Rebalance of May 28, 2010
US Treasury Aggregate constituents
Every one of the 257 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
- 257
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.107968%
- Market value
- $6.87tn
Both totals are added up on this page from the rows in the table below, not read from a stored figure, a total computed somewhere you cannot see would prove nothing. The check below compares that sum against the level published on the US Treasury Aggregate page, fetched separately.
These reconcile. The holdings below sum to +1.107968% against a published month return of +1.107968%, a difference of 9.7e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795UU3 | 0.000% | Jun 17, 2010 | $119.00bn | – | – | $119.00bn | 99.9787 | 99.9917 | 1.731% | +0.013% | +0.00023% |
| 912795UT6 | 0.000% | Jun 10, 2010 | $112.00bn | – | – | $112.00bn | 99.9829 | 99.9949 | 1.630% | +0.012% | +0.00020% |
| 912795U58 | 0.000% | Jun 3, 2010 | $108.00bn | – | – | $108.00bn | 99.9868 | 99.9978 | 1.572% | +0.011% | +0.00017% |
| 912795UV1 | 0.000% | Jun 24, 2010 | $84.00bn | – | – | $84.00bn | 99.9756 | 99.9887 | 1.222% | +0.013% | +0.00016% |
| 912795U66 | 0.000% | Jul 1, 2010 | $84.00bn | – | – | $84.00bn | 99.9742 | 99.9868 | 1.222% | +0.013% | +0.00015% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $80.00bn | – | – | $80.00bn | 99.9662 | 99.9800 | 1.164% | +0.014% | +0.00016% |
| 912795U82 | 0.000% | Aug 26, 2010 | $80.00bn | – | – | $80.00bn | 99.9377 | 99.9575 | 1.164% | +0.020% | +0.00023% |
| 912795U74 | 0.000% | Jul 29, 2010 | $76.00bn | – | – | $76.00bn | 99.9575 | 99.9742 | 1.106% | +0.017% | +0.00018% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 100.2398 | 103.5927 | 0.977% | +3.345% | +0.03269% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 99.2631 | 100.7184 | 0.968% | +3.166% | +0.03064% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 100.7086 | 103.7490 | 0.923% | +3.019% | +0.02788% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 97.8652 | 99.1756 | 0.855% | +2.936% | +0.02509% |
| 912795U90 | 0.000% | Sep 23, 2010 | $56.00bn | – | – | $56.00bn | 99.9189 | 99.9476 | 0.814% | +0.029% | +0.00023% |
| 912795UW9 | 0.000% | Jul 8, 2010 | $54.00bn | – | – | $54.00bn | 99.9712 | 99.9841 | 0.786% | +0.013% | +0.00010% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 103.6882 | 104.8607 | 0.785% | +2.939% | +0.02306% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 94.5849 | 97.4927 | 0.771% | +3.074% | +0.02370% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $52.00bn | – | – | $52.00bn | 99.8888 | 99.9270 | 0.756% | +0.038% | +0.00029% |
| 912795UZ2 | 0.000% | Jul 22, 2010 | $50.00bn | – | – | $50.00bn | 99.9631 | 99.9756 | 0.727% | +0.012% | +0.00009% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | – | $44.94bn | 100.0707 | 100.5245 | 0.654% | +0.453% | +0.00297% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.6523 | 100.8886 | 0.645% | +0.235% | +0.00151% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.4457 | 100.6182 | 0.643% | +0.172% | +0.00110% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.3173 | 100.1270 | 0.642% | +0.184% | +0.00118% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.2536 | 100.5737 | 0.642% | +0.319% | +0.00205% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.2152 | 100.6381 | 0.642% | +0.422% | +0.00271% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.1209 | 100.4711 | 0.641% | +0.350% | +0.00224% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.5589 | 100.7319 | 0.629% | +0.172% | +0.00108% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | – | $42.90bn | 100.3329 | 102.1236 | 0.626% | +1.785% | +0.01118% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.24bn | $42.00bn | 102.2982 | 103.8522 | 0.625% | +1.519% | +0.00950% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $2.90bn | $42.00bn | 102.0463 | 107.8230 | 0.624% | +5.661% | +0.03531% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.7854 | 100.8968 | 0.616% | +0.110% | +0.00068% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.6739 | 100.8152 | 0.615% | +0.140% | +0.00086% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.42bn | $42.00bn | 100.6629 | 102.4547 | 0.615% | +1.780% | +0.01095% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.03bn | $42.00bn | 100.4130 | 102.1315 | 0.614% | +1.711% | +0.01050% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 100.2428 | 100.6933 | 0.613% | +1.509% | +0.00925% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $684.4m | $42.00bn | 100.1343 | 101.7208 | 0.612% | +1.584% | +0.00970% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 99.0425 | 102.3896 | 