Rebalance of October 30, 2009
US Treasury Aggregate constituents
Every one of the 246 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
- 246
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.085850%
- Market value
- $5.87tn
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 -0.085850% against a published month return of -0.085850%, a difference of 1.3e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795S69 | 0.000% | Dec 17, 2009 | $121.00bn | – | – | $121.00bn | 99.9783 | 99.9947 | 2.060% | +0.016% | +0.00034% |
| 912795S51 | 0.000% | Nov 19, 2009 | $117.00bn | – | – | $117.00bn | 99.9903 | 99.9994 | 1.992% | +0.009% | +0.00018% |
| 912795Q38 | 0.000% | Nov 12, 2009 | $62.00bn | – | – | $62.00bn | 99.9940 | 99.9996 | 1.056% | +0.006% | +0.00006% |
| 912795Q53 | 0.000% | Nov 27, 2009 | $61.00bn | – | – | $61.00bn | 99.9903 | 99.9992 | 1.039% | +0.009% | +0.00009% |
| 912795Q61 | 0.000% | Dec 3, 2009 | $61.00bn | – | – | $61.00bn | 99.9876 | 99.9981 | 1.039% | +0.011% | +0.00011% |
| 912795R37 | 0.000% | Dec 10, 2009 | $60.00bn | – | – | $60.00bn | 99.9842 | 99.9977 | 1.022% | +0.014% | +0.00014% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 99.7116 | 98.9209 | 1.019% | -0.793% | -0.00808% |
| 912795Q20 | 0.000% | Nov 5, 2009 | $59.00bn | – | – | $59.00bn | 99.9960 | 99.9997 | 1.005% | +0.004% | +0.00004% |
| 912795R52 | 0.000% | Dec 24, 2009 | $59.00bn | – | – | $59.00bn | 99.9717 | 99.9924 | 1.005% | +0.021% | +0.00021% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 105.0414 | 104.4613 | 0.930% | -0.552% | -0.00514% |
| 912795T27 | 0.000% | Feb 11, 2010 | $54.00bn | – | – | $54.00bn | 99.9479 | 99.9798 | 0.919% | +0.032% | +0.00029% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 95.9137 | 95.2466 | 0.915% | -0.696% | -0.00636% |
| 912795T68 | 0.000% | Mar 11, 2010 | $53.00bn | – | – | $53.00bn | 99.9280 | 99.9597 | 0.902% | +0.032% | +0.00029% |
| 912795R86 | 0.000% | Jan 14, 2010 | $52.00bn | – | – | $52.00bn | 99.9706 | 99.9916 | 0.885% | +0.021% | +0.00019% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $46.59bn | – | $3.59bn | $43.00bn | 103.2755 | 102.3094 | 0.756% | -0.935% | -0.00707% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.0965 | 100.3094 | 0.733% | +0.213% | +0.00156% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.4497 | 100.6929 | 0.718% | +0.242% | +0.00174% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.2731 | 100.4865 | 0.717% | +0.213% | +0.00153% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.8781 | 101.0696 | 0.687% | +0.190% | +0.00131% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $708.5m | $40.00bn | 100.2878 | 100.3716 | 0.683% | +0.084% | +0.00057% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.5849 | 100.6610 | 0.676% | +0.076% | +0.00051% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.17bn | $39.00bn | 100.6096 | 100.6946 | 0.668% | +0.084% | +0.00056% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.3462 | 100.4856 | 0.665% | +0.139% | +0.00092% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.4499 | 100.5898 | 0.660% | +0.139% | +0.00092% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.6474 | 100.3798 | 0.642% | +0.169% | +0.00108% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $3.67bn | $36.30bn | 102.1298 | 102.2330 | 0.631% | +0.101% | +0.00064% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.6586 | 100.7347 | 0.614% | +0.076% | +0.00046% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $36.00bn | – | – | $36.00bn | 99.7906 | 99.8658 | 0.612% | +0.075% | +0.00046% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.35bn | $33.43bn | 105.4178 | 101.4124 | 0.600% | -3.800% | -0.02280% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 101.3263 | 101.4044 | 0.597% | +0.077% | +0.00046% |
| 912795UL3 | 0.000% | Apr 1, 2010 | $35.00bn | – | – | $35.00bn | 99.9085 | 99.9405 | 0.596% | +0.032% | +0.00019% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 101.5680 | 101.6501 | 0.588% | +0.081% | +0.00048% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 99.8733 | 100.0573 | 0.587% | +0.184% | +0.00108% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 101.7840 | 101.1020 | 0.580% | +0.067% | +0.00039% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 102.6658 | 102.2826 | 0.577% | -0.373% | -0.00215% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.5441 | 100.7143 | 0.573% | +0.169% | +0.00097% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $7.63bn | $23.02bn | 144.8030 | 143.9986 | 0.568% | -0.555% | -0.00315% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 100.8631 | 100.9827 | 0.563% | +0.119% | +0.00067% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.06bn | $32.01bn | 102.4759 | 102.5791 | 0.559% | +0.101% | +0.00056% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 102.0159 | 102.1008 | 0.556% | +0.083% | +0.00046% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 101.2548 | 101.4069 | 0.549% | +0.150% | +0.00082% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 108.2921 | 108.5149 | 0.549% | +0.206% | +0.00113% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 102.4633 | 102.5462 | 0.541% | +0.081% | +0.00044% |
