Rebalance of January 29, 2010
US Treasury Aggregate constituents
Every one of the 249 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
- 249
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.012038%
- Market value
- $6.27tn
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 +1.012038% against a published month return of +1.012038%, a difference of 1.1e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795UL3 | 0.000% | Apr 1, 2010 | $92.00bn | – | – | $92.00bn | 99.9848 | 99.9897 | 1.467% | +0.005% | +0.00007% |
| 912795T27 | 0.000% | Feb 11, 2010 | $84.00bn | – | – | $84.00bn | 99.9953 | 99.9993 | 1.340% | +0.004% | +0.00005% |
| 912795T68 | 0.000% | Mar 11, 2010 | $83.00bn | – | – | $83.00bn | 99.9922 | 99.9966 | 1.324% | +0.004% | +0.00006% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $67.00bn | – | – | $67.00bn | 99.9113 | 99.9575 | 1.068% | +0.046% | +0.00049% |
| 912795S85 | 0.000% | Feb 4, 2010 | $65.00bn | – | – | $65.00bn | 99.9971 | 99.9998 | 1.037% | +0.003% | +0.00003% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 99.5550 | 101.6433 | 1.000% | +2.098% | +0.02099% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $61.00bn | – | – | $61.00bn | 99.9195 | 99.9633 | 0.972% | +0.044% | +0.00043% |
| 912795T35 | 0.000% | Feb 18, 2010 | $60.00bn | – | – | $60.00bn | 99.9959 | 99.9989 | 0.957% | +0.003% | +0.00003% |
| 912795T43 | 0.000% | Feb 25, 2010 | $60.00bn | – | – | $60.00bn | 99.9938 | 99.9985 | 0.957% | +0.005% | +0.00005% |
| 912795T50 | 0.000% | Mar 4, 2010 | $59.00bn | – | – | $59.00bn | 99.9930 | 99.9981 | 0.941% | +0.005% | +0.00005% |
| 912795T76 | 0.000% | Mar 18, 2010 | $59.00bn | – | – | $59.00bn | 99.9914 | 99.9947 | 0.941% | +0.003% | +0.00003% |
| 912795T84 | 0.000% | Mar 25, 2010 | $59.00bn | – | – | $59.00bn | 99.9883 | 99.9924 | 0.941% | +0.004% | +0.00004% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 94.9629 | 96.9546 | 0.909% | +2.097% | +0.01906% |
| 912795U58 | 0.000% | Jun 3, 2010 | $57.00bn | – | – | $57.00bn | 99.9230 | 99.9653 | 0.909% | +0.042% | +0.00038% |
| 912795U41 | 0.000% | May 6, 2010 | $56.00bn | – | – | $56.00bn | 99.9615 | 99.9784 | 0.893% | +0.017% | +0.00015% |
| 912795U66 | 0.000% | Jul 1, 2010 | $56.00bn | – | – | $56.00bn | 99.9039 | 99.9490 | 0.892% | +0.045% | +0.00040% |
| 912795U33 | 0.000% | Apr 8, 2010 | $55.00bn | – | – | $55.00bn | 99.9782 | 99.9866 | 0.877% | +0.008% | +0.00007% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 100.3617 | 102.5893 | 0.832% | +2.220% | +0.01848% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 92.9986 | 94.9891 | 0.831% | +2.140% | +0.01778% |
| 912795U82 | 0.000% | Aug 26, 2010 | $52.00bn | – | – | $52.00bn | 99.8017 | 99.9013 | 0.828% | +0.100% | +0.00083% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | – | $45.30bn | 99.6985 | 100.4321 | 0.720% | +0.736% | +0.00530% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $49.22bn | – | $3.22bn | $46.00bn | 96.4974 | 98.5085 | 0.708% | +2.084% | +0.01476% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.0546 | 100.7257 | 0.702% | +0.671% | +0.00471% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 99.3846 | 100.0986 | 0.698% | +0.718% | +0.00501% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.2012 | 100.8719 | 0.687% | +0.669% | +0.00460% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | – | $43.24bn | 99.6228 | 101.4820 | 0.687% | +1.866% | +0.01283% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.5516 | 100.6278 | 0.674% | +0.573% | +0.00386% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.3481 | 101.0192 | 0.672% | +0.669% | +0.00450% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 97.7043 | 99.4928 | 0.655% | +1.830% | +0.01198% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 99.2390 | 101.0164 | 0.649% | +1.791% | +0.01162% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.3874 | 100.9744 | 0.641% | +0.585% | +0.00375% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 99.3774 | 100.4525 | 0.634% | +1.082% | +0.00686% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.6858 | 100.5337 | 0.634% | +0.283% | +0.00180% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 99.6576 | 101.4028 | 0.631% | +1.751% | +0.01104% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 98.3743 | 99.4921 | 0.628% | +1.136% | +0.00713% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.3870 | 100.8606 | 0.623% | +0.472% | +0.00294% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 99.6810 | 100.7242 | 