EFTA00288447.pdf

Atorus, LLC 6/5/2014 Current Date: Total Return since 1/1/12: T12M Return: T9O Day Return: T3O Day Return: Current Long Exposure @ Cost: Current Short Exposure @ Cost: Net Exposure: Starting Capital: Current NAV: 6/5/2014 91.06% 44.43% 1.78% 2.71% 5,825,151 (448,111) 5,377,040 1,000,000 1,910,646 Change on Day: 1.34% MSCI World Change on Day 0.46% No of Positions (+MTM) on Day No of Positions (-MTM) on Day Current No. of Positions: Current Leverage (Gross Exposures): 305 122 438 3.28 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: Sharpe Since 1/1/12: Historical Sharpe & Notes: 2,000,0130.00 1,800,000.00 1600,000.00 1,400,000.00 1,200,000.00 1,000,000.00 800,000.00 600 00000 Historically 2.25X • 3.25X, depending on measurement Interval 40%- 50% histor tally 53% 1.00% -0.91% 50.00% 50.00% 10.00% 2X No. of Profitable Positions T12M 59.50% Avg. Realized Gain/Avg. Realized 3.22 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. 1.20 1.30 Historical sharpe ratio is in excess of 2.0X (backtest from 1995, see Investor Presentation). Our shame 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. O,~ et, n) ) ix OVA c 9%410.% 19% et, e cots et, cot, .voss. 4 At- 4 op 4' 4 .,4% 4's 4 SerieS1 1 EFTA00288447 Atorus, LLC 6/5/2014 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 24 Positions IBM US Equity (6,942) TGT US Equity (8,574) CO1 Comdty (9,568) ZA_TSY CREDIT (9,667) IBOV Index (11,198) SPGSCITR Index (15,778) INDEXCF Index (15,953) XAG Curncy (16,948) XAU Comdty (26,763) SHCOMP Index (34,398) SE_TSY CREDIT (44,333) JP_TSY CREDIT (45,369) IE_TSY CREDIT 78,270 BE_TSY CREDIT 79,771 AU TSY CREDIT 81,398 AT_TSY CREDIT 81,569 FR_TSY CREDIT 82,246 NL_TSY CREDIT 82,865 DE_TSY CREDIT 84,524 FI_TSY CREDIT 85,645 MX_TSY CREDIT 87,928 GB_TSY CREDIT 89,647 US_TSY CREDIT 100,443 MY_TSY CREDIT 103,107 NAV Impact of MTM by Category & Exposure Listed Equity Long 0.669% Listed Equity Short -0.006% EquityCom Long 0.777% EquityCom Short -0.061% G20 Rates Long 0.194% G20 Rates Short 0.002% T12M Contribution (% of total Yr/Yr NAV Change by Category) Listed Equities 47.89% EquityCom 45.17% G20 Rates 6.98% % of Total Notional Security MTM Gain % Total NAV 20.45%1 45 Positions 25.98% 0.11% P5120 Index 5,568 0.29% 0.14% NVS US Equity 5,572 0.29% 0.15% AZN US Equity 5,589 0.29% 0.15% AZN LN Equity 5,796 0.30% 0.18% SENSEX Index 6,026 0.32% 0.25% XLF US Equity 6,185 0.32% 0.25% 1N1 US Equity 6,393 0.33% 0.27% HON US Equity 6,583 0.34% 0.43% UTX US Equity 6,641 0.35% 0.55% AEX Index 6,699 0.35% 0.71% XLI US Equity 6,999 0.37% 0.72% ROG VX Equity 7,081 0.37% 1.25% NOVN VX Equity 7,118 0.37% 1.27% ACA FP Equity 7,260 0.38% 1.30% DAI GR Equity 7,449 0.39% 1.30% FTSEMIB Index 7,449 0.39% 1.31% SXXP Index 7,603 0.40% 1.32% SX6P Index 7,864 0.41% 1.35% SMI Index 7,879 0.41% 1.37% MAERSKB DC Equity 7,980 0.42% 1.40% SXSE Index 8,088 0.42% 1.43% BEL20 Index 8,388 0.44% 1.60% PRU LN Equity 8,510 0.45% 1.64% TMO US Equity 8,868 0.46% IT_TSY CREDIT 8,891 0.47% MDT US Equity 9,063 0.47% HEX Index 9,581 0.50% MMM US Equity 10,200 0.53% DAX Index 10,216 0.53% SXAP Index 11,015 0.58% ES_TSY CREDIT 11,269 0.59% IBEX Index 11,284 0.59% WM Index 11,302 0.59% SXOP Index 12,045 0.63% KFX Index 12,057 0.63% TYC US Equity 12,154 0.64% SXIP Index 12,298 0.64% NDX Index 12,476 0.65% XLV US Equity 13,375 0.70% ISEQ Index 18,927 0.99% EFTA00288448 SPX Index 20,737 1.09% SXTP Index 24,291 1.27% SXDP Index 26,852 1.41% IE_TSY CREDIT 32,589 1.71% STBCNZL Index 36,084 1.89% No. Names by Category APAC Long 31 APAC Short 15 EMEA Long 73 EMEA Short 13 AMER Long 182 AMER Short 29 EquityCom Long 65 EquityCom Short 7 G20 Rates Long 20 G20 Rates Short 3 Total Long 371 Total Short 67 Current Exposure by Geography (Listed Equll les) & Macro (Equity Indices & Commodiites, G20 Gov. Credit) $2,500,000 ■ APAC Long $2,000,000 ■ APAC Short ■ EMEA Long $1,500,000 ■ EMEA Short ■ AMER Long 51,000,000 ■ AMER Short ■ EquityCom Long 5500,000 ■ EquityCom Short $- EL_ G20 Rates Long 1 ■ G20 Rates Short $(500,000) EFTA00288449 Atorus, LLC 6/5/2014 Historical Net Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) 6,000,E00 5,C00 ,E00 APAC — EMEA —AMER EquityCom —G20 Rates , ,NexEposure RHS 2.000,000 1500000 1000,000 0,000,000 3.