EFTA01383698.pdf

Additional information The following is a current list and description of the indices used in the blended benchmarks for the Composite and Model returns shown on the preceding pages. The indices are used for comparative purposes only and are not intended to parallel the risk or investment style of the investment vehicles. The s. is an unmanaged index containing 500 U.S. industrial, transportation, utility and financial companies. The S&P 500 Index is capitalization- weighted calculated on a total return basis with dividends reinvested. The .: .. • . • is a capitalization-weighted index and is rebalanced by the Frank Russell Company every June 30 to reflect changes in the marketplace. The .' •: ' is a free float-adjusted market capitalization index that is designed to measure developed market equity performance in Europe. As of May 2005. the MSCI Europe Index consisted of the following 16 developed market country indices: Austria, Belgium, Denmark, Finland, France, Germany. Greece. Ireland, Italy, the Netherlands, Norway, Portugal, Spain, Sweden, Switzerland and the United Kingdom. The .• is a market capitalization-weighted index, adjusted for free float. The Index is designed to reflect the sectoral diversity of the Japanese equity markets. The . : • . • . • • is a free float-adjusted market capitalization index that is designed to measure equity market performance in the Pacific region. The index consists of the following 4 Developed Market countries: Australia, Hong Kong, New Zealand, and Singapore. The is a market capitalization-weighted index composed of companies representative of the market structure of emerging market countries in Europe. Latin America, and the Pacific Basin. The • • : „ is a market-value-weighted index engineered for the short to intermediate part of the yield curve. Eligible bonds include General Obligations and Revenue bonds issued with maturities between one and 10 years. The Index is fairly evenly distributed along the first 10 years. In order to be included in the index, bonds must have a minimum credit rating of Baa. They must have an outstanding par value of at least $5 million and be issued as part of a transaction of at least $50 million. The . ' • . - .. • . is a 50/50 blend of the Barclays 5-Year Municipal G.O. Index and the Municipal Market Data 5-Year AM. The Barclays 5-Year Municipal G.O. Index is a rules-based, market-value-weighted index engineered for the 5-Year G.O. tax-exempt bond market. In order to be included in the index, bonds must be General Obligation bonds and must have a maturity of 4-6 years, minimum credit rating of Baa. They must have an outstanding par value of at least 35 million and be issued as part of a transaction of at least $50 million. The bonds must have a dated-date after December 31,1990 and must be at least one year from their maturity date. Remarketed issues, taxable municipal bonds, bonds with floating rates and derivatives are excluded from the benchmark. The Municipal Market Data 5-Year AAA curve is the mean of 5-Year AM State G.O. bonds. When the supply in these credits narrows. MMD often relates to comparable AM-rated G.O. bonds trading in the secondary or primary markets. The • • . . • . • • is the Intermediate component of the U.S. Government/Credit Index and includes securities in the Government and Credit indices. The Government Index includes treasuries (i.e. public obligations of the U.S. Treasury that have remaining maturities of more than one year) and agencies (i.e. publicly issued debt of U.S. Government agencies, quasi-federal corporations, and corporate or foreign debt guaranteed by the U.S. Government). The Credit Index includes publicly issued U.S. corporate and foreign debt guaranteed by notes that meet specified maturity, liquidity, and quality requirements. The .• . . tracks the performance of below investment-grade US dollar-denominated corporate bonds publicly issued in the US domestic market. "Yankee" bonds (debt of foreign issuers issued in the US domestic market) are included in the Index provided the issuer is domiciled in a country having an investment-grade foreign currency long-term debt rating (based on a composite of Moody's and S&P). 144a issues are included in the Index. Qualifying bonds must have at least 1 year remaining term to maturity, a fixed coupon schedule and a minimum amount outstanding of USD 100 million. Bonds must be rated below investment-grade based on a composite of Moodys and S&P. Defaulted bonds are excluded. The Index is rebalanced on the last calendar day of the month. Issues that meet the qualifying criteria are included in the Index for the following month. Issues that no longer meet the criteria during the course of the month remain in the Index until the next month-end rebalancing at which point they are dropped from the Index. Deutsche Asset j?, i,enth Manaoeir; 19 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0083482 CONFIDENTIAL SDNY_GM_00229666 EFTA01383698