Rebalance of June 30, 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
- +1.317050%
- Market value
- $6.76tn
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 +1.317050% against a published month return of +1.317050%, a difference of 1.4e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795U82 | 0.000% | Aug 26, 2010 | $107.00bn | – | – | $107.00bn | 99.9575 | 99.9715 | 1.583% | +0.014% | +0.00022% |
| 912795UY5 | 0.000% | Jul 15, 2010 | $105.00bn | – | – | $105.00bn | 99.9800 | 99.9954 | 1.553% | +0.015% | +0.00024% |
| 912795UW9 | 0.000% | Jul 8, 2010 | $79.00bn | – | – | $79.00bn | 99.9841 | 99.9984 | 1.169% | +0.014% | +0.00017% |
| 912795U74 | 0.000% | Jul 29, 2010 | $76.00bn | – | – | $76.00bn | 99.9742 | 99.9863 | 1.124% | +0.012% | +0.00014% |
| 912795UZ2 | 0.000% | Jul 22, 2010 | $75.00bn | – | – | $75.00bn | 99.9756 | 99.9921 | 1.109% | +0.017% | +0.00018% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 103.5927 | 106.8619 | 1.027% | +3.156% | +0.03241% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 100.7184 | 103.8373 | 0.998% | +3.097% | +0.03092% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 103.7490 | 106.9556 | 0.967% | +3.091% | +0.02989% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 99.1756 | 102.3366 | 0.880% | +3.187% | +0.02806% |
| 912795U90 | 0.000% | Sep 23, 2010 | $56.00bn | – | – | $56.00bn | 99.9476 | 99.9599 | 0.828% | +0.012% | +0.00010% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 97.4927 | 100.5019 | 0.808% | +3.087% | +0.02493% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 104.8607 | 108.1039 | 0.807% | +3.093% | +0.02495% |
| 912795V65 | 0.000% | Aug 19, 2010 | $54.00bn | – | – | $54.00bn | 99.9631 | 99.9764 | 0.799% | +0.013% | +0.00011% |
| 912795V57 | 0.000% | Aug 12, 2010 | $53.00bn | – | – | $53.00bn | 99.9683 | 99.9809 | 0.784% | +0.013% | +0.00010% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $53.00bn | – | – | $53.00bn | 99.8937 | 99.9256 | 0.783% | +0.032% | +0.00025% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $52.00bn | – | – | $52.00bn | 99.9270 | 99.9498 | 0.769% | +0.023% | +0.00018% |
| 912795V24 | 0.000% | Aug 5, 2010 | $50.00bn | – | – | $50.00bn | 99.9712 | 99.9840 | 0.740% | +0.013% | +0.00009% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $2.90bn | $42.00bn | 107.8230 | 113.6751 | 0.670% | +5.427% | +0.03637% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.8886 | 100.7215 | 0.657% | +0.330% | +0.00217% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.6381 | 101.0014 | 0.655% | +0.361% | +0.00236% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.6182 | 100.8560 | 0.655% | +0.236% | +0.00155% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.5737 | 100.8962 | 0.655% | +0.321% | +0.00210% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.5245 | 100.8872 | 0.654% | +0.361% | +0.00236% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.4711 | 100.8237 | 0.654% | +0.351% | +0.00230% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.1270 | 100.4385 | 0.652% | +0.311% | +0.00203% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.24bn | $42.00bn | 103.8522 | 104.1009 | 0.645% | +1.503% | +0.00970% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.7319 | 100.9389 | 0.641% | +0.205% | +0.00132% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.42bn | $42.00bn | 102.4547 | 104.1909 | 0.637% | +1.695% | +0.01079% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 102.3896 | 108.0275 | 0.636% | +5.506% | +0.03504% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.03bn | $42.00bn | 102.1315 | 103.7938 | 0.635% | +1.628% | +0.01033% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $895.9m | $42.00bn | 102.1236 | 103.8899 | 0.635% | +1.730% | +0.01098% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $684.4m | $42.00bn | 101.7208 | 103.3760 | 0.632% | +1.627% | +0.01029% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.8968 | 101.0421 | 0.627% | +0.144% | +0.00090% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.8152 | 100.9905 | 0.627% | +0.174% | +0.00109% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 100.6933 | 102.2425 | 0.626% | +1.539% | +0.00963% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 101.9565 | 103.5251 | 0.619% | +1.539% | +0.00952% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $2.93bn | $40.00bn | 101.6622 | 102.5869 | 0.602% | +0.910% | +0.00547% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 102.2773 | 103.8470 | 0.600% | +1.535% | +0.00921% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 101.1911 | 100.7218 | 0.599% | +0.092% | +0.00055% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 