Goldman Sachs Enhanced Strategy on the DJ-UBSCI, DJ-UBSCI E85 and DJ-UBSCI E95 Values

Table 1: Goldman Sachs Enhanced Strategy on the DJ-UBSCI, DJ-UBSCI E85 and DJ-UBSCI E95 Values(February 3, 2012)

Spot Excess Return Total Return

GS Enh Strat E50 on DJUBSCI 372.5231 289.0495 492.4395

GS Enh Strat E85 on DJUBSCI 419.8252 264.7282 450.9488

GS Enh Strat E95 on DJUBSCI 422.0082 367.388 625.8122

GS Enh Strat E137 on DJUBSCI   364.2318 620.4427

GS Enh Strat E143 on DJUBSCI 423.7803 364.2318 620.4427

S&P GSCI® E96 Enhanced Strategy Value

Table 2: S&P GSCI® E96, Light and Reduced Energy E96 Enhanced Strategy Values (February 3, 2012)

Spot Excess Return Total Return

S&P GSCI® E96 Enh Strat 378.0539 461.9877 786.9635

S&P GSCI® Redu Ener E96 Enh Strat 324.8464 336.1294 572.5913

S&P GSCI® Light Ene E96 Enh Strat 272.0492 250.3272 426.4496

S&P GSCI® Agriculture Enhanced Strategy

Table 3: S&P GSCI® Agriculture E90 Enhanced Strategy (February 3, 2012)

Spot Excess Return Total Return

S&P GSCI® Agric E90 Enh Strat 182.3628 119.1002 202.9123

S&P GSCI® Brent Crude Strategy

Table 4: S&P GSCI® Brent Crude A124 Strategy Values (February 3, 2012)

Spot Excess Return Total Return

S&P GSCI® Brent Crude A124 Strat 976.6066 1399.744 1926.445