Rebalance of February 28, 2011
US Treasury Aggregate constituents
Every one of the 279 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
- 279
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.140944%
- Market value
- $7.52tn
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 -0.140944% against a published month return of -0.140944%, a difference of 7.7e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795V99 | 0.000% | Mar 10, 2011 | $110.00bn | – | – | $110.00bn | 99.9842 | 99.9969 | 1.462% | +0.013% | +0.00019% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $84.00bn | – | – | $84.00bn | 99.9725 | 99.9894 | 1.116% | +0.017% | +0.00019% |
| 9127952G5 | 0.000% | Mar 17, 2011 | $83.00bn | – | – | $83.00bn | 99.9813 | 99.9948 | 1.103% | +0.014% | +0.00015% |
| 9127952H3 | 0.000% | Mar 24, 2011 | $83.00bn | – | – | $83.00bn | 99.9783 | 99.9913 | 1.103% | +0.013% | +0.00014% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 105.4558 | 103.0464 | 0.939% | -0.566% | -0.00532% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $2.22bn | $66.00bn | 103.0666 | 102.5874 | 0.904% | -0.465% | -0.00421% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $1.85bn | $66.00bn | 95.7751 | 94.0390 | 0.840% | -0.442% | -0.00372% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.41bn | $66.00bn | 94.6281 | 94.2686 | 0.830% | -0.380% | -0.00315% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $10.73bn | $60.31bn | 102.9147 | 102.3008 | 0.825% | -0.597% | -0.00492% |
| 9127952J9 | 0.000% | Mar 31, 2011 | $58.00bn | – | – | $58.00bn | 99.9771 | 99.9922 | 0.771% | +0.015% | +0.00012% |
| 9127952L4 | 0.000% | Apr 14, 2011 | $58.00bn | – | – | $58.00bn | 99.9696 | 99.9862 | 0.771% | +0.017% | +0.00013% |
| 9127952M2 | 0.000% | Apr 21, 2011 | $57.00bn | – | – | $57.00bn | 99.9689 | 99.9827 | 0.758% | +0.014% | +0.00010% |
| 9127952N0 | 0.000% | Apr 28, 2011 | $57.00bn | – | – | $57.00bn | 99.9638 | 99.9803 | 0.758% | +0.017% | +0.00013% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $11.40bn | $53.01bn | 101.8608 | 101.1963 | 0.718% | -0.652% | -0.00468% |
| 912795VE8 | 0.000% | May 5, 2011 | $54.00bn | – | – | $54.00bn | 99.9608 | 99.9780 | 0.718% | +0.017% | +0.00012% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $16.62bn | $50.13bn | 106.2371 | 103.8277 | 0.708% | -0.562% | -0.00398% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $5.62bn | $53.05bn | 100.1454 | 98.0751 | 0.706% | -0.694% | -0.00490% |
| 912795W64 | 0.000% | Jun 2, 2011 | $53.00bn | – | – | $53.00bn | 99.9458 | 99.9608 | 0.704% | +0.015% | +0.00011% |
| 912795X22 | 0.000% | Jun 30, 2011 | $53.00bn | – | – | $53.00bn | 99.9333 | 99.9526 | 0.704% | +0.019% | +0.00014% |
| 912795X63 | 0.000% | Jul 28, 2011 | $53.00bn | – | – | $53.00bn | 99.9209 | 99.9375 | 0.704% | +0.017% | +0.00012% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $10.36bn | $47.00bn | 107.3080 | 106.5981 | 0.670% | -0.662% | -0.00444% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.1219 | 101.1676 | 0.592% | +0.045% | +0.00027% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 101.1007 | 101.0843 | 0.591% | -0.016% | -0.00010% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.9972 | 100.5649 | 0.591% | +0.005% | +0.00003% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.8194 | 100.8655 | 0.590% | +0.046% | +0.00027% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.7759 | 100.7907 | 0.590% | +0.015% | +0.00009% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.5962 | 100.6013 | 0.588% | +0.005% | +0.00003% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.5361 | 100.5625 | 0.588% | +0.026% | +0.00015% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.8719 | 100.8863 | 0.577% | +0.014% | +0.00008% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.62bn | $41.42bn | 104.6666 | 102.7252 | 0.576% | -0.720% | -0.00415% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $3.19bn | $41.72bn | 103.6053 | 102.0539 | 0.575% | +0.735% | +0.00422% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.49bn | $40.93bn | 104.9141 | 104.2002 | 