Global Family of Indices   Modified Adjusted Duration  Yield-to-Worst Total Return (%) Currency Return Type Daily MTD YTD 12-mth Global Indices As of May 14, 2008 Multiverse 5.39 4.41 -0.48 -0.82 3.61 11.09 USD Unhedged Global Aggregate 5.40 4.23 -0.50 -0.85 3.70 11.56 USD Unhedged Global Aggregate - Corporate 5.58 5.75 -0.38 -0.60 1.84 6.41 USD Unhedged U.S. and Canadian Indices As of May 14, 2008 U.S. Universal 4.65 5.24 -0.10 -0.46 1.29 5.63 USD Unhedged U.S. Aggregate 4.60 4.89 -0.11 -0.52 1.42 6.43 USD Unhedged U.S. Treasury 5.30 3.32 -0.20 -0.78 1.83 9.07 USD Unhedged U.S. Treasury: 1-3 Year 1.74 2.49 -0.11 -0.38 1.76 7.35 USD Unhedged U.S. Treasury 3-7 Yr 4.07 3.12 -0.24 -0.76 2.33 10.30 USD Unhedged U.S. Treasury: 7-10 Year 6.94 3.81 -0.24 -1.04 2.54 10.86 USD Unhedged U.S. Treasury: 10-20 Year 9.74 4.42 -0.25 -1.09 1.18 9.06 USD Unhedged U.S. Treasury: 20+ Year 14.40 4.64 -0.29 -1.73 -0.61 8.34 USD Unhedged Short Treasury 0.37 1.86 0.00 -0.04 1.23 4.58 USD Unhedged U.S. Treasury: U.S. TIPS 5.47 5.32 -0.06 0.35 3.32 12.32 USD Unhedged U.S. Credit 6.23 5.78 -0.19 -0.65 0.35 3.28 USD Unhedged 1-3 Yr Credit 2.00 4.78 -0.10 -0.20 1.73 5.75 USD Unhedged U.S. Intermediate Credit 4.45 5.49 -0.17 -0.48 1.00 4.43 USD Unhedged U.S. Long Credit A 11.68 6.69 -0.22 -1.28 -1.39 -0.49 USD Unhedged U.S. Government/Credit 5.40 4.46 -0.18 -0.72 1.20 6.46 USD Unhedged Intermediate U.S. Government/Credit 3.85 4.14 -0.16 -0.59 1.64 7.04 USD Unhedged U.S. Mortgage Backed Securities 3.47 5.33 -0.01 -0.36 2.16 7.06 USD Unhedged U.S. Corporate High Yield 4.53 10.02 0.15 0.32 1.49 -1.11 USD Unhedged Municipal Bond 7.78 3.99 0.05 0.55 1.11 3.24 USD Unhedged European Indices As of May 14, 2008 Pan-European Aggregate 5.60 4.84 -0.41 -0.29 -0.09 1.00 EUR Unhedged Euro-Aggregate 5.35 4.67 -0.36 -0.14 1.31 3.03 EUR Unhedged Euro-Aggregate: Corporates 4.46 5.76 -0.27 0.34 0.80 0.43 EUR Unhedged Euro-Aggregate: 500MM 5.39 4.65 -0.36 -0.15 1.32 3.06 EUR Unhedged Pan-European High Yield 3.99 10.88 0.08 0.71 -1.42 -6.80 EUR Unhedged EURO Floating Rate Notes 0.09 6.14 0.04 0.33 0.59 1.97 EUR Unhedged Euro-Aggregate: Corporates -- 500MM 4.49 5.74 -0.27 0.35 0.87 0.41 EUR Unhedged Asian Indices As of May 14, 2008 Asian Pacific Aggregate 5.70 1.88 -0.39 -0.67 -1.36 -0.41 JPY Unhedged Global Aggregate Ex-JPY 5.29 4.83 -0.35 -0.80 3.34 10.71 USD Unhedged Asian Pacific Japanese Yen 5.92 1.38 -0.47 -0.38 -0.65 1.37 JPY Unhedged Emerging Markets As of May 14, 2008 Emerging Markets (U.S. Dollar) 6.65 6.69 -0.12 -0.06 1.36 3.32 USD Unhedged Customized Indices As of May 14, 2008 Euro Treasury 0-6 Months 0.24 4.16 0.01 0.15 1.32 3.81 EUR Unhedged Global Aggregate Excluding U.S. MBS and U.S. CMBS 5.69 3.99 -0.59 -0.95 4.01 12.39 USD Unhedged Euro Aggregate Corporate Senior 1BN xBBB 4.28 5.26 -0.27 0.24 1.56 2.07 EUR Unhedged Euro FRN Corporate 500MM 0.08 6.28 0.04 0.34 0.53 1.77 EUR Unhedged Combined EuroTsy/Corp 350 (10%/90% Mix) 4.63 5.62 -0.29 0.28 0.86 0.70 EUR Unhedged U.S. Tsy/EuroDollar Corp 350 (10%/90% Mix) 5.83 5.67 -0.16 -0.60 0.47 3.49 USD Unhedged   Total Return (%) Excess Return (%)   Since Inception Daily MTD YTD Since Inception Daily MTD YTD Current % of Index Commodities As of May 15, 2008 LBCI 138.73 0.01 5.46 25.22 128.37 0.01 5.39 24.31 100.00 Energy 124.30 -0.49 9.04 36.19 115.01 -0.49 8.97 35.21 62.29 Metals 132.92 1.72 0.02 15.49 123.00 1.71 -0.04 14.65 24.97 Agriculture 163.24 -0.86 -0.58 5.92 151.07 -0.87 -0.65 5.16 10.17 Livestock 82.01 -0.63 2.48 -6.84 75.89 -0.63 2.41 -7.52 2.56

Indices are unmanaged and cannot accommodate direct investments.