Rebalance of August 31, 2010
US Treasury Aggregate constituents
Every one of the 263 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
- 263
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.480082%
- Market value
- $7.22tn
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 +1.480082% against a published month return of +1.480082%, a difference of 4.5e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795U90 | 0.000% | Sep 23, 2010 | $108.00bn | – | – | $108.00bn | 99.9756 | 99.9898 | 1.495% | +0.014% | +0.00021% |
| 912795UH2 | 0.000% | Oct 21, 2010 | $82.00bn | – | – | $82.00bn | 99.9654 | 99.9830 | 1.135% | +0.018% | +0.00020% |
| 912795VB4 | 0.000% | Sep 16, 2010 | $81.00bn | – | – | $81.00bn | 99.9800 | 99.9924 | 1.121% | +0.012% | +0.00014% |
| 912795V73 | 0.000% | Sep 2, 2010 | $80.00bn | – | – | $80.00bn | 99.9858 | 99.9993 | 1.108% | +0.013% | +0.00015% |
| 912795VA6 | 0.000% | Sep 9, 2010 | $80.00bn | – | – | $80.00bn | 99.9829 | 99.9970 | 1.108% | +0.014% | +0.00016% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 107.7448 | 110.0425 | 1.000% | +3.815% | +0.03813% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 104.9120 | 108.8747 | 0.973% | +3.777% | +0.03676% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $2.22bn | $66.00bn | 105.6889 | 109.8492 | 0.966% | +3.936% | +0.03802% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 108.2136 | 110.2925 | 0.944% | +3.596% | +0.03395% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 103.6396 | 107.3006 | 0.861% | +3.532% | +0.03042% |
| 912795W23 | 0.000% | Oct 7, 2010 | $59.00bn | – | – | $59.00bn | 99.9732 | 99.9887 | 0.817% | +0.016% | +0.00013% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 101.9012 | 103.9083 | 0.790% | +3.319% | +0.02623% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 109.6175 | 112.9545 | 0.789% | +3.044% | +0.02403% |
| 912795VC2 | 0.000% | Sep 30, 2010 | $57.00bn | – | – | $57.00bn | 99.9724 | 99.9867 | 0.789% | +0.014% | +0.00011% |
| 912795W31 | 0.000% | Oct 14, 2010 | $57.00bn | – | – | $57.00bn | 99.9704 | 99.9853 | 0.789% | +0.015% | +0.00012% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $56.00bn | – | – | $56.00bn | 99.9165 | 99.9437 | 0.775% | +0.027% | +0.00021% |
| 912795W49 | 0.000% | Oct 28, 2010 | $55.00bn | – | – | $55.00bn | 99.9625 | 99.9774 | 0.761% | +0.015% | +0.00011% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $54.00bn | – | – | $54.00bn | 99.9344 | 99.9554 | 0.747% | +0.021% | +0.00016% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $53.00bn | – | – | $53.00bn | 99.9507 | 99.9693 | 0.734% | +0.019% | +0.00014% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $2.90bn | $42.00bn | 112.8027 | 119.6512 | 0.656% | +8.121% | +0.05328% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $1.47bn | $42.00bn | 107.3142 | 116.1396 | 0.624% | +8.224% | +0.05133% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 107.1892 | 116.0459 | 0.623% | +8.263% | +0.05151% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.2138 | 101.3270 | 0.617% | +0.112% | +0.00069% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 101.1304 | 101.2432 | 0.616% | +0.112% | +0.00069% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 101.0367 | 101.0870 | 0.616% | +0.050% | +0.00031% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 101.0248 | 100.6899 | 0.616% | +0.102% | +0.00063% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.9334 | 100.9837 | 0.615% | +0.050% | +0.00031% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.42bn | $42.00bn | 105.4720 | 106.7082 | 0.613% | +1.172% | +0.00719% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.6610 | 100.7636 | 0.613% | +0.102% | +0.00063% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.24bn | $42.00bn | 105.4541 | 106.5744 | 0.613% | +1.062% | +0.00652% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.5978 | 100.6593 | 0.613% | +0.061% | +0.00037% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $895.9m | $42.00bn | 105.2011 | 106.4674 | 0.612% | +1.204% | +0.00736% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.03bn | $42.00bn | 105.1253 | 105.1003 | 0.611% | +1.106% | +0.00676% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $684.4m | $42.00bn | 103.5747 | 104.7269 | 0.602% | +1.112% | +0.00670% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 103.5533 | 104.6025 | 0.602% | +1.013% | +0.00610% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 101.0888 | 101.1395 | 0.602% | +0.050% | +0.00030% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.01bn | $41.00bn | 104.8879 | 105.8940 | 0.596% | +0.959% | +0.00571% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 101.1087 | 100.6903 | 0.588% | +0.081% | +0.00047% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.6929 | 100.7432 | 