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  USTISM (U.S. Treasury Index)
 1D Total Ret MTD Total Ret YTD Total Ret 
  Index Total   -0.90   -0.90   -0.90  
  1-3   -0.24   -0.24   -0.24  
  3-5   -0.73   -0.73   -0.73  
  5-7   -0.99   -0.99   -0.99  
  7-10   -1.30   -1.30   -1.30  
  10PLUS   -1.75   -1.75   -1.75  
U.S. Treasury Index as of 1/02/2009
  TIPS (U.S. Inflation Protected Treasury Index)
 1D Total Ret MTD Total Ret YTD Total Ret 
  Index Total   -0.87   -0.87   -0.87  
  1-3   -0.30   -0.30   -0.30  
  3-5   -0.56   -0.56   -0.56  
  5-7   -0.55   -0.55   -0.55  
  7-10   -0.85   -0.85   -0.85  
  10PLUS   -1.74   -1.74   -1.74  
U.S. TIPS Index as of 1/02/2009
  TBISM (US Treasury Bill Index)SM
 1D Total Ret MTD Total Ret YTD Total Ret 
  Index Total   0.00   0.00   0.00  
U.S. TBills Index as of 1/02/2009
  LUAI® (Liquid U.S. Agency Index)SM
 Bench Spread 1D Chg MTD Chg Assetswap Spread 1D Chg MTD Chg 
  Index Total   78.0   2.9   2.9   22.0   -3.6   -3.6  
  FHLB   74.5   1.5   1.5   18.3   -3.4   -3.4  
  FHLMC   83.3   4.4   4.4   23.9   -3.9   -3.9  
  FNMA   74.9   2.3   2.3   22.2   -3.3   -3.3  
  1-3   55.7   1.7   1.7   -3.5   -2.9   -2.9  
  3-5   84.7   3.2   3.2   17.5   -4.2   -4.2  
  5-7   112.4   3.2   3.2   42.1   -0.9   -0.9  
  7-10   111.0   7.1   7.1   68.1   -4.0   -4.0  
  10PLUS   100.5   2.1   2.1   105.4   -6.5   -6.5  
Credit Suisse Liquid U.S. Agency Index (USD) as of 1/02/2009
  LUCI® (Liquid US Corporate Index)SM
 Bench Spread 1D Chg MTD Chg Assetswap Spread 1D Chg MTD Chg 
  Index Total   518.2   1.9   1.9   458.6   13.7   13.7  
  FINANCIAL   580.8   4.3   4.3   498.3   16.2   16.2  
  INDUSTRIAL   509.1   0.2   0.2   457.7   12.5   12.5  
  PUBLIC   205.4   6.3   6.3   186.4   14.6   14.6  
  UTILITY   587.3   5.3   5.3   522.2   13.2   13.2  
  AAA Bucket   247.5   2.3   2.3   223.7   16.2   16.2  
  AA Bucket   343.1   6.1   6.1   322.8   18.3   18.3  
  A Bucket   466.1   1.3   1.3   423.4   13.8   13.8  
  BBB Bucket   703.4   0.3   0.3   598.5   10.5   10.5  
  1-4   606.9   20.3   20.3   518.1   17.0   17.0  
  4-7   519.3   0.6   0.6   452.7   18.7   18.7  
  7-10   516.4   -1.1   -1.1   462.0   13.0   13.0  
  10PLUS   468.7   -3.8   -3.8   425.8   7.8   7.8  
Credit Suisse Liquid U.S. Corporate Index (USD) as of 1/02/2009
  US-CINDISM (U.S. Credit Indexed-Note Default Index)
 Default Sprd 1D Chg MTD Chg YTD Chg 
  Index Total   247.46   0.00   0.00   0.00  
  FINANCIAL   326.75   0.00   0.00   0.00  
  INDUSTRIAL   236.20   0.00   0.00   0.00  
  UTILITY   99.20   0.00   0.00   0.00  
  AAA Bucket   390.00   0.00   0.00   0.00  
  AA Bucket   215.60   0.00   0.00   0.00  
  A Bucket   200.85   0.00   0.00   0.00  
  BBB Bucket   278.01   0.00   0.00   0.00  
U.S. Credit Default Swap Index as of 1/02/2009
  MTGISM (Mortgage Index)SM
 1D Total Return MTD Total Return YTD Total Return 
  Index Total   0.051   0.051   0.051  
  FH   0.038   0.038   0.038  
  FN   0.060   0.060   0.060  
  GN   0.051   0.051   0.051  
  15 Yrs   0.024   0.024   0.024  
  30 Yrs   0.055   0.055   0.055  
Credit Suisse TBA Mortgage Index (USD) as of 1/02/2009
  CMBSISM (Commercial Mortgage Backed Securities Index)
 Bench Spread 1D Chg MTD Chg Swap Spread 1D Chg MTD Chg 
  Index Total   86.75   0.42   7.43   31.75   0.00   2.73  
  AAA Bucket   81.33   0.42   7.75   26.38   0.00   3.05  
  AA Bucket   93.11   0.45   8.03   37.59   0.00   3.23  
  A Bucket   106.10   0.45   8.00   50.47   0.00   3.24  
  BBB Bucket   143.98   0.42   1.50   89.30   0.00   -3.24  
Credit Suisse Commercial Mortgage Backed Securities Index (USD) as of 5/31/2006
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