Rebalance of September 30, 2010
US Treasury Aggregate constituents
Every one of the 269 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
- 269
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.121590%
- Market value
- $7.47tn
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 +0.121590% against a published month return of +0.121590%, a difference of 5.1e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795UH2 | 0.000% | Oct 21, 2010 | $107.00bn | – | – | $107.00bn | 99.9830 | 99.9930 | 1.431% | +0.010% | +0.00014% |
| 912795W23 | 0.000% | Oct 7, 2010 | $84.00bn | – | – | $84.00bn | 99.9887 | 99.9981 | 1.124% | +0.009% | +0.00011% |
| 912795UJ8 | 0.000% | Nov 18, 2010 | $83.00bn | – | – | $83.00bn | 99.9693 | 99.9823 | 1.110% | +0.013% | +0.00014% |
| 912795W31 | 0.000% | Oct 14, 2010 | $82.00bn | – | – | $82.00bn | 99.9853 | 99.9961 | 1.097% | +0.011% | +0.00012% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 110.0425 | 110.0567 | 0.986% | +0.013% | +0.00013% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 108.8747 | 108.9310 | 0.976% | +0.052% | +0.00051% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $2.22bn | $66.00bn | 109.8492 | 109.8220 | 0.970% | -0.025% | -0.00024% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $3.75bn | $63.00bn | 110.2925 | 110.3692 | 0.930% | +0.070% | +0.00065% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 107.3006 | 107.3991 | 0.861% | +0.092% | +0.00079% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $5.36bn | $52.00bn | 112.9545 | 113.0727 | 0.786% | +0.105% | +0.00082% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 103.9083 | 104.0387 | 0.779% | +0.126% | +0.00098% |
| 912795W80 | 0.000% | Nov 26, 2010 | $56.00bn | – | – | $56.00bn | 99.9710 | 99.9762 | 0.749% | +0.005% | +0.00004% |
| 912795W72 | 0.000% | Nov 12, 2010 | $56.00bn | – | – | $56.00bn | 99.9716 | 99.9845 | 0.749% | +0.013% | +0.00010% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $56.00bn | – | – | $56.00bn | 99.9437 | 99.9621 | 0.749% | +0.018% | +0.00014% |
| 912795V40 | 0.000% | Feb 10, 2011 | $56.00bn | – | – | $56.00bn | 99.9185 | 99.9446 | 0.749% | +0.026% | +0.00020% |
| 912795W56 | 0.000% | Nov 4, 2010 | $55.00bn | – | – | $55.00bn | 99.9765 | 99.9874 | 0.736% | +0.011% | +0.00008% |
| 912795W49 | 0.000% | Oct 28, 2010 | $55.00bn | – | – | $55.00bn | 99.9774 | 99.9907 | 0.736% | +0.013% | +0.00010% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $54.00bn | – | – | $54.00bn | 99.9554 | 99.9722 | 0.722% | +0.017% | +0.00012% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $2.90bn | $42.00bn | 119.6512 | 117.2469 | 0.672% | -2.009% | -0.01351% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $1.47bn | $42.00bn | 116.1396 | 113.7775 | 0.653% | -2.034% | -0.01327% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.56bn | $42.00bn | 116.0459 | 113.6838 | 0.652% | -2.035% | -0.01327% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.42bn | $42.00bn | 106.7082 | 105.9444 | 0.600% | +0.456% | +0.00273% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $895.9m | $42.00bn | 106.4674 | 106.9524 | 0.598% | +0.456% | +0.00273% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.3270 | 101.0340 | 0.597% | +0.204% | +0.00122% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.43bn | $41.81bn | 106.5744 | 107.1321 | 0.596% | +0.523% | +0.00312% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 101.2432 | 101.4185 | 0.596% | +0.173% | +0.00103% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 101.0870 | 101.2310 | 0.595% | +0.142% | +0.00085% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.53bn | $37.91bn | 117.2704 | 114.9185 | 0.595% | -2.006% | -0.01193% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.9837 | 101.0965 | 0.595% | +0.112% | +0.00066% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.7636 | 100.8974 | 0.593% | +0.133% | +0.00079% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.6899 | 100.8249 | 0.593% | +0.134% | +0.00079% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.6593 | 100.8145 | 0.593% | +0.154% | +0.00091% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $726.4m | $41.96bn | 104.7269 | 105.2228 | 0.588% | +0.474% | +0.00278% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 104.6025 | 105.1516 | 