0.605% | +5.588% | +0.03383% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 100.5506 | 101.9565 | 0.600% | +1.398% | +0.00839% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 101.1010 | 101.1911 | 0.589% | +0.089% | +0.00052% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 100.9232 | 100.8760 | 0.587% | +0.634% | +0.00373% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $2.93bn | $40.00bn | 100.8048 | 101.6622 | 0.587% | +0.851% | +0.00499% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 100.4102 | 101.0829 | 0.585% | +0.670% | +0.00392% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.49bn | $40.00bn | 100.1675 | 100.9026 | 0.583% | +0.734% | +0.00428% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 100.8704 | 102.2773 | 0.582% | +1.395% | +0.00812% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $473.2m | $40.00bn | 99.9331 | 100.7602 | 0.582% | +0.828% | +0.00481% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 99.9296 | 100.5817 | 0.582% | +0.653% | +0.00380% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.5974 | 100.6675 | 0.578% | +0.070% | +0.00040% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 101.2880 | 102.6002 | 0.573% | +1.295% | +0.00742% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 100.4426 | 101.1141 | 0.570% | +0.668% | +0.00381% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.5164 | 100.5545 | 0.569% | +0.038% | +0.00022% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.5584 | 100.5961 | 0.565% | +0.037% | +0.00021% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 99.9572 | 105.6302 | 0.551% | +5.675% | +0.03129% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.4134 | 100.4823 | 0.547% | +0.069% | +0.00038% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 102.6359 | 103.9712 | 0.537% | +1.301% | +0.00698% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.6411 | 100.7112 | 0.524% | +0.070% | +0.00037% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 101.0601 | 100.5034 | 0.509% | +0.068% | +0.00034% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 100.6831 | 101.3227 | 0.505% | +0.635% | +0.00321% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 100.8991 | 100.9325 | 0.499% | +0.033% | +0.00017% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.8077 | 100.4399 | 0.491% | +0.069% | +0.00034% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 102.1195 | 105.0561 | 0.490% | +2.876% | +0.01410% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 100.6060 | 100.6929 | 0.490% | +0.086% | +0.00042% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.4232 | 101.2510 | 0.484% | +0.508% | +0.00246% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $948.4m | $32.00bn | 102.2605 | 104.5521 | 0.476% | +2.241% | +0.01067% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | – | $32.68bn | 100.0255 | 102.6467 | 0.476% | +2.621% | +0.01247% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 102.9857 | 104.1960 | 0.474% | +1.175% | +0.00557% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 101.8097 | 102.4499 | 0.472% | +0.629% | +0.00297% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 96.9529 | 100.2901 | 0.471% | +5.634% | +0.02656% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $1.08bn | $32.00bn | 101.1368 | 103.7693 | 0.471% | +2.603% | +0.01226% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 101.1318 | 101.1315 | 0.471% | -0.000% | -0.00000% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $521.4m | $32.00bn | 101.0754 | 103.4195 | 0.471% | +2.319% | +0.01092% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 108.4446 | 109.9525 | 0.470% | +1.391% | +0.00653% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $786.5m | $32.00bn | 99.9592 | 102.3207 | 0.466% | +2.362% | +0.01100% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 99.4447 | 100.3200 | 0.463% | +2.263% | +0.01048% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 141.6723 | 141.7758 | 0.461% | +2.896% | +0.01336% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 101.3239 | 101.3567 | 0.457% | +0.032% | +0.00015% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 100.6817 | 102.8967 | 0.454% | +2.200% | +0.00999% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.6404 | 109.4776 | 0.445% | +0.870% | +0.00387% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 109.3415 | 110.2757 | 0.445% | +0.854% | +0.00380% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 125.7134 | 127.0653 | 0.443% | +1.075% | +0.00477% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 105.0071 | 108.1088 | 0.443% | +2.954% | +0.01309% |
