Rebalance of December 31, 2009
US Treasury Aggregate constituents
Every one of the 250 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
- 250
- Weights sum to
- 100.0000%
- Contributions sum to
- -1.747861%
- Market value
- $6.17tn
Both totals are added up on this page from the rows in the table below, not read from a stored figure, a total computed somewhere you cannot see would prove nothing. The check below compares that sum against the level published on the US Treasury Aggregate page, fetched separately.
These reconcile. The holdings below sum to -1.747861% against a published month return of -1.747861%, a difference of 1.7e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795T27 | 0.000% | Feb 11, 2010 | $84.00bn | – | – | $84.00bn | 99.9939 | 99.9953 | 1.360% | +0.001% | +0.00002% |
| 912795R86 | 0.000% | Jan 14, 2010 | $82.00bn | – | – | $82.00bn | 99.9988 | 99.9992 | 1.328% | +0.000% | +0.00001% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 104.3764 | 99.5550 | 1.065% | -4.619% | -0.04919% |
| 912795UL3 | 0.000% | Apr 1, 2010 | $64.00bn | – | – | $64.00bn | 99.9729 | 99.9848 | 1.036% | +0.012% | +0.00012% |
| 912795R78 | 0.000% | Jan 7, 2010 | $61.00bn | – | – | $61.00bn | 99.9989 | 99.9998 | 0.988% | +0.001% | +0.00001% |
| 912795R94 | 0.000% | Jan 21, 2010 | $61.00bn | – | – | $61.00bn | 99.9986 | 99.9982 | 0.988% | -0.000% | -0.00000% |
| 912795S77 | 0.000% | Jan 28, 2010 | $60.00bn | – | – | $60.00bn | 99.9984 | 99.9977 | 0.972% | -0.001% | -0.00001% |
| 912795S85 | 0.000% | Feb 4, 2010 | $60.00bn | – | – | $60.00bn | 99.9963 | 99.9971 | 0.972% | +0.001% | +0.00001% |
| 912795T35 | 0.000% | Feb 18, 2010 | $60.00bn | – | – | $60.00bn | 99.9933 | 99.9959 | 0.972% | +0.003% | +0.00003% |
| 912795T43 | 0.000% | Feb 25, 2010 | $60.00bn | – | – | $60.00bn | 99.9855 | 99.9938 | 0.972% | +0.008% | +0.00008% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 99.5131 | 94.9629 | 0.967% | -4.573% | -0.04421% |
| 912795U41 | 0.000% | May 6, 2010 | $56.00bn | – | – | $56.00bn | 99.9477 | 99.9615 | 0.906% | +0.014% | +0.00013% |
| 912795U33 | 0.000% | Apr 8, 2010 | $55.00bn | – | – | $55.00bn | 99.9677 | 99.9782 | 0.890% | +0.010% | +0.00009% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 104.9157 | 100.3617 | 0.884% | -4.341% | -0.03835% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 97.3696 | 92.9986 | 0.883% | -4.489% | -0.03964% |
| 912795T68 | 0.000% | Mar 11, 2010 | $53.00bn | – | – | $53.00bn | 99.9832 | 99.9922 | 0.858% | +0.009% | +0.00008% |
| 912795U82 | 0.000% | Aug 26, 2010 | $52.00bn | – | – | $52.00bn | 99.8580 | 99.8017 | 0.841% | -0.056% | -0.00047% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | – | $45.32bn | 100.1271 | 99.3846 | 0.735% | -0.742% | -0.00545% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.7731 | 100.0546 | 0.718% | -0.713% | -0.00512% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | – | $43.26bn | 100.4433 | 97.7043 | 0.704% | -2.727% | -0.01919% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.8891 | 100.2012 | 0.703% | -0.682% | -0.00479% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 101.1467 | 100.5516 | 0.688% | -0.588% | -0.00405% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 101.0041 | 100.3481 | 0.687% | -0.650% | -0.00446% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 101.9534 | 99.2390 | 0.677% | -2.662% | -0.01802% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 101.5020 | 100.3874 | 0.658% | -0.544% | -0.00358% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 102.3420 | 99.6576 | 0.657% | -2.623% | -0.01725% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 100.7795 | 99.3774 | 0.653% | -1.391% | -0.00908% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 106.2582 | 99.1739 | 0.652% | -6.667% | -0.04349% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 102.6348 | 99.9829 | 0.646% | -2.584% | -0.01668% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.9175 | 100.6858 | 0.645% | -0.230% | -0.00148% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 101.0213 | 99.6810 | 0.638% | -1.327% | -0.00847% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.7740 | 100.3870 | 0.635% | -0.384% | -0.00244% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.8474 | 100.5233 | 0.630% | -0.321% | -0.00202% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.6999 | 100.2509 | 0.611% | -0.446% | -0.00272% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 104.1899 | 101.5262 | 0.606% | -2.557% | -0.01550% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.9912 | 100.3847 | 