0.620% | +1.047% | +0.00649% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 99.9829 | 101.7604 | 0.620% | +1.778% | +0.01102% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.5233 | 100.9347 | 0.619% | +0.409% | +0.00253% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 99.1739 | 101.3601 | 0.600% | +2.204% | +0.01322% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.2509 | 100.7560 | 0.599% | +0.504% | +0.00302% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 101.5262 | 102.0073 | 0.582% | +1.767% | +0.01028% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.3847 | 100.6086 | 0.573% | +0.223% | +0.00128% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 100.8389 | 101.0288 | 0.557% | +0.188% | +0.00105% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 101.7150 | 101.8688 | 0.552% | +0.151% | +0.00083% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 99.8904 | 100.9030 | 0.549% | +1.014% | +0.00557% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 101.1443 | 101.3229 | 0.540% | +0.177% | +0.00095% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.1779 | 100.7139 | 0.535% | +0.535% | +0.00286% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 100.4130 | 102.5856 | 0.529% | +2.164% | +0.01144% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 100.1274 | 101.0463 | 0.524% | +0.918% | +0.00481% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 102.1704 | 102.2604 | 0.522% | +0.088% | +0.00046% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | – | $32.95bn | 99.0359 | 101.1623 | 0.521% | +2.147% | +0.01118% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 101.2690 | 102.2459 | 0.514% | +0.965% | +0.00496% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 107.6997 | 109.6291 | 0.511% | +1.791% | +0.00916% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 100.6540 | 102.3883 | 0.508% | +1.723% | +0.00875% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 102.6420 | 101.2888 | 0.508% | +0.021% | +0.00011% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 94.1183 | 96.1345 | 0.502% | +2.142% | +0.01075% |
| 912795UQ2 | 0.000% | May 13, 2010 | $31.00bn | – | – | $31.00bn | 99.9520 | 99.9740 | 0.494% | +0.022% | +0.00011% |
| 912795UR0 | 0.000% | May 20, 2010 | $31.00bn | – | – | $31.00bn | 99.9417 | 99.9753 | 0.494% | +0.034% | +0.00017% |
| 912795US8 | 0.000% | May 27, 2010 | $31.00bn | – | – | $31.00bn | 99.9347 | 99.9705 | 0.494% | +0.036% | +0.00018% |
| 912795UV1 | 0.000% | Jun 24, 2010 | $31.00bn | – | – | $31.00bn | 99.9076 | 99.9594 | 0.494% | +0.052% | +0.00026% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 96.4207 | 98.3822 | 0.492% | +2.034% | +0.01001% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 99.1861 | 101.1778 | 0.490% | +2.008% | +0.00985% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 137.0425 | 139.9425 | 0.489% | +2.116% | +0.01035% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 109.4524 | 110.9008 | 0.488% | +1.323% | +0.00646% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 101.3755 | 101.3791 | 0.485% | +0.004% | +0.00002% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 101.2524 | 101.2668 | 0.484% | +0.014% | +0.00007% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 101.0378 | 101.0459 | 0.484% | +0.008% | +0.00004% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 103.5435 | 105.7853 | 0.479% | +2.165% | +0.01037% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 108.5245 | 110.0407 | 0.479% | +1.397% | +0.00669% |
| 912795UM1 | 0.000% | Apr 15, 2010 | $30.00bn | – | – | $30.00bn | 99.9767 | 99.9852 | 0.478% | +0.009% | +0.00004% |
| 912795UN9 | 0.000% | Apr 22, 2010 | $30.00bn | – | – | $30.00bn | 99.9751 | 99.9816 | 0.478% | +0.006% | +0.00003% |
| 912795UP4 | 0.000% | Apr 29, 2010 | $30.00bn | – | – | $30.00bn | 99.9702 | 99.9800 | 0.478% | +0.010% | +0.00005% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 121.9586 | 123.0351 | 0.471% | +2.000% | +0.00943% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 100.7989 | 101.0079 | 0.465% | +0.951% | +0.00442% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $29.00bn | – | – | $29.00bn | 99.8857 | 99.9351 | 0.462% | +0.049% | +0.00023% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 108.5462 | 110.6196 | 0.461% | +1.910% | +0.00880% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 98.7912 | 100.7720 | 0.457% | +2.005% | +0.00916% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 98.1804 | 99.7942 | 0.455% | +1.644% | +0.00748% |
