Rebalance of September 30, 2009
US Treasury Aggregate constituents
Every one of the 243 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
- 243
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.729418%
- Market value
- $5.85tn
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 +0.729418% against a published month return of +0.729418%, a difference of 1.8e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795S44 | 0.000% | Oct 22, 2009 | $150.00bn | – | – | $150.00bn | 99.9841 | 99.9969 | 2.564% | +0.013% | +0.00033% |
| 912795S51 | 0.000% | Nov 19, 2009 | $117.00bn | – | – | $117.00bn | 99.9689 | 99.9903 | 1.999% | +0.021% | +0.00043% |
| 912795P70 | 0.000% | Oct 15, 2009 | $94.00bn | – | – | $94.00bn | 99.9875 | 99.9983 | 1.607% | +0.011% | +0.00017% |
| 912795S69 | 0.000% | Dec 17, 2009 | $92.00bn | – | – | $92.00bn | 99.9520 | 99.9783 | 1.572% | +0.026% | +0.00041% |
| 912795P62 | 0.000% | Oct 8, 2009 | $90.00bn | – | – | $90.00bn | 99.9894 | 99.9996 | 1.538% | +0.010% | +0.00016% |
| 912795P96 | 0.000% | Oct 29, 2009 | $90.00bn | – | – | $90.00bn | 99.9803 | 99.9952 | 1.538% | +0.015% | +0.00023% |
| 912795Q38 | 0.000% | Nov 12, 2009 | $62.00bn | – | – | $62.00bn | 99.9736 | 99.9940 | 1.060% | +0.020% | +0.00022% |
| 912795Q53 | 0.000% | Nov 27, 2009 | $61.00bn | – | – | $61.00bn | 99.9633 | 99.9903 | 1.042% | +0.027% | +0.00028% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 98.3319 | 99.7116 | 1.009% | +1.403% | +0.01415% |
| 912795Q20 | 0.000% | Nov 5, 2009 | $59.00bn | – | – | $59.00bn | 99.9798 | 99.9960 | 1.008% | +0.016% | +0.00016% |
| 912795T27 | 0.000% | Feb 11, 2010 | $54.00bn | – | – | $54.00bn | 99.8998 | 99.9479 | 0.922% | +0.048% | +0.00044% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 103.5795 | 105.0414 | 0.921% | +1.411% | +0.01299% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 94.5958 | 95.9137 | 0.906% | +1.393% | +0.01262% |
| 912795R86 | 0.000% | Jan 14, 2010 | $52.00bn | – | – | $52.00bn | 99.9358 | 99.9706 | 0.888% | +0.035% | +0.00031% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | – | $43.26bn | 100.0028 | 100.2731 | 0.740% | +0.270% | +0.00200% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.1807 | 100.4497 | 0.719% | +0.269% | +0.00193% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.5988 | 100.8781 | 0.688% | +0.278% | +0.00191% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | – | $40.17bn | 99.7878 | 100.6096 | 0.685% | +0.824% | +0.00564% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.3886 | 100.5849 | 0.677% | +0.196% | +0.00132% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $2.89bn | $39.25bn | 100.2524 | 100.4499 | 0.673% | +0.197% | +0.00133% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $1.18bn | $38.79bn | 101.2595 | 102.1298 | 0.671% | +0.859% | +0.00577% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.87bn | $39.03bn | 100.5557 | 100.3462 | 0.671% | +0.227% | +0.00152% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.64bn | $37.75bn | 100.4198 | 100.6474 | 0.648% | +0.227% | +0.00147% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $5.71bn | $37.00bn | 100.7996 | 101.2548 | 0.638% | +0.452% | +0.00288% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.86bn | $35.92bn | 100.5248 | 100.6586 | 0.617% | +0.133% | +0.00082% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $36.00bn | – | – | $36.00bn | 99.6939 | 99.7906 | 0.613% | +0.097% | +0.00059% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.80bn | $34.72bn | 101.1926 | 101.3263 | 0.601% | +0.132% | +0.00079% |
