The weekly average value of the net portfolio holdings of Maiden Lane
LLC, Maiden Lane II LLC, and Maiden Lane III LLC, shown in table 1,
reflect holdings from Thursday, February 4, 2010, through Wednesday,
February 10, 2010. The holdings for the first six days of this
reporting week are based on the values as of September 30, 2009. The
holdings for the final day of the reporting week are based on the
values as of December 31, 2009, the quarterly revaluation date. The
fair value of the net portfolio holdings is updated quarterly.
