Book2

AFL US Equity AES US Equity JPM US Equity AIZ US Equ Date PX_LAST Date PX_LAST Date PX_LAST Date #NAME? 49.45 #NAME? 11.69 #NAME? 41.97 #NAME? ### 54.29 ### 11 ### 44.75 ### ### 50.96 ### 11.54 ### 42.58 ### ### 44.3 ### 10.27 ### 39.58 ### ### 42.67 ### 9.24 ### 36.61 ### ### 49.19 ### 10.31 ### 40.28 ### ### 47.25 ### 10.24 ### 36.36 ### ### 51.71 ### 11.35 ### 38.06 ### ### 55.89 ### 11.94 ### 37.63 ### ### 51.5 ### 10.81 ### 37.4 ### ### 56.43 ### 12.18 ### 42.42 ### ### 57.58 ### 12.4 ### 44.94 ### ### 58.86 ### 12.37 ### 46.69 ### ### 52.78 ### 13 ### 46.1 ### ### 56.19 ### 13.24 ### 45.63 ### ### 47.79 ### 12.96 ### 43.24 ### ### 46.68 ### 12.74 ### 40.94 ### ### 46.06 ### 12.31 ### 40.45 ### ### 37.72 ### 10.86 ### 37.56 ### ### 34.95 ### 9.76 ### 30.12 ### ### 45.09 ### 11.22 ### 34.76 ### ### 43.44 ### 12.08 ### 30.97 ### ### 43.26 ### 11.84 ### 33.25 ### ### 48.23 ### 12.76 ### 37.3 ### ### 47.25 ### 13.56 ### 39.24 ### ### 45.99 ### 13.07 ### 45.98 ### ### 45.04 ### 12.52 ### 42.98 ### ### 40.08 ### 12.09 ### 33.15 ### ### 42.59 ### 12.83 ### 35.73 ### ### 43.78 ### 12.06 ### 36 ### ### 46.18 ### 11.39 ### 37.14 ### ### 47.88 ### 10.97 ### 40.48 ### ### 49.78 ### 10.45 ### 41.68 ### ### 52.99 ### 10.67 ### 41.08 ### ### 53.12 ### 10.7 ### 43.9691 ### ### 53.06 ### 10.84 ### 47.05 ### ### 49.95 ### 11.62 ### 48.92 ### ### 52.02 ### 12.57 ### 47.46 ### ### 54.44 ### 13.86 ### 49.01 ### ### 55.69 ### 12.2 ### 54.59 ### ### 58.12 ### 11.99 ### 52.79 ### ### 61.68 ### 12.44 ### 55.73 ### ### 57.79 ### 12.71 ### 50.53 ### ### 61.99 ### 13.29 ### 51.69 ### ### 64.98 ### 14.09 ### 51.54 ### ### 66.37 ### 14.57 ### 57.22 ###

### 66.8 ### 14.51 ### 58.48 ### ### 62.78 ### 14.06 ### 55.36 ### ### 64.08 ### 13.65 ### 56.82 ### ### 63.04 ### 14.28 ### 60.71 ### ### 62.72 ### 14.45 ### 55.98 ### ### 61.23 ### 14.1 ### 55.57 ### ### 62.25 ### 15.55 ### 57.62 ### ### 59.74 ### 14.61 ### 57.67 ### ### 61.24 ### 15.18 ### 59.45 ### ### 58.25 ### 14.18 ### 60.24 ### ### 59.73 ### 14.07 ### 60.48 ### ### 59.73 ### 13.87 ### 60.16 ### ### 61.09 ### 13.77 ### 62.58 ### ### 57.08 ### 12.22 ### 54.38 ### Monthly loAf AES JPM p1 0.093378 -0.060839 0.064136 p2 -0.063299 0.047924 -0.049707 p3 -0.140056 -0.116592 -0.073061 p4 -0.037489 -0.105685 -0.078003 p5 0.142194 0.109572 0.095534 p6 -0.040238 -0.006813 -0.102386 p7 0.090199 0.102916 0.045695 p8 0.077734 0.050676 -0.011362 p9 -0.081804 -0.099422 -0.006131 p10 0.091419 0.119324 0.125949 p11 0.020174 0.017901 0.057708 p12 0.021986 -0.002422 0.038202 p13 -0.109029 0.049675 -0.012717 p14 0.062606 0.018293 -0.010248 p15 -0.161922 -0.021375 -0.053799 p16 -0.023501 -0.017121 -0.054658 p17 -0.013371 -0.034335 -0.012041 p18 -0.199754 -0.125326 -0.074127 p19 -0.076272 -0.106794 -0.22075 p20 0.254742 0.139405 0.143278 p21 -0.03728 0.073853 -0.115448 p22 -0.004152 -0.020068 0.071036 p23 0.108753 0.074832 0.114939 p24 -0.020529 0.060809 0.050703 p25 -0.027029 -0.036805 0.15851 p26 -0.020873 -0.042992 -0.067472 p27 -0.116674 -0.034949 -0.259692 p28 0.060742 0.059408 0.074948 p29 0.027558 -0.061892 0.007528 p30 0.05337 -0.057158 0.031176 p31 0.036151 -0.037572 0.086113 p32 0.038915 -0.048562 0.029213 p33 0.06249 0.020834 -0.0145

p34 0.00245 0.002808 0.067966 p35 -0.00113 0.012999 0.067724 p36 -0.060401 0.069485 0.038975 p37 0.040606 0.078585 -0.030299 p38 0.045471 0.097694 0.032137 p39 0.022701 -0.127571 0.107826 p40 0.042709 -0.017363 -0.033529 p41 0.05945 0.036844 0.054197 p42 -0.065144 0.021472 -0.097951 p43 0.070157 0.044623 0.022697 p44 0.047106 0.058453 -0.002906 p45 0.021166 0.033499 0.104545 p46 0.006458 -0.004127 0.021781 p47 -0.062067 -0.031504 -0.054828 p48 0.020496 -0.029594 0.026031 p49 -0.016363 0.04512 0.06622 p50 -0.005089 0.011834 -0.081114 p51 -0.024043 -0.02452 -0.007351 p52 0.016521 0.097886 0.036226 p53 -0.041157 -0.062354 0.000867 p54 0.024799 0.038273 0.030399 p55 -0.050056 -0.068146 0.013201 p56 0.02509 -0.007788 0.003976 p57 0 -0.014317 -0.005305 p58 0.022514 -0.007236 0.039438 p59 -0.067894 -0.119418 -0.140449