|
| 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 |
4,690 |
1.895% |
54,558 |
5.701% |
7.317% |
7.089% |
7.02 |
13.96 |
| Aug 2011 |
4,698 |
0.568% |
53,442 |
5.737% |
7.215% |
7.332% |
7.25 |
14.86 |
| Jul 2011 |
4,724 |
1.573% |
53,203 |
5.748% |
7.335% |
7.218% |
7.34 |
15.01 |
| Jun 2011 |
4,708 |
1.410% |
52,327 |
5.768% |
7.426% |
7.343% |
7.34 |
15.44 |
| May 2011 |
4,728 |
1.986% |
51,930 |
5.774% |
7.619% |
7.436% |
7.29 |
15.53 |
| Apr 2011 |
4,760 |
1.504% |
51,333 |
5.775% |
7.782% |
7.627% |
7.43 |
16.12 |
| Mar 2011 |
4,766 |
-0.084% |
52,141 |
5.750% |
7.669% |
7.739% |
7.47 |
16.30 |
| Feb 2011 |
4,779 |
1.272% |
51,838 |
5.753% |
7.627% |
7.607% |
7.43 |
16.10 |
| Jan 2011 |
4,845 |
-1.558% |
53,918 |
5.730% |
7.360% |
7.552% |
7.39 |
16.17 |
| Dec 2010 |
4,852 |
-1.748% |
55,379 |
5.710% |
7.051% |
7.315% |
7.42 |
15.89 |
| Nov 2010 |
4,846 |
-2.640% |
57,032 |
5.698% |
6.669% |
7.076% |
7.24 |
15.00 |
| Oct 2010 |
4,896 |
0.499% |
57,070 |
5.687% |
6.694% |
6.651% |
6.80 |
13.43 |
|
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