Rebalance of May 29, 2009
US Treasury Aggregate constituents
Every one of the 231 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
- 231
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.513241%
- Market value
- $5.53tn
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 -0.513241% against a published month return of -0.513241%, a difference of 8.4e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795Q79 | 0.000% | Jun 4, 2009 | $145.00bn | – | – | $145.00bn | 99.9942 | 99.9983 | 2.620% | +0.004% | +0.00011% |
| 912795Q87 | 0.000% | Jul 2, 2009 | $115.00bn | – | – | $115.00bn | 99.9843 | 99.9906 | 2.077% | +0.006% | +0.00013% |
| 912795Q95 | 0.000% | Jul 30, 2009 | $111.00bn | – | – | $111.00bn | 99.9646 | 99.9776 | 2.005% | +0.013% | +0.00026% |
| 912795M40 | 0.000% | Jun 11, 2009 | $88.00bn | – | – | $88.00bn | 99.9930 | 99.9960 | 1.590% | +0.003% | +0.00005% |
| 912795S44 | 0.000% | Oct 22, 2009 | $83.00bn | – | – | $83.00bn | 99.8639 | 99.9067 | 1.498% | +0.043% | +0.00064% |
| 912795S69 | 0.000% | Dec 17, 2009 | $62.00bn | – | – | $62.00bn | 99.7754 | 99.8317 | 1.118% | +0.056% | +0.00063% |
| 912795M65 | 0.000% | Jun 25, 2009 | $58.00bn | – | – | $58.00bn | 99.9891 | 99.9895 | 1.048% | +0.000% | +0.00000% |
| 912795M57 | 0.000% | Jun 18, 2009 | $57.00bn | – | – | $57.00bn | 99.9918 | 99.9933 | 1.030% | +0.002% | +0.00002% |
| 912795M99 | 0.000% | Jul 9, 2009 | $57.00bn | – | – | $57.00bn | 99.9786 | 99.9886 | 1.030% | +0.010% | +0.00010% |
| 912795S51 | 0.000% | Nov 19, 2009 | $57.00bn | – | – | $57.00bn | 99.8196 | 99.8647 | 1.028% | +0.045% | +0.00046% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 106.7612 | 101.8920 | 1.003% | -2.805% | -0.02813% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $1.68bn | $57.00bn | 97.3198 | 94.3365 | 1.002% | -3.065% | -0.03072% |
| 912795N31 | 0.000% | Jul 23, 2009 | $55.00bn | – | – | $55.00bn | 99.9743 | 99.9817 | 0.993% | +0.007% | +0.00007% |
| 912795N23 | 0.000% | Jul 16, 2009 | $55.00bn | – | – | $55.00bn | 99.9722 | 99.9853 | 0.993% | +0.013% | +0.00013% |
| 912795S28 | 0.000% | Aug 27, 2009 | $50.00bn | – | – | $50.00bn | 99.9570 | 99.9650 | 0.903% | +0.008% | +0.00007% |
| 912795S36 | 0.000% | Sep 24, 2009 | $49.00bn | – | – | $49.00bn | 99.9428 | 99.9443 | 0.885% | +0.001% | +0.00001% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | – | $41.39bn | 99.8774 | 100.0448 | 0.747% | +0.168% | +0.00125% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $1.70bn | $40.00bn | 100.2488 | 100.4487 | 0.724% | +0.199% | +0.00144% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $2.14bn | $40.00bn | 100.1162 | 100.3149 | 0.724% | +0.198% | +0.00144% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.87bn | $39.03bn | 100.0429 | 100.2107 | 0.705% | +0.168% | +0.00118% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $4.60bn | $26.05bn | 145.4406 | 137.6196 | 0.684% | -2.627% | -0.01798% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $3.53bn | $37.24bn | 100.3550 | 100.5549 | 0.675% | +0.199% | +0.00135% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $866.9m | $33.35bn | 110.0162 | 108.2025 | 0.663% | -1.649% | -0.01093% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | – | $36.21bn | 99.1301 | 97.8818 | 0.649% | -1.259% | -0.00817% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $2.47bn | $32.00bn | 111.9967 | 107.8781 | 0.648% | -1.836% | -0.01189% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.42bn | $35.10bn | 101.2407 | 100.8472 | 0.642% | +0.229% | +0.00147% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $557.0m | $35.00bn | 99.9976 | 100.1453 | 0.632% | +0.148% | +0.00093% |
