Rebalance of April 30, 2010
US Treasury Aggregate constituents
Every one of the 254 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
- 254
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.864636%
- Market value
- $6.60tn
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 +0.864636% against a published month return of +0.864636%, a difference of 1.5e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795U41 | 0.000% | May 6, 2010 | $104.00bn | – | – | $104.00bn | 99.9850 | 99.9980 | 1.576% | +0.013% | +0.00020% |
| 912795UU3 | 0.000% | Jun 17, 2010 | $94.00bn | – | – | $94.00bn | 99.9675 | 99.9787 | 1.424% | +0.011% | +0.00016% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $87.00bn | – | – | $87.00bn | 99.9704 | 99.9829 | 1.318% | +0.013% | +0.00016% |
| 912795U58 | 0.000% | Jun 3, 2010 | $83.00bn | – | – | $83.00bn | 99.9716 | 99.9868 | 1.258% | +0.015% | +0.00019% |
| 912795UR0 | 0.000% | May 20, 2010 | $81.00bn | – | – | $81.00bn | 99.9792 | 99.9922 | 1.227% | +0.013% | +0.00016% |
| 912795UQ2 | 0.000% | May 13, 2010 | $80.00bn | – | – | $80.00bn | 99.9821 | 99.9957 | 1.212% | +0.014% | +0.00016% |
| 912795U82 | 0.000% | Aug 26, 2010 | $80.00bn | – | – | $80.00bn | 99.9178 | 99.9377 | 1.212% | +0.020% | +0.00024% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 97.6835 | 99.2631 | 0.992% | +1.617% | +0.01604% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 99.1694 | 100.7086 | 0.947% | +1.552% | +0.01470% |
| 912795UV1 | 0.000% | Jun 24, 2010 | $59.00bn | – | – | $59.00bn | 99.9669 | 99.9756 | 0.894% | +0.009% | +0.00008% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 96.3702 | 97.8652 | 0.876% | +1.551% | +0.01360% |
| 912795US8 | 0.000% | May 27, 2010 | $57.00bn | – | – | $57.00bn | 99.9747 | 99.9895 | 0.864% | +0.015% | +0.00013% |
| 912795U66 | 0.000% | Jul 1, 2010 | $56.00bn | – | – | $56.00bn | 99.9591 | 99.9742 | 0.848% | +0.015% | +0.00013% |
| 912795U90 | 0.000% | Sep 23, 2010 | $56.00bn | – | – | $56.00bn | 99.8876 | 99.9189 | 0.848% | +0.031% | +0.00027% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $54.00bn | – | – | $54.00bn | 99.9529 | 99.9662 | 0.818% | +0.013% | +0.00011% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 102.1067 | 103.6882 | 0.805% | +1.549% | +0.01246% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 93.0606 | 94.5849 | 0.790% | +1.638% | +0.01294% |
| 912795U74 | 0.000% | Jul 29, 2010 | $52.00bn | – | – | $52.00bn | 99.9467 | 99.9575 | 0.788% | +0.011% | +0.00009% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $49.06bn | – | $3.06bn | $46.00bn | 98.6694 | 100.2398 | 0.688% | +1.592% | +0.01095% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.7324 | 100.4457 | 0.672% | +0.212% | +0.00142% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.4389 | 100.6523 | 0.670% | +0.212% | +0.00142% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.0951 | 100.3173 | 0.668% | +0.222% | +0.00148% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 99.9888 | 100.2536 | 0.667% | +0.265% | +0.00177% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 99.9402 | 100.2152 | 0.666% | +0.275% | +0.00183% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 99.8261 | 100.1209 | 0.666% | +0.295% | +0.00197% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.3777 | 100.5589 | 0.654% | +0.180% | +0.00118% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.24bn | $42.00bn | 101.3786 | 102.2982 | 0.645% | +0.907% | +0.00585% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.6657 | 100.7854 | 0.641% | +0.119% | +0.00076% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.5245 | 100.6739 | 0.640% | +0.149% | +0.00095% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.42bn | $42.00bn | 99.6943 | 100.6629 | 0.635% | +0.972% | +0.00617% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.03bn | $42.00bn | 99.4878 | 100.4130 | 0.633% | +0.930% | +0.00589% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 99.3997 | 100.2428 | 0.633% | +0.848% | +0.00537% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $684.4m | $42.00bn | 99.2479 | 100.1343 | 0.632% | +0.893% | +0.00564% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 100.8410 | 100.5506 | 0.627% | +0.890% | +0.00557% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 101.0016 | 101.1010 | 0.612% | +0.098% | +0.00060% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 95.8432 | 99.0425 | 0.610% | +3.338% | +0.02037% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 100.4579 | 100.9232 | 0.609% | +0.463% | +0.00282% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 