Rebalance of March 31, 2011
US Treasury Aggregate constituents
Every one of the 285 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
- 285
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.090977%
- 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 +0.090977% against a published month return of +0.090977%, a difference of 3.2e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795VE8 | 0.000% | May 5, 2011 | $86.00bn | – | – | $86.00bn | 99.9780 | 99.9951 | 1.151% | +0.017% | +0.00020% |
| 912795VD0 | 0.000% | Apr 7, 2011 | $84.00bn | – | – | $84.00bn | 99.9894 | 99.9998 | 1.124% | +0.010% | +0.00012% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $4.99bn | $66.60bn | 103.0464 | 103.1694 | 0.919% | +0.119% | +0.00110% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $4.27bn | $63.95bn | 102.5874 | 102.6683 | 0.878% | +0.079% | +0.00069% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.41bn | $66.00bn | 94.2686 | 94.3059 | 0.833% | +0.040% | +0.00033% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $1.85bn | $66.00bn | 94.0390 | 94.1388 | 0.831% | +0.106% | +0.00088% |
| 9127952Q3 | 0.000% | May 12, 2011 | $60.00bn | – | – | $60.00bn | 99.9757 | 99.9942 | 0.803% | +0.019% | +0.00015% |
| 9127952R1 | 0.000% | May 19, 2011 | $60.00bn | – | – | $60.00bn | 99.9711 | 99.9932 | 0.803% | +0.022% | +0.00018% |
| 9127952S9 | 0.000% | May 26, 2011 | $60.00bn | – | – | $60.00bn | 99.9662 | 99.9907 | 0.803% | +0.025% | +0.00020% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $13.00bn | $58.04bn | 102.3008 | 102.3710 | 0.795% | +0.069% | +0.00055% |
| 9127952L4 | 0.000% | Apr 14, 2011 | $58.00bn | – | – | $58.00bn | 99.9862 | 99.9988 | 0.776% | +0.013% | +0.00010% |
| 9127952M2 | 0.000% | Apr 21, 2011 | $57.00bn | – | – | $57.00bn | 99.9827 | 99.9982 | 0.763% | +0.016% | +0.00012% |
| 9127952N0 | 0.000% | Apr 28, 2011 | $57.00bn | – | – | $57.00bn | 99.9803 | 99.9969 | 0.763% | +0.017% | +0.00013% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $55.00bn | – | – | $55.00bn | 99.9159 | 99.9387 | 0.735% | +0.023% | +0.00017% |
| 912795W64 | 0.000% | Jun 2, 2011 | $53.00bn | – | – | $53.00bn | 99.9608 | 99.9878 | 0.709% | +0.027% | +0.00019% |
| 912795X22 | 0.000% | Jun 30, 2011 | $53.00bn | – | – | $53.00bn | 99.9526 | 99.9772 | 0.709% | +0.025% | +0.00018% |
| 912795X63 | 0.000% | Jul 28, 2011 | $53.00bn | – | – | $53.00bn | 99.9375 | 99.9636 | 0.709% | +0.026% | +0.00019% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $13.20bn | $51.22bn | 101.1963 | 101.1827 | 0.694% | -0.013% | -0.00009% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $8.82bn | $49.85bn | 98.0751 | 98.0606 | 0.654% | -0.015% | -0.00010% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $12.11bn | $45.25bn | 106.5981 | 106.5442 | 0.646% | -0.051% | -0.00033% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $21.65bn | $45.10bn | 103.8277 | 103.8256 | 0.627% | -0.002% | -0.00001% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 101.1676 | 100.6902 | 0.596% | +0.022% | +0.00013% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 101.0843 | 101.1074 | 0.595% | +0.023% | +0.00014% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.8655 | 100.8574 | 0.594% | -0.008% | -0.00005% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.7907 | 100.8139 | 0.594% | +0.023% | +0.00014% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.6013 | 100.6450 | 0.592% | +0.043% | +0.00026% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.5649 | 100.6073 | 0.592% | +0.042% | +0.00025% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.5625 | 100.5951 | 0.592% | +0.032% | +0.00019% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.8863 | 100.4090 | 0.581% | +0.022% | +0.00013% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.49bn | $40.93bn | 104.2002 | 102.9131 | 0.571% | -0.036% | -0.00020% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.89bn | $41.37bn | 102.6250 | 102.5560 | 0.568% | -0.067% | -0.00038% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $3.39bn | $41.51bn | 102.0539 | 102.3249 | 0.567% | +0.266% | +0.00151% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.6563 | 100.6889 | 