Rebalance of January 31, 2011
US Treasury Aggregate constituents
Every one of the 278 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
- 278
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.185076%
- Market value
- $7.62tn
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 +0.185076% against a published month return of +0.185076%, a difference of 7.1e-9 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795V40 | 0.000% | Feb 10, 2011 | $110.00bn | – | – | $110.00bn | 99.9898 | 99.9961 | 1.444% | +0.006% | +0.00009% |
| 912795V99 | 0.000% | Mar 10, 2011 | $85.00bn | – | – | $85.00bn | 99.9751 | 99.9842 | 1.115% | +0.009% | +0.00010% |
| 912795Y21 | 0.000% | Feb 3, 2011 | $84.00bn | – | – | $84.00bn | 99.9915 | 99.9992 | 1.102% | +0.008% | +0.00008% |
| 9127952B6 | 0.000% | Feb 17, 2011 | $84.00bn | – | – | $84.00bn | 99.9853 | 99.9934 | 1.102% | +0.008% | +0.00009% |
| 9127952C4 | 0.000% | Feb 24, 2011 | $84.00bn | – | – | $84.00bn | 99.9832 | 99.9907 | 1.102% | +0.007% | +0.00008% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.59bn | $67.00bn | 105.0139 | 105.4558 | 0.924% | +0.421% | +0.00389% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $2.22bn | $66.00bn | 102.7550 | 103.0666 | 0.890% | +0.303% | +0.00270% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $5.58bn | $65.46bn | 102.4256 | 102.9147 | 0.880% | +0.478% | +0.00420% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $1.85bn | $66.00bn | 95.6620 | 95.7751 | 0.829% | +0.118% | +0.00098% |
| 9127952D2 | 0.000% | Mar 3, 2011 | $59.00bn | – | – | $59.00bn | 99.9793 | 99.9871 | 0.774% | +0.008% | +0.00006% |
| 9127952G5 | 0.000% | Mar 17, 2011 | $58.00bn | – | – | $58.00bn | 99.9768 | 99.9813 | 0.761% | +0.004% | +0.00003% |
| 9127952H3 | 0.000% | Mar 24, 2011 | $58.00bn | – | – | $58.00bn | 99.9746 | 99.9783 | 0.761% | +0.004% | +0.00003% |
| 9127952J9 | 0.000% | Mar 31, 2011 | $58.00bn | – | – | $58.00bn | 99.9675 | 99.9771 | 0.761% | +0.010% | +0.00007% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $11.99bn | $54.76bn | 105.7014 | 106.2371 | 0.760% | +0.507% | +0.00385% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $8.75bn | $55.66bn | 101.3605 | 101.8608 | 0.741% | +0.494% | +0.00366% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $55.00bn | – | – | $55.00bn | 99.9623 | 99.9725 | 0.722% | +0.010% | +0.00007% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $4.43bn | $54.25bn | 99.6162 | 100.1454 | 0.709% | +0.531% | +0.00377% |
| 912795VE8 | 0.000% | May 5, 2011 | $54.00bn | – | – | $54.00bn | 99.9479 | 99.9608 | 0.708% | +0.013% | +0.00009% |
| 912795W64 | 0.000% | Jun 2, 2011 | $53.00bn | – | – | $53.00bn | 99.9320 | 99.9458 | 0.695% | +0.014% | +0.00010% |
| 912795X22 | 0.000% | Jun 30, 2011 | $53.00bn | – | – | $53.00bn | 99.9045 | 99.9333 | 0.695% | +0.029% | +0.00020% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $8.14bn | $49.22bn | 106.7263 | 107.3080 | 0.690% | +0.545% | +0.00376% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.0422 | 101.1219 | 0.584% | +0.079% | +0.00046% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.9893 | 101.1007 | 0.583% | +0.110% | +0.00064% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.9334 | 100.5962 | 0.583% | +0.099% | +0.00058% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.8959 | 100.9972 | 0.583% | +0.100% | +0.00059% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $3.08bn | $41.82bn | 106.0533 | 103.6053 | 0.582% | -2.308% | -0.01344% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.7705 | 100.8194 | 0.582% | +0.048% | +0.00028% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.6645 | 100.7759 | 0.581% | +0.111% | +0.00064% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.5076 | 100.5361 | 0.580% | +0.028% | +0.00016% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.7922 | 100.8719 | 0.569% | +0.079% | +0.00045% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $1.33bn | $41.70bn | 103.8201 | 104.6666 | 0.568% | +0.815% | +0.00463% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.49bn | $40.93bn | 104.1212 | 104.9141 | 