|
| 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 |
341 |
0.504% |
6,885 |
4.875% |
2.224% |
2.201% |
4.36 |
5.52 |
| Aug 2011 |
332 |
1.478% |
6,752 |
4.884% |
2.461% |
2.232% |
4.82 |
6.41 |
| Jul 2011 |
312 |
0.760% |
6,650 |
4.899% |
2.558% |
2.464% |
4.86 |
6.52 |
| Jun 2011 |
306 |
0.350% |
6,287 |
4.902% |
2.508% |
2.497% |
4.77 |
6.87 |
| May 2011 |
291 |
1.475% |
6,162 |
4.891% |
2.688% |
2.491% |
4.77 |
6.93 |
| Apr 2011 |
287 |
1.266% |
6,078 |
4.897% |
2.870% |
2.680% |
4.82 |
7.13 |
| Mar 2011 |
285 |
-0.080% |
6,061 |
4.897% |
2.847% |
2.864% |
5.15 |
7.90 |
| Feb 2011 |
282 |
1.205% |
5,994 |
4.888% |
3.022% |
2.833% |
5.01 |
7.37 |
| Jan 2011 |
281 |
-0.486% |
6,051 |
4.955% |
2.845% |
2.957% |
5.30 |
8.17 |
| Dec 2010 |
275 |
-1.286% |
6,199 |
4.958% |
2.508% |
2.737% |
4.85 |
7.21 |
| Nov 2010 |
268 |
-1.231% |
6,259 |
4.969% |
2.273% |
2.526% |
4.64 |
6.49 |
| Oct 2010 |
251 |
-0.015% |
5,613 |
4.980% |
2.324% |
2.351% |
3.99 |
5.16 |
|
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