Rebalance of December 31, 2010
US Treasury Aggregate constituents
Every one of the 277 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
- 277
- Weights sum to
- 100.0000%
- Contributions sum to
- -1.553855%
- Market value
- $7.70tn
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 -1.553855% against a published month return of -1.553855%, a difference of 1.5e-8 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795UX7 | 0.000% | Jan 13, 2011 | $110.00bn | – | – | $110.00bn | 99.9829 | 99.9986 | 1.429% | +0.016% | +0.00022% |
| 912795V40 | 0.000% | Feb 10, 2011 | $85.00bn | – | – | $85.00bn | 99.9700 | 99.9898 | 1.104% | +0.020% | +0.00022% |
| 912795X71 | 0.000% | Jan 6, 2011 | $84.00bn | – | – | $84.00bn | 99.9856 | 99.9997 | 1.091% | +0.014% | +0.00015% |
| 912795X89 | 0.000% | Jan 20, 2011 | $84.00bn | – | – | $84.00bn | 99.9788 | 99.9978 | 1.091% | +0.019% | +0.00021% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 109.5014 | 105.0139 | 0.953% | -4.098% | -0.03906% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.41bn | $66.62bn | 106.7429 | 102.4256 | 0.924% | -4.045% | -0.03737% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $2.22bn | $66.00bn | 107.2797 | 102.7550 | 0.920% | -4.218% | -0.03879% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $1.85bn | $66.00bn | 100.0204 | 95.6620 | 0.858% | -4.357% | -0.03737% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $8.32bn | $58.44bn | 109.9701 | 105.7014 | 0.835% | -3.882% | -0.03241% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $5.30bn | $59.11bn | 105.3569 | 101.3605 | 0.809% | -3.793% | -0.03069% |
| 912795X97 | 0.000% | Jan 27, 2011 | $59.00bn | – | – | $59.00bn | 99.9758 | 99.9963 | 0.766% | +0.020% | +0.00016% |
| 912795Y21 | 0.000% | Feb 3, 2011 | $59.00bn | – | – | $59.00bn | 99.9729 | 99.9915 | 0.766% | +0.019% | +0.00014% |
| 9127952B6 | 0.000% | Feb 17, 2011 | $59.00bn | – | – | $59.00bn | 99.9671 | 99.9853 | 0.766% | +0.018% | +0.00014% |
| 9127952C4 | 0.000% | Feb 24, 2011 | $59.00bn | – | – | $59.00bn | 99.9618 | 99.9832 | 0.766% | +0.021% | +0.00016% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $3.38bn | $55.29bn | 103.5258 | 99.6162 | 0.744% | -3.776% | -0.02808% |
| 912795V99 | 0.000% | Mar 10, 2011 | $56.00bn | – | – | $56.00bn | 99.9500 | 99.9751 | 0.727% | +0.025% | +0.00018% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $7.10bn | $50.26bn | 110.8220 | 106.7263 | 0.724% | -3.696% | -0.02674% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $55.00bn | – | – | $55.00bn | 99.9360 | 99.9623 | 0.714% | +0.026% | +0.00019% |
| 912795VE8 | 0.000% | May 5, 2011 | $54.00bn | – | – | $54.00bn | 99.9133 | 99.9479 | 0.701% | +0.035% | +0.00024% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $2.92bn | $41.98bn | 111.2323 | 106.0533 | 0.607% | -4.656% | -0.02824% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 101.1372 | 100.6645 | 0.578% | +0.027% | +0.00016% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.0453 | 101.0422 | 0.578% | -0.003% | -0.00002% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.9919 | 100.9893 | 0.577% | -0.003% | -0.00001% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.9487 | 100.9334 | 0.577% | -0.015% | -0.00009% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.9099 | 100.8959 | 0.577% | -0.014% | -0.00008% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.61bn | $41.81bn | 106.0508 | 104.1212 | 0.576% | -1.820% | -0.01048% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.7419 | 100.7705 | 0.576% | +0.028% | +0.00016% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $1.50bn | $41.97bn | 105.5684 | 100.5922 | 0.576% | -4.714% | -0.02713% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.4396 | 100.5076 | 0.574% | +0.068% | +0.00039% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.71bn | $41.85bn | 105.5684 | 100.6547 | 0.574% | -4.654% | -0.02671% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.33bn | $41.70bn | 105.6661 | 103.8201 | 0.572% | -1.747% | -0.01000% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $1.77bn | $41.12bn | 105.8078 | 103.7545 | 0.565% | -1.941% | -0.01097% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.63bn | $41.63bn | 104.1933 | 102.6047 | 0.564% | -1.525% | -0.00859% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.7641 | 100.7922 | 0.563% | +0.028% | +0.00016% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $3.65bn | $39.60bn | 107.2548 | 104.2405 | 0.552% | -1.587% | -0.00875% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.8166 | 100.8141 | 