1.0 Duration 4.6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 100 17 il 7 Avg Par Coupon 440 Change in Price -462 -107 -53 -60 Libor/Tsy Change 18 Current Yield 701 409 Total Change in Yield 53 Current Price 95.8 104.3 Repricings -50 Default Rate 3.5 0.0 Capital Gain

0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4 103.2 Repricings -50 Default Rate 3.5 0.0 Capital Gai

0 Duration 4,6 6.5 4.8 8.5 Spread Duration 2.7 Change in Yield 82 49 48 49 Avg Par Coupon 440 Change in Price -377 -319 -230 -417 Libor/Tsy Change 100 Current Yield 737 421 Total Change in Yield 85 Current Price 100.4 103.2 Repricings -50 Default Rate 3.5 0.0 Capital Gai