0.566% | +0.032% | +0.00018% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.4239 | 100.4470 | 0.564% | +0.023% | +0.00013% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.4090 | 100.4307 | 0.564% | +0.022% | +0.00012% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $2.31bn | $40.72bn | 102.7252 | 102.6753 | 0.560% | -0.049% | -0.00027% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $1.73bn | $41.75bn | 98.9373 | 99.2182 | 0.553% | +0.284% | +0.00157% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $3.42bn | $41.15bn | 99.0623 | 99.2495 | 0.546% | +0.189% | +0.00103% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $4.50bn | $38.74bn | 104.3101 | 104.2224 | 0.541% | -0.084% | -0.00045% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.95bn | $38.76bn | 104.1480 | 102.9440 | 0.540% | -0.016% | -0.00009% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.35bn | $41.55bn | 96.8070 | 97.0147 | 0.538% | +0.215% | +0.00116% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.4990 | 100.5328 | 0.538% | +0.034% | +0.00018% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.4161 | 100.4071 | 0.537% | -0.009% | -0.00005% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $3.39bn | $38.62bn | 103.8564 | 103.8097 | 0.537% | -0.045% | -0.00024% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $4.44bn | $38.45bn | 103.8669 | 103.8310 | 0.535% | -0.035% | -0.00018% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.08bn | $38.90bn | 101.7464 | 101.7391 | 0.530% | -0.007% | -0.00004% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $2.92bn | $38.64bn | 101.5147 | 101.4762 | 0.525% | -0.038% | -0.00020% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.56bn | $38.12bn | 102.5240 | 102.4667 | 0.523% | -0.056% | -0.00029% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.8613 | 101.8534 | 0.523% | -0.008% | -0.00004% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $2.56bn | $37.62bn | 103.2252 | 103.1753 | 0.520% | -0.048% | -0.00025% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $2.55bn | $37.67bn | 101.1411 | 101.1120 | 0.510% | -0.029% | -0.00015% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.3313 | 100.3223 | 0.507% | -0.009% | -0.00005% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.46bn | $37.02bn | 101.9468 | 101.2198 | 0.505% | -0.039% | -0.00020% |
| 912828KL3 | 0.875% | Apr 30, 2011 | $41.39bn | – | $3.94bn | $37.45bn | 100.4175 | 100.4299 | 0.503% | +0.012% | +0.00006% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 89.5874 | 89.7629 | 0.502% | +0.196% | +0.00098% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $7.76bn | $36.74bn | 101.3969 | 101.3584 | 0.499% | -0.038% | -0.00019% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | – | $36.92bn | 99.9120 | 99.9035 | 0.494% | -0.008% | -0.00004% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | – | $36.92bn | 99.8454 | 99.8043 | 0.493% | -0.041% | -0.00020% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 99.9378 | 99.7510 | 0.482% | +0.001% | +0.00000% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $5.66bn | $34.31bn | 104.3665 | 104.3413 | 0.479% | -0.024% | -0.00012% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 99.8760 | 99.8764 | 0.473% | +0.000% | +0.00000% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $6.64bn | $34.67bn | 101.6839 | 101.6141 | 0.472% | -0.069% | -0.00032% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $6.38bn | $34.49bn | 101.9063 | 101.8685 | 0.470% | -0.037% | -0.00017% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $697.4m | $35.00bn | 99.9563 | 99.9473 | 0.468% | -0.009% | -0.00004% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 99.8128 | 99.8137 | 0.467% | +0.001% | +0.00000% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.00bn | $34.75bn | 100.0723 | 100.0634 | 0.465% | -0.009% | -0.00004% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $6.86bn | $34.58bn | 100.0803 | 100.3094 | 0.463% | +0.229% | +0.00106% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.9781 | 101.2823 | 0.460% | -0.008% | -0.00004% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $9.98bn | $32.95bn | 102.7524 | 102.7139 | 0.453% | -0.037% | -0.00017% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.4063 | 100.4183 | 0.450% | +0.012% | +0.00005% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.6214 | 101.6454 | 0.446% | +0.024% | +0.00011% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $2.51bn | $33.19bn | 99.6290 | 99.6440 | 0.443% | +0.015% | +0.00007% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.53bn | $31.55bn | 104.6226 | 104.6286 | 0.442% | +0.006% | +0.00003% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 99.9688 | 99.9801 | 0.434% | +0.011% | +0.00005% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $2.29bn | $33.43bn | 97.0741 | 97.0561 | 0.434% | -0.018% | -0.00008% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 101.9739 | 101.9675 | 0.433% | -0.006% | -0.00003% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.34bn | $31.70bn | 99.6540 | 99.5932 | 0.423% | -0.061% | -0.00026% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $3.73bn | $32.37bn | 97.4282 | 96.7534 | 0.422% | -0.051% | -0.00022% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $4.74bn | $31.64bn | 97.3438 | 97.3359 | 0.412% | -0.008% | -0.00003% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $5.79bn | $30.42bn | 100.8911 | 100.8307 | 0.411% | -0.060% | -0.00025% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.48bn | $31.40bn | 97.0971 | 97.0774 | 0.408% | -0.020% | -0.00008% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | – | $30.59bn | 99.5075 | 99.5516 | 0.407% | +0.044% | +0.00018% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.9945 | 109.9209 | 0.407% | -0.067% | -0.00027% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $6.66bn | $27.55bn | 109.3422 | 109.1535 | 0.403% | -0.173% | -0.00070% |
| 9127953B5 | 0.000% | Aug 4, 2011 | $30.00bn | – | – | $30.00bn | 99.9302 | 99.9615 | 0.401% | +0.031% | +0.00013% |
| 9127953D1 | 0.000% | Aug 11, 2011 | $30.00bn | – | – | $30.00bn | 99.9271 | 99.9520 | 0.401% | +0.025% | +0.00010% |
| 9127953E9 | 0.000% | Aug 18, 2011 | $30.00bn | – | – | $30.00bn | 99.9193 | 99.9417 | 0.401% | +0.022% | +0.00009% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.21bn | $29.00bn | 102.5642 | 102.5373 | 0.398% | -0.026% | -0.00010% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $8.17bn | $30.61bn | 97.1195 | 97.3272 | 0.398% | +0.214% | +0.00085% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $3.74bn | $28.64bn | 103.6099 | 104.5271 | 0.397% | +0.885% | +0.00352% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $3.48bn | $28.28bn | 104.8883 | 104.8747 | 0.397% | -0.013% | -0.00005% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $5.18bn | $22.82bn | 129.7745 | 131.6525 | 0.396% | +1.447% | +0.00573% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 108.3519 | 108.2783 | 0.394% | -0.068% | -0.00027% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.6865 | 101.6899 | 0.394% | +0.003% | +0.00001% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.08bn | $28.13bn | 103.5938 | 103.5979 | 0.390% | +0.004% | +0.00002% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $6.06bn | $28.95bn | 100.4368 | 100.3662 | 0.389% | -0.070% | -0.00027% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $4.57bn | $27.95bn | 103.7816 | 103.7680 | 0.388% | -0.013% | -0.00005% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $9.42bn | $28.79bn | 99.6089 | 99.5713 | 0.384% | -0.038% | -0.00015% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.58bn | $15.91bn | 178.6431 | 181.4012 | 0.380% | +1.544% | +0.00587% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.79bn | $25.68bn | 110.4144 | 110.4033 | 0.379% | -0.010% | -0.00004% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 104.6354 | 104.5913 | 0.378% | -0.042% | -0.00016% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.8586 | 100.9237 | 0.377% | +0.065% | +0.00024% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.27bn | $28.09bn | 99.8147 | 99.4409 | 0.375% | +0.001% | +0.00000% |
| 9127952U4 | 0.000% | Jun 9, 2011 | $28.00bn | – | – | $28.00bn | 99.9607 | 99.9864 | 0.375% | +0.026% | +0.00010% |
| 9127952V2 | 0.000% | Jun 16, 2011 | $28.00bn | – | – | $28.00bn | 99.9580 | 99.9850 | 0.375% | +0.027% | +0.00010% |
