Rebalance of March 31, 2010
US Treasury Aggregate constituents
Every one of the 251 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
- 251
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.510392%
- Market value
- $6.43tn
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 -0.510392% against a published month return of -0.510392%, a difference of 5.1e-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 | 99.9924 | 100.0000 | 1.430% | +0.008% | +0.00011% |
| 912795U33 | 0.000% | Apr 8, 2010 | $80.00bn | – | – | $80.00bn | 99.9898 | 99.9987 | 1.243% | +0.009% | +0.00011% |
| 912795U82 | 0.000% | Aug 26, 2010 | $80.00bn | – | – | $80.00bn | 99.9045 | 99.9178 | 1.242% | +0.013% | +0.00017% |
| 912795U41 | 0.000% | May 6, 2010 | $79.00bn | – | – | $79.00bn | 99.9789 | 99.9850 | 1.228% | +0.006% | +0.00007% |
| 912795UN9 | 0.000% | Apr 22, 2010 | $78.00bn | – | – | $78.00bn | 99.9832 | 99.9902 | 1.212% | +0.007% | +0.00009% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $67.00bn | – | – | $67.00bn | 99.9568 | 99.9675 | 1.041% | +0.011% | +0.00011% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 99.0508 | 97.6835 | 1.031% | -1.380% | -0.01424% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 100.4527 | 99.1694 | 0.984% | -1.278% | -0.01257% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $61.00bn | – | – | $61.00bn | 99.9596 | 99.9704 | 0.948% | +0.011% | +0.00010% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 97.5713 | 96.3702 | 0.910% | -1.231% | -0.01120% |
| 912795US8 | 0.000% | May 27, 2010 | $57.00bn | – | – | $57.00bn | 99.9675 | 99.9747 | 0.886% | +0.007% | +0.00006% |
| 912795U58 | 0.000% | Jun 3, 2010 | $57.00bn | – | – | $57.00bn | 99.9650 | 99.9716 | 0.886% | +0.007% | +0.00006% |
| 912795UR0 | 0.000% | May 20, 2010 | $56.00bn | – | – | $56.00bn | 99.9746 | 99.9792 | 0.870% | +0.005% | +0.00004% |
| 912795U66 | 0.000% | Jul 1, 2010 | $56.00bn | – | – | $56.00bn | 99.9514 | 99.9591 | 0.870% | +0.008% | +0.00007% |
| 912795UQ2 | 0.000% | May 13, 2010 | $55.00bn | – | – | $55.00bn | 99.9768 | 99.9821 | 0.855% | +0.005% | +0.00005% |
| 912795UM1 | 0.000% | Apr 15, 2010 | $54.00bn | – | – | $54.00bn | 99.9880 | 99.9938 | 0.839% | +0.006% | +0.00005% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $54.00bn | – | – | $54.00bn | 99.9382 | 99.9529 | 0.839% | +0.015% | +0.00012% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 103.2231 | 102.1067 | 0.834% | -1.082% | -0.00902% |
| 912795UP4 | 0.000% | Apr 29, 2010 | $53.00bn | – | – | $53.00bn | 99.9828 | 99.9879 | 0.824% | +0.005% | +0.00004% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 94.2626 | 93.0606 | 0.820% | -1.275% | -0.01046% |
| 912795U74 | 0.000% | Jul 29, 2010 | $52.00bn | – | – | $52.00bn | 99.9320 | 99.9467 | 0.808% | +0.015% | +0.00012% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.9280 | 100.7324 | 0.690% | -0.194% | -0.00134% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.6345 | 100.4389 | 0.688% | -0.194% | -0.00134% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.3125 | 100.0951 | 0.686% | -0.217% | -0.00149% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.2576 | 99.9888 | 0.686% | -0.268% | -0.00184% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 101.0426 | 100.3777 | 0.675% | -0.163% | -0.00110% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.24bn | $42.00bn | 102.2476 | 101.3786 | 0.667% | -0.850% | -0.00567% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.7989 | 100.6657 | 0.658% | -0.132% | -0.00087% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.6590 | 100.5245 | 0.657% | -0.134% | -0.00088% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 100.2500 | 99.3997 | 0.654% | -0.848% | -0.00555% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $684.4m | $42.00bn | 100.0865 | 99.2479 | 0.653% | -0.838% | -0.00547% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 101.7626 | 100.8410 | 0.648% | -0.906% | -0.00587% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 98.3748 | 95.8432 | 0.642% | -2.573% | -0.01653% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 102.1168 | 100.0377 | 0.630% | -0.873% | -0.00550% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 101.0927 | 101.0016 | 0.629% | -0.090% | -0.00057% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 100.8089 | 100.4579 | 0.627% | -0.348% | -0.00218% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 100.3584 | 99.8824 | 0.624% | -0.474% | -0.00296% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.49bn | $40.00bn | 100.1469 | 99.6397 | 0.623% | -0.507% | -0.00315% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 99.8599 | 99.4245 | 0.621% | -0.436% | -0.00271% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.5701 | 100.5513 | 0.617% | -0.019% | -0.00012% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 101.0488 | 100.7284 | 0.613% | -0.317% | -0.00194% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 101.3190 | 100.3628 | 0.612% | -0.944% | -0.00577% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.8966 | 100.4086 | 0.610% | -0.050% | -0.00031% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.5336 | 100.4511 | 0.603% | -0.082% | -0.00050% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.8550 | 100.7737 | 0.587% | -0.081% | -0.00047% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 99.3303 | 96.7781 | 0.585% | -2.569% | -0.01504% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 102.6478 | 101.7476 | 0.573% | -0.877% | -0.00503% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.6138 | 100.5950 | 0.560% | -0.019% | -0.00010% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 101.0313 | 101.0127 | 0.544% | -0.018% | -0.00010% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 101.2593 | 100.2510 | 0.543% | -0.317% | -0.00172% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 101.8664 | 100.8492 | 0.538% | -0.017% | -0.00009% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 101.3451 | 101.3173 | 0.527% | -0.027% | -0.00014% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.8125 | 100.7308 | 0.525% | -0.081% | -0.00043% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 101.6666 | 100.6851 | 0.521% | -0.965% | -0.00503% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.3714 | 101.1141 | 0.517% | -0.254% | -0.00131% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $948.4m | $32.00bn | 101.9449 | 100.9107 | 0.507% | -1.014% | -0.00514% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 102.9663 | 102.1286 | 0.506% | -0.814% | -0.00412% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 101.7239 | 101.4050 | 0.503% | -0.313% | -0.00158% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 101.1002 | 101.0815 | 0.503% | -0.018% | -0.00009% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $521.4m | $32.00bn | 100.8128 | 99.7367 | 0.501% | -1.067% | -0.00535% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 108.3734 | 107.5285 | 0.501% | -0.780% | -0.00391% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 96.3382 | 93.9209 | 0.500% | -2.509% | -0.01256% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 99.1875 | 98.1092 | 0.493% | -1.087% | -0.00536% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 101.9820 | 100.9059 | 0.491% | -1.055% | -0.00519% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 140.8113 | 139.1839 | 0.490% | -1.156% | -0.00566% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 101.2828 | 101.2996 | 0.488% | +0.017% | +0.00008% |
| 912795UV1 | 0.000% | Jun 24, 2010 | $31.00bn | – | – | $31.00bn | 99.9574 | 99.9669 | 0.482% | +0.010% | +0.00005% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.5882 | 109.8897 | 0.475% | -0.632% | -0.00300% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 109.2581 | 108.7158 | 0.475% | -0.496% | -0.00236% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 101.3828 | 101.3790 | 0.473% | -0.004% | -0.00002% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 101.2813 | 101.2861 | 0.471% | +0.005% | +0.00002% |
| 912828HX1 | 2.125% | Apr 30, 2010 | $32.75bn | – | $2.75bn | $30.00bn | 101.0540 | 101.0485 | 0.471% | -0.005% | -0.00003% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 104.4984 | 103.4035 | 0.471% | -1.048% | -0.00494% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 101.5965 | 99.0082 | 0.458% | -1.071% | -0.00491% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.3427 | 101.0337 | 0.456% | -0.305% | -0.00139% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 120.6302 | 120.4859 | 0.454% | -0.120% | -0.00054% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 100.3767 | 99.5685 | 0.453% | -0.805% | -0.00365% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 109.2581 | 108.4658 | 0.452% | -0.725% | -0.00328% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 101.7188 | 100.8791 | 0.446% | -0.825% | -0.00368% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 100.1370 | 98.4735 | 0.439% | -0.787% | -0.00346% |
