0,000.00 800,000.00 600,000.00 sb i? p teG 4) -t 9% *iz:9 4.44 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 %

000.00 1.000.000.00 600,000.00 600,000.00 GGGGGG 1 9 / 91 9 1 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 %

00,000.00 600,000.00 dvercAvi cs4). 60. 11. P. 4>. 4). .4?) 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 %

.00 600,000.00 st" 1 19. 19, 19 9 c9 9 9' 19' 411° 5' 41 ° 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 %

0.00 800)300.00 600)300.00 O4' 4> 4' 4;9 4' 4,1' 4> 4> •4> 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 %

2P03,000.00 1)300O00.00 1.640000.00 1.400.000.00 1.200.000.00 1.000.000.00 800,000.00 600)300.00 -NAV EFTA00293410 Atorus, LLC 2/26/2014 Largest Exposures 99th Percentile 1st Percentile (@ cost ex.M7M) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain %

4 4 4 4 4- 4- co- Co- .. 19 ;Dv v v Nr‘. oz‘ 4) .C>. 4 4 4 A\ 4 ,,,43 — NAV EFTA_R1_02065387 EFTA02700203 Atorus, LLC 2/7/2014 Largest Exposures 99th Percentile 1st Percentile (€1 cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security I Notional % of Total Notional Security MTM Gai

,„ ‘ct it Qg ct9 cfs e CP. e ab 4 ,%* 40 t co c, % '4 4 A‘ ,c)\ <,‘N — NAV EFTA_R1_02065371 EFTA02700187 Atorus, LLC 2/10/2014 Largest Exposures 99th Percentile 1st Percentile (€) cost ex-MTM) Largest MTM Gains (95th Percentile MTM Gains % NAV) Security I Notional % of Total Notional Security MTM Gai