| 912828JC5 | 2.875% | Jun 30, 2010 | $33.22bn | – | $3.22bn | $30.00bn | 101.4144 | 101.4259 | 0.443% | +0.011% | +0.00005% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.4475 | 102.0052 | 0.427% | +0.550% | +0.00235% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 109.5603 | 111.3070 | 0.424% | +1.594% | +0.00676% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 100.3330 | 102.4769 | 0.423% | +2.137% | +0.00905% |
| 912795VB4 | 0.000% | Sep 16, 2010 | $29.00bn | – | – | $29.00bn | 99.9266 | 99.9507 | 0.422% | +0.024% | +0.00010% |
| 912795VC2 | 0.000% | Sep 30, 2010 | $29.00bn | – | – | $29.00bn | 99.9150 | 99.9410 | 0.422% | +0.026% | +0.00011% |
| 912795W23 | 0.000% | Oct 7, 2010 | $29.00bn | – | – | $29.00bn | 99.9111 | 99.9377 | 0.422% | +0.027% | +0.00011% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 99.4528 | 100.6318 | 0.420% | +1.185% | +0.00498% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 174.5363 | 175.8193 | 0.418% | +0.735% | +0.00307% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 101.7019 | 101.8186 | 0.417% | +1.221% | +0.00509% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.8669 | 101.1445 | 0.410% | +0.275% | +0.00113% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 108.6321 | 109.7025 | 0.408% | +0.985% | +0.00402% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 99.2828 | 100.3902 | 0.408% | +1.115% | +0.00455% |
| 912795V65 | 0.000% | Aug 19, 2010 | $28.00bn | – | – | $28.00bn | 99.9445 | 99.9631 | 0.407% | +0.019% | +0.00008% |
| 912795V73 | 0.000% | Sep 2, 2010 | $28.00bn | – | – | $28.00bn | 99.9340 | 99.9569 | 0.407% | +0.023% | +0.00009% |
| 912795VA6 | 0.000% | Sep 9, 2010 | $28.00bn | – | – | $28.00bn | 99.9303 | 99.9509 | 0.407% | +0.021% | +0.00008% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.1987 | 101.5589 | 0.407% | +0.356% | +0.00145% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 100.8030 | 102.8519 | 0.401% | +2.033% | +0.00816% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.4973 | 103.0841 | 0.401% | +0.573% | +0.00230% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 99.2284 | 100.1923 | 0.400% | +0.971% | +0.00389% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 110.0820 | 109.6281 | 0.400% | +1.461% | +0.00584% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 105.4653 | 106.5228 | 0.399% | +2.840% | +0.01133% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 113.0300 | 111.7507 | 0.396% | +0.969% | +0.00384% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 131.6421 | 129.9042 | 0.395% | -1.320% | -0.00522% |
| 912795V57 | 0.000% | Aug 12, 2010 | $27.00bn | – | – | $27.00bn | 99.9509 | 99.9683 | 0.393% | +0.017% | +0.00007% |
| 912795W31 | 0.000% | Oct 14, 2010 | $27.00bn | – | – | $27.00bn | 99.8979 | 99.9305 | 0.393% | +0.033% | +0.00013% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $27.00bn | – | – | $27.00bn | 99.8597 | 99.8937 | 0.392% | +0.034% | +0.00013% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $27.00bn | – | – | $27.00bn | 99.8339 | 99.8709 | 0.392% | +0.037% | +0.00015% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.0234 | 101.2380 | 0.389% | +0.212% | +0.00083% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 106.7823 | 106.8703 | 0.380% | +0.082% | +0.00031% |
| 912795V24 | 0.000% | Aug 5, 2010 | $26.00bn | – | – | $26.00bn | 99.9569 | 99.9712 | 0.378% | +0.014% | +0.00005% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $26.00bn | – | – | $26.00bn | 99.7993 | 99.8531 | 0.378% | +0.054% | +0.00020% |
| 912795V40 | 0.000% | Feb 10, 2011 | $26.00bn | – | – | $26.00bn | 99.7537 | 99.8208 | 0.377% | +0.067% | +0.00025% |
| 912795V99 | 0.000% | Mar 10, 2011 | $26.00bn | – | – | $26.00bn | 99.6947 | 99.7776 | 0.377% | +0.083% | +0.00031% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $26.00bn | – | – | $26.00bn | 99.6295 | 99.7383 | 0.377% | +0.109% | +0.00041% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 126.3549 | 125.6301 | 0.373% | -0.574% | -0.00214% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 100.9114 | 101.4266 | 0.371% | +0.511% | +0.00189% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 110.8591 | 110.1651 | 0.370% | +1.291% | +0.00478% |