0.588% | +0.525% | +0.00309% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.33bn | $41.70bn | 105.1003 | 105.5471 | 0.586% | +0.425% | +0.00249% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 101.1395 | 100.6902 | 0.582% | +0.050% | +0.00029% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $1.80bn | $40.21bn | 105.8940 | 106.4314 | 0.570% | +0.507% | +0.00289% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.7432 | 100.7935 | 0.566% | +0.050% | +0.00028% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.6906 | 100.8770 | 0.566% | +0.185% | +0.00105% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.6903 | 100.7731 | 0.566% | +0.082% | +0.00047% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $870.2m | $40.00bn | 104.4150 | 104.8704 | 0.559% | +0.436% | +0.00244% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.43bn | $39.28bn | 106.1243 | 105.4753 | 0.558% | +0.507% | +0.00283% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $3.18bn | $39.75bn | 103.5396 | 103.7768 | 0.551% | +0.229% | +0.00126% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $573.2m | $39.90bn | 102.5102 | 102.0608 | 0.547% | +0.232% | +0.00127% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.97bn | $40.00bn | 102.2198 | 102.3944 | 0.547% | +0.171% | +0.00093% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.55bn | $40.00bn | 102.0231 | 102.2289 | 0.546% | +0.202% | +0.00110% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.59bn | $39.90bn | 101.9073 | 102.1444 | 0.544% | +0.233% | +0.00127% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $215.1m | $40.00bn | 101.4898 | 101.7070 | 0.543% | +0.214% | +0.00116% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.9113 | 100.9406 | 0.540% | +0.029% | +0.00016% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.96bn | $38.22bn | 105.1316 | 105.6096 | 0.538% | +0.455% | +0.00244% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.3882 | 100.5329 | 0.537% | +0.144% | +0.00077% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 102.3034 | 102.5099 | 0.534% | +0.202% | +0.00108% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.3573 | 100.3662 | 0.530% | +0.009% | +0.00005% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.7119 | 100.3149 | 0.524% | +0.040% | +0.00021% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $1.13bn | $37.97bn | 102.9772 | 103.4113 | 0.523% | +0.422% | +0.00221% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.3149 | 100.3562 | 0.518% | +0.041% | +0.00021% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $3.61bn | $37.70bn | 102.3135 | 102.5506 | 0.516% | +0.232% | +0.00120% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.05bn | $35.93bn | 106.3533 | 106.8173 | 0.511% | +0.436% | +0.00223% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.25bn | $38.00bn | 100.3356 | 100.5428 | 0.510% | +0.207% | +0.00105% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.36bn | $33.42bn | 113.6963 | 111.4178 | 0.508% | -2.004% | -0.01019% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | – | $37.91bn | 99.7823 | 100.0009 | 0.506% | +0.219% | +0.00111% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $1.24bn | $36.98bn | 102.1522 | 102.5761 | 0.505% | +0.415% | +0.00210% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.7323 | 100.7412 | 0.505% | +0.009% | +0.00004% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | – | $36.88bn | 99.4722 | 99.9820 | 0.491% | +0.513% | +0.00252% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $257.8m | $35.95bn | 101.4273 | 101.7070 | 0.488% | +0.276% | +0.00135% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.20bn | $33.00bn | 110.4742 | 110.8220 | 0.488% | +0.315% | +0.00154% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.3685 | 100.3774 | 0.481% | +0.009% | +0.00004% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $34.9m | $34.98bn | 100.9742 | 101.2432 | 0.473% | +0.266% | +0.00126% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 102.3852 | 101.8733 | 0.472% | +0.171% | +0.00081% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 100.5676 | 100.6076 | 0.466% | +0.040% | +0.00019% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $844.6m | $31.84bn | 108.9280 | 109.4327 | 0.464% | +0.463% | +0.00215% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $1.26bn | $31.69bn | 109.2439 | 109.8838 | 0.463% | +0.586% | +0.00271% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $8.27bn | $22.37bn | 153.7758 | 153.7717 | 0.460% | -0.003% | -0.00001% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $725.4m | $31.80bn | 108.1780 | 108.8077 | 0.460% | +0.582% | +0.00268% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $1.84bn | $31.25bn | 110.0237 | 108.9464 | 0.460% | +0.498% | +0.00229% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $764.3m | $31.00bn | 109.1467 | 109.7452 | 0.453% | +0.548% | +0.00248% |