0.571% | -0.681% | -0.00389% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.89bn | $41.37bn | 103.3365 | 102.6250 | 0.568% | -0.689% | -0.00391% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.8942 | 100.4090 | 0.563% | +0.015% | +0.00008% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.6611 | 100.6563 | 0.562% | -0.005% | -0.00003% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.4090 | 100.4239 | 0.561% | +0.015% | +0.00008% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $1.70bn | $41.77bn | 98.1927 | 98.9373 | 0.545% | +0.758% | +0.00414% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $3.72bn | $39.18bn | 104.5798 | 103.8669 | 0.545% | -0.682% | -0.00371% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.89bn | $38.82bn | 104.8403 | 104.1480 | 0.541% | -0.660% | -0.00357% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $4.50bn | $38.74bn | 105.0133 | 104.3101 | 0.541% | -0.670% | -0.00362% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $3.34bn | $41.23bn | 98.2864 | 99.0623 | 0.539% | +0.789% | +0.00425% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $3.35bn | $38.66bn | 104.5789 | 103.8564 | 0.538% | -0.691% | -0.00371% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $5.38bn | $39.60bn | 101.8588 | 101.7464 | 0.536% | -0.110% | -0.00059% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.4744 | 100.4990 | 0.534% | +0.024% | +0.00013% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.4302 | 100.4161 | 0.534% | -0.014% | -0.00008% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.35bn | $41.55bn | 96.0720 | 96.8070 | 0.531% | +0.765% | +0.00406% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $2.58bn | $38.98bn | 101.6583 | 101.5147 | 0.527% | -0.141% | -0.00074% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $2.51bn | $37.67bn | 105.1041 | 103.2252 | 0.526% | -0.658% | -0.00346% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.56bn | $38.12bn | 103.2562 | 102.5240 | 0.523% | -0.709% | -0.00371% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.9742 | 101.8613 | 0.520% | -0.111% | -0.00058% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.4231 | 100.4279 | 0.520% | +0.005% | +0.00002% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $6.33bn | $38.16bn | 102.2602 | 101.3969 | 0.519% | -0.172% | -0.00089% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $1.70bn | $38.51bn | 101.2734 | 101.1411 | 0.519% | -0.131% | -0.00068% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 90.8213 | 89.5874 | 0.506% | +0.775% | +0.00392% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.31bn | $37.17bn | 102.1530 | 101.9468 | 0.505% | -0.202% | -0.00102% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.3767 | 100.3313 | 0.503% | -0.045% | -0.00023% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.3810 | 100.4175 | 0.500% | +0.036% | +0.00018% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $5.62bn | $34.36bn | 105.0073 | 104.3665 | 0.480% | -0.610% | -0.00293% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.0027 | 99.9378 | 0.479% | -0.065% | -0.00031% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | – | $35.70bn | 100.4118 | 99.6290 | 0.477% | -0.780% | -0.00372% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | – | $35.70bn | 100.1580 | 99.9563 | 0.475% | -0.201% | -0.00096% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $8.41bn | $34.52bn | 102.9928 | 102.7524 | 0.473% | -0.233% | -0.00110% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $6.43bn | $35.01bn | 101.5476 | 100.0803 | 0.473% | +0.771% | +0.00364% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $6.49bn | $34.82bn | 101.9213 | 101.6839 | 0.472% | -0.233% | -0.00110% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.0970 | 99.8760 | 0.471% | -0.033% | -0.00016% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $6.38bn | $34.49bn | 102.5865 | 101.9063 | 0.470% | -0.663% | -0.00312% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $1.75bn | $35.00bn | 100.2427 | 100.0723 | 0.466% | -0.170% | -0.00079% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 99.9088 | 99.8128 | 0.464% | -0.096% | -0.00045% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 102.0592 | 101.9781 | 0.457% | -0.080% | -0.00036% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.3702 | 100.4063 | 0.447% | +0.036% | +0.00016% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $2.86bn | $34.02bn | 98.4380 | 97.0971 | 0.445% | -0.727% | -0.00324% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.6400 | 101.6214 | 0.443% | -0.018% | -0.00008% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.53bn | $31.55bn | 105.2633 | 104.6226 | 0.441% | -0.609% | -0.00269% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $1.80bn | $33.91bn | 97.7899 | 97.0741 | 0.441% | -0.732% | -0.00323% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $2.49bn | $33.61bn | 98.1446 | 97.4282 | 0.439% | -0.730% | -0.00320% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 102.9022 | 101.9739 | 0.434% | -0.052% | -0.00022% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.82bn | $32.56bn | 100.1178 | 99.9688 | 0.433% | -0.149% | -0.00065% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $3.83bn | $32.20bn | 100.3465 | 99.6540 | 0.430% | -0.316% | -0.00136% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $3.99bn | $32.39bn | 98.0817 | 97.3438 | 0.422% | -0.752% | -0.00318% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $5.67bn | $30.54bn | 101.1484 | 100.8911 | 0.411% | -0.254% | -0.00104% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $6.66bn | $27.55bn | 112.0041 | 109.3422 | 0.410% | -0.591% | -0.00242% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.4470 | 109.9945 | 0.406% | -0.410% | -0.00166% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $3.07bn | $28.69bn | 105.6466 | 104.8883 | 0.403% | -0.718% | -0.00289% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $3.08bn | $29.30bn | 103.0843 | 103.6099 | 0.402% | +0.510% | +0.00205% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 110.8696 | 108.3519 | 0.400% | -0.354% | -0.00142% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $11.17bn | $28.03bn | 107.0856 | 104.6354 | 0.399% | -0.654% | -0.00261% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $3.84bn | $28.68bn | 104.5086 | 103.7816 | 0.399% | -0.696% | -0.00277% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.21bn | $29.00bn | 103.1379 | 102.5642 | 0.398% | -0.556% | -0.00221% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $4.63bn | $23.37bn | 127.9602 | 129.7745 | 0.398% | +1.418% | +0.00564% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $7.87bn | $30.90bn | 96.3220 | 97.1195 | 0.396% | +0.828% | +0.00328% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | – | $29.58bn | 99.7260 | 99.0853 | 0.392% | -0.642% | -0.00252% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.6954 | 101.6865 | 0.391% | -0.009% | -0.00003% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $8.95bn | $29.26bn | 100.3173 | 99.6089 | 0.390% | -0.706% | -0.00276% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.08bn | $28.13bn | 104.2332 | 103.5938 | 0.390% | -0.613% | -0.00239% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $5.92bn | $29.09bn | 100.7345 | 100.4368 | 0.390% | -0.295% | -0.00115% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.79bn | $25.68bn | 113.2758 | 110.4144 | 0.387% | -0.650% | -0.00251% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.33bn | $25.75bn | 111.0353 | 108.5609 | 0.380% | -0.427% | -0.00162% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $4.98bn | $28.38bn | 100.1942 | 99.8147 | 0.378% | -0.379% | -0.00143% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.43bn | $16.07bn | 176.1926 | 178.6431 | 0.376% | +1.391% | +0.00523% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.8653 | 100.8586 | 0.374% | -0.007% | -0.00002% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.7602 | 101.0844 | 0.374% | +0.012% | +0.00004% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.31bn | $27.30bn | 102.9087 | 102.3558 | 0.373% | -0.537% | -0.00201% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $11.35bn | $25.45bn | 110.3166 | 107.6234 | 0.373% | -0.628% | -0.00235% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $726.0m | $28.98bn | 96.7352 | 95.1301 | 0.373% | -0.690% | -0.00257% |