0.559% | +0.762% | +0.00426% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $45.95bn | – | $949.0m | $45.00bn | 94.5428 | 94.6281 | 0.558% | +0.090% | +0.00050% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.89bn | $41.37bn | 102.6047 | 103.3365 | 0.557% | +0.713% | +0.00397% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.8927 | 100.4090 | 0.556% | +0.016% | +0.00009% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.8141 | 100.8942 | 0.556% | +0.079% | +0.00044% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.5388 | 100.6611 | 0.554% | +0.122% | +0.00067% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $1.55bn | $41.92bn | 100.5922 | 98.1927 | 0.554% | -2.385% | -0.01320% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $2.93bn | $41.64bn | 100.6547 | 98.2864 | 0.550% | -2.353% | -0.01294% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $2.81bn | $40.09bn | 103.7545 | 104.5798 | 0.546% | +0.795% | +0.00434% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.89bn | $38.82bn | 104.1511 | 104.8403 | 0.531% | +0.662% | +0.00351% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $5.21bn | $39.76bn | 101.6549 | 101.8588 | 0.531% | +0.201% | +0.00106% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $4.50bn | $38.74bn | 104.2405 | 105.0133 | 0.530% | +0.741% | +0.00393% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.4781 | 100.4744 | 0.528% | -0.004% | -0.00002% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $3.35bn | $38.66bn | 103.8886 | 104.5789 | 0.527% | +0.664% | +0.00350% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.2864 | 100.4302 | 0.526% | +0.143% | +0.00075% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $2.45bn | $39.10bn | 102.1427 | 101.6583 | 0.524% | +0.199% | +0.00104% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $2.31bn | $37.86bn | 104.3826 | 105.1041 | 0.519% | +0.691% | +0.00359% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.56bn | $38.12bn | 103.5476 | 103.2562 | 0.518% | +0.805% | +0.00417% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $596.0m | $38.71bn | 101.7397 | 101.9742 | 0.517% | +0.231% | +0.00119% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $6.03bn | $38.46bn | 101.9956 | 102.2602 | 0.515% | +0.259% | +0.00134% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.21bn | $42.00bn | 93.1410 | 90.8213 | 0.513% | -2.490% | -0.01279% |
| 912828KH2 | 0.875% | Mar 31, 2011 | $41.90bn | – | $2.98bn | $38.92bn | 100.4159 | 100.4231 | 0.513% | +0.007% | +0.00004% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $1.55bn | $38.67bn | 101.0587 | 101.2734 | 0.513% | +0.212% | +0.00109% |
| 912828KE9 | 0.875% | Feb 28, 2011 | $42.14bn | – | $3.56bn | $38.59bn | 100.4271 | 100.4035 | 0.509% | -0.024% | -0.00012% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.04bn | $37.43bn | 101.8553 | 102.1530 | 0.500% | +0.292% | +0.00146% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.73bn | 100.5149 | 100.3767 | 0.498% | +0.173% | +0.00086% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.4047 | 100.3810 | 0.494% | -0.024% | -0.00012% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $5.45bn | $35.99bn | 103.9117 | 101.5476 | 0.491% | -2.275% | -0.01117% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | – | $36.75bn | 100.4864 | 101.3441 | 0.485% | +0.854% | +0.00414% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | – | $36.75bn | 100.0364 | 100.2427 | 0.483% | +0.206% | +0.00100% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $5.58bn | $34.39bn | 105.6440 | 105.0073 | 0.477% | +0.640% | +0.00305% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 99.8479 | 100.0027 | 0.472% | +0.155% | +0.00073% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $5.95bn | $35.36bn | 101.5924 | 101.9213 | 0.472% | +0.324% | +0.00153% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $8.13bn | $34.80bn | 102.6659 | 102.9928 | 0.469% | +0.318% | +0.00149% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 99.9107 | 100.0970 | 0.464% | +0.186% | +0.00087% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $6.38bn | $34.49bn | 101.7297 | 102.5865 | 