Rebalance of October 29, 2010
US Treasury Aggregate constituents
Every one of the 272 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
- 272
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.080696%
- Market value
- $7.67tn
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 +0.080696% against a published month return of +0.080696%, a difference of 2.2e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795UJ8 | 0.000% | Nov 18, 2010 | $108.00bn | – | – | $108.00bn | 99.9823 | 99.9933 | 1.408% | +0.011% | +0.00016% |
| 912795UK5 | 0.000% | Dec 16, 2010 | $83.00bn | – | – | $83.00bn | 99.9722 | 99.9813 | 1.082% | +0.009% | +0.00010% |
| 912795W72 | 0.000% | Nov 12, 2010 | $81.00bn | – | – | $81.00bn | 99.9845 | 99.9957 | 1.056% | +0.011% | +0.00012% |
| 912795W80 | 0.000% | Nov 26, 2010 | $81.00bn | – | – | $81.00bn | 99.9762 | 99.9899 | 1.056% | +0.014% | +0.00014% |
| 912795W56 | 0.000% | Nov 4, 2010 | $80.00bn | – | – | $80.00bn | 99.9874 | 99.9982 | 1.043% | +0.011% | +0.00011% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 110.0567 | 109.8621 | 0.961% | -0.177% | -0.00170% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $4.04bn | $67.00bn | 108.9310 | 108.7779 | 0.951% | -0.141% | -0.00134% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $2.22bn | $66.00bn | 109.8220 | 109.3981 | 0.945% | -0.386% | -0.00365% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $4.53bn | $62.23bn | 110.3692 | 110.3621 | 0.895% | -0.006% | -0.00006% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $4.41bn | $60.00bn | 107.3991 | 107.4124 | 0.840% | +0.012% | +0.00010% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $2.68bn | $56.00bn | 104.0387 | 104.0829 | 0.760% | +0.042% | +0.00032% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $6.43bn | $50.93bn | 113.0727 | 113.2011 | 0.751% | +0.114% | +0.00085% |
| 912795W98 | 0.000% | Dec 2, 2010 | $57.00bn | – | – | $57.00bn | 99.9772 | 99.9887 | 0.743% | +0.011% | +0.00008% |
| 912795X30 | 0.000% | Dec 9, 2010 | $57.00bn | – | – | $57.00bn | 99.9728 | 99.9863 | 0.743% | +0.014% | +0.00010% |
| 912795X55 | 0.000% | Dec 30, 2010 | $57.00bn | – | – | $57.00bn | 99.9596 | 99.9759 | 0.743% | +0.016% | +0.00012% |
| 912795X48 | 0.000% | Dec 23, 2010 | $56.00bn | – | – | $56.00bn | 99.9673 | 99.9771 | 0.730% | +0.010% | +0.00007% |
| 912795UX7 | 0.000% | Jan 13, 2011 | $56.00bn | – | – | $56.00bn | 99.9621 | 99.9747 | 0.730% | +0.013% | +0.00009% |
| 912795V40 | 0.000% | Feb 10, 2011 | $56.00bn | – | – | $56.00bn | 99.9446 | 99.9596 | 0.730% | +0.015% | +0.00011% |
| 912795V99 | 0.000% | Mar 10, 2011 | $56.00bn | – | – | $56.00bn | 99.9150 | 99.9487 | 0.729% | +0.034% | +0.00025% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $2.90bn | $42.00bn | 117.2469 | 111.6678 | 0.642% | -4.758% | -0.03055% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $1.47bn | $42.00bn | 113.7775 | 108.2711 | 0.623% | -4.840% | -0.03015% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.59bn | $41.98bn | 113.6838 | 108.2398 | 0.622% | -4.789% | -0.02979% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $46.66bn | – | $1.66bn | $45.00bn | 101.2103 | 100.5876 | 0.594% | -0.615% | -0.00365% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 101.4185 | 101.0340 | 0.582% | +0.114% | +0.00066% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 101.2310 | 100.7840 | 0.581% | +0.052% | +0.00030% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $1.29bn | $41.61bn | 106.9524 | 106.5069 | 0.580% | +0.752% | +0.00436% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 101.0965 | 101.1807 | 0.580% | +0.083% | +0.00048% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.0340 | 101.0879 | 0.580% | +0.053% | +0.00031% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.8974 | 100.9711 | 0.579% | +0.073% | +0.00042% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.8249 | 100.9311 | 0.578% | +0.105% | +0.00061% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.8145 | 100.8468 | 