BE_TSY CREDIT 77,996 1.44% IE_TSY CREDIT 78,270 1.44% NL_TSY CREDIT 78,610 1.45% FR_TSY CREDIT 79,196 1.46% FI_TSY CREDIT 80,015 1.47% DE TSY CREDIT 80,183 1.48% NAV Impact of MTM by Category & Exposure Listed Equity Long 0.011% Listed Equity Short 0.004% EquityCom Long 0.015% Equ

CH_TSY CREDIT CA_TSY CREDIT STBCNZL Index GB_TSY CREDIT AT_TSY CREDIT BE_TSY CREDIT lE_TSY CREDIT NL_TSY CREDIT FR_TSY CREDIT FI_TSY CREDIT DE TSY CREDIT (8,574) 0.16% (9,455) 0.17% (11,545) 0.21% (13,831) 0.25% (19,682) 0.36% (19,698) 0.36% (20,915) 0.39% (21,271) 0.39% (22,684

TX Index (44,635) 0.61% ISEQ Index (47,733) 0.65% ZA_TSY CREDIT (53,153) 0.72% SE_TSY CREDIT (55,965) 0.76% NL_TSY CREDIT 82,865 1.13% DE TSY CREDIT 84,524 1.15% FI_TSY CREDIT 85,645 1.17% AU TSY CREDIT 88,899 1.21% CO1 Comdty (89,512) 1.22% P512O Index (94,327) 1.29% US_TSY