Short Portfolio
23
The beginning balance of Short Portfolio 23F is the ending balance of Short Portfolio 23E as of March 12, 2010.


The beginning balance of Short Portfolio 23E is the ending balance of Short Portfolio 23D as of February 26, 2010.


The beginning balance of Short Portfolio 23D is the ending balance of Short Portfolio 23C as of February 12, 2010.


The long and short Portfolios will be rebalanced as of January 29th, 2010. The long portfolio will be 80% of equity and the short portfolio will be 40% of equity for a long/short portfolio ratio of 2 to 1.


The beginning balance of Short Portfolio 23B is the ending balance of Short Portfolio 23A as of January 15th, 2010.