Rebalance of April 29, 2011
US Treasury Aggregate constituents
Every one of the 286 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
- 286
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.966537%
- Market value
- $7.51tn
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 +0.966537% against a published month return of +0.966537%, a difference of 3.0e-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 | 99.9951 | 99.9997 | 1.145% | +0.005% | +0.00005% |
| 912795W64 | 0.000% | Jun 2, 2011 | $85.00bn | – | – | $85.00bn | 99.9878 | 99.9981 | 1.132% | +0.010% | +0.00012% |
| 912795X22 | 0.000% | Jun 30, 2011 | $85.00bn | – | – | $85.00bn | 99.9772 | 99.9966 | 1.132% | +0.019% | +0.00022% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $7.52bn | $64.08bn | 103.1694 | 104.7298 | 0.880% | +1.512% | +0.01331% |
| 9127952R1 | 0.000% | May 19, 2011 | $65.00bn | – | – | $65.00bn | 99.9932 | 99.9989 | 0.865% | +0.006% | +0.00005% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $5.55bn | $62.67bn | 102.6683 | 104.2806 | 0.857% | +1.570% | +0.01345% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.41bn | $66.00bn | 94.3059 | 95.8432 | 0.829% | +1.630% | +0.01351% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $1.85bn | $66.00bn | 94.1388 | 95.6449 | 0.827% | +1.600% | +0.01324% |
| 9127952Q3 | 0.000% | May 12, 2011 | $60.00bn | – | – | $60.00bn | 99.9942 | 99.9993 | 0.799% | +0.005% | +0.00004% |
| 9127952S9 | 0.000% | May 26, 2011 | $60.00bn | – | – | $60.00bn | 99.9907 | 99.9985 | 0.799% | +0.008% | +0.00006% |
| 9127952U4 | 0.000% | Jun 9, 2011 | $60.00bn | – | – | $60.00bn | 99.9864 | 99.9977 | 0.799% | +0.011% | +0.00009% |
| 9127952V2 | 0.000% | Jun 16, 2011 | $60.00bn | – | – | $60.00bn | 99.9850 | 99.9987 | 0.799% | +0.014% | +0.00011% |
| 9127952W0 | 0.000% | Jun 23, 2011 | $60.00bn | – | – | $60.00bn | 99.9767 | 99.9969 | 0.799% | +0.020% | +0.00016% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $55.00bn | – | – | $55.00bn | 99.9387 | 99.9836 | 0.732% | +0.045% | +0.00033% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $55.00bn | – | – | $55.00bn | 99.9125 | 99.9676 | 0.732% | +0.055% | +0.00040% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $19.02bn | $52.02bn | 102.3710 | 104.0038 | 0.709% | +1.595% | +0.01131% |
| 912795X63 | 0.000% | Jul 28, 2011 | $53.00bn | – | – | $53.00bn | 99.9636 | 99.9875 | 0.705% | +0.024% | +0.00017% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $14.62bn | $49.80bn | 101.1827 | 102.8253 | 0.671% | +1.623% | +0.01089% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $13.09bn | $44.27bn | 106.5442 | 108.2091 | 0.628% | +1.563% | +0.00981% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $10.87bn | $47.81bn | 98.0606 | 99.6398 | 0.624% | +1.610% | +0.01005% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $45.55bn | – | $550.7m | $45.00bn | 101.8881 | 103.5110 | 0.611% | +1.593% | +0.00972% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 101.1074 | 100.7554 | 0.592% | +0.146% | +0.00087% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.8574 | 100.4429 | 0.591% | +0.085% | +0.00050% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.8139 | 100.8995 | 0.591% | +0.085% | +0.00050% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.6902 | 100.8062 | 0.590% | +0.115% | +0.00068% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.6450 | 100.7512 | 0.590% | +0.106% | +0.00062% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.6073 | 100.7123 | 0.589% | +0.104% | +0.00061% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.5951 | 100.6902 | 0.589% | +0.095% | +0.00056% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.4090 | 100.4624 | 0.575% | +0.053% | +0.00031% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.6889 | 100.8152 | 0.563% | +0.126% | +0.00071% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.4470 | 100.4701 | 0.562% | +0.023% | +0.00013% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.4307 | 100.4837 | 0.562% | +0.053% | +0.00030% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.37bn | $40.90bn | 102.5560 | 103.7057 | 0.558% | +1.121% | +0.00626% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.67bn | $40.75bn | 102.9131 | 104.1248 | 0.558% | +1.177% | +0.00658% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $4.25bn | $40.66bn | 