| 912795UL3 | 0.000% | Apr 1, 2010 | $35.00bn | – | – | $35.00bn | 99.8402 | 99.9085 | 0.597% | +0.068% | +0.00041% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 102.4978 | 101.5680 | 0.596% | +0.069% | +0.00041% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.00bn | $33.78bn | 101.7588 | 105.4178 | 0.588% | +3.596% | +0.02113% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $1.97bn | $33.54bn | 101.6617 | 101.7840 | 0.583% | +0.120% | +0.00070% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $6.83bn | $23.81bn | 141.7446 | 144.8030 | 0.577% | +2.158% | +0.01245% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.2848 | 100.5441 | 0.574% | +0.258% | +0.00148% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 101.2242 | 102.6658 | 0.571% | +1.424% | +0.00813% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.33bn | $32.87bn | 100.3760 | 100.8631 | 0.564% | +0.485% | +0.00274% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $5.73bn | $32.34bn | 101.6369 | 102.4759 | 0.562% | +0.825% | +0.00464% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 101.9441 | 102.0159 | 0.558% | +0.070% | +0.00039% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 107.3098 | 108.2921 | 0.546% | +0.915% | +0.00500% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 102.3641 | 102.4633 | 0.542% | +0.097% | +0.00053% |
| 912795Q61 | 0.000% | Dec 3, 2009 | $31.00bn | – | – | $31.00bn | 99.9608 | 99.9876 | 0.530% | +0.027% | +0.00014% |
| 912795R37 | 0.000% | Dec 10, 2009 | $31.00bn | – | – | $31.00bn | 99.9579 | 99.9842 | 0.530% | +0.026% | +0.00014% |
| 912795R78 | 0.000% | Jan 7, 2010 | $31.00bn | – | – | $31.00bn | 99.9427 | 99.9753 | 0.530% | +0.033% | +0.00017% |
| 912795R94 | 0.000% | Jan 21, 2010 | $31.00bn | – | – | $31.00bn | 99.9325 | 99.9655 | 0.530% | +0.033% | +0.00017% |
| 912795S77 | 0.000% | Jan 28, 2010 | $31.00bn | – | – | $31.00bn | 99.9250 | 99.9633 | 0.530% | +0.038% | +0.00020% |
| 912795S85 | 0.000% | Feb 4, 2010 | $31.00bn | – | – | $31.00bn | 99.9084 | 99.9577 | 0.529% | +0.049% | +0.00026% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 102.5547 | 102.6328 | 0.526% | +0.076% | +0.00040% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 102.3545 | 102.4447 | 0.524% | +0.088% | +0.00046% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 101.9348 | 102.0143 | 0.523% | +0.078% | +0.00041% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 108.9463 | 109.6365 | 0.520% | +0.634% | +0.00330% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.9776 | 110.8240 | 0.520% | +0.770% | +0.00400% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 104.6848 | 106.2296 | 0.519% | +1.476% | +0.00766% |
| 912795R52 | 0.000% | Dec 24, 2009 | $30.00bn | – | – | $30.00bn | 99.9457 | 99.9717 | 0.513% | +0.026% | +0.00013% |
| 912795R60 | 0.000% | Dec 31, 2009 | $30.00bn | – | – | $30.00bn | 99.9424 | 99.9668 | 0.513% | +0.024% | +0.00013% |
| 912795T35 | 0.000% | Feb 18, 2010 | $30.00bn | – | – | $30.00bn | 99.8907 | 99.9452 | 0.512% | +0.054% | +0.00028% |
| 912795T43 | 0.000% | Feb 25, 2010 | $30.00bn | – | – | $30.00bn | 99.8813 | 99.9424 | 0.512% | +0.061% | +0.00031% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $30.00bn | – | – | $30.00bn | 99.7170 | 99.8032 | 0.511% | +0.086% | +0.00044% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $6.27bn | $29.94bn | 98.7568 | 99.6284 | 0.505% | +0.883% | +0.00446% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 100.3207 | 100.8179 | 0.496% | +0.496% | +0.00246% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 108.4463 | 109.4803 | 0.493% | +0.953% | +0.00470% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | – | $28.84bn | 99.6020 | 100.9444 | 0.491% | +1.348% | +0.00662% |
| 912828HU7 | 1.750% | Mar 31, 2010 | $31.99bn | – | $3.99bn | $28.00bn | 101.5801 | 100.7548 | 0.486% | +0.049% | +0.00024% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $7.85bn | $28.36bn | 100.1967 | 101.0686 | 0.486% | +0.870% | +0.00423% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 117.2140 | 120.0698 | 0.486% | +2.436% | +0.01183% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $3.47bn | $24.53bn | 114.1267 | 114.2404 | 0.479% | +0.100% | +0.00048% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 99.8655 | 100.2385 | 0.477% | +0.373% | +0.00178% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.34bn | $28.27bn | 98.5176 | 98.4111 | 0.476% | +0.780% | +0.00371% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 107.9035 | 108.6984 | 0.476% | +0.737% | +0.00351% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $8.97bn | $25.51bn | 108.9093 | 109.8706 | 0.475% | +0.883% | +0.00419% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.2823 | 100.7069 | 0.474% | +0.423% | +0.00201% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.18bn | $27.19bn | 101.6183 | 102.1158 | 0.472% | +0.490% | +0.00231% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 166.1421 | 170.7979 | 0.467% | +2.802% | +0.01310% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 104.8978 | 106.4012 | 0.466% | +1.433% | +0.00668% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.22bn | $27.83bn | 97.6005 | 98.3478 | 0.464% | +0.766% | +0.00355% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.20bn | $24.09bn | 112.3757 | 113.2942 | 0.463% | +0.817% | +0.00378% |
| 912795U66 | 0.000% | Jul 1, 2010 | $27.00bn | – | – | $27.00bn | 99.6960 | 99.7945 | 0.460% | +0.099% | +0.00045% |
| 912795U74 | 0.000% | Jul 29, 2010 | $27.00bn | – | – | $27.00bn | 99.6496 | 99.7567 | 0.460% | +0.108% | +0.00049% |
| 912795U82 | 0.000% | Aug 26, 2010 | $27.00bn | – | – | $27.00bn | 99.5800 | 99.6975 | 0.460% | +0.118% | +0.00054% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.0523 | 100.4257 | 0.452% | +0.373% | +0.00169% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 108.1060 | 108.3886 | 0.451% | +0.261% | +0.00118% |
| 912828HS2 | 2.000% | Feb 28, 2010 | $28.90bn | – | $2.90bn | $26.00bn | 100.8493 | 100.9213 | 0.448% | +0.071% | +0.00032% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 126.5053 | 128.0199 | 0.446% | +1.197% | +0.00534% |
| 912795U41 | 0.000% | May 6, 2010 | $26.00bn | – | – | $26.00bn | 99.8071 | 99.8849 | 0.444% | +0.078% | +0.00035% |
| 912795U58 | 0.000% | Jun 3, 2010 | $26.00bn | – | – | $26.00bn | 99.7623 | 99.8633 | 0.443% | +0.101% | +0.00045% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 100.6159 | 101.0724 | 0.434% | +0.454% | +0.00197% |
| 912828HP8 | 2.125% | Jan 31, 2010 | $26.92bn | – | $1.92bn | $25.00bn | 100.9660 | 101.0143 | 0.431% | +0.048% | +0.00021% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 109.8838 | 110.8553 | 0.431% | +0.884% | +0.00381% |
| 912795U33 | 0.000% | Apr 8, 2010 | $25.00bn | – | – | $25.00bn | 99.8350 | 99.9103 | 0.427% | +0.075% | +0.00032% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 104.8954 | 108.3560 | 0.427% | +3.299% | +0.01408% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $1.79bn | $21.50bn | 114.7055 | 116.0921 | 0.422% | +1.209% | +0.00510% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 100.7914 | 100.5295 | 0.420% | +0.422% | +0.00177% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 100.1019 | 100.8284 | 0.419% | +0.726% | +0.00304% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 109.0377 | 109.4039 | 0.417% | +0.336% | +0.00140% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.8308 | 102.1610 | 0.417% | +0.324% | +0.00135% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 105.5961 | 104.8211 | 0.414% | +0.746% | +0.00309% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.66bn | $24.62bn | 98.3084 | 99.0761 | 0.414% | +0.781% | +0.00323% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 119.1901 | 121.1215 | 0.413% | +1.620% | +0.00669% |
| 912795T68 | 0.000% | Mar 11, 2010 | $24.00bn | – | – | $24.00bn | 99.8667 | 99.9280 | 0.410% | +0.061% | +0.00025% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 108.8838 | 109.8865 | 0.407% | +0.921% | +0.00375% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 101.6264 | 102.9538 | 0.404% | +1.306% | +0.00527% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 119.7810 | 121.4924 | 0.403% | +1.429% | +0.00577% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $26.55bn | – | $3.55bn | $23.00bn | 101.8237 | 103.2755 | 0.400% | +1.426% | +0.00571% |