0.586% | +0.050% | +0.00029% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.5353 | 100.6906 | 0.585% | +0.154% | +0.00090% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 110.4946 | 117.2704 | 0.580% | +8.168% | +0.04738% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.04bn | $39.67bn | 105.2109 | 106.1243 | 0.578% | +0.868% | +0.00502% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $2.93bn | $40.00bn | 103.1774 | 103.5396 | 0.572% | +0.351% | +0.00201% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $869.2m | $40.00bn | 103.0845 | 104.4150 | 0.571% | +1.291% | +0.00737% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.32bn | $38.85bn | 105.4066 | 105.1316 | 0.567% | +0.866% | +0.00491% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.49bn | $40.00bn | 102.2944 | 101.9073 | 0.567% | +0.294% | +0.00166% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $473.2m | $40.00bn | 102.1793 | 102.5102 | 0.566% | +0.324% | +0.00183% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 101.9827 | 102.2198 | 0.565% | +0.232% | +0.00131% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 101.7235 | 102.0231 | 0.563% | +0.295% | +0.00166% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 101.2413 | 101.4898 | 0.561% | +0.245% | +0.00138% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.8509 | 100.9113 | 0.559% | +0.060% | +0.00033% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.2123 | 100.3882 | 0.555% | +0.176% | +0.00097% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 102.0657 | 102.3034 | 0.551% | +0.233% | +0.00128% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.3173 | 100.3573 | 0.548% | +0.040% | +0.00022% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.7027 | 100.7119 | 0.543% | +0.009% | +0.00005% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.7435 | 100.3149 | 0.538% | +0.009% | +0.00005% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $3.31bn | $38.00bn | 101.9514 | 102.3135 | 0.536% | +0.355% | +0.00191% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $1.13bn | $37.97bn | 101.5744 | 102.9772 | 0.534% | +1.381% | +0.00738% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.04bn | $35.94bn | 105.4830 | 106.3533 | 0.525% | +0.825% | +0.00433% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.6610 | 100.7323 | 0.522% | +0.071% | +0.00037% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $207.8m | $36.00bn | 101.0538 | 101.4273 | 0.504% | +0.370% | +0.00186% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 109.5306 | 110.4742 | 0.501% | +2.459% | +0.01231% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.3597 | 100.3685 | 0.498% | +0.009% | +0.00004% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 102.1481 | 102.3852 | 0.488% | +0.232% | +0.00113% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $9.9m | $35.00bn | 100.5177 | 100.9742 | 0.487% | +0.454% | +0.00221% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 105.0374 | 113.6963 | 0.486% | +8.244% | +0.04007% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 100.5589 | 100.5676 | 0.482% | +0.009% | +0.00004% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $1.08bn | $32.00bn | 107.2886 | 110.0237 | 0.475% | +2.549% | +0.01212% |
| 912828JL5 | 2.000% | Sep 30, 2010 | $37.15bn | – | $3.15bn | $34.00bn | 100.9588 | 100.9665 | 0.475% | +0.008% | +0.00004% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $948.4m | $32.00bn | 106.6352 | 109.2439 | 0.473% | +2.446% | +0.01156% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $682.6m | $32.00bn | 106.1732 | 108.9280 | 0.470% | +2.595% | +0.01221% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $786.5m | $32.00bn | 105.9511 | 107.1333 | 0.469% | +2.532% | +0.01189% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $521.4m | $32.00bn | 105.5482 | 108.1780 | 0.468% | +2.492% | +0.01165% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 100.6957 | 100.7242 | 0.467% | +0.028% | +0.00013% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.6194 | 100.6911 | 0.467% | +0.071% | +0.00033% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 113.0439 | 112.4348 | 0.466% | +1.230% | +0.00573% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 105.7354 | 106.5744 | 0.463% | +0.793% | +0.00367% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.8264 | 101.9698 | 0.463% | +0.141% | +0.00065% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $960.9m | $32.00bn | 103.9734 | 106.4800 | 0.461% | +2.411% | +0.01111% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 106.6420 | 109.1467 | 0.458% | +2.349% | +0.01075% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 147.7486 | 153.7758 | 0.458% | +4.079% | +0.01867% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 103.2184 | 102.5496 | 0.455% | +0.200% | +0.00091% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 