| 912795W49 | 0.000% | Oct 28, 2010 | $25.00bn | – | – | $25.00bn | 99.8793 | 99.9193 | 0.363% | +0.040% | +0.00015% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 126.4472 | 125.6296 | 0.363% | -0.647% | -0.00234% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 101.5024 | 101.4430 | 0.362% | +0.927% | +0.00335% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.0581 | 101.5414 | 0.359% | +0.478% | +0.00171% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.3795 | 101.7058 | 0.357% | +0.197% | +0.00070% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 99.8823 | 100.8974 | 0.356% | +1.016% | +0.00362% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 108.1932 | 108.5837 | 0.352% | +0.361% | +0.00127% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 104.9380 | 105.8419 | 0.350% | +0.861% | +0.00302% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 100.9884 | 106.2864 | 0.350% | +5.246% | +0.01835% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 109.7478 | 111.0570 | 0.349% | +1.193% | +0.00417% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 102.7635 | 104.8988 | 0.348% | +2.078% | +0.00722% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 170.3035 | 171.7648 | 0.346% | +0.858% | +0.00297% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 124.3267 | 124.0150 | 0.343% | -0.251% | -0.00086% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 112.1008 | 111.7704 | 0.343% | +1.712% | +0.00587% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.2310 | 106.1335 | 0.337% | +0.858% | +0.00289% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 104.6885 | 104.7453 | 0.332% | +0.054% | +0.00018% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 120.4057 | 120.1261 | 0.331% | -0.232% | -0.00077% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 108.8279 | 109.8526 | 0.330% | +2.894% | +0.00955% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 110.6759 | 112.5989 | 0.323% | +1.738% | +0.00561% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 103.3349 | 104.2391 | 0.322% | +0.875% | +0.00282% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 123.3607 | 127.3926 | 0.320% | +3.268% | +0.01047% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 112.1904 | 112.1824 | 0.320% | +2.054% | +0.00658% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 100.0761 | 101.1301 | 0.319% | +1.053% | +0.00336% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 106.6780 | 107.6671 | 0.305% | +0.927% | +0.00283% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 103.1355 | 105.1771 | 0.302% | +1.980% | +0.00599% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 102.8168 | 102.8400 | 0.297% | +0.023% | +0.00007% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 120.0617 | 119.8293 | 0.296% | -0.194% | -0.00057% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 125.0470 | 127.0017 | 0.295% | +4.012% | +0.01185% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 111.4479 | 114.5471 | 0.295% | +2.781% | +0.00821% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 83.8382 | 88.7124 | 0.294% | +5.814% | +0.01710% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 120.0239 | 119.6039 | 0.293% | -0.350% | -0.00103% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 101.5383 | 104.7391 | 0.292% | +5.368% | +0.01569% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 97.8391 | 99.7461 | 0.292% | +1.949% | +0.00568% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.3890 | 107.3469 | 0.288% | +0.900% | +0.00259% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 110.8900 | 113.4480 | 0.287% | +2.307% | +0.00663% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 118.3138 | 118.0529 | 0.287% | -0.220% | -0.00063% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 115.4239 | 115.0493 | 0.284% | +1.896% | +0.00539% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.7324 | 111.8983 | 0.283% | -0.740% | -0.00209% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 113.7056 | 114.8662 | 0.281% | +1.021% | +0.00287% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 104.8380 | 105.7717 | 0.280% | +0.891% | +0.00249% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 111.0696 | 111.7704 | 0.279% | +2.657% | +0.00741% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.3870 | 106.6658 | 0.273% | +0.958% | +0.00262% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 128.1659 | 126.8037 | 0.271% | +1.765% | +0.00479% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.8362 | 107.4973 | 0.270% | +0.607% | +0.00164% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 112.7244 | 115.0837 | 0.267% | +2.093% | +0.00558% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 101.4186 | 101.9189 | 0.266% | +0.493% | +0.00131% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 127.8553 | 130.2262 | 0.264% | +4.299% | +0.01137% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 103.5625 | 104.0089 | 0.264% | +2.000% | +0.00527% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 118.9495 | 118.7685 | 0.259% | -0.152% | -0.00039% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 98.8339 | 100.7908 | 0.257% | +1.980% | +0.00509% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.6992 | 108.5722 | 