| 912828CZ1 | 0.875% | Apr 15, 2010 | $28.00bn | – | $3.47bn | $24.53bn | 114.9000 | 114.8417 | 0.438% | -0.051% | -0.00022% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.8273 | 100.5799 | 0.437% | -0.245% | -0.00107% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 108.6547 | 107.9660 | 0.436% | -0.634% | -0.00276% |
| 912795V65 | 0.000% | Aug 19, 2010 | $28.00bn | – | – | $28.00bn | 99.9130 | 99.9256 | 0.435% | +0.013% | +0.00005% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.1782 | 100.9209 | 0.435% | -0.254% | -0.00110% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 169.0727 | 168.7263 | 0.433% | -0.205% | -0.00089% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 99.2486 | 98.5021 | 0.428% | -0.752% | -0.00322% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.4227 | 102.1762 | 0.428% | -0.241% | -0.00103% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 100.5707 | 99.4484 | 0.428% | -1.116% | -0.00477% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 109.9266 | 109.0924 | 0.426% | -0.759% | -0.00324% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 104.8847 | 103.9353 | 0.424% | -0.905% | -0.00384% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 112.8909 | 112.2039 | 0.423% | -0.609% | -0.00257% |
| 912795V57 | 0.000% | Aug 12, 2010 | $27.00bn | – | – | $27.00bn | 99.9211 | 99.9330 | 0.419% | +0.012% | +0.00005% |
| 912795U90 | 0.000% | Sep 23, 2010 | $27.00bn | – | – | $27.00bn | 99.8897 | 99.8876 | 0.419% | -0.002% | -0.00001% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $27.00bn | – | – | $27.00bn | 99.8618 | 99.8583 | 0.419% | -0.003% | -0.00001% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $27.00bn | – | – | $27.00bn | 99.8381 | 99.8260 | 0.419% | -0.012% | -0.00005% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $27.00bn | – | – | $27.00bn | 99.7884 | 99.7978 | 0.419% | +0.009% | +0.00004% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 130.4992 | 130.5769 | 0.418% | +0.060% | +0.00025% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.9849 | 100.7682 | 0.415% | -0.215% | -0.00089% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 106.7871 | 106.6215 | 0.405% | -0.155% | -0.00063% |
| 912795UW9 | 0.000% | Jul 8, 2010 | $26.00bn | – | – | $26.00bn | 99.9487 | 99.9587 | 0.404% | +0.010% | +0.00004% |
| 912795V24 | 0.000% | Aug 5, 2010 | $26.00bn | – | – | $26.00bn | 99.9289 | 99.9365 | 0.404% | +0.008% | +0.00003% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $26.00bn | – | – | $26.00bn | 99.7503 | 99.7360 | 0.403% | -0.014% | -0.00006% |
| 912795V40 | 0.000% | Feb 10, 2011 | $26.00bn | – | – | $26.00bn | 99.7092 | 99.6840 | 0.403% | -0.025% | -0.00010% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.5488 | 101.2909 | 0.398% | -0.254% | -0.00101% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 110.7132 | 109.9522 | 0.395% | -0.687% | -0.00272% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 125.0147 | 124.8732 | 0.394% | -0.113% | -0.00045% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $27.81bn | – | $2.81bn | $25.00bn | 100.1714 | 98.6694 | 0.389% | -1.500% | -0.00584% |
| 912795UZ2 | 0.000% | Jul 22, 2010 | $25.00bn | – | – | $25.00bn | 99.9351 | 99.9498 | 0.388% | +0.015% | +0.00006% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 101.5000 | 100.7953 | 0.387% | -0.694% | -0.00268% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.7281 | 100.7823 | 0.385% | -0.254% | -0.00098% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 125.3844 | 125.1543 | 0.384% | -0.183% | -0.00070% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.3562 | 102.1310 | 0.381% | -0.220% | -0.00084% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 99.8902 | 99.1338 | 0.380% | -0.757% | -0.00288% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 106.4612 | 104.2585 | 0.380% | -0.601% | -0.00228% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 108.1260 | 107.9185 | 0.376% | -0.192% | -0.00072% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 109.8519 | 108.9658 | 0.373% | -0.807% | -0.00301% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 100.3615 | 97.8719 | 0.371% | -2.481% | -0.00921% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 102.5416 | 101.5074 | 0.371% | -1.009% | -0.00374% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 111.7864 | 110.9218 | 0.365% | -0.773% | -0.00282% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 122.9039 | 122.6586 | 0.362% | -0.200% | -0.00072% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.1960 | 104.5530 | 