| 912828JP6 | 1.500% | Oct 31, 2010 | $35.51bn | – | $2.03bn | $33.48bn | 100.7242 | 100.7215 | 0.451% | -0.003% | -0.00001% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.6911 | 100.7316 | 0.451% | +0.040% | +0.00018% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 106.5744 | 107.0384 | 0.451% | +0.435% | +0.00196% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $1.36bn | $31.61bn | 106.4800 | 107.0804 | 0.450% | +0.564% | +0.00254% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $2.55bn | $33.48bn | 100.1284 | 100.4083 | 0.449% | +0.280% | +0.00125% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.9698 | 102.1444 | 0.448% | +0.171% | +0.00077% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $4.46bn | $29.75bn | 112.4348 | 112.8546 | 0.448% | +0.373% | +0.00167% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $7.80bn | $29.00bn | 113.9660 | 114.1671 | 0.442% | +0.176% | +0.00078% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $831.6m | $30.84bn | 106.1988 | 106.6117 | 0.438% | +0.389% | +0.00170% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 102.5496 | 102.7235 | 0.437% | +0.170% | +0.00074% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $2.41bn | $30.38bn | 107.1333 | 107.7257 | 0.435% | +0.553% | +0.00241% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 132.8306 | 133.9861 | 0.431% | +0.870% | +0.00375% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $513.7m | $29.00bn | 108.6685 | 107.7582 | 0.422% | +0.543% | +0.00229% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $893.5m | $29.98bn | 104.3030 | 104.6943 | 0.418% | +0.375% | +0.00157% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 112.4151 | 112.6678 | 0.416% | +0.225% | +0.00093% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 110.6338 | 110.9178 | 0.414% | +0.257% | +0.00106% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 185.4599 | 187.2879 | 0.408% | +0.986% | +0.00403% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.17bn | $29.04bn | 103.9755 | 104.4096 | 0.404% | +0.418% | +0.00169% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.03bn | $26.44bn | 114.1338 | 114.6990 | 0.404% | +0.495% | +0.00200% |
| 912795X71 | 0.000% | Jan 6, 2011 | $30.00bn | – | – | $30.00bn | 99.9467 | 99.9646 | 0.401% | +0.018% | +0.00007% |
| 912795X89 | 0.000% | Jan 20, 2011 | $30.00bn | – | – | $30.00bn | 99.9408 | 99.9596 | 0.401% | +0.019% | +0.00008% |
| 912795X97 | 0.000% | Jan 27, 2011 | $30.00bn | – | – | $30.00bn | 99.9338 | 99.9570 | 0.401% | +0.023% | +0.00009% |
| 912795Y21 | 0.000% | Feb 3, 2011 | $30.00bn | – | – | $30.00bn | 99.9307 | 99.9510 | 0.401% | +0.020% | +0.00008% |
| 9127952B6 | 0.000% | Feb 17, 2011 | $30.00bn | – | – | $30.00bn | 99.9150 | 99.9417 | 0.401% | +0.027% | +0.00011% |
| 9127952C4 | 0.000% | Feb 24, 2011 | $30.00bn | – | – | $30.00bn | 99.9115 | 99.9387 | 0.401% | +0.027% | +0.00011% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $952.3m | $29.00bn | 103.1753 | 103.5876 | 0.400% | +0.400% | +0.00160% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 105.3217 | 105.7561 | 0.397% | +0.412% | +0.00164% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 114.0540 | 114.3074 | 0.397% | +0.222% | +0.00088% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | – | $29.71bn | 99.5989 | 100.0043 | 0.396% | +0.407% | +0.00161% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.1644 | 102.3179 | 0.395% | +0.150% | +0.00059% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $1.49bn | $27.36bn | 107.4770 | 108.0382 | 0.393% | +0.522% | +0.00205% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.41bn | $28.21bn | 103.7051 | 103.1611 | 0.391% | +0.319% | +0.00125% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 110.9348 | 111.2609 | 0.383% | +0.294% | +0.00113% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.52bn | $24.95bn | 114.3781 | 114.8081 | 0.382% | +0.376% | +0.00144% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 102.4755 | 102.7853 | 0.380% | +0.302% | +0.00115% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.1467 | 101.2697 | 0.378% | +0.122% | +0.00046% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.4698 | 101.6131 | 0.375% | +0.141% | +0.00053% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 117.7079 | 115.4497 | 0.375% | -1.918% | -0.00719% |