112.8564 | 113.9660 | 0.453% | +2.755% | +0.01249% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $673.6m | $31.00bn | 103.3796 | 106.1988 | 0.444% | +2.727% | +0.01210% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 112.2536 | 110.6338 | 0.434% | +0.450% | +0.00196% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 111.6936 | 112.4151 | 0.428% | +0.646% | +0.00276% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 106.2976 | 108.6685 | 0.427% | +2.230% | +0.00952% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 127.0173 | 132.8306 | 0.426% | +4.577% | +0.01951% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.87bn | $26.60bn | 114.7224 | 114.1338 | 0.423% | +1.339% | +0.00566% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $893.5m | $29.98bn | 101.5054 | 104.3030 | 0.421% | +2.756% | +0.01161% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 103.2602 | 103.9755 | 0.415% | +0.693% | +0.00288% |
| 912795X71 | 0.000% | Jan 6, 2011 | $30.00bn | – | – | $30.00bn | 99.9200 | 99.9467 | 0.415% | +0.027% | +0.00011% |
| 912795X89 | 0.000% | Jan 20, 2011 | $30.00bn | – | – | $30.00bn | 99.9082 | 99.9408 | 0.415% | +0.033% | +0.00014% |
| 912795X97 | 0.000% | Jan 27, 2011 | $30.00bn | – | – | $30.00bn | 99.8994 | 99.9338 | 0.415% | +0.034% | +0.00014% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.9796 | 102.1644 | 0.408% | +0.181% | +0.00074% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 104.5435 | 105.3217 | 0.408% | +0.744% | +0.00304% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 106.6386 | 107.4770 | 0.404% | +2.193% | +0.00886% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 177.0030 | 185.4599 | 0.403% | +4.778% | +0.01928% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 102.9679 | 103.7051 | 0.402% | +0.716% | +0.00288% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 112.2314 | 110.9348 | 0.401% | +0.627% | +0.00251% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 111.2381 | 114.0540 | 0.400% | +2.531% | +0.01014% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 101.8533 | 102.4755 | 0.391% | +0.611% | +0.00239% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.0863 | 101.1467 | 0.391% | +0.060% | +0.00023% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 102.0756 | 101.4698 | 0.391% | +0.080% | +0.00031% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.96bn | 112.8543 | 114.3781 | 0.390% | +1.350% | +0.00527% |
| 912795X55 | 0.000% | Dec 30, 2010 | $28.00bn | – | – | $28.00bn | 99.9193 | 99.9462 | 0.387% | +0.027% | +0.00010% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.7772 | 102.9308 | 0.382% | +0.150% | +0.00057% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 114.5510 | 115.5007 | 0.382% | +0.829% | +0.00317% |
| 912795W98 | 0.000% | Dec 2, 2010 | $27.00bn | – | – | $27.00bn | 99.9444 | 99.9638 | 0.374% | +0.019% | +0.00007% |
| 912795X30 | 0.000% | Dec 9, 2010 | $27.00bn | – | – | $27.00bn | 99.9377 | 99.9611 | 0.374% | +0.023% | +0.00009% |
| 912795X48 | 0.000% | Dec 23, 2010 | $27.00bn | – | – | $27.00bn | 99.9270 | 99.9525 | 0.374% | +0.026% | +0.00010% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.1475 | 101.2085 | 0.370% | +0.060% | +0.00022% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 129.2166 | 129.0122 | 0.369% | -0.158% | -0.00058% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 111.2134 | 117.7079 | 0.366% | +7.863% | +0.02881% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 107.1954 | 104.7310 | 0.363% | +0.033% | +0.00012% |
| 912795W72 | 0.000% | Nov 12, 2010 | $26.00bn | – | – | $26.00bn | 99.9562 | 99.9716 | 0.360% | +0.015% | +0.00006% |
| 912795W80 | 0.000% | Nov 26, 2010 | $26.00bn | – | – | $26.00bn | 99.9471 | 99.9710 | 0.360% | +0.024% | +0.00009% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 113.1311 | 114.2901 | 0.360% | +1.024% | +0.00368% |
| 912795V40 | 0.000% | Feb 10, 2011 | $26.00bn | – | – | $26.00bn | 99.8917 | 99.9185 | 0.360% | +0.027% | +0.00010% |
| 912795V99 | 0.000% | Mar 10, 2011 | $26.00bn | – | – | $26.00bn | 99.8761 | 99.8992 | 0.360% | +0.023% | +0.00008% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $26.00bn | – | – | $26.00bn | 99.8606 | 99.8966 | 0.360% | +0.036% | +0.00013% |
| 912795VE8 | 0.000% | May 5, 2011 | $26.00bn | – | – | $26.00bn | 99.8295 | 99.8696 | 0.359% | +0.040% | +0.00014% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.9720 | 102.0847 | 0.356% | +0.111% | +0.00039% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 125.9755 | 126.0857 | 0.354% | +0.087% | +0.00031% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 103.7193 | 104.3832 | 0.352% | +0.640% | +0.00225% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 102.5408 | 103.1522 | 0.348% | +0.596% | +0.00207% |
