|
| 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 |
18,108 |
1.251% |
365,243 |
4.855% |
3.560% |
3.429% |
5.03 |
6.71 |
| Aug 2011 |
18,231 |
1.760% |
362,008 |
4.861% |
3.822% |
3.552% |
5.39 |
7.50 |
| Jul 2011 |
18,383 |
1.165% |
363,302 |
4.868% |
3.960% |
3.805% |
5.99 |
8.80 |
| Jun 2011 |
18,563 |
0.431% |
366,757 |
4.872% |
3.947% |
3.937% |
6.27 |
9.44 |
| May 2011 |
18,663 |
2.068% |
362,367 |
4.879% |
4.190% |
3.940% |
6.23 |
9.38 |
| Apr 2011 |
18,823 |
2.003% |
359,471 |
4.880% |
4.402% |
4.168% |
6.86 |
10.78 |
| Mar 2011 |
18,940 |
-0.450% |
362,713 |
4.878% |
4.310% |
4.401% |
7.55 |
12.23 |
| Feb 2011 |
19,015 |
1.735% |
357,863 |
4.878% |
4.478% |
4.311% |
7.36 |
11.74 |
| Jan 2011 |
19,309 |
-1.067% |
369,731 |
4.882% |
4.309% |
4.459% |
7.83 |
12.72 |
| Dec 2010 |
19,498 |
-2.220% |
383,051 |
4.879% |
3.955% |
4.303% |
7.48 |
12.00 |
| Nov 2010 |
19,709 |
-2.254% |
395,980 |
4.874% |
3.509% |
3.939% |
6.36 |
9.51 |
| Oct 2010 |
19,808 |
-0.394% |
401,890 |
4.876% |
3.384% |
3.486% |
5.29 |
7.09 |
|
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