|
| 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 |
780 |
1.408% |
13,985 |
5.138% |
3.583% |
3.449% |
5.39 |
7.49 |
| Aug 2011 |
755 |
1.493% |
12,855 |
5.163% |
3.728% |
3.550% |
5.73 |
8.41 |
| Jul 2011 |
744 |
1.159% |
12,739 |
5.175% |
3.857% |
3.741% |
5.85 |
8.76 |
| Jun 2011 |
759 |
0.524% |
12,836 |
5.169% |
3.849% |
3.829% |
6.27 |
9.84 |
| May 2011 |
755 |
2.257% |
12,551 |
5.171% |
4.081% |
3.847% |
6.30 |
9.88 |
| Apr 2011 |
759 |
1.582% |
12,498 |
5.184% |
4.241% |
4.060% |
6.69 |
10.92 |
| Mar 2011 |
756 |
-0.211% |
12,551 |
5.182% |
4.168% |
4.240% |
7.06 |
11.77 |
| Feb 2011 |
756 |
1.402% |
12,404 |
5.174% |
4.313% |
4.159% |
6.91 |
11.29 |
| Jan 2011 |
770 |
-1.211% |
12,834 |
5.173% |
4.143% |
4.290% |
7.11 |
11.80 |
| Dec 2010 |
776 |
-1.813% |
13,225 |
5.168% |
3.856% |
4.133% |
6.97 |
11.43 |
| Nov 2010 |
768 |
-2.102% |
13,607 |
5.166% |
3.487% |
3.822% |
6.43 |
9.99 |
| Oct 2010 |
746 |
-0.336% |
13,424 |
5.171% |
3.374% |
3.465% |
5.51 |
7.70 |
|
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