101.0829 | 101.9468 | 0.598% | +0.855% | +0.00511% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.49bn | $40.00bn | 100.9026 | 101.7978 | 0.597% | +0.887% | +0.00530% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 100.8760 | 101.5819 | 0.597% | +0.700% | +0.00418% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $473.2m | $40.00bn | 100.7602 | 101.6535 | 0.596% | +0.887% | +0.00529% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 100.5817 | 100.8304 | 0.595% | +0.807% | +0.00480% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 105.6302 | 111.3156 | 0.592% | +5.382% | +0.03189% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 102.6002 | 104.1063 | 0.590% | +1.468% | +0.00866% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.6675 | 100.7400 | 0.588% | +0.072% | +0.00042% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 101.1141 | 101.7580 | 0.583% | +0.637% | +0.00372% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.5545 | 100.6574 | 0.579% | +0.102% | +0.00059% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.5961 | 100.6987 | 0.574% | +0.102% | +0.00059% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $3.31bn | $38.00bn | 100.3760 | 101.3631 | 0.564% | +0.983% | +0.00555% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.4823 | 100.5849 | 0.557% | +0.102% | +0.00057% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 103.9712 | 105.5325 | 0.553% | +1.502% | +0.00830% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.7112 | 100.3149 | 0.534% | +0.041% | +0.00022% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 101.3227 | 101.9035 | 0.517% | +0.573% | +0.00296% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 100.5034 | 100.5434 | 0.515% | +0.040% | +0.00020% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 105.0561 | 108.0337 | 0.513% | +2.834% | +0.01454% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 100.9325 | 100.9715 | 0.508% | +0.039% | +0.00020% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 100.6929 | 100.6902 | 0.499% | -0.003% | -0.00001% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.4399 | 100.5429 | 0.498% | +0.103% | +0.00051% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 100.2901 | 105.7928 | 0.496% | +5.487% | +0.02721% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $948.4m | $32.00bn | 104.5521 | 105.2588 | 0.495% | +2.230% | +0.01104% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.2510 | 101.6131 | 0.491% | +0.358% | +0.00176% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $1.08bn | $32.00bn | 103.7693 | 106.0357 | 0.491% | +2.184% | +0.01073% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $521.4m | $32.00bn | 103.4195 | 105.7410 | 0.490% | +2.245% | +0.01099% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 104.1960 | 104.5071 | 0.488% | +1.558% | +0.00760% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $682.6m | $32.00bn | 102.6467 | 104.9015 | 0.486% | +2.197% | +0.01068% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $786.5m | $32.00bn | 102.3207 | 104.6590 | 0.484% | +2.285% | +0.01107% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 109.9525 | 111.8465 | 0.484% | +1.723% | +0.00834% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 102.4499 | 102.9700 | 0.482% | +0.508% | +0.00245% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 101.1315 | 101.1688 | 0.479% | +0.037% | +0.00018% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 100.3200 | 102.6079 | 0.475% | +2.281% | +0.01083% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 102.8967 | 105.2765 | 0.472% | +2.313% | +0.01092% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 141.7758 | 146.2092 | 0.469% | +3.127% | +0.01468% |
| 912828JF8 | 2.750% | Jul 31, 2010 | $34.42bn | – | $3.41bn | $31.00bn | 101.3567 | 101.3658 | 0.465% | +0.009% | +0.00004% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 108.1088 | 111.4090 | 0.464% | +3.053% | +0.01416% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 110.2757 | 111.4717 | 0.456% | +1.085% | +0.00495% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 127.0653 | 129.5015 | 0.456% | +1.917% | +0.00874% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.4776 | 110.7928 | 0.448% | +1.201% | +0.00538% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 102.4769 | 104.8791 | 0.440% | +2.344% | +0.01031% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 111.3070 | 113.3779 | 0.438% | +1.861% | +0.00815% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.0052 | 102.5045 | 0.437% | +0.489% | +0.00214% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 100.6318 | 102.0659 | 0.432% | +1.425% | +0.00616% |
