. 4 " — NAV EFTA00293037 Atorus, LLC 3/5/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- NW) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 26 Positions 26.02% 50 Positions

sbt' —NAV EFTA00293085 Atorus, LLC 3/10/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.89% 45 Positions

4 A\ — NAV EFTA00293069 Atorus, LLC 3/7/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 24 Positions 25.06% 46 Positions

o s — NAV EFTA00293053 Atorus, LLC 3/6/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional % of Total Notional Security MTM Gain % Total NAV 24 Positions 24.95% 46 Positions

‘ 11, — NAV EFTA00293021 Atorus, LLC 3/4/2014 Largest Exposures Current Positions 97.5th Percentile 2.5th Percentile (@ cost ex- MTM) largest MTM Gains Current Posi ions (90th Percentile MTM Gains % NAV) Security Notional %of Total Notional Security MTM Gain % Total NAV 26 Positions 26.11% 50 Positions