0.550% | -0.003% | -0.00001% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.8030 | 100.8927 | 0.550% | +0.089% | +0.00049% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.5646 | 100.5388 | 0.549% | -0.026% | -0.00014% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $3.43bn | $39.26bn | 105.3458 | 103.5476 | 0.537% | -1.707% | -0.00917% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.21bn | $42.00bn | 97.8247 | 93.1410 | 0.534% | -4.788% | -0.02556% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.86bn | $38.85bn | 105.5608 | 104.1511 | 0.533% | -1.335% | -0.00711% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $3.33bn | $38.68bn | 105.3909 | 103.8886 | 0.530% | -1.425% | -0.00755% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $5.21bn | $39.76bn | 101.8108 | 101.6549 | 0.526% | -0.153% | -0.00081% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.96bn | $38.21bn | 105.7598 | 104.3826 | 0.525% | -1.302% | -0.00684% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 101.0020 | 100.4781 | 0.525% | +0.038% | +0.00020% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.6053 | 100.2864 | 0.522% | -0.006% | -0.00003% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $2.45bn | $39.10bn | 102.3631 | 102.1427 | 0.520% | -0.215% | -0.00112% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $4.82bn | $36.61bn | 108.9457 | 103.9117 | 0.518% | -4.621% | -0.02394% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.4175 | 100.4334 | 0.515% | +0.016% | +0.00008% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $596.0m | $38.71bn | 101.8963 | 101.7397 | 0.512% | -0.154% | -0.00079% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $1.55bn | $38.67bn | 101.8007 | 101.0587 | 0.511% | -0.176% | -0.00090% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $6.03bn | $38.46bn | 102.3098 | 101.9956 | 0.511% | -0.307% | -0.00157% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.3678 | 100.4159 | 0.507% | +0.048% | +0.00024% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.3786 | 100.4271 | 0.503% | +0.048% | +0.00024% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.07bn | $35.91bn | 106.9711 | 105.6440 | 0.499% | -1.241% | -0.00619% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.04bn | $37.43bn | 102.2300 | 101.8553 | 0.497% | -0.366% | -0.00182% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.73bn | 100.5526 | 100.5149 | 0.493% | -0.037% | -0.00018% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.3562 | 100.4047 | 0.488% | +0.048% | +0.00024% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $3.19bn | $35.91bn | 103.4721 | 100.3593 | 0.483% | -2.102% | -0.01015% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | – | $36.38bn | 100.0951 | 99.8905 | 0.473% | -0.204% | -0.00097% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | – | $36.38bn | 99.7850 | 97.2534 | 0.472% | -2.537% | -0.01196% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $5.95bn | $35.36bn | 102.0608 | 101.5924 | 0.469% | -0.459% | -0.00215% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $881.4m | $36.00bn | 99.9427 | 97.6191 | 0.467% | -2.325% | -0.01087% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 99.9389 | 99.8479 | 0.467% | -0.091% | -0.00043% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $8.13bn | $34.80bn | 103.1010 | 102.6659 | 0.466% | -0.422% | -0.00197% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $6.38bn | $34.49bn | 103.8183 | 101.7297 | 0.465% | -2.012% | -0.00936% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $3.42bn | $34.79bn | 102.6162 | 100.3668 | 0.464% | -2.192% | -0.01017% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.0016 | 99.9107 | 0.460% | -0.091% | -0.00042% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $717.5m | $35.00bn | 99.8759 | 99.7225 | 0.454% | -0.154% | -0.00070% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $868.5m | $34.85bn | 99.4195 | 96.9397 | 0.450% | -2.494% | -0.01123% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.69bn | 101.9487 | 101.8241 | 0.446% | -0.122% | -0.00055% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $1.66bn | $34.44bn | 99.6817 | 97.2950 | 0.446% | -2.394% | -0.01068% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $1.37bn | $33.64bn | 101.4715 | 100.9361 | 0.443% | -0.528% | -0.00234% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $8.43bn | $30.78bn | 110.2459 | 106.4035 | 0.441% | -3.485% | -0.01536% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 107.1610 | 104.6155 | 0.440% | -1.151% | -0.00507% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $669.7m | $31.71bn | 106.3318 | 103.0694 | 0.438% | -3.068% | -0.01344% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $2.65bn | $33.38bn | 100.6264 | 100.0374 | 0.436% | -0.585% | -0.00255% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.3149 | 100.3942 | 0.436% | +0.079% | +0.00035% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $3.36bn | $32.85bn | 101.9257 | 100.8400 | 0.435% | -0.513% | -0.00223% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.5295 | 101.4986 | 0.433% | -0.030% | -0.00013% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $6.82bn | $31.96bn | 103.4691 | 98.6065 | 0.430% | -4.700% | -0.02019% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.99bn | $31.72bn | 102.7636 | 102.7018 | 0.424% | -0.060% | -0.00025% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $2.52bn | $30.00bn | 108.6070 | 105.1685 | 0.423% | -3.166% | -0.01340% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $5.67bn | $28.54bn | 112.9552 | 111.0326 | 0.419% | -1.702% | -0.00713% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $4.21bn | $23.79bn | 135.3572 | 130.1563 | 0.418% | -3.842% | -0.01608% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $2.11bn | $29.66bn | 108.0801 | 104.7712 | 0.416% | -3.062% | -0.01275% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $1.08bn | $31.78bn | 99.4908 | 98.7552 | 0.411% | -0.739% | -0.00304% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $677.2m | $31.60bn | 99.6271 | 98.9536 | 0.409% | -0.676% | -0.00276% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $3.54bn | $29.14bn | 107.5801 | 104.0525 | 0.407% | -3.279% | -0.01336% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $9.46bn | $27.34bn | 113.7989 | 109.7514 | 0.404% | -3.557% | -0.01438% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.77bn | $27.75bn | 111.0285 | 110.4721 | 0.400% | -0.501% | -0.00201% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $3.94bn | $29.02bn | 105.5701 | 102.2256 | 0.398% | -3.168% | -0.01261% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.6878 | 109.9503 | 0.398% | -0.666% | -0.00265% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | – | $30.14bn | 101.0062 | 97.3352 | 0.396% | -3.634% | -0.01438% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.25bn | $16.24bn | 187.3556 | 179.0392 | 0.395% | -4.439% | -0.01755% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.07bn | $26.40bn | 114.7785 | 112.2846 | 0.394% | -2.173% | -0.00855% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $5.35bn | $27.60bn | 109.7038 | 104.6832 | 0.393% | -3.095% | -0.01218% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.18bn | $29.03bn | 103.6606 | 102.5502 | 0.391% | -1.071% | -0.00419% |
| 9127952D2 | 0.000% | Mar 3, 2011 | $30.00bn | – | – | $30.00bn | 99.9561 | 99.9793 | 0.390% | +0.023% | +0.00009% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $2.21bn | $28.66bn | 104.2962 | 99.5207 | 0.388% | -3.380% | -0.01313% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $3.19bn | $28.48bn | 104.9451 | 101.4131 | 0.388% | -3.366% | -0.01307% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $1.85bn | $27.66bn | 107.6672 | 104.4080 | 0.387% | -3.027% | -0.01171% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $3.74bn | $29.62bn | 100.4720 | 99.8842 | 0.387% | -0.585% | -0.00226% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.3791 | 102.3261 | 0.385% | -0.052% | -0.00020% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $10.72bn | $19.92bn | 148.3223 | 142.3016 | 0.384% | -4.059% | -0.01558% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.07bn | $28.13bn | 104.7874 | 103.6164 | 0.383% | -1.118% | -0.00428% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $5.97bn | $27.11bn | 108.7411 | 105.2232 | 0.383% | -3.235% | -0.01239% |
| 9127952G5 | 0.000% | Mar 17, 2011 | $29.00bn | – | – | $29.00bn | 99.9495 | 99.9768 | 0.377% | +0.027% | +0.00010% |
| 9127952H3 | 0.000% | Mar 24, 2011 | $29.00bn | – | – | $29.00bn | 99.9462 | 99.9746 | 0.377% | +0.028% | +0.00011% |
| 9127952J9 | 0.000% | Mar 31, 2011 | $29.00bn | – | – | $29.00bn | 99.9395 | 99.9675 | 0.377% | +0.028% | +0.00011% |
