Rebalance of July 30, 2010
US Treasury Aggregate constituents
Every one of the 262 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
- 262
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.470240%
- Market value
- $7.07tn
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 +0.470240% against a published month return of +0.470240%, a difference of 3.4e-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 | 99.9715 | 99.9895 | 1.512% | +0.018% | +0.00027% |
| 912795U90 | 0.000% | Sep 23, 2010 | $83.00bn | – | – | $83.00bn | 99.9599 | 99.9756 | 1.173% | +0.016% | +0.00018% |
| 912795V65 | 0.000% | Aug 19, 2010 | $79.00bn | – | – | $79.00bn | 99.9764 | 99.9922 | 1.117% | +0.016% | +0.00018% |
| 912795V57 | 0.000% | Aug 12, 2010 | $78.00bn | – | – | $78.00bn | 99.9809 | 99.9960 | 1.103% | +0.015% | +0.00017% |
| 912795V24 | 0.000% | Aug 5, 2010 | $75.00bn | – | – | $75.00bn | 99.9840 | 99.9982 | 1.060% | +0.014% | +0.00015% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 106.8619 | 107.7448 | 1.012% | +0.826% | +0.00836% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 103.8373 | 104.9120 | 0.984% | +1.035% | +0.01018% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 106.9556 | 108.2136 | 0.953% | +1.176% | +0.01120% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 102.3366 | 103.6396 | 0.868% | +1.273% | +0.01105% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 100.5019 | 101.9012 | 0.796% | +1.392% | +0.01108% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 108.1039 | 109.6175 | 0.795% | +1.400% | +0.01113% |
| 912795VB4 | 0.000% | Sep 16, 2010 | $56.00bn | – | – | $56.00bn | 99.9653 | 99.9800 | 0.791% | +0.015% | +0.00012% |
| 912795V73 | 0.000% | Sep 2, 2010 | $55.00bn | – | – | $55.00bn | 99.9716 | 99.9858 | 0.777% | +0.014% | +0.00011% |
| 912795VA6 | 0.000% | Sep 9, 2010 | $55.00bn | – | – | $55.00bn | 99.9704 | 99.9829 | 0.777% | +0.013% | +0.00010% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $54.00bn | – | – | $54.00bn | 99.9014 | 99.9344 | 0.763% | +0.033% | +0.00025% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $53.00bn | – | – | $53.00bn | 99.9256 | 99.9507 | 0.749% | +0.025% | +0.00019% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $52.00bn | – | – | $52.00bn | 99.9498 | 99.9654 | 0.735% | +0.016% | +0.00011% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $2.90bn | $42.00bn | 113.6751 | 112.8027 | 0.675% | -0.767% | -0.00518% |
| 912828ND8 | 3.500% | May 15, 2020 | $47.21bn | – | $2.21bn | $45.00bn | 104.9470 | 105.6889 | 0.668% | +0.707% | +0.00472% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 108.0275 | 107.1892 | 0.641% | -0.776% | -0.00498% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.0014 | 101.2138 | 0.628% | +0.210% | +0.00132% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.8962 | 100.6610 | 0.628% | +0.200% | +0.00126% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.8872 | 101.1304 | 0.628% | +0.241% | +0.00151% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.8560 | 101.0367 | 0.627% | +0.179% | +0.00112% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.8237 | 101.0248 | 0.627% | +0.199% | +0.00125% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.7215 | 100.9334 | 0.627% | +0.210% | +0.00132% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.4385 | 100.5978 | 0.625% | +0.159% | +0.00099% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.42bn | $42.00bn | 104.1909 | 105.4720 | 0.619% | +1.230% | +0.00761% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.24bn | $42.00bn | 104.1009 | 105.4541 | 0.618% | +1.300% | +0.00804% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $895.9m | $42.00bn | 103.8899 | 105.2011 | 0.617% | +1.262% | +0.00779% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.03bn | $42.00bn | 103.7938 | 105.1253 | 0.616% | +1.283% | +0.00791% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $684.4m | $42.00bn | 103.3760 | 103.5747 | 0.614% | +1.280% | +0.00786% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.9389 | 101.0888 | 0.614% | +0.149% | +0.00091% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 102.2425 | 103.5533 | 0.607% | +1.282% | +0.00778% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 103.5251 | 104.8879 | 0.600% | +1.316% | +0.00790% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 101.0421 | 100.6929 | 0.600% | +0.149% | +0.00090% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.9905 | 101.1087 | 0.600% | +0.117% | +0.00070% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 111.3156 | 110.4946 | 0.597% | -0.738% | -0.00440% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.3448 | 100.5353 | 0.596% | +0.190% | +0.00113% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 103.8470 | 105.2109 | 0.582% | +1.313% | +0.00765% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $2.93bn | $40.00bn | 102.5869 | 103.1774 | 0.580% | +0.576% | +0.00334% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 101.9468 | 101.7235 | 0.577% | +0.455% | +0.00262% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $869.2m | $40.00bn | 101.8362 | 103.0845 | 0.576% | +1.226% | +0.00706% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.49bn | $40.00bn | 101.7978 | 102.2944 | 0.576% | +0.488% | +0.00281% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $473.2m | $40.00bn | 101.6535 | 102.1793 | 0.575% | +0.517% | +0.00297% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 101.5819 | 101.9827 | 0.574% | +0.395% | +0.00227% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 104.1063 | 105.4066 | 0.572% | +1.249% | +0.00714% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 100.8304 | 101.2413 | 0.570% | +0.407% | +0.00232% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.7218 | 100.8509 | 0.570% | +0.128% | +0.00073% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.0017 | 100.2123 | 0.565% | +0.211% | +0.00119% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.7400 | 100.3173 | 0.562% | +0.015% | +0.00008% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 101.7580 | 102.0657 | 0.561% | +0.302% | +0.00170% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.6574 | 100.7027 | 0.554% | +0.045% | +0.00025% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.6987 | 100.7435 | 0.549% | +0.045% | +0.00024% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $3.31bn | $38.00bn | 101.3631 | 101.9514 | 0.545% | +0.580% | +0.00316% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $1.13bn | $37.97bn | 100.3176 | 101.5744 | 0.538% | +1.253% | +0.00675% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 105.5325 | 105.4830 | 0.536% | +1.197% | +0.00642% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.5849 | 100.6610 | 0.533% | +0.076% | +0.00040% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $207.8m | $36.00bn | 100.3929 | 101.0538 | 0.511% | +0.658% | +0.00336% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.3149 | 100.3597 | 0.508% | +0.045% | +0.00023% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 108.0337 | 109.5306 | 0.504% | +1.386% | +0.00698% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 105.7928 | 105.0374 | 0.500% | -0.714% | -0.00357% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 101.9035 | 102.1481 | 0.497% | +0.240% | +0.00119% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 100.5434 | 100.5589 | 0.492% | +0.015% | +0.00008% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 100.9715 | 100.9588 | 0.485% | -0.013% | -0.00006% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $1.08bn | $32.00bn | 106.0357 | 107.2886 | 0.480% | +1.182% | +0.00567% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $521.4m | $32.00bn | 105.7410 | 105.5482 | 0.478% | +1.295% | +0.00620% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 100.6902 | 100.6957 | 0.477% | +0.005% | +0.00003% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $948.4m | $32.00bn | 105.2588 | 106.6352 | 0.476% | +1.308% | +0.00623% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.5429 | 100.6194 | 0.476% | +0.076% | +0.00036% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $682.6m | $32.00bn | 104.9015 | 106.1732 | 0.475% | +1.212% | +0.00575% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $786.5m | $32.00bn | 104.6590 | 105.9511 | 0.473% | +1.235% | +0.00585% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.6131 | 101.8264 | 0.471% | +0.210% | +0.00099% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 111.8465 | 113.0439 | 0.470% | +1.071% | +0.00504% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 104.5071 | 105.7354 | 0.467% | +1.175% | +0.00549% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 102.6079 | 103.9734 | 0.464% | +1.331% | +0.00618% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 102.9700 | 103.2184 | 0.463% | +0.241% | +0.00112% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 146.2092 | 147.7486 | 0.462% | +1.053% | +0.00487% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 105.2765 | 106.6420 | 0.461% | +1.297% | +0.00598% |
| 912828JJ0 | 2.375% | Aug 31, 2010 | $34.67bn | – | $2.67bn | $32.00bn | 101.1688 | 101.1566 | 0.458% | -0.012% | -0.00006% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 111.4090 | 112.8564 | 0.457% | +1.299% | +0.00593% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $673.6m | $31.00bn | 102.1704 | 103.3796 | 0.448% | +1.184% | +0.00530% |