| 912795X55 | 0.000% | Dec 30, 2010 | $28.00bn | – | – | $28.00bn | 99.9462 | 99.9596 | 0.374% | +0.013% | +0.00005% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 115.5007 | 115.8254 | 0.372% | +0.281% | +0.00105% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.9308 | 103.1470 | 0.370% | +0.210% | +0.00078% |
| 912795W98 | 0.000% | Dec 2, 2010 | $27.00bn | – | – | $27.00bn | 99.9638 | 99.9772 | 0.361% | +0.013% | +0.00005% |
| 912795X30 | 0.000% | Dec 9, 2010 | $27.00bn | – | – | $27.00bn | 99.9611 | 99.9728 | 0.361% | +0.012% | +0.00004% |
| 912795X48 | 0.000% | Dec 23, 2010 | $27.00bn | – | – | $27.00bn | 99.9525 | 99.9673 | 0.361% | +0.015% | +0.00005% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.2085 | 101.3632 | 0.358% | +0.153% | +0.00055% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 129.0122 | 129.5254 | 0.356% | +0.398% | +0.00142% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 114.2901 | 114.8865 | 0.351% | +0.522% | +0.00183% |
| 912795V99 | 0.000% | Mar 10, 2011 | $26.00bn | – | – | $26.00bn | 99.8992 | 99.9150 | 0.348% | +0.016% | +0.00006% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $26.00bn | – | – | $26.00bn | 99.8966 | 99.9055 | 0.348% | +0.009% | +0.00003% |
| 912795VE8 | 0.000% | May 5, 2011 | $26.00bn | – | – | $26.00bn | 99.8696 | 99.8915 | 0.347% | +0.022% | +0.00008% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 102.0847 | 102.2287 | 0.345% | +0.141% | +0.00049% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 104.7310 | 104.8261 | 0.342% | +0.091% | +0.00031% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 104.3832 | 104.7034 | 0.342% | +0.307% | +0.00105% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 126.0857 | 127.0421 | 0.342% | +0.759% | +0.00259% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.45bn | $23.25bn | 109.2201 | 109.8913 | 0.340% | +0.615% | +0.00209% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 181.8060 | 183.0025 | 0.339% | +0.658% | +0.00223% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 103.1522 | 103.5136 | 0.338% | +0.350% | +0.00118% |
| 912795W64 | 0.000% | Jun 2, 2011 | $25.00bn | – | – | $25.00bn | 99.8472 | 99.8639 | 0.334% | +0.017% | +0.00006% |
| 912795X22 | 0.000% | Jun 30, 2011 | $25.00bn | – | – | $25.00bn | 99.8233 | 99.8407 | 0.334% | +0.018% | +0.00006% |
| 912795X63 | 0.000% | Jul 28, 2011 | $25.00bn | – | – | $25.00bn | 99.7885 | 99.8077 | 0.334% | +0.019% | +0.00006% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $25.00bn | – | – | $25.00bn | 99.7607 | 99.7807 | 0.334% | +0.020% | +0.00007% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 108.5961 | 107.2898 | 0.333% | +0.236% | +0.00079% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 102.1352 | 101.5920 | 0.333% | +0.141% | +0.00047% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 125.9010 | 126.5912 | 0.332% | +0.548% | +0.00182% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.85bn | $21.87bn | 112.7276 | 113.1990 | 0.330% | +0.418% | +0.00138% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 117.0829 | 117.6372 | 0.329% | +0.473% | +0.00156% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.1746 | 102.2548 | 0.327% | +0.078% | +0.00026% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 136.5700 | 136.1420 | 0.326% | -0.313% | -0.00102% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 116.7588 | 117.2303 | 0.326% | +0.404% | +0.00131% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $25.44bn | – | $1.44bn | $24.00bn | 101.2463 | 101.2103 | 0.325% | -0.036% | -0.00012% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 99.1304 | 97.0408 | 0.320% | -2.108% | -0.00674% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 106.7565 | 106.8414 | 0.319% | +0.080% | +0.00025% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 