SPDR INDEX SHS FDS

Ticker: FEZ CUSIP: 78463X202 Class: EURO STOXX 50

FACTORY MUTUAL INSURANCE CO's Holding History (CIK: 0000887818)

Note: Option positions (PUT/CALL) are excluded.

Q3 2015

Shares 360,000 Value ($000) $12,186 Avg Close — Range —

Q2 2015

Shares 360,000 Value ($000) $13,475 Avg Close — Range —

Q1 2015

Shares 550,000 Value ($000) $21,350 Avg Close — Range —

Period	Shares	Value ($000)	Average Close	Price Range
Q3 2015	360,000	$12,186	—	—
Q2 2015	360,000	$13,475	—	—
Q1 2015	550,000	$21,350	—	—