0.578% | +0.032% | +0.00019% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $1.57bn | $41.85bn | 105.9444 | 106.7510 | 0.578% | +0.761% | +0.00440% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.26bn | $42.00bn | 105.1516 | 105.8629 | 0.576% | +0.676% | +0.00389% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.33bn | $41.70bn | 105.5471 | 106.3443 | 0.574% | +0.755% | +0.00433% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $3.59bn | $37.84bn | 114.9185 | 109.4226 | 0.567% | -4.782% | -0.02711% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.6902 | 100.7754 | 0.564% | +0.085% | +0.00048% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $3.14bn | $40.10bn | 107.1321 | 107.8533 | 0.560% | +0.673% | +0.00377% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $2.15bn | $40.54bn | 105.2228 | 106.0061 | 0.556% | +0.744% | +0.00414% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.8770 | 101.0031 | 0.552% | +0.125% | +0.00069% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.7935 | 100.8465 | 0.552% | +0.053% | +0.00029% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.7731 | 100.8275 | 0.552% | +0.054% | +0.00030% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $2.63bn | $39.38bn | 106.4314 | 105.9753 | 0.546% | +0.687% | +0.00376% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $910.2m | $39.96bn | 104.8704 | 105.6754 | 0.546% | +0.768% | +0.00419% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.86bn | $38.85bn | 105.4753 | 106.2088 | 0.534% | +0.695% | +0.00372% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $5.10bn | $39.87bn | 102.3944 | 102.6664 | 0.532% | +0.266% | +0.00141% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $3.78bn | $39.14bn | 103.7768 | 103.3317 | 0.530% | +0.414% | +0.00219% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.9406 | 101.0041 | 0.526% | +0.063% | +0.00033% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.96bn | $38.22bn | 105.6096 | 106.3755 | 0.526% | +0.725% | +0.00382% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.5329 | 100.6793 | 0.524% | +0.146% | +0.00076% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $2.30bn | $39.26bn | 102.2289 | 102.5635 | 0.523% | +0.327% | +0.00171% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $5.22bn | $39.27bn | 102.1444 | 102.4789 | 0.523% | +0.328% | +0.00171% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $1.25bn | $39.23bn | 102.0608 | 102.4598 | 0.522% | +0.391% | +0.00204% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $305.0m | $39.00bn | 102.5099 | 102.0330 | 0.521% | +0.205% | +0.00107% |
| 912828JY7 | 0.875% | Jan 31, 2011 | $41.70bn | – | $2.23bn | $39.47bn | 100.3662 | 100.4086 | 0.516% | +0.042% | +0.00022% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $1.30bn | $38.92bn | 101.7070 | 101.9898 | 0.516% | +0.278% | +0.00143% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.3149 | 100.3582 | 0.509% | +0.043% | +0.00022% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.3562 | 100.3999 | 0.505% | +0.044% | +0.00022% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $1.74bn | $37.36bn | 103.4113 | 104.2255 | 0.504% | +0.787% | +0.00397% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.05bn | $35.93bn | 106.8173 | 107.5071 | 0.500% | +0.646% | +0.00323% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $3.91bn | $37.40bn | 102.5506 | 103.0102 | 0.500% | +0.448% | +0.00224% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.25bn | $38.00bn | 100.5428 | 100.6579 | 0.498% | +0.115% | +0.00057% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $1.24bn | $36.98bn | 102.5761 | 103.4110 | 0.494% | +0.814% | +0.00402% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.7412 | 100.3462 | 0.492% | +0.042% | +0.00021% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $5.38bn | $33.40bn | 111.4178 | 106.0571 | 0.485% | -4.811% | -0.02334% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | – | $37.13bn | 99.8448 | 100.0955 | 