|
| 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 |
4,878 |
1.373% |
156,233 |
4.906% |
3.592% |
3.457% |
5.41 |
7.00 |
| Aug 2011 |
4,800 |
1.760% |
152,350 |
4.904% |
3.851% |
3.588% |
5.82 |
7.92 |
| Jul 2011 |
4,743 |
1.289% |
151,203 |
4.911% |
4.004% |
3.843% |
6.33 |
9.07 |
| Jun 2011 |
4,761 |
0.489% |
150,736 |
4.915% |
4.013% |
3.992% |
6.63 |
9.83 |
| May 2011 |
4,734 |
2.217% |
146,561 |
4.917% |
4.251% |
3.998% |
6.63 |
9.91 |
| Apr 2011 |
4,682 |
2.184% |
143,252 |
4.923% |
4.480% |
4.233% |
7.28 |
11.49 |
| Mar 2011 |
4,714 |
-0.542% |
144,695 |
4.918% |
4.375% |
4.477% |
7.85 |
12.82 |
| Feb 2011 |
4,697 |
1.680% |
141,741 |
4.916% |
4.523% |
4.372% |
7.66 |
12.26 |
| Jan 2011 |
4,724 |
-1.143% |
146,080 |
4.922% |
4.372% |
4.520% |
8.19 |
13.32 |
| Dec 2010 |
4,671 |
-2.373% |
148,859 |
4.913% |
4.016% |
4.379% |
7.82 |
12.54 |
| Nov 2010 |
4,530 |
-2.557% |
149,421 |
4.903% |
3.527% |
3.984% |
6.77 |
10.00 |
| Oct 2010 |
4,488 |
-0.425% |
150,174 |
4.908% |
3.407% |
3.513% |
5.64 |
7.37 |
|
|
|