, eb‘ 4 A\ 4 ss, •»\ <5 A\ 4 ,,, —NAV EFTA00292784 Atorus, LLC 2/3/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.53% 52 Position

4 A\ CP. 4 % 'O . A\ 4 as. - NAV EFTA00292830 Atorus, LLC 2/6/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.52% 52 Position

ts. 4.v -N\ 4 ts. 4 A‘ c5Cv 419 -NAV EFTA00292799 Atorus, LLC 2/4/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.41% 53 Position

9 4 4119 1 9 1 9 6 19 ,ti4 1 1 9 — NAV EFTA00292876 Atorus, LLC 2/10/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex.MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.91% 52 Position

4) '') $ 4..", c ." le r Or e — NAV EFTA00292860 Atorus, LLC 2/7/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.90% 52 Position

4 A\ CP. 4 % 'O . A\ 4 as. - NAV EFTA00292846 Atorus, LLC 2/6/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.52% 52 Position

\-," 4,v- 4 ACsr~ry 5 A\ 5\ ty — NAV EFTA00292892 Atorus, LLC 2/11/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.40% 52 Position

bp9 bp, bp9 uce 419 anti up 9 by 9 —NAV EFTA00292769 Atorus, LLC 1/31/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 20 Positions 22.52% 52 Position

nsiG N. it. 5 A\ 4 N. 4 A\ 4 N. -NAV EFTA00292814 Atorus, LLC 2/5/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.53% 53 Position

el• is\i" isP A\ 0)\ % 4 A\ 4 — NAV EFTA00292908 Atorus, LLC 2/12/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.40% 52 Position

00 t4;11 „b. ~ti, „ „ p p „ — NAV EFTA00292973 Atorus, LLC 2/21/2014 largest Exposures 99th Percentile 1st Percentile (@ cost ex.MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.56% 53 Position

S\et. e e e 4,sv e 11 AO' C5‘ e — NAV EFTA00292941 Atorus, LLC 2/14/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 2435% 52 Positions

9.• 4 4 A\ .4 N 4 AC' 4% 4" 4' — NAV EFTA00293005 Atorus, LLC 2/25/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.19% 53 Position

el• • 0 ) 9.9 9 et? 0 ) - NAV EFTA00292924 Atorus, LLC 2/13/2014 largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.91% 52 Position

° 9 4% 4 4' 4% 4 1 1 N. 4 4 4 4 — NAV EFTA00292989 Atorus, LLC 2/24/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.34% 53 Position

0,‘ 0 44' 4'L 0 (L1 ''' C' N• — NAV EFTA00292957 Atorus, LLC 2/20/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.84% 53 Position

4,b scb t t 5) t 9 1.9 9 9 - NAV EFTA00293378 Atorus, LLC 2/18/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 24.16% 53 Position

>\ (fr, • b\ 4 4 4 I A 'V 4 4 - NAV EFTA00293394 Atorus, LLC 2/19/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MINI Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.87% 53 Positio

, 'rid 4 At° c5P '1,‘ A\ 4 — NAV EFTA00293426 Atorus, LLC 2/27/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 22 Positions 23.16% 53 Positions

>\ (fr, • b\ 4 4 4 I A 'V 4 4 - NAV EFTA00617749 Atorus, LLC 2/19/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex-MTM) Largest MTM Gains (95th Percentile MINI Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 22 Positions 23.87% 53 Positio