|
| 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 |
2,002 |
0.610% |
26,304 |
5.063% |
4.715% |
4.697% |
5.64 |
8.98 |
| Aug 2011 |
2,014 |
1.405% |
26,107 |
5.078% |
4.874% |
4.721% |
6.02 |
9.92 |
| Jul 2011 |
2,017 |
0.728% |
26,056 |
5.092% |
4.943% |
4.884% |
6.52 |
11.18 |
| Jun 2011 |
2,031 |
0.997% |
26,131 |
5.095% |
4.999% |
4.939% |
6.71 |
11.65 |
| May 2011 |
2,049 |
1.154% |
25,979 |
5.099% |
5.096% |
5.002% |
6.92 |
12.28 |
| Apr 2011 |
2,050 |
1.211% |
25,841 |
5.110% |
5.220% |
5.098% |
7.29 |
13.14 |
| Mar 2011 |
2,064 |
0.419% |
25,856 |
5.117% |
5.201% |
5.213% |
7.56 |
13.82 |
| Feb 2011 |
2,082 |
0.915% |
25,843 |
5.117% |
5.250% |
5.196% |
7.54 |
13.77 |
| Jan 2011 |
2,138 |
-0.268% |
26,861 |
5.115% |
5.274% |
5.205% |
7.81 |
14.44 |
| Dec 2010 |
2,139 |
-1.796% |
27,430 |
5.123% |
4.876% |
5.161% |
7.65 |
14.03 |
| Nov 2010 |
2,160 |
-1.414% |
28,000 |
5.126% |
4.589% |
4.874% |
6.70 |
11.60 |
| Oct 2010 |
2,155 |
0.150% |
27,979 |
5.159% |
4.574% |
4.620% |
5.59 |
8.68 |
|
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