The beginning balance of Short Portfolio 36M is the ending balance of Short Portfolo 36L as of June 21st, 2013.

The beginning balance of Short Portfolio 36L is the ending balance of Short Portfolo 36K as of June 14th, 2013.

The beginning balance of Short Portfolio 36K is the ending balance of Short Portfolo 36J as of June 7th, 2013.

The beginning balance of Short Portfolio 36J is the ending balance of Short Portfolo 36I as of May 31st, 2013.

The beginning balance of Short Portfolio 36I is the ending balance of Short Portfolo 36H as of May 24th, 2013.

The beginning balance of Short Portfolio 36H is the ending balance of Short Portfolo 36G as of May 17th, 2013.

The beginning balance of Short Portfolio 36G is the ending balance of Short Portfolo 36F as of May 10th, 2013.

The beginning balance of Short Portfolio 36F is the ending balance of Short Portfolo 36E as of May 3rd, 2013.

The beginning balance of Short Portfolio 36E is the ending balance of Short Portfolo 36D as of April 26th, 2013.

The beginning balance of Short Portfolio 36D is the ending balance of Short Portfolo 36C as of April 19th, 2013.

The beginning balance of Short Portfolio 36C is the ending balance of Short Portfolo 36B as of April 12th, 2013.

The beginning balance of Short Portfolio 36B is the ending balance of Short Portfolo 36A as of April 5th, 2013.

The beginning balance of Short Portfolio 36A is 50% of fund equity as of March 28, 2013.