| 912828HL7 | 3.250% | Dec 31, 2009 | $26.50bn | – | $3.50bn | $23.00bn | 101.5564 | 101.5713 | 0.399% | +0.015% | +0.00006% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 110.8954 | 112.0122 | 0.398% | +1.007% | +0.00401% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.63bn | $21.81bn | 106.5122 | 106.6698 | 0.397% | +0.148% | +0.00059% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.83bn | $22.00bn | 104.3524 | 105.1114 | 0.392% | +0.727% | +0.00285% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.69bn | $20.99bn | 108.0088 | 109.4490 | 0.387% | +1.333% | +0.00517% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 162.3240 | 166.5807 | 0.387% | +2.622% | +0.01015% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.07bn | $20.23bn | 111.4637 | 112.7157 | 0.385% | +1.123% | +0.00433% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 103.6141 | 104.3696 | 0.379% | +0.729% | +0.00277% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 117.0150 | 119.1222 | 0.379% | +1.801% | +0.00683% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 123.5387 | 126.3607 | 0.377% | +2.284% | +0.00861% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 109.6454 | 110.9810 | 0.376% | +1.218% | +0.00457% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 98.5052 | 99.3168 | 0.369% | +0.824% | +0.00304% |
| 912828HF0 | 3.625% | Oct 31, 2009 | $23.86bn | – | $2.86bn | $21.00bn | 101.7840 | 101.7982 | 0.365% | +0.014% | +0.00005% |
| 912828HJ2 | 3.125% | Nov 30, 2009 | $24.54bn | – | $3.54bn | $21.00bn | 101.5128 | 101.5502 | 0.364% | +0.037% | +0.00013% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 112.9883 | 115.1790 | 0.364% | +1.939% | +0.00706% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 87.9742 | 91.3533 | 0.363% | +3.841% | +0.01393% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.68bn | $19.82bn | 106.1141 | 109.6685 | 0.360% | +3.350% | +0.01204% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.45bn | $16.57bn | 126.6892 | 129.6260 | 0.359% | +2.318% | +0.00832% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 105.3281 | 105.3906 | 0.357% | +0.059% | +0.00021% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 106.0778 | 106.7279 | 0.356% | +0.613% | +0.00218% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $6.87bn | $18.72bn | 110.1766 | 111.5747 | 0.352% | +1.269% | +0.00447% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.60bn | $20.18bn | 102.0564 | 103.3213 | 0.352% | +1.239% | +0.00436% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.70bn | $18.30bn | 110.7194 | 112.1692 | 0.346% | +1.309% | +0.00453% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 97.4681 | 97.4128 | 0.341% | +1.162% | +0.00396% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.22bn | $17.98bn | 109.9949 | 111.4344 | 0.338% | +1.309% | +0.00442% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 105.7622 | 106.5374 | 0.336% | +0.733% | +0.00246% |
| 912828FX3 | 4.625% | Nov 15, 2009 | $24.77bn | – | $5.77bn | $19.00bn | 102.2762 | 102.3094 | 0.332% | +0.033% | +0.00011% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.6780 | 106.3077 | 0.331% | +0.596% | +0.00197% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.2298 | 112.9073 | 0.331% | +0.604% | +0.00200% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 112.6930 | 114.7977 | 0.326% | +1.868% | +0.00609% |