°21" 3° 2.000,000 1,000000 , '1. (s% ) (1,003,000) G G 1V GGGG co 40 rr rp co p p p \ \ \ \", \ ‘ \ ''') Rt Re RR p's. 'It er it \ \ e. \ (1.000,000) (2,000,000) (3,000,000) Historical Gross Exposure by Geography (Listed Equities) & Macro (Equity Indices & Commodlites, G20 Gov. Credit) ryO% % 3 3 3 3 3 b t• e 3 e e % % e• _ e e• e• A% % e• A ele N. 4 4 4 V CP 4 A‘v 4' 4" oP — APAC - EM EA AMER EcpityCe — G20 Rates EFTA00288450 Atorus, LIC 6/5/2014 Current Gross Notional Risk by Category 1,553,03 260,612 pr 654, • 634 • APAC • EMEA • AMER • EquityCom • G20 Rates Performance Vs. MSCI World Index 2.15 1.95 1.75 1.55 1.35 1.15 0.95 0.75 nt , oici, eos, e <," e •c‘c. e9 e9 A y 4` 4 4 4` 4` .—*Serits1 —Serits2 Rolling 30 Day Realized Volatility - Atorus EFTA00288451 Atorus, LLC 6/5/2014 Percentile Distribution of Current MTM Gains in Vol Days by Position (ex-99pct & ex-lst percentiles) MOO 7000 60.00 50.00 40.00 30.00 2000 1000 °CO . / . . ./ ./ " . . ..' M. Vol Days by Position Percentile No. Vol Days 0.00% -20.56 5.00% -3.01 10.00% -1.39 15.00% 0.15 20.00% 1.19 25.00% 2.12 30.00% 2.91 35.00% 3.86 40.00% 5.66 45.00% 7.36 50.00% 8.76 55.00% 11.38 60.00% 13.66 65.00% 17.47 70.00% 21.66 75.00% 26.78 80.00% 36.12 85.00% 44.00 90.00% 55.72 95.00% 79.50 100.00% 199.73 MTM Gains(Losses) % of NAV "Signficant" (<7 Vol Days) 0.88% MTM Gains(Losses) % of NAV "Signficant" (>7 Vol Days) 45.21% EFTA00288452 Atorus, LLC Current Portfolio -Listed Equity Portfolio Current Price P/L in Vol 30P Realized Charge on Day Security MTM Gain/(Loss) Exp.. Cost Avg. Price (in USD) Days Vol (in USD) 6/5/2014 000270 KS Equity (12) 310 57.96 55.78 -4.02 0.97% 005380 KS Equity (73) 3,149 224.27 219.21 -2.40 0.96% 005490 KS Equity 125 (3,177) 294.09 282.50 4.43 0.89% 005930 KS Equity 118 4,464 1,399.47 1,436.60 2.75 0.97% 012330 KS Equity 789 5,584 247.00 281.89 16.29 0.87% 1 HK Equity 1,314 12,607 16.18 17.87 10.90 0.96% (60.05) 1299 HK Equity 318 6,719 4.82 5.05 6.63 0.71% (31.65) 13 HK Equity 948 6,181 11.80 13.61 15.47 0.99% 30.52 16 HK Equity 13.90 27 HK Equity (39) 1,632 7.85 7.67 •1.34 1.77% 18.50 2914 JP Equity 1 4,760 34.07 34.08 0.03 0.87% 5.78 3382 JP Equity 187 2,925 38.87 41.35 7.42 0.86% 54.11 4063 JP Equity 42 4,400 59.83 60.39 1.16 0.81% 23.79 4502 JP Equity 125 4,914 44.83 45.97 3.44 0.74% 57.89 4689 JP Equity 266 3,532 4.58 4.92 4.02 1.87% 90.30 5 HK Equity (118) (4,127) 10.15 10.44 -4.55 0.63% 20.40 5108 JP Equity 23 4,359 35.90 36.09 0.55 0.97% 26.73 54011P Equity (337) (5,599) 2.81 2.98 •6.65 0.91% (107.16) 63011P Equity 0 1,502 22.09 22.09 0.01 0.88% 3.73 6752 JP Equity 11.06 6902 JP Equity 47.38 6954 JP Equity 677 7,571 160.05 174.35 10.99 0.81% 74.83 7201 JP Equity (35) (750) 8.86 9.27 .4.96 0.94% (8.61) 7203 JP Equity (80) (4,207) 56.09 57.16 .2.50 0.76% (6.99) 7267 JP Equity 65 (4,675) 35.34 34.84 1.24 1.13% (1.12) 762 HK Equity 18 (2,034) 1.48 1.47 0.49 1.87% (55.14) 7751 JP Equity 35 5,733 32.67 32.87 1.06 0.58% (4.50) 80311P Equity (95) (2,279) 14.69 15.30 .4.46 0.93% 41.04 8058 JP Equity 172 8,319 19.43 19.83 2.95 0.70% 19.79 8106 JP Equity (124) (3,668) 5.63 5.82 .3.40 0.99% (5.21) 8316 JP Equity (115) (3,372) 39.96 41.32 .2.80 1.22% - 84111P Equity 1.98 (4.25) 8604 JP Equity (96) (3,335) 6.47 6.66 -2.25 1.28% 15.84 88011P Equity 190 4,655 31.26 32.54 2.94 1.39% 8802 JP Equity 35 (4,927) 24.35 24.17 0.52 1.36% 48.90 9020 JP Equity (37) (1,345) 75.21 77.28 -3.76 0.73% 0.18 941 HK Equity 130 (3,782) 10.19 9.84 3.71 0.93% (5.77) 9432 JP Equity 984 9,492 54.98 60.68 12.53 0.83% (23.61) 