|
| 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 |
30,306 |
1.366% |
680,362 |
5.118% |
4.016% |
3.867% |
5.53 |
8.01 |
| Aug 2011 |
30,074 |
1.401% |
667,372 |
5.122% |
4.213% |
4.012% |
5.93 |
8.98 |
| Jul 2011 |
29,913 |
1.133% |
663,962 |
5.124% |
4.333% |
4.204% |
6.34 |
9.91 |
| Jun 2011 |
29,823 |
0.744% |
661,504 |
5.126% |
4.363% |
4.320% |
6.53 |
10.44 |
| May 2011 |
29,772 |
2.176% |
647,738 |
5.125% |
4.602% |
4.358% |
6.60 |
10.69 |
| Apr 2011 |
29,713 |
1.799% |
638,056 |
5.126% |
4.788% |
4.587% |
7.16 |
12.15 |
| Mar 2011 |
29,815 |
-0.275% |
640,927 |
5.123% |
4.712% |
4.782% |
7.73 |
13.48 |
| Feb 2011 |
29,775 |
1.586% |
630,604 |
5.122% |
4.852% |
4.707% |
7.60 |
13.06 |
| Jan 2011 |
30,123 |
-1.159% |
650,024 |
5.124% |
4.682% |
4.841% |
7.97 |
13.91 |
| Dec 2010 |
30,086 |
-2.154% |
665,439 |
5.117% |
4.335% |
4.667% |
7.61 |
13.00 |
| Nov 2010 |
29,752 |
-2.403% |
677,839 |
5.116% |
3.901% |
4.322% |
6.61 |
10.53 |
| Oct 2010 |
29,536 |
-0.142% |
676,350 |
5.119% |
3.815% |
3.892% |
5.67 |
8.17 |
|
|
|