99.8824 | 100.4102 | 0.606% | +0.528% | +0.00320% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.49bn | $40.00bn | 99.6397 | 100.1675 | 0.604% | +0.530% | +0.00320% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $473.2m | $40.00bn | 99.4385 | 99.9331 | 0.603% | +0.497% | +0.00300% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 99.4245 | 99.9296 | 0.603% | +0.508% | +0.00306% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 100.0377 | 100.8704 | 0.601% | +0.832% | +0.00501% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.5513 | 100.5974 | 0.601% | +0.046% | +0.00028% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 100.7284 | 100.4426 | 0.595% | +0.399% | +0.00237% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.4086 | 100.5164 | 0.592% | +0.107% | +0.00064% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 100.3628 | 101.2880 | 0.591% | +0.922% | +0.00545% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.4511 | 100.5584 | 0.587% | +0.107% | +0.00063% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.7737 | 100.4134 | 0.572% | +0.077% | +0.00044% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 96.7781 | 99.9572 | 0.556% | +3.285% | +0.01826% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 101.7476 | 102.6359 | 0.554% | +0.873% | +0.00484% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.5950 | 100.6411 | 0.546% | +0.046% | +0.00025% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 101.0127 | 101.0601 | 0.530% | +0.047% | +0.00025% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 100.2510 | 100.6831 | 0.524% | +0.431% | +0.00226% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 100.8492 | 100.8991 | 0.520% | +0.049% | +0.00026% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 101.3173 | 100.6060 | 0.514% | +0.038% | +0.00020% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.7308 | 100.8077 | 0.511% | +0.076% | +0.00039% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 100.6851 | 102.1195 | 0.504% | +1.425% | +0.00717% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.1141 | 101.4232 | 0.503% | +0.306% | +0.00154% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 101.0815 | 101.1318 | 0.490% | +0.050% | +0.00024% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 102.1286 | 102.9857 | 0.490% | +0.839% | +0.00411% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $948.4m | $32.00bn | 100.9107 | 102.2605 | 0.489% | +1.338% | +0.00655% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 101.4050 | 101.8097 | 0.489% | +0.399% | +0.00195% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 107.5285 | 108.4446 | 0.485% | +0.852% | +0.00413% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $1.08bn | $32.00bn | 99.7901 | 101.1368 | 0.484% | +1.349% | +0.00653% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $521.4m | $32.00bn | 99.7367 | 101.0754 | 0.484% | +1.342% | +0.00649% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $786.5m | $32.00bn | 98.6046 | 99.9592 | 0.478% | +1.374% | +0.00657% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 101.2996 | 101.3239 | 0.476% | +0.024% | +0.00011% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 98.1092 | 99.4447 | 0.476% | +1.361% | +0.00648% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 93.9209 | 96.9529 | 0.476% | +3.228% | +0.01536% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 100.9059 | 100.6817 | 0.474% | +1.326% | +0.00629% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 139.1839 | 141.6723 | 0.472% | +1.788% | +0.00844% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 101.3790 | 101.4144 | 0.461% | +0.035% | +0.00016% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 108.7158 | 109.3415 | 0.460% | +0.576% | +0.00265% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.8897 | 110.6404 | 0.460% | +0.683% | +0.00315% |
| 912828JA9 | 2.625% | May 31, 2010 | $32.41bn | – | $2.46bn | $29.95bn | 101.2861 | 101.2668 | 0.460% | -0.019% | -0.00009% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 103.4035 | 105.0071 | 0.455% | +1.551% | +0.00705% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.0337 | 101.4475 | 0.443% | +0.410% | +0.00181% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 120.4859 | 125.7134 | 0.443% | +4.339% | +0.01920% |