| 9128275Z1 | 6.500% | Feb 15, 2010 | $23.35bn | – | $4.90bn | $18.45bn | 103.1128 | 103.1739 | 0.325% | +0.059% | +0.00019% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 112.4787 | 114.7530 | 0.323% | +2.022% | +0.00653% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.11bn | $14.71bn | 128.1787 | 129.4260 | 0.322% | +0.973% | +0.00314% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.68bn | $14.36bn | 130.4137 | 133.5482 | 0.320% | +2.404% | +0.00770% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.8581 | 107.4887 | 0.319% | +0.590% | +0.00188% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.7785 | 109.3234 | 0.317% | +0.501% | +0.00159% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 110.9270 | 112.9625 | 0.316% | +1.835% | +0.00580% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 111.9127 | 113.2476 | 0.311% | +1.193% | +0.00371% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 105.7650 | 108.5207 | 0.307% | +2.605% | +0.00801% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 102.4196 | 103.6235 | 0.306% | +1.175% | +0.00360% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 98.6970 | 99.8798 | 0.302% | +1.198% | +0.00362% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.4290 | 107.9949 | 0.300% | +0.527% | +0.00158% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 108.6084 | 109.1213 | 0.299% | +0.472% | +0.00141% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 103.5832 | 102.9131 | 0.297% | +0.560% | +0.00166% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 98.1010 | 99.2560 | 0.295% | +1.177% | +0.00348% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 108.2075 | 108.5133 | 0.292% | +0.283% | +0.00082% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 138.2191 | 140.5690 | 0.291% | +1.700% | +0.00494% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.85bn | $15.65bn | 108.2799 | 106.1068 | 0.290% | +0.186% | +0.00054% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 111.9336 | 114.0986 | 0.287% | +1.934% | +0.00554% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.19bn | $14.24bn | 116.7483 | 119.8115 | 0.284% | +2.624% | +0.00746% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.19bn | $15.31bn | 108.3614 | 108.6026 | 0.284% | +0.223% | +0.00063% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 108.5649 | 108.8264 | 0.283% | +0.241% | +0.00068% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 107.1690 | 107.4586 | 0.282% | +0.270% | +0.00076% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 103.6478 | 103.6824 | 0.282% | +0.033% | +0.00009% |
| 912828GG9 | 4.750% | Feb 15, 2010 | $17.47bn | – | $1.47bn | $16.00bn | 102.2507 | 102.2942 | 0.280% | +0.043% | +0.00012% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.20bn | $15.30bn | 105.6687 | 105.8541 | 0.276% | +0.175% | +0.00048% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 108.9559 | 107.0436 | 0.276% | +0.310% | +0.00086% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 107.8927 | 108.1651 | 0.275% | +0.252% | +0.00070% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 144.8417 | 147.8988 | 0.274% | +2.111% | +0.00579% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.43bn | $13.98bn | 114.4497 | 118.2011 | 0.273% | +3.278% | +0.00896% |
| 912828DB3 | 3.500% | Nov 15, 2009 | $18.75bn | – | $3.10bn | $15.65bn | 101.6929 | 101.7283 | 0.272% | +0.035% | +0.00009% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 130.1902 | 131.8641 | 0.272% | +1.286% | +0.00349% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $17.32bn | – | $2.32bn | $15.00bn | 104.9579 | 108.7622 | 0.269% | +3.625% | +0.00975% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 104.2704 | 104.3247 | 0.267% | +0.052% | +0.00014% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.4487 | 108.0880 | 0.266% | +0.595% | +0.00158% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 108.5730 | 109.0126 | 0.264% | +0.405% | +0.00107% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 109.7607 | 112.6639 | 0.263% | +2.645% | +0.00695% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 109.4928 | 110.8198 | 0.262% | +1.212% | +0.00317% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 111.0940 | 113.3482 | 0.261% | +2.029% | +0.00530% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.69bn | $14.84bn | 102.8271 | 106.2775 | 0.261% | +3.356% | +0.00875% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 109.9872 | 108.1374 | 0.261% | +0.364% | +0.00095% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 103.5076 | 104.0792 | 0.257% | +0.552% | +0.00142% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.79bn | $13.80bn | 109.0007 | 112.5442 | 0.257% | +3.251% | +0.00836% |