| 912828HU7 | 1.750% | Mar 31, 2010 | $31.99bn | – | $3.99bn | $28.00bn | 100.8678 | 100.8774 | 0.451% | +0.010% | +0.00004% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $3.47bn | $24.53bn | 114.7329 | 114.8831 | 0.449% | +0.131% | +0.00059% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 99.4351 | 101.1082 | 0.447% | +1.683% | +0.00752% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.3726 | 100.5841 | 0.447% | +0.771% | +0.00345% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 108.3560 | 110.0041 | 0.446% | +1.521% | +0.00679% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 169.8354 | 172.5156 | 0.446% | +1.578% | +0.00704% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $31.06bn | – | $2.06bn | $29.00bn | 96.0418 | 98.1302 | 0.444% | +2.174% | +0.00966% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.7806 | 101.6039 | 0.444% | +0.817% | +0.00363% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 97.9928 | 99.5649 | 0.441% | +1.604% | +0.00707% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 101.1343 | 102.1223 | 0.433% | +0.977% | +0.00423% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 99.2629 | 101.2450 | 0.433% | +1.997% | +0.00865% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 130.9164 | 130.3375 | 0.431% | +0.936% | +0.00403% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 97.2666 | 98.6638 | 0.430% | +1.437% | +0.00618% |
| 912795U74 | 0.000% | Jul 29, 2010 | $27.00bn | – | – | $27.00bn | 99.8658 | 99.9246 | 0.430% | +0.059% | +0.00025% |
| 912795U90 | 0.000% | Sep 23, 2010 | $27.00bn | – | – | $27.00bn | 99.7562 | 99.8815 | 0.430% | +0.126% | +0.00054% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $27.00bn | – | – | $27.00bn | 99.6815 | 99.8454 | 0.429% | +0.164% | +0.00071% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $27.00bn | – | – | $27.00bn | 99.6333 | 99.8047 | 0.429% | +0.172% | +0.00074% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $27.00bn | – | – | $27.00bn | 99.5722 | 99.7682 | 0.429% | +0.197% | +0.00084% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 107.0385 | 109.0763 | 0.426% | +1.904% | +0.00811% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 110.5623 | 112.2735 | 0.425% | +1.548% | +0.00657% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 108.5231 | 109.1223 | 0.423% | +0.552% | +0.00234% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 101.9415 | 104.1474 | 0.423% | +2.164% | +0.00915% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.0618 | 100.7734 | 0.422% | +0.711% | +0.00300% |
| 912828HS2 | 2.000% | Feb 28, 2010 | $28.90bn | – | $2.90bn | $26.00bn | 101.0086 | 101.0071 | 0.419% | -0.002% | -0.00001% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 100.3685 | 101.2555 | 0.404% | +0.884% | +0.00357% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 124.7579 | 124.8712 | 0.403% | +1.029% | +0.00415% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 108.1808 | 110.0095 | 0.396% | +1.690% | +0.00670% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 124.9275 | 125.2875 | 0.393% | +1.172% | +0.00460% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 100.5779 | 101.4342 | 0.391% | +0.851% | +0.00333% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 109.4436 | 110.2833 | 0.390% | +0.767% | +0.00300% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 99.5673 | 100.9712 | 0.389% | +1.410% | +0.00549% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.4605 | 102.1583 | 0.387% | +0.688% | +0.00266% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 98.7466 | 99.3486 | 0.386% | +1.496% | +0.00577% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 104.6679 | 105.9396 | 0.383% | +1.215% | +0.00466% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 109.3899 | 111.2133 | 0.382% | +1.667% | +0.00636% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 99.9864 | 102.2663 | 0.379% | +2.280% | +0.00865% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 101.4490 | 101.6965 | 0.376% | +1.846% | +0.00694% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 106.7106 | 107.1223 | 0.371% | +0.386% | +0.00143% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 122.5450 | 122.7997 | 0.370% | +1.144% | +0.00424% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 165.6963 | 168.4747 | 0.369% | +1.677% | +0.00618% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 104.9002 | 106.2357 | 0.368% | +1.273% | +0.00468% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 