The beginning balance of Short Portfolio 37N is the ending balance of Short Portfolio 37M as of September 27, 2013.

The beginning balance of Short Portfolio 37M is the ending balance of Short Portfolio 37L as of September 20, 2013.

The beginning balance of Short Portfolio 37L is the ending balance of Short Portfolio 37K as of September 13, 2013.

The beginning balance of Short Portfolio 37K is the ending balance of Short Portfolio 37J as of September 6, 2013.

The beginning balance of Short Portfolio 37J is the ending balance of Short Portfolio 37I as of August 30, 2013.

The beginning balance of Short Portfolio 37I is the ending balance of Short Portfolio 37H as of August 23, 2013.

The beginning balance of Short Portfolio 37H is the ending balance of Short Portfolio 37G as of August 16, 2013.

The beginning balance of Short Portfolio 37G is the ending balance of Short Portfolio 37F as of August 9, 2013.

The beginning balance of Short Portfolio 37F is the ending balance of Short Portfolio 37E as of August 2, 2013.

The beginning balance of Short Portfolio 37E is the ending balance of Short Portfolio 37D as of July 26, 2013.

The beginning balance of Short Portfolio 37D is the ending balance of Short Portfolio 37C as of July 19, 2013.

The beginning balance of Short Portfolio 37C is the ending balance of Short Portfolio 37B as of July 12, 2013.

The beginning balance of Short Portfolio 37B is the ending balance of Short Portfolio 37A as of July 5, 2013.

The beginning balance of Short Portfolio 37A is 80% of fund equity as of June 28, 2013.