OX Adj. Close IP Adj Close Adj Close .o oxcM/oxPM-1 -1.90% -1.48% 9.223', -16.44% 0.203', -5.40% 1.55% -1.39% 7.12% 8.17% -3.67% -7.72% 2.87% 1.51% o_los; 11.73% -0.52% -1.26% 0.423', 2.70% 2.42% 2.58% l_sos; 9.853', -12.20% 0.88", -5.14% -2.42% 0.403', -0.92% -1.03% -1.39% -0.91% 7.263', s_61s; 5_gss; -2.02% 1.623', s_87s; 2.04% -2.54% 8.18% -0.49% -2.94% 1.81% -2.13% 0.493', 15.74% 1.493', 11.43% -10.89% .00 1 23 v Default (Ari. IPCM/IPPM-I 5.95% -0.42% _4_50 -2.28% g_oss; -3.37% -1.77% 6.25% 3.97% 8.22% s_sss; -l_sss; 5.95% 5_sss; 13.49% -0.10% -12.34% -5.10% 0.703', 12.88% 5.203', 5.193', 2.53% 19.14% -13.41% -8.59% -0.40% -s_sgs; 1.103', 2.32% g_sss; -3.81% 6.02% 9.62% -1.23% 16.23% 6.923', -15.45% 6.943', -2.09% -13.13% 8_sss; l_lss; -14.45% 14.07% -3.02% 22.01% 24.32% 5.51% 13.51% 79.83% 27.92% -37.61% -22.71% HPRIS&P) annual rf 0.25% o. 263', 0.27% o. 263', o. 263', 0.32', 0.373', 0.453', 0.353', 0.353', 0.373', 0.313', 0.37", 0.51% o. SAY, 1.07% 1.42% 1.913', 2.183', 2.28% 2.42', 1.743', 1.54% 2.05% 2.71% 3.29', 3.503', 4.14% 4.923', monthly rf 10 monthly rf 0 0001000% 0 0000917% 0 0000917% o oooouss; 0 0000917% 0 0001583% 0 0001500% 0 0001583% 0 0002083% 0 0002167% 0 0002417% 0 0002250% 0 0002417% 0 0002083% 0 0001917% 0 0002167% 0 0002167% 0 0002417% 0 0002667% 0 0003083% 0 0003750% o ooosssss; 0 0002917% 0 0002917% 0 0003083% 0 0002583% 0 0003083% o ooosssss; 0 0003833% 0 0004000% 0 0004250% 0 0004167% 0 0004583% o ooosssss; 0 0005167% 0 0003667% 0 0004083% 0 0008917% 0 0011833% 0 0015917% 0 0018167% 0 0019000% 0 0020167% 0 0017167% 0 0014500% 0 0012833% 0 0017083% 0 0022583% 0 0027167% 0 0029167% 0 0034167% 0 0034500% 0 0037250% 0 0041ssss; 0 0041ssss; 0 0040917% 0 0041083% 0 0041000% 0 0042083% 01042167% 0.0012381% DX Exess return -1.90% -1.48% 9.22% -16.44% 0.20% -5.40% 1.55% -1.39% 7.12% 8.17% -3.67% -0.32% -7.72% 2.87% 1.51% 0.10% 11.73% -0.52% -1.26% 0.42% 2.70% 2.42% 2.58% 1.60% 9.84% -12.20% 0.88% -5.14% -2.42% -0.92% 4 _ 83 % -1.03% -1.39% -0.94% -0.91% 7.26% -2.02% 1.62% 2.04% -2.54% 8.18% -0.50% -2.95% 1.81% -2.13% 0.49% 15.74% 1.48% 11.42% -10.90% IP Excess return Excess return 12/1/13 11/1/13 10/1/13 9/1/13 8/1/13 7/1/13 8/1/13 5/1/13 4/1/13 3/1/13 2/1/13 1/1/13 12/1/12 11/1/12 10/1/12 9/1/12 8/1/12 7/1/12 8/1/12 5/1/12 4/1/12 3/1/12 2/1/12 1/1/12 12/1/11 11/1/11 10/1/11 9/1/11 8/1/11 7/1/11 8/1/11 5/1/11 4/1/11 3/1/11 2/1/11 1/1/11 12/1/10 11/1/10 10/1/10 9/1/10 8/1/10 7/1/10 6/1/10 5/1/10 4/1/10 3/1/10 2/1/10 1/1/10 12/1/09 11/1/09 10/1/09 9/1/09 8/1/09 7/1/09 8/1/09 5/1/09 4/1/09 3/1/09 2/1/09 1/1/09 12/1/08 13 782142 14 433047 14 712647 14 934012 13 873899 15384407 17187454 17153717 18 132002 17854763 18 105534 16901844 15 82527 16221146 15273479 1783508 17 142939 15888033 1587178 15100085 15178929 15372088 15307703 14 905293 14 55316 14 186535 13 gs338s 1271187 14 478291 14 35211 15129186 15504285 15441772 1558491 16.375 Issus412 16777908 15132612 15 286253 15436075 15323057 14 789412 13 gs101s 14 248401 14 021511 1349968 13 229684 13 574679 12 981503 12 000087 12 