| 9127952W0 | 0.000% | Jun 23, 2011 | $28.00bn | – | – | $28.00bn | 99.9553 | 99.9767 | 0.375% | +0.021% | +0.00008% |
| 9127952X8 | 0.000% | Jul 7, 2011 | $28.00bn | – | – | $28.00bn | 99.9498 | 99.9701 | 0.375% | +0.020% | +0.00008% |
| 9127952Z3 | 0.000% | Jul 14, 2011 | $28.00bn | – | – | $28.00bn | 99.9433 | 99.9708 | 0.375% | +0.028% | +0.00010% |
| 9127953A7 | 0.000% | Jul 21, 2011 | $28.00bn | – | – | $28.00bn | 99.9404 | 99.9658 | 0.375% | +0.025% | +0.00010% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.33bn | $25.75bn | 108.5609 | 108.5597 | 0.374% | -0.001% | -0.00000% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.31bn | $27.30bn | 102.3558 | 101.4735 | 0.374% | -0.007% | -0.00003% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.0844 | 101.1084 | 0.374% | +0.024% | +0.00009% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $778.0m | $28.93bn | 95.1301 | 95.0380 | 0.368% | -0.097% | -0.00036% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.2977 | 102.3324 | 0.368% | +0.034% | +0.00012% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $873.5m | $28.72bn | 95.3455 | 95.2873 | 0.367% | -0.061% | -0.00022% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.26bn | $24.04bn | 112.5159 | 112.4539 | 0.362% | -0.055% | -0.00020% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $6.02bn | $26.72bn | 100.2671 | 100.2491 | 0.358% | -0.018% | -0.00006% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $3.99bn | $25.52bn | 104.5652 | 103.0707 | 0.357% | +0.005% | +0.00002% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.9224 | 100.9557 | 0.357% | +0.033% | +0.00012% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $7.15bn | $25.81bn | 102.3750 | 102.3905 | 0.354% | +0.015% | +0.00005% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 130.8131 | 131.9422 | 0.353% | +0.863% | +0.00304% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $4.04bn | $26.00bn | 101.3424 | 101.3458 | 0.353% | +0.003% | +0.00001% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $2.39bn | $27.52bn | 95.6892 | 94.6614 | 0.352% | -0.094% | -0.00033% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $12.93bn | $26.17bn | 100.4983 | 100.4713 | 0.352% | -0.027% | -0.00009% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $8.31bn | $24.77bn | 105.3884 | 103.6964 | 0.349% | -0.064% | -0.00022% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $834.0m | $20.17bn | 129.2570 | 130.3748 | 0.349% | +0.865% | +0.00302% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.6738 | 101.7284 | 0.343% | +0.054% | +0.00018% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $12.98bn | $23.83bn | 107.6234 | 107.5597 | 0.343% | -0.059% | -0.00020% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $8.56bn | $24.39bn | 104.8199 | 104.7857 | 0.342% | -0.033% | -0.00011% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.52bn | $22.95bn | 111.3695 | 111.1709 | 0.342% | -0.178% | -0.00061% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $497.0m | $19.50bn | 128.9752 | 130.1568 | 0.337% | +0.916% | +0.00308% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 102.4121 | 102.4340 | 0.335% | +0.021% | +0.00007% |
| 9127956Q9 | 0.000% | Apr 15, 2011 | $25.00bn | – | – | $25.00bn | 99.9834 | 99.9992 | 0.335% | +0.016% | +0.00005% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $25.00bn | – | – | $25.00bn | 99.8970 | 99.9125 | 0.334% | +0.016% | +0.00005% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.00bn | $22.47bn | 110.8954 | 110.7799 | 0.334% | -0.104% | -0.00035% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.7281 | 101.0635 | 0.332% | +0.023% | +0.00007% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $7.02bn | $24.25bn | 101.9214 | 101.8838 | 0.331% | -0.037% | -0.00012% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.27bn | $22.95bn | 106.8362 | 105.2273 | 0.328% | -0.043% | -0.00014% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $24.55bn | – | $550.7m | $24.00bn | 101.8589 | 101.8881 | 0.327% | +0.029% | +0.00009% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.27bn | $23.58bn | 103.4457 | 103.4171 | 0.326% | -0.028% | -0.00009% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.5749 | 101.6310 | 