of Current MTM Gains in Vol Days by Position (ex-99pct & ex-1st percentiles) 70.110 6000 40X0 30X0 20.110 1000 0.00 43. Q. O. 4). 43. Q. Q . Q. Cyr itr Ayr No. Vol Days Days by Position 0.00% -10.90 MTM Gains(Losses) % of NAV Signficant 5.00% -3.40 (<7 Vol Days) 1.77% 10.00% -1.19 MT