Rebalance of November 30, 2009
US Treasury Aggregate constituents
Every one of the 244 holdings, with the three deductions that set its weight, both prices, and its contribution to the month. The contributions add to the published return, which is what makes a level checkable rather than something to trust.
Check it yourself
- Holdings
- 244
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.138490%
- Market value
- $5.95tn
Both totals are added up on this page from the rows in the table below, not read from a stored figure, a total computed somewhere you cannot see would prove nothing. The check below compares that sum against the level published on the US Treasury Aggregate page, fetched separately.
These reconcile. The holdings below sum to +1.138490% against a published month return of +1.138490%, a difference of 2.3e-9 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795S69 | 0.000% | Dec 17, 2009 | $121.00bn | – | – | $121.00bn | 99.9947 | 99.9972 | 2.033% | +0.003% | +0.00005% |
| 912795R86 | 0.000% | Jan 14, 2010 | $82.00bn | – | – | $82.00bn | 99.9916 | 99.9988 | 1.378% | +0.007% | +0.00010% |
| 912795R37 | 0.000% | Dec 10, 2009 | $75.00bn | – | – | $75.00bn | 99.9977 | 99.9983 | 1.260% | +0.001% | +0.00001% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 102.3094 | 104.3764 | 1.083% | +2.020% | +0.02188% |
| 912795UL3 | 0.000% | Apr 1, 2010 | $64.00bn | – | – | $64.00bn | 99.9405 | 99.9729 | 1.075% | +0.032% | +0.00035% |
| 912795Q61 | 0.000% | Dec 3, 2009 | $61.00bn | – | – | $61.00bn | 99.9981 | 99.9995 | 1.025% | +0.001% | +0.00001% |
| 912795R78 | 0.000% | Jan 7, 2010 | $61.00bn | – | – | $61.00bn | 99.9962 | 99.9989 | 1.025% | +0.003% | +0.00003% |
| 912795R94 | 0.000% | Jan 21, 2010 | $61.00bn | – | – | $61.00bn | 99.9908 | 99.9986 | 1.025% | +0.008% | +0.00008% |
| 912795R60 | 0.000% | Dec 31, 2009 | $60.00bn | – | – | $60.00bn | 99.9914 | 99.9940 | 1.008% | +0.003% | +0.00003% |
| 912795S77 | 0.000% | Jan 28, 2010 | $60.00bn | – | – | $60.00bn | 99.9875 | 99.9984 | 1.008% | +0.011% | +0.00011% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 98.9209 | 99.5131 | 0.997% | +2.178% | +0.02173% |
| 912795R52 | 0.000% | Dec 24, 2009 | $59.00bn | – | – | $59.00bn | 99.9924 | 99.9953 | 0.991% | +0.003% | +0.00003% |
| 912795U33 | 0.000% | Apr 8, 2010 | $55.00bn | – | – | $55.00bn | 99.9333 | 99.9677 | 0.924% | +0.034% | +0.00032% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 104.4613 | 104.9157 | 0.913% | +2.230% | +0.02036% |
| 912795T27 | 0.000% | Feb 11, 2010 | $54.00bn | – | – | $54.00bn | 99.9798 | 99.9939 | 0.907% | +0.014% | +0.00013% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 95.2466 | 97.3696 | 0.896% | +2.229% | +0.01998% |
| 912795T68 | 0.000% | Mar 11, 2010 | $53.00bn | – | – | $53.00bn | 99.9597 | 99.9832 | 0.890% | +0.024% | +0.00021% |
| 912795U82 | 0.000% | Aug 26, 2010 | $52.00bn | – | – | $52.00bn | 99.7417 | 99.8580 | 0.872% | +0.117% | +0.00102% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.3094 | 100.8891 | 0.725% | +0.578% | +0.00419% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.6929 | 101.1467 | 0.711% | +0.451% | +0.00320% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.4865 | 101.0041 | 0.709% | +0.515% | +0.00365% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 101.0696 | 101.5020 | 0.679% | +0.428% | +0.00291% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $708.5m | $40.00bn | 100.3716 | 102.3420 | 0.675% | +1.963% | +0.01324% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.6610 | 100.9175 | 0.668% | +0.255% | +0.00170% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 104.6223 | 106.2582 | 0.666% | +1.564% | +0.01042% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.17bn | $39.00bn | 100.6946 | 102.6348 | 0.660% | +1.927% | +0.01272% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.4856 | 100.7740 | 0.657% | +0.287% | +0.00189% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 99.8492 | 101.0213 | 0.654% | +1.174% | +0.00768% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.5898 | 100.8474 | 0.652% | +0.256% | +0.00167% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.3798 | 100.6999 | 0.632% | +0.319% | +0.00201% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $3.67bn | $36.30bn | 102.2330 | 104.1899 | 0.624% | +1.914% | +0.01194% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.7347 | 100.9912 | 0.606% | +0.255% | +0.00154% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $36.00bn | – | – | $36.00bn | 99.8658 | 99.9060 | 