Rebalance of February 26, 2010
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
- +0.226747%
- Market value
- $6.28tn
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 +0.226747% against a published month return of +0.226747%, a difference of 9.3e-9 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 | 99.9897 | 99.9924 | 1.465% | +0.003% | +0.00004% |
| 912795T68 | 0.000% | Mar 11, 2010 | $83.00bn | – | – | $83.00bn | 99.9966 | 99.9978 | 1.321% | +0.001% | +0.00002% |
| 912795U33 | 0.000% | Apr 8, 2010 | $80.00bn | – | – | $80.00bn | 99.9866 | 99.9898 | 1.273% | +0.003% | +0.00004% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $67.00bn | – | – | $67.00bn | 99.9575 | 99.9568 | 1.066% | -0.001% | -0.00001% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 98.5085 | 99.0508 | 1.051% | +0.551% | +0.00578% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 101.6433 | 100.4527 | 1.019% | +0.612% | +0.00624% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $61.00bn | – | – | $61.00bn | 99.9633 | 99.9596 | 0.971% | -0.004% | -0.00004% |
| 912795T50 | 0.000% | Mar 4, 2010 | $59.00bn | – | – | $59.00bn | 99.9981 | 99.9993 | 0.939% | +0.001% | +0.00001% |
| 912795T76 | 0.000% | Mar 18, 2010 | $59.00bn | – | – | $59.00bn | 99.9947 | 99.9961 | 0.939% | +0.001% | +0.00001% |
| 912795T84 | 0.000% | Mar 25, 2010 | $59.00bn | – | – | $59.00bn | 99.9924 | 99.9933 | 0.939% | +0.001% | +0.00001% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 96.9546 | 97.5713 | 0.926% | +0.636% | +0.00589% |
| 912795U58 | 0.000% | Jun 3, 2010 | $57.00bn | – | – | $57.00bn | 99.9653 | 99.9650 | 0.907% | -0.000% | -0.00000% |
| 912795U41 | 0.000% | May 6, 2010 | $56.00bn | – | – | $56.00bn | 99.9784 | 99.9789 | 0.891% | +0.000% | +0.00000% |
| 912795U66 | 0.000% | Jul 1, 2010 | $56.00bn | – | – | $56.00bn | 99.9490 | 99.9514 | 0.891% | +0.002% | +0.00002% |
| 912795UM1 | 0.000% | Apr 15, 2010 | $54.00bn | – | – | $54.00bn | 99.9852 | 99.9880 | 0.860% | +0.003% | +0.00002% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $54.00bn | – | – | $54.00bn | 99.9351 | 99.9382 | 0.859% | +0.003% | +0.00003% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 102.5893 | 103.2231 | 0.849% | +0.618% | +0.00525% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 94.9891 | 94.2626 | 0.847% | +0.683% | +0.00578% |
| 912795UN9 | 0.000% | Apr 22, 2010 | $53.00bn | – | – | $53.00bn | 99.9816 | 99.9832 | 0.844% | +0.002% | +0.00001% |
| 912795UP4 | 0.000% | Apr 29, 2010 | $53.00bn | – | – | $53.00bn | 99.9800 | 99.9828 | 0.844% | +0.003% | +0.00002% |
| 912795U74 | 0.000% | Jul 29, 2010 | $52.00bn | – | – | $52.00bn | 99.9246 | 99.9320 | 0.827% | +0.007% | +0.00006% |
| 912795U82 | 0.000% | Aug 26, 2010 | $52.00bn | – | – | $52.00bn | 99.9013 | 99.9045 | 0.827% | +0.003% | +0.00003% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.7257 | 100.9280 | 0.706% | +0.201% | +0.00142% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.4321 | 100.6345 | 0.704% | +0.201% | +0.00142% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.0986 | 100.3125 | 0.701% | +0.214% | +0.00150% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.8719 | 101.0426 | 0.691% | +0.169% | +0.00117% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.24bn | $42.00bn | 101.4820 | 102.2476 | 0.679% | +0.754% | +0.00512% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 101.0192 | 100.6590 | 0.675% | +0.138% | +0.00093% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.6278 | 100.7989 | 0.673% | +0.170% | +0.00114% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 99.4928 | 100.2500 | 0.665% | +0.761% | +0.00506% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 101.0164 | 101.7626 | 0.659% | +0.739% | +0.00487% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 98.1302 | 98.3748 | 0.656% | +0.249% | +0.00164% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.9744 | 101.0927 | 0.643% | +0.117% | +0.00075% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 101.4028 | 102.1168 | 0.640% | +0.704% | +0.00451% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 100.4525 | 100.8089 | 0.640% | +0.355% | +0.00227% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 100.0021 | 100.3584 | 0.637% | +0.356% | +0.00227% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 99.4921 | 99.8599 | 0.634% | +0.370% | +0.00234% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.5337 | 100.5701 | 0.632% | +0.036% | +0.00023% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 101.7604 | 101.3190 | 0.629% | +0.733% | +0.00461% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 100.7242 | 101.0488 | 0.625% | +0.322% | +0.00201% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.8606 | 100.8966 | 0.625% | +0.036% | +0.00022% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.9347 | 100.5336 | 0.620% | +0.036% | +0.00022% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 101.3601 | 99.3303 | 0.612% | +0.217% | +0.00133% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.7560 | 100.8550 | 0.601% | +0.098% | +0.00059% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 102.0073 | 102.6478 | 0.584% | +0.628% | +0.00367% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.6086 | 100.6138 | 0.574% | +0.005% | +0.00003% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 101.0288 | 101.0313 | 0.557% | +0.002% | +0.00001% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 100.9030 | 101.2593 | 0.554% | +0.353% | +0.00196% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 101.8688 | 101.8664 | 0.551% | -0.002% | -0.00001% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 101.3229 | 101.3451 | 0.540% | +0.022% | +0.00012% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 102.5856 | 101.6666 | 0.539% | +0.810% | +0.00437% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.7139 | 100.8125 | 0.537% | +0.098% | +0.00053% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.0463 | 101.3714 | 0.528% | +0.322% | +0.00170% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 102.2604 | 101.1002 | 0.521% | +0.027% | +0.00014% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 109.6291 | 108.3734 | 0.519% | +0.679% | +0.00353% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 102.2459 | 101.7239 | 0.518% | +0.345% | +0.00179% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 102.3883 | 102.9663 | 0.516% | +0.565% | +0.00291% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $948.4m | $32.00bn | 101.1623 | 101.9449 | 0.515% | +0.774% | +0.00399% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 96.1345 | 96.3382 | 0.511% | +0.212% | +0.00108% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 98.3822 | 99.1875 | 0.501% | +0.819% | +0.00410% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 101.2888 | 101.2828 | 0.500% | -0.006% | -0.00003% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 101.1778 | 101.9820 | 0.499% | +0.795% | +0.00397% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 139.9425 | 140.8113 | 0.498% | +0.621% | +0.00309% |
| 912795UR0 | 0.000% | May 20, 2010 | $31.00bn | – | – | $31.00bn | 99.9753 | 99.9746 | 0.493% | -0.001% | -0.00000% |
| 912795UQ2 | 0.000% | May 13, 2010 | $31.00bn | – | – | $31.00bn | 99.9740 | 99.9768 | 0.493% | +0.003% | +0.00001% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 110.9008 | 109.2581 | 0.493% | +0.435% | +0.00215% |
| 912795US8 | 0.000% | May 27, 2010 | $31.00bn | – | – | $31.00bn | 99.9705 | 99.9675 | 0.493% | -0.003% | -0.00001% |
| 912795UV1 | 0.000% | Jun 24, 2010 | $31.00bn | – | – | $31.00bn | 99.9594 | 99.9574 | 0.493% | -0.002% | -0.00001% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 105.7853 | 104.4984 | 0.488% | +0.674% | +0.00329% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.0407 | 110.5882 | 0.484% | +0.498% | +0.00241% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 101.3791 | 101.3828 | 0.484% | +0.004% | +0.00002% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 101.2668 | 101.2813 | 0.483% | +0.014% | +0.00007% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 101.0459 | 101.0540 | 0.483% | +0.008% | +0.00004% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 123.0351 | 120.6302 | 0.475% | -1.955% | -0.00928% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 110.6196 | 109.2581 | 0.468% | +0.690% | +0.00323% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 100.7720 | 101.5965 | 0.465% | +0.818% | +0.00381% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.0079 | 101.3427 | 0.465% | +0.331% | +0.00154% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 99.7942 | 100.3767 | 0.461% | +0.584% | +0.00269% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 101.1082 | 101.7188 | 0.454% | +0.604% | +0.00274% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 172.5156 | 169.0727 | 0.452% | -1.996% | -0.00902% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 110.0041 | 108.6547 | 0.452% | +0.591% | +0.00267% |