| 912795U25 | 0.000% | Jun 24, 2009 | $35.00bn | – | – | $35.00bn | 99.9893 | 99.9899 | 0.632% | +0.001% | +0.00000% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 102.0444 | 102.2138 | 0.627% | +0.166% | +0.00104% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.47bn | $31.00bn | 111.8180 | 109.7132 | 0.626% | -1.882% | -0.01179% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 104.3189 | 101.6811 | 0.622% | -2.529% | -0.01573% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $1.92bn | $33.59bn | 101.1291 | 101.2867 | 0.614% | +0.156% | +0.00096% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 102.6814 | 102.8190 | 0.594% | +0.134% | +0.00080% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $4.58bn | $28.93bn | 111.0055 | 110.2132 | 0.580% | -0.714% | -0.00414% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.02bn | $28.61bn | 112.1794 | 108.9463 | 0.580% | -0.988% | -0.00573% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 103.3400 | 103.4817 | 0.579% | +0.137% | +0.00079% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 107.9850 | 105.1088 | 0.566% | -2.664% | -0.01507% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 103.6172 | 103.7384 | 0.562% | +0.117% | +0.00066% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 103.3462 | 102.1322 | 0.559% | +0.095% | +0.00053% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $3.19bn | $30.44bn | 100.4724 | 100.6526 | 0.553% | +0.179% | +0.00099% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 101.6620 | 101.7473 | 0.551% | +0.084% | +0.00046% |
| 912795N64 | 0.000% | Aug 13, 2009 | $30.00bn | – | – | $30.00bn | 99.9679 | 99.9726 | 0.542% | +0.005% | +0.00003% |
| 912795N72 | 0.000% | Aug 20, 2009 | $30.00bn | – | – | $30.00bn | 99.9627 | 99.9677 | 0.542% | +0.005% | +0.00003% |
| 912795P21 | 0.000% | Sep 10, 2009 | $30.00bn | – | – | $30.00bn | 99.9409 | 99.9509 | 0.542% | +0.010% | +0.00005% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $1.26bn | $26.74bn | 111.1754 | 112.3009 | 0.537% | +1.012% | +0.00544% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $5.96bn | $29.65bn | 98.8670 | 97.6402 | 0.530% | -1.241% | -0.00657% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $1.46bn | $26.61bn | 109.9225 | 108.7963 | 0.528% | -1.025% | -0.00541% |
| 912795N56 | 0.000% | Aug 6, 2009 | $29.00bn | – | – | $29.00bn | 99.9646 | 99.9732 | 0.524% | +0.009% | +0.00004% |
| 912795N98 | 0.000% | Sep 3, 2009 | $29.00bn | – | – | $29.00bn | 99.9510 | 99.9569 | 0.524% | +0.006% | +0.00003% |
| 912795P39 | 0.000% | Sep 17, 2009 | $29.00bn | – | – | $29.00bn | 99.9339 | 99.9476 | 0.524% | +0.014% | +0.00007% |
| 912795P54 | 0.000% | Oct 1, 2009 | $29.00bn | – | – | $29.00bn | 99.9059 | 99.9375 | 0.523% | +0.032% | +0.00017% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $3.59bn | $28.90bn | 99.8607 | 100.0508 | 0.521% | +0.190% | +0.00099% |
| 912828HU7 | 1.750% | Mar 31, 2010 | $31.99bn | – | $3.99bn | $28.00bn | 101.3045 | 101.3902 | 0.512% | +0.085% | +0.00043% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 108.2564 | 103.4603 | 0.509% | -2.641% | -0.01343% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $2.99bn | $24.30bn | 115.1600 | 111.3132 | 0.506% | -1.278% | -0.00646% |
| 912795P62 | 0.000% | Oct 8, 2009 | $28.00bn | – | – | $28.00bn | 99.8882 | 99.9267 | 0.505% | +0.039% | +0.00019% |
| 912795P96 | 0.000% | Oct 29, 2009 | $28.00bn | – | – | $28.00bn | 99.8534 | 99.9022 | 0.505% | +0.049% | +0.00025% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $1.06bn | $27.78bn | 100.1109 | 100.3005 | 0.502% | +0.189% | +0.00095% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.07bn | $27.97bn | 98.5014 | 97.5986 | 0.498% | -0.917% | -0.00456% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.69bn | $24.31bn | 112.2283 | 114.2471 | 0.493% | +1.799% | +0.00887% |
| 912795P70 | 0.000% | Oct 15, 2009 | $27.00bn | – | – | $27.00bn | 99.8787 | 99.9189 | 0.487% | +0.040% | +0.00020% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 110.0672 | 110.1828 | 0.486% | +0.105% | +0.00051% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | – | $26.90bn | 99.3196 | 97.3845 | 0.483% | -1.948% | -0.00941% |