0.586% | -0.167% | -0.00098% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $36.00bn | – | – | $36.00bn | 99.9060 | 99.9113 | 0.582% | +0.005% | +0.00003% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 100.9722 | 100.8389 | 0.566% | -0.132% | -0.00075% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 101.2300 | 99.8904 | 0.565% | -1.323% | -0.00748% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 101.8094 | 101.7150 | 0.561% | -0.093% | -0.00052% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 104.7459 | 100.4130 | 0.560% | -4.137% | -0.02316% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 101.2847 | 101.1443 | 0.549% | -0.139% | -0.00076% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.6587 | 100.1779 | 0.546% | -0.478% | -0.00261% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 100.8441 | 94.1183 | 0.546% | -6.670% | -0.03640% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.2170 | 100.1274 | 0.538% | -1.077% | -0.00579% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | – | $32.96bn | 100.3201 | 96.4207 | 0.535% | -3.887% | -0.02081% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 104.5360 | 100.6540 | 0.535% | -2.458% | -0.01316% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 110.6427 | 107.6997 | 0.533% | -2.660% | -0.01418% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 102.2286 | 102.1704 | 0.530% | -0.057% | -0.00030% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 102.5136 | 101.2690 | 0.528% | -1.214% | -0.00641% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 143.4786 | 137.0425 | 0.520% | -4.486% | -0.02332% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 103.1426 | 99.1861 | 0.518% | -3.836% | -0.01986% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 102.6067 | 102.6420 | 0.515% | +0.034% | +0.00018% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 108.0802 | 103.5435 | 0.508% | -4.198% | -0.02131% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 111.4973 | 109.4524 | 0.505% | -1.834% | -0.00925% |
| 912795UQ2 | 0.000% | May 13, 2010 | $31.00bn | – | – | $31.00bn | 99.9362 | 99.9520 | 0.502% | +0.016% | +0.00008% |
| 912795UR0 | 0.000% | May 20, 2010 | $31.00bn | – | – | $31.00bn | 99.9287 | 99.9417 | 0.502% | +0.013% | +0.00006% |
| 912795US8 | 0.000% | May 27, 2010 | $31.00bn | – | – | $31.00bn | 99.9258 | 99.9347 | 0.502% | +0.009% | +0.00004% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 102.7969 | 101.3755 | 0.499% | +0.016% | +0.00008% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 126.5584 | 121.9586 | 0.497% | -3.634% | -0.01805% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.6566 | 108.5245 | 0.495% | -1.927% | -0.00955% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 101.2572 | 101.2524 | 0.491% | -0.005% | -0.00002% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 101.0257 | 101.0378 | 0.491% | +0.012% | +0.00006% |
| 912795UM1 | 0.000% | Apr 15, 2010 | $30.00bn | – | – | $30.00bn | 99.9622 | 99.9767 | 0.486% | +0.014% | +0.00007% |
| 912795UN9 | 0.000% | Apr 22, 2010 | $30.00bn | – | – | $30.00bn | 99.9603 | 99.9751 | 0.486% | +0.015% | +0.00007% |
| 912795UP4 | 0.000% | Apr 29, 2010 | $30.00bn | – | – | $30.00bn | 99.9583 | 99.9702 | 0.486% | +0.012% | +0.00006% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $30.00bn | – | – | $30.00bn | 99.9147 | 99.9195 | 0.485% | +0.005% | +0.00002% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 102.7922 | 98.7912 | 0.483% | -3.892% | -0.01879% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 111.7473 | 108.5462 | 0.481% | -2.865% | -0.01379% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.0353 | 100.7989 | 0.478% | -1.212% | -0.00579% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 100.5043 | 98.1804 | 0.473% | -2.312% | -0.01093% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 176.4508 | 169.8354 | 0.470% | -3.749% | -0.01764% |
| 912795T50 | 0.000% | Mar 4, 2010 | $29.00bn | – | – | $29.00bn | 99.9817 | 99.9930 | 0.470% | +0.011% | +0.00005% |
| 912795T76 | 0.000% | Mar 18, 2010 | $29.00bn | – | – | $29.00bn | 99.9790 | 99.9914 | 0.470% | +0.012% | +0.00006% |
| 912795T84 | 0.000% | Mar 25, 2010 | $29.00bn | – | – | $29.00bn | 99.9776 | 99.9883 | 0.470% | +0.011% | +0.00005% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $29.00bn | – | – | $29.00bn | 99.8991 | 99.8857 | 0.469% | -0.013% | -0.00006% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 101.9124 | 99.4351 | 0.465% | -2.431% | -0.01131% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 110.6739 | 108.3560 | 0.463% | -2.094% | -0.00969% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 100.3606 | 97.9928 | 0.458% | -2.359% | -0.01082% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.1749 | 100.3726 | 0.457% | -0.793% | -0.00363% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 103.2312 | 99.2629 | 0.457% | -3.844% | -0.01758% |