| 9127952L4 | 0.000% | Apr 14, 2011 | $29.00bn | – | – | $29.00bn | 99.9287 | 99.9596 | 0.376% | +0.031% | +0.00012% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.61bn | $28.00bn | 103.3606 | 102.3630 | 0.376% | -0.965% | -0.00363% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $1.93bn | $28.03bn | 103.1688 | 99.6005 | 0.376% | -3.459% | -0.01299% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $715.0m | $29.00bn | 99.5078 | 95.9912 | 0.375% | -3.534% | -0.01325% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $913.6m | $29.00bn | 99.1631 | 95.6144 | 0.374% | -3.579% | -0.01337% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.29bn | $25.78bn | 111.4239 | 110.4076 | 0.373% | -0.912% | -0.00340% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $624.5m | $28.97bn | 98.8793 | 95.2690 | 0.372% | -3.651% | -0.01359% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 102.9715 | 101.3874 | 0.371% | -0.810% | -0.00300% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $6.34bn | $26.45bn | 107.4812 | 104.0672 | 0.369% | -3.176% | -0.01173% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.3312 | 101.3071 | 0.367% | -0.024% | -0.00009% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $2.66bn | $26.19bn | 108.0124 | 104.7859 | 0.367% | -2.987% | -0.01098% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.6848 | 101.6518 | 0.365% | -0.032% | -0.00012% |
| 9127952N0 | 0.000% | Apr 28, 2011 | $28.00bn | – | – | $28.00bn | 99.9255 | 99.9541 | 0.363% | +0.029% | +0.00010% |
| 9127952M2 | 0.000% | Apr 21, 2011 | $28.00bn | – | – | $28.00bn | 99.9251 | 99.9568 | 0.363% | +0.032% | +0.00012% |
| 9127952Q3 | 0.000% | May 12, 2011 | $28.00bn | – | – | $28.00bn | 99.9094 | 99.9487 | 0.363% | +0.039% | +0.00014% |
| 9127952R1 | 0.000% | May 19, 2011 | $28.00bn | – | – | $28.00bn | 99.9056 | 99.9382 | 0.363% | +0.033% | +0.00012% |
| 9127952S9 | 0.000% | May 26, 2011 | $28.00bn | – | – | $28.00bn | 99.8967 | 99.9351 | 0.363% | +0.038% | +0.00014% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 103.1470 | 102.1916 | 0.360% | -0.017% | -0.00006% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.22bn | $24.07bn | 113.5537 | 112.2992 | 0.355% | -1.105% | -0.00392% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $10.54bn | $23.93bn | 112.8073 | 110.6209 | 0.351% | -1.938% | -0.00680% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 129.9662 | 130.8390 | 0.348% | +0.672% | +0.00234% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.3320 | 100.8087 | 0.348% | +0.039% | +0.00013% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $10.23bn | $23.85bn | 111.9525 | 107.9620 | 0.347% | -3.564% | -0.01236% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 109.9769 | 104.7554 | 0.340% | -4.748% | -0.01614% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 128.0898 | 128.1321 | 0.337% | +0.033% | +0.00011% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 112.7191 | 111.0753 | 0.336% | -1.458% | -0.00490% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.6150 | 101.5834 | 0.333% | -0.031% | -0.00010% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 104.8111 | 104.8533 | 0.333% | +0.040% | +0.00013% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 183.0844 | 175.2244 | 0.332% | -4.293% | -0.01424% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.50bn | $24.32bn | 103.8492 | 103.0931 | 0.328% | -0.728% | -0.00239% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.93bn | $24.35bn | 103.6787 | 102.8043 | 0.328% | -0.843% | -0.00277% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.72bn | $22.98bn | 109.8363 | 106.5652 | 0.328% | -2.978% | -0.00977% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $294.0m | $19.71bn | 127.4324 | 127.9436 | 0.326% | +0.401% | +0.00131% |
| 912795W64 | 0.000% | Jun 2, 2011 | $25.00bn | – | – | $25.00bn | 99.8927 | 99.9320 | 0.324% | +0.039% | +0.00013% |
| 912795X22 | 0.000% | Jun 30, 2011 | $25.00bn | – | – | $25.00bn | 99.8822 | 99.9045 | 0.324% | +0.022% | +0.00007% |
| 912795X63 | 0.000% | Jul 28, 2011 | $25.00bn | – | – | $25.00bn | 99.8600 | 99.8839 | 0.324% | +0.024% | +0.00008% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $25.00bn | – | – | $25.00bn | 99.8288 | 99.8683 | 0.324% | +0.040% | +0.00013% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $25.00bn | – | – | $25.00bn | 99.8027 | 99.8307 | 0.324% | +0.028% | +0.00009% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.6675 | 101.6678 | 0.322% | +0.000% | +0.00000% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 107.5010 | 106.8781 | 0.321% | -0.579% | -0.00186% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.22bn | $21.50bn | 113.2473 | 111.9096 | 0.316% | -1.181% | -0.00374% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.4523 | 101.4556 | 0.315% | +0.003% | +0.00001% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 115.1364 | 112.4841 | 0.314% | -2.304% | -0.00724% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $24.00bn | – | – | $24.00bn | 99.7750 | 99.7965 | 0.311% | +0.022% | +0.00007% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 