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(September 18, 2023)

Spot Excess Return Total Return

GS Enh Strat E50 on DJUBSCI 430.8305 258.763 495.7537

GS Enh Strat E85 on DJUBSCI 480.3842 249.193 477.3594

GS Enh Strat E95 on DJUBSCI 484.1729 369.4036 707.6258

GS Enh Strat E137 on DJUBSCI   365.9073 700.9367

GS Enh Strat E143 on DJUBSCI 486.6698 364.7634 698.7455

S&P GSCI® E96 Enhanced Strategy Value

Table 2: S&P GSCI® E96, Light and Reduced Energy E96 Enhanced Strategy Values (September 18, 2023)

Spot Excess Return Total Return

S&P GSCI® E96 Enh Strat 347.0558 375.8386 719.9335

S&P GSCI® Redu Ener E96 Enh Strat 304.8145 275.9583 528.6219

S&P GSCI® Light Ene E96 Enh Strat 261.5045 206.0523 394.7391

S&P GSCI® Agriculture Enhanced Strategy

Table 3: S&P GSCI® Agriculture E90 Enhanced Strategy (September 18, 2023)

Spot Excess Return Total Return

S&P GSCI® Agric E90 Enh Strat 172.8748 96.24883 184.3977

S&P GSCI® Brent Crude Strategy

Table 4: S&P GSCI® Brent Crude A124 Strategy Values (September 18, 2023)

Spot Excess Return Total Return

S&P GSCI® Brent Crude A124 Strat 799.3993 1113.145 1722.777