0.604% | +0.040% | +0.00024% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 101.4044 | 100.9722 | 0.590% | +0.190% | +0.00112% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 101.6501 | 101.8094 | 0.581% | +0.157% | +0.00091% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 100.0573 | 101.2300 | 0.580% | +1.172% | +0.00680% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 101.4124 | 100.8441 | 0.569% | +1.535% | +0.00874% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 101.1020 | 101.2847 | 0.569% | +0.181% | +0.00103% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 102.2826 | 104.7459 | 0.567% | +2.408% | +0.01366% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.7143 | 100.6587 | 0.567% | +0.379% | +0.00215% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 100.9827 | 101.2170 | 0.557% | +0.913% | +0.00508% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.06bn | $32.01bn | 102.5791 | 104.5360 | 0.552% | +1.908% | +0.01053% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 102.1008 | 102.2286 | 0.549% | +0.125% | +0.00069% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 108.5149 | 110.6427 | 0.542% | +1.961% | +0.01064% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 101.4069 | 102.5136 | 0.542% | +1.091% | +0.00592% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 143.9986 | 143.4786 | 0.541% | +2.417% | +0.01308% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 102.5462 | 102.6067 | 0.534% | +0.059% | +0.00031% |
| 912795S85 | 0.000% | Feb 4, 2010 | $31.00bn | – | – | $31.00bn | 99.9838 | 99.9963 | 0.521% | +0.013% | +0.00007% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 102.6953 | 102.7969 | 0.518% | +0.099% | +0.00051% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 102.4867 | 101.2572 | 0.516% | +0.081% | +0.00042% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.9436 | 110.6566 | 0.515% | +1.657% | +0.00854% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 109.6936 | 111.4973 | 0.515% | +1.644% | +0.00847% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 105.6399 | 108.0802 | 0.515% | +2.310% | +0.01189% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 100.9805 | 101.0257 | 0.509% | +0.045% | +0.00023% |
| 912795T35 | 0.000% | Feb 18, 2010 | $30.00bn | – | – | $30.00bn | 99.9784 | 99.9933 | 0.504% | +0.015% | +0.00008% |
| 912795T43 | 0.000% | Feb 25, 2010 | $30.00bn | – | – | $30.00bn | 99.9738 | 99.9855 | 0.504% | +0.012% | +0.00006% |
| 912795UM1 | 0.000% | Apr 15, 2010 | $30.00bn | – | – | $30.00bn | 99.9258 | 99.9622 | 0.504% | +0.036% | +0.00018% |
| 912795UN9 | 0.000% | Apr 22, 2010 | $30.00bn | – | – | $30.00bn | 99.9227 | 99.9603 | 0.504% | +0.038% | +0.00019% |
| 912795UP4 | 0.000% | Apr 29, 2010 | $30.00bn | – | – | $30.00bn | 99.9145 | 99.9583 | 0.504% | +0.044% | +0.00022% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $30.00bn | – | – | $30.00bn | 99.8761 | 99.9147 | 0.503% | +0.039% | +0.00019% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 121.8663 | 126.5584 | 0.496% | +3.850% | +0.01911% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 100.9796 | 102.0353 | 0.491% | +1.045% | +0.00513% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $6.63bn | $29.59bn | 98.6979 | 100.5043 | 0.491% | +1.830% | +0.00898% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 109.5686 | 111.7473 | 0.490% | +1.988% | +0.00974% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 100.2407 | 102.7922 | 0.488% | +2.545% | +0.01243% |
| 912795T50 | 0.000% | Mar 4, 2010 | $29.00bn | – | – | $29.00bn | 99.9653 | 99.9817 | 0.487% | +0.016% | +0.00008% |
| 912795T76 | 0.000% | Mar 18, 2010 | $29.00bn | – | – | $29.00bn | 99.9575 | 99.9790 | 0.487% | +0.021% | +0.00010% |
| 912795T84 | 0.000% | Mar 25, 2010 | $29.00bn | – | – | $29.00bn | 99.9554 | 99.9776 | 0.487% | +0.022% | +0.00011% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $29.00bn | – | – | $29.00bn | 99.8280 | 99.8991 | 0.486% | +0.071% | +0.00035% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 101.1404 | 101.9124 | 0.479% | +1.876% | +0.00898% |
