Report Date: 10/14/2014 sATORUS NAV Report - Simulation Summary NAV 5 5,844,596,399 Net Exposure $ 16,218,326,841 Long Exposure @ Cost $ 19,990,983,726 Leverage (Gross @ Cost) 4.07 Short Exposure @ Cost $ (3,772,656,885) Leverage Ex-Rates & Inflation Protection 1.91 Change from 8/29/2014 -10.23% 30 Period RoC 1.49% MID 0.17% 90 Period RoC -6.74% QTD 0.17% 365 Period RoC 19.06% YID 4.51% Sharpe Ratio Since Inception (1995) 1.2 70.00 60.00 50.00 40.00 30.00 20.00 10.00 0.00 ce ce ce e s (Pellet 1.60 1_50 1.40 1.30 1.20 1.10 1.00 0.90 0.80 0.70 3 3 0 444 0 0 4% t.\ cis —T24M Return 4, 3 as3 0 1. 4. NU asp 0 0 %" t.\ Category % of Notional Exposure Inflation Protection 19% 9,000,000.000 8,000,000.000 7,000,000.000 6,000,000,000 5,000,000,000 0,000,000,000 3,000,000,000 2,000,000,000 1,000,000,000 (1,000,000,000) -0 , s (2,000,000,000) — 4 , OJ C.;* ea~ th Listed Equities 14% G20 EIF 9% US Sectors 2% EU Sectors EM 3% 0% Commodities 6% ol • co. ci CR AL•te •-• • Long in Short Page 1 of 11 Private and Confidential • NOT FOR REDISTRIBUTION EFTA00293365