|
| 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 |
3,234 |
0.234% |
96,250 |
5.192% |
0.703% |
0.711% |
2.43 |
2.86 |
| Aug 2011 |
3,258 |
0.582% |
96,185 |
5.200% |
0.796% |
0.699% |
2.47 |
2.90 |
| Jul 2011 |
3,313 |
0.316% |
98,170 |
5.202% |
0.856% |
0.783% |
2.46 |
2.89 |
| Jun 2011 |
3,456 |
0.124% |
102,640 |
5.191% |
0.869% |
0.832% |
2.40 |
2.83 |
| May 2011 |
3,617 |
0.622% |
105,813 |
5.196% |
1.010% |
0.963% |
2.38 |
2.81 |
| Apr 2011 |
3,621 |
0.386% |
105,747 |
5.208% |
1.077% |
1.010% |
2.42 |
2.86 |
| Mar 2011 |
3,651 |
0.234% |
105,864 |
5.210% |
1.123% |
1.090% |
2.47 |
2.91 |
| Feb 2011 |
3,724 |
0.477% |
106,746 |
5.210% |
1.198% |
1.114% |
2.50 |
2.93 |
| Jan 2011 |
3,887 |
0.129% |
109,423 |
5.215% |
1.237% |
1.225% |
2.50 |
2.93 |
| Dec 2010 |
3,855 |
-0.501% |
111,985 |
5.227% |
1.061% |
1.344% |
2.50 |
2.95 |
| Nov 2010 |
3,946 |
-0.431% |
114,713 |
5.231% |
0.929% |
1.060% |
2.56 |
3.02 |
| Oct 2010 |
3,972 |
-0.084% |
113,757 |
5.249% |
0.905% |
0.930% |
2.63 |
3.08 |
|
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