EFTA00293442.pdf

Atorus, LLC 2/28/2014 Current Date: 2/28/2014 Change on Day: 1.87% Total Return since 1/1/12: 86.78% MSCI World Change on 712M Return: 52.13% Day 0.42% T9O Day Return: 8.46% No of Positions T3O Day Return: 10.20% (+MTM) on Day 332 Current Long Exposure @ Cost: 4,637,310 No of Positions (-MTM) Current Short Exposure @ Cost: (1,102,179) on Day 112 Net Exposure: 3,535,131 Current No. of Starting Capital: 1,000,000 Positions: 456 Current NAV: 1,867,849 Current Leverage (Gross Exposures): 3.07 Profit Factor: Win Ratio: T24M (+) NAV Days T24M Avg. Daily NAV (+) Change T24M Avg. Daily NAV (-) Change Target Vol-Adj. Risk Listed Equities Target Vol-Adj. Risk Global Macro Targeted Max Loss (ex-Leverage) Leverage Target At Inception: Notes on Leverage: T24M Sharpe Ratio: Historical Sharpe & Notes: Historically 2.25X • 3.25X, depending on measurement interval 40% - 50% histor cally 52% 1.02% -0.88% 50.00% 50.00% 10.00% 2X We implement leverage of 2X, in other words at inception we upsize our positions by a factor two times greater than our volatility adjusts position sizing. Leverage levels can be customized to eac h investor. 1.341 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 2,060,000.00 1)306,000.00 1.600.000.00 1.400.000.00 1.200.000.00 1,000,000.00 600,000.00 600,000.00 "Zr" e e 4% 4 k N. 4' 4% N\''' 0,‘ —NAV EFTA00293442 Atorus, LLC 2/28/2014 Largest Exposures Current Positions 97.5th Percentile 2,Sst Percentile (@ cost ex- MTM) Largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.78% 46 Positions 29.82% XAG Curncy (20,150) 0.35% PSI20 Index 6,546 0.35% IBOV Index (22,524) 0.39% MAERSKB DC Equity 6,690 0.36% CO1 Comdty (24,622) 0.43% DAI GR Equity 6,819 0.37% MEXBOL Index (26,146) 0.46% GS US Equity 6,835 0.37% NO_TSY CREDIT (27,378) 0.48% SXSE Index 6,919 0.37% ZA_TSY CREDIT (33,149) 0.58% 8MY US Equity 7,030 0.38% SHCOMP Index (33,700) 0.59% ACA FP Equity 7,162 0.38% JP_TSY CREDIT (59,678) 1.04% SXXP Index 7,177 0.38% DK_TSY CREDIT 60,407 1.05% CMCSK US Equity 7,217 0.39% CH_TSY CREDIT 60,555 1.05% AMGN US Equity 7,406 0.40% SXDP Index 61,075 1.06% IT_TSY CREDIT 7,521 0.40% SPX Index 62,272 1.08% SMI Index 7,557 0.40% DE_TSY CREDIT 66,681 1.16% ROG VX Equity 7,690 0.41% AT_TSY CREDIT 68,818 1.20% MDT US Equity 7,747 0.41% FR_TSY CREDIT 69,707 1.21% ASE Index 7,997 0.43% BE_TSY CREDIT 69,713 1.21% BEL20 Index 8,110 0.43% NL_TSY CREDIT 69,911 1.22% PRU LN Equity 8,208 0.44% FI_TSY CREDIT 71,160 1.24% IBEX Index 8,269 0.44% STBCNZL Index 73,231 1.27% MMM US Equity 8,329 0.45% IE_TSY CREDIT 78,270 1.36% XLY US Equity 8,846 0.47% AU TSY CREDIT (79,133) 1.38% HEX Index 9,031 0.48% MY_TSY CREDIT (92,252) 1.61% BAC US Equity 9,499 0.51% SG_TSY CREDIT (95,749) 1.67% DAX Index 9,581 0.51% CA_TSY CREDIT (97,153) 1.69% ES_TSY CREDIT 9,660 0.52% BAYN GR Equity 9,702 0.52% TMO US Equity 9,817 0.53% LUMX Index 10,028 0.54% SXOP Index 10,061 0.54% SXAP Index 10,361 0.55% TYC US Equity 10,855 0.58% BA US Equity 11,097 0.59% MA US Equity 11,670 0.62% KFX Index 12,192 0.65% SXIP Index 12,793 0.68% XLV US Equity 12,886 0.69% SXMP Index 12,901 0.69% CELG US Equity 13,526 0.72% NDX Index 14,262 0.76% My Index 14,465 0.77% SPX Index 17,272 0.92% EFTA00293443 SXTP Index 24,222 1.30% SXDP Index 26,317 1.41% ISEQ Index 27,653 1.48% lE_TSY CREDIT 30,271 1.62% STBCNZL Index 32,687 1.75% GILD US Equity 34,155 1.83% APAC Lon 29 APAC Short 23 (MEA Long 81 (MEA Short 11 AMER Long 172 AMER Short 45 E • ultyCom Lon 63 EquityCom Short 9 G20 Rates Lon 14 G20 Rates Short 9 Total Long 359 Total Short 97 Current Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,000,000 $1,500,000 $1,000,000 $500,000 5(500,000) $(1,000,000) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short ■ EquityCom Long ■ EquityCom Short ■ G20 Rates Long ■ G20 Rates Short EFTA00293444 Atorus, LLC 2/28/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodites, G20 Gov. Credit) 2,000,000 1,500,000 1,000,000 5,000,000 —APAC — EWA —AMER 4,000,000 3,000,000 2,000,000 IL 500,000 lrE 1,000,000 (1,000,0001 (2,000,0001 — Eq tyC —G20 Rates NexEposure MIS e ' 1 (5k000) (1,000,0001 19 ttiG AO% %C. v , ‘ \. k "tv, CV e 0 ob O., O & ors, O4. 