|
| 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 |
615 |
1.471% |
14,420 |
5.173% |
4.054% |
3.884% |
5.16 |
7.60 |
| Aug 2011 |
609 |
1.201% |
14,293 |
5.180% |
4.223% |
4.050% |
6.07 |
9.76 |
| Jul 2011 |
604 |
1.096% |
14,197 |
5.180% |
4.328% |
4.214% |
6.50 |
10.68 |
| Jun 2011 |
604 |
0.751% |
14,170 |
5.176% |
4.363% |
4.321% |
6.68 |
10.99 |
| May 2011 |
606 |
1.868% |
13,972 |
5.168% |
4.559% |
4.355% |
6.75 |
11.20 |
| Apr 2011 |
610 |
1.538% |
13,809 |
5.169% |
4.708% |
4.550% |
7.39 |
12.87 |
| Mar 2011 |
608 |
-0.207% |
13,803 |
5.169% |
4.661% |
4.713% |
7.98 |
14.26 |
| Feb 2011 |
616 |
1.999% |
13,645 |
5.165% |
4.840% |
4.657% |
7.90 |
13.88 |
| Jan 2011 |
630 |
-1.015% |
13,958 |
5.166% |
4.692% |
4.835% |
8.33 |
14.90 |
| Dec 2010 |
626 |
-1.985% |
14,158 |
5.155% |
4.374% |
4.654% |
8.15 |
14.25 |
| Nov 2010 |
613 |
-2.103% |
14,580 |
5.152% |
4.001% |
4.365% |
7.00 |
11.66 |
| Oct 2010 |
593 |
-0.201% |
14,152 |
5.171% |
3.940% |
4.015% |
5.63 |
8.48 |
|
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