| 912828HU7 | 1.750% | Mar 31, 2010 | $31.99bn | – | $3.99bn | $28.00bn | 100.8774 | 100.8558 | 0.450% | -0.021% | -0.00010% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $3.47bn | $24.53bn | 114.8831 | 114.9000 | 0.449% | +0.015% | +0.00007% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 99.5649 | 100.1370 | 0.447% | +0.575% | +0.00257% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.5841 | 100.8273 | 0.447% | +0.242% | +0.00108% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.6039 | 101.1782 | 0.447% | +0.258% | +0.00115% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 101.2450 | 100.5707 | 0.441% | +0.816% | +0.00360% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.1223 | 102.4227 | 0.437% | +0.294% | +0.00129% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 98.6638 | 99.2486 | 0.436% | +0.593% | +0.00258% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 109.0763 | 109.9266 | 0.433% | +0.780% | +0.00338% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 104.1474 | 104.8847 | 0.431% | +0.708% | +0.00305% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 112.2735 | 112.8909 | 0.430% | +0.550% | +0.00237% |
| 912795U90 | 0.000% | Sep 23, 2010 | $27.00bn | – | – | $27.00bn | 99.8815 | 99.8897 | 0.429% | +0.008% | +0.00004% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $27.00bn | – | – | $27.00bn | 99.8454 | 99.8618 | 0.429% | +0.016% | +0.00007% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $27.00bn | – | – | $27.00bn | 99.8047 | 99.8381 | 0.429% | +0.033% | +0.00014% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $27.00bn | – | – | $27.00bn | 99.7682 | 99.7884 | 0.429% | +0.020% | +0.00009% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 130.3375 | 130.4992 | 0.428% | +0.124% | +0.00053% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 109.1223 | 106.7871 | 0.424% | +0.151% | +0.00064% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.7734 | 100.9849 | 0.424% | +0.210% | +0.00089% |
| 912795UW9 | 0.000% | Jul 8, 2010 | $26.00bn | – | – | $26.00bn | 99.9422 | 99.9487 | 0.414% | +0.006% | +0.00003% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $26.00bn | – | – | $26.00bn | 99.7189 | 99.7503 | 0.413% | +0.032% | +0.00013% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.2555 | 101.5488 | 0.407% | +0.290% | +0.00118% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 124.8712 | 125.0147 | 0.403% | +0.115% | +0.00046% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 110.0095 | 110.7132 | 0.402% | +0.640% | +0.00257% |
| 912795UZ2 | 0.000% | Jul 22, 2010 | $25.00bn | – | – | $25.00bn | 99.9275 | 99.9351 | 0.398% | +0.008% | +0.00003% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 100.9712 | 101.5000 | 0.394% | +0.524% | +0.00206% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.4342 | 101.7281 | 0.394% | +0.290% | +0.00114% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 125.2875 | 125.3844 | 0.393% | +0.077% | +0.00030% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 110.2833 | 108.1260 | 0.393% | +0.254% | +0.00100% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.1583 | 102.3562 | 0.389% | +0.194% | +0.00075% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 102.2663 | 100.3615 | 0.387% | +0.338% | +0.00131% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 111.2133 | 109.8519 | 0.387% | +0.687% | +0.00266% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 99.3486 | 99.8902 | 0.387% | +0.545% | +0.00211% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 105.9396 | 106.4612 | 0.387% | +0.492% | +0.00191% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 101.6965 | 102.5416 | 0.376% | +0.831% | +0.00313% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 168.4747 | 165.1701 | 0.374% | -1.961% | -0.00734% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 106.2357 | 105.1960 | 0.372% | +0.492% | +0.00183% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 107.1223 | 104.6934 | 0.371% | +0.066% | +0.00025% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 110.9384 | 111.7864 | 0.371% | +0.764% | +0.00284% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 122.7997 | 122.9039 | 