| 912795R78 | 0.000% | Jan 7, 2010 | $31.00bn | – | – | $31.00bn | 99.9753 | 99.9962 | 0.528% | +0.021% | +0.00011% |
| 912795R94 | 0.000% | Jan 21, 2010 | $31.00bn | – | – | $31.00bn | 99.9655 | 99.9908 | 0.528% | +0.025% | +0.00013% |
| 912795S77 | 0.000% | Jan 28, 2010 | $31.00bn | – | – | $31.00bn | 99.9633 | 99.9875 | 0.528% | +0.024% | +0.00013% |
| 912795S85 | 0.000% | Feb 4, 2010 | $31.00bn | – | – | $31.00bn | 99.9577 | 99.9838 | 0.528% | +0.026% | +0.00014% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 106.2296 | 105.6399 | 0.525% | -0.555% | -0.00291% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 102.6328 | 102.6953 | 0.524% | +0.061% | +0.00032% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 102.4447 | 102.4867 | 0.523% | +0.041% | +0.00021% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.8240 | 110.9436 | 0.522% | +0.108% | +0.00056% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 109.6365 | 109.6936 | 0.522% | +0.052% | +0.00027% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 102.0143 | 100.9805 | 0.521% | +0.028% | +0.00015% |
| 912795R60 | 0.000% | Dec 31, 2009 | $30.00bn | – | – | $30.00bn | 99.9668 | 99.9914 | 0.511% | +0.025% | +0.00013% |
| 912795T35 | 0.000% | Feb 18, 2010 | $30.00bn | – | – | $30.00bn | 99.9452 | 99.9784 | 0.511% | +0.033% | +0.00017% |
| 912795T43 | 0.000% | Feb 25, 2010 | $30.00bn | – | – | $30.00bn | 99.9424 | 99.9738 | 0.511% | +0.031% | +0.00016% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $30.00bn | – | – | $30.00bn | 99.8032 | 99.8761 | 0.510% | +0.073% | +0.00037% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $6.63bn | $29.59bn | 99.6284 | 98.6979 | 0.502% | +0.007% | +0.00004% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 100.8179 | 100.9796 | 0.497% | +0.160% | +0.00080% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 100.4770 | 100.2407 | 0.496% | -0.235% | -0.00117% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 109.4803 | 109.5686 | 0.496% | +0.081% | +0.00040% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 120.0698 | 121.8663 | 0.496% | +1.496% | +0.00741% |
| 912795T50 | 0.000% | Mar 4, 2010 | $29.00bn | – | – | $29.00bn | 99.9354 | 99.9653 | 0.494% | +0.030% | +0.00015% |
| 912795T76 | 0.000% | Mar 18, 2010 | $29.00bn | – | – | $29.00bn | 99.9249 | 99.9575 | 0.494% | +0.033% | +0.00016% |
| 912795T84 | 0.000% | Mar 25, 2010 | $29.00bn | – | – | $29.00bn | 99.9218 | 99.9554 | 0.493% | +0.034% | +0.00017% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $29.00bn | – | – | $29.00bn | 99.7520 | 99.8280 | 0.493% | +0.076% | +0.00038% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $29.34bn | – | $2.88bn | $26.46bn | 108.7622 | 104.6223 | 0.490% | -3.806% | -0.01866% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 101.0686 | 101.1404 | 0.485% | +0.071% | +0.00034% |
| 912828HU7 | 1.750% | Mar 31, 2010 | $31.99bn | – | $3.99bn | $28.00bn | 100.7548 | 100.8149 | 0.480% | +0.060% | +0.00029% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 170.7979 | 168.6772 | 0.479% | +0.246% | +0.00118% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 108.6984 | 108.8274 | 0.478% | +0.119% | +0.00057% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $3.47bn | $24.53bn | 114.2404 | 114.2660 | 0.477% | +0.458% | +0.00219% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.2385 | 100.4300 | 0.477% | +0.191% | +0.00091% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.7069 | 100.8577 | 0.474% | +0.150% | +0.00071% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.40bn | $28.21bn | 98.4111 | 98.5337 | 0.473% | +0.125% | +0.00059% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 106.4012 | 105.8319 | 0.471% | -0.535% | -0.00252% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 100.9444 | 100.6471 | 0.470% | -0.295% | -0.00139% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.1158 | 102.2485 | 0.467% | +0.130% | +0.00061% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 109.8706 | 110.0418 | 0.467% | +0.156% | +0.00073% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.24bn | $27.80bn | 98.3478 | 98.4158 | 0.466% | +0.069% | +0.00032% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 113.2942 | 113.3947 | 0.465% | +0.089% | +0.00041% |