| 912828HS2 | 2.000% | Feb 28, 2010 | $28.90bn | – | $2.90bn | $26.00bn | 101.6182 | 101.6929 | 0.477% | +0.074% | +0.00035% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.24bn | $23.23bn | 112.8044 | 109.0401 | 0.473% | -1.453% | -0.00688% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $1.94bn | $25.88bn | 101.1164 | 99.2555 | 0.473% | -0.851% | -0.00403% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $5.16bn | $26.12bn | 99.3101 | 98.3349 | 0.469% | -0.982% | -0.00460% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 125.5069 | 127.1511 | 0.468% | +1.310% | +0.00613% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.44bn | $23.96bn | 107.6511 | 102.2552 | 0.466% | -5.012% | -0.02336% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $1.73bn | $22.98bn | 111.5993 | 110.0882 | 0.463% | -1.354% | -0.00627% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.01bn | $16.49bn | 155.0292 | 159.5914 | 0.462% | +2.943% | +0.01359% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $4.44bn | $25.00bn | 102.1198 | 101.4558 | 0.461% | +0.207% | +0.00095% |
| 912828HP8 | 2.125% | Jan 31, 2010 | $26.92bn | – | $1.92bn | $25.00bn | 101.8096 | 101.8665 | 0.460% | +0.056% | +0.00026% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $1.79bn | $21.50bn | 118.1143 | 113.2993 | 0.459% | -1.907% | -0.00875% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.68bn | $22.46bn | 110.8538 | 111.0525 | 0.450% | +0.179% | +0.00081% |
| 912795U33 | 0.000% | Apr 8, 2010 | $25.00bn | – | – | $25.00bn | 99.5427 | 99.6424 | 0.450% | +0.100% | +0.00045% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $2.66bn | $23.56bn | 105.5772 | 104.7794 | 0.449% | -0.756% | -0.00340% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $9.98bn | $24.62bn | 100.2694 | 100.4477 | 0.446% | +0.178% | +0.00079% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $3.33bn | $19.33bn | 126.1074 | 122.4239 | 0.440% | -2.921% | -0.01286% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 114.6697 | 110.2391 | 0.435% | -1.902% | -0.00827% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $1.93bn | $23.14bn | 103.6637 | 102.8016 | 0.433% | -0.832% | -0.00360% |
| 912795T68 | 0.000% | Mar 11, 2010 | $24.00bn | – | – | $24.00bn | 99.6238 | 99.7140 | 0.432% | +0.091% | +0.00039% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $665.0m | $20.34bn | 117.4854 | 119.1914 | 0.432% | +1.452% | +0.00627% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $2.53bn | $20.76bn | 115.0399 | 110.0887 | 0.432% | -2.294% | -0.00990% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $1.23bn | $20.97bn | 113.4895 | 111.1355 | 0.430% | -2.074% | -0.00892% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $841.3m | $21.00bn | 112.9011 | 110.7864 | 0.428% | -1.873% | -0.00802% |
| 912828HL7 | 3.250% | Dec 31, 2009 | $26.50bn | – | $3.50bn | $23.00bn | 103.0238 | 103.0521 | 0.428% | +0.027% | +0.00012% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.63bn | $21.81bn | 108.4422 | 108.6203 | 0.427% | +0.164% | +0.00070% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $3.77bn | $18.25bn | 129.0131 | 121.9392 | 0.425% | -3.109% | -0.01323% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $2.15bn | $20.40bn | 115.2288 | 112.8650 | 0.425% | -2.051% | -0.00871% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.67bn | $21.00bn | 111.5231 | 106.8838 | 0.423% | -2.255% | -0.00954% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 118.1891 | 120.0377 | 0.421% | +1.564% | +0.00658% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.83bn | $22.00bn | 105.8390 | 105.2272 | 0.421% | -0.578% | -0.00243% |
| 912795T27 | 0.000% | Feb 11, 2010 | $23.00bn | – | – | $23.00bn | 99.6652 | 99.7492 | 0.414% | +0.084% | +0.00035% |
| 9128275N8 | 6.000% | Aug 15, 2009 | $27.39bn | – | $5.66bn | $21.73bn | 102.9306 | 102.9444 | 0.404% | +0.013% | +0.00005% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $5.91bn | $19.67bn | 113.6072 | 108.9891 | 0.404% | -2.084% | -0.00842% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $8.61bn | $19.39bn | 114.1716 | 111.7034 | 0.400% | -2.162% | -0.00865% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 91.2251 | 85.9311 | 0.397% | -5.803% | -0.02306% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $2.83bn | $20.48bn | 107.2766 | 106.7531 | 0.397% | -0.488% | -0.00194% |
