|
| 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 |
345 |
1.017% |
7,240 |
5.141% |
2.978% |
2.882% |
4.72 |
6.14 |
| Aug 2011 |
343 |
1.541% |
7,155 |
5.150% |
3.220% |
2.973% |
4.81 |
6.33 |
| Jul 2011 |
337 |
0.988% |
7,147 |
5.152% |
3.337% |
3.190% |
5.06 |
6.98 |
| Jun 2011 |
346 |
0.383% |
7,334 |
5.150% |
3.260% |
3.255% |
5.09 |
7.19 |
| May 2011 |
346 |
1.505% |
7,211 |
5.171% |
3.466% |
3.261% |
5.12 |
7.25 |
| Apr 2011 |
344 |
1.504% |
7,123 |
5.172% |
3.676% |
3.467% |
5.45 |
8.12 |
| Mar 2011 |
347 |
-0.030% |
7,186 |
5.166% |
3.636% |
3.674% |
5.77 |
8.80 |
| Feb 2011 |
348 |
1.243% |
7,112 |
5.167% |
3.798% |
3.634% |
5.82 |
8.82 |
| Jan 2011 |
346 |
-0.959% |
7,379 |
5.178% |
3.561% |
3.805% |
6.06 |
9.32 |
| Dec 2010 |
334 |
-1.637% |
7,411 |
5.182% |
3.254% |
3.548% |
5.38 |
7.97 |
| Nov 2010 |
330 |
-1.540% |
7,454 |
5.177% |
2.908% |
3.224% |
5.09 |
7.13 |
| Oct 2010 |
331 |
-0.271% |
7,613 |
5.171% |
2.832% |
2.897% |
4.66 |
5.98 |
|
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