124.4267 | 125.5813 | 0.315% | +0.928% | +0.00293% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 107.1961 | 107.4551 | 0.315% | +0.242% | +0.00076% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.73bn | $19.77bn | 118.8641 | 116.5435 | 0.314% | -1.952% | -0.00614% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 118.5574 | 119.1532 | 0.311% | +0.503% | +0.00156% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 115.9266 | 116.4810 | 0.311% | +0.478% | +0.00149% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.79bn | $16.23bn | 141.5329 | 140.2510 | 0.307% | -0.906% | -0.00278% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.65bn | $21.42bn | 107.1141 | 107.4321 | 0.307% | +0.297% | +0.00091% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 121.1345 | 122.4174 | 0.306% | +1.059% | +0.00324% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 103.3802 | 103.7543 | 0.303% | +0.362% | +0.00110% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 102.3872 | 102.4198 | 0.298% | +0.032% | +0.00010% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.63bn | $20.15bn | 109.4626 | 110.1963 | 0.295% | +0.670% | +0.00198% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 118.8132 | 119.2317 | 0.289% | +0.352% | +0.00102% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $4.66bn | $20.47bn | 105.2806 | 104.7565 | 0.288% | +0.630% | +0.00182% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 108.2340 | 108.4779 | 0.284% | +0.225% | +0.00064% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.38bn | $17.81bn | 117.4012 | 118.0282 | 0.280% | +0.534% | +0.00149% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 145.5075 | 143.7357 | 0.277% | -1.218% | -0.00337% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 121.5026 | 122.8952 | 0.275% | +1.146% | +0.00316% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 120.4691 | 121.6348 | 0.274% | +0.968% | +0.00265% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 121.0180 | 121.5608 | 0.274% | +0.449% | +0.00123% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 117.9579 | 118.5122 | 0.272% | +0.470% | +0.00128% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 120.9122 | 122.3000 | 0.272% | +1.148% | +0.00312% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 108.1372 | 108.4124 | 0.269% | +0.254% | +0.00068% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 119.5426 | 120.9139 | 0.267% | +1.147% | +0.00306% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 107.7405 | 107.9640 | 0.264% | +0.207% | +0.00055% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.27bn | $14.55bn | 133.2412 | 133.7697 | 0.259% | +0.397% | +0.00103% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.2109 | 112.4141 | 0.259% | +0.181% | +0.00047% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 118.6940 | 119.2476 | 0.258% | +0.466% | +0.00120% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 109.7633 | 110.4672 | 0.257% | +0.641% | +0.00165% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.01bn | $17.89bn | 106.4470 | 107.0673 | 0.255% | +0.583% | +0.00148% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 108.7643 | 109.0200 | 0.254% | +0.235% | +0.00060% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 105.3539 | 107.6315 | 0.254% | +2.162% | +0.00549% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $5.57bn | $17.60bn | 105.6948 | 106.4123 | 0.249% | +0.679% | +0.00169% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 108.9035 | 109.1046 | 0.249% | +0.185% | +0.00046% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 131.0296 | 129.2802 | 0.246% | -1.335% | -0.00328% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 147.2191 | 147.2252 | 0.242% | +0.004% | +0.00001% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 120.8473 | 122.5348 | 0.242% | +1.396% | +0.00338% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 128.4185 | 125.9198 | 0.239% | -1.946% | -0.00466% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 105.9269 | 104.9444 | 0.238% | +0.252% | +0.00060% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 108.3353 | 108.5262 | 0.237% | +0.176% | +0.00042% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 124.3601 | 125.7107 | 0.233% | +1.086% | +0.00253% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 