0.359% | -0.611% | -0.00220% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 165.1701 | 164.6825 | 0.358% | -0.295% | -0.00106% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 104.6934 | 104.6528 | 0.354% | -0.039% | -0.00014% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 108.3070 | 107.3272 | 0.351% | -0.905% | -0.00317% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 119.0487 | 118.7978 | 0.349% | -0.211% | -0.00074% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 104.7004 | 104.0297 | 0.348% | -0.641% | -0.00223% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 110.2990 | 109.4344 | 0.344% | -0.784% | -0.00269% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 111.8230 | 110.7816 | 0.341% | -0.931% | -0.00318% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 100.0676 | 99.2880 | 0.341% | -0.779% | -0.00266% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 122.1480 | 120.7144 | 0.339% | -1.174% | -0.00398% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 106.6219 | 106.0359 | 0.325% | -0.550% | -0.00179% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 102.9449 | 101.8795 | 0.322% | -1.035% | -0.00334% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 102.7849 | 102.7773 | 0.317% | -0.007% | -0.00002% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 98.8043 | 96.6315 | 0.314% | -0.997% | -0.00314% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 110.9962 | 109.9030 | 0.314% | -0.985% | -0.00309% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 83.2291 | 81.0601 | 0.312% | -2.606% | -0.00813% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 123.5748 | 121.7555 | 0.312% | -1.472% | -0.00459% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 117.8562 | 117.4828 | 0.310% | -0.317% | -0.00098% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 100.9114 | 98.4530 | 0.310% | -2.436% | -0.00756% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 118.4975 | 118.2110 | 0.309% | -0.242% | -0.00075% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.3641 | 105.7781 | 0.307% | -0.551% | -0.00169% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 110.5226 | 109.4499 | 0.306% | -0.971% | -0.00297% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 113.7142 | 113.9483 | 0.305% | +0.206% | +0.00063% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.2945 | 105.8122 | 0.303% | -0.454% | -0.00137% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 115.0319 | 114.0958 | 0.302% | -0.814% | -0.00246% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 116.3835 | 116.0471 | 0.301% | -0.289% | -0.00087% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 110.6614 | 109.6093 | 0.297% | -0.951% | -0.00282% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.3125 | 106.7981 | 0.291% | -0.479% | -0.00140% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 127.6229 | 126.8688 | 0.289% | -0.591% | -0.00171% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.7338 | 108.3576 | 0.288% | -0.346% | -0.00100% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 108.7333 | 108.5072 | 0.287% | -0.208% | -0.00060% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 112.3448 | 111.3873 | 0.284% | -0.852% | -0.00242% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 103.3125 | 102.2768 | 0.281% | -1.003% | -0.00281% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 126.4864 | 124.3966 | 0.279% | -1.652% | -0.00462% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 99.9399 | 98.9147 | 0.278% | -1.026% | -0.00285% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.6499 | 107.1379 | 0.274% | -0.476% | -0.00130% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 99.4759 | 98.4470 | 0.272% | -1.034% | -0.00282% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.4502 | 102.6943 | 0.272% | -0.484% | -0.00132% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 116.7023 | 116.3123 | 0.272% | -0.334% | -0.00091% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 108.3254 | 107.9814 | 0.271% | -0.318% | -0.00086% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 136.9705 | 135.4788 | 0.262% | -1.089% | -0.00285% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 106.7813 | 106.6964 | 0.262% | -0.079% | -0.00021% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 106.7023 | 104.2942 | 0.258% | -0.031% | -0.00008% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 107.0682 | 106.9446 | 0.254% | -0.115% | -0.00029% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 106.1376 | 105.9334 | 0.254% | -0.192% | -0.00049% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 106.8482 | 106.7657 | 0.252% | -0.077% | -0.00019% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $17.80bn | – | $1.80bn | $16.00bn | 101.3039 | 98.7937 | 0.252% | -2.478% | -0.00624% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 101.9159 | 101.9040 | 0.252% | -0.012% | -0.00003% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 108.0666 | 105.6060 | 0.249% | -0.195% | -0.00049% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 106.7605 | 106.3064 | 0.249% | -0.425% | -0.00106% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 144.0259 | 142.3690 | 0.248% | -1.150% | -0.00285% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 106.5780 | 106.4643 | 0.247% | -0.107% | -0.00026% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 115.7024 | 115.2547 | 0.247% | -0.387% | -0.00096% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 129.9149 | 129.1196 | 0.247% | -0.612% | -0.00151% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 112.9891 | 110.9494 | 0.246% | -1.805% | -0.00445% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 105.5778 | 104.6427 | 0.246% | -0.886% | -0.00218% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.7416 | 112.8083 | 0.245% | +0.059% | +0.00014% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 104.1685 | 104.1101 | 0.245% | -0.056% | -0.00014% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 112.1175 | 111.8126 | 0.244% | -0.272% | -0.00066% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.9990 | 107.4031 | 0.243% | -0.552% | -0.00134% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 107.8916 | 107.6314 | 0.239% | -0.241% | -0.00058% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 102.2239 | 102.2343 | 0.238% | +0.010% | +0.00002% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 109.4641 | 106.8298 | 0.237% | -2.407% | -0.00570% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 109.3479 | 106.9185 | 0.236% | -0.164% | -0.00039% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.1637 | 103.6766 | 0.236% | -0.468% | -0.00110% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 107.2911 | 106.4537 | 0.233% | -0.780% | -0.00182% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 106.9609 | 106.4705 | 0.233% | -0.459% | -0.00107% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 106.4451 | 105.9185 | 0.232% | -0.495% | -0.00115% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 105.0266 | 104.7033 | 0.229% | -0.308% | -0.00070% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 109.2229 | 108.9833 | 0.227% | -0.219% | -0.00050% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.7616 | 104.2578 | 0.225% | -0.481% | -0.00108% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 107.8125 | 107.6020 | 0.224% | -0.195% | -0.00044% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 97.7942 | 95.3251 | 0.224% | -2.525% | -0.00565% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 104.3177 | 104.2968 | 0.223% | -0.020% | -0.00004% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 108.2022 | 108.0045 | 0.223% | -0.183% | -0.00041% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 104.1837 | 101.5905 | 0.221% | -2.489% | -0.00551% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 101.1594 | 100.6186 | 0.220% | -0.535% | -0.00118% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 139.3122 | 138.4365 | 0.219% | -0.629% | -0.00138% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 101.7569 | 101.7843 | 0.215% | +0.027% | +0.00006% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 108.0055 | 107.7560 | 0.215% | -0.231% | -0.00050% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 98.1180 | 97.5738 | 0.214% | -0.555% | -0.00118% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.2571 | 106.7550 | 0.211% | -0.468% | -0.00099% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 103.9971 | 103.9548 | 0.209% | -0.041% | -0.00009% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 131.0568 | 129.6045 | 0.209% | -1.108% | -0.00231% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 109.7747 | 107.2616 | 0.208% | -0.354% | -0.00074% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 101.9720 | 101.9503 | 0.208% | -0.021% | -0.00004% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.7188 | 106.3499 | 0.206% | -0.346% | -0.00071% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 101.9192 | 101.8760 | 0.206% | -0.042% | -0.00009% |