13, G G G G G G G \ cvl pl \s'a% V % \IS.% .13 (3,000,0001 Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) EFTA00293445 Atorus, LIC 2/28/2014 Current Gross Notional Risk by Category 241,840 Ap o:1,890 ■ APAC ■ EMEA ■ AMER ■ EquityCom ■ G20 Rates Performance Vs. MSCI World Index Rolling 30 Day Realized Volatility - Atorus EFTA00293446 Atorus, LLC 2/28/2014 ,Percentile Distribution of Current. RUM Gamin Vol Days by Position (ex-119pct & ex-ist percentleg) 5000 40.00 3000 20.00 1000 IMO .....s. , 4 43 4 ° t Vick3 O# it d ° ttile, 4"," di* di° t "it ._...._.,.._.,. 4.---13..--I" i .--C• C“--4. Days by Position Percentile No. Vol Da 0.00% -11.55 5.00% -2.43 10.00% -0.90 15.00% -0.13 20.00% 0.77 25.00% 1.68 30.00% 2.44 35.00% 3.48 40.00% 4.32 45.00% 6.19 50.00% 9.22 55.00% 10.94 60.00% 13.40 65.00% 17.22 70.00% 20.84 75.00% 25.64 80.00% 31.30 85.00% 37.04 90.00% 45.15 95.00% 55.96 100.00% 183.45 MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) 1.62% MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 52.74% EFTA00293447 Atorus, LLC Current Portfolio •Listed Equity 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) 000270 KS Equity 67 (4,506) 52.75 51.97 1.30 1.14% 005380 KS Equity 89 1,799 217.13 227.82 3.71 1.33% 14.08 005490 KS Equity 120 (3,782) 273.49 264.84 3.78 0.84% 69.01 005930 KS Equity 168 (6,558) 1,285.62 1,252.66 2.95 0.87% (1.71) 012330 KS Equity 1,020 5,282 244.69 291.92 15.51 1.24% 77.57 1 HK Equity 154 4,619 15.20 15.71 4.17 0.80% 91.74 1299 HK Equity 48 3,412 4.82 4.89 1.31 1.08% 7.23 13 HK Equity 2,287 12,243 11.40 13.53 20.36 0.92% 286.42 16 HK Equity (94) (9,935) 12.66 12.78 -1.44 0.66% (57.16) 27 HK Equity 6 123 9.68 10.13 2.05 2.27% 1.77 2914 JP Equity 142 (4,719) 32.47 31.49 2.32 1.30% 101.03 3382 JP Equity (37) 3,411 37.70 37.29 -0.83 1.33% (72.75) 4063 JP Equity (7) (4,536) 56.40 56.50 -0.13 1.28% 18.19 4502 JP Equity 40 2,102 46.69 47.58 2.70 0.71% (10.82) 4689 JP Equity 36 1,082 6.06 6.26 2.36 1.40% 0.77 5 HK Equity (36) 2,572 10.73 10.58 -1.75 0.79% 11.31 5108 JP Equity (44) 3,498 36.35 35.90 -0.95 1.31% (45.87) 5401 JP Equity 100 (3,709) 2.99 2.91 1.84 1.46% 22.53 6301 JP Equity (36) (3,515) 20.64 20.85 -0.68 1.51% (43.61) 6752 JP Equity 1,606 4,145 9.01 12.50 13.76 2.81% (79.15) 6902 JP Equity 2,749 9,730 41.48 53.20 23.35 1.21% 189.58 6954 JP Equity 632 6,393 157.65 173.25 6.25 1.58% 15.71 7201 JP Equity (27) (3,743) 8.85 8.91 -0.58 1.23% 31.79 7203 JP Equity 13 (3,073) 57.44 57.20 0.34 1.24% 40.39 7267 JP Equity 87 (4,885) 36.43 35.78 1.46 1.22% 65.26 762 HK Equity 320 (4,155) 1.43 1.32 7.28 1.06% (38.26) 7751 JP Equity 106 (6,865) 31.44 30.95 1.44 1.07% (23.09) 8031 JP Equity (7) 2,408 15.31 15.26 -0.27 1.12% (5.56) 8058 JP Equity (33) 3,003 19.27 19.07 -0.92 1.19% (27.76) 8306 JP Equity 49 (2,979) 5.88 5.79 1.20 1.36% 48.19 8316 JP Equity 64 (2,505) 45.91 44.74 1.63 1.57% 48.80 8411 JP Equity (96) 3,019 2.12 2.05 -2.41 1.32% (34.22) 8604 JP Equity 12 (2,202) 6.77 6.74 0.38 1.41% 25.68 8801 JP Equity 129 (2,516) 31.09 29.49 3.32 1.55% 14.40 8802 JP Equity 170 (3,308) 24.73 23.45 3.68 1.40% 47.02 9020 JP Equity 21 (3,967) 77.53 77.12 0.48 1.10% 25.55 941 HK Equity 843 (11,351) 10.25 9.49 11.49 0.65% 3.21 9432 JP Equity 285 6,077 53.19 55.68 3.27 1.43% (79.85) 9433 JP Equity 4,124 9,476 42.13 60.47 25.64 1.70% 192.18 9437 JP Equity (3131 (5,749) 15.71 16.56 -5.26 1.03% (11.68) 9983 JP Equity (206) 3,177 367.53 345.18 -4.03 1.61% (33.59) 2/28/2014 EFTA00293448 9984 JP Equity 1,738 2,238 42.69 75.84 45.45 1.71% (88.78) AAPL US Equity 140 7,877 518.25 527.48 1.75 1.02% 49.31 ABB US Equity 842 10,408 23.59 25.50 7.90 1.02% 103.44 ABBN VX Equity 