|
| 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 |
5,159 |
1.765% |
111,294 |
5.392% |
4.621% |
4.432% |
5.88 |
8.93 |
| Aug 2011 |
5,123 |
1.296% |
109,798 |
5.383% |
4.736% |
4.598% |
6.70 |
11.01 |
| Jul 2011 |
5,133 |
1.290% |
109,402 |
5.382% |
4.845% |
4.719% |
7.06 |
11.95 |
| Jun 2011 |
5,141 |
1.176% |
108,298 |
5.384% |
4.941% |
4.845% |
7.39 |
12.86 |
| May 2011 |
5,141 |
2.893% |
105,415 |
5.379% |
5.227% |
4.926% |
7.62 |
13.48 |
| Apr 2011 |
5,126 |
1.307% |
104,475 |
5.367% |
5.308% |
5.199% |
8.31 |
15.47 |
| Mar 2011 |
5,091 |
-0.112% |
104,313 |
5.365% |
5.260% |
5.307% |
8.55 |
16.12 |
| Feb 2011 |
5,070 |
1.706% |
102,147 |
5.359% |
5.397% |
5.253% |
8.51 |
15.83 |
| Jan 2011 |
5,123 |
-2.031% |
106,290 |
5.358% |
5.152% |
5.386% |
8.64 |
16.31 |
| Dec 2010 |
5,138 |
-2.112% |
109,745 |
5.357% |
4.838% |
5.140% |
8.26 |
15.14 |
| Nov 2010 |
5,136 |
-2.419% |
112,914 |
5.360% |
4.432% |
4.824% |
7.30 |
12.53 |
| Oct 2010 |
5,124 |
-0.058% |
112,496 |
5.363% |
4.360% |
4.430% |
5.85 |
8.70 |
|
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