0.483% | +0.251% | +0.00121% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $905.9m | $37.00bn | 100.0009 | 100.0955 | 0.482% | +0.095% | +0.00046% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $257.8m | $35.95bn | 101.7070 | 102.2085 | 0.477% | +0.493% | +0.00235% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $6.25bn | $32.96bn | 110.8220 | 110.9293 | 0.476% | +0.097% | +0.00046% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | – | $36.10bn | 99.7534 | 100.5474 | 0.470% | +0.796% | +0.00374% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $881.4m | $36.00bn | 99.9820 | 100.7766 | 0.469% | +0.795% | +0.00373% |
| 912828JV3 | 0.875% | Dec 31, 2010 | $40.77bn | – | $4.96bn | $35.81bn | 100.3774 | 100.4198 | 0.469% | +0.042% | +0.00020% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $3.60bn | $34.49bn | 101.8733 | 102.0848 | 0.458% | +0.208% | +0.00095% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $406.9m | $34.60bn | 101.2432 | 101.7649 | 0.457% | +0.515% | +0.00235% |
| 912828JS0 | 1.250% | Nov 30, 2010 | $38.52bn | – | $3.90bn | $34.62bn | 100.6076 | 100.6197 | 0.454% | +0.012% | +0.00005% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $1.40bn | $31.29bn | 109.4327 | 108.4149 | 0.446% | +0.498% | +0.00222% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $1.88bn | $31.07bn | 109.8838 | 110.5014 | 0.445% | +0.562% | +0.00250% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $1.26bn | $31.26bn | 108.8077 | 109.3835 | 0.443% | +0.529% | +0.00235% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.44bn | $31.63bn | 107.0384 | 107.6970 | 0.441% | +0.615% | +0.00272% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.7316 | 100.7744 | 0.440% | +0.043% | +0.00019% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $1.13bn | $30.63bn | 109.7452 | 108.8836 | 0.438% | +0.639% | +0.00280% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $2.65bn | $33.38bn | 100.4083 | 100.9402 | 0.437% | +0.530% | +0.00232% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 102.1444 | 102.2602 | 0.437% | +0.113% | +0.00050% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $1.79bn | $31.18bn | 107.0804 | 107.7509 | 0.435% | +0.626% | +0.00272% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.89bn | $31.83bn | 102.7235 | 102.9022 | 0.426% | +0.174% | +0.00074% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $9.41bn | $21.24bn | 153.7717 | 153.0082 | 0.426% | -0.497% | -0.00211% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $8.20bn | $28.60bn | 114.1671 | 114.3166 | 0.426% | +0.131% | +0.00056% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $3.19bn | $29.90bn | 108.9464 | 109.5357 | 0.425% | +0.541% | +0.00230% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $1.22bn | $30.46bn | 106.6117 | 107.1259 | 0.423% | +0.482% | +0.00204% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.83bn | $24.17bn | 133.9861 | 138.6736 | 0.422% | +3.498% | +0.01477% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $5.53bn | $28.68bn | 112.8546 | 113.6291 | 0.422% | +0.686% | +0.00290% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $1.28bn | $32.08bn | 100.2831 | 100.8474 | 0.419% | +0.563% | +0.00236% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $3.37bn | $29.42bn | 107.7257 | 108.2951 | 0.413% | +0.529% | +0.00218% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $974.5m | $29.89bn | 104.6943 | 105.1236 | 0.408% | +0.410% | +0.00167% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 112.6678 | 113.2446 | 0.406% | +0.512% | +0.00208% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.57bn | $27.95bn | 110.9178 | 111.4321 | 0.404% | +0.464% | +0.00187% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.16bn | $16.34bn | 187.2879 | 192.2179 | 0.399% | +4.005% | +0.01598% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $1.16bn | $28.35bn | 107.7582 | 108.5137 | 0.398% | +0.701% | +0.00279% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.18bn | $29.03bn | 104.4096 | 104.1302 | 0.395% | +0.630% | +0.00249% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.07bn | $26.40bn | 114.6990 | 115.6508 | 0.395% | +0.830% | +0.00328% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $30.10bn | – | $1.10bn | $29.00bn | 103.7449 | 98.4463 | 0.392% | -5.107% | -0.02003% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $952.3m | $29.00bn | 103.5876 | 104.0065 | 0.392% | +0.404% | +0.00158% |