| 912828DE7 | 3.500% | Dec 15, 2009 | $15.00bn | – | $398.0m | $14.60bn | 101.6834 | 101.7203 | 0.254% | +0.036% | +0.00009% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 105.4056 | 108.1692 | 0.252% | +2.622% | +0.00661% |
| 912828DP2 | 4.000% | Mar 15, 2010 | $15.00bn | – | $875.5m | $14.12bn | 103.8478 | 101.8955 | 0.251% | +0.046% | +0.00012% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 109.7351 | 110.2269 | 0.250% | +0.448% | +0.00112% |
| 912828CX6 | 3.375% | Oct 15, 2009 | $15.00bn | – | $610.0m | $14.39bn | 101.6568 | 101.6834 | 0.250% | +0.026% | +0.00007% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 106.1766 | 106.1997 | 0.250% | +0.022% | +0.00005% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 103.7236 | 105.7076 | 0.248% | +1.913% | +0.00475% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 108.5184 | 108.8873 | 0.248% | +0.340% | +0.00084% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 109.0584 | 109.3730 | 0.247% | +0.288% | +0.00071% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.2188 | 104.7656 | 0.246% | +0.525% | +0.00129% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 102.0821 | 104.1445 | 0.244% | +2.020% | +0.00494% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 139.8730 | 141.9925 | 0.242% | +1.515% | +0.00366% |
| 912828DL1 | 3.500% | Feb 15, 2010 | $16.62bn | – | $2.73bn | $13.89bn | 101.5992 | 101.6658 | 0.241% | +0.066% | +0.00016% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 100.6311 | 101.8291 | 0.241% | +1.191% | +0.00287% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 103.3350 | 103.4134 | 0.240% | +0.076% | +0.00018% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 108.7880 | 109.1440 | 0.238% | +0.327% | +0.00078% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 105.4606 | 105.6508 | 0.233% | +0.180% | +0.00042% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.80bn | $13.17bn | 103.7218 | 103.7768 | 0.233% | +0.053% | +0.00012% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 97.0470 | 99.1584 | 0.232% | +2.176% | +0.00505% |
| 912828DG2 | 3.625% | Jan 15, 2010 | $15.00bn | – | $1.65bn | $13.35bn | 101.7228 | 101.7683 | 0.232% | +0.045% | +0.00010% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 132.2666 | 135.2537 | 0.232% | +2.258% | +0.00523% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.0893 | 107.5724 | 0.232% | +0.451% | +0.00105% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 103.8316 | 103.8782 | 0.230% | +0.045% | +0.00010% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 96.1468 | 98.8396 | 0.230% | +2.801% | +0.00644% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 103.5367 | 103.6026 | 0.230% | +0.064% | +0.00015% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 109.9758 | 108.3554 | 0.230% | +0.459% | +0.00105% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 122.3709 | 125.1101 | 0.227% | +2.238% | +0.00509% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.5451 | 107.0092 | 0.226% | +0.436% | +0.00098% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 105.8953 | 105.9312 | 0.225% | +0.034% | +0.00008% |
