|
| 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 |
1,872 |
1.014% |
51,186 |
5.107% |
2.736% |
2.635% |
5.32 |
7.01 |
| Aug 2011 |
1,872 |
1.809% |
50,711 |
5.109% |
2.979% |
2.732% |
5.52 |
7.49 |
| Jul 2011 |
1,873 |
0.885% |
51,161 |
5.108% |
3.067% |
2.954% |
5.62 |
7.86 |
| Jun 2011 |
1,840 |
0.102% |
50,642 |
5.116% |
3.031% |
3.054% |
5.66 |
8.05 |
| May 2011 |
1,827 |
1.758% |
49,669 |
5.116% |
3.249% |
3.023% |
5.75 |
8.24 |
| Apr 2011 |
1,797 |
1.681% |
48,388 |
5.114% |
3.439% |
3.228% |
5.93 |
8.71 |
| Mar 2011 |
1,793 |
-0.274% |
48,571 |
5.114% |
3.391% |
3.439% |
6.35 |
9.67 |
| Feb 2011 |
1,802 |
1.614% |
48,152 |
5.116% |
3.559% |
3.392% |
6.20 |
9.18 |
| Jan 2011 |
1,825 |
-0.448% |
49,273 |
5.124% |
3.477% |
3.562% |
6.50 |
10.00 |
| Dec 2010 |
1,813 |
-1.771% |
50,107 |
5.131% |
3.210% |
3.520% |
6.25 |
9.41 |
| Nov 2010 |
1,795 |
-1.948% |
50,693 |
5.134% |
2.851% |
3.179% |
5.80 |
8.21 |
| Oct 2010 |
1,814 |
-0.503% |
51,437 |
5.137% |
2.735% |
2.831% |
5.54 |
7.37 |
|
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