0.461% | +0.842% | +0.00388% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $1.38bn | $35.00bn | 99.8905 | 100.1178 | 0.459% | +0.228% | +0.00104% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $717.5m | $35.00bn | 99.7225 | 99.9088 | 0.458% | +0.187% | +0.00086% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.69bn | 101.8241 | 102.0592 | 0.450% | +0.231% | +0.00104% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $2.18bn | $34.70bn | 97.6191 | 98.4380 | 0.445% | +0.839% | +0.00373% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.3942 | 100.3702 | 0.441% | -0.024% | -0.00011% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $1.34bn | $34.38bn | 96.9397 | 97.7899 | 0.437% | +0.877% | +0.00384% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.4986 | 101.6400 | 0.437% | +0.139% | +0.00061% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.53bn | $31.55bn | 104.6155 | 105.2633 | 0.433% | +0.619% | +0.00268% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $2.27bn | $33.83bn | 97.2950 | 98.1446 | 0.432% | +0.873% | +0.00377% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $2.80bn | $33.58bn | 97.2534 | 98.0817 | 0.429% | +0.852% | +0.00365% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.99bn | $31.72bn | 102.7018 | 102.9022 | 0.428% | +0.195% | +0.00083% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $3.54bn | $32.49bn | 100.0374 | 100.3465 | 0.427% | +0.309% | +0.00132% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $9.11bn | $30.09bn | 106.4035 | 107.0856 | 0.420% | +0.641% | +0.00269% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $1.32bn | $31.06bn | 103.0694 | 103.0843 | 0.420% | +0.623% | +0.00262% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $4.95bn | $31.26bn | 100.8400 | 101.1484 | 0.414% | +0.306% | +0.00127% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $7.23bn | $31.55bn | 98.6065 | 96.3220 | 0.408% | -2.317% | -0.00946% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $8.25bn | $30.85bn | 100.3593 | 101.1970 | 0.406% | +0.835% | +0.00339% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $6.46bn | $27.75bn | 111.0326 | 112.0041 | 0.404% | +0.875% | +0.00354% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $4.42bn | $23.58bn | 130.1563 | 127.9602 | 0.403% | -0.628% | -0.00253% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | – | $30.45bn | 100.1478 | 100.8993 | 0.400% | +0.750% | +0.00300% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $2.69bn | $29.07bn | 104.7712 | 105.6466 | 0.400% | +0.835% | +0.00334% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.9503 | 110.4470 | 0.399% | +0.452% | +0.00180% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $3.65bn | $28.87bn | 105.1685 | 104.5086 | 0.399% | +0.858% | +0.00342% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $4.97bn | $30.04bn | 100.9361 | 100.7345 | 0.398% | +0.296% | +0.00118% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 110.4721 | 110.8696 | 0.394% | +0.360% | +0.00142% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $8.52bn | $29.70bn | 100.3668 | 100.3173 | 0.391% | +0.822% | +0.00322% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.21bn | $29.00bn | 102.5502 | 103.1379 | 0.390% | +0.573% | +0.00224% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.3261 | 101.6954 | 0.388% | +0.117% | +0.00045% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $9.93bn | $26.87bn | 109.7514 | 110.3166 | 0.387% | +0.515% | +0.00199% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.08bn | $28.13bn | 103.6164 | 104.2332 | 0.383% | +0.595% | +0.00228% |
| 9127952L4 | 0.000% | Apr 14, 2011 | $29.00bn | – | – | $29.00bn | 99.9596 | 99.9696 | 0.381% | +0.010% | +0.00004% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.36bn | $16.14bn | 179.0392 | 176.1926 | 0.379% | -1.590% | -0.00603% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.79bn | $25.68bn | 112.2846 | 113.2758 | 0.378% | +0.883% | +0.00334% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $3.90bn | $28.96bn | 98.7552 | 99.1077 | 0.375% | +0.357% | +0.00134% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $4.83bn | $28.53bn | 99.8842 | 100.1942 | 0.374% | +0.310% | +0.00116% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.33bn | $25.75bn | 110.4076 | 111.0353 | 0.373% | +0.569% | +0.00212% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.3071 | 100.8653 | 0.371% | +0.119% | +0.00044% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $29.62bn | – | $1.05bn | $28.57bn | 98.4815 | 96.0720 | 0.369% | -2.447% | -0.00903% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.6518 | 101.7602 | 0.369% | +0.107% | +0.00039% |
