|
| 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 |
20,615 |
-0.061% |
359,943 |
4.925% |
1.476% |
1.534% |
3.29 |
3.73 |
| Aug 2011 |
20,408 |
0.951% |
356,890 |
4.929% |
1.646% |
1.455% |
3.27 |
3.71 |
| Jul 2011 |
20,222 |
0.701% |
358,906 |
4.938% |
1.741% |
1.598% |
3.16 |
3.58 |
| Jun 2011 |
20,127 |
0.261% |
361,189 |
4.950% |
1.749% |
1.704% |
3.13 |
3.56 |
| May 2011 |
20,094 |
1.018% |
362,416 |
4.964% |
1.957% |
1.717% |
3.11 |
3.54 |
| Apr 2011 |
19,971 |
0.925% |
359,250 |
4.969% |
2.125% |
1.942% |
3.13 |
3.57 |
| Mar 2011 |
19,973 |
0.182% |
358,814 |
4.969% |
2.139% |
2.106% |
3.15 |
3.60 |
| Feb 2011 |
20,039 |
0.640% |
358,921 |
4.971% |
2.219% |
2.121% |
3.19 |
3.63 |
| Jan 2011 |
20,194 |
-0.146% |
365,941 |
4.980% |
2.128% |
2.176% |
3.16 |
3.61 |
| Dec 2010 |
20,080 |
-0.659% |
367,902 |
4.986% |
1.879% |
2.095% |
3.16 |
3.61 |
| Nov 2010 |
19,749 |
-0.543% |
368,834 |
4.992% |
1.664% |
1.874% |
3.17 |
3.62 |
| Oct 2010 |
19,448 |
0.047% |
363,572 |
5.000% |
1.637% |
1.651% |
3.19 |
3.63 |
|
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