| 9127952Q3 | 0.000% | May 12, 2011 | $28.00bn | – | – | $28.00bn | 99.9579 | 99.9757 | 0.372% | +0.018% | +0.00007% |
| 9127952R1 | 0.000% | May 19, 2011 | $28.00bn | – | – | $28.00bn | 99.9520 | 99.9711 | 0.372% | +0.019% | +0.00007% |
| 9127952S9 | 0.000% | May 26, 2011 | $28.00bn | – | – | $28.00bn | 99.9521 | 99.9662 | 0.372% | +0.014% | +0.00005% |
| 9127952U4 | 0.000% | Jun 9, 2011 | $28.00bn | – | – | $28.00bn | 99.9427 | 99.9607 | 0.372% | +0.018% | +0.00007% |
| 9127952V2 | 0.000% | Jun 16, 2011 | $28.00bn | – | – | $28.00bn | 99.9396 | 99.9580 | 0.372% | +0.018% | +0.00007% |
| 9127952W0 | 0.000% | Jun 23, 2011 | $28.00bn | – | – | $28.00bn | 99.9364 | 99.9553 | 0.372% | +0.019% | +0.00007% |
| 9127952Z3 | 0.000% | Jul 14, 2011 | $28.00bn | – | – | $28.00bn | 99.9271 | 99.9433 | 0.372% | +0.016% | +0.00006% |
| 9127952X8 | 0.000% | Jul 7, 2011 | $28.00bn | – | – | $28.00bn | 99.9259 | 99.9498 | 0.372% | +0.024% | +0.00009% |
| 9127953A7 | 0.000% | Jul 21, 2011 | $28.00bn | – | – | $28.00bn | 99.9240 | 99.9404 | 0.372% | +0.016% | +0.00006% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $829.5m | $28.77bn | 95.9817 | 95.3455 | 0.367% | -0.663% | -0.00243% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $6.25bn | $26.71bn | 103.1010 | 102.3750 | 0.366% | -0.704% | -0.00258% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.3410 | 102.2977 | 0.366% | -0.042% | -0.00015% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.26bn | $24.04bn | 113.0547 | 112.5159 | 0.361% | -0.477% | -0.00172% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $3.76bn | $25.75bn | 105.3345 | 104.5652 | 0.361% | -0.730% | -0.00263% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $12.33bn | $26.77bn | 101.1970 | 100.4983 | 0.360% | -0.690% | -0.00249% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $1.86bn | $28.05bn | 96.2950 | 95.6892 | 0.359% | -0.629% | -0.00226% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $5.68bn | $26.79bn | 99.6614 | 99.2503 | 0.355% | -0.412% | -0.00146% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.8984 | 100.9224 | 0.354% | +0.024% | +0.00008% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $8.12bn | $24.96bn | 106.0759 | 105.3884 | 0.352% | -0.648% | -0.00228% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $4.04bn | $26.00bn | 101.8201 | 101.3424 | 0.352% | -0.469% | -0.00165% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $8.03bn | $24.92bn | 105.5685 | 104.8199 | 0.350% | -0.709% | -0.00248% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 129.8880 | 130.8131 | 0.348% | +0.712% | +0.00248% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $758.0m | $20.24bn | 128.4820 | 129.2570 | 0.346% | +0.603% | +0.00209% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.52bn | $22.95bn | 111.9157 | 111.3695 | 0.341% | -0.488% | -0.00167% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.6930 | 101.6738 | 0.341% | -0.019% | -0.00006% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 104.9035 | 102.4121 | 0.341% | +0.008% | +0.00003% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $4.34bn | $25.61bn | 99.1628 | 98.5028 | 0.338% | -0.666% | -0.00225% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $7.25bn | $25.60bn | 99.1077 | 98.7089 | 0.337% | -0.402% | -0.00136% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $11.77bn | $22.70bn | 111.6388 | 110.8954 | 0.337% | -0.666% | -0.00224% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $8.69bn | $24.10bn | 104.9012 | 102.7269 | 0.336% | -0.643% | -0.00216% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $4.93bn | $23.92bn | 105.6825 | 103.4457 | 0.336% | -0.697% | -0.00234% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $7.74bn | $24.96bn | 100.2345 | 99.7493 | 0.333% | -0.484% | -0.00161% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $25.00bn | – | – | $25.00bn | 99.9027 | 99.9159 | 