102.3249 | 104.7835 | 0.554% | +2.403% | +0.01331% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $26.92bn | $39.83bn | 103.8256 | 105.5110 | 0.551% | +1.623% | +0.00894% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $2.85bn | $40.18bn | 102.6753 | 103.9066 | 0.549% | +1.199% | +0.00659% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $2.79bn | $40.69bn | 99.2182 | 101.5929 | 0.538% | +2.393% | +0.01287% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $4.52bn | $38.72bn | 104.2224 | 105.4159 | 0.537% | +1.145% | +0.00615% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.35bn | $41.55bn | 97.0147 | 99.3786 | 0.537% | +2.437% | +0.01308% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.5328 | 100.5666 | 0.535% | +0.034% | +0.00018% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $4.09bn | $40.48bn | 99.2495 | 101.6554 | 0.535% | +2.424% | +0.01297% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.4071 | 100.5856 | 0.534% | +0.178% | +0.00095% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $3.91bn | $38.10bn | 103.8097 | 103.7629 | 0.527% | +1.099% | +0.00579% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.34bn | $38.63bn | 101.7391 | 102.1069 | 0.523% | +0.361% | +0.00189% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $2.67bn | $38.03bn | 102.9440 | 104.0202 | 0.521% | +1.045% | +0.00545% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.8534 | 101.5014 | 0.520% | +0.329% | +0.00171% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.67bn | $38.01bn | 102.4667 | 103.6594 | 0.519% | +1.164% | +0.00604% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $5.63bn | $37.26bn | 103.8310 | 103.8573 | 0.515% | +1.229% | +0.00633% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $3.96bn | $37.60bn | 101.4762 | 101.9064 | 0.508% | +0.424% | +0.00215% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $3.23bn | $36.94bn | 103.1753 | 104.2503 | 0.507% | +1.042% | +0.00529% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.3223 | 100.5321 | 0.504% | +0.209% | +0.00105% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 89.7629 | 92.0010 | 0.500% | +2.493% | +0.01248% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.36bn | $36.86bn | 101.1120 | 101.5203 | 0.496% | +0.404% | +0.00200% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.75bn | $36.73bn | 101.2198 | 101.6793 | 0.495% | +0.454% | +0.00225% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.16bn | $36.33bn | 101.3584 | 101.7887 | 0.490% | +0.424% | +0.00208% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | – | $36.57bn | 100.1624 | 101.6342 | 0.488% | +1.469% | +0.00717% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | – | $36.57bn | 99.9395 | 100.3781 | 0.487% | +0.439% | +0.00214% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 99.7510 | 100.0328 | 0.478% | +0.282% | +0.00135% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 99.8764 | 100.0954 | 0.471% | +0.219% | +0.00103% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $6.38bn | $34.49bn | 101.8685 | 103.1120 | 0.468% | +1.221% | +0.00571% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $6.44bn | $33.54bn | 104.3413 | 105.3474 | 0.466% | +0.964% | +0.00449% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $6.92bn | $34.39bn | 101.6141 | 102.1381 | 0.465% | +0.516% | +0.00240% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 99.8137 | 99.9708 | 0.464% | +0.345% | +0.00160% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.35bn | $34.40bn | 100.0634 | 100.4606 | 0.458% | +0.397% | +0.00182% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.2823 | 101.5856 | 0.454% | +0.299% | +0.00136% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $7.51bn | $33.92bn | 100.3094 | 102.6948 | 0.453% | +2.378% | +0.01077% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $10.00bn | $32.93bn | 102.7139 | 102.3000 | 0.450% | +0.449% | +0.00202% |
