|
| 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 |
2,402 |
0.808% |
71,032 |
4.977% |
2.852% |
2.784% |
4.49 |
5.48 |
| Aug 2011 |
2,360 |
1.498% |
68,571 |
4.980% |
3.115% |
2.861% |
4.74 |
6.06 |
| Jul 2011 |
2,357 |
0.967% |
69,043 |
4.987% |
3.241% |
3.104% |
5.07 |
6.78 |
| Jun 2011 |
2,348 |
0.258% |
69,369 |
4.996% |
3.207% |
3.206% |
5.15 |
7.14 |
| May 2011 |
2,325 |
1.844% |
67,985 |
4.995% |
3.447% |
3.204% |
5.22 |
7.25 |
| Apr 2011 |
2,344 |
1.856% |
68,659 |
5.014% |
3.693% |
3.454% |
5.67 |
8.39 |
| Mar 2011 |
2,309 |
-0.320% |
67,863 |
5.013% |
3.617% |
3.681% |
6.22 |
9.61 |
| Feb 2011 |
2,295 |
1.481% |
65,638 |
5.006% |
3.794% |
3.621% |
6.24 |
9.49 |
| Jan 2011 |
2,328 |
-0.758% |
68,456 |
5.021% |
3.627% |
3.751% |
6.58 |
10.24 |
| Dec 2010 |
2,335 |
-1.835% |
70,275 |
5.024% |
3.290% |
3.631% |
6.27 |
9.65 |
| Nov 2010 |
2,288 |
-1.790% |
71,005 |
5.023% |
2.936% |
3.285% |
5.48 |
7.73 |
| Oct 2010 |
2,232 |
-0.343% |
69,696 |
5.048% |
2.854% |
2.942% |
4.84 |
6.16 |
|
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