|
| 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 |
6,379 |
1.816% |
124,814 |
5.457% |
4.840% |
4.649% |
6.00 |
9.48 |
| Aug 2011 |
6,338 |
1.253% |
123,185 |
5.448% |
4.949% |
4.820% |
6.76 |
11.45 |
| Jul 2011 |
6,351 |
1.329% |
122,724 |
5.450% |
5.067% |
4.937% |
7.12 |
12.38 |
| Jun 2011 |
6,369 |
1.157% |
121,606 |
5.450% |
5.159% |
5.070% |
7.42 |
13.28 |
| May 2011 |
6,368 |
2.817% |
118,538 |
5.446% |
5.440% |
5.145% |
7.64 |
13.89 |
| Apr 2011 |
6,362 |
1.296% |
117,527 |
5.436% |
5.521% |
5.415% |
8.28 |
15.75 |
| Mar 2011 |
6,328 |
-0.126% |
117,425 |
5.433% |
5.469% |
5.521% |
8.50 |
16.35 |
| Feb 2011 |
6,313 |
1.627% |
115,209 |
5.430% |
5.597% |
5.464% |
8.46 |
16.07 |
| Jan 2011 |
6,379 |
-2.008% |
119,828 |
5.428% |
5.350% |
5.586% |
8.59 |
16.54 |
| Dec 2010 |
6,389 |
-2.088% |
123,481 |
5.424% |
5.034% |
5.335% |
8.24 |
15.42 |
| Nov 2010 |
6,385 |
-2.422% |
126,931 |
5.423% |
4.627% |
5.018% |
7.34 |
12.92 |
| Oct 2010 |
6,308 |
-0.065% |
125,532 |
5.423% |
4.542% |
4.614% |
5.98 |
9.29 |
|
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|