| 912795U66 | 0.000% | Jul 1, 2010 | $27.00bn | – | – | $27.00bn | 99.7945 | 99.8644 | 0.459% | +0.070% | +0.00032% |
| 912795U74 | 0.000% | Jul 29, 2010 | $27.00bn | – | – | $27.00bn | 99.7567 | 99.8187 | 0.459% | +0.062% | +0.00028% |
| 912795U82 | 0.000% | Aug 26, 2010 | $27.00bn | – | – | $27.00bn | 99.6975 | 99.7417 | 0.458% | +0.044% | +0.00020% |
| 912795U90 | 0.000% | Sep 23, 2010 | $27.00bn | – | – | $27.00bn | 99.6221 | 99.7176 | 0.458% | +0.096% | +0.00044% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.4257 | 100.6803 | 0.452% | +0.254% | +0.00115% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 108.3886 | 108.6046 | 0.451% | +0.199% | +0.00090% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 128.0199 | 129.9358 | 0.450% | +1.497% | +0.00673% |
| 912828HS2 | 2.000% | Feb 28, 2010 | $28.90bn | – | $2.90bn | $26.00bn | 100.9213 | 100.9418 | 0.447% | +0.020% | +0.00009% |
| 912795U41 | 0.000% | May 6, 2010 | $26.00bn | – | – | $26.00bn | 99.8849 | 99.9112 | 0.442% | +0.026% | +0.00012% |
| 912795U58 | 0.000% | Jun 3, 2010 | $26.00bn | – | – | $26.00bn | 99.8633 | 99.8980 | 0.442% | +0.035% | +0.00015% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 108.3560 | 104.5598 | 0.439% | -3.503% | -0.01538% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.0724 | 100.4742 | 0.434% | +0.088% | +0.00038% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 110.8553 | 110.9124 | 0.433% | +0.051% | +0.00022% |
| 912828HP8 | 2.125% | Jan 31, 2010 | $26.92bn | – | $1.92bn | $25.00bn | 101.0143 | 101.0428 | 0.430% | +0.028% | +0.00012% |
| 912795U33 | 0.000% | Apr 8, 2010 | $25.00bn | – | – | $25.00bn | 99.9103 | 99.9333 | 0.425% | +0.023% | +0.00010% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 100.8284 | 100.9407 | 0.421% | +0.111% | +0.00047% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 121.1215 | 123.1319 | 0.418% | +1.660% | +0.00694% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 100.5295 | 100.6823 | 0.417% | +0.152% | +0.00063% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 109.4039 | 109.5153 | 0.417% | +0.102% | +0.00042% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.1610 | 102.4069 | 0.416% | +0.241% | +0.00100% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.70bn | $24.57bn | 99.0761 | 99.1345 | 0.415% | +0.059% | +0.00024% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 104.8211 | 104.8458 | 0.410% | +0.024% | +0.00010% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 109.8865 | 109.9749 | 0.409% | +0.080% | +0.00033% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 121.4924 | 123.5015 | 0.408% | +1.654% | +0.00674% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 102.9538 | 102.7052 | 0.408% | -0.242% | -0.00098% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 112.0122 | 112.1223 | 0.401% | +0.098% | +0.00039% |
| 912828HL7 | 3.250% | Dec 31, 2009 | $26.50bn | – | $3.50bn | $23.00bn | 101.5713 | 101.6039 | 0.398% | +0.032% | +0.00013% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 106.6698 | 106.7921 | 0.396% | +0.115% | +0.00045% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 166.5807 | 165.0058 | 0.396% | +0.505% | +0.00200% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.1114 | 105.1376 | 0.393% | +0.025% | +0.00010% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.78bn | $20.89bn | 109.4490 | 109.0686 | 0.389% | -0.348% | -0.00135% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $3.66bn | $19.64bn | 116.0921 | 115.8502 | 0.388% | -0.208% | -0.00081% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 119.1222 | 121.2012 | 0.384% | +1.745% | +0.00671% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 126.3607 | 124.7167 | 0.384% | -1.301% | -0.00500% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 104.3696 | 103.0464 | 0.381% | +0.050% | +0.00019% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 110.9810 | 110.8410 | 0.379% | -0.126% | -0.00048% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 112.7157 | 112.4304 | 0.377% | -0.253% | -0.00095% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 91.3533 | 87.6576 | 0.375% | -4.045% | -0.01517% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 99.3168 | 99.4201 | 0.371% | +0.104% | +0.00039% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 115.1790 | 117.1537 | 0.370% | +1.714% | +0.00634% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 109.6685 | 105.7160 | 0.369% | -3.604% | -0.01331% |