107.8896 | 108.0275 | 0.232% | +0.128% | +0.00030% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 155.4667 | 155.5238 | 0.231% | +0.037% | +0.00008% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | – | $15.17bn | 113.3605 | 113.6219 | 0.230% | +0.231% | +0.00053% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.79bn | $14.74bn | 115.3896 | 113.1213 | 0.227% | -1.966% | -0.00447% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $16.96bn | – | $958.1m | $16.00bn | 105.9915 | 103.7449 | 0.227% | -2.120% | -0.00481% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 122.4694 | 120.0442 | 0.224% | -1.980% | -0.00444% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 111.5197 | 113.7414 | 0.224% | +1.992% | +0.00446% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 119.3644 | 120.7701 | 0.224% | +1.178% | +0.00263% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 136.0965 | 136.6141 | 0.222% | +0.380% | +0.00085% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 120.3160 | 122.0129 | 0.221% | +1.410% | +0.00312% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 104.6762 | 104.7321 | 0.221% | +0.053% | +0.00012% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 104.5924 | 102.2630 | 0.218% | +0.044% | +0.00010% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 108.2121 | 108.9521 | 0.217% | +0.684% | +0.00149% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 104.3253 | 104.3648 | 0.215% | +0.038% | +0.00008% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 104.9086 | 104.9202 | 0.214% | +0.011% | +0.00002% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 104.7052 | 104.7276 | 0.213% | +0.021% | +0.00005% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 112.9061 | 114.9463 | 0.211% | +1.807% | +0.00382% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 109.2300 | 109.5255 | 0.211% | +0.271% | +0.00057% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 106.3934 | 104.2311 | 0.211% | +0.082% | +0.00017% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 111.7875 | 112.1550 | 0.209% | +0.329% | +0.00069% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 111.5783 | 113.3983 | 0.209% | +1.631% | +0.00341% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 104.5802 | 104.6338 | 0.209% | +0.051% | +0.00011% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 102.1062 | 102.1354 | 0.207% | +0.029% | +0.00006% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 109.8392 | 111.0841 | 0.206% | +1.133% | +0.00233% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.4138 | 105.6417 | 0.205% | +0.216% | +0.00044% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 106.5105 | 106.5438 | 0.203% | +0.031% | +0.00006% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 108.3622 | 106.2936 | 0.201% | +0.167% | +0.00034% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 106.7240 | 108.6291 | 0.200% | +1.785% | +0.00357% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 145.2979 | 145.0350 | 0.199% | -0.181% | -0.00036% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 136.7459 | 135.7038 | 0.199% | -0.762% | -0.00152% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 105.6871 | 106.2779 | 0.198% | +0.559% | +0.00111% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 146.3105 | 146.7738 | 0.198% | +0.317% | +0.00063% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 105.8750 | 106.0781 | 0.196% | +0.192% | +0.00038% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 108.2976 | 108.4457 | 0.193% | +0.137% | +0.00026% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 106.2997 | 106.3560 | 0.190% | +0.053% | +0.00010% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 106.5584 | 106.6230 | 0.189% | +0.061% | +0.00011% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 102.2079 | 102.2310 | 0.188% | +0.023% | +0.00004% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.7768 | 107.9474 | 0.183% | +0.158% | +0.00029% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 106.6318 | 106.7378 | 0.182% | +0.099% | +0.00018% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.22bn | 146.9738 | 146.0343 | 0.181% | -0.639% | -0.00116% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 109.6008 | 107.6367 | 0.179% | +0.147% | +0.00026% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 107.3263 | 107.4780 | 0.178% | +0.141% | +0.00025% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 102.0543 | 102.0571 | 0.177% | +0.003% | +0.00000% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.6182 | 108.7779 | 0.175% | +0.147% | +0.00026% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 152.0975 | 152.1960 | 0.173% | +0.065% | +0.00011% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 106.3253 | 106.4586 | 0.171% | +0.125% | +0.00021% |