| 9127952M2 | 0.000% | Apr 21, 2011 | $28.00bn | – | – | $28.00bn | 99.9568 | 99.9689 | 0.367% | +0.012% | +0.00004% |
| 9127952N0 | 0.000% | Apr 28, 2011 | $28.00bn | – | – | $28.00bn | 99.9541 | 99.9638 | 0.367% | +0.010% | +0.00004% |
| 9127952Q3 | 0.000% | May 12, 2011 | $28.00bn | – | – | $28.00bn | 99.9487 | 99.9579 | 0.367% | +0.009% | +0.00003% |
| 9127952R1 | 0.000% | May 19, 2011 | $28.00bn | – | – | $28.00bn | 99.9382 | 99.9520 | 0.367% | +0.014% | +0.00005% |
| 9127952S9 | 0.000% | May 26, 2011 | $28.00bn | – | – | $28.00bn | 99.9351 | 99.9521 | 0.367% | +0.017% | +0.00006% |
| 9127952U4 | 0.000% | Jun 9, 2011 | $28.00bn | – | – | $28.00bn | 99.9244 | 99.9427 | 0.367% | +0.018% | +0.00007% |
| 9127952V2 | 0.000% | Jun 16, 2011 | $28.00bn | – | – | $28.00bn | 99.9165 | 99.9396 | 0.367% | +0.023% | +0.00008% |
| 9127952W0 | 0.000% | Jun 23, 2011 | $28.00bn | – | – | $28.00bn | 99.9033 | 99.9364 | 0.367% | +0.033% | +0.00012% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.31bn | $27.30bn | 102.3630 | 102.9087 | 0.367% | +0.533% | +0.00196% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $715.0m | $29.00bn | 95.9912 | 96.7352 | 0.365% | +0.775% | +0.00283% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $5.79bn | $27.17bn | 102.2256 | 103.1010 | 0.365% | +0.856% | +0.00312% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $624.5m | $28.97bn | 95.2690 | 95.9817 | 0.362% | +0.748% | +0.00271% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $1.19bn | $28.73bn | 95.6144 | 96.2950 | 0.361% | +0.712% | +0.00257% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.1916 | 102.3410 | 0.360% | +0.146% | +0.00053% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $5.00bn | $27.46bn | 99.2891 | 99.6614 | 0.358% | +0.375% | +0.00134% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $7.33bn | $25.76bn | 105.2232 | 106.0759 | 0.356% | +0.810% | +0.00288% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $3.56bn | $25.95bn | 104.4080 | 105.3345 | 0.356% | +0.887% | +0.00316% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.26bn | $24.04bn | 112.2992 | 113.0547 | 0.354% | +0.673% | +0.00238% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $3.16bn | $26.79bn | 99.6005 | 99.1628 | 0.350% | +0.753% | +0.00264% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.8087 | 100.8984 | 0.350% | +0.089% | +0.00031% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $7.50bn | $25.44bn | 104.6832 | 105.5685 | 0.350% | +0.846% | +0.00296% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $4.04bn | $26.00bn | 101.3874 | 101.8201 | 0.346% | +0.427% | +0.00148% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 130.8390 | 129.8880 | 0.346% | +0.668% | +0.00231% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $7.46bn | $25.33bn | 104.0672 | 104.9012 | 0.346% | +0.801% | +0.00277% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $3.31bn | $26.84bn | 97.3352 | 98.0769 | 0.343% | +0.762% | +0.00261% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $5.95bn | $26.33bn | 98.9536 | 99.2747 | 0.342% | +0.324% | +0.00111% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 128.1321 | 128.4820 | 0.341% | +1.197% | +0.00408% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $6.25bn | $25.43bn | 101.4131 | 102.1947 | 0.338% | +0.771% | +0.00261% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $8.02bn | $24.66bn | 104.0525 | 104.8966 | 0.337% | +0.811% | +0.00273% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.5834 | 101.6930 | 0.336% | +0.108% | +0.00036% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 104.8533 | 104.9035 | 0.336% | +0.048% | +0.00016% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $4.48bn | $24.37bn | 104.7859 | 105.6825 | 0.335% | +0.856% | +0.00287% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.52bn | $22.95bn | 111.0753 | 111.9157 | 0.335% | +0.757% | +0.00253% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $11.64bn | $22.83bn | 110.6209 | 111.6388 | 0.331% | +0.920% | +0.00305% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $10.73bn | $23.35bn | 107.9620 | 108.6162 | 0.331% | +0.606% | +0.00200% |
