|
| 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 |
3,184 |
1.391% |
67,061 |
4.973% |
3.457% |
3.243% |
4.93 |
6.18 |
| Aug 2011 |
3,104 |
2.029% |
63,984 |
4.975% |
3.784% |
3.446% |
5.11 |
6.63 |
| Jul 2011 |
3,083 |
0.908% |
63,372 |
4.983% |
3.928% |
3.791% |
5.64 |
7.77 |
| Jun 2011 |
3,025 |
0.348% |
62,857 |
4.989% |
3.925% |
3.902% |
5.74 |
8.09 |
| May 2011 |
3,030 |
2.036% |
62,041 |
4.991% |
4.170% |
3.913% |
5.86 |
8.38 |
| Apr 2011 |
3,011 |
2.266% |
60,393 |
4.990% |
4.428% |
4.172% |
6.68 |
10.35 |
| Mar 2011 |
3,008 |
-0.366% |
61,716 |
4.990% |
4.383% |
4.458% |
8.47 |
14.38 |
| Feb 2011 |
3,017 |
1.858% |
60,852 |
4.990% |
4.582% |
4.379% |
8.24 |
13.68 |
| Jan 2011 |
3,052 |
-1.104% |
61,940 |
4.990% |
4.398% |
4.560% |
8.93 |
15.23 |
| Dec 2010 |
3,060 |
-2.176% |
64,342 |
4.990% |
3.999% |
4.397% |
8.22 |
13.53 |
| Nov 2010 |
3,024 |
-2.361% |
66,115 |
4.990% |
3.495% |
3.986% |
5.95 |
8.43 |
| Oct 2010 |
3,025 |
-0.482% |
66,709 |
4.990% |
3.353% |
3.477% |
5.16 |
6.60 |
|
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