9433 JP Equity 266 6,343 56.96 59.35 4.12 1.02% 4.79 9437 JP Equity 16.88 9983 JP Equity (112) (2,292) 322.77 338.48 -4.58 1.06% (18.82) EFTA00288453 9984 JP Equity 107 3,443 73.98 76.27 2.42 1.28% 53.44 AAPL US Equity 1,669 8,681 541.78 645.93 23.44 0.82% 38.00 ABB US Equity 23.51 - ABBN VX Equity 7 (1,965) 23.68 23.59 0.46 0.80% (10.61) ABBV US Equity 366 5,311 51.46 55.00 9.65 0.71% 65.31 ABEV US Equity 133 (5,039) 7.26 7.07 2.62 1.01% (20.79) ABEV3 BZ Equity 137 (4,300) 7.34 7.11 3.27 0.97% (9.39) ABI BB Equity 645 9,538 103.61 110.61 10.25 0.66% 44.81 ABT US Equity 141 7,169 39.29 40.06 3.75 0.52% 66.88 ABX CN Equity 572 (5,037) 18.17 16.11 11.27 1.01% (57.94) ABX US Equity 547 (4,849) 18.17 16.12 11.43 0.99% (59.22) ACA FP Equity 7,260 5,408 6.83 16.01 111.35 1.21% 317.06 ACE US Equity 714 11,217 97.97 104.21 18.04 0.35% 30.12 ACN US Equity 595 8,563 77.97 83.38 11.59 0.60% 60.76 ADP US Equity 144 6,767 76.95 78.60 3.85 0.55% 13.42 AFL US Equity 16 5,843 61.61 61.77 0.42 0.65% (24.68) AGN US Equity 4,772 9,909 111.35 164.97 39.88 1.21% (101.23) Al FP Equity (451) 12,864 137.70 133.03 -4.74 0.74% 84.23 AIG US Equity 710 9,279 50.92 54.81 9.91 0.77% (33.80) AIR FP Equity 161 3,660 69.52 72.58 4.32 1.02% 66.32 ALV GR Equity (9) 7,052 169.21 169.00 -0.20 0.61% 29.82 ALVG IX Equity 13 5,730 168.62 168.99 0.37 0.60% 24.92 AMGN US Equity 121 5,813 115.77 118.18 3.02 0.69% (30.46) AMT US Equity 1,897 12,212 77.36 89.38 27.06 0.57% 98.70 AMZN US Equity (131) (2,898) 306.51 320.38 -2.84 1.59% (117.61) ANZ AU Equity 513 12,947 29.78 30.95 5.85 0.68% (37.29) AM US Equity 344 8,740 89.57 93.09 6.22 0.63% 56.33 APC US Equity 114 5,575 99.54 101.57 2.70 0.76% (17.03) AXP US Equity 3,047 11,180 72.72 92.54 43.71 0.62% 124.66 AZN LN Equity 5,796 12,676 49.80 72.57 23.39 1.96% (91.13) AZN SS Equity 5,168 12,119 50.82 72.49 21.01 2.03% (145.31) AZN US Equity 5,589 12,812 50.30 72.24 23.19 1.88% (132.94) BA US Equity 565 10,148 129.56 136.77 8.55 0.65% 134.66 BAC US Equity 29 3,742 15.25 15.37 0.84 0.93% 37.47 BARC LN Equity (78) 5,219 4.11 4.05 -1.15 1.29% 6.87 BAS GR Equity 1,444 8,075 98.72 116.37 30.13 0.59% 55.16 BATS LN Equity 785 8,182 54.39 59.60 12.58 0.76% (24.89) BAX US Equity 7 4,842 73.52 73.62 0.29 0.49% 47.39 BAYN GR Equity 478 10,263 137.07 143.46 7.24 0.64% (10.02) BBAS3 BZ Equity (2) (2,360) 10.26 10.27 -0.06 1.44% (42.32) BOO US Equity (319) 5,475 14.57 13.77 -5.05 1.15% 45.62 BBOC4 BZ Equity (322) 5,427 14.59 13.77 -5.23 1.13% 32.61 BBL US Equity 67 (4,248) 64.02 63.01 1.83 0.86% (7.04) BBVA SM Equity 1,708 6,261 10.26 13.06 38.17 0.71% 194.49 BCE CN Equity 336 10,241 45.03 46.51 8.22 0.40% 2.84 BCS US Equity (104) 5,457 16.46 16.15 -1.56 1.21% (21.00) BEN US Equity 170 4,282 53.70 55.84 4.21 0.94% 25.57 EFTA00288454 BG/ LN Equity (406) (3,788) 18.76 20.78 .9.60 1.12% (45.30) BHP AU Equity (197) 9,507 34.47 33.77 -2.16 0.96% 63.95 BHP US Equity (51) 7,278 67.99 67.52 -0.77 0.91% 21.82 BBB US Equity 318 1,066 245.93 319.30 24.19 1.23% 2.22 BIL S1 Equity 159 (4,833) 32.51 31.44 4.90 0.67% 24.89 BK US Equity 517 8,609 32.86 34.84 7.92 0.76% 43.85 BLK US Equity 125 3,931 299.70 309.25 5.80 0.55% (2.38) BLT LN Equity 111. (4,374) 32.33 31.51 3.12 0.81% 3.44 BMO CN Equity 684 14,492 66.99 70.15 11.92 0.40% (7.91) BMW GR Equity 1,401 5,212 99.22 125.89 35.93 0.75% 104.93 BMY US Equity (28) 555 49.39 47.03 -4.79 1.05% (6.75) BN FP Equity 2 2,823 74.51 74.55 0.08 0.72% 19.12 BNP FP Equity 82 (4,695) 71.94 70.68 1.94 0.90% (65.66) BNS CN Equity 1,154 13,275 59.11 64.25 19.76 0.44% 10.70 BP/ LN Equity 767 11,064 7.83 8.37 13.15 0.53% 35.28 BRK/8 US Equity 865 15,201 120.96 127.84 14.30 0.40% 78.31 858R US Equity 65 3,680 6.71 6.83 1.57 1.13% 56.63 BUD US Equity 582 9,379 103.84 110.29 9.56 0.65% 2.75 BX US Equity 125 2,814 31.12 32.50 3.19 1.40% 71.35 C US Equity 85 3,768 47.33 48.40 3.63 0.62% 36.32 CA FP Equity 262 3,932 