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 (November 20, 2009)

Spot Excess Return Total Return

GS Enh Strat E50 on DJUBSCI 291.1737 258.8668 440.1199

GS Enh Strat E85 on DJUBSCI 335.2243 235.4858 400.3187