108.7778 | 110.9384 | 0.364% | +1.986% | +0.00724% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 118.5096 | 118.9039 | 0.357% | +1.109% | +0.00396% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 102.8063 | 104.1440 | 0.351% | +1.301% | +0.00457% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 105.2745 | 107.4470 | 0.350% | +2.064% | +0.00722% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 109.4864 | 111.7663 | 0.350% | +2.082% | +0.00729% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 121.5679 | 124.6685 | 0.346% | +2.550% | +0.00883% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 98.9026 | 100.4539 | 0.346% | +1.568% | +0.00542% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 108.6701 | 110.9340 | 0.340% | +2.083% | +0.00709% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 105.5625 | 105.6563 | 0.334% | +0.089% | +0.00030% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 104.9123 | 106.1421 | 0.329% | +1.172% | +0.00385% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 100.1922 | 102.0998 | 0.322% | +1.904% | +0.00613% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 110.2079 | 112.4130 | 0.320% | +2.001% | +0.00640% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 83.0068 | 84.8356 | 0.319% | +2.203% | +0.00703% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 117.7433 | 118.0914 | 0.318% | +1.432% | +0.00456% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 117.9967 | 118.3714 | 0.316% | +1.201% | +0.00380% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.3149 | 105.8843 | 0.315% | +1.182% | +0.00373% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 96.1889 | 97.9966 | 0.314% | +1.879% | +0.00590% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 109.6284 | 111.8865 | 0.311% | +2.060% | +0.00641% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.6952 | 113.7498 | 0.310% | +0.936% | +0.00290% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 98.2778 | 100.5946 | 0.310% | +2.357% | +0.00731% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 119.6897 | 122.9760 | 0.310% | +2.746% | +0.00851% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 115.9402 | 116.4883 | 0.308% | +1.413% | +0.00435% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 104.6549 | 105.8653 | 0.306% | +1.157% | +0.00354% |
| 9128275Z1 | 6.500% | Feb 15, 2010 | $23.35bn | – | $4.90bn | $18.45bn | 103.2269 | 103.2527 | 0.304% | +0.025% | +0.00008% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 112.0829 | 114.1043 | 0.302% | +1.803% | +0.00545% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 110.0514 | 110.9705 | 0.298% | +1.825% | +0.00545% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 107.4028 | 109.6259 | 0.296% | +2.070% | +0.00612% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 105.6178 | 106.8870 | 0.294% | +1.202% | +0.00354% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 107.3025 | 108.3931 | 0.292% | +1.016% | +0.00297% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 111.6936 | 113.8145 | 0.290% | +1.899% | +0.00550% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 124.6576 | 126.6247 | 0.289% | +1.578% | +0.00457% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.9327 | 109.1963 | 0.282% | +1.171% | +0.00330% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 100.5938 | 102.4688 | 0.281% | +1.864% | +0.00523% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 109.1882 | 110.2086 | 0.280% | +0.935% | +0.00262% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 116.8764 | 117.3145 | 0.279% | +1.464% | +0.00409% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 122.7695 | 125.8779 | 0.278% | +2.532% | +0.00705% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 97.2526 | 99.1431 | 0.278% | +1.944% | +0.00540% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 98.0699 | 99.8980 | 0.276% | +1.864% | +0.00514% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 102.8468 | 104.0079 | 0.275% | +1.129% | +0.00310% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 137.5414 | 140.0346 | 0.270% | +1.813% | +0.00490% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 106.0938 | 106.6563 | 0.267% | +0.530% | +0.00142% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 107.6098 | 108.2488 | 0.264% | +0.594% | +0.00157% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 106.1277 | 106.6494 | 0.263% | +0.492% | +0.00129% |