691 8,703 23.63 25.50 7.48 1.06% 83.60 ABBV US Equity 186 5,335 49.49 51.21 3.48 1.00% 54.62 ABEV US Equity 79 (7,232) 7.25 7.17 0.75 1.45% 32.18 ABEV3 BZ Equity 66 (6,923) 7.29 7.22 0.70 1.37% 45.59 ABI BB Equity 174 6,721 102.03 104.66 3.09 0.84% 47.58 ABT US Equity 101 4,097 38.87 39.83 3.33 0.74% 11.65 ABX CN Equity (42) 2,002 20.94 20.52 -1.17 1.77% (31.78) ABX US Equity (47) 2,034 20.94 20.47 -1.32 1.74% (32.84) ACA FP Equity 7,162 5,408 6.83 15.89 113.96 1.16% 282.28 ACE US Equity 151 3,677 93.86 97.71 6.02 0.68% 44.66 ACN US Equity 745 9,052 77.04 83.38 11.42 0.72% 14.77 ADP US Equity 90 1,193 72.36 77.84 12.51 0.60% 4.81 AFL US Equity 99 4,556 62.74 64.09 3.83 0.56% 73.99 AGN US Equity 1,519 8,245 107.93 127.82 19.89 0.93% (10.33) Al FP Equity 63 4,497 135.51 137.41 1.96 0.72% 52.92 AIG US Equity 93 4,012 48.66 49.79 2.14 1.08% 62.65 AIR FP Equity 4,776 6,526 42.47 73.56 68.91 1.06% 4.18 ALV GR Equity 3,150 7,550 125.64 178.07 43.71 0.95% 203.79 ALVG IX Equity 2,346 5,742 126.13 177.67 42.90 0.95% 148.76 AMGN US Equity 7,406 22,886 94.49 125.06 30.91 1.05% 502.67 AMT US Equity 704 10,655 76.29 81.33 7.99 0.83% (1.54) AMZN US Equity 3,684 14,103 287.66 362.79 19.43 1.34% 224.34 ANZ AU Equity 28 3,602 28.48 28.71 1.02 0.76% (5.86) AM US Equity 261 (6,870) 82.74 79.59 3.48 1.09% (4.70) APC US Equity (225) (6,360) 81.31 84.19 -4.07 0.87% (96.28) AXP US Equity 2,869 10,373 71.56 91.35 27.27 1.01% 175.75 AZN LN Equity 4,699 12,676 49.80 68.26 41.90 0.88% 8.12 AZN SS Equity 4,181 11,669 50.40 68.46 40.62 0.88% 71.15 AZN US Equity 4,514 12,432 49.96 68.10 38.89 0.93% (56.01) BA US Equity 11,097 17,951 79.84 129.20 53.01 1.17% 295.85 BAC US Equity 9,499 10,884 8.82 16.52 107.46 0.81% 154.88 BARC LN Equity (229) 5,295 4.40 4.22 -3.81 1.14% 16.74 BAS GR Equity 1,304 7,333 97.30 114.60 22.32 0.80% 116.69 BATS LN Equity 174 4,163 52.24 54.42 4.28 0.98% 88.95 BAX US Equity (308) (8,047) 66.82 69.38 -5.99 0.64% (75.06) BAYN GR Equity 9,702 11,757 76.64 139.87 86.61 0.95% 489.83 BBAS3 BZ Equity (26) (1,954) 8.70 8.81 -0.73 1.80% (37.41) BOO US Equity 657 (6,743) 12.96 11.70 7.25 1.34% 19.94 BBOC4 BZ Equity 571 (7,252) 12.74 11.74 6.24 1.26% 13.64 BBL US Equity (10) 2,528 64.49 64.24 -0.34 1.14% 9.09 BBVA SM Equity 1,296 5,723 10.09 12.38 22.16 1.02% 28.35 BCE CN Equity (81) (6,644) 43.17 43.70 -1.96 0.62% (67.94) BCS US Equity (263) 6,397 17.69 17.00 -3.33 1.23% (1.05) BEN US Equity 81 3,695 52.08 53.22 1.96 1.12% 36.51 EFTA00293449 BG/ LN Equity (156) (3,003) 17.35 18.26 -3.65 1.42% (13.57) BHP AU Equity (33) 5,172 34.60 34.39 -0.66 0.96% (11.68) BHP US Equity 2 4,501 69.12 69.16 0.05 0.93% (4.09) BIIB US Equity 423 1,066 245.93 343.51 27.93 1.42% (2.84) BIL S.I Equity (43) 2,362 32.55 31.96 -1.68 1.09% BK US Equity 64 3,666 31.42 31.97 1.92 0.91% 31.72 BLK US Equity 136 1,171 274.17 306.12 11.78 0.99% 9.76 BLT LN Equity (23) 2,750 32.42 32.15 -0.92 0.91% 19.02 BMO CN Equity 94 7,663 65.48 66.29 1.88 0.65% 63.32 BMW GR Equity 885 5,076 98.63 115.83 20.34 0.86% 68.52 BMY US Equity 7,030 13,669 35.71 54.07 43.04 1.19% 93.16 BN FP Equity (1) (3,684) 70.54 70.55 -0.02 0.92% (14.69) BNP FP Equity 1,774 5,498 61.78 81.71 30.67 1.05% 86.65 BNS CN Equity 5 4,379 57.47 57.54 0.17 0.75% 31.52 BP/ LN Equity 843 9,797 7.76 8.43 12.73 0.68% 36.09 BRK/B US Equity 59 4,878 114.00 115.37 1.97 0.61% 57.38 BSBR US Equity 1,633 (8,171) 6.18 4.95 13.46 1.48% 211.33 BUD US Equity 185 6,846 102.05 104.81 3.02 0.90% 66.16 BX US Equity 309 2,976 30.31 33.46 9.32 1.12% 52.35 C US Equity (14) 1,573 49.08 48.66 -0.76 1.14% 9.10 CA P Equity 406 1,959 30.49 36.80 21.73 0.95% 22.25 CAT US Equity 1,156 10,300 87.23 97.02 11.15 1.01% 15.24 CBA AU Equity (82) 6,284 67.72 66.85 -1.77 0.74% (55.86) CBS US Equity 456 1,267 49.35 67.11 28.54 1.26% 26.87 CCL US Equity 782 7,821 36.20 39.82 9.71 1.03% (137.62) CELG US Equity 13,526 15,111 85.54 162.10 77.81 1.15% 224.04 CFR VX Equity 