| 912828HU7 | 1.750% | Mar 31, 2010 | $31.99bn | – | $3.99bn | $28.00bn | 100.8149 | 100.8293 | 0.474% | +0.014% | +0.00007% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 108.8274 | 110.6739 | 0.472% | +1.697% | +0.00801% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.4300 | 101.1749 | 0.471% | +0.742% | +0.00349% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $3.47bn | $24.53bn | 114.2660 | 114.4859 | 0.471% | +0.192% | +0.00091% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.8577 | 101.6535 | 0.468% | +0.789% | +0.00370% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.40bn | $28.21bn | 98.5337 | 100.3606 | 0.467% | +1.854% | +0.00866% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 168.6772 | 176.4508 | 0.467% | +4.609% | +0.02150% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 100.6471 | 103.2312 | 0.463% | +2.567% | +0.01188% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 105.8319 | 106.4213 | 0.462% | +2.388% | +0.01104% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.2485 | 103.2720 | 0.462% | +1.001% | +0.00462% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 110.0418 | 110.1511 | 0.461% | +1.974% | +0.00911% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.24bn | $27.80bn | 98.4158 | 100.0965 | 0.460% | +1.708% | +0.00785% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 113.3947 | 113.0537 | 0.459% | +1.794% | +0.00823% |
| 912795U66 | 0.000% | Jul 1, 2010 | $27.00bn | – | – | $27.00bn | 99.8644 | 99.9231 | 0.453% | +0.059% | +0.00027% |
| 912795U74 | 0.000% | Jul 29, 2010 | $27.00bn | – | – | $27.00bn | 99.8187 | 99.8996 | 0.453% | +0.081% | +0.00037% |
| 912795U90 | 0.000% | Sep 23, 2010 | $27.00bn | – | – | $27.00bn | 99.7176 | 99.8350 | 0.452% | +0.118% | +0.00053% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $27.00bn | – | – | $27.00bn | 99.6440 | 99.8104 | 0.452% | +0.167% | +0.00076% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 129.9358 | 131.4620 | 0.450% | +1.175% | +0.00529% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.6803 | 101.3320 | 0.447% | +0.647% | +0.00289% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 108.6046 | 109.1861 | 0.446% | +0.535% | +0.00239% |
| 912828HS2 | 2.000% | Feb 28, 2010 | $28.90bn | – | $2.90bn | $26.00bn | 100.9418 | 101.0055 | 0.441% | +0.063% | +0.00028% |
| 912795U41 | 0.000% | May 6, 2010 | $26.00bn | – | – | $26.00bn | 99.9112 | 99.9477 | 0.437% | +0.036% | +0.00016% |
| 912795U58 | 0.000% | Jun 3, 2010 | $26.00bn | – | – | $26.00bn | 99.8980 | 99.9229 | 0.436% | +0.025% | +0.00011% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 110.9124 | 110.9378 | 0.428% | +1.939% | +0.00830% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 100.4742 | 101.3963 | 0.426% | +0.918% | +0.00391% |
| 912828HP8 | 2.125% | Jan 31, 2010 | $26.92bn | – | $1.92bn | $25.00bn | 101.0428 | 101.0540 | 0.424% | +0.011% | +0.00005% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 123.1319 | 125.7648 | 0.419% | +2.138% | +0.00897% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 104.5598 | 106.4144 | 0.418% | +1.774% | +0.00742% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 100.9407 | 101.6617 | 0.416% | +1.705% | +0.00709% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 100.6823 | 101.5425 | 0.412% | +0.854% | +0.00352% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.4069 | 102.1711 | 0.412% | +0.624% | +0.00257% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 109.5153 | 110.3995 | 0.412% | +0.807% | +0.00332% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.70bn | $24.57bn | 99.1345 | 100.9287 | 0.409% | +1.810% | +0.00741% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 123.5015 | 125.7342 | 0.409% | +1.808% | +0.00739% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 104.8458 | 106.6260 | 0.404% | +1.698% | +0.00687% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 109.9749 | 112.0910 | 0.404% | +1.924% | +0.00778% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 102.7052 | 105.3363 | 0.401% | +2.562% | +0.01028% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 112.1223 | 112.1989 | 0.396% | +2.075% | +0.00821% |
| 912828HL7 | 3.250% | Dec 31, 2009 | $26.50bn | – | $3.50bn | $23.00bn | 101.6039 | 101.6338 | 0.393% | +0.029% | +0.00012% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 106.7921 | 107.0924 | 0.391% | +0.281% | +0.00110% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.1376 | 106.8879 | 0.388% | +1.665% | +0.00646% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 165.0058 | 172.1680 | 0.387% | +4.341% | +0.01678% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 121.2012 | 123.9256 | 0.386% | +2.248% | +0.00868% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 109.0686 | 109.6566 | 0.382% | +2.487% | +0.00950% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 124.7167 | 128.4592 | 0.374% | +3.001% | +0.01123% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 110.8410 | 113.3832 | 0.373% | +2.293% | +0.00856% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 