34.37 36.66 7.77 0.86% 107.95 CAT US Equity 2,592 14,645 90.43 106.44 25.65 0.69% 296.08 CBA AU Equity 1,393 17,559 69.92 75.47 16.16 0.49% 12.67 CBS US Equity 12 4,156 60.01 60.18 0.29 0.97% 26.39 CCL US Equity 677 6,257 36.20 40.12 14.35 0.75% (3.13) CELG US Equity 337 4,560 149.74 160.80 7.59 0.97% 91.01 CFR VX Equity 471 9,275 98.59 103.60 7.39 0.69% (19.16) CL US Equity 2,893 22,469 60.24 67.99 27.08 0.48% 185.79 CM CN Equity 562 12,827 84.55 88.25 9.11 0.48% 11.66 CMCSA US Equity 265 7,922 50.83 52.53 6.40 0.52% 45.73 CMCSK US Equity 5,300 12,610 36.71 52.14 84.76 0.50% 66.16 CNI US Equity 2,334 13,822 51.91 60.68 41.73 0.40% 25.20 CNQ CN Equity 1,419 10,769 36.73 41.57 15.37 0.86% 42.57 CNR CN Equity 2,273 13,771 52.04 60.63 43.05 0.38% 20.08 COF US Equity 1,124 8,423 70.22 79.59 20.86 0.64% 71.86 COP US Equity 393 9,807 76.84 79.92 7.58 0.53% 16.91 COST US Equity 288 9,550 114.02 117.45 4.96 0.61% 117.64 COV LN Equity BN/A N/A COV US Equity 1,022 7,300 64.32 73.32 22.06 0.63% 12.49 CRM US Equity (26) 998 52.71 51.38 -1.30 1.99% 5.93 CS FP Equity 81. 4,786 24.65 25.07 1.82 0.93% 125.11 CSCO US Equity 11. 6,415 24.58 24.62 0.23 0.75% 29.92 CSX US Equity 1,644 9,870 25.43 29.66 26.79 0.62% 195.54 CVE CN Equity 29.67 CVS US Equity 2,684 12,539 64.62 78.45 37.78 0.57% 86.72 CVX US Equity 3 (4,572) 123.45 123.37 0.12 0.50% (35.84) D US Equity 2,049 13,256 60.80 70.19 24.22 0.64% 73.52 EFTA00288455 DAI GR Equity 7,449 13,908 62.20 95.52 63.76 0.84% 334.83 DBK GR Equity 561 (5,592) 41.95 37.75 9.74 1.03% 401.66 DD US Equity 3,344 13,534 55.43 69.12 50.08 0.49% (26.77) DDAIF US Equity 4,314 8,377 63.20 95.75 56.69 0.91% 206.37 DE US Equity 514 10,094 86.88 91.31 10.47 0.49% 49.34 DELL US Equity #WA WA DG FP Equity 4,589 10,090 51.66 75.15 90.55 0.50% 180.51 DGE LN Equity 85 2,332 30.86 31.99 5.89 0.62% (1.72) DHR US Equity 402 8,786 75.80 79.27 7.30 0.63% 102.51 DIS US Equity 2,406 11,729 70.28 84.69 31.87 0.64% 113.76 DISCA US Equity (378) (6,841) 75.84 80.03 -5.18 1.07% (133.92) DNB NO Equity 631 7,379 17.75 19.26 11.89 0.72% 94.41 DOW US Equity 3,065 7,396 37.11 52.49 50.10 0.83% 11.93 DPW GR Equity 175 660 29.41 37.22 30.29 0.88% 8.95 DTE GR Equity 956 7,575 15.16 17.07 13.24 0.95% 120.63 DTV US Equity 3,541 10,622 61.97 82.63 31.30 1.06% 23.68 DUK US Equity (83) (6,884) 70.75 71.60 -2.41 0.50% (79.85) DVN US Equity 2,027 12,433 64.30 74.78 21.71 0.75% (9.95) EBAY US Equity 15 (3,131) 50.61 50.37 0.52 0.92% (0.68) ECL US Equity 384 10,890 105.79 109.52 9.43 0.37% (15.65) EDF FP Equity 4,485 9,189 23.45 34.89 44.56 1.10% 98.61 EMC US Equity 458 10,986 25.35 26.41 8.61 0.48% 7.07 EMR US Equity 70 8,739 66.80 67.33 1.37 0.58% 69.80 ENB CN Equity 423 12,532 45.66 47.20 7.25 0.47% (30.31) ENEL IM Equity 2,561 8,902 4.48 5.77 29.70 0.97% 218.13 ENI IM Equity 670 11,929 24.33 25.70 7.67 0.73% 125.73 EOAN GR Equity 164 4,560 18.88 19.56 3.86 0.93% 22.35 EOG US Equity 2,767 5,841 72.84 107.35 41.53 1.14% 86.69 EPD US Equity 2,444 13,689 64.08 75.52 33.27 0.54% (5.51) ERICB SS Equity (118) 7,934 12.51 12.32 -2.40 0.62% (22.83) ESRX US Equity 12 5,382 70.60 70.75 0.27 0.79% 33.90 ETN US Equity 88 5,260 72.48 73.70 2.74 0.61% 19.10 F US Equity 6 3,188 16.68 16.71 0.25 0.74% (2.94) F8 US Equity 1,165 2,630 44.06 63.58 26.16 1.69% 28.55 FCX US Equity 214 6,027 33.55 34.74 4.10 0.86% 50.93 FDX US Equity 412 5,760 133.48 143.03 12.62 0.57% 2.12 FOX US Equity 398 6,139 32.72 34.84 7.04 0.92% 65.37 FOXA US Equity 361 5,663 33.68 35.83 6.82 0.94% 57.08 FP FP Equity 1,654 14,528 62.63 69.76 16.35 0.70% 170.44 G IM Equity 118 5,340 22.35 22.85 2.83 0.78% 66.33 GE US Equity 2,556 13,140 22.32 26.66 49.47 0.39% 30.85 GILD US Equity 297 4,745 78.09 82.99 6.41 0.98% (0.10) GIS US Equity 2,258 25,052 50.85 55.43 22.56 0.40% 38.38 GLE FP Equity 58.86 - GLEN LN Equity (130) (2,955) 5.22 5.45 -6.05 0.73% (8.10) GLW US Equity 3,749 12,136 16.41 21.48 