| 912795X63 | 0.000% | Jul 28, 2011 | $25.00bn | – | – | $25.00bn | 99.8839 | 99.9209 | 0.328% | +0.037% | +0.00012% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $25.00bn | – | – | $25.00bn | 99.8683 | 99.9027 | 0.328% | +0.034% | +0.00011% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $25.00bn | – | – | $25.00bn | 99.8307 | 99.8895 | 0.328% | +0.059% | +0.00019% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $495.0m | $19.51bn | 127.9436 | 128.0228 | 0.328% | +0.935% | +0.00306% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $7.02bn | $24.25bn | 102.8043 | 102.3798 | 0.327% | +0.438% | +0.00143% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.60bn | $23.79bn | 104.7554 | 102.6101 | 0.327% | -2.048% | -0.00670% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $5.83bn | $25.04bn | 99.5207 | 100.3147 | 0.327% | +0.798% | +0.00261% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.6678 | 101.7155 | 0.325% | +0.047% | +0.00015% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $13.36bn | $17.28bn | 142.3016 | 142.7550 | 0.323% | +0.319% | +0.00103% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 106.8781 | 107.2521 | 0.322% | +0.350% | +0.00113% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.89bn | $13.89bn | 175.2244 | 172.6412 | 0.319% | -1.474% | -0.00471% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.4556 | 101.5333 | 0.319% | +0.077% | +0.00024% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.07bn | $22.63bn | 106.5652 | 105.9152 | 0.317% | +0.915% | +0.00290% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $24.00bn | – | – | $24.00bn | 99.7965 | 99.8544 | 0.314% | +0.058% | +0.00018% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.35bn | $21.37bn | 111.9096 | 112.7446 | 0.314% | +0.746% | +0.00234% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 106.8991 | 107.0020 | 0.314% | +0.096% | +0.00030% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $4.76bn | $23.06bn | 103.0931 | 103.4712 | 0.312% | +0.367% | +0.00114% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 107.1416 | 107.4544 | 0.309% | +0.292% | +0.00090% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $463.0m | $18.54bn | 126.4357 | 127.0329 | 0.308% | +1.390% | +0.00428% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.62bn | $20.60bn | 112.4841 | 113.4696 | 0.304% | +0.876% | +0.00267% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $23.00bn | – | – | $23.00bn | 99.7771 | 99.8308 | 0.301% | +0.054% | +0.00016% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $487.0m | $18.51bn | 122.9313 | 123.9157 | 0.299% | +1.558% | +0.00465% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.89bn | $17.76bn | 127.8322 | 127.9185 | 0.298% | +0.067% | +0.00020% |
| 9128276T4 | 5.000% | Feb 15, 2011 | $23.43bn | – | $1.65bn | $21.78bn | 102.4783 | 102.4973 | 0.293% | +0.019% | +0.00005% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.26bn | $19.58bn | 113.6304 | 114.5788 | 0.292% | +0.835% | +0.00244% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.69bn | $19.60bn | 113.1573 | 114.0903 | 0.291% | +0.825% | +0.00240% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $12.40bn | $21.32bn | 102.9912 | 103.5164 | 0.288% | +0.510% | +0.00147% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $22.00bn | – | – | $22.00bn | 99.7382 | 99.7968 | 0.288% | +0.059% | +0.00017% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 103.2122 | 104.6497 | 0.284% | +1.393% | +0.00396% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.59bn | $20.48bn | 105.5487 | 105.8940 | 