117.1537 | 119.9849 | 0.371% | +2.417% | +0.00898% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 103.0464 | 104.8292 | 0.371% | +1.730% | +0.00642% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 112.4304 | 112.8607 | 0.371% | +2.440% | +0.00905% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 99.4201 | 101.1953 | 0.366% | +1.786% | +0.00654% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 87.6576 | 89.0897 | 0.355% | +1.634% | +0.00580% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 106.7401 | 108.5061 | 0.352% | +1.654% | +0.00583% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 105.4844 | 105.6250 | 0.352% | +0.133% | +0.00047% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 105.7160 | 105.0739 | 0.351% | +1.521% | +0.00534% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 103.0727 | 105.7351 | 0.349% | +2.583% | +0.00902% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 126.9086 | 127.4270 | 0.346% | +2.822% | +0.00976% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 111.8322 | 114.5503 | 0.342% | +2.430% | +0.00831% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 97.2778 | 99.8108 | 0.335% | +2.604% | +0.00871% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.4871 | 108.2218 | 0.333% | +1.629% | +0.00542% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 111.1804 | 113.8886 | 0.333% | +2.436% | +0.00810% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 116.5925 | 119.7811 | 0.332% | +2.735% | +0.00908% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 115.8502 | 116.0703 | 0.329% | +2.402% | +0.00791% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 116.6848 | 119.6952 | 0.329% | +2.580% | +0.00849% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.5738 | 113.0858 | 0.326% | +0.455% | +0.00148% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 104.8298 | 106.4239 | 0.323% | +1.521% | +0.00491% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 111.2785 | 111.7301 | 0.323% | +2.428% | +0.00783% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 114.7666 | 117.7959 | 0.321% | +2.639% | +0.00848% |
| 9128275Z1 | 6.500% | Feb 15, 2010 | $23.35bn | – | $4.90bn | $18.45bn | 103.2079 | 103.2514 | 0.320% | +0.042% | +0.00013% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 129.1189 | 128.2579 | 0.316% | +2.141% | +0.00676% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.5135 | 107.4471 | 0.316% | +1.566% | +0.00494% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 109.4524 | 108.7080 | 0.314% | +1.147% | +0.00360% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 109.8051 | 114.4635 | 0.314% | +4.242% | +0.01331% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 130.3417 | 130.3075 | 0.311% | +2.371% | +0.00738% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 113.0153 | 115.7120 | 0.309% | +2.386% | +0.00737% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 103.3764 | 104.3839 | 0.304% | +2.547% | +0.00773% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.9881 | 109.5122 | 0.297% | +1.411% | +0.00419% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 98.3895 | 100.9435 | 0.296% | +2.596% | +0.00768% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 109.3142 | 110.4715 | 0.296% | +1.059% | +0.00313% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 99.1756 | 101.6671 | 0.294% | +2.512% | +0.00738% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 115.8489 | 118.7967 | 0.292% | +2.545% | +0.00742% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 102.9766 | 104.5196 | 0.290% | +1.498% | +0.00435% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 140.1192 | 142.8533 | 0.290% | +1.951% | +0.00566% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 108.6895 | 106.7009 | 0.288% | +0.413% | +0.00119% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 109.0221 | 109.4572 | 0.279% | +0.399% | +0.00111% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 107.6799 | 108.3004 | 0.278% | +0.576% | +0.00160% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 106.3056 | 106.6216 | 0.278% | +0.297% | +0.00083% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 103.7694 | 101.8900 | 0.277% | +0.056% | +0.00016% |