| 912795R86 | 0.000% | Jan 14, 2010 | $22.00bn | – | – | $22.00bn | 99.7482 | 99.8147 | 0.396% | +0.067% | +0.00026% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 115.3763 | 116.9433 | 0.396% | +1.358% | +0.00538% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.52bn | $19.99bn | 109.5447 | 101.4579 | 0.396% | -5.328% | -0.02108% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 99.6284 | 98.5051 | 0.395% | -1.127% | -0.00445% |
| 912828HJ2 | 3.125% | Nov 30, 2009 | $24.54bn | – | $3.54bn | $21.00bn | 102.9299 | 101.3835 | 0.391% | +0.016% | +0.00006% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $3.20bn | $21.93bn | 98.2012 | 96.1836 | 0.389% | -2.055% | -0.00800% |
| 912828FP0 | 4.875% | Aug 15, 2009 | $23.42bn | – | $2.42bn | $21.00bn | 102.3538 | 102.3962 | 0.388% | +0.041% | +0.00016% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.16bn | $19.98bn | 107.5656 | 107.0734 | 0.388% | -0.458% | -0.00178% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 107.7850 | 107.9337 | 0.386% | +0.138% | +0.00053% |
| 912828HF0 | 3.625% | Oct 31, 2009 | $23.86bn | – | $2.86bn | $21.00bn | 101.6349 | 101.6902 | 0.386% | +0.054% | +0.00021% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $2.63bn | $16.19bn | 131.4384 | 126.2724 | 0.384% | -1.172% | -0.00451% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $3.97bn | $14.97bn | 141.7459 | 138.9104 | 0.383% | -2.000% | -0.00767% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.79bn | $14.00bn | 151.4910 | 155.9208 | 0.383% | +2.924% | +0.01120% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 111.1009 | 112.3963 | 0.381% | +1.166% | +0.00445% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $3.24bn | $15.55bn | 133.9287 | 128.3465 | 0.376% | -1.368% | -0.00515% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $3.06bn | $14.00bn | 148.6878 | 145.3122 | 0.376% | -2.270% | -0.00854% |
| 912828HD5 | 4.000% | Sep 30, 2009 | $21.98bn | – | $1.98bn | $20.00bn | 101.9013 | 101.9276 | 0.368% | +0.026% | +0.00010% |
| 912795V81 | 0.000% | Sep 15, 2009 | $20.00bn | – | – | $20.00bn | 99.9425 | 99.9485 | 0.361% | +0.006% | +0.00002% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $1.85bn | $18.89bn | 105.4147 | 105.0842 | 0.360% | -0.314% | -0.00113% |
| 912828FX3 | 4.625% | Nov 15, 2009 | $24.77bn | – | $5.77bn | $19.00bn | 104.4149 | 102.1512 | 0.358% | +0.047% | +0.00017% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $2.24bn | $18.28bn | 108.3053 | 106.2283 | 0.358% | -0.302% | -0.00108% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.25bn | $14.79bn | 132.7895 | 125.1637 | 0.355% | -3.389% | -0.01203% |
| 9128275Z1 | 6.500% | Feb 15, 2010 | $23.35bn | – | $4.90bn | $18.45bn | 106.1279 | 106.1846 | 0.354% | +0.053% | +0.00019% |
| 912828GV6 | 4.875% | Jun 30, 2009 | $22.02bn | – | $3.02bn | $19.00bn | 102.4107 | 102.4220 | 0.352% | +0.011% | +0.00004% |
| 912828GY0 | 4.625% | Jul 31, 2009 | $21.88bn | – | $2.88bn | $19.00bn | 102.2749 | 102.2647 | 0.351% | -0.010% | -0.00003% |
| 912828HB9 | 4.000% | Aug 31, 2009 | $22.28bn | – | $3.28bn | $19.00bn | 101.9239 | 101.9484 | 0.350% | +0.024% | +0.00008% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $770.9m | $17.34bn | 110.1266 | 108.3410 | 0.345% | +0.195% | +0.00067% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.88bn | $17.30bn | 109.3884 | 110.4393 | 0.342% | +0.961% | +0.00328% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 111.3894 | 111.9516 | 0.341% | +0.505% | +0.00172% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $2.30bn | $17.20bn | 109.0216 | 108.6972 | 0.339% | -0.298% | -0.00101% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 110.7811 | 112.0462 | 0.336% | +1.142% | +0.00384% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $2.57bn | $18.00bn | 103.2742 | 102.9860 | 