0.332% | +0.013% | +0.00004% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $25.00bn | – | – | $25.00bn | 99.8895 | 99.8970 | 0.332% | +0.008% | +0.00002% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $496.0m | $19.50bn | 128.0228 | 128.9752 | 0.332% | +0.744% | +0.00247% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $7.02bn | $24.25bn | 102.3798 | 101.9214 | 0.330% | -0.448% | -0.00148% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.7155 | 101.7281 | 0.330% | +0.012% | +0.00004% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $13.36bn | $17.28bn | 142.7550 | 142.6238 | 0.328% | -0.092% | -0.00030% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 107.2521 | 106.8362 | 0.327% | -0.388% | -0.00127% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $5.11bn | $25.03bn | 98.0769 | 97.4375 | 0.326% | -0.652% | -0.00213% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.62bn | $23.78bn | 102.6101 | 101.1115 | 0.324% | +0.732% | +0.00238% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.5333 | 101.5749 | 0.323% | +0.041% | +0.00013% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $9.58bn | $23.10bn | 104.8966 | 104.2320 | 0.322% | -0.634% | -0.00204% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $12.86bn | $23.89bn | 101.3441 | 100.6022 | 0.322% | -0.732% | -0.00236% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $7.97bn | $24.31bn | 99.2747 | 98.9069 | 0.321% | -0.370% | -0.00119% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.35bn | $21.37bn | 112.7446 | 110.0081 | 0.320% | -0.542% | -0.00174% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $24.00bn | – | – | $24.00bn | 99.8544 | 99.8830 | 0.319% | +0.029% | +0.00009% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.10bn | $22.60bn | 105.9152 | 105.1041 | 0.318% | -0.766% | -0.00244% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 107.0020 | 104.5635 | 0.318% | -0.001% | -0.00000% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.96bn | $13.82bn | 172.6412 | 174.9667 | 0.317% | +1.347% | +0.00427% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $4.94bn | $22.88bn | 103.4712 | 103.0625 | 0.315% | -0.395% | -0.00124% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $7.32bn | $23.55bn | 100.3147 | 99.6644 | 0.314% | -0.648% | -0.00204% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $12.33bn | $21.74bn | 108.6162 | 107.9472 | 0.314% | -0.616% | -0.00193% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 107.4544 | 105.5397 | 0.314% | -0.328% | -0.00103% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $8.60bn | $23.07bn | 102.1947 | 101.5625 | 0.313% | -0.619% | -0.00194% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $514.0m | $18.49bn | 127.0329 | 127.7218 | 0.312% | +0.542% | +0.00169% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.62bn | $20.60bn | 113.4696 | 112.6927 | 0.311% | -0.685% | -0.00213% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $23.00bn | – | – | $23.00bn | 99.8308 | 99.8617 | 0.305% | +0.031% | +0.00009% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $538.0m | $18.46bn | 123.9157 | 124.5598 | 0.304% | +0.520% | +0.00158% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.89bn | $17.76bn | 127.9185 | 124.8980 | 0.302% | +0.082% | +0.00025% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.70bn | $19.60bn | 114.0903 | 113.4168 | 0.297% | -0.590% | -0.00175% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.44bn | $19.40bn | 114.5788 | 111.5178 | 0.296% | -0.708% | -0.00209% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $12.40bn | $21.31bn | 103.5164 | 102.0676 | 0.293% | -0.494% | -0.00145% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 104.6497 | 105.1213 | 0.292% | +0.451% | +0.00132% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $22.00bn | – | – | $22.00bn | 99.7968 | 99.8389 | 0.292% | +0.042% | +0.00012% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $22.00bn | – | – | $22.00bn | 99.7693 | 99.8057 | 0.292% | +0.036% | +0.00011% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.59bn | $20.48bn | 105.8940 | 105.4817 | 