|
| 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 |
624 |
0.716% |
13,155 |
5.079% |
3.240% |
3.192% |
5.29 |
7.10 |
| Aug 2011 |
628 |
0.778% |
13,212 |
5.080% |
3.329% |
3.215% |
5.35 |
7.26 |
| Jul 2011 |
631 |
0.937% |
13,252 |
5.089% |
3.415% |
3.341% |
5.42 |
7.42 |
| Jun 2011 |
620 |
0.636% |
13,208 |
5.052% |
3.442% |
3.408% |
5.43 |
7.52 |
| May 2011 |
613 |
1.636% |
12,958 |
5.043% |
3.630% |
3.444% |
5.44 |
7.54 |
| Apr 2011 |
621 |
1.321% |
12,900 |
5.032% |
3.790% |
3.611% |
5.71 |
8.25 |
| Mar 2011 |
626 |
-0.268% |
13,047 |
5.031% |
3.716% |
3.793% |
5.97 |
8.94 |
| Feb 2011 |
635 |
1.290% |
12,981 |
5.029% |
3.843% |
3.698% |
5.74 |
8.35 |
| Jan 2011 |
639 |
-0.919% |
13,222 |
5.010% |
3.722% |
3.839% |
5.98 |
8.91 |
| Dec 2010 |
643 |
-1.607% |
13,506 |
5.002% |
3.430% |
3.719% |
5.88 |
8.63 |
| Nov 2010 |
639 |
-1.990% |
13,867 |
5.006% |
3.103% |
3.409% |
5.63 |
7.88 |
| Oct 2010 |
619 |
0.413% |
13,518 |
5.039% |
3.099% |
3.116% |
5.51 |
7.35 |
|
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