0.256% | +0.811% | +0.00208% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 99.6128 | 101.4759 | 0.255% | +1.870% | +0.00478% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 108.3993 | 108.9998 | 0.254% | +0.554% | +0.00141% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 103.2254 | 104.1422 | 0.252% | +0.888% | +0.00224% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 137.5720 | 141.2229 | 0.246% | +2.654% | +0.00654% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 106.7813 | 104.4196 | 0.245% | +0.071% | +0.00017% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 117.4372 | 118.5658 | 0.239% | +0.961% | +0.00230% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 107.0851 | 107.1519 | 0.238% | +0.062% | +0.00015% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 106.1481 | 106.2313 | 0.237% | +0.078% | +0.00019% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 118.0410 | 118.1245 | 0.236% | +0.071% | +0.00017% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 104.3658 | 104.3984 | 0.236% | +0.031% | +0.00007% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 107.8157 | 108.2873 | 0.235% | +0.437% | +0.00103% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 106.9215 | 106.9198 | 0.233% | -0.002% | -0.00000% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 114.2683 | 119.4801 | 0.233% | +4.561% | +0.01064% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 144.5487 | 148.5309 | 0.233% | +2.755% | +0.00642% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 130.5326 | 129.2840 | 0.232% | +1.916% | +0.00445% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 106.6140 | 106.6920 | 0.232% | +0.073% | +0.00017% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 104.4147 | 104.4864 | 0.231% | +0.069% | +0.00016% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 104.1576 | 104.2310 | 0.229% | +0.070% | +0.00016% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.4860 | 111.2446 | 0.229% | -1.104% | -0.00253% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 112.3654 | 113.6009 | 0.229% | +1.100% | +0.00252% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 105.8432 | 106.0435 | 0.229% | +0.189% | +0.00043% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.9736 | 107.1362 | 0.227% | +0.903% | +0.00205% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 107.9465 | 108.2545 | 0.224% | +0.285% | +0.00064% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 110.1780 | 113.4497 | 0.223% | +5.239% | +0.01170% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 109.6012 | 109.9096 | 0.223% | +0.281% | +0.00063% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 108.6440 | 108.7420 | 0.221% | +0.090% | +0.00020% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.1970 | 105.0075 | 0.221% | +0.778% | +0.00172% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 107.2182 | 107.7623 | 0.216% | +0.507% | +0.00110% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 105.3582 | 104.7520 | 0.215% | -0.575% | -0.00124% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 98.3993 | 103.7186 | 0.211% | +5.406% | +0.01141% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 103.4317 | 103.5931 | 0.211% | +0.156% | +0.00033% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.8244 | 105.6172 | 0.211% | +0.756% | +0.00159% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 107.8413 | 105.7935 | 0.210% | +0.187% | +0.00039% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 102.9904 | 104.0841 | 0.210% | +1.062% | +0.00223% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 104.3508 | 102.1454 | 0.209% | +0.043% | +0.00009% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 104.8541 | 110.3909 | 0.209% | +5.280% | +0.01102% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 107.0367 | 107.5476 | 0.208% | +0.477% | +0.00099% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 140.1787 | 138.6855 | 0.206% | +2.056% | +0.00424% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 105.9440 | 106.1209 | 0.204% | +0.167% | +0.00034% |