50.57 0.61% 71.08 GM US Equity 291 5,588 34.67 36.47 5.98 0.87% 17.36 EFTA00288456 GOOG US Equity (37) 4,908 555.18 551.00 A.70 1.08% GS US Equity 60 4,854 160.66 162.65 1.41 0.88% GSK LN Equity 77 5,707 26.22 26.57 2.29 0.59% GSZ FP Equity 1,351 11,763 25.40 28.32 14.00 0.82% HAL US Equity 2,134 7,468 51.19 65.82 38.79 0.74% HD US Equity 615 12,190 76.64 80.50 8.04 0.63% HMB SS Equity (8) 7,694 42.69 42.65 -0.16 0.62% HON US Equity 6,583 11,930 61.10 94.81 93.86 0.59% HPQ US Equity 2,432 7,791 25.76 33.81 33.46 0.93% HSBA LN Equity 83 8,008 10.34 10.44 1.74 0.60% IBE SM Equity 2,287 7,531 5.56 7.25 57.40 0.53% IBM US Equity 104 (6,942) 188.29 185.48 2.38 0.63% IMT LN Equity 2,842 13,953 37.12 44.68 31.92 0.64% INTC US Equity 1,688 12,982 24.39 27.56 23.11 0.56% ISP IM Equity 4,382 5,699 1.93 3.41 62.27 1.23% ITUB US Equity (739) 5,715 15.61 13.83 40.62 1.22% ITUB4 BZ Equity (549) 4,601 15.56 13.90 .9.87 1.21% ITW US Equity 4,044 14,011 67.84 87.41 65.60 0.44% ITX SM Equity 44 (3,652) 146.45 144.68 2.14 0.56% JCI US Equity 93 4,214 48.47 49.54 2.19 1.00% JNJ US Equity 6,393 19,276 77.38 103.04 89.26 0.37% JPM US Equity 81 5,790 55.51 56.28 2.05 0.68% KMB US Equity 318 10,674 107.77 110.99 7.86 0.38% KMI US Equity (70) (3,388) 33.81 34.50 .3.00 0.69% KO US Equity (8) (1,333) 40.65 40.90 4.92 0.32% LBTYA US Equity 115 5,724 43.92 44.81 2.16 0.93% LBTYK US Equity 167 7,489 41.91 42.84 2.90 0.77% LIN GR Equity 571 10,686 200.99 211.73 7.46 0.72% LLOY LN Equity 254 1,914 1.16 1.32 13.47 0.99% LLY US Equity 42 4,953 59.03 59.53 1.46 0.58% LMT US Equity 716 2,016 122.48 165.96 78.29 0.45% LNKD US Equity 393 (2,461) 183.83 154.49 7.28 2.19% LOW US Equity 55 4,313 46.77 47.37 1.31 0.98% LVS US Equity (36) 3,105 76.20 75.33 A.86 1.35% LYB US Equity 1,544 2,297 59.29 99.14 121.41 0.55% MA US Equity 129 3,998 74.30 76.71 3.45 0.94% MAERSKB DC Equity 7,980 14,377 #N/A N/A 62.23 0.89% MC FP Equity 369 6,787 187.84 198.05 10.44 0.52% MCD US Equity 161 9,603 100.64 102.32 3.65 0.46% MCK US Equity 323 2,181 164.92 189.32 18.53 0.80% MDIZ US Equity 4,534 13,763 28.74 38.21 51.47 0.64% MDT US Equity 9,063 20,811 43.22 62.05 60.52 0.72% MET US Equity 1,724 7,556 44.37 54.49 19.56 1.17% MFC CN Equity 1,353 2,561 12.38 18.91 64.70 0.82% MHS US Equity #WA N/A MMM US Equity 10,200 21,331 96.89 143.23 117.66 0.41% MO US Equity 1,428 13,034 37.23 41.31 22.41 0.49% 58.47 16.36 23.23 171.72 73.76 (19.30) (15.79) 232.35 18.75 0.77 98.76 (33.17) (75.33) (52.30) 299.55 N 69.06 (34.66) 49.65 134.75 74.01 (7.57) (39.39) (3.57) 67.50 33.81 33.80 28.81 27.68 32.75 36.76 16.19 (18.93) (38.81) 23.94 28.54 11.72 (5.81) 85.97 (20.88) 12.39 163.44 35.83 EFTA00288457 MON US Equity 1,771 11,917 106.02 121.77 24.45 0.61% 54.92 MOS US Equity 48.73 - MRK US Equity 1,876 12,269 50.46 58.17 19.91 0.77% 79.50 MS US Equity 80 2,280 30.40 31.47 3.15 1.12% 34.63 MSFT US Equity 1,291 8,724 35.67 40.94 20.54 0.72% 192.82 MUV2 GR Equity 676 6,116 197.70 219.54 14.67 0.75% 20.84 NAB AU Equity (231) 13,313 31.51 30.97 •2.46 0.71% (8.99) NCM AU Equity 9.02 - NEE US Equity 5,080 15,275 73.39 97.79 56.26 0.59% 143.92 NEM US Equity 533 (2,652) 28.72 22.95 16.83 1.19% (9.03) NESN VX Equity 1,224 11,809 70.94 78.30 21.99 0.47% (1.51) NG/ IN Equity 2,227 13,478 12.00 13.99 23.44 0.70% 33.99 NICE US Equity 317 5,145 71.37 75.77 8.33 0.74% (22.31) NOK US Equity 4,567 4,498 3.96 7.99 83.36 1.22% 160.65 NOV US Equity (175) 8,643 77.98 76.43 -1.84 1.10% 38.96 NOVN VX Equity 7,118 21,137 66.38 88.73 69.83 0.48% 31.62 NOVOB DC Equity 598 9,444 #N/A N/A 7.51 0.84% NSC US Equity 2,373 10,615 81.93 100.25 38.27 0.58% 146.63 NVS US Equity 5,572 17,813 67.43 88.53 86.33 0.36% 17.40 OGXP3 BZ Equity 4,029 (4,107) 4.39 0.08 34.23 2.87% 493.07 OR FP Equity 407 8,826 167.38 175.09 7.81 0.59% 51.29 ORA FP Equity 1,768 8,559 13.80 16.65 18.07 1.14% 276.44 ORCL US Equity 2,000 8,963 34.40 42.08 47.38 0.47% 