| 912828HJ2 | 3.125% | Nov 30, 2009 | $24.54bn | – | $3.54bn | $21.00bn | 101.5502 | 101.5422 | 0.363% | -0.008% | -0.00003% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.74bn | $16.28bn | 129.6260 | 126.9086 | 0.359% | -2.096% | -0.00753% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 106.7279 | 106.7401 | 0.357% | +0.011% | +0.00004% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 105.3906 | 105.4844 | 0.356% | +0.089% | +0.00032% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 103.3213 | 103.0727 | 0.355% | -0.241% | -0.00085% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 112.1692 | 111.8322 | 0.348% | -0.300% | -0.00104% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 97.4128 | 97.2778 | 0.340% | -0.139% | -0.00047% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 111.4344 | 111.1804 | 0.338% | -0.228% | -0.00077% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.5374 | 106.4871 | 0.337% | -0.047% | -0.00016% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.3077 | 104.8298 | 0.332% | +0.080% | +0.00026% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.9073 | 112.5738 | 0.332% | +0.847% | +0.00281% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.16bn | $17.43bn | 111.5747 | 111.2785 | 0.331% | -0.265% | -0.00088% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 114.7977 | 116.5925 | 0.331% | +1.563% | +0.00518% |
| 912828FX3 | 4.625% | Nov 15, 2009 | $24.77bn | – | $5.77bn | $19.00bn | 102.3094 | 102.3054 | 0.331% | -0.004% | -0.00001% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 114.7530 | 116.6848 | 0.328% | +1.683% | +0.00552% |
| 9128275Z1 | 6.500% | Feb 15, 2010 | $23.35bn | – | $4.90bn | $18.45bn | 103.1739 | 103.2079 | 0.324% | +0.033% | +0.00011% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.22bn | 133.5482 | 130.3417 | 0.323% | -2.401% | -0.00776% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.26bn | $14.56bn | 129.4260 | 129.1189 | 0.321% | -0.237% | -0.00076% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 112.9625 | 114.7666 | 0.321% | +1.597% | +0.00512% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.4887 | 107.5135 | 0.320% | +0.023% | +0.00007% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 109.3234 | 109.4524 | 0.318% | +0.118% | +0.00037% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 108.5207 | 109.8051 | 0.314% | +1.184% | +0.00372% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 113.2476 | 113.0153 | 0.314% | -0.205% | -0.00064% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 103.6235 | 103.3764 | 0.309% | -0.238% | -0.00074% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 99.8798 | 98.3895 | 0.304% | -0.178% | -0.00054% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.9949 | 107.9881 | 0.301% | -0.006% | -0.00002% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 109.1213 | 109.3142 | 0.299% | +0.177% | +0.00053% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 99.2560 | 99.1756 | 0.298% | -0.081% | -0.00024% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 140.5690 | 140.1192 | 0.295% | -0.320% | -0.00094% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 102.9131 | 102.9766 | 0.294% | +0.062% | +0.00018% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 108.5133 | 108.6895 | 0.292% | +0.162% | +0.00047% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 114.0986 | 115.8489 | 0.291% | +1.534% | +0.00446% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 119.8115 | 116.6226 | 0.286% | -2.662% | -0.00762% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 108.8264 | 109.0221 | 0.283% | +0.180% | +0.00051% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 107.4586 | 107.6799 | 0.281% | +0.206% | +0.00058% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 108.6026 | 106.3394 | 0.281% | +0.161% | +0.00045% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 106.1068 | 106.3056 | 0.281% | +0.187% | +0.00053% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 103.6824 | 103.7694 | 0.281% | +0.084% | +0.00024% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 118.2011 | 114.0421 | 0.280% | -3.519% | -0.00987% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 147.8988 | 147.1909 | 0.279% | -0.479% | -0.00134% |