| 912828HU7 | 1.750% | Mar 31, 2010 | $31.99bn | – | $3.99bn | $28.00bn | 100.8293 | 100.8678 | 0.457% | +0.038% | +0.00017% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.6535 | 100.7806 | 0.455% | -0.859% | -0.00391% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $3.47bn | $24.53bn | 114.4859 | 114.7329 | 0.455% | +0.216% | +0.00098% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 100.0965 | 97.2666 | 0.450% | -2.078% | -0.00934% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 103.2720 | 101.1343 | 0.449% | -1.162% | -0.00522% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 106.4213 | 101.9415 | 0.448% | -4.209% | -0.01886% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 110.1511 | 107.0385 | 0.445% | -2.826% | -0.01258% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 113.0537 | 110.5623 | 0.441% | -2.204% | -0.00972% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 131.4620 | 130.9164 | 0.439% | -0.415% | -0.00182% |
| 912795U66 | 0.000% | Jul 1, 2010 | $27.00bn | – | – | $27.00bn | 99.9231 | 99.9039 | 0.437% | -0.019% | -0.00008% |
| 912795U74 | 0.000% | Jul 29, 2010 | $27.00bn | – | – | $27.00bn | 99.8996 | 99.8658 | 0.437% | -0.034% | -0.00015% |
| 912795U90 | 0.000% | Sep 23, 2010 | $27.00bn | – | – | $27.00bn | 99.8350 | 99.7562 | 0.437% | -0.079% | -0.00034% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $27.00bn | – | – | $27.00bn | 99.8104 | 99.6815 | 0.436% | -0.129% | -0.00056% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $27.00bn | – | – | $27.00bn | 99.7549 | 99.6333 | 0.436% | -0.122% | -0.00053% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.3320 | 100.0618 | 0.434% | -0.698% | -0.00303% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 109.1861 | 108.5231 | 0.432% | -0.607% | -0.00262% |
| 912828HS2 | 2.000% | Feb 28, 2010 | $28.90bn | – | $2.90bn | $26.00bn | 101.0055 | 101.0086 | 0.425% | +0.003% | +0.00001% |
| 912795U58 | 0.000% | Jun 3, 2010 | $26.00bn | – | – | $26.00bn | 99.9229 | 99.9230 | 0.421% | +0.000% | +0.00000% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.3963 | 100.3685 | 0.414% | -1.014% | -0.00420% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 125.7648 | 124.7579 | 0.413% | -0.801% | -0.00330% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 110.9378 | 108.1808 | 0.412% | -2.485% | -0.01025% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $28.11bn | – | $3.11bn | $25.00bn | 101.4929 | 96.4974 | 0.411% | -4.922% | -0.02022% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 106.4144 | 99.9864 | 0.410% | -6.041% | -0.02477% |
| 912828HP8 | 2.125% | Jan 31, 2010 | $26.92bn | – | $1.92bn | $25.00bn | 101.0540 | 101.0628 | 0.409% | +0.009% | +0.00004% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 101.6617 | 99.5673 | 0.403% | -2.060% | -0.00831% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 125.7342 | 124.9275 | 0.401% | -0.642% | -0.00257% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.5425 | 100.5779 | 0.401% | -0.950% | -0.00381% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 100.9287 | 98.7466 | 0.400% | -2.162% | -0.00865% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 110.3995 | 109.4436 | 0.400% | -0.866% | -0.00346% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 112.0910 | 109.3899 | 0.397% | -2.410% | -0.00957% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 105.3363 | 101.4490 | 0.397% | -3.690% | -0.01463% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 106.6260 | 104.6679 | 0.396% | -1.836% | -0.00728% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.1711 | 101.4605 | 0.396% | -0.696% | -0.00275% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 172.1680 | 165.6963 | 0.389% | -3.759% | -0.01461% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 112.1989 | 108.7778 | 0.382% | -3.049% | -0.01163% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 106.8879 | 104.9002 | 0.380% | -1.860% | -0.00707% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 123.9256 | 122.5450 | 0.380% | -1.114% | -0.00424% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 107.0924 | 106.7106 | 0.378% | -0.357% | -0.00135% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 128.4592 | 121.5679 | 