1
9/30/2009
UST/TCW Senior Mortgage Securities Fund, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111
Par
1/4/2009
4
156250000
1/15/2010
156250000
0
Membership Interest 5
1/29/2010
Distribution 5
20091872.42
2/24/2010
Distribution 5
48922
2
9/30/2009
UST/TCW Senior Mortgage Securities Fund, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222
Par
1/4/2009
4
200000000
1/11/2010
34000000
166000000
Debt Obligation w/ Contingent Proceeds
N/A
2/24/2010
Distribution 5
1223
1/12/2010
166000000
0
Contingent Proceeds
1/29/2010
Distribution 5
502301.83
1
9/30/2009
Invesco Legacy Securities Master Fund, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
9/30/2009
Invesco Legacy Securities Master Fund, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
2/18/2010, 4/15/2010
4888718, 7066434
2217333504, 2476919848
Debt Obligation w/ Contingent Proceeds
4/15/2010
7066434
2476919848
Debt Obligation w/ Contingent Proceeds
1
10/1/2009
Wellington Management Legacy Securities PPIF Master Fund, LP
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
10/1/2009
Wellington Management Legacy Securities PPIF Master Fund, LP
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
1
10/2/2009
AllianceBernstein Legacy Securities Master Fund, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
10/2/2009
AllianceBernstein Legacy Securities Master Fund, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
1
10/2/2009
Blackrock PPIF, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
10/2/2009
Blackrock PPIF, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
1
10/30/2009
AG GECC PPIF Master Fund, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
10/30/2009
AG GECC PPIF Master Fund, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
1
11/4/2009
RLJ Western Asset Public/Private Master Fund, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
11/4/2009
RLJ Western Asset Public/Private Master Fund, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
1
11/25/2009
Marathon Legacy Securities Public-Private Investment Partnership, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
11/25/2009
Marathon Legacy Securities Public-Private Investment Partnership, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
1
12/18/2009
Oaktree PPIP Fund, L.P.
Wilmington
DE
Purchase
Membership Interest
1111111111.11
Par
2
12/18/2009
Oaktree PPIP Fund, L.P.
Wilmington
DE
Purchase
Debt Obligation w/ Contingent Proceeds
2222222222.22
Par
22406483574
368205152
20644319
1/ The equity amount may be incrementally funded. Investment amount represents Treasury's maximum obligation if the limited partners other than Treasury fund their maximum equity capital obligations.
2/ The loan may be incrementally funded. Investment amount represents Treasury's maximum obligation if Treasury and the limited partners other than Treasury fund 100% of their maximum equity obligations.
3/ Adjusted to show Treasury's final investment in a fund.
4/ On 1/4/2010, Treasury and the fund manager entered into a Winding-Up and Liquidation Agreement. The adjusted amount shows Treasury's final investments in the fund.
5/ Profit after capital repayments will be paid pro rata (subject to prior distribution of Contingent Proceeds to Treasury) to the fund's partners, including Treasury, in respect of their membership interests.
6/ Following termination of the TCW fund, the $3.33 billion of obligations have been reallocated to the remaining eight funds pursuant to consent letters from Treasury dated as of 3/22/2010. $133 million of maximum equity capital obligation and $267 million of maximum debt obligation were reallocated per fund, after adjustment for the $17.6 million and $26.9 million equity capital reallocations from private investors in the TCW fund to the Wellington fund and the AG GECC fund, respectively. The $356 million of final investment in the TCW fund will remain a part of Treasury's total maximum S-PPIP investment amount.