Report Date: 8/29/2014 ATO R U S Bi-Weekly NAV Report - Simulation Summa NAV $ 6 515 278 216 Net Exposure $ 28 455 496 632 Long Exposure @ Cost $ 30,152,174,395 Leverage (Gross @ Cost) 4.89 Short Exposure @ Cost $ (1,696,677,764) Leverage Ex-Rates & Inflation Protection 2.35 Change from 8/15/2014 3.00% 30 Period RoC 7.28% MID 7.59% 90 Period RoC 5.25% QTD 2.06% 365 Period RoC 44.80% YID 16.50% Sharpe Ratio Since Inception (1995) 1.2 10.00 60.00 50.00 40.00 30.00 20.00 10.00 0.00 "Pt / "Se 1.60 1.60 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 it'2.4M Return soosoveteihrgr 40, vete , se AS, opt. et. Current Exposures Category % of Notional Exposure Inflation Protection 14% HY 13% Listed Equities 8% EM WGBI Rates 3% 37% \_ 12,000,000,000 10,000,000,000 a,000,000,000 6.000,000,000 4,000,000,000 -#.° 2,000,000,000 Amp a. (2,000,000,000) t". _je q5) ot cgs 4 9 JS s) fr.• stIte Cr- 0 0' US Sectors 6% EU Sectors 1% Commodities 4% L • Long • Short Page 1 of 9 Private and Confidential NOT FOR REDISTRIBUTION EFTA00293356