109.28 OXY US Equity 427 9,397 96.04 100.40 8.25 0.55% 40.80 PBR US Equity 93 (2,059) 14.43 13.78 2.87 1.58% (2.57) PBR/A US Equity 110 (2,072) 15.40 14.58 3.25 1.63% (2.22) PCLN US Equity 337 5,110 1,174.29 1,251.74 4.92 1.34% (5.02) PCP US Equity 361 5,302 250.92 268.00 7.37 0.92% 128.86 PEP US Equity 629 12,677 83.59 87.74 11.83 0.42% 39.87 PETR3 BZ Equity 154 (2,348) 7.36 6.87 4.15 1.58% 8.92 PETR4 BZ Equity 155 (2,200) 7.83 7.28 4.31 1.64% 3.29 PFE US Equity (1) 4,821 29.65 29.64 -0.04 0.75% 3.01 PG US Equity 120 11,013 79.25 80.12 2.73 0.40% 36.70 PHIA NA Equity 31.87 PM US Equity 120 9,885 86.84 87.90 3.26 0.37% (8.18) PNC US Equity 1,143 9,400 76.94 86.29 17.96 0.68% 82.00 POT CN Equity (113) 6,886 36.03 35.45 -2.54 0.65% (27.38) POT US Equity (193) 7,998 36.31 35.45 -4.10 0.59% (39.38) PRU LN Equity 8,510 10,521 12.76 23.09 126.55 0.64% 112.78 PSA US Equity 983 13,406 162.12 174.01 13.58 0.54% 196.47 PSX US Equity 1,792 6,569 65.88 83.85 36.25 0.75% (14.67) PX US Equity 2,826 16,725 113.93 133.17 44.98 0.38% 43.12 QCOM US Equity 2,407 12,615 66.89 79.65 44.35 0.43% (36.78) QQQ US Equity 2,791 11,448 73.93 91.95 45.64 0.53% 93.93 RAI US Equity 1,360 10,977 53.42 60.04 15.11 0.82% 157.74 RDS/A US Equity 595 11,546 75.02 78.89 8.81 0.58% 67.96 RDS/B US Equity 499 11,427 78.85 82.29 5.48 0.80% 36.60 EFTA00288458 RDSA LN Equity 692 9,744 36.73 39.35 11.85 0.60% 9.77 RDSA NA Equity 494 11,195 37.76 39.42 7.39 0.60% 47.24 RDSB LN Equity 538 10,889 39.07 41.00 6.69 0.74% (0.75) REGN US Equity 159 6,240 302.78 310.51 1.84 1.38% (12.71) RIO AU Equity (40) 1,747 56.93 55.65 -1.93 1.20% 17.07 RIO LN Equity (73) 2,754 54.08 52.69 -2.89 0.92% 11.86 RIO US Equity (68) 3,158 54.02 52.88 -1.92 1.12% 22.90 ROG VX Equity 7,081 17,035 212.78 301.24 77.28 0.54% 150.19 RY CN Equity 366 11,337 66.05 68.18 7.59 0.43% (17.89) SAB LN Equity 1,227 11,420 49.47 54.79 14.32 0.75% 61.49 SAN FP Equity (64) (3,397) 105.52 107.50 -3.06 0.62% (25.87) SAN SM Equity 1,855 9,661 8.70 10.37 31.83 0.60% 172.38 SAN US Equity 1,479 7,980 8.73 10.35 24.63 0.75% 161.07 SAP GR Equity (12) 4,564 75.84 75.64 -0.36 0.75% 8.97 SAP US Equity (4) 1,871 75.63 75.48 -0.24 0.81% 0.25 SBUX US Equity 205 10,127 73.24 74.72 3.06 0.66% 47.27 SGO FP Equity 2,529 8,054 44.36 58.29 47.98 0.65% 212.87 SI US Equity RWA WA SIE GR Equity 897 5,345 114.81 134.09 21.26 0.79% 67.42 SLB US Equity 2,024 9,906 86.15 103.75 41.08 0.50% 28.64 SMSN LI Equity 179 7,952 697.29 713.02 2.43 0.93% (4.30) SO US Equity (14) 11,861 44.11 44.06 M.20 0.60% 115.42 SPG US Equity (18) 12,778 168.98 168.74 0.26 0.53% 183.84 SREN VX Equity 88.50 - STAN LN Equity (17) 2,014 22.52 22.32 -1.40 0.62% (5.84) STL NO Equity 1,706 11,476 26.77 30.75 17.45 0.85% 232.94 STT US Equity 101 3,883 64.77 66.45 2.79 0.93% 21.88 SU CN Equity 550 11,105 36.96 38.79 6.74 0.73% 15.19 SU FP Equity 873 8,613 86.36 95.12 12.13 0.84% 144.58 SU US Equity 526 10,267 36.90 38.79 6.94 0.74% (5.12) SWEDA SS Equity 134 4,735 25.97 26.70 4.28 0.66% (4.03) SYNN VX Equity (344) (4,132) 359.52 389.48 -20.56 0.41% (16.86) T US Equity 49 (4,595) 35.35 34.98 2.05 0.52% 4.89 TD CN Equity 1,027 12,877 46.28 49.98 16.40 0.49% 42.00 TEF SM Equity 317 7,580 16.07 16.74 5.67 0.74% 104.36 TEF US Equity 299 6,344 15.95 16.70 5.62 0.84% 88.13 TGT US Equity 819 (8,574) 63.57 57.50 11.00 0.87% (71.92) TJX US Equity (78) (3,039) 54.42 55.81 -2.73 0.94% (40.78) TLS AU Equity 815 13,319 4.66 4.94 12.74 0.48% 18.89 TLSN SS Equity (263) (5,268) 7.02 7.37 -9.13 0.55% (23.06) TM US Equity 38 (5,774) 115.16 114.41 1.10 0.60% (12.60) TMO US Equity 8,868 10,218 63.59 118.78 123.96 0.70% 141.26 TOT US Equity 1,118 7,801 61.19 69.96 18.89 0.76% 141.69 TRP CN Equity 15 (2,710) 46.22 45.97 1.26 0.43% (5.15) TRV US Equity 1,180 12,867 86.72 94.67 18.66 0.49% 38.22 TSCO LN Equity 780 (6,286) 5.60 4.90 13.45 0.92% 78.01 TWC US Equity 971 5,234 120.22 142.52 35.30 