EFTA02711134

Atoms, ISC 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 T12M Return: 40.41% Day 4).06% T90 Day Return: 5.21% No of Positions T30 Day Return: 0.49% (+MTM) on Day 252 Current Long Exposure e Cost: 4,647,601 No of Positions (-MTM) Current Short Exposure e Cost: (1,107,406) on Day 162 Net Exposure: 3,540,196 Current No. of Starting Capital: 1,01)0,000 Positions: 450 Current NAV: 1,816,948 Current Leverage (Gross Exposures): 3.17 Key Metrics Profit Factor: Historically 2.25X - 3.25X, depending on measurement interval Win Ratio: 40% - 50% histor rally 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. 124M Sharpe Ratio: Historical Sharpe & Notes: Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our sharpe ratio increases materially during market downturns in excess of 20 days of realized volatility. Since we generate positive returns in these environments, the variance in our downside volatility is materially less than broader markets. Recessions, which generally result in market directionality in excess of 20 days of volatility are significant alpha capture opportunities for us. Additionally, by never dollar cost averaging and concurrently adding to our winners we have an inherent assymetry in our volatility profile. NAV 2,000,000 1,600,030.00 1.600,000 oo 1A00.000.00 1,20%000.00 1,00a .. atervAssive%dialk -NAV 8(1,000.00 600,000.00 n) it% '01 O,.3: e.r icb Opp As- I 'S)? O,ry elfOff~ \ t9 ‘. _et A.% •4, ef) O% (19 "17 v" 41, 11' A et, N .s4 4 4 7 4 7 AV- 4r 4 EFTA_R1_02124525 EFTA02711134 Atorus, LLC 3/21/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- Largest MTM Gains Current Posi Ions (90th MTM) Percentile MTM Gains % NAV) Security Notional % of Total Notional Security I MTM Galn %Total NAV 26 Positions 26.96% 40 Positions 26.24% IBOV Index (22,524) 0.39% BMY US Equity 6,610 0.36% CO1 Comdty (24,622) 0.43% HEX Index 6,727 0.37% MEXBOL Index (26,146) 0.45% ROG VX Equity 6,881 0.38% INDEXCF Index (26,563) 0.46% P5120 Index 6,886 0.38% ZA_TSY CREDIT (33,149) 0.58% ACA FP Equity 6,952 0.38% SHCOMP Index (33,700) 0.59% GS US Equity 7,112 0.39% US_TSY CREDIT (36,134) 0.63% V US Equity 7,140 0.39% AU_TSY CREDIT (37,984) 0.66% CA_TSY CREDIT 7,524 0.41% IT_TSY CREDIT 54,111 0.94% MDT US Equity 7,719 0.42% GB_TSY CREDIT 56,841 0.99% PRU LN Equity 7,777 0.43% JP_TSY CREDIT (59,678) 1.04% IT_TSY CREDIT 7,794 0.43% SXDP Index 61,075 1.06% BEL20 Index 7,853 0.43% SPX Index 62,272 1.08% DAX Index 7,876 0.43% CH_TSY CREDIT 65,265 1.13% IBEX Index 7,939 0.44% DK_TSY CREDIT 67,396 1.17% AMGN US Equity 7,965 0.44% AT_TSY CREDIT 72,913 1.27% ASE Index 7,997 0.44% STBCNZL Index 73,231 1.27% MMM US Equity 8,061 0.44% FR_TSY CREDIT 74,045 1.29% XLY US Equity 8,336 0.46% FI_TSY CREDIT 74,240 1.29% BAYN GR Equity 8,905 0.49% DE_TSY CREDIT 74,397 1.29% KFX Index 9,360 0.52% BETSY CREDIT 75,235 1.31% SXAP Index 9,462 0.52% NL_TSY CREDIT 76,341 1.33% SXOP Index 9,544 0.53% lETSY CREDIT 78,270 1.36% TMO US Equity 9,644 0.S3% MY_TSY CREDIT (92,252) 1.60% ES_TSY CREDIT 10,122 0.56% SG_TSY CREDIT (95,749) 1.66% LUXXX Index 10,300 0.57% CA_TSY CREDIT (97,153) 1.69% SXMP Index 10,831 0.60% BAC US Equity 10,995 0.61% SXIP Index 11,204 0.62% NAV Impact by Category & Exposure TYC US Equity 11,208 0.62% Listed Equity Long 0.516% MA US Equity 11,468 0.63% Listed Equity Short -0.128% XLV US Equity 12,097 0.67% EquityCom Long -0.102% NDX Index 13,553 0.75% EquityCom Short -0.084% RTY Index 14,957 0.82% G20 Rates Long 0.049% SPX Index 17,574 0.97% G20 Rates Short -0.042% 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% EFTA_R1_02124526 EFTA02711135 No. Names by Cat 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 G20 Rates Short 8 Total Long 339 Total Short 108 Current Exposure by Geography (Usted