| 912810QH4 | 4.375% | May 15, 2040 | $30.47bn | – | $1.47bn | $29.00bn | 108.2463 | 107.3142 | 0.444% | -0.861% | -0.00382% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 129.5015 | 127.0173 | 0.444% | -0.857% | -0.00380% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 111.4717 | 112.2536 | 0.440% | +0.701% | +0.00309% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.7928 | 111.6936 | 0.433% | +0.813% | +0.00352% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 104.8791 | 106.2976 | 0.430% | +1.353% | +0.00582% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 113.3779 | 114.7224 | 0.426% | +1.186% | +0.00506% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $893.5m | $29.98bn | 100.2880 | 101.5054 | 0.425% | +1.214% | +0.00516% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.5045 | 101.9796 | 0.419% | +0.220% | +0.00092% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 102.0659 | 103.2602 | 0.419% | +1.170% | +0.00490% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 178.8253 | 177.0030 | 0.416% | -1.019% | -0.00424% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 103.3156 | 104.5435 | 0.412% | +1.189% | +0.00489% |
| 912795W23 | 0.000% | Oct 7, 2010 | $29.00bn | – | – | $29.00bn | 99.9560 | 99.9732 | 0.410% | +0.017% | +0.00007% |
| 912795VC2 | 0.000% | Sep 30, 2010 | $29.00bn | – | – | $29.00bn | 99.9540 | 99.9724 | 0.410% | +0.018% | +0.00008% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 105.2215 | 106.6386 | 0.407% | +1.347% | +0.00548% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 101.7836 | 102.9679 | 0.406% | +1.164% | +0.00472% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 111.0965 | 112.2314 | 0.405% | +1.021% | +0.00414% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 109.7137 | 111.2381 | 0.403% | +1.389% | +0.00560% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.4565 | 101.0863 | 0.400% | +0.190% | +0.00076% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.8603 | 102.0756 | 0.398% | +0.211% | +0.00084% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 100.8166 | 101.8533 | 0.395% | +1.028% | +0.00406% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 111.5581 | 112.8543 | 0.394% | +1.162% | +0.00457% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.5195 | 102.7772 | 0.389% | +0.251% | +0.00098% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 113.3567 | 114.5510 | 0.386% | +1.054% | +0.00407% |
| 912795W31 | 0.000% | Oct 14, 2010 | $27.00bn | – | – | $27.00bn | 99.9529 | 99.9704 | 0.382% | +0.018% | +0.00007% |
| 912795W98 | 0.000% | Dec 2, 2010 | $27.00bn | – | – | $27.00bn | 99.9182 | 99.9444 | 0.381% | +0.026% | +0.00010% |
| 912795X30 | 0.000% | Dec 9, 2010 | $27.00bn | – | – | $27.00bn | 99.9100 | 99.9377 | 0.381% | +0.028% | +0.00011% |
| 912795X48 | 0.000% | Dec 23, 2010 | $27.00bn | – | – | $27.00bn | 99.8876 | 99.9270 | 0.381% | +0.039% | +0.00015% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 130.6587 | 129.2166 | 0.381% | +0.289% | +0.00110% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.9867 | 101.1475 | 0.377% | +0.159% | +0.00060% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 111.7219 | 111.2134 | 0.376% | -0.455% | -0.00171% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 107.0347 | 107.1954 | 0.370% | +0.150% | +0.00056% |
| 912795W72 | 0.000% | Nov 12, 2010 | $26.00bn | – | – | $26.00bn | 99.9287 | 99.9562 | 0.367% | +0.028% | +0.00010% |
| 912795W80 | 0.000% | Nov 26, 2010 | $26.00bn | – | – | $26.00bn | 99.9172 | 99.9471 | 0.367% | +0.030% | +0.00011% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $26.00bn | – | – | $26.00bn | 99.8906 | 99.9165 | 0.367% | +0.026% | +0.00010% |
| 912795V40 | 0.000% | Feb 10, 2011 | $26.00bn | – | – | $26.00bn | 99.8688 | 99.8917 | 0.367% | +0.023% | +0.00008% |
| 912795V99 | 0.000% | Mar 10, 2011 | $26.00bn | – | – | $26.00bn | 99.8384 | 99.8761 | 0.367% | +0.038% | +0.00014% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $26.00bn | – | – | $26.00bn | 99.8205 | 99.8606 | 0.367% | +0.040% | +0.00015% |
| 912795VE8 | 0.000% | May 5, 2011 | $26.00bn | – | – | $26.00bn | 99.7940 | 99.8295 | 0.367% | +0.036% | +0.00013% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 126.7445 | 125.9755 | 0.363% | +0.325% | +0.00118% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.7893 | 101.9720 | 0.363% | +0.180% | +0.00065% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 111.8553 | 113.1311 | 0.363% | +1.141% | +0.00414% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 102.8256 | 103.7193 | 0.356% | +0.869% | +0.00310% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 102.2925 | 102.5408 | 0.354% | +1.098% | +0.00389% |
| 912795W49 | 0.000% | Oct 28, 2010 | $25.00bn | – | – | $25.00bn | 99.9467 | 99.9625 | 0.353% | +0.016% | +0.00006% |