| 912795W56 | 0.000% | Nov 4, 2010 | $25.00bn | – | – | $25.00bn | 99.9596 | 99.9765 | 0.346% | +0.017% | +0.00006% |
| 912795W64 | 0.000% | Jun 2, 2011 | $25.00bn | – | – | $25.00bn | 99.7953 | 99.8472 | 0.345% | +0.052% | +0.00018% |
| 912795X22 | 0.000% | Jun 30, 2011 | $25.00bn | – | – | $25.00bn | 99.7581 | 99.8233 | 0.345% | +0.065% | +0.00023% |
| 912795X63 | 0.000% | Jul 28, 2011 | $25.00bn | – | – | $25.00bn | 99.7177 | 99.7885 | 0.345% | +0.071% | +0.00025% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 113.9411 | 112.7276 | 0.345% | +0.800% | +0.00276% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 107.0177 | 109.2201 | 0.345% | +2.058% | +0.00709% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 102.0543 | 102.1352 | 0.344% | +0.079% | +0.00027% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 125.8756 | 125.9010 | 0.344% | +0.020% | +0.00007% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 108.0275 | 108.5961 | 0.343% | +0.526% | +0.00181% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.1569 | 102.1746 | 0.339% | +0.017% | +0.00006% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 109.1062 | 106.7565 | 0.338% | +0.080% | +0.00027% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 115.4035 | 117.0829 | 0.336% | +1.455% | +0.00488% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 173.1459 | 181.8060 | 0.334% | +5.002% | +0.01672% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 114.1624 | 116.7588 | 0.329% | +2.274% | +0.00749% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 108.2225 | 107.1961 | 0.329% | +0.495% | +0.00163% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 133.0256 | 136.5700 | 0.329% | +5.014% | +0.01649% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 124.2472 | 124.4267 | 0.326% | +0.145% | +0.00047% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 116.2446 | 115.9266 | 0.323% | +1.662% | +0.00536% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 104.8517 | 102.3872 | 0.316% | +0.034% | +0.00011% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 106.5774 | 107.1141 | 0.316% | +0.504% | +0.00159% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 120.8478 | 121.1345 | 0.316% | +0.237% | +0.00075% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 115.9616 | 118.5574 | 0.315% | +2.238% | +0.00705% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 103.6960 | 103.3802 | 0.315% | +0.600% | +0.00189% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 92.9993 | 99.1304 | 0.310% | +8.474% | +0.02631% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 109.6223 | 118.8641 | 0.300% | +8.431% | +0.02531% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 107.3227 | 109.4626 | 0.299% | +1.994% | +0.00597% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 133.0649 | 141.5329 | 0.299% | +6.364% | +0.01903% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 118.6419 | 118.8132 | 0.299% | +2.146% | +0.00642% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 103.3359 | 105.2806 | 0.293% | +1.882% | +0.00551% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 107.7714 | 108.2340 | 0.293% | +0.429% | +0.00126% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 117.1464 | 117.4012 | 0.289% | +2.191% | +0.00633% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 120.4521 | 121.5026 | 0.283% | +0.872% | +0.00246% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 120.5046 | 120.9122 | 0.280% | +0.338% | +0.00095% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 118.5690 | 121.0180 | 0.278% | +2.066% | +0.00574% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 107.6121 | 108.1372 | 0.277% | +0.488% | +0.00135% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 115.4973 | 117.9579 | 0.276% | +2.130% | +0.00588% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 118.7207 | 119.5426 | 0.274% | +0.692% | +0.00190% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 107.4545 | 107.7405 | 0.273% | +0.266% | +0.00073% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 114.8047 | 120.4691 | 0.270% | +4.934% | +0.01333% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.3091 | 112.2109 | 0.268% | -0.087% | -0.00023% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 136.1542 | 145.5075 | 0.268% | +6.870% | +0.01841% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 118.7624 | 118.6940 | 0.267% | +1.995% | +0.00533% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 130.5251 | 133.2412 | 0.263% | +2.081% | +0.00547% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 108.3525 | 108.7643 | 0.262% | +0.380% | +0.00100% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 107.6219 | 109.7633 | 0.261% | +1.990% | +0.00518% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 104.4205 | 106.4470 | 0.259% | +1.941% | +0.00502% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 