0.325% | +0.055% | +0.00018% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $5.49bn | $24.47bn | 98.5028 | 98.4561 | 0.323% | -0.047% | -0.00015% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $5.48bn | $24.66bn | 97.4375 | 97.4104 | 0.322% | -0.028% | -0.00009% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.67bn | $23.73bn | 101.1115 | 101.3094 | 0.321% | +0.196% | +0.00063% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $24.00bn | – | – | $24.00bn | 99.8830 | 99.9041 | 0.321% | +0.021% | +0.00007% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.09bn | $13.69bn | 174.9667 | 177.6679 | 0.321% | +1.544% | +0.00495% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $9.48bn | $23.31bn | 102.7269 | 102.6359 | 0.320% | -0.089% | -0.00028% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.10bn | $22.60bn | 105.1041 | 105.1012 | 0.318% | -0.003% | -0.00001% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $515.0m | $18.49bn | 127.7218 | 128.6763 | 0.316% | +0.747% | +0.00236% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.35bn | $21.37bn | 110.0081 | 109.9033 | 0.315% | -0.095% | -0.00030% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 104.5635 | 104.6060 | 0.313% | +0.041% | +0.00013% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $10.31bn | $22.37bn | 104.2320 | 104.1559 | 0.312% | -0.073% | -0.00023% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.62bn | $20.60bn | 112.6927 | 112.7030 | 0.311% | +0.009% | +0.00003% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.5397 | 105.4592 | 0.310% | -0.076% | -0.00024% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $23.00bn | – | – | $23.00bn | 99.8617 | 99.8717 | 0.307% | +0.010% | +0.00003% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $9.81bn | $23.05bn | 98.7089 | 98.6892 | 0.305% | -0.020% | -0.00006% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $759.0m | $18.24bn | 124.5598 | 125.4218 | 0.304% | +0.692% | +0.00210% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $5.87bn | $21.95bn | 103.0625 | 103.0141 | 0.303% | -0.047% | -0.00014% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $9.41bn | $22.26bn | 101.5625 | 101.4842 | 0.303% | -0.077% | -0.00023% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $8.27bn | $22.60bn | 99.6644 | 99.5972 | 0.301% | -0.067% | -0.00020% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $14.88bn | $15.77bn | 142.6238 | 142.7151 | 0.301% | +0.064% | +0.00019% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $9.57bn | $22.71bn | 98.9069 | 98.8870 | 0.301% | -0.020% | -0.00006% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.70bn | $19.60bn | 113.4168 | 113.2816 | 0.297% | -0.119% | -0.00035% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.91bn | $17.74bn | 124.8980 | 124.9644 | 0.297% | +0.053% | +0.00016% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 105.1213 | 105.7288 | 0.295% | +0.578% | +0.00171% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $22.00bn | – | – | $22.00bn | 99.8389 | 99.8489 | 0.294% | +0.010% | +0.00003% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $22.00bn | – | – | $22.00bn | 99.8057 | 99.8246 | 0.294% | +0.019% | +0.00006% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $22.00bn | – | – | $22.00bn | 99.7693 | 99.7900 | 0.294% | +0.021% | +0.00006% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $12.40bn | $21.31bn | 102.0676 | 102.0380 | 0.291% | -0.029% | -0.00008% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.44bn | $19.40bn | 111.5178 | 111.5594 | 0.290% | +0.037% | +0.00011% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.62bn | $20.44bn | 105.4817 | 105.4984 | 0.289% | +0.016% | +0.00005% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $10.93bn | $21.54bn | 99.2503 | 99.2517 | 0.286% | +0.001% | +0.00000% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 123.5193 | 124.3412 | 0.280% | +0.665% | +0.00186% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $14.70bn | $19.38bn | 107.9472 | 107.8728 | 0.280% | -0.069% | -0.00019% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $16.12bn | $20.63bn | 100.6022 | 100.5967 | 0.278% | -0.005% | -0.00002% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.4656 | 106.3797 | 0.277% | -0.081% | -0.00022% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 124.1785 | 125.0580 | 0.277% | +0.708% | +0.00196% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $449.0m | $16.55bn | 122.1274 | 123.0031 | 0.271% | +0.717% | +0.00194% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 83.8854 | 84.0913 | 0.268% | +0.246% | +0.00066% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $10.25bn | $17.75bn | 112.8087 | 112.7467 | 0.268% | -0.055% | -0.00015% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $12.78bn | $19.93bn | 99.7493 | 99.7412 | 0.266% | -0.008% | -0.00002% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.3641 | 106.2469 | 0.265% | -0.110% | -0.00029% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.34bn | $15.67bn | 125.8873 | 125.8180 | 0.264% | -0.055% | -0.00015% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.73bn | 110.6820 | 110.7022 | 0.263% | +0.018% | +0.00005% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.23bn | $16.77bn | 116.9510 | 118.7729 | 0.262% | +1.558% | +0.00409% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.1695 | 106.1247 | 0.260% | -0.042% | -0.00011% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.3783 | 112.5139 | 0.260% | +0.121% | +0.00031% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.62bn | $18.16bn | 105.5074 | 105.4732 | 0.256% | -0.032% | -0.00008% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 106.1539 | 107.0341 | 0.256% | +0.829% | +0.00212% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.02bn | $18.49bn | 101.5989 | 101.7655 | 0.251% | +0.164% | +0.00041% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.9688 | 106.9231 | 0.250% | -0.043% | -0.00011% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $6.96bn | $18.17bn | 101.9293 | 100.7565 | 0.248% | +0.014% | +0.00004% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 113.5635 | 113.5123 | 0.247% | -0.045% | -0.00011% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.32bn | $14.93bn | 122.7613 | 123.6364 | 0.245% | +0.713% | +0.00175% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $11.15bn | $18.43bn | 99.0853 | 99.1226 | 0.244% | +0.038% | +0.00009% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 107.0150 | 106.9826 | 0.244% | -0.030% | -0.00007% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $6.45bn | $15.75bn | 112.1476 | 112.0749 | 0.236% | -0.065% | -0.00015% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.23bn | $16.67bn | 105.8438 | 105.8705 | 0.236% | +0.025% | +0.00006% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $12.88bn | $17.57bn | 100.2996 | 100.2850 | 0.236% | -0.014% | -0.00003% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.10bn | $15.20bn | 115.9694 | 115.9083 | 0.236% | -0.053% | -0.00012% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.7315 | 103.4443 | 0.235% | -0.035% | -0.00008% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 106.4624 | 106.4192 | 0.233% | -0.041% | -0.00009% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.21bn | $13.61bn | 127.1542 | 127.1188 | 0.232% | -0.028% | -0.00006% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 105.9192 | 105.8876 | 0.228% | -0.030% | -0.00007% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $16.37bn | – | $367.1m | $16.00bn | 104.0900 | 104.3092 | 0.223% | +0.211% | +0.00047% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 110.9141 | 111.8133 | 0.223% | +0.811% | +0.00181% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.65bn | $13.83bn | 120.1801 | 121.9987 | 0.222% | +1.513% | +0.00337% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 112.6744 | 113.5056 | 0.221% | +0.738% | +0.00163% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $10.97bn | $15.93bn | 102.8774 | 102.9147 | 0.219% | +0.036% | +0.00008% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $598.0m | $13.40bn | 121.6962 | 122.6475 | 0.218% | +0.782% | +0.00171% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 102.4063 | 102.4152 | 0.216% | +0.009% | +0.00002% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.49bn | $13.94bn | 114.8016 | 114.9182 | 0.214% | +0.102% | +0.00022% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 114.7174 | 116.5741 | 0.213% | +1.618% | +0.00345% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 113.6179 | 114.4795 | 0.213% | +0.758% | +0.00161% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 102.2313 | 102.2459 | 0.210% | +0.014% | +0.00003% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.55bn | $13.86bn | 113.1702 | 114.0198 | 0.210% | +0.751% | +0.00158% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $4.83bn | $12.22bn | 128.2676 | 128.3028 | 0.210% | +0.027% | +0.00006% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 102.5057 | 102.5071 | 0.209% | +0.001% | +0.00000% |