| 912795VB4 | 0.000% | Sep 16, 2010 | $29.00bn | – | – | $29.00bn | 99.9507 | 99.9653 | 0.429% | +0.015% | +0.00006% |
| 912795VC2 | 0.000% | Sep 30, 2010 | $29.00bn | – | – | $29.00bn | 99.9410 | 99.9540 | 0.429% | +0.013% | +0.00006% |
| 912795W23 | 0.000% | Oct 7, 2010 | $29.00bn | – | – | $29.00bn | 99.9377 | 99.9560 | 0.429% | +0.018% | +0.00008% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 175.8193 | 178.8253 | 0.428% | +1.710% | +0.00732% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 101.8186 | 103.3156 | 0.425% | +1.470% | +0.00624% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 109.7025 | 111.0965 | 0.419% | +1.271% | +0.00532% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 100.3902 | 101.7836 | 0.419% | +1.388% | +0.00582% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.1445 | 101.4565 | 0.418% | +0.308% | +0.00129% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 102.8519 | 105.2215 | 0.416% | +2.304% | +0.00959% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.5589 | 101.8603 | 0.415% | +0.297% | +0.00123% |
| 912795V73 | 0.000% | Sep 2, 2010 | $28.00bn | – | – | $28.00bn | 99.9569 | 99.9716 | 0.414% | +0.015% | +0.00006% |
| 912795VA6 | 0.000% | Sep 9, 2010 | $28.00bn | – | – | $28.00bn | 99.9509 | 99.9704 | 0.414% | +0.020% | +0.00008% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 100.1923 | 100.8166 | 0.411% | +1.372% | +0.00564% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 103.0841 | 102.5195 | 0.410% | +0.362% | +0.00148% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 106.5228 | 109.7137 | 0.410% | +2.996% | +0.01228% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 109.6281 | 111.5581 | 0.405% | +1.761% | +0.00713% |
| 912795W31 | 0.000% | Oct 14, 2010 | $27.00bn | – | – | $27.00bn | 99.9305 | 99.9529 | 0.399% | +0.022% | +0.00009% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $27.00bn | – | – | $27.00bn | 99.8709 | 99.9014 | 0.399% | +0.031% | +0.00012% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 111.7507 | 113.3567 | 0.398% | +1.437% | +0.00572% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 129.9042 | 130.6587 | 0.396% | +0.581% | +0.00230% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.2380 | 100.9867 | 0.396% | +0.307% | +0.00122% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 106.8703 | 107.0347 | 0.386% | +0.154% | +0.00059% |
| 912795W72 | 0.000% | Nov 12, 2010 | $26.00bn | – | – | $26.00bn | 99.9020 | 99.9287 | 0.384% | +0.027% | +0.00010% |
| 912795W80 | 0.000% | Nov 26, 2010 | $26.00bn | – | – | $26.00bn | 99.8787 | 99.9172 | 0.384% | +0.039% | +0.00015% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $26.00bn | – | – | $26.00bn | 99.8531 | 99.8906 | 0.384% | +0.038% | +0.00014% |
| 912795V40 | 0.000% | Feb 10, 2011 | $26.00bn | – | – | $26.00bn | 99.8208 | 99.8688 | 0.384% | +0.048% | +0.00018% |
| 912795V99 | 0.000% | Mar 10, 2011 | $26.00bn | – | – | $26.00bn | 99.7776 | 99.8384 | 0.384% | +0.061% | +0.00023% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $26.00bn | – | – | $26.00bn | 99.7383 | 99.8205 | 0.384% | +0.082% | +0.00032% |
| 912795VE8 | 0.000% | May 5, 2011 | $26.00bn | – | – | $26.00bn | 99.6960 | 99.7940 | 0.384% | +0.098% | +0.00038% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.4266 | 101.7893 | 0.379% | +0.358% | +0.00135% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 125.6301 | 126.7445 | 0.377% | +0.887% | +0.00334% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 110.1651 | 111.8553 | 0.374% | +1.534% | +0.00574% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 106.2864 | 111.7219 | 0.374% | +5.114% | +0.01914% |
| 912795W49 | 0.000% | Oct 28, 2010 | $25.00bn | – | – | $25.00bn | 99.9193 | 99.9467 | 0.370% | +0.027% | +0.00010% |
| 912795W56 | 0.000% | Nov 4, 2010 | $25.00bn | – | – | $25.00bn | 99.9111 | 99.9365 | 0.370% | +0.025% | +0.00009% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 101.4430 | 102.8256 | 0.368% | +1.363% | +0.00501% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 125.6296 | 126.5515 | 0.366% | +0.734% | +0.00269% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.5414 | 101.8410 | 0.366% | +0.295% | +0.00108% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 100.8974 | 102.2925 | 0.365% | +1.383% | +0.00505% |