0.371% | -5.365% | -0.01992% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 109.6566 | 105.2745 | 0.370% | -3.996% | -0.01479% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 113.3832 | 109.4864 | 0.368% | -3.437% | -0.01265% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 119.9849 | 118.5096 | 0.367% | -1.230% | -0.00451% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 104.8292 | 102.8063 | 0.364% | -1.930% | -0.00702% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 101.1953 | 98.9026 | 0.359% | -2.266% | -0.00814% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 112.8607 | 108.6701 | 0.359% | -3.713% | -0.01332% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 89.0897 | 83.0068 | 0.348% | -6.828% | -0.02375% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 105.7351 | 100.1922 | 0.345% | -3.705% | -0.01279% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 108.5061 | 104.9123 | 0.345% | -1.757% | -0.00606% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 105.6250 | 105.5625 | 0.339% | -0.059% | -0.00020% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 114.5503 | 110.2079 | 0.338% | -3.791% | -0.01280% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 105.0739 | 98.2778 | 0.336% | -6.468% | -0.02176% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 127.4270 | 119.6897 | 0.335% | -6.072% | -0.02033% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 99.8108 | 96.1889 | 0.331% | -3.629% | -0.01201% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 119.7811 | 117.7433 | 0.329% | -1.701% | -0.00559% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 113.8886 | 109.6284 | 0.328% | -3.741% | -0.01229% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 108.2218 | 106.3149 | 0.326% | -1.762% | -0.00574% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 119.6952 | 117.9967 | 0.325% | -1.419% | -0.00462% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 116.0703 | 112.0829 | 0.318% | -3.435% | -0.01092% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 117.7959 | 115.9402 | 0.318% | -1.575% | -0.00501% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 113.0858 | 112.6952 | 0.316% | -0.345% | -0.00109% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.4239 | 104.6549 | 0.316% | -1.662% | -0.00525% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 114.4635 | 110.0514 | 0.315% | -3.855% | -0.01215% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 111.7301 | 107.4028 | 0.312% | -3.873% | -0.01209% |
| 9128275Z1 | 6.500% | Feb 15, 2010 | $23.35bn | – | $4.90bn | $18.45bn | 103.2514 | 103.2269 | 0.308% | -0.024% | -0.00007% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 115.7120 | 111.6936 | 0.305% | -3.473% | -0.01058% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.4471 | 105.6178 | 0.304% | -1.703% | -0.00518% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 128.2579 | 124.6576 | 0.302% | -2.807% | -0.00848% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.7080 | 107.3025 | 0.300% | -1.293% | -0.00388% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 130.3075 | 122.7695 | 0.300% | -5.785% | -0.01735% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 104.3839 | 100.5938 | 0.296% | -3.631% | -0.01073% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 100.9435 | 97.2526 | 0.292% | -3.656% | -0.01069% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 109.5122 | 107.9327 | 0.290% | -1.442% | -0.00419% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 101.6671 | 98.0699 | 0.290% | -3.538% | -0.01026% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 118.7967 | 116.8764 | 0.288% | -1.616% | -0.00466% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 110.4715 | 109.1882 | 0.288% | -1.162% | -0.00335% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 142.8533 | 137.5414 | 0.285% | -3.718% | -0.01059% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.5196 | 102.8468 | 0.284% | -1.600% | -0.00454% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 106.7009 | 106.0938 | 0.273% | -0.569% | -0.00155% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 119.2024 | 112.3553 | 0.271% | -5.744% | -0.01556% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 109.4572 | 106.3066 | 0.270% | -0.537% | -0.00145% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 150.5054 | 144.6264 | 0.270% | -3.906% | -0.01055% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 108.3004 | 107.6098 | 0.270% | -0.638% | -0.00172% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 118.5287 | 113.7276 | 0.269% | -4.051% | -0.01089% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 106.6216 | 106.1277 | 0.268% | -0.463% | -0.00124% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $17.99bn | – | $1.99bn | $16.00bn | 103.1309 | 96.0418 | 0.267% | -6.874% | -0.01837% |