6 3,973 99.45 99.61 0.16 1.03% 5.58 CL US Equity 1,217 18,685 58.99 62.83 11.42 0.57% 264.60 CM CN Equity 193 5,611 81.17 83.96 5.85 0.59% 103.23 CMCSA US Equity 4,741 17,408 40.65 51.72 31.27 0.87% 252.98 CMCSK US Equity 7,217 18,900 36.26 50.11 43.96 0.87% 311.65 CNI US Equity 1,337 12,873 51.38 56.71 15.86 0.65% 179.08 CNQ CN Equity 231 6,397 35.48 36.76 3.61 1.00% 73.17 CNR CN Equity 1,333 12,425 51.30 56.80 17.17 0.62% 178.91 COF US Equity 518 6,077 67.68 73.45 8.55 1.00% 106.11 COP US Equity 15 (7,980) 66.64 66.52 0.26 0.71% (73.59) COST US Equity 65 5,876 115.56 116.85 1.59 0.70% 44.33 COV LN Equity 183 2,442 #N/A N/A 22.97 0.33% COV US Equity 864 6,347 63.38 72.01 15.77 0.86% 83.21 CRM US Equity 240 2,054 56.89 63.53 9.22 1.27% (65.11) CS FP Equity 2,320 6,734 19.39 26.07 34.59 1.00% 93.79 CSCO US Equity (20) (4,977) 21.79 21.88 -0.48 0.82% 13.85 CSX US Equity 956 8,914 25.07 27.76 9.91 1.08% 138.44 CVE CN Equity 800 (10,449) 28.70 26.50 9.87 0.78% (269.08) CVS US Equity 1,705 10,312 62.75 73.12 21.70 0.76% 186.37 CVX US Equity (242) (8,207) 112.39 115.70 -4.14 0.71% (30.25) 0 US Equity 1,912 12,240 60.05 69.43 23.75 0.66% (29.96) EFTA00293450 DAI GR Equity 6,819 13,908 62.20 92.70 46.80 1.05% 250.46 DBK GR Equity 156 4,052 46.61 48.41 3.54 1.09% 52.99 DD US Equity 2,720 12,305 54.46 66.50 26.60 0.83% 161.72 DDAIF US Equity 3,904 8,377 63.20 92.66 41.30 1.13% 140.53 DE US Equity 34 8,122 85.65 86.01 0.64 0.65% 110.43 DELL US Equity (3) 6,715 #N/A N/A -0.57 0.07% DG FP Equity 4,471 9,889 51.34 74.54 48.16 0.94% 109.50 DGE LN Equity (2) 1,190 31.45 31.39 -0.08 2.52% 8.17 DHR US Equity 4,397 14,097 58.57 76.83 49.89 0.63% (32.77) DIS US Equity 1,827 9,908 68.36 80.97 17.97 1.03% 100.65 DISCA US Equity 64 3,650 82.02 83.46 1.60 1.10% 73.47 DNB NO Equity 1,472 9,735 15.77 18.16 19.17 0.79% 248.02 DOW US Equity 2,338 6,446 35.84 48.83 31.62 1.15% 85.47 DPW GR Equity 177 547 28.24 37.36 33.63 0.96% 13.34 DTE GR Equity 5,272 13,640 12.22 16.94 36.24 1.07% 146.71 DTV US Equity 2,661 9,640 60.69 77.44 35.08 0.79% 254.96 DUK US Equity (163) (8,822) 69.60 70.89 -3.89 0.48% (43.79) DVN US Equity 284 7,132 61.93 64.40 4.95 0.80% 35.58 EBAY US Equity 578 5,383 53.28 59.01 10.87 0.99% 57.62 ECL US Equity 274 5,775 102.75 107.62 6.15 0.77% 72.94 EDF FP Equity 6,290 9,189 23.45 39.50 68.65 1.00% 348.24 EMC US Equity 546 9,291 24.95 26.42 7.34 0.80% 15.44 EMR US Equity (18) (678) 63.75 65.47 -3.89 0.70% (1.09) ENB CN Equity (124) (7,004) 41.70 42.43 -3.52 0.50% (44.02) ENEL IM Equity 1,391 7,503 4.32 5.12 18.29 1.01% 95.71 ENI IM Equity 110 7,309 23.75 24.11 2.05 0.73% 97.36 EOAN GR Equity 45 2,996 18.77 19.05 1.63 0.93% 30.84 EOG US Equity 1,736 5,573 143.99 188.84 31.32 0.99% 94.81 EPO US Equity 792 10,466 62.42 67.14 10.49 0.72% (47.04) ERICB SS Equity 347 6,004 12.27 12.98 6.72 0.86% 85.51 ESRX US Equity 1,265 9,815 66.69 75.28 16.74 0.77% 153.13 ETN US Equity 194 5,260 72.48 75.15 3.66 1.01% (28.10) F US Equity (127) (3,621) 14.82 15.34 -3.79 0.93% (4.36) FB US Equity 1,465 2,630 44.06 68.59 36.03 1.55% (47.09) FCX US Equity (72) 2,977 33.54 32.74 -2.06 1.18% (53.17) FDX US Equity 548 5,338 120.94 133.36 11.14 0.92% 6.80 FOX US Equity 69 3,520 31.89 32.52 2.42 0.82% 51.07 FOXA US Equity 80 3,246 32.65 33.46 2.71 0.91% 49.37 FP FP Equity 686 8,334 59.78 64.69 10.88 0.76% 168.31 G IM Equity 235 4,486 21.32 22.43 5.88 0.89% 40.45 GE US Equity 1,884 13,140 22.32 25.52 15.81 0.91% 56.56 GILD US Equity 34,155 13,861 24.02 83.23 183.45 1.34% (182.77) GIS US Equity 260 13,333 49.12 50.07 3.60 0.54% 102.15 GLE FP Equity 1,113 3,248 49.51 66.47 26.51 1.29% 70.20 GLEN LN Equity - 5.51 1.31% - GLW US Equity 2,176 11,376 16.17 19.27 18.28 1.05% (14.69) GM US Equity 720 2,560 28.27 36.22 24.95 1.13% (21.16) EFTA00293451 GOOG US Equity 5,200 12,428 857.75 1,216.62 49.83 0.84% (57.50) GS US Equity 6,835 13,671 110.98 166.46 63.42 0.79% 227.55 GSK LN Equity 383 