0.336% | -0.279% | -0.00094% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $1.24bn | $17.02bn | 108.9848 | 106.7925 | 0.335% | -0.349% | -0.00117% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $225.0m | $16.78bn | 109.2404 | 110.0245 | 0.331% | +0.718% | +0.00238% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $2.96bn | $12.60bn | 144.1616 | 137.7792 | 0.328% | -1.392% | -0.00457% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $944.0m | $16.56bn | 108.2561 | 108.5123 | 0.324% | +0.237% | +0.00077% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.44bn | $16.21bn | 110.0627 | 110.0623 | 0.322% | -0.000% | -0.00000% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.53bn | $17.65bn | 100.2548 | 98.2259 | 0.320% | -2.024% | -0.00647% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $1.64bn | $14.79bn | 118.6449 | 114.4489 | 0.317% | -3.537% | -0.01121% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.28bn | $15.87bn | 110.0670 | 107.8258 | 0.315% | +0.178% | +0.00056% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $1.50bn | $16.00bn | 108.8105 | 109.0438 | 0.315% | +0.214% | +0.00067% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $3.03bn | $12.74bn | 135.3512 | 131.6176 | 0.312% | -2.758% | -0.00859% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 100.5539 | 102.6900 | 0.309% | +2.124% | +0.00656% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.43bn | $15.40bn | 109.6183 | 109.9420 | 0.305% | +0.295% | +0.00090% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.85bn | $15.65bn | 107.7148 | 107.8984 | 0.305% | +0.170% | +0.00052% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 110.4943 | 110.7144 | 0.304% | +0.199% | +0.00061% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $1.87bn | $15.63bn | 107.7945 | 107.9552 | 0.304% | +0.149% | +0.00045% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 105.2564 | 103.3978 | 0.302% | +0.075% | +0.00023% |
| 912828GG9 | 4.750% | Feb 15, 2010 | $17.47bn | – | $1.47bn | $16.00bn | 104.3904 | 104.4534 | 0.302% | +0.060% | +0.00018% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.25bn | $15.00bn | 110.6875 | 111.2371 | 0.300% | +0.497% | +0.00149% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.16bn | $14.98bn | 110.3272 | 110.5357 | 0.298% | +0.189% | +0.00056% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.41bn | $14.00bn | 117.6504 | 109.1997 | 0.298% | -5.058% | -0.01505% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.20bn | $15.30bn | 107.2894 | 107.4810 | 0.297% | +0.179% | +0.00053% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $2.31bn | $15.47bn | 104.5258 | 104.2575 | 0.292% | -0.257% | -0.00075% |
| 912828DB3 | 3.500% | Nov 15, 2009 | $18.75bn | – | $3.10bn | $15.65bn | 103.3334 | 101.5992 | 0.292% | +0.015% | +0.00004% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 106.2010 | 104.0204 | 0.288% | +0.065% | +0.00019% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.55bn | $14.98bn | 105.8752 | 100.3436 | 0.286% | -5.225% | -0.01497% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.65bn | $13.94bn | 111.9841 | 106.2346 | 0.282% | -5.134% | -0.01448% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | – | $14.00bn | 110.2396 | 110.6742 | 0.279% | +0.394% | +0.00110% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.35bn | $14.00bn | 109.2874 | 109.5123 | 0.276% | +0.206% | +0.00057% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.30bn | $13.73bn | 110.1604 | 108.1373 | 0.273% | +0.206% | +0.00056% |
| 912828CV0 | 3.375% | Sep 15, 2009 | $15.00bn | – | $148.0m | $14.85bn | 101.5873 | 101.6216 | 0.273% | +0.034% | +0.00009% |
| 912828DE7 | 3.500% | Dec 15, 2009 | $15.00bn | – | $398.0m | $14.60bn | 103.2861 | 103.3029 | 0.272% | +0.016% | +0.00004% |