| 912828GG9 | 4.750% | Feb 15, 2010 | $17.47bn | – | $1.47bn | $16.00bn | 102.3641 | 102.3818 | 0.261% | +0.017% | +0.00005% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 106.3066 | 106.9218 | 0.259% | +0.579% | +0.00150% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 101.8790 | 101.8974 | 0.258% | +0.018% | +0.00005% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 108.2361 | 106.4197 | 0.258% | +0.574% | +0.00148% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 106.1878 | 106.7212 | 0.257% | +0.502% | +0.00129% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 144.6264 | 147.3859 | 0.256% | +1.908% | +0.00488% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 105.9100 | 106.3519 | 0.256% | +0.417% | +0.00107% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 115.8667 | 116.2818 | 0.254% | +1.540% | +0.00391% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 113.7276 | 114.4984 | 0.254% | +1.797% | +0.00457% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 107.1556 | 107.8767 | 0.254% | +0.673% | +0.00171% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 105.9100 | 106.7569 | 0.253% | +1.696% | +0.00430% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 105.7902 | 106.7547 | 0.253% | +0.912% | +0.00231% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 112.3553 | 115.0768 | 0.251% | +2.422% | +0.00609% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 111.7748 | 112.6433 | 0.249% | +0.777% | +0.00194% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 126.9422 | 128.8660 | 0.247% | +1.516% | +0.00375% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 106.3132 | 107.5623 | 0.245% | +1.175% | +0.00288% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 102.2153 | 102.2509 | 0.245% | +0.035% | +0.00009% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 108.8327 | 109.4418 | 0.243% | +1.717% | +0.00417% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 106.8636 | 107.6276 | 0.243% | +0.715% | +0.00173% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 103.8947 | 105.1386 | 0.241% | +1.197% | +0.00289% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 107.6797 | 108.4483 | 0.240% | +1.708% | +0.00411% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 108.1556 | 109.0642 | 0.239% | +0.840% | +0.00201% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 106.3062 | 107.2130 | 0.237% | +1.642% | +0.00390% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 106.5969 | 109.1398 | 0.237% | +2.386% | +0.00565% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 104.0875 | 105.0348 | 0.232% | +0.910% | +0.00212% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.6953 | 104.4142 | 0.231% | +1.105% | +0.00255% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 107.9643 | 108.9061 | 0.230% | +0.872% | +0.00201% |
| 912828DP2 | 4.000% | Mar 15, 2010 | $15.00bn | – | $875.5m | $14.12bn | 102.0078 | 102.0047 | 0.230% | -0.003% | -0.00001% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 97.4069 | 99.6773 | 0.229% | +2.331% | +0.00534% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 104.0903 | 104.2821 | 0.229% | +0.184% | +0.00042% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 106.8702 | 107.5913 | 0.228% | +0.675% | +0.00154% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 107.2680 | 107.9694 | 0.226% | +0.654% | +0.00148% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 103.7704 | 106.1630 | 0.226% | +2.306% | +0.00522% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 100.9980 | 102.0150 | 0.226% | +1.690% | +0.00381% |
| 912828DL1 | 3.500% | Feb 15, 2010 | $16.62bn | – | $2.73bn | $13.89bn | 101.7255 | 101.7418 | 0.225% | +0.016% | +0.00004% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 109.3077 | 107.7319 | 0.223% | +0.731% | +0.00163% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 99.4979 | 100.3135 | 0.222% | +1.727% | +0.00384% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 101.7304 | 101.7593 | 0.221% | +0.028% | +0.00006% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 136.2398 | 138.3229 | 0.220% | +1.529% | +0.00336% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 105.7480 | 103.9496 | 0.218% | +0.309% | +0.00067% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 103.9355 | 104.0306 | 0.218% | +0.092% | +0.00020% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 103.7592 | 101.8695 | 0.215% | +0.046% | +0.00010% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 130.7181 | 133.9164 | 0.214% | +2.447% | +0.00523% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 105.6963 | 106.8829 | 0.213% | +1.123% | +0.00240% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 108.3709 | 109.4166 | 0.211% | +0.965% | +0.00204% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 101.9839 | 102.0103 | 0.211% | +0.026% | +0.00005% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 108.7348 | 109.5925 | 0.208% | +0.789% | +0.00164% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 105.2620 | 106.3341 | 0.208% | +1.019% | +0.00212% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 130.9178 | 129.6656 | 0.207% | +0.704% | +0.00145% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 118.9715 | 122.3967 | 0.206% | +2.879% | +0.00594% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 103.9457 | 104.0852 | 0.206% | +0.134% | +0.00028% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 107.0083 | 108.0893 | 0.205% | +1.010% | +0.00208% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 108.2795 | 109.3173 | 0.203% | +0.958% | +0.00194% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 103.6257 | 103.7379 | 0.201% | +0.108% | +0.00022% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 103.8966 | 104.1082 | 0.200% | +0.204% | +0.00041% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 109.9107 | 108.6065 | 0.196% | +0.917% | +0.00180% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 108.3942 | 109.3534 | 0.196% | +0.885% | +0.00174% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 142.8933 | 145.4436 | 0.194% | +1.785% | +0.00346% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 129.2154 | 132.8322 | 0.190% | +2.799% | +0.00532% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 108.4289 | 109.4309 | 0.179% | +0.924% | +0.00165% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 137.2575 | 140.0129 | 0.178% | +2.007% | +0.00358% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 132.1101 | 135.1617 | 0.170% | +2.310% | +0.00394% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 113.2785 | 116.3533 | 0.166% | +2.714% | +0.00451% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 137.7235 | 141.3662 | 0.164% | +2.645% | +0.00433% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 134.3797 | 137.8973 | 0.163% | +2.618% | +0.00427% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 110.0883 | 113.0815 | 0.161% | +2.719% | +0.00439% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 122.1447 | 125.2982 | 0.161% | +2.582% | +0.00416% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 108.8189 | 111.7875 | 0.161% | +2.728% | +0.00438% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 139.5496 | 141.8811 | 0.159% | +1.671% | +0.00265% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 145.2473 | 147.4783 | 0.158% | +1.536% | +0.00243% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 140.0727 | 142.9721 | 0.146% | +2.070% | +0.00303% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 137.7160 | 140.6569 | 0.144% | +2.136% | +0.00307% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 141.6236 | 144.2704 | 0.139% | +1.869% | +0.00260% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 123.8040 | 127.3381 | 0.139% | +2.855% | +0.00397% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 127.1189 | 130.5917 | 0.126% | +2.732% | +0.00345% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 132.0943 | 131.0861 | 0.125% | +0.793% | +0.00099% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 124.2724 | 127.6637 | 0.119% | +2.729% | +0.00323% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 128.4171 | 132.0557 | 0.117% | +2.833% | +0.00333% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 151.0688 | 153.6529 | 0.114% | +1.711% | +0.00195% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 142.0836 | 144.8229 | 0.112% | +1.928% | +0.00215% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 141.3993 | 143.8767 | 0.105% | +1.752% | +0.00184% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 134.1469 | 137.4242 | 0.103% | +2.443% | +0.00252% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 141.4166 | 143.7474 | 0.098% | +1.648% | +0.00162% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 138.6139 | 140.8465 | 0.081% | +1.611% | +0.00131% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 138.0693 | 140.3981 | 0.077% | +1.687% | +0.00131% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 144.4124 | 146.6583 | 0.060% | +1.555% | +0.00094% |
| Total | $6.01tn | 100.000% | +1.01204% | ||||||||
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.