Goldman Sachs Enhanced Strategy on the DJ-UBSCI and DJUBS E85 Values

Table 1: Goldman Sachs Enhanced Strategy on the DJ-UBSCI and DJUBS E85 Values (March 17, 2010)

Spot Excess Return Total Return

GS Enh Strat E50 on DJUBSCI 303.3385 257.8628 438.5285

GS Enh Strat E85 on DJUBSCI 338.3054 233.8169 397.5864