106.9307 | 106.8991 | 0.311% | -0.030% | -0.00009% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.84bn | $17.81bn | 133.8030 | 127.8322 | 0.310% | -4.462% | -0.01382% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $24.64bn | – | $643.5m | $24.00bn | 99.0223 | 94.5428 | 0.309% | -4.524% | -0.01397% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $336.0m | $18.66bn | 126.7552 | 126.4357 | 0.307% | -0.252% | -0.00077% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 107.6379 | 107.1416 | 0.307% | -0.461% | -0.00142% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.04bn | $19.80bn | 116.4769 | 113.6304 | 0.300% | -2.444% | -0.00732% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $23.00bn | – | – | $23.00bn | 99.7458 | 99.7771 | 0.298% | +0.031% | +0.00009% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $485.0m | $18.52bn | 123.7881 | 122.9313 | 0.298% | -0.692% | -0.00206% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 116.7044 | 113.1573 | 0.298% | -3.039% | -0.00904% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.96bn | $21.75bn | 103.9453 | 102.9912 | 0.294% | -0.918% | -0.00270% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 102.4674 | 102.4783 | 0.290% | +0.011% | +0.00003% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.27bn | $20.79bn | 106.2355 | 105.5487 | 0.287% | -0.646% | -0.00186% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 91.4334 | 87.0910 | 0.286% | -4.749% | -0.01360% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.83bn | $19.96bn | 110.1101 | 105.3707 | 0.285% | -2.828% | -0.00807% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 104.1063 | 103.2122 | 0.284% | -0.859% | -0.00244% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 118.8628 | 115.1012 | 0.281% | -3.165% | -0.00889% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.52bn | $19.62bn | 108.6311 | 106.4655 | 0.277% | -0.440% | -0.00122% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 124.7678 | 122.6987 | 0.275% | -1.658% | -0.00455% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.20bn | $15.81bn | 132.4582 | 126.1416 | 0.272% | -4.769% | -0.01298% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $6.18bn | $19.33bn | 108.2926 | 103.1716 | 0.272% | -4.729% | -0.01286% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.04bn | $16.96bn | 123.0295 | 117.7705 | 0.271% | -4.275% | -0.01158% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $308.0m | $16.69bn | 123.8366 | 122.7074 | 0.269% | -0.912% | -0.00245% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $5.56bn | $19.58bn | 104.7170 | 101.8073 | 0.266% | -2.779% | -0.00740% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $370.0m | $16.63bn | 122.6511 | 120.9386 | 0.265% | -1.396% | -0.00370% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.73bn | 114.5003 | 110.6690 | 0.264% | -3.346% | -0.00882% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 108.5656 | 108.0557 | 0.262% | -0.470% | -0.00123% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $5.20bn | $16.99bn | 117.8886 | 114.2408 | 0.260% | -3.094% | -0.00805% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.68bn | $16.62bn | 118.9453 | 115.8187 | 0.257% | -2.629% | -0.00675% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 108.7360 | 105.5855 | 0.254% | -2.897% | -0.00737% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.5489 | 106.1462 | 0.254% | -0.378% | -0.00096% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 119.1495 | 115.7741 | 0.252% | -2.833% | -0.00713% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 111.3871 | 111.7316 | 0.250% | +0.309% | +0.00077% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 108.7902 | 105.7098 | 0.247% | -2.831% | -0.00700% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $3.04bn | $14.01bn | 135.4637 | 128.9710 | 0.246% | -4.793% | -0.01181% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.4159 | 106.9207 | 0.244% | -0.461% | -0.00112% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.30bn | $14.95bn | 124.2511 | 121.9288 | 0.241% | -1.869% | -0.00451% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $9.69bn | $15.90bn | 116.0114 | 112.3904 | 0.240% | -3.121% | -0.00748% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 107.1455 | 106.9789 | 0.237% | -0.155% | -0.00037% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.76bn | $17.14bn | 105.7248 | 102.7766 | 0.235% | -2.789% | -0.00657% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.91bn | $13.91bn | 130.2267 | 126.9814 | 0.235% | -2.492% | -0.00586% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $6.33bn | $16.85bn | 106.3234 | 103.4689 | 0.233% | -2.685% | -0.00625% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 108.6685 | 108.2972 | 0.231% | -0.342% | -0.00079% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.59bn | $13.89bn | 127.1622 | 121.4206 | 0.229% | -4.515% | -0.01036% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 105.0821 | 104.7150 | 0.229% | -0.349% | -0.00080% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.42bn | $14.01bn | 124.3274 | 118.3719 | 0.226% | -4.790% | -0.01084% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 108.0652 | 107.9888 | 0.226% | -0.071% | -0.00016% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $241.4m | $14.93bn | 114.5168 | 107.4866 | 0.222% | -6.139% | -0.01364% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $272.3m | $13.88bn | 122.2563 | 116.4637 | 0.220% | -4.738% | -0.01044% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $519.0m | $14.67bn | 115.0819 | 112.1035 | 0.219% | -2.588% | -0.00568% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $476.0m | $13.52bn | 123.7649 | 121.2358 | 0.217% | -2.044% | -0.00444% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $7.67bn | $11.27bn | 147.3845 | 142.2694 | 0.216% | -3.471% | -0.00749% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $16.43bn | – | $453.0m | $15.98bn | 103.3441 | 98.4815 | 0.214% | -4.705% | -0.01009% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 109.0917 | 108.9277 | 0.213% | -0.150% | -0.00032% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 117.2835 | 111.7393 | 0.212% | -4.727% | -0.01003% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 133.0502 | 129.4214 | 0.211% | -2.727% | -0.00576% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 102.3259 | 102.3616 | 0.210% | +0.035% | +0.00007% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.43bn | $13.98bn | 114.9119 | 112.3718 | 0.209% | -2.210% | -0.00461% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 104.4254 | 104.4720 | 0.208% | +0.045% | +0.00009% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 104.9885 | 102.4800 | 0.208% | +0.051% | +0.00011% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 102.2778 | 102.3334 | 0.207% | +0.054% | +0.00011% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 112.3874 | 106.8862 | 0.204% | -4.895% | -0.01000% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.89bn | $14.64bn | 107.2840 | 102.2388 | 0.204% | -4.703% | -0.00960% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.27bn | $13.49bn | 116.3570 | 113.5793 | 0.204% | -2.387% | -0.00487% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 104.6919 | 104.7541 | 0.203% | +0.059% | +0.00012% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 114.1128 | 108.7887 | 0.203% | -4.666% | -0.00946% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.8165 | 107.3657 | 0.202% | -0.418% | -0.00085% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 111.3563 | 112.1313 | 0.202% | +0.696% | +0.00141% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 102.3550 | 102.3931 | 0.202% | +0.037% | +0.00008% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 104.2352 | 104.2995 | 0.201% | +0.062% | +0.00012% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 102.2061 | 102.2414 | 0.201% | +0.034% | +0.00007% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 109.9596 | 107.3719 | 0.200% | -2.353% | -0.00471% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.7301 | 105.4496 | 0.200% | -0.265% | -0.00053% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 106.5917 | 104.2571 | 0.197% | -0.021% | -0.00004% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 106.4332 | 106.7243 | 0.194% | +0.273% | +0.00053% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 106.2977 | 106.2995 | 0.191% | +0.002% | +0.00000% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 106.1797 | 105.9375 | 0.190% | -0.228% | -0.00043% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 142.9348 | 136.7925 | 0.190% | -4.297% | -0.00818% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $7.67bn | $9.38bn | 155.0992 | 149.2276 | 0.189% | -3.786% | -0.00716% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 142.4805 | 138.3719 | 0.187% | -2.884% | -0.00540% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 131.7296 | 125.6739 | 0.186% | -4.597% | -0.00855% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 106.2291 | 106.3268 | 0.184% | +0.092% | +0.00017% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 104.1686 | 104.2016 | 