| 912828ND8 | 3.500% | May 15, 2020 | $26.09bn | – | $2.09bn | $24.00bn | 101.7554 | 104.9470 | 0.361% | +3.137% | +0.01133% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 104.8988 | 107.2307 | 0.361% | +2.223% | +0.00802% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.7058 | 101.9735 | 0.360% | +0.263% | +0.00095% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 105.8419 | 107.2230 | 0.359% | +1.305% | +0.00469% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 111.0570 | 112.6904 | 0.359% | +1.471% | +0.00529% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 108.5837 | 108.9565 | 0.359% | +0.343% | +0.00123% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 171.7648 | 175.1177 | 0.354% | +1.952% | +0.00692% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 124.0150 | 125.1088 | 0.348% | +0.882% | +0.00307% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 111.7704 | 114.0435 | 0.347% | +2.034% | +0.00706% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 106.1335 | 107.4507 | 0.345% | +1.241% | +0.00428% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 109.8526 | 112.7615 | 0.339% | +2.648% | +0.00897% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 104.7453 | 104.8160 | 0.338% | +0.067% | +0.00023% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 127.3926 | 131.6918 | 0.336% | +3.375% | +0.01136% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 120.1261 | 121.3091 | 0.335% | +0.985% | +0.00330% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 112.5989 | 114.7844 | 0.334% | +1.941% | +0.00648% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 104.2391 | 105.6508 | 0.330% | +1.354% | +0.00447% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 101.1301 | 102.5017 | 0.328% | +1.356% | +0.00445% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 112.1824 | 114.5907 | 0.326% | +2.147% | +0.00699% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 88.7124 | 93.7524 | 0.316% | +5.681% | +0.01798% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 105.1771 | 105.9151 | 0.314% | +2.247% | +0.00705% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 107.6671 | 107.1029 | 0.313% | +1.043% | +0.00326% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 114.5471 | 117.2845 | 0.308% | +2.390% | +0.00737% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 104.7391 | 110.3872 | 0.306% | +5.393% | +0.01652% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 127.0017 | 132.0010 | 0.305% | +3.936% | +0.01200% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 99.7461 | 101.9407 | 0.302% | +2.200% | +0.00665% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 102.8400 | 102.8477 | 0.302% | +0.008% | +0.00002% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 119.8293 | 121.3406 | 0.300% | +1.261% | +0.00379% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 113.4480 | 115.8313 | 0.299% | +2.101% | +0.00628% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 119.6039 | 121.0016 | 0.297% | +1.169% | +0.00347% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 107.3469 | 108.5953 | 0.295% | +1.163% | +0.00344% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 118.0529 | 119.5041 | 0.291% | +1.229% | +0.00358% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 114.8662 | 117.0670 | 0.289% | +1.916% | +0.00554% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 115.0493 | 117.2171 | 0.288% | +1.884% | +0.00543% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.7717 | 106.7765 | 0.287% | +0.950% | +0.00273% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 111.8983 | 112.2379 | 0.286% | +0.303% | +0.00087% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 111.7704 | 114.1997 | 0.285% | +2.174% | +0.00620% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 115.0837 | 117.4252 | 0.277% | +2.035% | +0.00563% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.6658 | 107.7027 | 0.276% | +0.972% | +0.00268% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 130.2262 | 135.5795 | 0.274% | +4.111% | +0.01126% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 126.8037 | 129.2385 | 0.273% | +1.920% | +0.00524% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 101.9189 | 103.8806 | 0.271% | +1.925% | +0.00522% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 107.4973 | 108.1671 | 0.271% | +0.623% | +0.00169% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 104.0089 | 106.3690 | 0.269% | +2.269% | +0.00611% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 100.7908 | 103.0360 | 0.267% | +2.228% | +0.00594% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 101.4759 | 103.6586 | 0.265% | +2.151% | +0.00569% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 118.7685 | 120.5051 | 0.263% | +1.462% | +0.00385% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 108.5722 | 109.4558 | 0.263% | +0.814% | +0.00214% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 108.9998 | 109.6436 | 0.260% | +0.591% | +0.00153% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.1422 | 105.1284 | 0.258% | +0.947% | +0.00245% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 141.2229 | 145.3337 | 0.257% | +2.911% | +0.00749% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 119.4801 | 124.6131 | 0.248% | +4.296% | +0.01066% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 118.5658 | 120.8432 | 0.246% | +1.921% | +0.00472% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 104.4196 | 104.5379 | 0.244% | +0.113% | +0.00028% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 148.5309 | 153.0060 | 0.244% | +3.013% | +0.00734% |
