|
| Period |
# Of Cusips |
Total Return |
Beg. Mkt. Val (Mil) |
Mkt. Wt. Coupon |
Mkt. Wt. Beginning Yield |
Mkt. Wt. Ending Yield |
Ending Mod Duration |
Ending Yrs. To Price Date |
| Sep 2011 |
773 |
0.646% |
14,268 |
4.962% |
2.460% |
2.374% |
3.90 |
4.95 |
| Aug 2011 |
766 |
1.355% |
14,054 |
4.986% |
2.730% |
2.478% |
3.99 |
5.08 |
| Jul 2011 |
759 |
0.705% |
13,958 |
4.988% |
2.818% |
2.704% |
4.08 |
5.31 |
| Jun 2011 |
761 |
0.223% |
14,043 |
4.989% |
2.807% |
2.807% |
4.18 |
5.55 |
| May 2011 |
764 |
1.348% |
13,849 |
4.987% |
3.054% |
2.872% |
4.25 |
5.72 |
| Apr 2011 |
761 |
1.385% |
13,703 |
4.990% |
3.239% |
3.050% |
4.49 |
6.25 |
| Mar 2011 |
771 |
0.041% |
13,827 |
4.990% |
3.219% |
3.239% |
4.89 |
7.07 |
| Feb 2011 |
778 |
1.031% |
13,798 |
4.987% |
3.278% |
3.158% |
4.67 |
6.60 |
| Jan 2011 |
796 |
-0.533% |
14,184 |
4.988% |
3.168% |
3.272% |
5.08 |
7.36 |
| Dec 2010 |
802 |
-1.298% |
14,459 |
4.987% |
2.918% |
3.188% |
4.80 |
6.84 |
| Nov 2010 |
798 |
-1.350% |
14,605 |
4.992% |
2.513% |
2.910% |
4.34 |
5.74 |
| Oct 2010 |
803 |
-0.168% |
14,706 |
4.996% |
2.445% |
2.494% |
4.14 |
5.25 |
|
|
|