0.284% | +0.327% | +0.00093% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $1.80bn | $24.11bn | 87.0910 | 84.9918 | 0.276% | -2.410% | -0.00664% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $9.80bn | $18.20bn | 115.1012 | 115.9130 | 0.275% | +0.705% | +0.00194% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 122.6987 | 123.3688 | 0.273% | +1.650% | +0.00450% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.4655 | 106.7671 | 0.272% | +0.283% | +0.00077% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $308.0m | $16.69bn | 122.7074 | 123.6618 | 0.269% | +1.637% | +0.00440% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 108.0557 | 106.6968 | 0.264% | +0.304% | +0.00080% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $437.0m | $16.56bn | 120.9386 | 121.8507 | 0.263% | +1.665% | +0.00438% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.25bn | $15.76bn | 126.1416 | 125.2885 | 0.261% | -0.676% | -0.00177% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.19bn | $16.81bn | 117.7705 | 115.2362 | 0.260% | -1.216% | -0.00316% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $6.44bn | $19.07bn | 103.1716 | 100.8759 | 0.258% | -2.225% | -0.00575% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.73bn | 110.6690 | 111.4470 | 0.257% | +0.703% | +0.00181% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.1462 | 106.4591 | 0.255% | +0.295% | +0.00075% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.42bn | $18.37bn | 105.3707 | 106.3185 | 0.254% | +0.900% | +0.00229% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 111.7316 | 112.0531 | 0.253% | +0.288% | +0.00073% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 105.5855 | 105.6112 | 0.249% | +0.683% | +0.00170% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 115.7741 | 116.8145 | 0.247% | +0.899% | +0.00222% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $6.66bn | $18.48bn | 101.8073 | 102.7153 | 0.247% | +0.892% | +0.00220% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.9207 | 107.2620 | 0.245% | +0.319% | +0.00078% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $7.39bn | $15.91bn | 115.8187 | 116.8230 | 0.242% | +0.867% | +0.00210% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $6.20bn | $15.99bn | 114.2408 | 115.1990 | 0.240% | +0.839% | +0.00201% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 106.9789 | 107.1744 | 0.239% | +0.183% | +0.00044% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.30bn | $14.95bn | 121.9288 | 122.5548 | 0.239% | +1.570% | +0.00376% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.11bn | $16.79bn | 105.7098 | 106.6875 | 0.233% | +0.925% | +0.00215% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 108.2972 | 108.6026 | 0.233% | +0.282% | +0.00066% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.7150 | 104.9766 | 0.230% | +0.250% | +0.00058% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.10bn | $13.72bn | 126.9814 | 128.0622 | 0.229% | +0.851% | +0.00195% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 107.9888 | 108.1773 | 0.228% | +0.175% | +0.00040% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $10.21bn | $16.69bn | 102.7766 | 103.7056 | 0.225% | +0.904% | +0.00204% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $10.42bn | $15.17bn | 112.3904 | 113.1571 | 0.224% | +0.682% | +0.00153% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.63bn | $13.85bn | 121.4206 | 118.5205 | 0.221% | -1.328% | -0.00293% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $4.13bn | $12.92bn | 128.9710 | 127.6279 | 0.219% | -1.041% | -0.00228% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.43bn | $13.99bn | 118.3719 | 116.9830 | 0.217% | -1.173% | -0.00255% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $521.0m | $14.67bn | 112.1035 | 112.1083 | 0.216% | +0.861% | +0.00186% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 108.9277 | 110.3659 | 0.214% | +1.320% | +0.00283% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $7.43bn | $15.75bn | 103.4689 | 104.4292 | 0.214% | +0.928% | +0.00199% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $576.0m | $13.42bn | 121.2358 | 121.6030 | 0.214% | +1.446% | +0.00309% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 116.4637 | 113.1453 | 0.212% | -1.756% | -0.00372% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 102.3616 | 102.3750 | 0.212% | +0.013% | +0.00003% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 104.4720 | 104.4988 | 0.211% | +0.026% | +0.00005% |
