|
| 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 |
76 |
1.156% |
1,008 |
5.374% |
4.370% |
4.146% |
4.57 |
6.39 |
| Aug 2011 |
77 |
1.311% |
1,003 |
5.383% |
4.537% |
4.354% |
5.10 |
7.61 |
| Jul 2011 |
79 |
0.962% |
997 |
5.381% |
4.700% |
4.498% |
5.59 |
8.70 |
| Jun 2011 |
79 |
0.841% |
996 |
5.385% |
4.657% |
4.700% |
5.82 |
9.13 |
| May 2011 |
79 |
1.697% |
992 |
5.383% |
4.938% |
4.657% |
6.99 |
11.77 |
| Apr 2011 |
82 |
1.193% |
999 |
5.384% |
5.064% |
4.939% |
7.57 |
13.21 |
| Mar 2011 |
82 |
0.099% |
1,000 |
5.384% |
5.028% |
5.064% |
8.04 |
14.48 |
| Feb 2011 |
73 |
1.789% |
953 |
5.387% |
5.196% |
5.099% |
8.20 |
14.69 |
| Jan 2011 |
73 |
-0.983% |
968 |
5.392% |
5.017% |
5.200% |
8.49 |
15.60 |
| Dec 2010 |
72 |
-1.738% |
1,010 |
5.384% |
4.786% |
5.050% |
8.04 |
14.34 |
| Nov 2010 |
72 |
-1.720% |
1,045 |
5.381% |
4.389% |
4.749% |
5.87 |
9.20 |
| Oct 2010 |
74 |
0.099% |
1,051 |
5.377% |
4.330% |
4.375% |
5.10 |
7.19 |
|
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