| 912828GG9 | 4.750% | Feb 15, 2010 | $17.47bn | – | $1.47bn | $16.00bn | 102.3879 | 102.3641 | 0.265% | -0.023% | -0.00006% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 108.7233 | 105.9100 | 0.264% | -2.588% | -0.00683% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 108.9419 | 108.2361 | 0.263% | -0.648% | -0.00171% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 118.0345 | 115.8667 | 0.263% | -1.837% | -0.00483% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 106.7300 | 106.1878 | 0.263% | -0.508% | -0.00133% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 101.8900 | 101.8790 | 0.262% | -0.011% | -0.00003% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 106.3311 | 105.9100 | 0.260% | -0.396% | -0.00103% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 106.8057 | 105.7902 | 0.259% | -0.951% | -0.00247% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 107.8915 | 107.1556 | 0.259% | -0.682% | -0.00177% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 130.5502 | 126.9422 | 0.258% | -2.764% | -0.00714% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 113.3918 | 108.8327 | 0.257% | -4.021% | -0.01034% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 113.5022 | 106.5969 | 0.256% | -6.084% | -0.01558% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.1925 | 111.7748 | 0.254% | -0.372% | -0.00095% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 109.9667 | 106.8636 | 0.253% | -0.719% | -0.00182% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 108.0040 | 106.3132 | 0.253% | -1.565% | -0.00396% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 110.2318 | 107.6797 | 0.250% | -2.315% | -0.00579% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.6051 | 103.8947 | 0.249% | -1.620% | -0.00403% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 104.0340 | 97.4069 | 0.248% | -6.370% | -0.01581% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 102.1676 | 102.2153 | 0.248% | +0.047% | +0.00012% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 108.5547 | 106.3062 | 0.246% | -2.071% | -0.00510% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 109.1727 | 108.1556 | 0.245% | -0.932% | -0.00228% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 110.3940 | 103.7704 | 0.244% | -6.000% | -0.01467% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 106.2422 | 104.6953 | 0.237% | -1.456% | -0.00346% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 104.4953 | 104.0875 | 0.237% | -0.390% | -0.00092% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 109.1041 | 107.9643 | 0.236% | -1.045% | -0.00246% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 103.9647 | 99.4979 | 0.236% | -4.296% | -0.01013% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 103.4269 | 100.9980 | 0.234% | -2.349% | -0.00551% |
| 912828DP2 | 4.000% | Mar 15, 2010 | $15.00bn | – | $875.5m | $14.12bn | 101.9758 | 102.0078 | 0.233% | +0.031% | +0.00007% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 107.6061 | 106.8702 | 0.233% | -0.684% | -0.00159% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 104.2614 | 104.0903 | 0.232% | -0.164% | -0.00038% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 108.0211 | 107.2680 | 0.232% | -0.697% | -0.00161% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 139.9492 | 136.2398 | 0.229% | -2.651% | -0.00607% |
| 912828DL1 | 3.500% | Feb 15, 2010 | $16.62bn | – | $2.73bn | $13.89bn | 101.7459 | 101.7255 | 0.229% | -0.020% | -0.00005% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 137.7160 | 130.7181 | 0.229% | -5.081% | -0.01162% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 110.1814 | 109.3077 | 0.228% | -0.793% | -0.00181% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 103.5488 | 101.7304 | 0.228% | -0.006% | -0.00001% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 109.0170 | 105.6963 | 0.223% | -1.383% | -0.00309% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 126.8859 | 118.9715 | 0.223% | -6.237% | -0.01393% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 106.0115 | 105.7480 | 0.222% | -0.249% | -0.00055% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 103.9918 | 103.9355 | 0.221% | -0.054% | -0.00012% |