0.53% 28.52 EFTA00288459 TWX US Equity 477 9,814 67.77 71.06 6.35 0.77% 92.45 TXN US Equity 4,300 12,205 34.93 47.23 42.51 0.83% 130.95 TYC US Equity 12,154 24,080 29.17 43.89 65.26 0.77% 209.00 UBS US Equity 26 2,373 19.76 19.98 1.75 0.63% 8.09 UBSN VX Equity 28 2,230 19.78 20.03 1.80 0.69% 10.82 UCG IM Equity 3,360 5,500 5.62 9.06 45.46 1.34%1 328.02 ULVR LN Equity 313 6,329 42.99 45.11 9.13 0.54% 4.52 UNA NA Equity 278 8,550 42.33 43.70 5.68 0.57% 43.77 UNH US Equity 2,503 10,423 64.56 80.07 41.68 0.58% (28.49) UNP US Equity 2,572 13,724 168.62 200.22 34.48 0.54% 205.88 UPS US Equity 4,377 14,806 79.87 103.48 49.24 0.60% 105.14 USB US Equity 3,164 14,625 34.87 42.42 53.34 0.41% 45.87 UTX US Equity 6,641 15,190 82.05 117.92 71.16 0.61% 152.06 V US Equity 286 7,840 204.38 211.85 4.81 0.76% 52.63 VALE US Equity 378 (2,664) 14.92 12.80 10.97 1.29% (26.32) VALE3 BZ Equity 444 (2,939) 15.07 12.79 10.75 1.41% (27.74) VIAB US Equity 4,119 9,746 61.33 87.25 65.75 0.64% 39.13 VIV FP Equity 26.36 - VMW US Equity 396 4,785 89.16 96.54 7.34 1.13% 0.98 VOD LN Equity 401 (3,948) 3.82 3.43 11.82 0.86% 0.51 VOD US Equity 372 (3,669) 38.18 34.31 11.50 0.88% (7.74) VOW3 GR Equity 61 3,208 259.69 264.62 3.32 0.57% 31.10 VRX CN Equity 457 2,771 109.70 127.81 13.37 1.23% (27.73) VRX US Equity 699 1,880 93.20 127.85 31.65 1.17% (25.20) VTI US Equity 801 5,134 86.91 100.47 37.03 0.42% 39.85 VWO US Equity 41 3,794 42.42 42.87 1.69 0.64% 40.65 VZ US Equity (28) 5,633 49.55 49.30 •0.91 0.55% 15.06 WBC AU Equity 388 11,844 30.87 31.88 4.93 0.66% 22.10 WES AU Equity 154 13,490 39.08 39.53 1.65 0.69% (47.43) WFC US Equity 3,862 12,761 39.49 51.44 57.72 0.52% 143.22 WLP US Equity 4,688 10,741 75.13 107.91 57.59 0.76% (88.47) WMT US Equity 114 9,262 76.31 77.25 2.52 0.49% 21.29 WOW AU Equity (57) 4,724 34.83 34.41 -1.70 0.71% (4.76) XOM US Equity 1,425 16,573 92.53 100.49 22.62 0.38% 60.28 XTA LN Equity #N/A N/A YHOO US Equity 12 2,439 34.57 34.74 0.45 1.09% 3.95 YUM US Equity 527 8,536 74.44 79.04 11.35 0.54% 59.80 ZURN VX Equity 86 8,429 294.36 297.35 2.86 0.36% 27.63 Current Portfolio- Global Macro Portfolio Conant 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 20,737 62,272 1,455.70 1,940.46 82.71 0.40%r 541.66 NDX Index 12,476 37,348 2,831.19 3,776.95 57.82 0.58% 443.94 RTY Index 502 10,580 1,101.66 1,153.94 5.56 0.85% 222.61 EFTA00288460 SPTSX Index 1,573 41,166 13,034.03 13,532.21 11.96 0.32% 25.42 MEXBOL Index 31 10,158 3,263.18 3,273.26 0.49 0.63% 102.65 IBOV Index 321 (11,198) 23,409.59 22,738.17 2.81 1.02% (12.34) MERVAL Index 1,225 20,801 910.80 964.45 4.92 1.20% 351.00 UKK Index 4,474 45,737 10,427.28 11,447.34 26.79 0.37% 138.96 DAX Index 10,216 37,388 10,654.66 13,565.86 55.48 0.49% 203.14 CAC Index IBEX Index 2,114 11,284 28,516 42,372 5,774.93 11,712.90 6,203.10 14,832.15 17.21 42.67 0.43% 0.62% I 390.78 718.27 SMI Index FTSEMIB Index PSI2O Index 7,879 7,449 5,568 52,325 25,266 24,476 8,415.08 23,118.94 8,041.34 9,682.18 29,934.68 9,870.53 54.19 26.72 25.60 0.28% 1.10% 0.89% I 118.56 567.49 . 371.45 ISEQ Index 18,927 32,079 4,246.25 6,751.62 78.93 0.75% 265.18 ICEXI Index 1,196 14,393 6.89 7.46 15.42 0.54% (22.38) AEX Index 6,699 46,670 490.09 560.44 32.89 0.44% 493.82 BEL20 Index 8,388 47,922 3,658.46 4,298.85 47.97 0.36% 288.96 LUXXX Index 11,302 41,632 1,672.08 2,126.02 39.27 0.69% 46.25 KFX Index 12,057 40,494 0N/A N/A 54.77 0.54% HEX Index 9,581 43,030 8,590.01 10,502.66 42.40 0.53% 395.34 OMX Index 2,075 24,553 192.37 208.63 18.21 0.46% (187.45) ATX Index 123 15,629 3,440.68 3,467.86 1.14 0.70% 217.00 ME Index 385 8,511 1,677.74 1,753.68 2.61 1.73% 267.82 OSEBX Index 5,228 28,238 86.80 102.87 32.86 0.56% 455.53 INDEXCF Index (1,108) (15,953) 39.64 42.39 .5.54 1.25% (90.84) TOP40 index 1,886 36,288 3,996.66 4,204.34 7.30 0.71% 190.65 SENSEX Index 6,026 43,256 371.48 423.23 16.03 0.87% 541.82 NKY Index 520 17,250 142.88 147.19 