Equities) & Macro (Equity Indices & Commodiites, 620 Gov. Credit) ■ APAC Long ■ APAC Short ■ EMEA Long ■ EMEA Short ■ AMER Long ■ AMER Short EquityCom Long EquityCom Short G20 Rates Long G20 Rates Short EFTA_R1_02124527 EFTA02711136 Atorus, LLC 3/21/2014 Historical Net Exposure by Geography (Usted Equities) & Macro (Equity indkes & Commodlites, G20 Gov. Credit) 2,000,000 5.000.000 4.000,000 1,500,000 000,000 1.000,003 — APAC 2.000.000 —EMEA —AMER 503,000 1,000,000 — EquityCom G20 Rates NezEposure ReIS % % % (3% tz)% .Q. O .Q. OQ OQ OQ O 0.5 OG 4& :. OQ (3,000.0001 % % ts.Q. S \ 4 1. Q . 11Q. 'St .0___ 4 11. \ .3L1.‘ 4-- ‘ % eb4 1 '' c,' ‘ (2,000.0001 (1.000.0001 (3000.0001 Historical Gross Exposure by Geography (Usted Equities) & Maao (Equity Indices & Cornmodlites, G20 Gov. Credit) - APAC - EMEA -AMER - ECIPAPCOM - G20 Patin (29 ' gZS> 4Z9 . (9 (s.Q . Q,4` b CS> \11') ." 4 3' %tt NI* O O O /0 (1" \'‘' % ‘‘' ie# (N' S.ti 4,\ 'N\IS' C ‘. % ‘,\% k\e‘s 4 S. % 4 EFTA_R1_02124528 EFTA02711137 Atorus, LLC 3/21/2014 Current Gross Notional Risk by Category 241,048 e 577,326 ■ APAC • EMEA : 1,362, r • AMER 1,935, • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 —mscavead 1.15 —*TORUS 0.95 0.75 1, et,Off~ Al, (19 . .0G fp Pi) OPT 4') i ") es> O% O1 O1,t4 ors #1, 1, 4 A\ cP 0 0- ye ti 0. c)\ el. IV 4 1' Ps? 00' CV S A Rolling 30 Day Realized Volatility - Atorus 1.80% 1.60% v40% 1.20% —Roll ng30DayRe 1.00% alizedVd OM% 0.60% 0.40% 0.20% 0.0D% eeey~tie y~tiemefreeee y~ti ‘1, Q, tg" ft ,s0 '0\ 0 bl) ft EFTA_R1_02124529 EFTA02711138 Atorus, LIG 3/21/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 7040 6040 50.010 40.00 ---PAYMNyiby Position 30.02 20.00 10.02 0CO 1 1 O/ O/ Oe 04 Oe O1 01 " 1 Ot IV tot 40.0%. ‘ 9. +. '*P. ft r tP. 4). WO 4ZO. **Air s ctr Percentile No. Vol Days 0.00% -7.01 MTM Gains(Losses) % of NAV "Signficant" 5.00% -3.41 (<7 Vol Days) 1.29% 10.00% -1.53 MTM Gains(Losses) % of NAV *Signficant" 15.00% -0.62 (>7 Vol Days) 50.46% 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 EFTA_R1_02124530 EFTA02711139 Atorus, LLC 3/21/2014 Current Portfolio -Listed Equity Portfolio Current Price P/I. in Vol 30P Realized Change on Day Security MTM Gain/(Loss) 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 1HK 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) itN/A N/A 8.22 1.06% 3382 JP Equity (79) 2,183 UN/A N/A -3.11 1.17% 4063 JP Equity 372 (4,536) UN/A N/A 7.13 1.15% 4502 JP Equity 42 2,417 UN/A N/A 2.12 0.81% 4689 JP Equity (98) 1,224 ilN/A N/A -5.92 1.35% 5 HK Equity 9.84 5108 JP Equity (143) 2,798 UN/A N/A -4.16 1.23% 5401 JP Equity 465 (5,436) fiN/A N/A 6.56 1.30% 6301 JP Equity 156 (3,515) IIN/A N/A 3.35 1.33% 6752 JP Equity 1,024 4,145 UN/A N/A 13.88 1.78% 6902 JP Equity 549 5,838 ftN/A N/A 6.83 1.38% 6954 JP Equity 527 6,393 UN/A N/A 5.93 1.39% 7201 JP Equity 155 (3,743) UN/A N/A 4.19 0.99% 7203 JP Equity 215 (3,073) fill/A N/A 7.71 0.91% 7267 JP Equity 226 (4,885) UN/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) UN/A N/A 6.02 1.04% 8031 JP Equity 37 (1,683) UN/A N/A 1.83 1.21% 8058 JP Equity (58) 1,081 fiN/A N/A -5.10 1.04% 8306 JP Equity 253 (2,979) UN/A N/A 7.09 1.20% 8316 JP Equity 248 (2,856) 4N/A N/A 7.31 1.19% 8411 JP Equity 45 (3,341) UN/A N/A 1.57 0.87% 8604 JP Equity 171 (2,467) UN/A N/A 5.81 1.20% 8801 JP Equity • 454 fiN/A N/A 0.00 1.59% 8802 JP Equity 408 (5,009) UN/A N/A 5.61 1.45% 9020 JP Equity 383 (4,521) UN/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 ttN/A N/A 2.50 1.39% 9433 JP Equity 3,171 9,476 fIN/A N/A 22.83 1.47% 9437 JP Equity 205 (6,394) ifig/A N/A 3.53 0.91% 9983 JP Equity (183) 3,177 UN/A N/A -4.26 1.35% EFTA_R1_02124531 EFTA02711140 9984 JP Equity 1,487 2,048 liN/A N/A 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 8AS 