|
| 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 |
22,496 |
0.588% |
389,056 |
4.980% |
2.989% |
2.931% |
5.16 |
6.31 |
| Aug 2011 |
22,364 |
1.770% |
381,598 |
4.983% |
3.245% |
2.961% |
5.19 |
6.36 |
| Jul 2011 |
22,307 |
1.064% |
381,998 |
4.988% |
3.353% |
3.195% |
5.15 |
6.33 |
| Jun 2011 |
22,263 |
0.256% |
382,629 |
4.986% |
3.327% |
3.330% |
5.16 |
6.39 |
| May 2011 |
22,146 |
1.777% |
375,492 |
4.989% |
3.598% |
3.309% |
5.21 |
6.47 |
| Apr 2011 |
22,013 |
1.983% |
368,226 |
4.991% |
3.902% |
3.586% |
5.29 |
6.62 |
| Mar 2011 |
22,071 |
-0.374% |
370,930 |
4.992% |
3.761% |
3.888% |
5.41 |
6.84 |
| Feb 2011 |
22,032 |
1.746% |
363,969 |
4.991% |
4.000% |
3.752% |
5.42 |
6.80 |
| Jan 2011 |
22,331 |
-0.608% |
374,948 |
5.000% |
3.810% |
3.960% |
5.56 |
7.07 |
| Dec 2010 |
22,297 |
-1.575% |
380,744 |
4.997% |
3.436% |
3.782% |
5.42 |
6.84 |
| Nov 2010 |
22,065 |
-1.542% |
385,145 |
4.999% |
3.068% |
3.420% |
5.31 |
6.61 |
| Oct 2010 |
21,800 |
-0.395% |
383,746 |
5.000% |
2.956% |
3.052% |
5.23 |
6.41 |
|
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