━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
                                │          Gross                      Net
                                  ────────────────────────  ────────────────────────
portfolio    unit    layer      │    Mean     CV   VaR 99%     Mean     CV   VaR 99%
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
Portfolio A  Unit 1  0 xs 0     │ 19.352M  3.313   82.357M  28.221M  3.451   77.888M
                     5M xs 5M   │  9.639M  1.584   46.146M  10.479M  1.940   55.255M
                     40M xs 10M │ 24.904M  2.918  118.974M   8.693M  1.216   28.494M
             ───────────────────────────────────────────────────────────────────────
             Unit 2  0 xs 0     │ 17.841M  2.173   84.668M  16.430M  0.990   72.696M
                     5M xs 5M   │ 18.213M  2.571   50.236M  24.635M  1.222   62.159M
                     40M xs 10M │ 23.999M  1.036   84.541M  15.008M  2.747   54.846M
────────────────────────────────────────────────────────────────────────────────────
Portfolio B  Unit 1  0 xs 0     │ 13.891M  2.218   65.420M  24.983M  0.504  115.486M
                     5M xs 5M   │ 12.218M  0.289   44.545M  29.727M  0.776  120.329M
                     40M xs 10M │  7.212M  2.458   30.700M  22.834M  1.287  116.145M
             ───────────────────────────────────────────────────────────────────────
             Unit 2  0 xs 0     │  1.870M  1.268    4.890M   5.087M  1.736   13.538M
                     5M xs 5M   │ 23.598M  2.896  124.684M  22.932M  2.857   83.592M
                     40M xs 10M │ 20.484M  2.042   65.239M   3.188M  0.242   16.504M
━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━