| 912828FD7 | 4.875% | Apr 30, 2011 | $17.50bn | – | $2.31bn | $15.19bn | 102.3795 | 102.3907 | 0.208% | +0.011% | +0.00002% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.4052 | 107.2469 | 0.208% | -0.147% | -0.00031% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $11.80bn | $13.79bn | 112.4739 | 112.4530 | 0.208% | -0.019% | -0.00004% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 104.3791 | 102.1685 | 0.207% | +0.038% | +0.00008% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 110.1203 | 110.2673 | 0.205% | +0.133% | +0.00027% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 102.3593 | 102.4018 | 0.205% | +0.041% | +0.00008% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $8.26bn | $14.92bn | 102.3196 | 102.2908 | 0.204% | -0.028% | -0.00006% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 108.4122 | 109.3422 | 0.203% | +0.858% | +0.00174% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 108.2628 | 108.9944 | 0.203% | +0.676% | +0.00137% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.1012 | 104.0516 | 0.203% | -0.048% | -0.00010% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.72bn | $13.04bn | 114.0640 | 114.8901 | 0.199% | +0.724% | +0.00144% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 104.3916 | 104.4126 | 0.199% | +0.020% | +0.00004% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 105.7650 | 107.3787 | 0.198% | +1.526% | +0.00302% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 106.3791 | 104.1685 | 0.197% | +0.037% | +0.00007% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.5428 | 104.5078 | 0.193% | -0.034% | -0.00006% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.97bn | $14.56bn | 98.5129 | 98.7001 | 0.192% | +0.190% | +0.00036% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 104.8712 | 104.9967 | 0.191% | +0.120% | +0.00023% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 106.3166 | 106.3895 | 0.190% | +0.069% | +0.00013% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 104.3125 | 104.3207 | 0.187% | +0.008% | +0.00001% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.08bn | $10.71bn | 129.6024 | 129.5884 | 0.186% | -0.011% | -0.00002% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 104.4522 | 104.4732 | 0.185% | +0.020% | +0.00004% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.1321 | 106.0988 | 0.180% | -0.031% | -0.00006% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $2.44bn | $12.73bn | 105.2287 | 107.8894 | 0.179% | +2.529% | +0.00453% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 104.4743 | 104.5060 | 0.179% | +0.030% | +0.00005% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.86bn | 122.5445 | 122.4959 | 0.178% | -0.040% | -0.00007% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 107.7122 | 105.5116 | 0.176% | -0.070% | -0.00012% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 105.7813 | 105.7562 | 0.176% | -0.024% | -0.00004% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 106.8577 | 106.8146 | 0.172% | -0.040% | -0.00007% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $9.68bn | $9.26bn | 138.2205 | 138.3538 | 0.171% | +0.096% | +0.00017% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $6.37bn | $9.41bn | 133.4943 | 133.5420 | 0.168% | +0.036% | +0.00006% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 104.3251 | 104.3397 | 0.168% | +0.014% | +0.00002% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $13.26bn | – | $889.0m | $12.37bn | 101.2431 | 102.2942 | 0.168% | +1.038% | +0.00174% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 