The beginning balance of Short Portfolio 29F is the ending balance of Short Portfolio 29E as of September 9, 2011.

The beginning balance of Short Portfolio 29E is the ending balance of Short Portfolio 29D as of August 24, 2011.

The beginning balance of Short Portfolio 29D is the ending balance of Short Portfolio 29C as of August 12, 2011.

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

The beginning balance of Short Portfolio 29B is the ending balance of Short Portfolio 29A as of July 15, 2011.