0.181% | +0.032% | +0.00006% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 104.3336 | 104.3802 | 0.179% | +0.045% | +0.00008% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 108.1107 | 106.0613 | 0.178% | -0.219% | -0.00039% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 106.7439 | 106.7323 | 0.177% | -0.011% | -0.00002% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 102.1053 | 102.1114 | 0.172% | +0.006% | +0.00001% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 107.7239 | 107.6092 | 0.171% | -0.106% | -0.00018% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 105.8530 | 105.6902 | 0.171% | -0.154% | -0.00026% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.00bn | $9.19bn | 142.3614 | 136.0717 | 0.170% | -4.418% | -0.00751% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 152.1984 | 147.0880 | 0.168% | -3.358% | -0.00565% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 106.9256 | 106.7476 | 0.167% | -0.166% | -0.00028% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 106.5504 | 106.5033 | 0.166% | -0.044% | -0.00007% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 127.7938 | 127.8403 | 0.164% | +0.036% | +0.00006% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.5171 | 107.3931 | 0.164% | -0.115% | -0.00019% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.6084 | 108.4918 | 0.158% | -0.107% | -0.00017% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 106.5443 | 106.5374 | 0.157% | -0.006% | -0.00001% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 148.1861 | 142.2986 | 0.157% | -3.973% | -0.00623% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 143.8152 | 137.7466 | 0.151% | -4.220% | -0.00638% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 109.1338 | 106.6342 | 0.147% | -0.057% | -0.00008% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 151.0503 | 144.5153 | 0.146% | -4.326% | -0.00632% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 120.9508 | 115.0231 | 0.145% | -4.901% | -0.00713% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.26bn | $9.09bn | 122.2595 | 116.3553 | 0.144% | -4.829% | -0.00697% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.06bn | $7.53bn | 147.4252 | 140.8902 | 0.144% | -4.433% | -0.00640% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $3.19bn | $8.59bn | 125.6454 | 119.6073 | 0.140% | -4.806% | -0.00674% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $3.37bn | $7.81bn | 134.7976 | 128.4718 | 0.137% | -4.693% | -0.00642% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.92bn | $7.05bn | 146.3546 | 142.1817 | 0.134% | -2.851% | -0.00382% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 148.8279 | 142.8498 | 0.126% | -4.017% | -0.00508% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 136.8810 | 130.4111 | 0.125% | -4.727% | -0.00591% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.98bn | $6.54bn | 144.9266 | 142.8105 | 0.123% | -1.460% | -0.00180% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $3.32bn | $6.18bn | 151.3533 | 145.3319 | 0.121% | -3.978% | -0.00483% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 140.2880 | 133.8196 | 0.113% | -4.611% | -0.00523% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 137.3084 | 130.8488 | 0.107% | -4.704% | -0.00502% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 141.5747 | 135.0863 | 0.105% | -4.583% | -0.00483% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $284.0m | $4.72bn | 168.4417 | 159.7151 | 0.103% | -5.181% | -0.00535% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $4.25bn | $5.22bn | 151.6821 | 146.1630 | 0.103% | -3.639% | -0.00375% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.7776 | 130.7005 | 0.100% | +0.711% | +0.00071% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 146.2120 | 139.9384 | 0.092% | -4.291% | -0.00393% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.64bn | $4.53bn | 150.1478 | 145.3120 | 0.088% | -3.221% | -0.00285% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 149.1533 | 144.3289 | 0.085% | -3.235% | -0.00273% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $3.40bn | $4.18bn | 152.2617 | 146.5281 | 0.083% | -3.766% | -0.00311% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 141.3115 | 138.3992 | 0.067% | -2.061% | -0.00139% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.91bn | $3.51bn | 141.8397 | 138.8567 | 0.065% | -2.103% | -0.00136% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.61bn | $2.42bn | 145.8682 | 143.1960 | 0.046% | -1.832% | -0.00084% |
| Total | $7.21tn | 100.000% | -1.55385% | ||||||||
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.