|
| 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 |
71 |
1.788% |
1,610 |
5.741% |
5.715% |
5.556% |
7.64 |
13.57 |
| Aug 2011 |
72 |
1.296% |
1,592 |
5.743% |
5.839% |
5.730% |
7.63 |
13.62 |
| Jul 2011 |
73 |
1.529% |
1,580 |
5.740% |
5.941% |
5.821% |
7.96 |
14.43 |
| Jun 2011 |
73 |
0.683% |
1,579 |
5.738% |
5.964% |
5.941% |
8.50 |
16.10 |
| May 2011 |
73 |
2.165% |
1,559 |
5.745% |
6.141% |
5.964% |
8.50 |
16.17 |
| Apr 2011 |
67 |
0.521% |
1,502 |
5.716% |
6.109% |
6.087% |
8.55 |
16.97 |
| Mar 2011 |
67 |
-0.745% |
1,514 |
5.719% |
5.952% |
6.109% |
8.44 |
16.57 |
| Feb 2011 |
67 |
0.253% |
1,510 |
5.725% |
5.913% |
5.952% |
8.54 |
16.62 |
| Jan 2011 |
67 |
-1.586% |
1,537 |
5.723% |
5.705% |
5.913% |
8.71 |
16.83 |
| Dec 2010 |
66 |
-1.607% |
1,566 |
5.716% |
5.578% |
5.829% |
8.68 |
16.66 |
| Nov 2010 |
64 |
-2.574% |
1,526 |
5.725% |
5.116% |
5.516% |
7.91 |
14.21 |
| Oct 2010 |
64 |
0.378% |
1,532 |
5.719% |
5.120% |
5.116% |
7.21 |
11.90 |
|
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