| 912810QH4 | 4.375% | May 15, 2040 | $17.39bn | – | $1.39bn | $16.00bn | 102.5771 | 108.2463 | 0.243% | +5.527% | +0.01342% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 107.1519 | 104.7014 | 0.242% | +0.105% | +0.00025% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 106.2313 | 106.3896 | 0.242% | +0.149% | +0.00036% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 108.2873 | 110.3251 | 0.240% | +1.882% | +0.00452% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 118.1245 | 119.9062 | 0.240% | +1.508% | +0.00362% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 104.3984 | 104.5065 | 0.240% | +0.104% | +0.00025% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 106.9198 | 107.7583 | 0.237% | +0.784% | +0.00186% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 106.6920 | 106.8460 | 0.236% | +0.144% | +0.00034% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 113.6009 | 115.8172 | 0.235% | +1.951% | +0.00459% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 104.4864 | 104.5713 | 0.235% | +0.081% | +0.00019% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 113.4497 | 119.3261 | 0.234% | +5.180% | +0.01211% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 129.2840 | 131.8641 | 0.234% | +1.996% | +0.00466% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 104.2310 | 104.2853 | 0.233% | +0.052% | +0.00012% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 106.0435 | 106.2249 | 0.233% | +0.171% | +0.00040% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 111.2446 | 111.7482 | 0.230% | +0.453% | +0.00104% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.1362 | 108.1192 | 0.229% | +0.918% | +0.00210% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 108.2545 | 106.2313 | 0.228% | +0.267% | +0.00061% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 109.9096 | 111.8024 | 0.228% | +1.722% | +0.00392% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 103.7186 | 109.2686 | 0.226% | +5.351% | +0.01210% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.0075 | 105.8879 | 0.226% | +0.838% | +0.00189% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 108.7420 | 110.4369 | 0.225% | +1.559% | +0.00351% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 110.3909 | 116.0970 | 0.223% | +5.169% | +0.01155% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 107.7623 | 108.0999 | 0.221% | +0.313% | +0.00069% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 104.7520 | 105.3736 | 0.217% | +0.593% | +0.00129% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 105.6172 | 106.5117 | 0.216% | +0.847% | +0.00183% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 104.0841 | 106.2364 | 0.216% | +2.068% | +0.00446% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 103.5931 | 105.4047 | 0.215% | +1.749% | +0.00375% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 107.5476 | 107.9769 | 0.212% | +0.399% | +0.00085% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 105.7935 | 106.0999 | 0.209% | +0.290% | +0.00061% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 102.1454 | 102.1685 | 0.208% | +0.023% | +0.00005% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 106.1209 | 106.3417 | 0.208% | +0.208% | +0.00043% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 138.6855 | 141.6488 | 0.207% | +2.137% | +0.00443% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 136.2738 | 140.8330 | 0.207% | +3.346% | +0.00692% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 108.3690 | 108.7001 | 0.205% | +0.306% | +0.00063% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 126.1632 | 130.7541 | 0.203% | +3.639% | +0.00738% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 108.1471 | 107.2286 | 0.203% | +0.827% | +0.00167% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 104.0459 | 104.0856 | 0.199% | +0.038% | +0.00008% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 102.0204 | 102.0185 | 0.198% | -0.002% | -0.00000% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 108.4699 | 109.1621 | 0.196% | +0.638% | +0.00125% |