| 912828KU3 | 0.875% | May 31, 2011 | $41.38bn | – | $7.89bn | $33.49bn | 100.4183 | 100.4303 | 0.448% | +0.012% | +0.00005% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $3.24bn | $33.69bn | 99.8043 | 100.2320 | 0.448% | +0.428% | +0.00192% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.6454 | 101.7631 | 0.444% | +0.116% | +0.00051% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $2.39bn | $33.30bn | 99.9473 | 100.3446 | 0.443% | +0.397% | +0.00176% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.54bn | $31.54bn | 104.6286 | 105.5722 | 0.439% | +0.902% | +0.00396% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 99.9801 | 100.3039 | 0.432% | +0.324% | +0.00140% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 101.9675 | 102.2112 | 0.431% | +0.239% | +0.00103% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $2.44bn | $33.28bn | 97.0561 | 97.7568 | 0.430% | +1.366% | +0.00587% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.36bn | $31.68bn | 99.5932 | 100.2200 | 0.420% | +0.629% | +0.00264% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $3.84bn | $32.26bn | 96.7534 | 98.0780 | 0.416% | +1.369% | +0.00569% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.10bn | $30.59bn | 99.6440 | 101.0653 | 0.406% | +1.426% | +0.00579% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.48bn | $31.40bn | 97.0774 | 98.4015 | 0.406% | +1.364% | +0.00554% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.9209 | 110.6599 | 0.405% | +0.672% | +0.00272% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | – | $30.30bn | 99.9454 | 101.6264 | 0.403% | +1.682% | +0.00678% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $5.29bn | $31.09bn | 97.3359 | 98.6717 | 0.403% | +1.372% | +0.00553% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $6.66bn | $27.55bn | 109.1535 | 110.4335 | 0.400% | +1.173% | +0.00470% |
| 9127953B5 | 0.000% | Aug 4, 2011 | $30.00bn | – | – | $30.00bn | 99.9615 | 99.9865 | 0.399% | +0.025% | +0.00010% |
| 9127953D1 | 0.000% | Aug 11, 2011 | $30.00bn | – | – | $30.00bn | 99.9520 | 99.9856 | 0.399% | +0.034% | +0.00013% |
| 9127953E9 | 0.000% | Aug 18, 2011 | $30.00bn | – | – | $30.00bn | 99.9417 | 99.9815 | 0.399% | +0.040% | +0.00016% |
| 9127953F6 | 0.000% | Sep 1, 2011 | $30.00bn | – | – | $30.00bn | 99.9358 | 99.9792 | 0.399% | +0.043% | +0.00017% |
| 9127953J8 | 0.000% | Sep 8, 2011 | $30.00bn | – | – | $30.00bn | 99.9329 | 99.9743 | 0.399% | +0.041% | +0.00017% |
| 9127953K5 | 0.000% | Sep 15, 2011 | $30.00bn | – | – | $30.00bn | 99.9253 | 99.9730 | 0.399% | +0.048% | +0.00019% |
| 9127953L3 | 0.000% | Sep 29, 2011 | $30.00bn | – | – | $30.00bn | 99.9141 | 99.9617 | 0.399% | +0.048% | +0.00019% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $5.26bn | $22.74bn | 131.6525 | 135.5917 | 0.399% | +2.992% | +0.01193% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.22bn | $29.00bn | 102.5373 | 102.5102 | 0.396% | +0.888% | +0.00352% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $29.37bn | – | $1.15bn | $28.21bn | 104.3092 | 106.8410 | 0.392% | +2.427% | +0.00951% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.6899 | 101.8809 | 0.392% | +0.188% | +0.00074% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 108.2783 | 108.9860 | 0.391% | +0.654% | +0.00256% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.32bn | $28.06bn | 104.5271 | 107.4999 | 0.390% | +2.844% | +0.01111% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $3.86bn | $27.90bn | 104.8747 | 104.9232 | 0.390% | +1.536% | +0.00599% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $8.76bn | $30.02bn | 97.3272 | 99.6286 | 0.389% | +2.365% | +0.00920% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.08bn | $28.13bn | 103.5979 | 104.5082 | 0.388% | +0.879% | +0.00341% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $7.60bn | $28.61bn | 100.8307 | 101.3640 | 0.384% | +0.529% | +0.00203% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.63bn | $15.87bn | 181.4012 | 185.0266 | 0.383% | +3.433% | +0.01316% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.79bn | $25.68bn | 110.4033 | 111.7048 | 0.378% | +1.179% | +0.00445% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 104.5913 | 106.3286 | 0.376% | +1.661% | +0.00624% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $9.91bn | $28.31bn | 99.5713 | 100.8774 | 0.375% | +1.312% | +0.00492% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.9237 | 100.9888 | 0.375% | +0.064% | +0.00024% |
| 9127952Z3 | 0.000% | Jul 14, 2011 | $28.00bn | – | – | $28.00bn | 99.9708 | 99.9958 | 0.373% | +0.025% | +0.00009% |
| 9127952X8 | 0.000% | Jul 7, 2011 | $28.00bn | – | – | $28.00bn | 99.9701 | 99.9942 | 0.373% | +0.024% | +0.00009% |
