The beginning balance of Short Portfolio 35I is the ending balance of Short Portfolio 35H as of March 22, 2013.

The beginning balance of Short Portfolio 35H is the ending balance of Short Portfolio 35G as of March 15, 2013.

The beginning balance of Short Portfolio 35G is the ending balance of Short Portfolio 35F as of March 8, 2013.

The beginning balance of Short Portfolio 35F is the ending balance of Short Portfolio 35E as of March 1, 2013.

The beginning balance of Short Portfolio 35E is the ending balance of Short Portfolio 35D as of February 15, 2013.

The beginning balance of Short Portfolio 35D is the ending balance of Short Portfolio 35C as of February 1, 2013.

The beginning balance of Short Portfolio 35C is the ending balance of Short Portfolio 35B as of January 18, 2013.

The beginning balance of Short Portfolio 35B is the ending balance of Short Portfolio 35A as of January 4, 2013.

The beginning balance of Short Portfolio 35A is 30% of fund equity as of December 31, 2012.