4,597 25.83 27.98 11.00 0.76% (31.21) GSZ FP Equity 459 5,466 23.77 25.77 8.35 1.01% 136.61 HAL US Equity 992 5,408 48.07 56.89 17.19 1.07% 167.29 HD US Equity 3,109 13,333 66.67 82.21 33.12 0.70% 88.79 HMB SS Equity 644 6,110 40.79 45.09 10.99 0.96% 108.19 HON US Equity 6,522 11,930 61.10 94.50 93.81 0.58% 65.55 HPQ US Equity 1,332 6,863 25.14 30.02 20.17 0.96% 73.74 HSBA LN Equity (36) 1,223 10.86 10.55 -1.92 1.54% 1.51 IBE SM Equity 1,467 7,183 5.51 6.64 35.66 0.57% 65.37 IBM US Equity (23) (8,393) 184.74 185.24 -0.42 0.65% (0.14) IMT LN Equity 1,471 10,924 35.95 40.79 12.49 1.08% 69.31 INTC US Equity 379 9,784 23.81 24.73 4.99 0.78% 38.98 ISP IM Equity 3,360 5,653 1.92 3.07 53.08 1.12% 111.58 ITUB US Equity 213 (5,909) 13.81 13.32 2.45 1.47% 47.35 ITUB4 BZ Equity 94 (6,366) 13.59 13.39 1.13 1.31% 45.41 ITW US Equity 3,068 14,011 67.84 82.69 33.07 0.66% 95.96 ITX SM Equity 194 (4,648) 149.71 143.47 4.33 0.96% (59.31) JCI US Equity 4,450 9,883 34.13 49.49 41.40 1.09% (50.97) JNJ US Equity 4,136 12,630 69.31 92.01 43.71 0.75% 142.60 JPM US Equity 756 8,516 52.29 56.93 11.15 0.80% 64.09 KMB US Equity 269 7,934 106.69 110.30 4.73 0.71% 105.71 KMI US Equity 639 (6,752) 35.17 31.84 10.84 0.87% 30.68 KO US Equity 107 (6,962) 38.83 38.24 2.22 0.69% (41.80) LBTYA US Equity 3 2,272 88.19 88.30 0.05 2.47% 86.51 LBTYK US Equity 115 1,975 80.01 84.67 2.32 2.51% 23.65 LIN GR Equity 353 8,087 198.03 206.69 5.74 0.76% 87.95 LLOY LN Equity 3,818 7,073 0.89 1.38 55.77 0.97% 204.69 LLY US Equity 43 2,868 58.84 59.72 1.67 0.89% 22.81 LMT US Equity 659 2,016 122.48 162.53 31.55 1.04% 34.84 LNKO US Equity (61) (833) 192.19 206.19 -3.63 2.01% 23.04 LOW US Equity 295 5,814 47.76 50.18 5.36 0.95% (69.59) LVS US Equity 2,638 6,808 61.33 85.09 26.91 1.44% 31.07 LYB US Equity 1,125 2,297 59.29 88.33 45.55 1.08% 35.40 MA US Equity 11,670 17,711 47.01 77.98 53.43 1.23% 117.31 MAERSKB DC Equity 6,690 14,148 8,212.58 12,096.04 40.41 1.17% 605.76 MC FP Equity 42 3,466 183.43 185.66 1.32 0.92% 2.53 MCD US Equity (21) (6,973) 94.88 95.16 -0.65 0.47% (16.35) MCK US Equity 165 1,949 162.99 176.82 10.51 0.81% 32.51 MOLZ US Equity 2,518 13,641 28.68 33.98 23.48 0.79% 75.25 MDT US Equity 7,747 20,811 43.22 59.31 43.58 0.85% 607.73 MET US Equity 1,102 7,556 44.37 50.84 13.39 1.09% 125.90 MFC CN Equity 4,390 8,003 12.38 19.16 52.13 1.05% 127.53 MHS US Equity 1,862 13,445 #N/A N/A 12.27 1.13% MMM US Equity 8,329 21,331 96.89 134.73 56.99 0.69% 178.15 MO US Equity 72 3,964 35.61 36.25 2.46 0.74% 50.37 EFTA00293452 MON US Equity 411 11,917 106.02 109.67 4.56 0.76% 69.54 MOS US Equity (102) (1,879) 46.15 48.64 -6.08 0.89% (11.71) MRK US Equity 1,601 10,351 49.46 57.11 17.79 0.87% 146.29 MS US Equity 188 1,649 27.57 30.71 10.01 1.14% 30.09 MSFT US Equity 703 7,177 34.82 38.23 11.90 0.82% 130.13 MUV2 GR Equity 791 7,645 197.70 218.15 17.05 0.61% 77.54 NAB AU Equity (28) 6,672 31.15 31.03 -0.49 0.85% (24.69) NCM AU Equity 2,190 (4,077) 21.94 10.16 27.82 1.93% 18.27 NEE US Equity 3,778 14,649 72.62 91.34 34.56 0.75% 184.45 NEM US Equity 2,482 (7,392) 34.95 23.22 17.45 1.92% 195.87 NESN VX Equity 838 9,821 69.64 75.58 10.55 0.81% 79.17 NG/ LN Equity 2,189 12,114 11.82 13.96 26.91 0.67% 75.81 NKE US Equity 951 5,145 66.10 78.32 20.70 0.89% 41.70 NOK US Equity 4,232 4,498 3.96 7.69 64.81 1.45% 39.33 NOV US Equity 42 4,641 75.96 76.64 0.98 0.92% 129.93 NOVN VX Equity 5,674 18,291 63.81 83.60 40.49 0.77% 346.21 NOVOB DC Equity 1,682 8,755 39.90 47.57 15.11 1.27% 25.20 NSC US Equity 1,360 9,590 80.49 91.91 11.72 1.21% 189.07 NVS US Equity 4,326 15,510 65.07 83.22 37.85 0.74% 203.62 OGXP3 BZ Equity 5,052 (5,180) 4.43 0.11 21.26 4.59% (103.55) OR FP Equity 28 3,253 167.89 169.32 0.79 1.08% 15.28 ORA FP Equity (15) 4,555 12.58 12.54 -0.34 1.00% (25.41) ORCL US Equity 1,286 7,533 33.38 39.08 24.55 0.70% 50.68 OXY US Equity 118 4,632 94.24 96.64 3.23 0.79% 64.47 PBR US Equity 440 (2,814) 13.30 11.22 