| 912828EJ5 | 4.250% | Oct 15, 2010 | $13.00bn | – | $580.0m | $12.42bn | 102.0828 | 102.1187 | 0.170% | +0.035% | +0.00006% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.2614 | 107.4470 | 0.168% | +0.173% | +0.00029% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 127.1762 | 127.3256 | 0.168% | +0.117% | +0.00020% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $12.00bn | – | $3.4m | $12.00bn | 102.9812 | 105.3228 | 0.165% | +2.274% | +0.00376% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 108.7070 | 108.8463 | 0.165% | +0.128% | +0.00021% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 102.1199 | 102.1347 | 0.165% | +0.015% | +0.00002% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.4022 | 108.5605 | 0.163% | +0.146% | +0.00024% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 149.0825 | 149.1308 | 0.162% | +0.032% | +0.00005% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 131.7541 | 130.2962 | 0.162% | -1.107% | -0.00179% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 129.6488 | 128.2018 | 0.161% | -1.116% | -0.00179% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 145.9599 | 145.8322 | 0.158% | -0.088% | -0.00014% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 128.3988 | 126.9518 | 0.158% | -1.127% | -0.00178% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $1.98bn | $7.61bn | 154.9402 | 154.3016 | 0.158% | -0.412% | -0.00065% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 141.4704 | 139.7823 | 0.157% | -1.193% | -0.00187% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 155.1335 | 154.3488 | 0.155% | -0.506% | -0.00078% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $11.23bn | – | $234.7m | $11.00bn | 102.7178 | 103.5666 | 0.151% | +0.826% | +0.00125% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 108.9283 | 109.1070 | 0.151% | +0.164% | +0.00025% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 146.0662 | 146.4460 | 0.139% | +0.260% | +0.00036% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 145.9565 | 144.7677 | 0.137% | -0.815% | -0.00112% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 153.9378 | 153.9752 | 0.135% | +0.024% | +0.00003% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 152.4691 | 152.4752 | 0.134% | +0.004% | +0.00001% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 144.2385 | 144.7806 | 0.132% | +0.376% | +0.00050% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 151.8614 | 151.9293 | 0.125% | +0.045% | +0.00006% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 146.2123 | 145.0024 | 0.122% | -0.828% | -0.00101% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 143.2320 | 141.9704 | 0.115% | -0.881% | -0.00101% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 147.2806 | 146.1433 | 0.113% | -0.772% | -0.00087% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 166.6592 | 168.2625 | 0.106% | +0.962% | +0.00102% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 157.0605 | 157.0863 | 0.104% | +0.016% | +0.00002% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.1621 | 129.4887 | 0.102% | +0.253% | +0.00026% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 152.3210 | 152.0676 | 0.098% | -0.166% | -0.00016% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 155.1033 | 154.9307 | 0.097% | -0.111% | -0.00011% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 154.6715 | 154.1654 | 0.090% | -0.327% | -0.00030% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 145.3937 | 146.0737 | 0.071% | +0.468% | +0.00033% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 141.1148 | 141.8376 | 0.066% | +0.512% | +0.00034% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 145.1783 | 145.7632 | 0.051% | +0.403% | +0.00020% |
| Total | $6.92tn | 100.000% | +0.12159% | ||||||||
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.