| 912828GG9 | 4.750% | Feb 15, 2010 | $17.47bn | – | $1.47bn | $16.00bn | 102.2942 | 102.3322 | 0.279% | +0.037% | +0.00010% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 108.1651 | 108.3702 | 0.275% | +0.190% | +0.00052% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 131.8641 | 131.6726 | 0.274% | -0.145% | -0.00040% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 105.8541 | 106.0019 | 0.273% | +0.140% | +0.00038% |
| 912828DB3 | 3.500% | Nov 15, 2009 | $18.75bn | – | $3.10bn | $15.65bn | 101.7283 | 101.7514 | 0.271% | +0.023% | +0.00006% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 107.0436 | 107.2517 | 0.270% | +0.194% | +0.00053% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 112.6639 | 113.4737 | 0.269% | +0.719% | +0.00193% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 106.2775 | 102.4704 | 0.267% | -3.582% | -0.00955% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 104.3247 | 104.3723 | 0.267% | +0.046% | +0.00012% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 108.0880 | 108.1219 | 0.266% | +0.031% | +0.00008% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 113.3482 | 115.0791 | 0.265% | +1.527% | +0.00405% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 109.0126 | 109.2585 | 0.264% | +0.226% | +0.00060% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 110.8198 | 111.1575 | 0.264% | +1.263% | +0.00334% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.89bn | $13.70bn | 112.5442 | 108.6135 | 0.263% | -3.493% | -0.00917% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 108.1692 | 108.3812 | 0.258% | +0.196% | +0.00051% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.0792 | 104.0723 | 0.258% | -0.007% | -0.00002% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 108.1374 | 108.2517 | 0.255% | +0.106% | +0.00027% |
| 912828DE7 | 3.500% | Dec 15, 2009 | $15.00bn | – | $398.0m | $14.60bn | 101.7203 | 101.7138 | 0.253% | -0.006% | -0.00002% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 105.7076 | 107.2636 | 0.252% | +1.472% | +0.00371% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 110.2269 | 108.1186 | 0.251% | +0.129% | +0.00032% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 106.1997 | 106.3098 | 0.249% | +0.104% | +0.00026% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 104.1445 | 105.6527 | 0.248% | +1.448% | +0.00360% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 108.8873 | 109.1870 | 0.248% | +0.275% | +0.00068% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 109.3730 | 107.3693 | 0.247% | +0.282% | +0.00070% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.7656 | 104.8281 | 0.246% | +0.060% | +0.00015% |
| 912828DP2 | 4.000% | Mar 15, 2010 | $15.00bn | – | $875.5m | $14.12bn | 101.8955 | 101.9366 | 0.245% | +0.040% | +0.00010% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 141.9925 | 141.5971 | 0.244% | -0.278% | -0.00068% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 101.8291 | 102.9134 | 0.243% | +1.378% | +0.00335% |
| 912828DL1 | 3.500% | Feb 15, 2010 | $16.62bn | – | $2.73bn | $13.89bn | 101.6658 | 101.7201 | 0.240% | +0.053% | +0.00013% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 103.4134 | 103.4804 | 0.239% | +0.065% | +0.00015% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 109.1440 | 109.3383 | 0.238% | +0.178% | +0.00042% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 99.1584 | 100.5973 | 0.236% | +1.451% | +0.00343% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 135.2537 | 133.9358 | 0.236% | -0.974% | -0.00230% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 98.8396 | 99.2517 | 0.236% | +0.417% | +0.00098% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 105.6508 | 105.8016 | 0.233% | +0.143% | +0.00033% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 103.7768 | 103.8543 | 0.232% | +0.075% | +0.00017% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.5724 | 107.7313 | 0.232% | +0.148% | +0.00034% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 125.1101 | 122.9443 | 0.232% | -1.731% | -0.00401% |
| 912828DG2 | 3.625% | Jan 15, 2010 | $15.00bn | – | $1.65bn | $13.35bn | 101.7683 | 101.8023 | 0.231% | +0.033% | +0.00008% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 103.8782 | 101.9166 | 0.229% | +0.037% | +0.00008% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 103.6026 | 103.6895 | 0.229% | +0.084% | +0.00019% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 107.0092 | 107.1481 | 0.226% | +0.130% | +0.00029% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 108.3554 | 108.5728 | 0.225% | +0.201% | +0.00045% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 105.9312 | 103.8664 | 0.224% | +0.057% | +0.00013% |
