The beginning balance of Short Portfolio 39N is the ending balance of Short Portfolio 39M as of March 28, 2014.

The beginning balance of Short Portfolio 39M is the ending balance of Short Portfolio 39L as of March 21, 2014.

The beginning balance of Short Portfolio 39L is the ending balance of Short Portfolio 39K as of March 14, 2014.

The beginning balance of Short Portfolio 39K is the ending balance of Short Portfolio 39J as of March 7, 2014.

The beginning balance of Short Portfolio 39J is the ending balance of Short Portfolio 39I as of February 28, 2014.

The beginning balance of Short Portfolio 39I is the ending balance of Short Portfolio 39H as of February 21, 2014.

The beginning balance of Short Portfolio 39H is 80% of fund equity as of February 14, 2014.

The beginning balance of Short Portfolio 39G is the ending balance of Short Portfolio 39F as of February 7, 2014.

The beginning balance of Short Portfolio 39F is the ending balance of Short Portfolio 39E as of January 31, 2014.

The beginning balance of Short Portfolio 39E is the ending balance of Short Portfolio 39D as of January 24, 2014.

The beginning balance of Short Portfolio 39D is the ending balance of Short Portfolio 39C as of January 17, 2014.

The beginning balance of Short Portfolio 39C is the ending balance of Short Portfolio 39B as of January 10, 2014.

The beginning balance of Short Portfolio 39B is the ending balance of Short Portfolio 39A as of January 3, 2014.

The beginning balance of Short Portfolio 39A is 90% of fund equity as of December 31, 2013.