3.86 0.78% 55.12 HSI Index 693 29,992 2,913.59 2,980.89 3.81 0.61% (54.15) SHCOMP Index 1,757 (34,398) 343.81 326.24 8.89 0.57% (264.34) KOSPI Index 1,752 45,441 1.88 1.96 8.31 0.46% AS51 Index 851 33,715 4,948.24 5,073.16 4.77 0.53% 191.68 STBCNZL Index 36,084 73,207 444.47 663.55 114.72 0.43% EEM US Equity 13 3,774 42.98 43.13 0.53 0.64% 39.92 IYR US Equity 473 12,786 70.30 72.90 9.25 0.40% 206.90 MDY US Equity 5,541 14,269 184.03 255.49 69.65 0.56% 199.71 JNK US Equity 25 10,785 41.31 41.41 2.02 0.12% 23.55 XLF US Equity 6,185 13,610 15.57 22.65 88.19 0.52% 185.25 XLU US Equity 1,061 10,859 39.38 43.23 15.00 0.65% 100.10 XLK US Equity 3,015 12,932 30.83 38.02 46.02 0.51% 105.55 XLI US Equity 6,999 16,147 38.20 54.76 90.55 0.48% 234.83 XLP US Equity 868 12,093 42.09 45.11 17.87 0.40% 51.93 XLY US Equity 1,521 9,522 57.37 66.53 27.64 0.58% 71.84 XLE US Equity 1,041 12,908 88.86 96.02 19.94 0.40% 80.36 XLB US Equity 4,736 15,233 37.75 49.48 65.10 0.48% 93.26 XLV US Equity 13,375 24,346 38.87 60.22 113.81 0.48% 43.90 SXXP Index 7,603 48,422 406.61 470.46 50.39 0.31% 353.09 SXAP Index 11,015 28,869 521.95 721.11 55.42 0.69% Ir- 690.42 SXKP Index 4,970 37,626 366.14 414.50 27.36 0.48% 377.78 EFTA00288461 SX6P Index 7,864 39,028 359.86 432.37 41.97 SXEP Index 4,247 51,146 456.85 494.79 14.18 SXIP Index 12,298 28,923 222.31 316.83 100.59 SXNP Index 5,272 29,888 486.42 572.22 43.16 SX3P Index 1,697 31,675 679.66 716.08 13.37 SXDP Index 26,852 61,074 609.16 876.98 123.57 SX4P Index 4,340 28,685 930.09 1,070.83 36.97 SX8P Index 570 10,159 367.89 388.55 9.84 SXOP Index 12,045 44,807 388.56 493.00 49.45 SXQP Index 1,606 45,829 807.20 835.50 9.73 SXRP Index (95) 16,765 431.84 429.42 -1.39 SXMP Index 1,417 14,407 309.67 340.13 20.70 SXTP Index 24,291 39,247 172.05 278.54 91.40 SX7E Index 3,943 12,087 159.85 211.99 37.06 SXSE Index 8,088 42,127 3,737.66 4,455.28 42.33 SPGSCITR Index 126 (15,778) 5,016.60 4,976.56 2.23 XAG Curncy 1,620 (16,948) 21.06 19.05 13.42 CO1 Comdty 62 (9,568) 109.50 108.79 1.35 CL1 Comdty 956 30,849 99.40 102.48 5.19 NG1 Comdty 3,281 15,160 3.86 4.70 14.65 XAU Comdty (337) (26,763) 85.58 86.66 0.02 IBOXHY Index 3,853 53,418 220.12 236.00 143.58 US_TSY CREDIT 185 100,443 765.33 766.74 1.59 CA_TSY CREDIT (120) 21,912 1,216.49 1,209.88 -2.04 MX_TSY CREDIT 701 87,928 221.30 223.06 2.11 AU TSY CREDIT 1,080 81,398 1,506.03 1,526.00 5.12 JP_TSY CREDIT 322 (45,369) 817.18 811.39 3.08 MY_TSY CREDIT 39 103,107 170.18 170.24 0.18 SG_TSY CREDIT 61 66,005 221.48 221.69 0.45 AT_TSY CREDIT 3,750 81,569 358.40 374.88 20.31 BE_TSY CREDIT 5,135 79,771 477.76 508.51 26.75 FI_TSY CREDIT 3,249 85,645 349.64 362.91 18.29 FR_TSY CREDIT 4,253 82,246 1,684.51 1,771.61 22.84 DE_TSY CREDIT 2,646 84,524 1,247.55 1,286.61 14.66 IE_TSY CREDIT 32,589 78,270 336.92 477.21 199.73 IT_TSY CREDIT 8,891 54,986 1,616.46 1,877.83 57.83 NL_TSY CREDIT 3,481 82,865 1,330.92 1,386.83 19.30 ES_TSY CREDIT 11,269 50,187 392.28 480.37 89.42 DK_TSY CREDIT 2,564 67,396 729.23 756.97 16.18 NO_TSY CREDIT (340) 50,762 347.92 345.61 -2.56 PL_TSY CREDIT 1,918 35,151 429.04 452.45 22.40 ZA_TSY CREDIT (14) (9,667) 82.67 82.79 -0.18 SE_TSY CREDIT 376 (44,333) 464.03 460.10 2.74 CH_TSY CREDIT 2,951 69,857 1,008.64 1,051.24 19.82 GELTSY CREDIT 1,785 89,647 1,507.67 1,537.69 8.70 0.48% 0.59% 0.42% 0.41% 0.40% 39.31 0.36% 284.78 0.41% 49.32 0.57% 32.69 0.54% 0.36% 0.41% 74.35 0.48% 32.45 0.68% 166.60 0.88% 0.45% 0.36% (15.87) 0.71% (221.65) 0.48% (34.65) 0.60% (49.58) 1.48% 50.71% 0.05% 55.29 0.12% 86.69 0.27% (7.38) 0.38% 0.26% 0.23% (43.40) 0.22%' 334.32 0.21% 20.87 0.23% 139.06 0.24% 236.08 0.21% 142.30 0.23% 216.35 0.21% 90.20 0.21% 0.28% 0.22% 143.44 0.25% 177.06 0.24% (14.78) 0.26% (32.08) 0.24% 42.65 0.78% (62.20) 0.31% 140.46 0.21% 79.04 0.23%' 327.61 5 470.07 3633 229.27 r 889.40 (109.79) 249.90 559.59 MN- 242.43 IU (503.43) 721.02 378.99 321.51 258.89 EFTA00288462