| 912795X71 | 0.000% | Jan 6, 2011 | $30.00bn | – | – | $30.00bn | 99.9646 | 99.9789 | 0.391% | +0.014% | +0.00006% |
| 912795X89 | 0.000% | Jan 20, 2011 | $30.00bn | – | – | $30.00bn | 99.9596 | 99.9723 | 0.391% | +0.013% | +0.00005% |
| 912795X97 | 0.000% | Jan 27, 2011 | $30.00bn | – | – | $30.00bn | 99.9570 | 99.9700 | 0.391% | +0.013% | +0.00005% |
| 912795Y21 | 0.000% | Feb 3, 2011 | $30.00bn | – | – | $30.00bn | 99.9510 | 99.9650 | 0.391% | +0.014% | +0.00005% |
| 9127952B6 | 0.000% | Feb 17, 2011 | $30.00bn | – | – | $30.00bn | 99.9417 | 99.9568 | 0.391% | +0.015% | +0.00006% |
| 9127952C4 | 0.000% | Feb 24, 2011 | $30.00bn | – | – | $30.00bn | 99.9387 | 99.9541 | 0.391% | +0.015% | +0.00006% |
| 9127952D2 | 0.000% | Mar 3, 2011 | $30.00bn | – | – | $30.00bn | 99.9273 | 99.9514 | 0.391% | +0.024% | +0.00009% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | – | $29.91bn | 99.6927 | 100.0711 | 0.389% | +0.380% | +0.00148% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.03bn | $28.18bn | 105.7561 | 106.4155 | 0.389% | +0.623% | +0.00242% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $8.08bn | $26.00bn | 114.3074 | 114.4776 | 0.387% | +0.149% | +0.00058% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.3179 | 102.5068 | 0.386% | +0.185% | +0.00071% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $710.0m | $29.00bn | 100.0043 | 100.3836 | 0.378% | +0.379% | +0.00143% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $7.51bn | $28.11bn | 103.1611 | 103.8101 | 0.378% | +0.629% | +0.00238% |
| 9127952G5 | 0.000% | Mar 17, 2011 | $29.00bn | – | – | $29.00bn | 99.9113 | 99.9459 | 0.378% | +0.035% | +0.00013% |
| 9127952H3 | 0.000% | Mar 24, 2011 | $29.00bn | – | – | $29.00bn | 99.9125 | 99.9432 | 0.378% | +0.031% | +0.00012% |
| 9127952J9 | 0.000% | Mar 31, 2011 | $29.00bn | – | – | $29.00bn | 99.9039 | 99.9363 | 0.378% | +0.032% | +0.00012% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.26bn | $25.81bn | 111.2609 | 111.9416 | 0.374% | +0.612% | +0.00229% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $2.35bn | $26.49bn | 108.0382 | 108.8263 | 0.373% | +0.730% | +0.00272% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.31bn | $27.73bn | 102.7853 | 103.4117 | 0.372% | +0.609% | +0.00226% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.2697 | 101.3645 | 0.369% | +0.094% | +0.00034% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.6131 | 101.7289 | 0.366% | +0.114% | +0.00042% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.21bn | $24.08bn | 115.8254 | 116.5068 | 0.364% | +0.588% | +0.00214% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $10.19bn | $24.28bn | 114.8081 | 115.5931 | 0.363% | +0.684% | +0.00249% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 103.1470 | 103.2433 | 0.361% | +0.093% | +0.00034% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 115.4497 | 110.2038 | 0.358% | -4.544% | -0.01627% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.3632 | 101.3960 | 0.349% | +0.032% | +0.00011% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 129.5254 | 130.2388 | 0.348% | +0.551% | +0.00192% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.51bn | $22.96bn | 114.8865 | 115.5258 | 0.344% | +0.556% | +0.00191% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $26.00bn | – | – | $26.00bn | 99.9055 | 99.9333 | 0.339% | +0.028% | +0.00009% |