10.44 1.50% 35.92 PBR/A US Equity 432 (2,795) 13.87 11.73 10.16 1.52% 48.66 PCLN US Equity 1,261 3,043 956.05 1,352.40 31.48 1.32% (16.45) PCP US Equity 3,005 13,710 212.47 259.04 24.75 0.89% 177.91 PEP US Equity (34) (2,166) 78.56 79.79 -2.42 0.65% (20.32) PETR3 BZ Equity 418 (2,923) 6.54 5.61 9.70 1.47% 31.56 PETR4 BZ Equity 474 (3,123) 6.95 5.89 10.35 1.47% 55.12 PFE US Equity 5,073 21,828 26.10 32.17 29.30 0.79% 68.16 PG US Equity 78 4,762 77.33 78.60 2.11 0.77% 39.70 PHIA NA Equity 1,080 7,196 30.43 35.00 16.86 0.89% 90.37 PM US Equity 522 (10,166) 85.47 81.08 5.93 0.87% (63.08) PNC US Equity 685 7,645 75.28 82.03 9.49 0.94% 84.48 POT CN Equity (89) (3,323) 32.57 33.44 -2.94 0.91% 0.66 POT US Equity (83) (3,554) 32.66 33.41 -2.44 0.95% 0.32 PRU LN Equity 8,208 10,521 12.76 22.72 66.55 1.17% 270.20 PSA US Equity 604 9,413 158.54 168.71 11.04 0.58% 113.98 PSX US Equity 952 6,030 64.65 74.86 15.55 1.02% (15.63) PX US Equity 2,446 16,099 113.30 130.51 20.44 0.74% 133.95 QCOM US Equity 1,571 12,547 66.83 75.19 17.56 0.71% 45.73 444 US Equity 6,393 19,920 68.46 90.43 55.12 0.58% 78.48 RAI US Equity 33 2,826 50.10 50.68 1.60 0.73% 44.19 RDS/A US Equity (13) 4,217 73.28 73.06 -0.38 0.78% 16.48 RDS/B US Equity 160 5,192 75.80 78.13 3.77 0.81% 15.45 EFTA00293453 RDSA LN Equity 229 4,065 34.51 36.45 7.37 0.76% 20.33 RDSA NA Equity (6) 4,084 36.63 36.57 -0.19 0.78% 28.56 RDSB LN Equity 200 4,580 37.36 39.00 5.35 0.82% 7.45 REGN US Equity 671 5,329 296.76 334.11 7.62 1.65% (82.83) RIO AU Equity 3 5,779 60.05 60.08 0.06 0.89% 23.97 RIO LN Equity 281 5,748 54.73 57.40 4.23 1.16% 23.90 RIO US Equity 306 4,934 54.04 57.39 4.30 1.44% (14.29) ROG VX Equity 7,690 17,035 212.78 308.84 55.86 0.81% 194.00 RY CN Equity 27 4,764 65.13 65.50 0.79 0.71% 37.76 SAB LN Equity 174 4,132 46.80 48.77 4.30 0.98% 54.81 SAN P Equity (7) (6,174) 103.67 103.79 -0.16 0.76% (43.40) SAN SM Equity 600 7,256 8.35 9.04 10.56 0.78% 35.45 SAN US Equity 500 5,315 8.28 9.06 9.29 1.01% 18.16 SAP GR Equity (65) 5,241 81.53 80.53 -1.70 0.73% 64.87 SAP US Equity (115) 7,101 81.58 80.28 -2.18 0.74% 62.93 SBUX US Equity 11 (1,875) 71.41 70.97 0.56 1.09% 27.40 SGO P Equity 2,791 7,836 44.08 59.79 34.50 1.03% 177.60 SI US Equity 1,809 11,259 114.69 133.11 20.50 0.78% 193.00 SIE GR Equity 1,416 8,908 114.81 133.06 20.21 0.79% 148.43 SLB US Equity 1,090 6,528 79.94 93.29 19.36 0.86% 93.79 SMSN LI Equity 216 (7,260) 644.51 625.31 3.15 0.95% (11.22) SO US Equity 42.30 0.44% - SPG US Equity 29 4,487 160.18 161.20 0.87 0.73% 28.22 SREN VX Equity 1,608 9,709 80.14 93.41 21.04 0.79% 107.99 STAN LN Equity 291 (5,283) 22.30 21.07 4.81 1.15% 69.68 STL NO Equity 259 6,281 25.39 26.44 4.17 0.99% 51.40 STT US Equity (27) 691 68.50 65.89 -3.51 1.13% (16.74) SU CN Equity (5) 4,576 33.28 33.24 -0.16 0.69% 33.10 SU P Equity 375 6,518 84.31 89.16 6.08 0.94% 89.94 SU US Equity (15) 4,606 33.29 33.19 -0.48 0.67% 28.59 SWEDA SS Equity 839 5,950 24.71 28.19 14.86 0.95% 168.83 SYNN VX Equity (101) (8,069) 359.52 364.01 -1.21 1.04% (35.70) T US Equity 574 (8,928) 34.20 32.00 8.71 0.74% 14.83 TD CN Equity 60 4,716 44.82 45.39 2.40 0.53% 80.68 TEF SM Equity (25) 1,405 15.59 15.32 -2.32 0.78% (9.56) TEF US Equity (24) 1,363 15.48 15.21 -1.93 0.90% (4.40) TGT US Equity 228 (10,717) 63.57 62.22 1.92 1.10% (332.32) TJX US Equity 2,992 9,492 46.52 61.18 37.00 0.85% 122.73 TLS AU Equity (85) 6,561 4.58 4.53 -1.95 0.66% (55.33) TLSN SS Equity 40 3,542 7.62 7.70 1.37 0.83% 50.45 TM US Equity 104 (5,170) 117.86 115.50 2.55 0.79% 5.04 TMO US Equity 9,817 10,218 63.59 124.68 111.71 0.86% (13.33) TOT US Equity 549 5,256 58.58 64.70 12.68 0.82% 120.82 TRP CN Equity (89) (6,953) 43.75 44.31 -1.94 0.65% (26.78) TRV US Equity 18 4,763 83.58 83.89 0.51 0.73% 17.92 TSCO LN Equity 190 (7,398) 5.65 5.51 3.08 0.84% (17.95) TWC US Equity 881 5,234 120.22 140.45 20.48 0.82% 70.03 EFTA00293454 TWX US Equity 131 4,212 65.11 67.14 3.61 0.86% 