The beginning balance of Short Portfolio 31G is the ending balance of Short Portfolio 31F as of February 17, 2012.

The beginning balance of Short Portfolio 31F is the ending balance of Short Portfolio 31E as of February 6, 2012.

The beginning balance of Short Portfolio 31E is the ending balance of Short Portfolio 31D as of February 3, 2012.

The beginning balance of Short Portfolio 31D is the ending balance of Short Portfolio 31C as of January 27, 2012.

The beginning balance of Short Portfolio 31C is the ending balance of Short Portfolio 31B as of January 20, 2012.

The beginning balance of Short Portfolio 31B is the ending balance of Short Portfolio 31A as of January 13, 2012.