|
| 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 |
2,581 |
1.075% |
47,076 |
5.057% |
3.451% |
3.355% |
5.16 |
7.02 |
| Aug 2011 |
2,565 |
1.511% |
46,634 |
5.058% |
3.624% |
3.419% |
5.41 |
7.68 |
| Jul 2011 |
2,565 |
0.996% |
46,426 |
5.061% |
3.722% |
3.606% |
5.82 |
8.61 |
| Jun 2011 |
2,572 |
0.462% |
46,773 |
5.069% |
3.726% |
3.704% |
6.05 |
9.20 |
| May 2011 |
2,573 |
1.861% |
46,182 |
5.072% |
3.931% |
3.712% |
6.02 |
9.20 |
| Apr 2011 |
2,564 |
1.637% |
45,423 |
5.067% |
4.078% |
3.907% |
6.45 |
10.31 |
| Mar 2011 |
2,541 |
-0.195% |
45,383 |
5.068% |
4.006% |
4.061% |
6.73 |
11.01 |
| Feb 2011 |
2,550 |
1.468% |
45,036 |
5.067% |
4.101% |
3.964% |
6.61 |
10.69 |
| Jan 2011 |
2,571 |
-0.812% |
45,893 |
5.072% |
4.011% |
4.103% |
6.82 |
11.19 |
| Dec 2010 |
2,564 |
-1.787% |
47,062 |
5.075% |
3.694% |
3.962% |
6.70 |
10.80 |
| Nov 2010 |
2,544 |
-1.959% |
47,502 |
5.089% |
3.340% |
3.663% |
5.98 |
8.97 |
| Oct 2010 |
2,534 |
-0.277% |
48,506 |
5.136% |
3.224% |
3.307% |
5.17 |
7.04 |
|
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