7/19/2010

Current Mduratio
Security Price Coupon Maturity Yield PVBP n Amount
12.25%G.S 2010 12.25% 7/2/2010 #NUM! #NUM! #NUM! 8,515.00
11.30%G.S2010 102.52 11.30% 7/28/2010 -82.9568% #NUM! #NUM! 9,000.00
8.75 %G.S 2010 102.843 8.75% 12/13/2010 1.5828% 0.00412 0.396859 500.22
12.32 %G.S 2011 106.174 12.32% 1/29/2011 0.5864% 0.00559 0.498818 9,462.00
8.00 %G.S 2011 102.891 8.00% 4/27/2011 4.1441% 0.00773 0.738042 1,472.92
10.95%G.S2011 106.360 10.95% 5/30/2011 3.4058% 0.00889 0.824772 12,000.00
9.39%G.S 2011 105.190 9.39% 7/2/2011 3.7884% 0.00965 0.913623 37,000.00
11.50 %G.S 2011 109.895 11.50% 11/24/2011 3.8815% 0.01392 1.247275 2,861.36
12.00 %G.S 2011 109.895 12.00% 10/21/2011 3.8403% 0.01303 1.154880 3,246.91
11.50 % 2011(II) 109.533 11.50% 8/5/2011 2.2134% 0.01101 0.959029 11,000.00
6.85%G.S 2012 101.205 6.85% 4/5/2012 6.0902% 0.01617 1.566990 15,000.00
7.40%G.S 2012 102.352 7.40% 5/3/2012 5.9859% 0.01701 1.636903 28,000.00
10.25 %G.S 2012 108.151 10.25% 6/1/2012 5.5834% 0.01845 1.684531 1,574.13
11.03%G.S2012 110.180 11.03% 7/18/2012 5.5731% 0.01987 1.803514 13,500.00
9.40%G.S2012 106.692 9.40% 9/11/2012 6.0200% 0.02071 1.882141 11,000.00
9.00 %G.S 2013 105.762 9.00% 5/24/2013 6.7360% 0.02645 2.469256 1,751.33
9.81%G.S 2013 108.311 9.81% 5/30/2013 6.5727% 0.02706 2.468630 11,000.00
12.40 %G.S 2013 116.090 12.40% 8/20/2013 6.5516% 0.03027 2.497592 11,983.91
6.72%G.S 2014 98.450 6.72% 2/24/2014 7.2139% 0.03091 3.055962 11,273.60
7.37 %G.S 2014 100.248 7.37% 4/16/2014 7.2881% 0.03231 3.163429 42,000.00
10.00 %G.S 2014 109.417 10.00% 5/30/2014 7.1618% 0.03517 3.175067 2,333.26
10.50 %G.S 2014 111.602 10.50% 10/29/2014 7.2880% 0.03877 3.403955 1,755.10
11.83 %G.S 2014 116.835 11.83% 11/12/2014 7.2127% 0.04028 3.384540 11,500.00
7.38% GS 2015 99.344 7.38% 9/3/2015 7.5337% 0.04170 4.083600 42,000.00
10.47%G.S2015 111.725 10.47% 2/12/2015 7.3936% 0.04088 3.515847 6,430.00
10.79%G.S2015 113.493 10.79% 5/19/2015 7.4121% 0.04332 3.758465 2,683.45
11.50%G.S 2015 116.540 11.50% 5/21/2015 7.3688% 0.04415 3.730180 3,560.50
11.43%G.S2015 116.600 11.43% 8/7/2015 7.4259% 0.04568 3.753144 12,000.00
9.85%G.S 2015 109.620 9.85% 10/16/2015 7.5862% 0.04512 4.024060 10,000.00
7.59%G.S 2016 99.802 7.59% 4/12/2016 7.6294% 0.04569 4.487271 31,000.00
10.71%G.S 2016 113.999 10.71% 4/19/2016 7.6498% 0.04979 4.268572 9,000.00
12.30 %G.S 2016 123.136 12.30% 7/2/2016 7.4196% 0.05415 4.378009 13,129.85
8.07%G.S 2017 101.450 8.07% 1/15/2017 7.7808% 0.05064 4.988825 49,000.00
7.46%G.S 2017 97.900 7.46% 8/28/2017 7.8488% 0.05300 5.258098 18,886.80
10.45%G.S 2018 114.809 10.45% 4/30/2018 7.8648% 0.06275 5.360460 3,716.00
12.60 %G.S 2018 129.475 12.60% 11/23/2018 7.7360% 0.07198 5.478351 12,631.88
10.03 %G.S 2019 112.794 10.03% 8/9/2019 8.0146% 0.06874 5.864918 6,000.00
10.70 %G.S 2020 117.897 10.70% 4/22/2020 8.0173% 0.07459 6.193326 6,000.00