103.3542 | 105.3539 | 0.258% | +1.935% | +0.00498% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.6087 | 108.9035 | 0.257% | +0.271% | +0.00070% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.56bn | $17.62bn | 105.1056 | 105.6948 | 0.256% | +1.809% | +0.00464% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 146.9582 | 147.2191 | 0.251% | +2.942% | +0.00737% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 110.0171 | 108.3353 | 0.249% | +0.232% | +0.00058% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 119.4337 | 120.8473 | 0.248% | +1.184% | +0.00293% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 105.6907 | 105.9269 | 0.245% | +0.223% | +0.00055% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 109.8741 | 107.8896 | 0.245% | +0.185% | +0.00045% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 124.9007 | 131.0296 | 0.243% | +7.059% | +0.01713% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 154.6233 | 155.4667 | 0.237% | +3.375% | +0.00801% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 118.3516 | 124.3601 | 0.229% | +5.077% | +0.01165% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 118.7921 | 128.4185 | 0.229% | +8.104% | +0.01857% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 104.6204 | 104.6762 | 0.229% | +0.053% | +0.00012% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 109.5532 | 111.5197 | 0.228% | +1.795% | +0.00408% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 106.5418 | 104.3253 | 0.227% | +0.090% | +0.00020% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 118.7900 | 120.3160 | 0.226% | +1.285% | +0.00291% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 133.2351 | 136.0965 | 0.225% | +2.148% | +0.00484% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 104.5780 | 104.5924 | 0.225% | +0.014% | +0.00003% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 108.2088 | 108.2121 | 0.225% | +0.003% | +0.00001% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 108.5929 | 115.3896 | 0.222% | +8.273% | +0.01833% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 104.8346 | 104.9086 | 0.221% | +0.071% | +0.00016% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 104.6515 | 104.7052 | 0.220% | +0.051% | +0.00011% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 113.1097 | 119.3644 | 0.219% | +5.530% | +0.01213% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 115.5482 | 122.4694 | 0.219% | +8.045% | +0.01760% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 104.3641 | 102.1062 | 0.219% | -0.008% | -0.00002% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 106.3371 | 106.3934 | 0.218% | +0.053% | +0.00012% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 108.8094 | 109.2300 | 0.218% | +0.386% | +0.00084% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.0529 | 111.7875 | 0.217% | -0.237% | -0.00051% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 104.5265 | 104.5802 | 0.216% | +0.051% | +0.00011% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 110.9633 | 112.9061 | 0.215% | +1.751% | +0.00377% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 106.5020 | 105.4138 | 0.215% | +0.269% | +0.00058% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 109.9187 | 111.5783 | 0.213% | +1.510% | +0.00322% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 106.3835 | 106.5105 | 0.210% | +0.119% | +0.00025% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 108.2433 | 108.3622 | 0.208% | +0.110% | +0.00023% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 105.7341 | 105.6871 | 0.205% | -0.045% | -0.00009% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 104.9410 | 106.7240 | 0.203% | +1.699% | +0.00346% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 142.2754 | 145.2979 | 0.202% | +4.628% | +0.00935% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 105.6094 | 105.8750 | 0.202% | +0.252% | +0.00051% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 104.0674 | 109.8392 | 0.202% | +5.546% | +0.01119% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 143.1284 | 146.3105 | 0.200% | +2.223% | +0.00445% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 108.1807 | 108.2976 | 0.200% | +0.108% | +0.00022% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 132.0033 | 136.7459 | 0.199% | +5.865% | +0.01165% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 106.2433 | 106.2997 | 0.197% | +0.053% | +0.00010% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 106.4939 | 106.5584 | 0.195% | +0.061% | +0.00012% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 102.1848 | 102.2079 | 0.195% | +0.023% | +0.00004% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.6063 | 107.7768 | 0.189% | +0.158% | +0.00030% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 106.5258 | 