| 912795VB4 | 0.000% | Sep 16, 2010 | $29.00bn | – | – | $29.00bn | 99.8920 | 99.9266 | 0.439% | +0.035% | +0.00015% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 99.5685 | 99.4528 | 0.438% | +0.825% | +0.00362% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 108.4658 | 109.5603 | 0.437% | +1.009% | +0.00441% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 99.0082 | 100.3330 | 0.435% | +1.338% | +0.00582% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $30.95bn | – | $1.95bn | $29.00bn | 98.7937 | 102.0463 | 0.434% | +3.292% | +0.01430% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 100.8791 | 101.7019 | 0.431% | +0.816% | +0.00351% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.5799 | 100.8669 | 0.426% | +0.285% | +0.00121% |
| 912795V65 | 0.000% | Aug 19, 2010 | $28.00bn | – | – | $28.00bn | 99.9256 | 99.9445 | 0.424% | +0.019% | +0.00008% |
| 912795V73 | 0.000% | Sep 2, 2010 | $28.00bn | – | – | $28.00bn | 99.9096 | 99.9340 | 0.424% | +0.024% | +0.00010% |
| 912795VA6 | 0.000% | Sep 9, 2010 | $28.00bn | – | – | $28.00bn | 99.9010 | 99.9303 | 0.424% | +0.029% | +0.00012% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.9209 | 101.1987 | 0.423% | +0.275% | +0.00116% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 107.9660 | 108.6321 | 0.422% | +0.617% | +0.00261% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 98.4735 | 99.2828 | 0.421% | +0.822% | +0.00346% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 168.7263 | 174.5363 | 0.421% | +4.957% | +0.02087% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.1762 | 102.4973 | 0.416% | +0.314% | +0.00131% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 98.5021 | 99.2284 | 0.414% | +0.737% | +0.00305% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 109.0924 | 110.0820 | 0.413% | +0.907% | +0.00374% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 99.4484 | 100.8030 | 0.412% | +1.362% | +0.00562% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 103.9353 | 105.4653 | 0.410% | +1.472% | +0.00603% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 112.2039 | 113.0300 | 0.410% | +0.736% | +0.00302% |
| 912795V57 | 0.000% | Aug 12, 2010 | $27.00bn | – | – | $27.00bn | 99.9330 | 99.9509 | 0.409% | +0.018% | +0.00007% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $27.00bn | – | – | $27.00bn | 99.8583 | 99.8888 | 0.409% | +0.031% | +0.00012% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $27.00bn | – | – | $27.00bn | 99.8260 | 99.8597 | 0.409% | +0.034% | +0.00014% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $27.00bn | – | – | $27.00bn | 99.7978 | 99.8339 | 0.408% | +0.036% | +0.00015% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 130.5769 | 131.6421 | 0.408% | +0.816% | +0.00333% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.7682 | 101.0234 | 0.404% | +0.253% | +0.00102% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 106.6215 | 106.7823 | 0.395% | +0.151% | +0.00060% |
| 912795UW9 | 0.000% | Jul 8, 2010 | $26.00bn | – | – | $26.00bn | 99.9587 | 99.9712 | 0.394% | +0.013% | +0.00005% |
| 912795V24 | 0.000% | Aug 5, 2010 | $26.00bn | – | – | $26.00bn | 99.9365 | 99.9569 | 0.394% | +0.020% | +0.00008% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $26.00bn | – | – | $26.00bn | 99.7360 | 99.7993 | 0.393% | +0.064% | +0.00025% |
| 912795V40 | 0.000% | Feb 10, 2011 | $26.00bn | – | – | $26.00bn | 99.6840 | 99.7537 | 0.393% | +0.070% | +0.00027% |
| 912795V99 | 0.000% | Mar 10, 2011 | $26.00bn | – | – | $26.00bn | 99.6178 | 99.6947 | 0.393% | +0.077% | +0.00030% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.2909 | 100.9114 | 0.387% | +0.304% | +0.00118% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 124.8732 | 126.3549 | 0.384% | +1.187% | +0.00455% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 109.9522 | 110.8591 | 0.383% | +0.825% | +0.00316% |
| 912795UZ2 | 0.000% | Jul 22, 2010 | $25.00bn | – | – | $25.00bn | 99.9498 | 99.9631 | 0.379% | +0.013% | +0.00005% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 100.7953 | 101.5024 | 0.374% | +0.701% | +0.00263% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 125.1543 | 126.4472 | 0.374% | +1.033% | +0.00386% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 100.7823 | 101.0581 | 0.372% | +0.274% | +0.00102% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.1310 | 102.3795 | 0.370% | +0.243% | +0.00090% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 99.1338 | 99.8823 | 0.368% | +0.755% | +0.00278% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 107.9185 | 108.1932 | 0.366% | +0.255% | +0.00093% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 104.2585 | 104.9380 | 0.363% | +0.652% | +0.00236% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 108.9658 | 109.7478 | 0.361% | +0.718% | +0.00259% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 101.5074 | 102.7635 | 