132.19 TXN US Equity 3,505 12,205 34.93 44.96 37.21 0.77% 106.60 TYC US Equity 10,855 24,080 29.17 42.31 67.78 0.67% (147.57) UBS US Equity 557 5,489 19.43 21.41 10.46 0.97% 111.05 UBSN VX Equity 501 5,158 19.51 21.40 11.47 0.85% 122.60 UCG IM Equity 2,252 5,391 5.58 7.91 32.22 1.30% (15.80) ULVR LN Equity (120) (2,960) 39.29 40.89 -4.62 0.88% (21.29) UNA NA Equity (248) (6,295) 38.14 39.64 -4.47 0.88% (51.80) UNH US Equity 2,043 10,037 64.08 77.12 23.25 0.88% 178.54 UNP US Equity 1,144 10,100 161.98 180.33 14.03 0.81% 146.08 UPS US Equity 2,941 14,806 79.87 95.73 34.86 0.57% 74.09 USG US Equity 2,678 14,238 34.71 41.24 31.55 0.60% 91.05 UTX US Equity 6,498 15,190 82.05 117.15 54.71 0.78% 170.07 V US Equity 4,006 3,914 111.85 226.32 107.73 0.95% (5.31) VALE US Equity 244 (3,908) 15.08 14.13 4.49 1.39% 27.26 VALE3 BZ Equity 276 (4,586) 15.04 14.14 4.17 1.44% 49.86 VIAB US Equity 4,207 7,376 55.90 87.78 57.18 1.00% 150.72 VIV FP Equity 243 2,668 26.19 28.58 10.14 0.90% 29.90 VMW US Equity 448 4,244 87.26 96.48 9.34 1.13% (34.92) VOD LN Equity (419) 4.17 4.17 0.00 1.47% (7.57) VOD US Equity (403) 41.67 41.67 0.00 1.52% (5.01) VOW3 GR Equity 949 6,826 228.75 260.54 10.62 1.31% 89.05 VRX CN Equity 916 1,611 92.95 145.78 47.00 1.21% (53.94) VRX US Equity 1,076 1,880 93.20 146.56 52.92 1.08% (44.12) VTI US Equity 627 5,134 86.91 97.52 22.44 0.54% 35.42 VWO US Equity 247 (7,247) 40.33 38.96 3.68 0.92% 14.59 VZ US Equity 79 (6,121) 48.12 47.50 1.55 0.83% (54.52) WBC AU Equity 48 3,018 29.45 29.92 1.91 0.83% (14.00) WES AU Equity (89) 7,648 38.73 38.28 -1.48 0.79% 26.87 WFC US Equity 2,380 10,067 37.56 46.44 39.50 0.60% 141.12 WLP US Equity 2,312 10,369 74.31 90.88 21.64 1.03% 217.65 WMT US Equity 2 3,204 74.72 74.77 0.11 0.67% 14.49 WOW AU Equity (149) (6,932) 31.30 31.97 -3.12 0.69% 161.45 XOM US Equity 704 10,902 90.48 96.33 8.59 0.75% 77.36 XTA LN Equity (36) (2,238) ON/A N/A -0.72 2.21% YHOO US Equity 345 1,282 30.64 38.88 21.05 1.28% 25.63 YUM US Equity 80 5,221 72.83 73.95 1.68 0.91% 15.90 ZURN VX Equity 312 6,394 291.95 306.18 6.50 0.75% 113.70 Current Portfolio • Global Macro Portfolio Current Price PA in Vol 30P Realized Change on Day Security MTM Gain/(Loss) Exp. @ Cost Avg. Price (in USD) Days Vol (in USD) SPX Index 17,272 62,272 1,455.70 1,859.45 43.79 0.63% 221.35 NDX Index 14,262 46,686 2,831.19 3,696.10 43.01 0.71% (60.98) RTY Index 14,465 39,938 868.48 1,183.03 40.85 0.89% (225.06) EFTA00293455 SPTSX Index 147 19,447 12,764.15 12,860.52 1.35 0.56% 145.35 MEXBOL Index 1,744 (26,146) 3,142.70 2,933.10 6.98 0.96% (75.19) IBOV Index 1,938 (22,524) 22,076.65 20,177.55 6.16 1.40% 375.23 MERVAL Index (229) 5,530 765.32 734.86 -1.84 2.25% 13.46 UKX Index 4,285 39,963 10,288.22 11,391.27 16.94 0.63% 115.64 DAX Index 9,581 36,674 10,610.77 13,382.82 38.15 0.68% 831.29 CAC Index 1,643 20,042 5,625.44 6,086.68 13.12 0.62% 211.48 IBEX Index 8,269 39,644 11,555.30 13,965.69 26.62 0.78% 102.08 SMI Index 7,557 44,078 8,219.62 9,628.87 32.15 0.53% 484.81 FTSEMIB Index 5,582 25,266 23,118.99 28,226.88 31.23 0.71% 403.89 PSI20 Index 6,546 24,289 8,026.78 10,189.97 24.18 1.11% 541.61 ISEQ Index 27,653 40,099 4,246.25 7,174.60 79.30 0.87% In 1,276.56 ICEXI Index 5,603 35,800 6.60 7.63 24.32 0.64% 84.53 AEX Index 5,760 42,240 484.27 550.30 21.27 0.64% 371.14 BEL20 Index 8,110 44,003 3,610.75 4,276.21 28.68 0.64% 766.52 LUXXX Index 10,028 39,715 1,655.49 2,073.47 34.06 0.74% 271.32 KFX Index 12,192 38,048 100.82 133.13 31.85 1.01% 752.96 HEX Index 9,031 40,933 8,513.92 10,392.27 27.38 0.81% 443.90 OMX Index 2,682 23,118 191.41 213.62 15.52 0.75% 452.98 ATX Index 3,148 28,102 3,213.33 3,573.32 12.48 0.90% (432.57) ASE Index 7,997 17,693 1,246.19 1,809.41 31.15 1.45% 510.45 OSEBX Index 2,207 22,138 84.29 92.69 13.32 0.75% 327.78 INDEXCF Index 502 (15,948) 41.62 40.31 3.25 0.97% (75.03) TOP40 Index 455 25,595 3,920.67 3,990.34 1.98 0.90% 171.96 SENSEX Index (547) (16,223) 330.60 341.75 -4.31 0.78% NKY Index 597 14,214 139.54 145.40 3.29 1.28% (78.54) HSI Index 209 15,574 2,903.48 2,942.53 1.55 0.87% 6.27 SHCOMP Index 973 (33,700) 344.53 334.59 3.20 0.90% (57.46) KOSPI Index 263 16,497 1.82 1.85 2.08 0.77% (39.04) ASST Index (2) 12,591 4,825.68 4,824.88 -0.03 0.66% (68.71) STBCNZL Index 32,687 73,231 444.47 642.86 109.23 0.41% EEM US Equity 192 (6,119) 40.76 39.48 3.12 1.00% 42.87 IYR US Equity 42 4,214 67.67 68.35 2.02 0.50% 28.21 MDY US Equity 5,146 14,269 184.03 250.39 45.65 0.79% 24.07 JNK US Equity 35 5,353 41.26 41.53 3.18 0.20% 13.00 XLF US Equity 5,355 13,610 15.57 21.70 50.72 0.78% 96.63 XLU US Equity 391 8,406 38.65 40.45 8.48 0.55% 61.31 XLK US Equity 2,317 12,860 30.80 36.35 30.64 0.59% 16.72 XLI US Equity 5,858 16,147 38.20 52.06 47.92 0.76% 42.35 XLP US Equity 172 7,329 41.38 42.35 3.96 0.59% 51.72 XLY US Equity 8,846 20,539 46.72 66.84 56.12 0.77% 119.18 XLE US Equity 183 4,209 84.01 87.65 5.64 0.77% 22.16 XLB US Equity 3,778 14,930 37.57 47.08 32.80 0.77% 63.80 XLV US Equity 12,886 24,346 38.87 59.44 68.81 0.77% SXXP Index 7,177 43,407 400.51 466.74 27.60 0.60% 480.23 SXAP Index 10,361 28,526 520.28 709.25 39.73 0.91% 480.51 SXKP Index 6,491 47,032 366.14 416.67 19.22 0.72% 287.72 EFTA00293456 SX6P Index 5,505 34,237 352.74 409.45 23.34 0.69% 236.67 SXEP Index 1,622 29,339 441.65 466.06 8.03 0.69% 340.52 SXIP Index 12,793 28,923 222.31 320.64 55.53 0.80% 566.44 SXNP Index 5,468 28,384 482.69 575.68 27.25 0.71% 428.61 SX3P Index 576 18,170 662.20 683.21 4.82 0.66% 157.46 SXDP Index 26,317 61,075 609.16 871.64 67.28 0.64% 434.62 SX4P Index 3,764 25,840 917.36 1,051.00 19.16 0.76% 574.61 SX8P Index 2,875 17,778 343.07 398.55 22.76 0.71% 297.09 SXOP Index 10,061 40,520 380.28 474.71 28.15 0.88% 490.06 SXQP Index 464 20,335 796.99 815.18 2.91 0.79% 165.97 SXRP Index 898 29,339 434.81 448.12 5.17 0.59% 214.86 SXMP Index 12,901 35,766 261.12 355.31 53.45 0.67% 424.43 SXTP Index 24,222 39,247 172.05 278.23 85.65 0.72% 668.65 SX7E Index 6,279 18,886 159.85 212.99 35.43 0.94% 212.59 SXSE Index 6,919 40,148 3,709.25 4,348.46 27.11 0.64% 549.05 SPGSCITR Index (3) 15,946 4,965.67 4,964.60 -0.04 0.48% 63.58 XAG Curncy 1,372 (20,150) 22.78 21.23 6.46 1.05% 46.03 COI Comdty (39) (24,622) 108.90 109.07 -0.28 0.55% (24.82) CL1 Comdty 1,051 26,344 98.65 102.59 5.50 0.73% 50.83 NG1 Comdty 3,708 16,608 3.77 4.61 4.62 4.83% 441.36 XAU Comdty 99.55 IBOXHY Index 2,950 53,418 220.12 232.28 49.89 0.11% 46.46 US_TSY CREDIT 28 41,878 760.94 761.44 0.51 0.13% (25.30) CA_TSY CREDIT 6,156 (97,153) 1,269.35 1,188.92 17.23 0.37% C MX_TSY CREDIT (17) (13,747) 209.03 209.29 -0.29 0.44% (77.18) AU_TSY CREDIT 1,019 (79,133) 1,457.62 1,438.84 3.30 0.39% (102.07) JP_TSY CREDIT 570 (59,678) 822.10 814.25 2.58 0.37% (54.80) MY_TSY CREDIT 864 (92,252) 167.43 165.86 3.53 0.27% (168.73) SG_TSY CREDIT 687 (95,749) 219.11 217.54 3.56 0.20% 106.27 AT_TSY CREDIT 3,010 68,818 355.56 371.11 14.58 0.30% 404.85 BETSY CREDIT 3,983 69,713 474.03 501.11 19.31 0.30% 472.15 FI_TSY CREDIT 2,998 71,160 346.90 361.51 14.41 0.29% 449.90 FR_TSY CREDIT 3,445 69,707 1,669.12 1,751.62 16.69 0.30% 405.24 DE_TSY CREDIT 2,579 66,681 1,235.81 1,283.60 12.94 0.30% 429.99 lE_TSY CREDIT 30,271 78,270 336.92 467.23 116.90 0.33% 970.35 IT_TSY CREDIT 7,521 54,111 1,612.28 1,836.37 37.71 0.37% 572.12 NL_TSY CREDIT 2,940 69,911 1,320.74 1,376.28 14.34 0.29% 468.81 ES_TSY CREDIT 9,660 50,187 392.28 467.79 54.19 0.36% 566.96 DK_TSY CREDIT 2,816 60,407 725.64 759.47 14.93 0.31% 359.99 NO_TSY CREDIT (639) (27,378) 333.32 341.09 -5.06 0.46% (144.23) PL_TSY CREDIT 1,015 22,143 420.32 439.58 8.39 0.55% 214.81 ZA_TSY CREDIT 1,251 (33,149) 83.13 79.99 4.32 0.87% (17.21) SE_TSY CREDIT (572) (16,910) 452.11 467.40 -11.55 0.29% (217.49) CH_TSY CREDIT 3,593 60,555 1,000.12 1,059.46 17.40 0.34% 34.53 GB_TSY CREDIT 1,159 56,841 1,489.15 1,519.51 6.45 0.32% 162.29 EFTA00293457