106.6318 | 0.188% | +0.099% | +0.00019% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 109.4086 | 109.6008 | 0.185% | +0.176% | +0.00032% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 107.0809 | 107.3263 | 0.184% | +0.229% | +0.00042% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 102.0204 | 102.0543 | 0.183% | +0.033% | +0.00006% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 142.3469 | 146.9738 | 0.182% | +5.665% | +0.01029% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.4273 | 108.6182 | 0.181% | +0.176% | +0.00032% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 108.5105 | 106.3253 | 0.180% | +0.117% | +0.00021% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 152.2125 | 152.0975 | 0.179% | +2.840% | +0.00509% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 109.1437 | 107.2614 | 0.177% | +0.165% | +0.00029% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 102.0782 | 102.0828 | 0.176% | +0.005% | +0.00001% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 127.3305 | 127.1762 | 0.174% | -0.121% | -0.00021% |
| 912828EG1 | 3.875% | Sep 15, 2010 | $13.00bn | – | $833.0m | $12.17bn | 101.9117 | 101.9151 | 0.172% | +0.003% | +0.00001% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 108.5364 | 108.7070 | 0.171% | +0.157% | +0.00027% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 102.1050 | 102.1199 | 0.170% | +0.015% | +0.00002% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.1814 | 108.4022 | 0.168% | +0.204% | +0.00034% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $12.00bn | – | $3.4m | $12.00bn | 100.9446 | 102.9812 | 0.168% | +2.018% | +0.00338% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 147.4672 | 149.0825 | 0.166% | +3.765% | +0.00626% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 126.1462 | 131.7541 | 0.161% | +6.626% | +0.01064% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 143.2084 | 145.9599 | 0.160% | +4.453% | +0.00714% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $11.23bn | – | $234.7m | $11.00bn | 102.4591 | 102.7178 | 0.156% | +0.253% | +0.00039% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 122.6240 | 128.3988 | 0.156% | +6.850% | +0.01069% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 108.7497 | 108.9283 | 0.156% | +0.164% | +0.00026% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 150.9137 | 155.1335 | 0.156% | +5.322% | +0.00828% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 121.3458 | 129.6488 | 0.156% | +6.842% | +0.01064% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 135.4050 | 141.4704 | 0.155% | +6.741% | +0.01045% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 147.1101 | 154.9402 | 0.155% | +5.323% | +0.00825% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 147.1813 | 146.0662 | 0.145% | +2.257% | +0.00328% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 148.3147 | 144.2385 | 0.140% | +1.044% | +0.00147% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 150.6457 | 152.4691 | 0.137% | +3.907% | +0.00534% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 148.2130 | 153.9378 | 0.134% | +3.863% | +0.00519% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 137.5829 | 145.9565 | 0.134% | +6.086% | +0.00816% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 151.3198 | 151.8614 | 0.129% | +3.167% | +0.00409% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 141.0121 | 146.2123 | 0.122% | +6.037% | +0.00734% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $8.00bn | – | – | $8.00bn | 107.6133 | 113.3605 | 0.119% | +6.337% | +0.00755% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 137.8648 | 143.2320 | 0.114% | +6.205% | +0.00708% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 142.2888 | 147.2806 | 0.113% | +5.880% | +0.00664% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.4837 | 129.1621 | 0.106% | -0.248% | -0.00026% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 151.9721 | 157.0605 | 0.104% | +3.348% | +0.00347% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 157.7959 | 166.6592 | 0.103% | +5.617% | +0.00581% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 145.6994 | 152.3210 | 0.097% | +4.545% | +0.00442% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 150.8383 | 155.1033 | 0.097% | +2.827% | +0.00275% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 150.6151 | 154.6715 | 0.091% | +2.693% | +0.00245% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 143.3699 | 145.3937 | 0.073% | +1.412% | +0.00103% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 143.6366 | 141.1148 | 0.070% | +1.464% | +0.00102% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 148.5872 | 145.1783 | 0.054% | +1.281% | +0.00069% |
| Total | $6.75tn | 100.000% | +1.48008% | ||||||||
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.