 | |  | Modified Adjusted Duration |  | Yield-to-Worst |  | Total Return (%) |  | Currency |  | Return Type |  |
| Daily |  | MTD |  | YTD |  | 12-mth |
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |
| Global Indices | As of Sep 05, 2008 |
 |
 | Multiverse |  | 5.43 |  |  | 4.45 |  |  | 0.04 |  | -0.49 |  | 1.30 |  | 6.41 |  | USD |  | Unhedged |  |
 |
 | Global Aggregate |  | 5.45 |  |  | 4.24 |  |  | 0.04 |  | -0.49 |  | 1.46 |  | 6.69 |  | USD |  | Unhedged |  |
 |
 | Global Aggregate - Corporate |  | 5.47 |  |  | 6.06 |  |  | -0.25 |  | -0.79 |  | -1.85 |  | 1.70 |  | USD |  | Unhedged |  |
 |
 |
| U.S. and Canadian Indices | As of Sep 05, 2008 |
 |
 | U.S. Universal |  | 4.68 |  |  | 5.39 |  |  | -0.15 |  | 0.56 |  | 2.14 |  | 5.33 |  | USD |  | Unhedged |  |
 |
 | U.S. Aggregate |  | 4.67 |  |  | 4.96 |  |  | -0.16 |  | 0.61 |  | 2.63 |  | 6.02 |  | USD |  | Unhedged |  |
 |
 | U.S. Treasury |  | 5.36 |  |  | 3.01 |  |  | -0.11 |  | 0.81 |  | 4.79 |  | 8.98 |  | USD |  | Unhedged |  |
 |
 | U.S. Treasury: 1-3 Year |  | 1.77 |  |  | 2.19 |  |  | -0.09 |  | 0.20 |  | 3.22 |  | 6.11 |  | USD |  | Unhedged |  |
 |
 | U.S. Treasury 3-7 Yr |  | 4.22 |  |  | 2.82 |  |  | -0.18 |  | 0.76 |  | 5.06 |  | 9.58 |  | USD |  | Unhedged |  |
 |
 | U.S. Treasury: 7-10 Year |  | 7.02 |  |  | 3.50 |  |  | -0.17 |  | 1.16 |  | 6.39 |  | 11.34 |  | USD |  | Unhedged |  |
 |
 | U.S. Treasury: 10-20 Year |  | 9.94 |  |  | 4.14 |  |  | -0.02 |  | 1.49 |  | 5.81 |  | 10.92 |  | USD |  | Unhedged |  |
 |
 | U.S. Treasury: 20+ Year |  | 14.86 |  |  | 4.30 |  |  | 0.07 |  | 2.00 |  | 5.71 |  | 11.86 |  | USD |  | Unhedged |  |
 |
 | Short Treasury |  | 0.40 |  |  | 1.79 |  |  | -0.01 |  | 0.05 |  | 1.91 |  | 3.50 |  | USD |  | Unhedged |  |
 |
 | U.S. Treasury: U.S. TIPS |  | 6.58 |  |  | 6.73 |  |  | 0.00 |  | -0.40 |  | 4.78 |  | 10.88 |  | USD |  | Unhedged |  |
 |
 | U.S. Credit |  | 6.15 |  |  | 6.07 |  |  | -0.24 |  | 0.62 |  | 0.33 |  | 2.83 |  | USD |  | Unhedged |  |
 |
 | 1-3 Yr Credit |  | 1.98 |  |  | 4.99 |  |  | -0.10 |  | 0.21 |  | 2.82 |  | 5.13 |  | USD |  | Unhedged |  |
 |
 | U.S. Intermediate Credit |  | 4.42 |  |  | 5.82 |  |  | -0.21 |  | 0.53 |  | 1.13 |  | 3.59 |  | USD |  | Unhedged |  |
 |
 | U.S. Long Credit A |  | 11.65 |  |  | 7.02 |  |  | -0.36 |  | 0.92 |  | -2.47 |  | -0.19 |  | USD |  | Unhedged |  |
 |
 | U.S. Government/Credit |  | 5.37 |  |  | 4.46 |  |  | -0.17 |  | 0.65 |  | 2.58 |  | 6.00 |  | USD |  | Unhedged |  |
 |
 | Intermediate U.S. Government/Credit |  | 3.85 |  |  | 4.15 |  |  | -0.17 |  | 0.52 |  | 2.88 |  | 6.16 |  | USD |  | Unhedged |  |
 |
 | U.S. Mortgage Backed Securities |  | 3.71 |  |  | 5.42 |  |  | -0.16 |  | 0.54 |  | 3.62 |  | 7.12 |  | USD |  | Unhedged |  |