| 912828CS7 | 3.500% | Aug 15, 2009 | $17.29bn | – | $2.50bn | $14.79bn | 101.6939 | 101.7124 | 0.272% | +0.018% | +0.00005% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.28bn | $14.00bn | 107.1113 | 108.6631 | 0.271% | +1.449% | +0.00393% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.38bn | $13.80bn | 108.4501 | 108.6522 | 0.270% | +0.186% | +0.00050% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 107.8260 | 105.7079 | 0.268% | +0.122% | +0.00033% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $3.04bn | $10.04bn | 147.5575 | 144.9425 | 0.268% | -1.772% | -0.00474% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.01bn | $13.45bn | 109.0747 | 109.2663 | 0.265% | +0.176% | +0.00047% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.80bn | $13.91bn | 105.2460 | 105.1485 | 0.264% | -0.093% | -0.00025% |
| 912828DP2 | 4.000% | Mar 15, 2010 | $15.00bn | – | $875.5m | $14.12bn | 103.6046 | 103.6603 | 0.264% | +0.054% | +0.00014% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 104.4073 | 106.5569 | 0.264% | +2.059% | +0.00544% |
| 912828CX6 | 3.375% | Oct 15, 2009 | $15.00bn | – | $610.0m | $14.39bn | 101.5538 | 101.5897 | 0.264% | +0.035% | +0.00009% |
| 912828CL2 | 4.000% | Jun 15, 2009 | $15.00bn | – | $687.0m | $14.31bn | 101.9742 | 101.9712 | 0.264% | -0.003% | -0.00001% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 103.4934 | 103.3681 | 0.262% | -0.121% | -0.00032% |
| 912828DL1 | 3.500% | Feb 15, 2010 | $16.62bn | – | $2.73bn | $13.89bn | 103.1314 | 103.2124 | 0.259% | +0.079% | +0.00020% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 104.8019 | 104.8918 | 0.257% | +0.086% | +0.00022% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.08bn | $12.85bn | 110.6497 | 110.7752 | 0.257% | +0.113% | +0.00029% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 101.0411 | 101.1743 | 0.256% | +0.132% | +0.00034% |
| 912828CN8 | 3.625% | Jul 15, 2009 | $15.00bn | – | $1.23bn | $13.77bn | 101.7802 | 101.7781 | 0.253% | -0.002% | -0.00001% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 107.1507 | 107.2959 | 0.251% | +0.136% | +0.00034% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.80bn | $13.17bn | 105.3546 | 105.4579 | 0.251% | +0.098% | +0.00025% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.80bn | $11.03bn | 125.3993 | 121.2569 | 0.250% | -3.303% | -0.00826% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $2.92bn | $12.74bn | 108.3679 | 108.3658 | 0.249% | -0.002% | -0.00000% |
| 912828DG2 | 3.625% | Jan 15, 2010 | $15.00bn | – | $1.65bn | $13.35bn | 103.3740 | 103.4031 | 0.249% | +0.028% | +0.00007% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 98.5050 | 100.2758 | 0.249% | +1.798% | +0.00448% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.03bn | $12.21bn | 111.9835 | 109.7942 | 0.247% | +0.166% | +0.00041% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.38bn | $12.49bn | 109.3287 | 109.4074 | 0.247% | +0.072% | +0.00018% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $7.0m | $12.99bn | 105.0722 | 105.2165 | 0.247% | +0.137% | +0.00034% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.34bn | $12.61bn | 107.7218 | 106.1030 | 0.245% | +0.064% | +0.00016% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.31bn | $12.33bn | 109.9042 | 110.1063 | 0.245% | +0.184% | +0.00045% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $3.65bn | $12.15bn | 110.9936 | 111.2022 | 0.244% | +0.188% | +0.00046% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 96.1839 | 96.2874 | 0.243% | +0.108% | +0.00026% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 103.5811 | 103.6074 | 0.243% | +0.025% | +0.00006% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.12bn | $12.39bn | 107.8230 | 107.9932 | 0.241% | +0.158% | +0.00038% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $4.01bn | $11.89bn | 112.0357 | 112.3282 | 0.241% | +0.261% | +0.00063% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $610.0m | $12.39bn | 107.3654 | 107.5817 | 0.240% | +0.202% | +0.00048% |