| 912828FA3 | 4.750% | Mar 31, 2011 | $17.50bn | – | $1.95bn | $15.55bn | 102.3334 | 102.3369 | 0.209% | +0.003% | +0.00001% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.43bn | $13.98bn | 112.3718 | 112.9101 | 0.206% | +1.234% | +0.00255% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.1313 | 112.7853 | 0.206% | +0.583% | +0.00120% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 104.7541 | 102.3260 | 0.205% | +0.009% | +0.00002% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 102.4800 | 102.4843 | 0.205% | +0.004% | +0.00001% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 111.7393 | 109.3273 | 0.204% | -2.159% | -0.00441% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 102.3931 | 102.4087 | 0.204% | +0.015% | +0.00003% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.3657 | 107.6873 | 0.204% | +0.300% | +0.00061% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 104.2995 | 104.3455 | 0.203% | +0.044% | +0.00009% |
| 912828EX4 | 4.500% | Feb 28, 2011 | $17.50bn | – | $2.38bn | $15.13bn | 102.2414 | 102.2269 | 0.203% | -0.014% | -0.00003% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $893.4m | $14.28bn | 107.4866 | 103.3962 | 0.201% | -3.805% | -0.00767% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 105.4496 | 105.7324 | 0.201% | +0.268% | +0.00054% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 107.3719 | 107.9691 | 0.197% | +1.206% | +0.00238% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 106.8862 | 104.1688 | 0.196% | -1.688% | -0.00331% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 106.7243 | 107.5295 | 0.196% | +0.754% | +0.00148% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.92bn | $14.61bn | 102.2388 | 99.9898 | 0.196% | -2.200% | -0.00431% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.92bn | $13.67bn | 108.7887 | 106.4755 | 0.195% | -2.126% | -0.00415% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.67bn | $13.09bn | 113.5793 | 113.5734 | 0.195% | +0.948% | +0.00185% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 104.2571 | 104.3776 | 0.195% | +0.116% | +0.00023% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 106.2995 | 106.3767 | 0.193% | +0.073% | +0.00014% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $8.62bn | $10.32bn | 142.2694 | 143.0659 | 0.193% | +0.560% | +0.00108% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 105.9375 | 104.7267 | 0.192% | +0.214% | +0.00041% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $7.50bn | $11.28bn | 129.4214 | 130.5535 | 0.192% | +0.875% | +0.00168% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 106.3268 | 106.3748 | 0.186% | +0.045% | +0.00008% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 104.2016 | 104.2788 | 0.183% | +0.074% | +0.00014% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 104.3802 | 104.4382 | 0.181% | +0.056% | +0.00010% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $5.78bn | $9.99bn | 136.7925 | 137.0414 | 0.179% | +0.182% | +0.00033% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.87bn | 125.6739 | 125.0842 | 0.179% | -0.469% | -0.00084% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 106.7323 | 104.4506 | 0.179% | +0.087% | +0.00016% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.0613 | 106.2892 | 0.176% | +0.215% | +0.00038% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.06bn | $9.50bn | 138.3719 | 139.3541 | 0.172% | +0.710% | +0.00122% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 107.6092 | 107.7916 | 0.172% | +0.169% | +0.00029% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 105.6902 | 105.8966 | 0.172% | +0.195% | +0.00034% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 106.7476 | 106.9643 | 0.169% | +0.203% | +0.00034% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 