| 912828DG2 | 3.625% | Jan 15, 2010 | $15.00bn | – | $1.65bn | $13.35bn | 101.8067 | 101.7979 | 0.220% | -0.009% | -0.00002% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 103.8074 | 103.7592 | 0.218% | -0.046% | -0.00010% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 109.7552 | 108.3709 | 0.217% | -1.261% | -0.00274% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.6968 | 105.2620 | 0.214% | -1.345% | -0.00288% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 101.9540 | 101.9839 | 0.214% | +0.029% | +0.00006% |
| 9128275W8 | 4.250% | Jan 15, 2010 | $11.32bn | – | $1.25bn | $10.06bn | 131.1082 | 131.2260 | 0.214% | +0.090% | +0.00019% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 109.7379 | 108.7348 | 0.213% | -0.914% | -0.00195% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.3943 | 107.0083 | 0.211% | -1.279% | -0.00270% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 131.2735 | 130.9178 | 0.210% | -0.271% | -0.00057% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 104.0175 | 103.9457 | 0.209% | -0.069% | -0.00014% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 109.5796 | 108.2795 | 0.208% | -1.186% | -0.00247% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 106.2702 | 103.8966 | 0.207% | -0.175% | -0.00036% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 137.4864 | 129.2154 | 0.205% | -6.016% | -0.01234% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 103.6992 | 103.6257 | 0.204% | -0.071% | -0.00014% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 148.0734 | 142.8933 | 0.204% | -3.498% | -0.00714% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 111.2646 | 109.9107 | 0.202% | -1.217% | -0.00246% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 109.5755 | 108.3942 | 0.201% | -1.078% | -0.00217% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 143.1236 | 137.2575 | 0.189% | -4.099% | -0.00774% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 112.1651 | 108.4289 | 0.188% | -1.158% | -0.00217% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 138.6590 | 132.1101 | 0.182% | -4.723% | -0.00858% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 120.8016 | 113.2785 | 0.180% | -6.228% | -0.01120% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 145.7378 | 137.7235 | 0.176% | -5.499% | -0.00967% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 142.2690 | 134.3797 | 0.175% | -5.545% | -0.00972% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 117.2283 | 110.0883 | 0.174% | -6.091% | -0.01063% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 116.1070 | 108.8189 | 0.174% | -6.277% | -0.01093% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 129.7038 | 122.1447 | 0.174% | -5.828% | -0.01012% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 143.7296 | 139.5496 | 0.166% | -2.908% | -0.00482% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 148.6141 | 145.2473 | 0.165% | -2.265% | -0.00373% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 146.3533 | 140.0727 | 0.155% | -4.291% | -0.00666% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 143.8904 | 137.7160 | 0.152% | -4.291% | -0.00654% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 131.9123 | 123.8040 | 0.150% | -6.147% | -0.00924% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 147.3071 | 141.6236 | 0.147% | -3.858% | -0.00567% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 135.1318 | 127.1189 | 0.136% | -5.930% | -0.00808% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 132.1522 | 124.2724 | 0.128% | -5.963% | -0.00763% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 136.6997 | 128.4171 | 0.127% | -6.059% | -0.00769% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 132.3771 | 132.0943 | 0.127% | -0.214% | -0.00027% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 157.6025 | 151.0688 | 0.121% | -4.146% | -0.00501% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 147.8555 | 142.0836 | 0.118% | -3.904% | -0.00461% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 146.3978 | 141.3993 | 0.110% | -3.414% | -0.00377% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 141.0558 | 134.1469 | 0.110% | -4.898% | -0.00540% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 146.4033 | 141.4166 | 0.103% | -3.406% | -0.00352% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 142.4365 | 138.6139 | 0.085% | -2.684% | -0.00227% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 142.0897 | 138.0693 | 0.081% | -2.829% | -0.00229% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 147.9932 | 144.4124 | 0.063% | -2.420% | -0.00152% |
| Total | $5.80tn | 100.000% | -1.74786% | ||||||||
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.