0.358% | +1.237% | +0.00443% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 110.9218 | 112.1008 | 0.353% | +1.063% | +0.00375% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 97.8719 | 100.9884 | 0.353% | +3.184% | +0.01124% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 122.6586 | 124.3267 | 0.352% | +1.360% | +0.00479% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 104.5530 | 105.2310 | 0.348% | +0.648% | +0.00226% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 164.6825 | 170.3035 | 0.348% | +4.888% | +0.01701% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 104.6528 | 104.6885 | 0.345% | +0.034% | +0.00012% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 118.7978 | 120.4057 | 0.340% | +1.354% | +0.00460% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 107.3272 | 108.8279 | 0.339% | +1.398% | +0.00474% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 104.0297 | 103.3349 | 0.338% | +0.654% | +0.00221% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 109.4344 | 110.6759 | 0.332% | +1.135% | +0.00377% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 99.2880 | 100.0761 | 0.330% | +0.794% | +0.00262% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 110.7816 | 112.1904 | 0.330% | +1.272% | +0.00419% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 120.7144 | 123.3607 | 0.327% | +2.192% | +0.00716% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 106.0359 | 106.6780 | 0.315% | +0.606% | +0.00191% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 101.8795 | 103.1355 | 0.311% | +1.233% | +0.00384% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 102.7773 | 102.8168 | 0.309% | +0.038% | +0.00012% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 109.9030 | 111.4479 | 0.303% | +1.406% | +0.00426% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 117.4828 | 120.0617 | 0.302% | +2.195% | +0.00662% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 118.2110 | 120.0239 | 0.301% | +1.534% | +0.00461% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 96.6315 | 97.8391 | 0.300% | +1.250% | +0.00375% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 121.7555 | 125.0470 | 0.299% | +2.703% | +0.00810% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 105.7781 | 106.3890 | 0.298% | +0.577% | +0.00172% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 113.9483 | 112.7324 | 0.298% | +0.071% | +0.00021% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 81.0601 | 83.8382 | 0.296% | +3.427% | +0.01015% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 109.4499 | 110.8900 | 0.295% | +1.316% | +0.00389% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 98.4530 | 101.5383 | 0.295% | +3.134% | +0.00925% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.8122 | 104.8380 | 0.294% | +0.556% | +0.00163% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 116.0471 | 118.3138 | 0.293% | +1.953% | +0.00573% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 114.0958 | 115.4239 | 0.293% | +1.164% | +0.00340% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 109.6093 | 111.0696 | 0.287% | +1.332% | +0.00382% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.7981 | 107.3870 | 0.283% | +0.551% | +0.00156% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.3576 | 108.8362 | 0.280% | +0.442% | +0.00124% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 126.8688 | 128.1659 | 0.280% | +1.022% | +0.00286% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 108.5072 | 113.7056 | 0.280% | +4.791% | +0.01339% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 111.3873 | 112.7244 | 0.274% | +1.200% | +0.00329% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 102.2768 | 103.5625 | 0.271% | +1.257% | +0.00341% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 98.9147 | 98.8339 | 0.268% | +1.245% | +0.00334% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 124.3966 | 127.8553 | 0.268% | +2.780% | +0.00745% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.1379 | 107.6992 | 0.266% | +0.524% | +0.00139% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 116.3123 | 118.9495 | 0.264% | +2.267% | +0.00599% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 107.9814 | 108.3993 | 0.264% | +0.387% | +0.00102% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 98.4470 | 99.6128 | 0.263% | +1.184% | +0.00311% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 102.6943 | 103.2254 | 0.261% | +0.517% | +0.00135% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 106.6964 | 106.7813 | 0.255% | +0.079% | +0.00020% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 135.4788 | 137.5720 | 0.253% | +1.545% | +0.00391% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 106.9446 | 107.0851 | 0.247% | +0.131% | +0.00032% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 105.9334 | 106.1481 | 0.247% | +0.203% | +0.00050% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 106.7657 | 104.4147 | 0.246% | +0.081% | +0.00020% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 104.2942 | 104.3658 | 0.246% | +0.069% | +0.00017% |
