15 1.47% 80,183 1.48% NAV Impact of MTM by Category & Exposure Listed Equity Long 0.571% Listed Equity Short -0.004% EquityCom Long 0.079% EquityCom Short 0.001% G20 Rates Long -0.136% G20 Rates Short 0.012% Security MTM Gain % Total NAV 45 Positions 26.43% MAERSKB DC Equity 5,841 0.32% AM

FI_TSY CREDIT 80,881 NAV Impact of MTM by Category & Exposure Listed Equity Long -0.829% Listed Equity Short 0.059% EquityCom Long -0.872% EquityCom Short 0.044% G20 Rates Long 0.194% G20 Rates Short -0.007% % of Total Notional Security MTM Gain % Total NAV 22.21%1 45 Positions 25.86% 0.17%

DIT 309,688 4.20% Day NAV Impact of MTM by Category & Exposure Listed Equity Long -0.263% Listed Equity Short 0.022% EquityCom Long -0.069% EquityCom Short 0.131% G20 Rates Long 0.018% G20 Rates Short 0.010% T12M Contribution t% of total Yr/Yr NAV Change by Category) Listed Equine', 38.71% Equit

IT 309,688 4.22% Day NAV Impact of MTM by Category & Exposure Listed Equity Long -0.584% Listed Equity Short .0.003% EquityCom Long .0.668% EquityCom Short 0.127% G20 Rates Long 0.154% 620 Rates Short .0.005% T12M Contribution (%oi total Yr/Yr NAV Change by Category) Listed Equities 38.65% Equit

,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure Listed Equity Long -0.059% Listed Equity Short 0.031% EquityCom Long -0.270% EquityCom Short 0.048% G20 Rates Long -0.140% G20 Rates Short 0.049% %of Total Notional Security MTM Gain % Total NAV 25.31%l 45 Positions 27.95% 0.42%

2 FI_TSY CREDIT 81,747 NAV Impact of MTM by Category & Exposure Listed Equity Long 0.098% Listed Equity Short -0.033% EquityCom Long 0.057% EquityCom Short 0.028% G20 Rates Long 0.034% G20 Rates Short -0.006% %of Total Notional Security MTM Gain % Total NAV 22.03%1 45 Positions 26.06% 0.17%

,749) CA_TSY CREDIT (97,153) NAV Impact by Category & Exposure listed Equity Long -0.059% Listed Equity Short 0.031% EquityCom Long -0.270% EquityCom Short 0.048% G20 Rates Long -0.140% G20 Rates Short 0.049% Largest MTM Gains Current Posi Ions (90th Percentile MTM Gains % NAV) % of Total Notiona