|
| 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 |
53,252 |
1.116% |
1,192,586 |
5.003% |
3.208% |
3.104% |
5.09 |
6.80 |
| Aug 2011 |
52,713 |
1.489% |
1,172,139 |
5.007% |
3.428% |
3.206% |
5.37 |
7.49 |
| Jul 2011 |
52,250 |
1.025% |
1,163,749 |
5.010% |
3.542% |
3.415% |
5.68 |
8.21 |
| Jun 2011 |
52,131 |
0.495% |
1,165,428 |
5.012% |
3.546% |
3.519% |
5.83 |
8.63 |
| May 2011 |
52,057 |
1.908% |
1,148,017 |
5.014% |
3.760% |
3.540% |
5.86 |
8.75 |
| Apr 2011 |
51,865 |
1.741% |
1,131,062 |
5.016% |
3.954% |
3.747% |
6.29 |
9.83 |
| Mar 2011 |
51,883 |
-0.282% |
1,134,862 |
5.014% |
3.888% |
3.951% |
6.79 |
10.98 |
| Feb 2011 |
51,895 |
1.577% |
1,117,581 |
5.012% |
4.040% |
3.877% |
6.66 |
10.60 |
| Jan 2011 |
52,562 |
-0.899% |
1,145,690 |
5.014% |
3.901% |
4.031% |
7.01 |
11.38 |
| Dec 2010 |
52,457 |
-1.907% |
1,171,073 |
5.012% |
3.581% |
3.903% |
6.72 |
10.65 |
| Nov 2010 |
52,059 |
-2.103% |
1,194,024 |
5.014% |
3.189% |
3.566% |
5.91 |
8.72 |
| Oct 2010 |
51,614 |
-0.278% |
1,191,130 |
5.020% |
3.096% |
3.180% |
5.23 |
7.01 |
|
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