| 912795VE8 | 0.000% | May 5, 2011 | $26.00bn | – | – | $26.00bn | 99.8915 | 99.9112 | 0.339% | +0.020% | +0.00007% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 102.2287 | 101.6580 | 0.336% | +0.114% | +0.00038% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 127.0421 | 128.5980 | 0.336% | +1.225% | +0.00411% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $3.32bn | $24.50bn | 104.7034 | 105.2790 | 0.334% | +0.550% | +0.00184% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 104.8261 | 104.8410 | 0.334% | +0.014% | +0.00005% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 183.0025 | 187.4669 | 0.333% | +3.775% | +0.01256% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $6.79bn | $24.48bn | 103.5136 | 104.1610 | 0.330% | +0.625% | +0.00207% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $5.72bn | $22.98bn | 109.8913 | 110.6651 | 0.329% | +0.704% | +0.00232% |
| 912795W64 | 0.000% | Jun 2, 2011 | $25.00bn | – | – | $25.00bn | 99.8639 | 99.8980 | 0.325% | +0.034% | +0.00011% |
| 912795X22 | 0.000% | Jun 30, 2011 | $25.00bn | – | – | $25.00bn | 99.8407 | 99.8712 | 0.325% | +0.031% | +0.00010% |
| 912795X63 | 0.000% | Jul 28, 2011 | $25.00bn | – | – | $25.00bn | 99.8077 | 99.8489 | 0.325% | +0.041% | +0.00013% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 126.5912 | 127.8452 | 0.325% | +0.991% | +0.00322% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $25.00bn | – | – | $25.00bn | 99.7807 | 99.8250 | 0.325% | +0.044% | +0.00014% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $25.00bn | – | – | $25.00bn | 99.7521 | 99.8087 | 0.325% | +0.057% | +0.00018% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.5920 | 101.7098 | 0.323% | +0.116% | +0.00037% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.22bn | $21.00bn | 117.6372 | 118.5476 | 0.322% | +0.774% | +0.00249% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 107.2898 | 107.8997 | 0.321% | +0.568% | +0.00182% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.07bn | $21.65bn | 113.1990 | 113.9008 | 0.319% | +0.620% | +0.00198% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 102.2548 | 102.3709 | 0.319% | +0.114% | +0.00036% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $6.83bn | $20.84bn | 117.2303 | 117.3696 | 0.319% | +0.119% | +0.00038% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.80bn | $17.85bn | 136.1420 | 134.9185 | 0.317% | -0.899% | -0.00285% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 106.8414 | 106.9708 | 0.312% | +0.121% | +0.00038% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 125.5813 | 127.2890 | 0.310% | +1.360% | +0.00422% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 107.4551 | 108.0352 | 0.308% | +0.540% | +0.00166% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 97.0408 | 92.0856 | 0.305% | -5.106% | -0.01557% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.67bn | $19.63bn | 119.1532 | 119.8553 | 0.305% | +0.589% | +0.00180% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $1.80bn | $20.04bn | 116.4810 | 117.4538 | 0.304% | +0.835% | +0.00254% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 122.4174 | 124.3865 | 0.301% | +1.608% | +0.00484% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $22.11bn | – | $191.6m | $21.92bn | 105.3228 | 107.7634 | 0.301% | +2.317% | +0.00697% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $5.74bn | $19.76bn | 116.5435 | 110.9851 | 0.300% | -4.769% | -0.01432% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $3.67bn | $21.39bn | 107.4321 | 106.6326 | 0.300% | +0.536% | +0.00161% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $11.79bn | $21.92bn | 103.7543 | 104.4149 | 0.297% | +0.637% | +0.00189% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $5.83bn | $16.18bn | 140.2510 | 137.0482 | 0.296% | -2.284% | -0.00676% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 102.4198 | 102.4660 | 0.291% | +0.045% | +0.00013% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $7.83bn | $19.96bn | 110.1963 | 111.0326 | 0.287% | +0.759% | +0.00218% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 119.2317 | 119.5693 | 0.283% | +0.283% | +0.00080% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.51bn | $19.63bn | 108.4779 | 108.9810 | 0.278% | +0.464% | +0.00129% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $4.52bn | $17.67bn | 118.0282 | 118.6678 | 0.272% | +0.542% | +0.00147% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 122.8952 | 125.2519 | 0.271% | +1.918% | +0.00520% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $5.34bn | $19.80bn | 104.7565 | 105.5838 | 0.270% | +0.790% | +0.00214% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.01bn | $16.99bn | 121.6348 | 126.1471 | 0.269% | +3.710% | +0.00999% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $6.38bn | $16.92bn | 121.5608 | 122.3988 | 0.268% | +0.689% | +0.00185% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 122.3000 | 124.4699 | 0.268% | +1.774% | +0.00475% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $8.33bn | $17.25bn | 118.5122 | 118.9538 | 0.267% | +0.373% | +0.00099% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $2.83bn | $14.21bn | 143.7357 | 139.6372 | 0.266% | -2.851% | -0.00759% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 108.4124 | 108.9467 | 0.263% | +0.493% | +0.00130% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 120.9139 | 123.1223 | 0.263% | +1.826% | +0.00480% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 107.9640 | 106.8524 | 0.258% | +0.418% | +0.00108% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.4141 | 111.3476 | 0.253% | +0.212% | +0.00054% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 119.2476 | 119.9708 | 0.253% | +0.606% | +0.00153% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 107.6315 | 109.9477 | 0.253% | +2.152% | +0.00544% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $9.41bn | $17.49bn | 110.4672 | 111.2737 | 0.252% | +0.730% | +0.00184% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 109.0200 | 109.5039 | 0.248% | +0.444% | +0.00110% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $9.12bn | $17.78bn | 107.0673 | 106.6010 | 0.248% | +0.790% | +0.00196% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $4.83bn | $13.99bn | 133.7697 | 134.6929 | 0.244% | +0.690% | +0.00168% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 109.1046 | 109.3478 | 0.243% | +0.223% | +0.00054% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.30bn | $14.95bn | 122.5348 | 124.7812 | 0.239% | +1.833% | +0.00438% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $6.03bn | $17.14bn | 106.4123 | 107.1996 | 0.238% | +0.740% | +0.00176% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.40bn | $14.03bn | 129.2802 | 125.2330 | 0.236% | -3.131% | -0.00740% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $6.63bn | $12.31bn | 147.2252 | 147.2846 | 0.236% | +0.040% | +0.00010% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 108.5262 | 108.8838 | 0.232% | +0.330% | +0.00076% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.9444 | 105.3448 | 0.229% | +0.382% | +0.00087% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.51bn | $13.97bn | 125.7107 | 130.4984 | 0.229% | +3.809% | +0.00872% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 125.9198 | 120.0910 | 0.229% | -4.629% | -0.01059% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 108.0275 | 108.2086 | 0.227% | +0.168% | +0.00038% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $5.97bn | $11.08bn | 155.5238 | 155.1984 | 0.225% | -0.209% | -0.00047% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $171.4m | $15.00bn | 113.6219 | 118.4730 | 0.222% | +4.269% | +0.00949% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $210.3m | $13.94bn | 120.7701 | 125.6629 | 0.219% | +4.051% | +0.00889% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 122.0129 | 124.3563 | 0.219% | +1.921% | +0.00420% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $452.0m | $14.74bn | 113.7414 | 116.1049 | 0.219% | +2.078% | +0.00454% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $6.57bn | $12.21bn | 136.6141 | 137.4959 | 0.217% | +0.645% | +0.00140% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.88bn | $14.64bn | 113.1213 | 107.7086 | 0.216% | -4.785% | -0.01033% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 104.7321 | 104.7700 | 0.215% | +0.036% | +0.00008% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 120.0442 | 114.4443 | 0.214% | -4.665% | -0.00998% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 108.9521 | 109.5989 | 0.213% | +1.185% | +0.00252% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 104.3648 | 104.4171 | 0.209% | +0.050% | +0.00010% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 104.9202 | 104.9769 | 0.209% | +0.054% | +0.00011% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 104.7276 | 102.3260 | 0.207% | +0.034% | +0.00007% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 102.2630 | 102.2926 | 0.207% | +0.029% | +0.00006% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 113.3983 | 115.5537 | 0.207% | +1.901% | +0.00393% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 109.5255 | 109.9871 | 0.206% | +0.421% | +0.00087% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.01bn | $13.74bn | 114.9463 | 117.1618 | 0.206% | +1.927% | +0.00397% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.1550 | 111.6522 | 0.205% | +0.510% | +0.00104% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 104.6338 | 104.7007 | 0.204% | +0.064% | +0.00013% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 111.0841 | 115.5597 | 0.203% | +4.029% | +0.00817% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 104.2311 | 104.3019 | 0.202% | +0.068% | +0.00014% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 102.1354 | 102.2082 | 0.201% | +0.071% | +0.00014% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.6417 | 106.0335 | 0.200% | +0.371% | +0.00074% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 108.6291 | 110.6997 | 0.198% | +1.906% | +0.00378% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 106.5438 | 106.6209 | 0.198% | +0.072% | +0.00014% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 106.2779 | 106.8023 | 0.194% | +0.797% | +0.00155% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.52bn | $10.25bn | 145.0350 | 143.9789 | 0.194% | -0.728% | -0.00141% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $5.45bn | $10.11bn | 146.7738 | 147.5421 | 0.193% | +0.523% | +0.00101% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 135.7038 | 133.1155 | 0.192% | -1.907% | -0.00367% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 106.2936 | 106.3956 | 0.192% | +0.096% | +0.00018% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 106.0781 | 106.4453 | 0.191% | +0.346% | +0.00066% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 108.4457 | 106.3562 | 0.189% | +0.148% | +0.00028% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 106.3560 | 106.4559 | 0.185% | +0.094% | +0.00017% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 106.6230 | 104.3878 | 0.184% | +0.073% | +0.00013% |
| 912828EM8 | 4.500% | Nov 15, 2010 | $15.96bn | – | $2.20bn | $13.76bn | 102.2310 | 102.2351 | 0.183% | +0.004% | +0.00001% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 107.9474 | 108.3152 | 0.178% | +0.341% | +0.00061% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 106.7378 | 106.7942 | 0.178% | +0.053% | +0.00009% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $1.97bn | $9.21bn | 146.0343 | 143.7385 | 0.175% | -1.572% | -0.00276% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 107.4780 | 107.7638 | 0.174% | +0.266% | +0.00046% |
| 912828ES5 | 4.250% | Jan 15, 2011 | $13.00bn | – | $50.0m | $12.95bn | 102.0571 | 102.1026 | 0.172% | +0.045% | +0.00008% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 107.6367 | 107.8736 | 0.171% | +0.220% | +0.00038% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 108.7779 | 107.1045 | 0.171% | +0.243% | +0.00041% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.57bn | $8.51bn | 152.1960 | 152.3186 | 0.169% | +0.081% | +0.00014% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 106.4586 | 106.5734 | 0.167% | +0.108% | +0.00018% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.4470 | 107.6440 | 0.164% | +0.183% | +0.00030% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 127.3256 | 127.5968 | 0.164% | +0.213% | +0.00035% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 108.8463 | 108.9986 | 0.161% | +0.140% | +0.00023% |
