: G2307K-92-2) 6,000.000 11/16 4,350.000 MARKS & SPENCER PLC - GBP ISIN GB0031274896 SEDOL 3127489 (ID: 65,824/192-5) 11/16 Receipt of Assets DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL BI VNSXS (ID: 02904K-924) 5,300.000 11/16 Receipt of Assets RSA INSURANCE GROUP PLC ISIN GB0006616899 SEDOL 0681689 (ID

2.00% G2554F-11-3 COV CREDIT SUISSE GROUP AG 23.60 230.000 5,428.40 8,916.46 (3,488.06) ISIN CH0012138530 SEDOL 71715139 H369813-93-0 CHF DRAX GROUP PLC 8.47 5,300.000 44,890.17 39,607.89 5,282.48 ISIN GBOOB1VNSX38 SEDOL BIVNSX3 G2904K-92-9 GBP ERICSSON LM-B SHS 10.27 793.000 8,143.85 10,0

489.66) S COST ADJUSTMENTS - Pound Sterling setae Date Type Description Quantity Cost Basis Adjustments USD Local Value 12/2 Cost Basis A4 DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL 81VNSX3 5.300 000 COST BASIS ADJUSTMENT (ID: G2904K•92.9) JP Morgan 39,607.69 24,480.17 Page 65 of 77 Confidential Tre

is Acti AVIVA PLC ISIN GB0002162385 SEDOL 0216238 COST 6.000 000 38,037.94 BASIS ADJUSTMENT (ID: G2307K-92-2) 23,509.96 12/15 Cost Basis Atli DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL B1VNSX3 5 300 000 39,607.89 COST BASIS ADJUSTMENT (ID: G2904K-92-9) 24,480.17 12/15 Cost Basis AO MARKS & SPENCER PLC

VODAFONE GROUP PLC ISIN GBOOBI6GWD56 SEDOL 1516GWD5 COST BASIS ADJUSTMENT (ID: 92857W-92-8) 5,404.000 14,813.53 9,119.94 12/13 Cost Basis A4 DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL B1VNSX3 COST BASIS ADJUSTMENT (ID: G2904K-92-9) 5,300.000 (39,607.69) (24,480.17) 12/13 Cost Basis A4 MARKS 8 SPENCER

d GaiNLoss USD Settle Date Selection Method Description Local Value Local Value Local Value Settled Sales/Maturities/Redemptions 1/20 Sale DRAX GROUP PLC ISIN GBOOB1VNSX3S SEDOL B1VNSX3 (5,300.000) 8.169 43,29334 (39.507.69) 3,685.65 S 1/25 High Cost (ID: G2904K-92-9) 5.293 27,982.64 (24,480

10,749.80 N/A " N/A 212.40 1.98% CREDIT SUISSE GROUP AO ISIN CH0012138530 SEDOL 7171589 H36980-93-0 CHF 24.13 230.000 5,549.41 N/A " N/A DRAX GROUP PLC MIN GBOOB1VNSX38 SEDOL B1VNSX3 62904K-92-9 GBP 8.80 5,300.000 46,639.02 N/A " N/A ERICSSON LM-B SHS ISIN SE0000108656 SEDOL 5959378 W26049-

1492.2) 11/16 Receipt of Assets MARKS & SPENCER PLC • GBP ISIN GB0031274896 SEDOL 3127489 (ID: 65824M-92-5) 4,350.000 11/16 Receipt of Assets DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL B1VNSX3 (ID: G2904K-92-9) 5,300.000 11/16 Receipt of Assets RSA INSURANCE GROUP PLC ISIN GB0006616899 SEDOL 0661689 (ID

0 SEDOL Bl5FWH7 172145-91-4 GBP COVIDIEN PLC NEW CREDIT SUISSE GROUP AG G2554F-11-3 COV 23.60 ISIN CH0012138530 SEDOL 7171589 H3698D-93-0 CHF DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL BlVNSX3 G2904K-92-9 GBP ERICSSON LM-B SHS ISIN SE0000108656 SEDOL 5959378 W26049-91-1 SEK GDF SUEZ ISIN FR0010208488 S

57.28) S N/A ($469.56) S * * EFTA01570143 COST ADJUSTMENTS - Pound Sterling Cost Basis Settle Date 12/2 Type Cost Basis Adj Description DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL B1VNSX3 COST BASIS ADJUSTMENT (ID: G2904K-92-9) Quantity 5,300.000 Adjustments USD Local Value 39,607.69 24,480.17 Pa

0 SEDOL Bl5FWH7 172145-91-4 GBP COVIDIEN PLC NEW CREDIT SUISSE GROUP AG G2554F-11-3 COV 24.13 ISIN CH0012138530 SEDOL 7171589 H3698D-93-0 CHF DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL BlVNSX3 G2904K-92-9 GBP ERICSSON LM-B SHS ISIN SE0000108656 SEDOL 5959378 W26049-91-1 SEK Page 9 of 66 10.73 793.000

78-91-3) AVIVA PLC ISIN GB0002162385 SEDOL 0216238 (ID: G2307K-92-2) MARKS & SPENCER PLC - GBP ISIN GB0031274896 SEDOL 3127489 (ID: G5824M-92-5) DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL B1VNSX3 (ID: G2904K-92-9) RSA INSURANCE GROUP PLC ISIN GB0006616899 SEDOL 0661689 (ID: G8566X-91-9) ROYAL DUTCH SHELL PLC

1/20 1/25 1/31 1/31 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale High Cost Sale High Cost Sale High Cost DRAX GROUP PLC ISIN GBOOB1VNSX38 SEDOL BlVNSX3 (ID: G2904K-92-9) UNILEVER PLC ISIN GBOOB1ORZP78 SEDOL B1ORZP7 (ID: 904767-91-0) HELD BY LONDON TREASURY SERVICES