| 912795W56 | 0.000% | Nov 4, 2010 | $25.00bn | – | – | $25.00bn | 99.9365 | 99.9596 | 0.353% | +0.023% | +0.00008% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 126.5515 | 125.8756 | 0.353% | +0.346% | +0.00122% |
| 912795W64 | 0.000% | Jun 2, 2011 | $25.00bn | – | – | $25.00bn | 99.7379 | 99.7953 | 0.353% | +0.058% | +0.00020% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 107.2307 | 107.0177 | 0.352% | +1.317% | +0.00464% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.8410 | 102.0543 | 0.351% | +0.209% | +0.00074% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 112.6904 | 113.9411 | 0.348% | +1.110% | +0.00387% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 107.2230 | 108.0275 | 0.348% | +0.750% | +0.00261% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 175.1177 | 173.1459 | 0.345% | -1.126% | -0.00389% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.9735 | 102.1569 | 0.345% | +0.180% | +0.00062% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 108.9565 | 109.1062 | 0.345% | +0.137% | +0.00047% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 114.0435 | 115.4035 | 0.339% | +1.193% | +0.00404% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 125.1088 | 124.2472 | 0.335% | +0.236% | +0.00079% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 107.4507 | 108.2225 | 0.334% | +0.718% | +0.00240% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 131.6918 | 133.0256 | 0.332% | +1.013% | +0.00337% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 112.7615 | 114.1624 | 0.332% | +1.242% | +0.00413% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 114.7844 | 116.2446 | 0.325% | +1.272% | +0.00414% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 121.3091 | 120.8478 | 0.324% | +0.385% | +0.00124% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 104.8160 | 104.8517 | 0.323% | +0.034% | +0.00011% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 105.6508 | 106.5774 | 0.320% | +0.877% | +0.00281% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 93.7524 | 92.9993 | 0.320% | -0.803% | -0.00257% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 114.5907 | 115.9616 | 0.318% | +1.196% | +0.00380% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 102.5017 | 103.6960 | 0.318% | +1.165% | +0.00370% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 110.3872 | 109.6223 | 0.309% | -0.693% | -0.00214% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 132.0010 | 133.0649 | 0.303% | +0.806% | +0.00244% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 117.2845 | 118.6419 | 0.302% | +1.157% | +0.00349% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 105.9151 | 107.3227 | 0.302% | +1.329% | +0.00401% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 107.1029 | 107.7714 | 0.297% | +0.624% | +0.00186% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 101.9407 | 103.3359 | 0.295% | +1.369% | +0.00404% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 115.8313 | 117.1464 | 0.292% | +1.135% | +0.00331% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 121.3406 | 120.4521 | 0.291% | +0.380% | +0.00110% |
| 9128276J6 | 5.750% | Aug 15, 2010 | $22.43bn | – | $2.59bn | $19.84bn | 102.8477 | 102.8560 | 0.288% | +0.008% | +0.00002% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 121.0016 | 120.5046 | 0.287% | +0.458% | +0.00132% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 108.5953 | 107.6121 | 0.286% | +0.649% | +0.00185% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 119.5041 | 118.7207 | 0.282% | +0.264% | +0.00074% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 117.0670 | 114.8047 | 0.281% | -0.994% | -0.00280% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 117.2171 | 118.5690 | 0.280% | +1.153% | +0.00323% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 114.1997 | 115.4973 | 0.279% | +1.136% | +0.00317% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.7765 | 107.4545 | 0.277% | +0.635% | +0.00176% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.2379 | 112.3091 | 0.274% | +0.063% | +0.00017% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 135.5795 | 136.1542 | 0.272% | +0.424% | +0.00115% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 117.4252 | 118.7624 | 0.270% | +1.139% | +0.00307% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.7027 | 108.3525 | 0.266% | +0.603% | +0.00160% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 129.2385 | 130.5251 | 0.266% | +0.996% | +0.00265% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 103.8806 | 103.3542 | 0.264% | +0.161% | +0.00042% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 106.3690 | 107.6219 | 0.263% | +1.178% | +0.00310% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.1671 | 108.6087 | 