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 8AX 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% 8BAS3 BZ Equity (26) (1,954) 8.76 8.87 -0.69 1.89% (6.43) 880 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) 881US Equity 21 (3,114) 59.76 59.37 0.60 1.10% (33.84) 88VA 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) 8CS US Equity 19 (2,758) 15.73 15.62 0.52 1.37% 37.02 BEN VS Equity 5 1,376 52.19 52.39 0.38 1.02% 15.48 EFTA_R1_02124532 EFTA02711141 86/ LN Equity (9) (4,379) 17.51 17.55 -D31 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 Bile US Equity 354 1,066 245.93 327.59 22.48 1.48% (81.04) BIL Sl Equity 76 (2,643) KN/A N/A 2.42 1.19% 8K 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 8LT LN Equity 13 (3,166) 29.93 29.81 0.35 1.14% (50.78) 8M0 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 8NS 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) 8RK/8 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 C8A 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 IN Equity 183 2,442 tIN/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 EFTA_R1_02124533 EFTA02711142 DAI GR Equity 6,462 13,908 62.20 91.11 36.82 1.26% 204.22 08K GR Equity (0) (1,635) 44.77 44.78 -0.02 1.21% (6.42) DD US Equity 2,877 12527 54.64 67.19 36.84 0.62% 186.67 ODAIF 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 IIN/A N/A -0.57 0.07% 06 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% 182.98 015 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 OTE 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) OVN 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 ECL 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 [MC 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) ENB 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) FB 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) FOX 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% (1,466.25) 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) EFTA_R1_02124534 EFTA02711143 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 IN 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 (681 (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 8Z 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) JO 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 L8TYK 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) I.MT US Equity 601 2,016 122.48 159.00 36.11 0.83% (19.05) LNKO 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 (841 (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) MDLZ 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 PN/A 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 EFTA_R1_02124535 EFTA02711144 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/ LN 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 P8R 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 82 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 IN 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 QQQ 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/8 US Equity (5) 5,192 75.80 75.73 -0.14 0.64% 23.08 EFTA_R1_02124536 EFTA02711145 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 IN 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 0.7596 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 FP 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 FP 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 SIT 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 FP 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 0.5096 4.44 SWEDA 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 7.07 087% (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) EFTA_R1_02124537 EFTA02711146 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 IN 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 