| 912828DR8 | 4.000% | Apr 15, 2010 | $15.00bn | – | $2.03bn | $12.97bn | 101.9742 | 101.9712 | 0.206% | -0.003% | -0.00001% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.4202 | 108.0333 | 0.203% | -0.357% | -0.00072% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 119.9820 | 118.4021 | 0.203% | -1.317% | -0.00267% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 104.1308 | 104.1178 | 0.201% | -0.013% | -0.00003% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 107.6063 | 107.3709 | 0.201% | -0.219% | -0.00044% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 129.6956 | 129.8506 | 0.199% | +0.119% | +0.00024% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 103.7564 | 101.8353 | 0.196% | +0.016% | +0.00003% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.5737 | 107.2024 | 0.196% | -0.345% | -0.00068% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 104.1635 | 104.1298 | 0.195% | -0.032% | -0.00006% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 109.6875 | 109.3420 | 0.194% | -0.315% | -0.00061% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.9955 | 108.6728 | 0.190% | -0.296% | -0.00056% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 141.9995 | 140.6657 | 0.188% | -0.939% | -0.00176% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 129.9846 | 128.2921 | 0.186% | -1.302% | -0.00242% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 109.7455 | 109.4755 | 0.176% | -0.246% | -0.00043% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 136.9608 | 135.4164 | 0.173% | -1.128% | -0.00195% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 132.1866 | 130.7137 | 0.166% | -1.114% | -0.00185% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 138.5399 | 136.8384 | 0.164% | -1.228% | -0.00201% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 114.1502 | 112.3712 | 0.163% | -1.558% | -0.00254% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 112.3810 | 110.5494 | 0.162% | -1.630% | -0.00264% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 138.2324 | 136.5104 | 0.160% | -1.246% | -0.00199% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 110.9843 | 109.1526 | 0.159% | -1.650% | -0.00262% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 122.8306 | 120.7926 | 0.158% | -1.659% | -0.00262% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $10.39bn | – | $388.3m | $10.00bn | 99.2843 | 98.2386 | 0.154% | -1.053% | -0.00163% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 138.4057 | 137.5407 | 0.153% | -0.625% | -0.00096% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 142.8726 | 141.7422 | 0.152% | -0.791% | -0.00120% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 141.5354 | 139.9187 | 0.144% | -1.142% | -0.00164% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 139.7205 | 138.1350 | 0.142% | -1.135% | -0.00161% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 127.9971 | 126.2412 | 0.140% | -1.372% | -0.00192% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 140.9850 | 139.3379 | 0.135% | -1.168% | -0.00158% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $8.00bn | – | – | $8.00bn | 99.8066 | 98.5441 | 0.124% | -1.265% | -0.00157% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 127.9437 | 126.2298 | 0.124% | -1.340% | -0.00166% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.3627 | 131.4398 | 0.121% | +0.059% | +0.00007% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 125.1215 | 123.3237 | 0.116% | -1.437% | -0.00167% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 129.2611 | 127.4953 | 0.115% | -1.366% | -0.00157% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 145.8747 | 144.2177 | 0.112% | -1.136% | -0.00127% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 149.8198 | 149.1951 | 0.110% | -0.417% | -0.00046% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 144.9791 | 143.5623 | 0.105% | -0.977% | -0.00103% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 138.1390 | 136.6357 | 0.104% | -1.088% | -0.00113% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 144.8595 | 143.5159 | 0.098% | -0.928% | -0.00091% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 141.8916 | 140.9247 | 0.081% | -0.681% | -0.00055% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 136.8577 | 135.8999 | 0.075% | -0.700% | -0.00052% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 142.3172 | 141.2583 | 0.058% | -0.744% | -0.00043% |
| Total | $6.14tn | 100.000% | -0.51039% | ||||||||
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.