 0.80% 50.33 SXOP Index 9,544 40,520 380.28 469.85 26.11 0.90% (152.25) SXQP Index (551) 26,331 793.36 777.09 .2.92 0.72% (27.99) SXRP Index (85) 17,603 434.80 432.70 0.68 0.72% 11.31 SXMP Index 10,831 35,766 261.12 340.20 42.96 0.70% (3.76) SXTP Index 21,822 39,247 172.05 267.71 68.38 0.81% 128.38 SX7E Index 5,838 18,886 159.85 209.26 29.61 1.04% (89.34) SXSE Index 6,090 40,148 3,709.25 4,271.92 19.91 0.76% 177.54 SPGSCITR Index (3) (17,320) 4,911.08 4,911.93 M.03 0.52% (41.88) XAG Curncy 2,165 (20,150) 22.78 20.33 9.66 1.11% (79.75) CO1 Comdty 448 (24,622) 108.90 106.92 2.82 0.64% (110.69) CL1 Comdty 81 29,347 99.19 99.46 0.34 0.83% 8.88 NG1 Comdty 2,403 16,608 3.77 4.31 4.30 3.36% (243.68) XAU Comdty (93) 7,191 99.78 98.51 .1.75 0.74% (2.88) IBOXHY Index 2,808 53,418 220.12 231.69 49.41 0.11% 55.73 US_TSY CREDIT (21) (36,134) 757.58 758.03 0.45 0.13% (32.90) CA_TSY CREDIT 7,524 (97,153) 1,269.35 1,171.04 19.31 0.40% (626.77) MX_TSY CREDIT 23 (6,764) 211.75 211.03 0.98 0.35% (51.20) AU TSY CREDIT 117 (37,984) 1,457.62 1,453.14 0.75 0.41% (151.62) JP_TSY CREDIT 756 (59,678) 822.10 811.68 4.21 0.30% (11.17) MY_TSY CREDIT 1,624 (92,252) 167.43 164.48 5.46 0.32% 476.99 SG_TSY CREDIT 1,360 (95,749) 219.11 216.00 6.55 0.22% (162.12) AT_TSY CREDIT 2,968 72,913 356.44 370.95 12.54 0.32% 104.47 BE_TSY CREDIT 4,091 75,235 476.07 501.96 17.47 0.31% 172.63 FI_TSY CREDIT 2,803 74,240 347.46 360.58 12.00 0.31% 79.14 FR_TSY CREDIT 3,363 74,045 1,674.72 1,750.78 14.62 0.31% 149.29 DE_TSY CREDIT 2,325 74,397 1,240.95 1,279.74 9.89 0.32% 43.79 IE_TSY CREDIT 30,545 78,270 336.92 468.41 141.40 0.28% 76.72 IT_TSY CREDIT 7,794 54,111 1,612.72 1,845.02 40.47 0.36% 93.08 NL_TSY CREDIT 2,779 76,341 1,325.77 1,374.03 11.54 0.32% 94.55 ES_TSY CREDIT 10,122 50,187 392.28 471.40 56.62 0.36% 80.71 DK_TSY CREDIT 2,460 67,396 729.23 755.85 10.28 0.36% 32.36 NO_TSY CREDIT (213) 16,289 341.41 337.01 .3.41 0.38% 14.80 PL_TSY CREDIT 902 22,143 420.32 437.44 9.29 0.44% 39.58 ZA_TSY CREDIT 1,558 (33,149) 83.13 79.22 6.17 0.76% (193.85) SE_TSY CREDIT (465) 46,461 471.11 466.44 .3.14 0.32% (158.21) CH_TSY CREDIT 3,289 65,265 1,004.77 1,055.41 14.82 0.34% (9.09) GELTSY CREDIT 190 56,841 1,489.15 1,494.14 0.97 0.34% 68.41 EFTA00293281