USB 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) VALES 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 VOWS 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 WIP 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) tIN/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 lin 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) EFTA_R1_02124538 EFTA02711147 SPTSX Index 56 19,447 12,764.15 12,800.93 0.66 044% 37.61 MEXBOL Index 964 (26,146) 3,142.70 3,026.79 3.72 0.99% (365.97) IBOV Index 1,938 (22,524) 22,321.92 20,401.71 6.40 1.34% (84.68) MERVAL Index (229) 5,530 794.98 763.34 -2.59 1.60% 101.58 UKX Index 2,053 39,963 10,288.22 10,816.71 7.77 0.66% 86.94 OAX Index 7,876 36,674 10,610.77 12,889.52 22.22 0.97% 286.13 CAC Index 1,267 20,042 5,625.44 5,980.95 8.26 0.77% 65.72 IBEX Index 7,939 39,644 11,555.30 13,869.26 23.63 0.85% (61.06) SMI Index 6,289 44,078 8,219.62 9,392.43 23.57 0.61% 262.74 FTSEMIB Index 6,354 25,266 23,118.99 28,933.30 27.80 0.90% (139.89) P5120 Index 6,886 24,289 8,026.78 10,302.37 24.37 1.16% (10.96) ISEQ Index 23,932 40,099 4,246.25 6,780.56 60.61 0.98% 357.66 ICEXI Index 3,952 37,337 6.63 7.33 21.86 0.48% (115.10) AEX Index 4,854 42,240 484.27 539.92 15.16 0.76% 130.11 BE L20 Index 7,853 44,003 3,610.75 4,255.18 22.37 0.80% 201.99 LUXXX Index 10,300 39,715 1,655.49 2,084.84 36.28 0.71% 187.64 KFX Index 9,360 38,048 100.82 125.62 24.69 1.00% (415.96) HEX Index 6,727 40,933 8,513.92 9,913.16 18.75 0.88% (223.10) OMX Index 2,276 23,118 191.41 210.26 10.09 0.98% (51.11) AIX Index 266 7,818 3,301.54 3,413.82 3.04 1.12% 21.40 ASE Index 7,997 17,693 1,264.38 1,835.82 38.04 1.19% (579.92) OSEBX Index 1,907 22,138 84.29 91.55 12.01 0.72% 285.11 INDEXCF Index 2,369 (26,563) 39.61 36.07 4.83 1.85% 299.01 TOP40 Index (471) 25,595 KN/A N/A -2.04 0.90% SENSEX Index 15 15,120 356.76 357.11 0.13 0.76% 65.07 NKY Index (89) 9,097 UN/A N/A -0.87 1.13% HSI Index (4) (10,516) 2,762.19 2,763.21 -0.05 0.81% (135.37) SHCOMP Index 1,537 (33,700) 344.53 328.82 4.88 0.93% (959.90) KOSPI Index (184) 16,618 1.81 1.79 -1.51 0.73% 150.33 AS51 Index 43 14,469 4,842.07 4,856.59 0.41 0.74% 211.47 STBCNZI. Index 32,687 73,231 458.95 663.81 97.40 0.46% (749.38) EEM US Equity 267 (6,119) 40.76 38.98 4.66 0.94% (39.56) IYR US Equity 7 1,686 67.67 67.95 0.96 0.43% 13.81 MDY US Equity 5,170 14,269 184.03 250.70 69.61 0.52% (78.00) INK US Equity (18) 5,353 41.26 41.12 -1.77 0.20% (5.18) XLF US Equity 5,966 13,610 15.57 22.40 72.06 0.61% (69.67) XLU US Equity 404 8,406 38.65 40.51 8.63 0.56% (6.52) XLK US Equity 2,301 12,860 30.80 36.31 31.70 0.56% (140.65) XII US Equity 5,685 16,147 38.20 51.65 56.72 0.62% (92.60) XLP US Equity 191 9,113 41.63 42.50 4.72 0.44% (52.25) XLY US Equity 8,336 20,539 46.72 65.68 78.61 0.52% (274.34) XLE US Equity 143 7,366 85.40 87.06 3.17 0.61% (16.35) XLB US Equity 3,893 14,930 37.57 47.37 41.84 0.62% (153.71) XLV US Equity 12,097 24,346 38.87 58.18 74.58 0.67% (784.50) SUP Index 5,622 43,407 400.51 452.38 18.51 0.70% 103.58 SXAP Index 9,462 28,526 520.28 692.86 28.31 1.17% 51.63 SXKP Index 4,710 47,032 366.14 402.80 12.21 0.82% (6.60) EFTA_R1_02124539 EFTA02711148 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 -0.03 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) I80XHY 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) MYTSY CREDIT 1,624 (92,252) 167.43 164.48 5.46 0.32% 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 8E_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 lE_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 DX_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 0A4% 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) GB_TSY CREDIT 190 56,841 1,489.15 1,494.14 0.97 0.34% 68.41 EFTA_R1_02124540 EFTA02711149