| 9128275W8 | 4.250% | Jan 15, 2010 | $11.32bn | – | $1.25bn | $10.06bn | 130.4313 | 131.0404 | 0.224% | +0.467% | +0.00104% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.9654 | 107.1777 | 0.223% | +0.137% | +0.00031% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 108.6773 | 108.8362 | 0.222% | +0.146% | +0.00032% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 129.7160 | 130.7359 | 0.218% | +0.786% | +0.00172% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 105.9785 | 106.0172 | 0.217% | +0.037% | +0.00008% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 108.1970 | 108.4366 | 0.216% | +0.221% | +0.00048% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 103.4838 | 103.5763 | 0.214% | +0.089% | +0.00019% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 110.7213 | 110.9491 | 0.214% | +0.206% | +0.00044% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 135.5968 | 133.3509 | 0.213% | -1.656% | -0.00352% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 145.9147 | 145.2802 | 0.211% | -0.435% | -0.00092% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 109.9667 | 110.1501 | 0.210% | +0.167% | +0.00035% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.62bn | $7.97bn | 143.8641 | 141.7038 | 0.195% | -1.502% | -0.00293% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 110.9195 | 111.0622 | 0.195% | +0.129% | +0.00025% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 140.6308 | 139.8781 | 0.195% | -0.535% | -0.00104% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.46bn | $9.32bn | 120.2962 | 117.4620 | 0.191% | -2.356% | -0.00450% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $1.94bn | $8.19bn | 136.0510 | 135.0876 | 0.190% | -0.708% | -0.00134% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.70bn | $8.47bn | 129.5323 | 126.4399 | 0.187% | -2.387% | -0.00446% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 118.3580 | 115.5645 | 0.187% | -2.360% | -0.00440% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 117.0768 | 114.1583 | 0.183% | -2.493% | -0.00457% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 143.7863 | 141.4181 | 0.182% | -1.647% | -0.00300% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 141.3522 | 140.9365 | 0.172% | -0.294% | -0.00050% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 145.4993 | 145.8838 | 0.169% | +0.264% | +0.00045% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.34bn | $6.72bn | 145.2877 | 144.5567 | 0.166% | -0.503% | -0.00084% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.94bn | $6.56bn | 143.6627 | 142.9005 | 0.160% | -0.531% | -0.00085% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 133.6427 | 131.2079 | 0.160% | -1.822% | -0.00292% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 144.8356 | 144.1997 | 0.152% | -0.439% | -0.00067% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $8.14bn | – | $135.2m | $8.00bn | 104.2534 | 105.7599 | 0.142% | +1.445% | +0.00205% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 133.7524 | 131.2347 | 0.142% | -1.882% | -0.00267% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $8.28bn | – | $277.2m | $8.00bn | 103.8069 | 104.5999 | 0.141% | +1.377% | +0.00195% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.14bn | $6.05bn | 131.1267 | 128.4623 | 0.135% | -2.032% | -0.00275% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 134.8933 | 132.5428 | 0.132% | -1.743% | -0.00230% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.7280 | 131.2901 | 0.131% | +1.204% | +0.00157% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 149.6800 | 149.0034 | 0.126% | -0.452% | -0.00057% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 151.6892 | 149.9597 | 0.122% | +0.211% | +0.00026% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 148.4307 | 147.8383 | 0.118% | -0.399% | -0.00047% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 142.2551 | 141.1369 | 0.117% | -0.786% | -0.00092% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 148.2904 | 147.9901 | 0.110% | -0.202% | -0.00022% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 144.2300 | 144.4949 | 0.090% | +0.184% | +0.00017% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 139.0251 | 139.2670 | 0.083% | +0.174% | +0.00014% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 144.8570 | 145.1247 | 0.065% | +0.185% | +0.00012% |
| Total | $5.54tn | 100.000% | -0.08585% | ||||||||
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.