The beginning balance of Short Portfolio 28F is the ending balance of Short Portfolio 28E as of June 10, 2011.

The beginning balance of Short Portfolio 28E is the ending balance of Short Portfolio 28D as of May 27, 2011.

The beginning balance of Short Portfolio 28D is the ending balance of Short Portfolio 28C as of May 13, 2011.

The beginning balance of Short Portfolio 28C is the ending balance of Short Portfolio 28B as of April 29, 2011.

The beginning balance of Short Portfolio 28B is the ending balance of Short Portfolio 28A as of April 15, 2011.