106.5033 | 106.5925 | 0.168% | +0.084% | +0.00014% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.74bn | 107.3931 | 107.5986 | 0.165% | +0.191% | +0.00032% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.10bn | $9.09bn | 136.0717 | 135.5822 | 0.162% | -0.360% | -0.00058% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $4.69bn | $8.39bn | 147.0880 | 147.9436 | 0.162% | +0.582% | +0.00094% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 108.4918 | 106.3878 | 0.160% | +0.192% | +0.00031% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $8.94bn | $8.11bn | 149.2276 | 150.0421 | 0.159% | +0.546% | +0.00087% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 106.5374 | 106.6659 | 0.159% | +0.121% | +0.00019% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.99bn | $8.08bn | 142.2986 | 142.9504 | 0.151% | +0.458% | +0.00069% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.04bn | $8.09bn | 137.7466 | 138.2242 | 0.146% | +0.347% | +0.00051% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.56bn | $10.34bn | 106.6342 | 106.7747 | 0.145% | +0.132% | +0.00019% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.05bn | $7.45bn | 144.5153 | 144.1474 | 0.141% | -0.255% | -0.00036% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.27bn | $9.08bn | 116.3553 | 115.3003 | 0.139% | -0.907% | -0.00126% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.85bn | $9.10bn | 115.0231 | 113.9750 | 0.137% | -0.911% | -0.00125% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.25bn | $7.34bn | 140.8902 | 140.6160 | 0.136% | -0.195% | -0.00026% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $3.39bn | $8.38bn | 119.6073 | 118.6345 | 0.132% | -0.813% | -0.00107% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $4.19bn | $6.77bn | 142.1817 | 143.2249 | 0.126% | +0.734% | +0.00093% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $3.80bn | $7.37bn | 128.4718 | 127.2357 | 0.124% | -0.962% | -0.00120% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.80bn | $7.04bn | 130.4111 | 129.7443 | 0.120% | -0.511% | -0.00062% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $3.32bn | $6.18bn | 145.3319 | 145.8159 | 0.118% | +0.333% | +0.00039% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.49bn | $6.03bn | 142.8105 | 143.8533 | 0.113% | +0.730% | +0.00083% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $4.17bn | $5.89bn | 142.8498 | 143.4069 | 0.110% | +0.390% | +0.00043% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.47bn | $6.05bn | 133.8196 | 133.0292 | 0.106% | -0.591% | -0.00063% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.24bn | $5.95bn | 130.8488 | 130.0075 | 0.102% | -0.643% | -0.00066% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 135.0863 | 134.3995 | 0.102% | -0.508% | -0.00052% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 130.7005 | 129.1189 | 0.101% | +0.381% | +0.00039% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $294.0m | $4.71bn | 159.7151 | 156.4107 | 0.099% | -2.069% | -0.00204% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.62bn | $4.80bn | 139.9384 | 140.2992 | 0.088% | +0.258% | +0.00023% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $4.96bn | $4.52bn | 146.1630 | 146.9579 | 0.087% | +0.544% | +0.00047% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $2.94bn | $4.23bn | 145.3120 | 146.0330 | 0.081% | +0.496% | +0.00040% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.50bn | $4.22bn | 144.3289 | 145.2474 | 0.080% | +0.636% | +0.00051% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $3.97bn | $3.61bn | 146.5281 | 147.3541 | 0.069% | +0.564% | +0.00039% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.35bn | $3.07bn | 138.8567 | 139.9293 | 0.056% | +0.773% | +0.00043% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.51bn | $3.07bn | 138.3992 | 139.5653 | 0.056% | +0.843% | +0.00047% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.91bn | $2.11bn | 143.1960 | 144.2520 | 0.040% | +0.737% | +0.00029% |
| Total | $7.26tn | 100.000% | +0.18508% | ||||||||
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.