| 912828DX5 | 3.625% | Jun 15, 2010 | $14.00bn | – | $404.0m | $13.60bn | 101.7905 | 101.7981 | 0.201% | +0.007% | +0.00001% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 108.0509 | 108.3690 | 0.201% | +0.294% | +0.00059% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.3567 | 108.1471 | 0.198% | +0.736% | +0.00146% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 132.1093 | 136.2738 | 0.197% | +3.152% | +0.00621% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 104.0180 | 104.0459 | 0.196% | +0.027% | +0.00005% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 102.0024 | 102.0204 | 0.195% | +0.018% | +0.00003% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.8341 | 105.8217 | 0.193% | +0.632% | +0.00122% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 101.9061 | 101.9040 | 0.192% | -0.002% | -0.00000% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 121.4325 | 126.1632 | 0.192% | +3.896% | +0.00748% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 107.7269 | 108.4699 | 0.191% | +0.690% | +0.00132% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 107.6481 | 108.0438 | 0.188% | +0.368% | +0.00069% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 129.9135 | 128.9655 | 0.187% | -0.730% | -0.00136% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 106.5941 | 107.3057 | 0.187% | +0.668% | +0.00125% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 102.0215 | 102.0458 | 0.184% | +0.024% | +0.00004% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.6549 | 108.3550 | 0.184% | +0.650% | +0.00120% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 104.1707 | 104.2380 | 0.183% | +0.065% | +0.00012% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 109.6971 | 107.8880 | 0.181% | +0.516% | +0.00093% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 101.8597 | 101.8838 | 0.180% | +0.024% | +0.00004% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 109.1129 | 109.7334 | 0.178% | +0.569% | +0.00101% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 142.8253 | 146.4425 | 0.177% | +2.533% | +0.00448% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 131.4311 | 136.1694 | 0.176% | +3.605% | +0.00635% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 109.8439 | 110.5782 | 0.165% | +0.668% | +0.00110% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $11.23bn | – | – | $11.23bn | 100.4708 | 101.0533 | 0.164% | +0.580% | +0.00095% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 137.6126 | 141.4309 | 0.163% | +2.775% | +0.00452% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 133.1046 | 137.1854 | 0.157% | +3.066% | +0.00480% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 139.9389 | 140.8152 | 0.155% | +3.306% | +0.00512% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 115.5136 | 120.4855 | 0.155% | +4.304% | +0.00665% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 113.6385 | 115.8675 | 0.153% | +4.271% | +0.00654% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 139.6844 | 144.4515 | 0.151% | +3.413% | +0.00517% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 112.2417 | 117.0998 | 0.150% | +4.328% | +0.00650% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 124.1466 | 129.4498 | 0.149% | +4.272% | +0.00638% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 139.3565 | 142.4113 | 0.145% | +2.192% | +0.00317% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 142.7992 | 144.7317 | 0.142% | +1.353% | +0.00192% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 142.2619 | 142.2191 | 0.135% | +2.826% | +0.00383% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 140.4782 | 144.5666 | 0.134% | +2.910% | +0.00390% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 129.5033 | 131.3628 | 0.133% | +3.945% | +0.00523% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 141.4643 | 145.3952 | 0.127% | +2.779% | +0.00352% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $8.00bn | – | – | $8.00bn | 106.4946 | 108.0187 | 0.124% | +1.431% | +0.00177% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 129.4717 | 134.7524 | 0.117% | +4.079% | +0.00479% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 132.1769 | 130.8710 | 0.114% | -0.988% | -0.00112% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 126.6060 | 131.7105 | 0.110% | +4.032% | +0.00444% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 130.8108 | 136.0078 | 0.109% | +3.973% | +0.00434% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 155.3969 | 157.1644 | 0.107% | +1.137% | +0.00122% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 146.3974 | 145.9667 | 0.105% | +2.694% | +0.00283% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 145.7329 | 145.0095 | 0.099% | +2.591% | +0.00256% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 139.1847 | 139.5710 | 0.098% | +3.017% | +0.00295% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 145.5725 | 144.7340 | 0.092% | +2.558% | +0.00236% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 142.1414 | 139.3624 | 0.076% | +1.519% | +0.00115% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 137.0925 | 139.4586 | 0.070% | +1.726% | +0.00121% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 142.4163 | 144.6112 | 0.054% | +1.541% | +0.00084% |
| Total | $6.57tn | 100.000% | +1.10797% | ||||||||
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.