105.5112 | 105.4524 | 0.166% | -0.056% | -0.00009% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.65bn | $8.91bn | 138.4997 | 138.4677 | 0.165% | -0.023% | -0.00004% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 106.6563 | 106.6545 | 0.162% | -0.002% | -0.00000% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 106.3080 | 106.2978 | 0.159% | -0.010% | -0.00002% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.35bn | $8.84bn | 132.4846 | 132.4484 | 0.157% | -0.027% | -0.00004% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $1.99bn | $8.08bn | 138.6796 | 138.7289 | 0.150% | +0.036% | +0.00005% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $5.33bn | $7.75bn | 142.6870 | 142.6970 | 0.148% | +0.007% | +0.00001% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 106.7768 | 106.7567 | 0.148% | -0.019% | -0.00003% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.05bn | $8.08bn | 134.4679 | 134.5262 | 0.145% | +0.043% | +0.00006% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.11bn | $7.39bn | 140.5761 | 140.5729 | 0.139% | -0.002% | -0.00000% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.88bn | $9.07bn | 114.5373 | 114.4869 | 0.139% | -0.044% | -0.00006% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.28bn | $9.07bn | 113.2343 | 113.2151 | 0.137% | -0.017% | -0.00002% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.55bn | $7.04bn | 140.8211 | 140.8384 | 0.133% | +0.012% | +0.00002% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $9.49bn | – | – | $9.49bn | 103.5147 | 106.3596 | 0.132% | +2.748% | +0.00362% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $10.65bn | $6.40bn | 145.1196 | 145.1815 | 0.124% | +0.043% | +0.00005% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $3.90bn | $7.88bn | 116.4315 | 116.4025 | 0.123% | -0.025% | -0.00003% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.84bn | $7.00bn | 130.3096 | 130.2412 | 0.122% | -0.052% | -0.00006% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $3.99bn | $7.19bn | 124.7994 | 124.7926 | 0.120% | -0.005% | -0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $3.47bn | $6.03bn | 141.4705 | 141.5725 | 0.114% | +0.072% | +0.00008% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.58bn | $5.94bn | 137.5288 | 137.3985 | 0.109% | -0.095% | -0.00010% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.09bn | $5.88bn | 137.8745 | 137.8220 | 0.108% | -0.038% | -0.00004% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.58bn | $5.94bn | 130.3187 | 130.2298 | 0.104% | -0.068% | -0.00007% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.9716 | 130.8329 | 0.103% | +0.663% | +0.00068% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 131.6048 | 131.5266 | 0.101% | -0.059% | -0.00006% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.30bn | $5.89bn | 127.4340 | 127.3550 | 0.100% | -0.062% | -0.00006% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $325.0m | $4.68bn | 158.7367 | 161.4388 | 0.099% | +1.702% | +0.00169% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $5.03bn | $5.03bn | 143.1291 | 143.2312 | 0.096% | +0.071% | +0.00007% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.67bn | $4.75bn | 140.2015 | 140.2920 | 0.089% | +0.065% | +0.00006% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.32bn | $3.84bn | 145.2916 | 145.1561 | 0.075% | -0.093% | -0.00007% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $5.57bn | $3.91bn | 142.1412 | 142.2129 | 0.074% | +0.050% | +0.00004% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.88bn | $3.83bn | 144.4532 | 144.3909 | 0.074% | -0.043% | -0.00003% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.51bn | $3.07bn | 138.6728 | 138.6747 | 0.057% | +0.001% | +0.00000% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $4.75bn | $2.83bn | 146.7809 | 146.8740 | 0.056% | +0.063% | +0.00004% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.35bn | $3.07bn | 134.3890 | 134.3374 | 0.055% | -0.038% | -0.00002% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.02bn | $2.01bn | 138.1609 | 138.1333 | 0.037% | -0.020% | -0.00001% |
| Total | $7.16tn | 100.000% | +0.09098% | ||||||||
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.