|
| 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 |
28,411 |
0.427% |
491,851 |
4.961% |
2.649% |
2.625% |
4.77 |
5.75 |
| Aug 2011 |
28,241 |
1.593% |
483,483 |
4.963% |
2.890% |
2.619% |
4.78 |
5.79 |
| Jul 2011 |
28,119 |
1.003% |
483,047 |
4.966% |
3.007% |
2.847% |
4.74 |
5.75 |
| Jun 2011 |
28,054 |
0.275% |
483,439 |
4.965% |
2.991% |
2.981% |
4.74 |
5.79 |
| May 2011 |
27,923 |
1.615% |
475,566 |
4.969% |
3.252% |
2.972% |
4.79 |
5.86 |
| Apr 2011 |
27,755 |
1.734% |
468,393 |
4.971% |
3.520% |
3.236% |
4.85 |
5.98 |
| Mar 2011 |
27,770 |
-0.206% |
469,897 |
4.971% |
3.427% |
3.508% |
4.95 |
6.16 |
| Feb 2011 |
27,742 |
1.488% |
463,566 |
4.970% |
3.623% |
3.412% |
4.96 |
6.13 |
| Jan 2011 |
28,058 |
-0.502% |
475,428 |
4.976% |
3.454% |
3.587% |
5.07 |
6.34 |
| Dec 2010 |
27,999 |
-1.380% |
482,126 |
4.978% |
3.102% |
3.424% |
4.96 |
6.16 |
| Nov 2010 |
27,686 |
-1.346% |
487,921 |
4.982% |
2.759% |
3.084% |
4.88 |
5.98 |
| Oct 2010 |
27,324 |
-0.314% |
484,085 |
4.985% |
2.664% |
2.746% |
4.82 |
5.84 |
|
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