0.370% | +0.085% | +0.00031% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 118.9039 | 119.0487 | 0.357% | +0.122% | +0.00043% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 111.7663 | 110.2990 | 0.357% | +0.700% | +0.00250% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 107.4470 | 108.3070 | 0.357% | +0.800% | +0.00285% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 104.1440 | 104.7004 | 0.355% | +0.534% | +0.00190% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 124.6685 | 122.1480 | 0.354% | +0.485% | +0.00172% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 100.4539 | 100.0676 | 0.351% | +0.549% | +0.00192% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 110.9340 | 111.8230 | 0.347% | +0.801% | +0.00278% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 105.6563 | 102.7849 | 0.334% | +0.003% | +0.00001% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 106.1421 | 106.6219 | 0.332% | +0.452% | +0.00150% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 102.0998 | 102.9449 | 0.328% | +0.828% | +0.00271% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 112.4130 | 110.9962 | 0.326% | +0.852% | +0.00278% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 84.8356 | 83.2291 | 0.326% | +0.169% | +0.00055% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 97.9966 | 98.8043 | 0.319% | +0.824% | +0.00263% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 118.0914 | 117.8562 | 0.318% | -0.199% | -0.00063% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 122.9760 | 123.5748 | 0.318% | +0.487% | +0.00155% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 111.8865 | 110.5226 | 0.317% | +0.848% | +0.00269% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 100.5946 | 100.9114 | 0.317% | +0.315% | +0.00100% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 118.3714 | 118.4975 | 0.316% | +0.106% | +0.00034% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 105.8843 | 106.3641 | 0.313% | +0.453% | +0.00142% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 113.7498 | 113.7142 | 0.313% | -0.031% | -0.00010% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 116.4883 | 116.3835 | 0.309% | -0.090% | -0.00028% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.8653 | 106.2945 | 0.309% | +0.405% | +0.00125% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 114.1043 | 115.0319 | 0.307% | +0.813% | +0.00250% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 109.6259 | 110.6614 | 0.301% | +0.945% | +0.00284% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 110.9705 | 108.7333 | 0.300% | -2.016% | -0.00605% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.8870 | 107.3125 | 0.297% | +0.398% | +0.00118% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 113.8145 | 112.3448 | 0.295% | +0.850% | +0.00250% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.3931 | 108.7338 | 0.294% | +0.314% | +0.00092% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 126.6247 | 127.6229 | 0.293% | +0.788% | +0.00231% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 102.4688 | 103.3125 | 0.285% | +0.823% | +0.00235% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 125.8779 | 126.4864 | 0.285% | +0.483% | +0.00138% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 109.1963 | 107.6499 | 0.284% | +0.358% | +0.00102% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 110.2086 | 108.3254 | 0.283% | +0.276% | +0.00078% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 99.1431 | 99.9399 | 0.282% | +0.804% | +0.00227% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 99.8980 | 99.4759 | 0.280% | +0.891% | +0.00250% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 117.3145 | 116.7023 | 0.280% | -0.522% | -0.00146% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.0079 | 104.4502 | 0.278% | +0.425% | +0.00118% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 140.0346 | 136.9705 | 0.274% | +0.713% | +0.00196% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 106.6563 | 106.7813 | 0.268% | +0.117% | +0.00031% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 108.2488 | 106.1376 | 0.265% | +0.186% | +0.00049% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 106.6494 | 106.7023 | 0.264% | +0.050% | +0.00013% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 147.3859 | 144.0259 | 0.260% | +0.689% | +0.00179% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 106.9218 | 107.0682 | 0.260% | +0.137% | +0.00036% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 106.7212 | 106.8482 | 0.258% | +0.119% | +0.00031% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 101.8974 | 101.9159 | 0.258% | +0.018% | +0.00005% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 115.0768 | 112.9891 | 0.257% | +0.521% | +0.00134% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 106.3519 | 104.1685 | 0.256% | +0.063% | +0.00016% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 114.4984 | 112.1175 | 0.255% | -2.079% | -0.00531% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 106.7569 | 105.5778 | 0.255% | -1.105% | -0.00282% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 106.7547 | 106.7605 | 0.255% | +0.005% | +0.00001% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 107.8767 | 108.0666 | 0.255% | +0.176% | +0.00045% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 116.2818 | 115.7024 | 0.255% | -0.498% | -0.00127% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 106.4197 | 106.5780 | 0.253% | +0.149% | +0.00038% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.6433 | 112.7416 | 0.251% | +0.087% | +0.00022% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 128.8660 | 129.9149 | 0.251% | +0.814% | +0.00204% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.5623 | 107.9990 | 0.248% | +0.406% | +0.00100% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 102.2509 | 102.2239 | 0.244% | -0.026% | -0.00006% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 109.4418 | 106.9609 | 0.244% | -2.267% | -0.00553% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 107.6276 | 107.8916 | 0.244% | +0.245% | +0.00060% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.1386 | 104.1637 | 0.243% | +0.381% | +0.00093% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 109.1398 | 109.4641 | 0.242% | +0.297% | +0.00072% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 108.4483 | 107.2911 | 0.242% | -1.067% | -0.00258% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 109.0642 | 109.3479 | 0.241% | +0.260% | +0.00063% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 107.2130 | 106.4451 | 0.239% | -0.716% | -0.00171% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 105.0348 | 105.0266 | 0.234% | -0.008% | -0.00002% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 99.6773 | 97.7942 | 0.234% | +0.305% | +0.00071% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 108.9061 | 109.2229 | 0.232% | +0.291% | +0.00067% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 106.1630 | 104.1837 | 0.231% | +0.373% | +0.00086% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.4142 | 104.7616 | 0.229% | +0.333% | +0.00076% |
| 912828DP2 | 4.000% | Mar 15, 2010 | $15.00bn | – | $875.5m | $14.12bn | 102.0047 | 102.0016 | 0.229% | -0.003% | -0.00001% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 107.5913 | 107.8125 | 0.229% | +0.206% | +0.00047% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 104.2821 | 104.3177 | 0.228% | +0.034% | +0.00008% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 107.9694 | 108.2022 | 0.228% | +0.216% | +0.00049% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 102.0150 | 101.1594 | 0.227% | -0.839% | -0.00191% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 100.3135 | 98.1180 | 0.224% | -2.189% | -0.00489% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 138.3229 | 139.3122 | 0.223% | +0.715% | +0.00159% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 101.7593 | 101.7569 | 0.220% | -0.002% | -0.00001% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 107.7319 | 108.0055 | 0.219% | +0.254% | +0.00056% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 133.9164 | 131.0568 | 0.219% | +0.525% | +0.00115% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 104.0306 | 101.9720 | 0.217% | +0.004% | +0.00001% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.8829 | 107.2571 | 0.215% | +0.350% | +0.00075% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 103.9496 | 103.9971 | 0.214% | +0.046% | +0.00010% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 109.4166 | 109.7747 | 0.213% | +0.327% | +0.00070% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 122.3967 | 119.9820 | 0.212% | +0.478% | +0.00101% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 102.0103 | 101.9742 | 