11.60 % G.S 2020 124.906 11.60% 12/27/2020 8.0294% 0.08118 6.465472 5,000.00
7.94%G.S 2021 98.930 7.94% 5/24/2021 8.0877% 0.07081 7.074590 14,000.00
10.25%G.S 2021 114.496 10.25% 5/30/2021 8.2054% 0.07782 6.718228 26,213.32
8.35%G.S 2022 100.988 8.35% 5/14/2022 8.2151% 0.07522 7.342127 30,000.00
6.30%G.S 2023 84.269 6.30% 4/9/2023 8.3262% 0.06919 8.048476 7,000.00
10.18%G.S 2026 115.923 10.18% 9/11/2026 8.3623% 0.09778 8.184448 15,000.00
6.13%G.S 2028 78.401 6.13% 6/4/2028 8.5002% 0.07644 9.662101 11,000.00
7.95%G.S 2032 94.941 7.95% 8/28/2032 8.4580% 0.09531 9.727753 21,000.00
7.50%G.S 2034 91.975 7.50% 8/10/2034 8.2733% 0.09699 ### 29,000.00
7.40%G.S 2035 89.700 7.40% 9/9/2035 8.3879% 0.09539 ### 29,000.00
8.33%G.S 2036 99.461 8.33% 6/7/2036 8.3799% 0.10456 ### 32,000.00
6.83% GS 2039 83.170 6.83% 1/19/2039 8.3925% 0.09246 ### 13,000.00
 Contribut
ion to
Cont Portfolio
Market Portfolio Convexit
Value Duration Convexity y
0.00 #NUM! #NUM! #NUM!
922680.00 #NUM! #NUM! #NUM!
51444.29 0.000279 0.318675 0.000224
1004615.03 0.006852 0.538423 0.007396
151549.91 0.001529 0.931162 0.001929
1276320.00 0.014393 1.112617 0.019416
3892030.00 0.048617 1.298541 0.069100
314449.16 0.005362 2.258369 0.009709
356819.17 0.005634 2.009763 0.009805
1204867.95 0.015799 1.518930 0.025022
1518068.18 0.032524 3.378518 0.070124
2865862.22 0.064140 3.632802 0.142346
170243.63 0.003921 3.837807 0.008933
1487430.00 0.036678 4.271125 0.086861
1173606.79 0.030201 4.857272 0.077940
185224.29 0.006253 7.823551 0.019813
1191426.04 0.040213 7.839307 0.127700
1391212.26 0.047508 8.617365 0.163914
1109885.92 0.046374 11.986716 0.181897
4210395.00 0.182108 12.670193 0.729380
255297.59 0.011083 12.830985 0.044787
195872.59 0.009116 15.038930 0.040275
1343606.15 0.062175 14.939287 0.274441
4172456.23 0.232961 21.467246 1.224660
718390.95 0.034533 16.706200 0.164092
304553.37 0.015650 18.239061 0.075947
414939.31 0.021162 18.057191 0.102443
1399200.00 0.071800 19.348362 0.370145
1096198.43 0.060312 21.125485 0.316624
3093862.00 0.189815 25.690003 1.086707
1025988.65 0.059879 24.065143 0.337581
1616755.90 0.096776 24.740707 0.546895
4971050.00 0.339074 30.969333 2.104881
1849017.72 0.132928 36.412786 0.920540
426631.51 0.031268 38.618359 0.225265
1635510.14 0.122504 40.931769 0.915295
676761.79 0.054268 48.808452 0.451625
707381.47 0.059900 53.439606 0.516850
624530.68 0.055208 57.422909 0.490328
1385020.00 0.133969 67.656185 1.281183
3001325.53 0.275686 62.611350 2.569294
3029653.65 0.304132 74.837158 3.099972
589883.22 0.064912 89.829144 0.724487
1738849.62 0.194580 104.252577 2.478543
862413.38 0.113929 137.593547 1.622412
1993770.01 0.265177 157.576782 4.295511
2667275.00 0.371506 176.629660 6.441381
2601300.00 0.367580 182.325412 6.484630
3182742.40 0.453421 180.315438 7.846608
1081210.00 0.164497 206.288344 3.049526