| 912828GG9 | 4.750% | Feb 15, 2010 | $17.47bn | – | $1.47bn | $16.00bn | 102.3322 | 102.3879 | 0.275% | +0.054% | +0.00015% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 116.6226 | 119.2024 | 0.275% | +2.212% | +0.00608% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 147.1909 | 150.5054 | 0.274% | +2.252% | +0.00617% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 108.3702 | 108.9419 | 0.272% | +0.528% | +0.00143% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 106.3394 | 106.7300 | 0.271% | +0.367% | +0.00100% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 131.6726 | 130.5502 | 0.270% | +1.996% | +0.00539% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 106.0019 | 106.3311 | 0.269% | +0.311% | +0.00084% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 107.2517 | 107.8915 | 0.267% | +0.597% | +0.00160% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 113.4737 | 118.5287 | 0.267% | +4.455% | +0.01189% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 114.0421 | 113.5022 | 0.267% | +1.719% | +0.00459% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 105.7599 | 108.7233 | 0.267% | +2.802% | +0.00747% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 115.0791 | 118.0345 | 0.266% | +2.568% | +0.00683% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 104.5999 | 106.8057 | 0.264% | +2.109% | +0.00556% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 104.3723 | 102.1676 | 0.263% | +0.043% | +0.00011% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 108.1219 | 108.0040 | 0.263% | +1.567% | +0.00412% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 111.1575 | 112.1925 | 0.261% | +0.931% | +0.00243% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 109.2585 | 109.9667 | 0.261% | +0.648% | +0.00169% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 108.3812 | 113.3918 | 0.255% | +4.623% | +0.01179% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.0723 | 105.6051 | 0.254% | +1.473% | +0.00375% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 102.4704 | 104.0340 | 0.254% | +1.526% | +0.00387% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 107.2636 | 110.2318 | 0.252% | +2.767% | +0.00698% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 108.2517 | 109.1727 | 0.252% | +0.851% | +0.00214% |
| 912828DE7 | 3.500% | Dec 15, 2009 | $15.00bn | – | $398.0m | $14.60bn | 101.7138 | 101.7411 | 0.250% | +0.027% | +0.00007% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 108.6135 | 110.3940 | 0.250% | +1.639% | +0.00409% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 105.6527 | 108.5547 | 0.249% | +2.747% | +0.00683% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 106.3098 | 104.2614 | 0.246% | +0.190% | +0.00047% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 109.1870 | 107.6061 | 0.245% | +0.613% | +0.00150% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.8281 | 106.2422 | 0.243% | +1.349% | +0.00328% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 108.1186 | 109.1041 | 0.243% | +0.911% | +0.00221% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 102.9134 | 104.4953 | 0.242% | +1.537% | +0.00372% |
| 912828DP2 | 4.000% | Mar 15, 2010 | $15.00bn | – | $875.5m | $14.12bn | 101.9366 | 101.9758 | 0.242% | +0.038% | +0.00009% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 141.5971 | 139.9492 | 0.241% | +1.926% | +0.00463% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 107.3693 | 108.0211 | 0.239% | +0.607% | +0.00145% |
| 912828DL1 | 3.500% | Feb 15, 2010 | $16.62bn | – | $2.73bn | $13.89bn | 101.7201 | 101.7459 | 0.237% | +0.025% | +0.00006% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 100.5973 | 103.4269 | 0.237% | +2.813% | +0.00666% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 103.4804 | 103.5488 | 0.236% | +0.066% | +0.00016% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 109.3383 | 110.1814 | 0.235% | +0.771% | +0.00181% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 99.2517 | 103.9647 | 0.233% | +4.749% | +0.01109% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 133.9358 | 137.7160 | 0.231% | +2.822% | +0.00651% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 105.8016 | 106.0115 | 0.230% | +0.198% | +0.00046% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.7313 | 109.0170 | 0.229% | +1.193% | +0.00273% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 103.8543 | 103.9918 | 0.229% | +0.132% | +0.00030% |
| 912828DG2 | 3.625% | Jan 15, 2010 | $15.00bn | – | $1.65bn | $13.35bn | 101.8023 | 101.8067 | 0.228% | +0.004% | +0.00001% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 103.6895 | 103.8074 | 0.226% | +0.114% | +0.00026% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 122.9443 | 126.8859 | 0.225% | +3.206% | +0.00720% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 107.1481 | 106.6968 | 0.223% | +1.154% | +0.00258% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 108.5728 | 109.7552 | 0.223% | +1.089% | +0.00243% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 101.9166 | 101.9540 | 0.222% | +0.037% | +0.00008% |