| 912828EQ9 | 4.375% | Dec 15, 2010 | $13.00bn | – | $960.0m | $12.04bn | 102.1347 | 102.1615 | 0.160% | +0.026% | +0.00004% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.5605 | 108.7313 | 0.159% | +0.157% | +0.00025% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.93bn | $8.14bn | 149.1308 | 148.5442 | 0.158% | -0.393% | -0.00062% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $2.58bn | $9.19bn | 130.2962 | 126.9470 | 0.156% | -2.570% | -0.00401% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.69bn | $9.26bn | 128.2018 | 124.8315 | 0.155% | -2.629% | -0.00407% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 145.8322 | 144.9742 | 0.154% | -0.588% | -0.00091% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.01bn | $7.58bn | 154.3016 | 152.4022 | 0.153% | -1.231% | -0.00188% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.16bn | $9.19bn | 126.9518 | 123.4565 | 0.152% | -2.753% | -0.00419% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $2.91bn | $8.27bn | 139.7823 | 136.0170 | 0.151% | -2.694% | -0.00406% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 154.3488 | 152.3349 | 0.150% | -1.305% | -0.00196% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $11.23bn | – | $234.7m | $11.00bn | 103.5666 | 104.8542 | 0.149% | +1.486% | +0.00221% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 109.1070 | 109.2677 | 0.147% | +0.147% | +0.00022% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $3.84bn | $7.13bn | 146.4460 | 147.0374 | 0.136% | +0.404% | +0.00055% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 144.7677 | 141.7215 | 0.133% | -2.104% | -0.00279% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $3.52bn | $6.54bn | 153.9752 | 153.3471 | 0.131% | -0.408% | -0.00054% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $2.95bn | $6.55bn | 152.4752 | 151.8159 | 0.130% | -0.432% | -0.00056% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.68bn | $6.84bn | 144.7806 | 145.6345 | 0.129% | +0.590% | +0.00076% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $3.31bn | $6.16bn | 151.9293 | 151.7079 | 0.122% | -0.146% | -0.00018% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.29bn | $6.23bn | 145.0024 | 141.9042 | 0.118% | -2.137% | -0.00252% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.21bn | $5.98bn | 141.9704 | 138.8200 | 0.111% | -2.219% | -0.00246% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 146.1433 | 143.1807 | 0.109% | -2.027% | -0.00222% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 168.2625 | 173.4987 | 0.104% | +4.344% | +0.00451% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $2.65bn | $4.93bn | 157.0863 | 156.7921 | 0.101% | -0.187% | -0.00019% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.4887 | 130.0555 | 0.100% | +0.438% | +0.00044% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.60bn | $4.82bn | 152.0676 | 151.0537 | 0.096% | -0.667% | -0.00064% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.51bn | $4.66bn | 154.9307 | 154.9701 | 0.094% | +0.025% | +0.00002% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.35bn | $4.36bn | 154.1654 | 154.2154 | 0.088% | +0.032% | +0.00003% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $1.91bn | $3.67bn | 146.0737 | 147.1556 | 0.070% | +0.741% | +0.00052% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $1.90bn | $3.52bn | 141.8376 | 142.8356 | 0.065% | +0.704% | +0.00046% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.41bn | $2.62bn | 145.7632 | 146.7833 | 0.050% | +0.700% | +0.00035% |
| Total | $7.11tn | 100.000% | +0.08070% | ||||||||
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.