059564 12 425198 12 204104 12 489412 1196533 11'18115 10 296897 10 145984 g 105371 10 218252 9848572 37127134 34 94836 33420074 332408 35144768 3596365 3295905 34 136803 34 750736 34 454865 3231813 so 416195 29 255949 27033871 26080334 26.437 24 95233 23 688829 20 873034 20 894791 23 835802 25116688 24 942266 22096786 21004017 lg gss822 lg 474686 15346083 18 877792 20 850848 20 73428 21828944 21294483 20 811775 lg 032837 lg 786476 1886287 17 025368 17 236738 14 829865 13 889452 15404726 15340452 15887127 18 034388 15597837 15 s08982 15433818 18 040937 17127539 15014361 14 gsos24 15425643 1284298 10 189501 g 638366 s 491423 4 721929 3891448 5916698 7855377 1848 359985 1805810059 1755540039 1681850049 1632ss9971 IS'S 72998 280029 1630 73999 1537 ss9946 Issy 189941 1514880054 1438 109985 1425189941 1415180054 1412180034 1440 870044 1405579956 1379 319946 1362180034 1310 329956 1397910034 1408 489971 lsssssoos4 1312 410034 125799976 1245959961 1253800049 1131420044 1218 890015 1232 280029 1320 840015 1345139951 ISS3S09985 1325829956 1327219971 1288 119995 1257840015 1180 550049 118326001 1141139951 1049329956 110199976 1030 709961 1089410034 118SS89941 1169430054 1104 48999 1073889995 1115099976 logs 830005 1035189941 1057079956 1020 819995 387 47998 319320007 319140015 872809998 797889995 735090027 825 880005 903.25 2.80", 2.97% -3.13% -1.50% 2.08% 1.81% 1.11% 5.04% 0.71% 0.28% -1.98% 2.42% 1.98", 1.263', -6.27% -0.75% 0.85% -0.51% 10.77% -7.18% -5.68% -2.15% -1.83% -1.35% 2.85% -0.10% 3.20% 2.26% -0.23% 8.76% 474% -5.39% -8.20% 1.48% 5.883', 2.85% -3.70% 1.78% 5.74% -1.98% 3.57% 7.41% 0.02% 5.31% 8.54% -10.99% -8.57% 5.953', -0.42% -2.28% g_oss; -3.37% -1.77% 6.25% s_97s; 8.22% s_sss; -1.35% 5.953', 5_sss; 13.49% -0.10% -12.34% -5.10% 0.70% 12.88% 5.203', 5.193', 2.53% 19.14% -13.41% -8.59% -0.40% 1.103', 2.32% g_sss; -3.81% 6.02% 9.623', -1.23% 16_2ss; 6.923', -15.46% 6.943', -2.09% -13.13% l_lss; -14.45% 5_sss; 14.07% -3.02% 22.01% 24.32% 5.51% 13.50% 79.83% 27.91% -37.61% -22.72% 2.80% 2.97% -3.13% -1.50% 2.08% 1.81% s_sos; 1.11% 5.043', 0.71% 0.28% -1.98% 2.42% 1.98", 1.263', s_gss; -6.27% -0.75% s_lss; 0.85% -0.51% 10.77% -7.18% -5.68% -2.15% -1.83% -1.35% 2.85% -0.11% s_20s; 2.26% -0.23% s_sss; 8.75% _4_ 75 % 6.883', -5_sgs; -8.20% 1.47% 5.883', 2.85% -3.70% 1.77% 5.73% -1.98% s_57s; 7.41% 0.02% 5_sos; g_sgs; 8.543', -11.00% -8.57% oate Risk 2013-12 2013-11 2013-10 2013-09 2013-08 2013-07 2013-06 2013-05 2013-04 2013-03 2013-02 2013-01 2012-12 2012-11 2012-10 2012-09 2012-08 2012-07 2012-06 2012-05 2012-04 2012-03 2012-02 2012-01 2011-12 2011-11 2011-10 2011-09 2011-08 2011-07 2011-06 2011-05 2011-04 2011-03 2011-02 2011-01 2010-12 2010-11 2010-10 2010-09 2010-08 2010-07 2010-06 2010-05 2010-04 2010-03 2010-02 2010-01 2009-12 2009-11 2009-10 2009-09 2009-08 2009-07 2009-06 2009-05 2009-04 2009-03 2009-02 2009-01 012 011 011 011 019 018 019 0 25 026 029 027 029 025 023 026 026 029 032 037 ous 035 035 037 031 087 046 048 051 oss 049 117 142 218 228 242 206 174 20s 271 326 447 4 92 50s 506 00494