| 9128275W8 | 4.250% | Jan 15, 2010 | $11.32bn | – | $1.25bn | $10.06bn | 130.3145 | 130.4313 | 0.224% | +0.090% | +0.00020% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.4932 | 108.9654 | 0.223% | +0.435% | +0.00097% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 108.2628 | 108.6773 | 0.222% | +0.383% | +0.00085% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 105.3838 | 103.4838 | 0.219% | +0.036% | +0.00008% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 129.2586 | 129.7160 | 0.219% | +0.354% | +0.00077% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 105.8386 | 105.9785 | 0.218% | +0.132% | +0.00029% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.7301 | 108.1970 | 0.216% | +0.433% | +0.00094% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.83bn | $11.40bn | 110.2695 | 110.7213 | 0.215% | +0.410% | +0.00088% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 109.4647 | 109.9667 | 0.210% | +0.459% | +0.00096% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 132.6926 | 135.5968 | 0.209% | +2.189% | +0.00457% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 143.6287 | 145.9147 | 0.209% | +1.592% | +0.00333% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 110.4596 | 110.9195 | 0.195% | +0.416% | +0.00081% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.62bn | $7.97bn | 140.7840 | 143.8641 | 0.192% | +2.188% | +0.00420% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.91bn | $8.17bn | 137.4263 | 140.6308 | 0.192% | +2.332% | +0.00447% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $1.83bn | $8.30bn | 133.1162 | 136.0510 | 0.189% | +2.205% | +0.00416% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.39bn | $9.39bn | 117.4416 | 120.2962 | 0.188% | +2.431% | +0.00458% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $2.47bn | $7.59bn | 142.2191 | 145.2877 | 0.185% | +2.158% | +0.00398% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.66bn | $8.52bn | 126.4079 | 129.5323 | 0.184% | +2.472% | +0.00455% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 115.5550 | 118.3580 | 0.183% | +2.426% | +0.00444% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.10bn | $9.25bn | 114.2738 | 117.0768 | 0.181% | +2.453% | +0.00443% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 140.8522 | 143.7863 | 0.179% | +2.083% | +0.00374% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 139.1912 | 141.3522 | 0.170% | +1.553% | +0.00263% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 144.5197 | 145.4993 | 0.169% | +0.678% | +0.00115% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.70bn | $6.80bn | 140.5316 | 143.6627 | 0.163% | +2.228% | +0.00364% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.63bn | $7.21bn | 130.7065 | 133.6427 | 0.161% | +2.246% | +0.00362% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 142.0177 | 144.8356 | 0.150% | +1.984% | +0.00297% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $8.28bn | – | $277.2m | $8.00bn | 102.3704 | 103.8069 | 0.140% | +1.403% | +0.00196% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $8.14bn | – | $135.2m | $8.00bn | 102.2442 | 104.2534 | 0.140% | +1.965% | +0.00275% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 130.8373 | 133.7524 | 0.139% | +2.228% | +0.00310% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.03bn | $6.16bn | 128.1695 | 131.1267 | 0.135% | +2.307% | +0.00312% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 128.5370 | 129.7280 | 0.130% | +0.927% | +0.00120% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 131.9368 | 134.8933 | 0.129% | +2.241% | +0.00290% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 146.7167 | 149.6800 | 0.124% | +2.020% | +0.00250% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 147.3780 | 151.6892 | 0.119% | +2.925% | +0.00349% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 146.3845 | 148.4307 | 0.117% | +1.398% | +0.00163% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 139.1960 | 142.2551 | 0.115% | +2.198% | +0.00252% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 146.2028 | 148.2904 | 0.109% | +1.428% | +0.00156% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 143.0499 | 144.2300 | 0.090% | +0.825% | +0.00074% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 137.7711 | 139.0251 | 0.083% | +0.910% | +0.00075% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 143.7096 | 144.8570 | 0.064% | +0.798% | +0.00051% |
| Total | $5.55tn | 100.000% | +0.72942% | ||||||||
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.