TRS-01 total-ret-swap-01 2011-03-23 Equity:Swap:PriceReturnBasicPerformance:SingleIndex 2010-05-12 NotApplicable 2038-01-12 NotApplicable IOS.FN30.650.67 4A845HAA3 ValuationTime 2010-05-12 NotApplicable ValuationTime 2010-06-12 NotApplicable 2037-12-12 NotApplicable 1 M 12 NotApplicable ValuationTime 2038-01-12 NotApplicable 3 D Business NONE USNY 3 D Business NONE USD 31000000 ISDA Standard true Total Standard 0 D NotApplicable 0 D NotApplicable CalculationPeriodStartDate 0 D NotApplicable Standard ISDA 0 D NotApplicable 0.065 30/360 USD 26800.62 Upfront Price * Commencing Factor * Notional (Coupon * Day Count (30/360)) - (LIBOR * Commencing Index Price * Day Count (ACT/360)) + (Traded Price - Commencing Index Price) 0.00259535084 Index Factor at start of period 0.333109517 Notional 31000000.00 2011-03-28 NotApplicable UPFRONT_FEE QGPGHQ1ENZOOLJRFTH41 ABCD Fund J6W9XJWVE853A9CVRQ85 HedgeCo Capital L.L.C.