 |
 | U.S. Corporate High Yield |  | 4.43 |  |  | 11.63 |  |  | -0.11 |  | -0.14 |  | -2.42 |  | -1.53 |  | USD |  | Unhedged |  |
 |
 | Municipal Bond |  | 8.08 |  |  | 3.99 |  |  | 0.15 |  | 0.61 |  | 2.19 |  | 4.69 |  | USD |  | Unhedged |  |
 |
 |
| European Indices | As of Sep 05, 2008 |
 |
 | Pan-European Aggregate |  | 5.59 |  |  | 4.87 |  |  | 0.32 |  | 0.59 |  | 1.30 |  | 1.26 |  | EUR |  | Unhedged |  |
 |
 | Euro-Aggregate |  | 5.31 |  |  | 4.74 |  |  | 0.26 |  | 0.68 |  | 2.74 |  | 3.41 |  | EUR |  | Unhedged |  |
 |
 | Euro-Aggregate: Corporates |  | 4.25 |  |  | 6.10 |  |  | 0.17 |  | 0.39 |  | 0.97 |  | 0.64 |  | EUR |  | Unhedged |  |
 |
 | Euro-Aggregate: 500MM |  | 5.35 |  |  | 4.72 |  |  | 0.26 |  | 0.69 |  | 2.78 |  | 3.46 |  | EUR |  | Unhedged |  |
 |
 | Pan-European High Yield |  | 3.75 |  |  | 12.96 |  |  | -0.15 |  | 0.23 |  | -7.01 |  | -8.39 |  | EUR |  | Unhedged |  |
 |
 | EURO Floating Rate Notes |  | 0.08 |  |  | 6.49 |  |  | 0.02 |  | 0.07 |  | 1.73 |  | 2.33 |  | EUR |  | Unhedged |  |
 |
 | Euro-Aggregate: Corporates -- 500MM |  | 4.28 |  |  | 6.07 |  |  | 0.17 |  | 0.39 |  | 1.07 |  | 0.71 |  | EUR |  | Unhedged |  |
 |
 |
| Asian Indices | As of Sep 05, 2008 |
 |
 | Asian Pacific Aggregate |  | 5.90 |  |  | 1.69 |  |  | 0.02 |  | -0.69 |  | -0.38 |  | 0.64 |  | JPY |  | Unhedged |  |
 |
 | Global Aggregate Ex-JPY |  | 5.28 |  |  | 4.88 |  |  | -0.33 |  | -0.98 |  | 0.49 |  | 5.82 |  | USD |  | Unhedged |  |
 |
 | Asian Pacific Japanese Yen |  | 6.12 |  |  | 1.19 |  |  | 0.30 |  | -0.06 |  | 1.20 |  | 2.38 |  | JPY |  | Unhedged |  |
 |
 |
| Emerging Markets | As of Sep 05, 2008 |
 |
 | Emerging Markets (U.S. Dollar) |  | 6.46 |  |  | 7.28 |  |  | -0.12 |  | -0.16 |  | 0.78 |  | 4.89 |  | USD |  | Unhedged |  |
 |
 |
| Customized Indices | As of Sep 05, 2008 |
 |
 | Euro Treasury 0-6 Months |  | 0.21 |  |  | 4.37 |  |  | 0.01 |  | 0.06 |  | 2.49 |  | 3.80 |  | EUR |  | Unhedged |  |
 |
 | Global Aggregate Excluding U.S. MBS and U.S. CMBS |  | 5.74 |  |  | 3.96 |  |  | 0.10 |  | -0.64 |  | 1.15 |  | 6.60 |  | USD |  | Unhedged |  |
 |
 | Euro Aggregate Corporate Senior 1BN xBBB |  | 4.09 |  |  | 5.48 |  |  | 0.18 |  | 0.53 |  | 2.46 |  | 2.60 |  | EUR |  | Unhedged |  |
 |
 | Euro FRN Corporate 500MM |  | 0.06 |  |  | 6.62 |  |  | 0.01 |  | 0.07 |  | 1.65 |  | 2.17 |  | EUR |  | Unhedged |  |
 |
 | Combined EuroTsy/Corp 350 (10%/90% Mix) |  | 4.45 |  |  | 5.92 |  |  | 0.18 |  | 0.43 |  | 1.21 |  | 0.98 |  | EUR |  | Unhedged |  |
 |
 | U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix) |  | 5.76 |  |  | 6.01 |  |  | -0.25 |  | 0.60 |  | 0.45 |  | 2.91 |  | USD |  | Unhedged |  |
 |
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