0.261% | +0.408% | +0.00106% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 103.0360 | 104.4205 | 0.261% | +1.344% | +0.00350% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 103.6586 | 105.1056 | 0.258% | +1.396% | +0.00360% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 120.5051 | 119.4337 | 0.255% | +0.177% | +0.00045% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 109.4558 | 110.0171 | 0.253% | +0.513% | +0.00130% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 145.3337 | 146.9582 | 0.253% | +1.118% | +0.00283% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 109.6436 | 109.8741 | 0.250% | +0.210% | +0.00052% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 105.1284 | 105.6907 | 0.249% | +0.535% | +0.00133% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 124.6131 | 124.9007 | 0.247% | +0.231% | +0.00057% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 153.0060 | 154.6233 | 0.240% | +1.057% | +0.00253% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 120.8432 | 118.3516 | 0.239% | -0.999% | -0.00239% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 119.3261 | 118.7921 | 0.235% | -0.447% | -0.00105% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 110.3251 | 109.5532 | 0.234% | +0.168% | +0.00039% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 104.5379 | 104.6204 | 0.233% | +0.079% | +0.00018% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 119.9062 | 118.7900 | 0.233% | +0.221% | +0.00051% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 106.3896 | 106.5418 | 0.231% | +0.143% | +0.00033% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 104.5065 | 104.5780 | 0.230% | +0.068% | +0.00016% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 115.8172 | 113.1097 | 0.229% | -1.241% | -0.00285% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 107.7583 | 108.2088 | 0.229% | +0.418% | +0.00096% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 131.8641 | 133.2351 | 0.228% | +1.040% | +0.00237% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 109.2686 | 108.5929 | 0.228% | -0.618% | -0.00141% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 104.7014 | 104.8346 | 0.226% | +0.127% | +0.00029% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 106.8460 | 104.5265 | 0.226% | +0.110% | +0.00025% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 104.5713 | 104.6515 | 0.225% | +0.077% | +0.00017% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 116.0970 | 115.5482 | 0.224% | -0.473% | -0.00106% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 104.2853 | 104.3641 | 0.223% | +0.076% | +0.00017% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 106.2249 | 106.3371 | 0.223% | +0.106% | +0.00024% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 111.8024 | 110.9633 | 0.221% | +0.215% | +0.00048% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 111.7482 | 112.0529 | 0.221% | +0.273% | +0.00060% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 108.1192 | 108.8094 | 0.221% | +0.638% | +0.00141% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 110.4369 | 109.9187 | 0.219% | +0.297% | +0.00065% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.8879 | 106.5020 | 0.218% | +0.580% | +0.00126% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 106.2313 | 106.3835 | 0.214% | +0.143% | +0.00031% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 108.0999 | 108.2433 | 0.212% | +0.133% | +0.00028% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 106.2364 | 104.0674 | 0.210% | -1.184% | -0.00249% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 105.4047 | 104.9410 | 0.209% | +0.220% | +0.00046% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 105.3736 | 105.7341 | 0.209% | +0.342% | +0.00071% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 106.5117 | 105.6094 | 0.208% | +0.502% | +0.00104% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 140.8330 | 142.2754 | 0.204% | +1.024% | +0.00209% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 107.9769 | 108.1807 | 0.204% | +0.189% | +0.00038% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 141.6488 | 143.1284 | 0.202% | +1.045% | +0.00211% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 130.7541 | 132.0033 | 0.201% | +0.955% | +0.00192% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 106.0999 | 106.2433 | 0.201% | +0.135% | +0.00027% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 106.3417 | 106.4939 | 0.199% | +0.143% | +0.00028% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 102.1685 | 102.1848 | 0.199% | +0.016% | +0.00003% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 108.7001 | 106.5258 | 0.196% | +0.185% | +0.00036% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.2286 | 107.6063 | 0.192% | +0.352% | +0.00068% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 104.0856 | 102.0204 | 0.191% | +0.057% | +0.00011% |