| 9128275W8 | 4.250% | Jan 15, 2010 | $11.32bn | – | $1.25bn | $10.06bn | 130.4892 | 131.2271 | 0.237% | +0.566% | +0.00134% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 105.3733 | 105.5145 | 0.236% | +0.134% | +0.00032% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.17bn | $11.92bn | 109.0700 | 109.2612 | 0.235% | +0.175% | +0.00041% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 91.4874 | 93.2579 | 0.231% | +1.935% | +0.00448% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 104.8699 | 105.0088 | 0.231% | +0.132% | +0.00031% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 127.9303 | 129.2188 | 0.229% | +1.007% | +0.00230% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 136.4869 | 132.0756 | 0.227% | -3.232% | -0.00734% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $2.32bn | $8.20bn | 150.3621 | 148.8879 | 0.223% | -0.980% | -0.00218% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $1.62bn | $8.44bn | 145.9045 | 138.2503 | 0.223% | -2.462% | -0.00548% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.53bn | $8.54bn | 141.0066 | 137.3997 | 0.218% | -2.558% | -0.00557% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $1.84bn | $8.99bn | 133.6549 | 126.3940 | 0.217% | -3.001% | -0.00652% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $1.51bn | $8.62bn | 136.3146 | 132.4979 | 0.212% | -2.800% | -0.00595% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $1.97bn | $9.80bn | 119.4833 | 115.4855 | 0.212% | -3.346% | -0.00708% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $1.51bn | $7.96bn | 145.7298 | 142.5514 | 0.210% | -2.181% | -0.00457% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.17bn | $9.01bn | 128.7690 | 124.5748 | 0.210% | -3.257% | -0.00682% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.62bn | $7.97bn | 145.1162 | 136.8152 | 0.209% | -3.136% | -0.00656% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $2.95bn | $8.01bn | 143.5262 | 141.4738 | 0.208% | -1.430% | -0.00297% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $1.72bn | $7.78bn | 145.3610 | 140.5140 | 0.204% | -3.334% | -0.00682% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $1.78bn | $9.57bn | 116.3065 | 112.4435 | 0.201% | -3.321% | -0.00668% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.67bn | $9.27bn | 117.6095 | 111.1175 | 0.197% | -3.288% | -0.00648% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.08bn | $7.42bn | 144.1521 | 140.3791 | 0.193% | -2.617% | -0.00506% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $1.69bn | $7.83bn | 133.7788 | 129.7212 | 0.189% | -3.033% | -0.00574% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $1.90bn | $7.29bn | 130.6333 | 126.6792 | 0.172% | -3.027% | -0.00521% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $1.89bn | $6.93bn | 135.3047 | 131.0078 | 0.169% | -3.176% | -0.00538% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $1.58bn | $6.00bn | 150.6616 | 142.9667 | 0.163% | -2.204% | -0.00360% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $1.61bn | $5.56bn | 150.6519 | 143.6345 | 0.151% | -1.671% | -0.00253% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $8.28bn | – | – | $8.28bn | 100.6014 | 101.7377 | 0.150% | +1.129% | +0.00170% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $1.60bn | $5.82bn | 142.6426 | 134.9460 | 0.150% | -2.723% | -0.00408% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $1.34bn | $5.37bn | 150.7096 | 143.6715 | 0.146% | -1.643% | -0.00240% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $8.00bn | – | – | $8.00bn | 101.1306 | 102.7658 | 0.146% | +1.617% | +0.00236% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 127.7410 | 129.1840 | 0.136% | +1.130% | +0.00154% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 143.1447 | 146.2325 | 0.122% | +2.157% | +0.00264% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 148.3056 | 141.7374 | 0.098% | -1.100% | -0.00108% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.76bn | $3.65bn | 142.3852 | 140.9586 | 0.094% | -1.002% | -0.00094% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.25bn | $2.78bn | 149.5763 | 148.0174 | 0.075% | -1.042% | -0.00078% |
| Total | $5.18tn | 100.000% | -0.51324% | ||||||||
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.