0.288% | -0.389% | -0.00112% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 123.3688 | 123.5193 | 0.278% | +0.122% | +0.00034% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.7671 | 106.4656 | 0.276% | -0.282% | -0.00078% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $10.19bn | $17.81bn | 115.9130 | 112.8087 | 0.274% | -0.629% | -0.00173% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 123.6618 | 124.1785 | 0.274% | +0.418% | +0.00114% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 84.9918 | 83.8854 | 0.270% | +0.757% | +0.00205% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $448.0m | $16.55bn | 121.8507 | 122.1274 | 0.268% | +0.227% | +0.00061% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $10.66bn | $19.80bn | 100.8993 | 100.2996 | 0.266% | -0.594% | -0.00158% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.6968 | 106.3641 | 0.264% | -0.312% | -0.00082% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.73bn | 111.4470 | 110.6820 | 0.263% | -0.686% | -0.00180% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.25bn | $15.76bn | 125.2885 | 125.8873 | 0.263% | +0.478% | +0.00125% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.4591 | 106.1695 | 0.259% | -0.272% | -0.00071% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.47bn | $18.31bn | 106.3185 | 105.5074 | 0.259% | -0.763% | -0.00197% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.22bn | $16.78bn | 115.2362 | 116.9510 | 0.257% | +1.488% | +0.00383% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.0531 | 112.3783 | 0.257% | +0.290% | +0.00075% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $6.65bn | $18.86bn | 100.8759 | 101.5989 | 0.253% | +0.717% | +0.00181% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 105.6112 | 106.1539 | 0.253% | +0.514% | +0.00130% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 116.8145 | 113.5635 | 0.252% | -0.696% | -0.00176% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $6.85bn | $18.28bn | 102.7153 | 101.9293 | 0.250% | -0.765% | -0.00191% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.2620 | 106.9688 | 0.249% | -0.273% | -0.00068% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $6.22bn | $15.98bn | 115.1990 | 112.1476 | 0.245% | -0.641% | -0.00157% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.30bn | $14.95bn | 122.5548 | 122.7613 | 0.244% | +0.168% | +0.00041% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 107.1744 | 107.0150 | 0.243% | -0.149% | -0.00036% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $7.91bn | $15.38bn | 116.8230 | 115.9694 | 0.239% | -0.731% | -0.00175% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.11bn | $16.78bn | 106.6875 | 105.8438 | 0.238% | -0.791% | -0.00188% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 108.6026 | 106.4624 | 0.236% | -0.187% | -0.00044% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.9766 | 104.7315 | 0.234% | -0.234% | -0.00055% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.11bn | $13.71bn | 128.0622 | 127.1542 | 0.233% | -0.709% | -0.00166% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 108.1773 | 105.9192 | 0.232% | -0.065% | -0.00015% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $10.61bn | $16.29bn | 103.7056 | 102.8774 | 0.225% | -0.799% | -0.00179% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 110.3659 | 110.9141 | 0.220% | +0.497% | +0.00109% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 112.1083 | 112.6744 | 0.219% | +0.505% | +0.00110% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.65bn | $13.83bn | 118.5205 | 120.1801 | 0.218% | +1.400% | +0.00305% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $577.0m | $13.42bn | 121.6030 | 121.6962 | 0.217% | +0.077% | +0.00017% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.48bn | $13.95bn | 116.9830 | 114.8016 | 0.217% | +0.433% | +0.00094% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 102.3750 | 102.4063 | 0.215% | +0.031% | +0.00007% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 104.4988 | 102.2313 | 0.214% | +0.043% | +0.00009% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $4.55bn | $12.50bn | 127.6279 | 128.2676 | 0.212% | +0.501% | +0.00106% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 102.3369 | 102.3273 | 0.212% | -0.009% | -0.00002% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $11.53bn | $14.06bn | 113.1571 | 112.4739 | 0.211% | -0.604% | -0.00128% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $7.99bn | $15.19bn | 104.4292 | 102.3196 | 0.211% | -0.763% | -0.00161% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.43bn | $13.98bn | 112.9101 | 113.1702 | 0.210% | +0.230% | +0.00048% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.7853 | 113.6179 | 0.210% | +0.738% | +0.00155% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 113.1453 | 114.7174 | 0.209% | +1.389% | +0.00290% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 102.4843 | 102.5057 | 0.208% | +0.021% | +0.00004% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.6873 | 107.4052 | 0.207% | -0.262% | -0.00054% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 102.4087 | 102.3795 | 0.207% | -0.028% | -0.00006% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 104.3455 | 104.3791 | 0.206% | +0.032% | +0.00007% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.7324 | 104.1012 | 0.204% | -0.242% | -0.00050% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 102.3260 | 102.3593 | 0.203% | +0.033% | +0.00007% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 109.3273 | 110.1203 | 0.202% | +0.725% | +0.00147% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 107.9691 | 108.2628 | 0.201% | +0.272% | +0.00055% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 107.5295 | 108.4122 | 0.200% | +0.821% | +0.00164% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.67bn | $13.09bn | 113.5734 | 114.0640 | 0.198% | +0.432% | +0.00085% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 104.3776 | 104.3916 | 0.197% | +0.013% | +0.00003% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 106.3767 | 106.3791 | 0.196% | +0.002% | +0.00000% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $7.60bn | $11.18bn | 130.5535 | 129.6024 | 0.194% | -0.729% | -0.00141% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.94bn | $14.59bn | 99.9898 | 98.5129 | 0.194% | +0.711% | +0.00138% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 104.1688 | 105.7650 | 0.194% | +1.532% | +0.00297% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.95bn | $13.64bn | 106.4755 | 104.8712 | 0.193% | +0.724% | +0.00140% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.7267 | 104.5428 | 0.192% | -0.176% | -0.00034% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 106.3748 | 106.3166 | 0.189% | -0.055% | -0.00010% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $9.06bn | $9.88bn | 143.0659 | 138.2205 | 0.188% | -0.547% | -0.00103% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 104.2788 | 104.3125 | 0.185% | +0.032% | +0.00006% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 104.4382 | 104.4522 | 0.184% | +0.013% | +0.00002% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $1.89bn | $13.28bn | 103.3962 | 105.2287 | 0.183% | +2.813% | +0.00514% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.78bn | $9.99bn | 137.0414 | 133.4943 | 0.182% | +0.011% | +0.00002% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 125.0842 | 122.5445 | 0.181% | +0.368% | +0.00067% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.2892 | 106.1321 | 0.179% | -0.148% | -0.00026% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 104.4506 | 104.4743 | 0.177% | +0.023% | +0.00004% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $13.26bn | – | – | $13.26bn | 100.6385 | 101.2431 | 0.177% | +0.601% | +0.00107% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 107.7916 | 107.7122 | 0.175% | -0.074% | -0.00013% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 105.8966 | 105.7813 | 0.175% | -0.109% | -0.00019% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 106.9643 | 106.8577 | 0.171% | -0.100% | -0.00017% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.35bn | $9.20bn | 139.3541 | 138.4997 | 0.170% | -0.613% | -0.00105% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 106.5925 | 104.3251 | 0.170% | +0.042% | +0.00007% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 107.5986 | 105.5112 | 0.168% | -0.023% | -0.00004% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.10bn | $9.09bn | 135.5822 | 132.4846 | 0.164% | +0.251% | +0.00041% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.89bn | $8.19bn | 147.9436 | 142.6870 | 0.161% | -0.554% | -0.00089% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 106.6659 | 106.6563 | 0.161% | -0.009% | -0.00001% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 106.3878 | 106.3080 | 0.159% | -0.075% | -0.00012% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.99bn | $8.08bn | 142.9504 | 138.6796 | 0.154% | -0.233% | -0.00036% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 138.2242 | 134.4679 | 0.149% | -0.095% | -0.00014% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 106.7747 | 106.7768 | 0.147% | +0.002% | +0.00000% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 144.1474 | 140.5761 | 0.143% | +0.167% | +0.00024% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.28bn | $9.07bn | 115.3003 | 113.2343 | 0.139% | +0.485% | +0.00067% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $10.15bn | $6.91bn | 150.0421 | 145.1196 | 0.138% | -0.365% | -0.00050% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.86bn | $9.09bn | 113.9750 | 114.5373 | 0.138% | +0.493% | +0.00068% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.25bn | $7.34bn | 140.6160 | 140.8211 | 0.137% | +0.146% | +0.00020% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $3.63bn | $8.14bn | 118.6345 | 116.4315 | 0.128% | +0.461% | +0.00059% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $3.87bn | $7.31bn | 127.2357 | 124.7994 | 0.124% | +0.492% | +0.00061% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 129.7443 | 130.3096 | 0.121% | +0.436% | +0.00053% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $4.62bn | $6.35bn | 143.2249 | 137.8745 | 0.121% | -0.637% | -0.00077% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $3.32bn | $6.18bn | 145.8159 | 141.4705 | 0.120% | -0.194% | -0.00023% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.57bn | $5.95bn | 143.8533 | 137.5288 | 0.114% | -0.486% | -0.00055% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $4.17bn | $5.89bn | 143.4069 | 143.1291 | 0.112% | -0.194% | -0.00022% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.47bn | $6.05bn | 133.0292 | 130.3187 | 0.107% | +0.453% | +0.00048% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.24bn | $5.95bn | 130.0075 | 127.4340 | 0.103% | +0.472% | +0.00049% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 134.3995 | 131.6048 | 0.102% | +0.432% | +0.00044% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.1189 | 129.9716 | 0.101% | +0.660% | +0.00067% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $295.0m | $4.71bn | 156.4107 | 158.7367 | 0.098% | +1.487% | +0.00145% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.62bn | $4.80bn | 140.2992 | 140.2015 | 0.090% | -0.070% | -0.00006% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $5.15bn | $4.32bn | 146.9579 | 142.1412 | 0.084% | -0.386% | -0.00033% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.06bn | $4.10bn | 146.0330 | 145.2916 | 0.080% | -0.508% | -0.00040% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.77bn | $3.94bn | 145.2474 | 144.4532 | 0.076% | -0.547% | -0.00042% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $4.53bn | $3.05bn | 147.3541 | 146.7809 | 0.060% | -0.389% | -0.00023% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.35bn | $3.07bn | 139.9293 | 134.3890 | 0.057% | -0.654% | -0.00037% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.51bn | $3.07bn | 139.5653 | 138.6728 | 0.057% | -0.639% | -0.00036% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.02bn | $2.01bn | 144.2520 | 138.1609 | 0.039% | -0.540% | -0.00021% |
| Total | $7.17tn | 100.000% | -0.14094% | ||||||||
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.