| 912828DZ0 | 3.875% | Jul 15, 2010 | $13.00bn | – | $23.0m | $12.98bn | 101.9040 | 101.9126 | 0.196% | +0.008% | +0.00002% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 105.8217 | 106.6296 | 0.194% | +0.763% | +0.00148% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 108.0438 | 108.3271 | 0.192% | +0.262% | +0.00050% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 107.3057 | 108.0591 | 0.191% | +0.702% | +0.00134% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 128.9655 | 129.4354 | 0.189% | +0.364% | +0.00069% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 108.3550 | 108.8787 | 0.188% | +0.483% | +0.00091% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 102.0458 | 102.0504 | 0.188% | +0.005% | +0.00001% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 104.2380 | 102.0663 | 0.186% | +0.015% | +0.00003% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 136.1694 | 140.9579 | 0.186% | +3.517% | +0.00653% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 146.4425 | 150.5218 | 0.184% | +2.786% | +0.00514% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 101.8838 | 101.8872 | 0.183% | +0.003% | +0.00001% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 109.7334 | 110.2417 | 0.182% | +0.463% | +0.00084% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 107.8880 | 108.3398 | 0.181% | +0.419% | +0.00076% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 141.4309 | 145.8648 | 0.170% | +3.135% | +0.00534% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 110.5782 | 108.5757 | 0.169% | +0.393% | +0.00067% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $11.23bn | – | $234.7m | $11.00bn | 101.0533 | 101.9931 | 0.164% | +0.930% | +0.00153% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 137.1854 | 141.7863 | 0.164% | +3.354% | +0.00551% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 120.4855 | 125.2850 | 0.164% | +3.984% | +0.00653% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 117.0998 | 121.8786 | 0.159% | +4.081% | +0.00650% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 144.4515 | 149.3959 | 0.159% | +3.423% | +0.00545% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 115.8675 | 120.6080 | 0.159% | +4.091% | +0.00649% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 140.8152 | 145.6454 | 0.159% | +3.430% | +0.00544% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 129.4498 | 134.6761 | 0.158% | +4.037% | +0.00639% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 142.4113 | 145.6155 | 0.150% | +2.250% | +0.00338% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 144.7317 | 146.8828 | 0.146% | +1.486% | +0.00218% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 144.5666 | 149.0837 | 0.140% | +3.125% | +0.00438% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 142.2191 | 146.6315 | 0.138% | +3.103% | +0.00427% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 131.3628 | 136.2989 | 0.137% | +3.758% | +0.00514% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 145.3952 | 149.6621 | 0.133% | +2.935% | +0.00389% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $8.00bn | – | – | $8.00bn | 108.0187 | 111.1263 | 0.128% | +2.877% | +0.00368% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 134.7524 | 139.7389 | 0.124% | +3.701% | +0.00459% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 131.7105 | 136.7075 | 0.117% | +3.794% | +0.00442% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 136.0078 | 140.9734 | 0.115% | +3.651% | +0.00421% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 130.8710 | 131.3266 | 0.114% | +0.348% | +0.00040% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 157.1644 | 160.5791 | 0.110% | +2.173% | +0.00239% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 145.9667 | 150.3675 | 0.106% | +3.015% | +0.00321% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 145.0095 | 148.9307 | 0.100% | +2.704% | +0.00270% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 139.5710 | 144.2551 | 0.100% | +3.356% | +0.00334% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 144.7340 | 148.5092 | 0.093% | +2.608% | +0.00244% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 139.3624 | 141.7612 | 0.076% | +1.721% | +0.00130% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 139.4586 | 141.9751 | 0.073% | +1.805% | +0.00131% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 144.6112 | 146.9605 | 0.056% | +1.625% | +0.00091% |
| Total | $6.40tn | 100.000% | +1.31705% | ||||||||
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.