| 9128275W8 | 4.250% | Jan 15, 2010 | $11.32bn | – | $1.25bn | $10.06bn | 131.0404 | 131.1082 | 0.222% | +0.052% | +0.00011% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 108.8362 | 109.7379 | 0.220% | +0.829% | +0.00182% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 130.7359 | 131.2735 | 0.217% | +0.411% | +0.00089% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 107.1777 | 108.3943 | 0.217% | +1.135% | +0.00246% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 103.8664 | 104.0175 | 0.217% | +0.145% | +0.00032% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 106.0172 | 106.2702 | 0.214% | +0.239% | +0.00051% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 108.4366 | 109.5796 | 0.214% | +1.054% | +0.00225% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 103.5763 | 103.6992 | 0.212% | +0.119% | +0.00025% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 110.9491 | 109.5755 | 0.212% | +0.903% | +0.00191% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 145.2802 | 148.0734 | 0.208% | +1.923% | +0.00399% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 110.1501 | 111.2646 | 0.207% | +1.012% | +0.00210% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 133.3509 | 137.4864 | 0.207% | +3.101% | +0.00640% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 111.0622 | 112.1651 | 0.193% | +0.993% | +0.00192% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 139.8781 | 143.1236 | 0.191% | +2.320% | +0.00444% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 135.0876 | 138.6590 | 0.184% | +2.644% | +0.00486% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 117.4620 | 120.8016 | 0.181% | +2.843% | +0.00516% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 141.7038 | 142.2690 | 0.181% | +3.045% | +0.00552% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 115.5645 | 116.1070 | 0.180% | +2.741% | +0.00493% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 141.4181 | 145.7378 | 0.177% | +3.055% | +0.00541% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 114.1583 | 117.2283 | 0.176% | +2.689% | +0.00474% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 126.4399 | 129.7038 | 0.176% | +2.581% | +0.00454% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 140.9365 | 143.7296 | 0.169% | +1.982% | +0.00334% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 145.8838 | 148.6141 | 0.168% | +1.872% | +0.00314% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 144.5567 | 143.8904 | 0.159% | +2.349% | +0.00373% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 142.9005 | 146.3533 | 0.157% | +2.416% | +0.00380% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 131.2079 | 131.9123 | 0.155% | +3.014% | +0.00468% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 144.1997 | 147.3071 | 0.149% | +2.155% | +0.00322% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 131.2347 | 135.1318 | 0.137% | +2.970% | +0.00408% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.2901 | 132.3771 | 0.130% | +0.828% | +0.00108% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 128.4623 | 132.1522 | 0.129% | +2.872% | +0.00371% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 132.5428 | 136.6997 | 0.128% | +3.136% | +0.00401% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 149.0034 | 147.8555 | 0.123% | +2.166% | +0.00267% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 149.9597 | 157.6025 | 0.119% | +5.097% | +0.00608% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 147.8383 | 146.3978 | 0.116% | +2.069% | +0.00239% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 141.1369 | 141.0558 | 0.114% | +2.644% | +0.00303% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 147.9901 | 146.4033 | 0.108% | +2.011% | +0.00218% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 144.4949 | 142.4365 | 0.089% | +1.992% | +0.00177% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 139.2670 | 142.0897 | 0.082% | +2.027% | +0.00167% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 145.1247 | 147.9932 | 0.064% | +1.977% | +0.00126% |
| Total | $5.63tn | 100.000% | +1.13849% | ||||||||
Prices are dirty, clean bid plus accrued, from Treasury's own end-of-day file. A security's return includes coupons received during the month, which are held as cash to the next reconstitution rather than reinvested intra-month. A dash in a deduction column means that security has none.