DURATION
3/31/2016 4/29/2016 5/31/2016 6/30/2016 7/29/2016 8/31/2017 9/30/2016 10/28/2016 11/29/2016 12/29/2016 1/31/2017
OVERALL 7.37 7.33 7.27 7.48 7.55 7.54 7.44 7.33 7.13 7.07 7.13
BPHIL 1-3 1.85 1.78 1.77 1.78 1.7 1.83 1.86 1.78 1.72 2 1.92
BPHIL 1-5 2.88 2.81 2.82 2.83 2.75 2.78 2.79 2.71 2.72 2.74 2.67
BPHIL 5+ 9.37 9.32 9.27 9.4 9.5 9.4 9.23 9.08 8.95 9 9.08
YTM
3/31/2016 4/29/2016 5/31/2016 6/30/2016 7/29/2016 8/31/2017 9/30/2016 10/28/2016 11/29/2016 12/29/2016 1/31/2017
OVERALL 4.26% 4.23% 4.08% 3.77% 3.60% 3.70% 3.97% 4.24% 4.72% 4.71% 4.44%
BPHIL 1-3 3.34% 3.43% 3.04% 2.98% 2.80% 2.93% 2.94% 3.45% 3.68% 3.70% 3.52%
BPHIL 1-5 3.48% 3.48% 3.20% 3.12% 3.00% 3.06% 3.13% 3.44% 4.00% 3.97% 3.73%
BPHIL 5+ 4.60% 4.56% 4.47% 4.04% 3.85% 3.95% 4.29% 4.55% 5.01% 5.04% 4.75%