| 912828DU1 | 3.875% | May 15, 2010 | $18.75bn | – | $2.86bn | $15.89bn | 101.9040 | 101.9028 | 0.245% | -0.001% | -0.00000% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 106.3064 | 106.9215 | 0.242% | +1.181% | +0.00285% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 106.4643 | 106.6140 | 0.241% | +0.141% | +0.00034% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 115.2547 | 118.0410 | 0.240% | +2.418% | +0.00581% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.8083 | 112.4860 | 0.239% | +0.661% | +0.00158% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 142.3690 | 144.5487 | 0.239% | +1.531% | +0.00366% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 129.1196 | 130.5326 | 0.239% | +1.094% | +0.00262% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 104.1101 | 104.1576 | 0.239% | +0.046% | +0.00011% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 104.6427 | 107.8157 | 0.238% | +3.032% | +0.00721% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 105.6060 | 105.8432 | 0.237% | +0.225% | +0.00053% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 111.8126 | 117.4372 | 0.237% | +5.030% | +0.01193% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 110.9494 | 114.2683 | 0.236% | +2.991% | +0.00706% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.4031 | 107.9736 | 0.235% | +0.531% | +0.00125% |
| 912828GR5 | 4.500% | May 15, 2010 | $18.94bn | – | $3.94bn | $15.00bn | 102.2343 | 102.2258 | 0.232% | -0.008% | -0.00002% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 107.6314 | 107.9465 | 0.232% | +0.293% | +0.00068% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 103.6766 | 104.1970 | 0.229% | +0.502% | +0.00115% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 106.4705 | 112.3654 | 0.226% | +5.537% | +0.01251% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 106.4537 | 109.6012 | 0.226% | +2.957% | +0.00668% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 106.8298 | 110.1780 | 0.226% | +3.134% | +0.00707% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 105.9185 | 108.6440 | 0.225% | +2.573% | +0.00578% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 106.9185 | 107.2182 | 0.225% | +0.280% | +0.00063% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 104.7033 | 105.3582 | 0.222% | +0.932% | +0.00207% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 108.9833 | 107.0367 | 0.221% | +0.278% | +0.00061% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.2578 | 104.8244 | 0.218% | +0.544% | +0.00119% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 107.6020 | 107.8413 | 0.218% | +0.222% | +0.00049% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 104.2968 | 104.3508 | 0.218% | +0.052% | +0.00011% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 108.0045 | 105.9440 | 0.217% | +0.233% | +0.00051% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 100.6186 | 103.4317 | 0.214% | +2.796% | +0.00597% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 95.3251 | 98.3993 | 0.213% | +3.225% | +0.00687% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 138.4365 | 140.1787 | 0.212% | +1.259% | +0.00267% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 101.5905 | 104.8541 | 0.211% | +3.213% | +0.00676% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 101.7843 | 101.7905 | 0.210% | +0.006% | +0.00001% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 107.7560 | 108.0509 | 0.209% | +0.274% | +0.00057% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 97.5738 | 102.9904 | 0.207% | +5.551% | +0.01149% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.7550 | 107.3567 | 0.205% | +0.564% | +0.00115% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 103.9548 | 104.0180 | 0.204% | +0.061% | +0.00012% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 101.9503 | 102.0024 | 0.203% | +0.051% | +0.00010% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 129.6045 | 132.1093 | 0.201% | +1.933% | +0.00389% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 101.8760 | 101.9061 | 0.200% | +0.029% | +0.00006% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.3499 | 106.8341 | 0.200% | +0.455% | +0.00091% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 107.2616 | 107.7269 | 0.198% | +0.434% | +0.00086% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.0333 | 106.5941 | 0.197% | +0.461% | +0.00091% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 104.1178 | 102.0215 | 0.196% | +0.028% | +0.00005% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 107.3709 | 107.6481 | 0.195% | +0.258% | +0.00050% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 118.4021 | 121.4325 | 0.195% | +2.559% | +0.00499% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 129.8506 | 129.9135 | 0.195% | +0.048% | +0.00009% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.2024 | 107.6549 | 0.191% | +0.422% | +0.00080% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 104.1298 | 104.1707 | 0.190% | +0.039% | +0.00007% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 109.3420 | 109.6971 | 0.188% | +0.325% | +0.00061% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 101.8353 | 101.8597 | 0.188% | +0.024% | +0.00005% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.6728 | 109.1129 | 0.185% | +0.405% | +0.00075% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 140.6657 | 142.8253 | 0.181% | +1.535% | +0.00279% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 128.2921 | 131.4311 | 0.179% | +2.447% | +0.00438% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 109.4755 | 109.8439 | 0.172% | +0.337% | +0.00058% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 135.4164 | 137.6126 | 0.167% | +1.622% | +0.00271% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 130.7137 | 133.1046 | 0.160% | +1.829% | +0.00293% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 136.8384 | 139.9389 | 0.158% | +2.266% | +0.00358% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 112.3712 | 115.5136 | 0.157% | +2.796% | +0.00438% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 110.5494 | 113.6385 | 0.155% | +2.794% | +0.00433% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 136.5104 | 139.6844 | 0.154% | +2.325% | +0.00358% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 109.1526 | 112.2417 | 0.152% | +2.830% | +0.00430% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 120.7926 | 124.1466 | 0.151% | +2.777% | +0.00420% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $10.39bn | – | $388.3m | $10.00bn | 98.2386 | 101.4186 | 0.149% | +3.237% | +0.00482% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 137.5407 | 139.3565 | 0.149% | +1.320% | +0.00196% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 141.7422 | 142.7992 | 0.147% | +0.746% | +0.00110% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 139.9187 | 142.2619 | 0.139% | +1.675% | +0.00232% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 138.1350 | 140.4782 | 0.137% | +1.696% | +0.00233% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 126.2412 | 129.5033 | 0.135% | +2.584% | +0.00348% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 139.3379 | 141.4643 | 0.130% | +1.526% | +0.00199% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $8.00bn | – | – | $8.00bn | 98.5441 | 106.4946 | 0.119% | +8.068% | +0.00964% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 126.2298 | 129.4717 | 0.119% | +2.568% | +0.00306% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.4398 | 132.1769 | 0.118% | +0.561% | +0.00066% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 123.3237 | 126.6060 | 0.112% | +2.662% | +0.00297% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 127.4953 | 130.8108 | 0.111% | +2.600% | +0.00288% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 144.2177 | 146.3974 | 0.108% | +1.511% | +0.00163% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 149.1951 | 155.3969 | 0.107% | +5.538% | +0.00593% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 143.5623 | 145.7329 | 0.101% | +1.512% | +0.00153% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 136.6357 | 139.1847 | 0.100% | +1.866% | +0.00186% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 143.5159 | 145.5725 | 0.095% | +1.433% | +0.00136% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 140.9247 | 142.1414 | 0.078% | +0.863% | +0.00068% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 135.8999 | 137.0925 | 0.072% | +0.878% | +0.00064% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 141.2583 | 142.4163 | 0.056% | +0.820% | +0.00046% |
| Total | $6.34tn | 100.000% | +0.86464% | ||||||||
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.