|
| 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 |
6,710 |
1.116% |
167,473 |
4.996% |
3.279% |
3.138% |
4.90 |
6.28 |
| Aug 2011 |
6,600 |
1.585% |
162,174 |
4.999% |
3.543% |
3.276% |
5.10 |
6.79 |
| Jul 2011 |
6,566 |
0.984% |
161,786 |
4.998% |
3.676% |
3.538% |
5.52 |
7.69 |
| Jun 2011 |
6,490 |
0.331% |
161,313 |
5.005% |
3.658% |
3.646% |
5.62 |
8.02 |
| May 2011 |
6,459 |
1.982% |
158,571 |
5.006% |
3.900% |
3.650% |
5.71 |
8.24 |
| Apr 2011 |
6,459 |
1.999% |
156,396 |
5.004% |
4.121% |
3.882% |
6.25 |
9.56 |
| Mar 2011 |
6,452 |
-0.356% |
156,625 |
5.003% |
4.047% |
4.120% |
7.26 |
11.80 |
| Feb 2011 |
6,447 |
1.643% |
153,142 |
5.000% |
4.236% |
4.051% |
7.14 |
11.38 |
| Jan 2011 |
6,530 |
-0.889% |
157,510 |
5.007% |
4.063% |
4.205% |
7.62 |
12.45 |
| Dec 2010 |
6,551 |
-1.993% |
161,999 |
5.008% |
3.703% |
4.059% |
7.17 |
11.43 |
| Nov 2010 |
6,475 |
-2.096% |
165,979 |
5.010% |
3.270% |
3.687% |
5.81 |
8.28 |
| Oct 2010 |
6,419 |
-0.343% |
165,610 |
5.015% |
3.172% |
3.270% |
5.15 |
6.71 |
|
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