0.211% | -0.035% | -0.00007% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 101.8695 | 101.9192 | 0.210% | +0.049% | +0.00010% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.3341 | 106.7188 | 0.210% | +0.362% | +0.00076% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 109.5925 | 107.6063 | 0.209% | +0.298% | +0.00062% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.0893 | 108.4202 | 0.207% | +0.306% | +0.00063% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 104.0852 | 104.1308 | 0.206% | +0.044% | +0.00009% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 109.3173 | 107.5737 | 0.204% | +0.292% | +0.00060% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 129.6656 | 129.6956 | 0.204% | +0.023% | +0.00005% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 103.7379 | 103.7564 | 0.201% | +0.018% | +0.00004% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 104.1082 | 104.1635 | 0.200% | +0.053% | +0.00011% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 109.3534 | 109.6875 | 0.198% | +0.306% | +0.00060% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 145.4436 | 141.9995 | 0.197% | +0.683% | +0.00135% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 132.8322 | 129.9846 | 0.195% | +0.444% | +0.00087% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.6065 | 108.9955 | 0.194% | +0.358% | +0.00069% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 140.0129 | 136.9608 | 0.182% | +0.632% | +0.00115% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 109.4309 | 109.7455 | 0.180% | +0.287% | +0.00052% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 135.1617 | 132.1866 | 0.174% | +0.481% | +0.00084% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 116.3533 | 114.1502 | 0.170% | +0.470% | +0.00080% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 141.3662 | 138.2324 | 0.168% | +0.480% | +0.00080% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 137.8973 | 138.5399 | 0.167% | +0.466% | +0.00078% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 113.0815 | 110.9843 | 0.165% | +0.467% | +0.00077% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 125.2982 | 122.8306 | 0.165% | +0.475% | +0.00078% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 111.7875 | 112.3810 | 0.165% | +0.531% | +0.00087% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 141.8811 | 138.4057 | 0.161% | +0.678% | +0.00109% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 147.4783 | 142.8726 | 0.161% | +0.691% | +0.00111% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $10.39bn | – | $388.3m | $10.00bn | 100.5723 | 99.2843 | 0.160% | -1.281% | -0.00205% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 142.9721 | 139.7205 | 0.149% | +0.567% | +0.00085% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 140.6569 | 141.5354 | 0.146% | +0.625% | +0.00091% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 127.3381 | 127.9971 | 0.143% | +0.518% | +0.00074% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 144.2704 | 140.9850 | 0.141% | +0.669% | +0.00095% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 130.5917 | 127.9437 | 0.129% | +0.509% | +0.00066% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.0861 | 131.3627 | 0.123% | +0.211% | +0.00026% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 127.6637 | 125.1215 | 0.122% | +0.505% | +0.00061% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 132.0557 | 129.2611 | 0.121% | +0.439% | +0.00053% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 153.6529 | 149.8198 | 0.116% | -2.495% | -0.00289% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 144.8229 | 145.8747 | 0.114% | +0.726% | +0.00083% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 143.8767 | 144.9791 | 0.107% | +0.766% | +0.00082% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 137.4242 | 138.1390 | 0.106% | +0.520% | +0.00055% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 143.7474 | 144.8595 | 0.100% | +0.774% | +0.00077% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 140.8465 | 141.8916 | 0.082% | +0.742% | +0.00061% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 140.3981 | 136.8577 | 0.079% | +0.773% | +0.00061% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 146.6583 | 142.3172 | 0.061% | +0.662% | +0.00040% |
| Total | $5.97tn | 100.000% | +0.22675% | ||||||||
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.