| 912828ED8 | 4.125% | Aug 15, 2010 | $14.96bn | – | $1.84bn | $13.13bn | 102.0185 | 102.0394 | 0.189% | +0.020% | +0.00004% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 109.1621 | 109.4086 | 0.188% | +0.226% | +0.00043% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.6296 | 107.0809 | 0.187% | +0.423% | +0.00079% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.0591 | 108.4273 | 0.184% | +0.341% | +0.00063% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 108.3271 | 108.5105 | 0.184% | +0.169% | +0.00031% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 140.9579 | 142.3469 | 0.184% | +0.985% | +0.00181% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 150.5218 | 152.2125 | 0.181% | +1.123% | +0.00203% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 129.4354 | 127.3305 | 0.181% | +0.068% | +0.00012% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 108.8787 | 109.1437 | 0.181% | +0.243% | +0.00044% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 102.0504 | 102.0782 | 0.179% | +0.027% | +0.00005% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 101.8872 | 101.9117 | 0.175% | +0.024% | +0.00004% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 110.2417 | 108.1814 | 0.175% | +0.229% | +0.00040% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 108.3398 | 108.5364 | 0.174% | +0.181% | +0.00032% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 102.0663 | 102.1050 | 0.174% | +0.038% | +0.00007% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 145.8648 | 147.4672 | 0.168% | +1.099% | +0.00184% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 125.2850 | 126.1462 | 0.163% | +0.687% | +0.00112% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 141.7863 | 143.2084 | 0.162% | +1.003% | +0.00163% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 108.5757 | 108.7497 | 0.159% | +0.160% | +0.00025% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $11.23bn | – | $234.7m | $11.00bn | 101.9931 | 102.4591 | 0.159% | +0.457% | +0.00072% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 121.8786 | 122.6240 | 0.158% | +0.612% | +0.00097% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 120.6080 | 121.3458 | 0.158% | +0.612% | +0.00097% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 134.6761 | 135.4050 | 0.157% | +0.541% | +0.00085% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 149.3959 | 150.9137 | 0.157% | +1.016% | +0.00160% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 145.6454 | 147.1101 | 0.157% | +1.006% | +0.00158% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 145.6155 | 147.1813 | 0.147% | +1.075% | +0.00158% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 146.8828 | 148.3147 | 0.142% | +0.975% | +0.00138% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 149.0837 | 150.6457 | 0.138% | +1.048% | +0.00145% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 146.6315 | 148.2130 | 0.136% | +1.079% | +0.00146% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 136.2989 | 137.5829 | 0.136% | +0.942% | +0.00128% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 149.6621 | 151.3198 | 0.130% | +1.108% | +0.00144% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $8.00bn | – | – | $8.00bn | 111.1263 | 107.6133 | 0.126% | -3.161% | -0.00397% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 139.7389 | 141.0121 | 0.123% | +0.911% | +0.00112% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 136.7075 | 137.8648 | 0.116% | +0.847% | +0.00098% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 140.9734 | 142.2888 | 0.114% | +0.933% | +0.00107% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.3266 | 129.4837 | 0.110% | +0.175% | +0.00019% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 160.5791 | 157.7959 | 0.107% | -1.733% | -0.00186% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 150.3675 | 151.9721 | 0.105% | +1.067% | +0.00112% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 144.2551 | 145.6994 | 0.098% | +1.001% | +0.00099% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 148.9307 | 150.8383 | 0.098% | +1.281% | +0.00126% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 148.5092 | 150.6151 | 0.092% | +1.418% | +0.00130% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 141.7612 | 143.3699 | 0.073% | +1.135% | +0.00083% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 141.9751 | 143.6366 | 0.071% | +1.170% | +0.00083% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 146.9605 | 148.5872 | 0.054% | +1.107% | +0.00060% |
| Total | $6.63tn | 100.000% | +0.47024% | ||||||||
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.