| 9127953A7 | 0.000% | Jul 21, 2011 | $28.00bn | – | – | $28.00bn | 99.9658 | 99.9931 | 0.373% | +0.027% | +0.00010% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.33bn | $25.75bn | 108.5597 | 109.4023 | 0.372% | +0.776% | +0.00289% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.1084 | 101.2262 | 0.372% | +0.116% | +0.00043% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.28bn | $28.07bn | 99.4409 | 100.0666 | 0.372% | +0.629% | +0.00234% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $5.68bn | $26.85bn | 103.7680 | 105.3793 | 0.371% | +1.553% | +0.00576% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.31bn | $27.30bn | 101.4735 | 102.3093 | 0.369% | +0.824% | +0.00304% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.3324 | 102.4921 | 0.366% | +0.156% | +0.00057% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $778.0m | $28.93bn | 95.0380 | 96.6647 | 0.366% | +1.712% | +0.00627% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $873.5m | $28.72bn | 95.2873 | 95.9477 | 0.364% | +1.677% | +0.00611% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $8.00bn | $27.01bn | 100.3662 | 100.9518 | 0.361% | +0.583% | +0.00211% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.26bn | $24.04bn | 112.4539 | 113.3919 | 0.360% | +0.834% | +0.00300% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.9557 | 101.0203 | 0.355% | +0.064% | +0.00023% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 131.9422 | 132.8739 | 0.354% | +0.706% | +0.00250% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $4.04bn | $26.00bn | 101.3458 | 102.1305 | 0.351% | +0.774% | +0.00272% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $855.0m | $20.15bn | 130.3748 | 132.5371 | 0.350% | +1.659% | +0.00580% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $7.39bn | $25.57bn | 102.3905 | 103.9684 | 0.349% | +1.541% | +0.00537% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $4.33bn | $25.19bn | 103.0707 | 104.6685 | 0.346% | +1.550% | +0.00536% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $2.74bn | $27.18bn | 94.6614 | 96.2889 | 0.343% | +1.719% | +0.00589% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $13.55bn | $25.55bn | 100.4713 | 101.7257 | 0.342% | +1.248% | +0.00427% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.7284 | 101.1264 | 0.342% | +0.084% | +0.00029% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $8.38bn | $24.70bn | 103.6964 | 105.3154 | 0.341% | +1.561% | +0.00533% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.52bn | $22.95bn | 111.1709 | 112.3161 | 0.340% | +1.030% | +0.00350% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $498.0m | $19.50bn | 130.1568 | 131.7867 | 0.338% | +1.252% | +0.00423% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 102.4340 | 102.4872 | 0.333% | +0.052% | +0.00017% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.17bn | $22.30bn | 110.7799 | 112.0706 | 0.329% | +1.165% | +0.00383% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.0635 | 101.1793 | 0.328% | +0.115% | +0.00038% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $7.23bn | $24.04bn | 101.8838 | 102.6899 | 0.326% | +0.791% | +0.00258% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.6310 | 101.6872 | 0.324% | +0.055% | +0.00018% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.10bn | $13.69bn | 177.6679 | 181.0311 | 0.324% | +3.285% | +0.01064% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.34bn | $23.50bn | 103.4171 | 105.0136 | 0.324% | +1.544% | +0.00500% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $9.80bn | $23.15bn | 104.7857 | 106.4703 | 0.323% | +1.608% | +0.00519% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.32bn | $22.90bn | 105.2273 | 105.8982 | 0.321% | +0.638% | +0.00205% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $5.59bn | $24.37bn | 98.4561 | 100.0970 | 0.319% | +1.667% | +0.00532% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $24.00bn | – | – | $24.00bn | 99.9041 | 99.9517 | 0.319% | +0.048% | +0.00015% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.75bn | $23.65bn | 101.3094 | 103.5698 | 0.319% | +2.231% | +0.00712% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $9.48bn | $23.31bn | 102.6359 | 104.2948 | 0.319% | +1.616% | +0.00515% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $521.0m | $18.48bn | 128.6763 | 131.1675 | 0.317% | +1.936% | +0.00613% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.10bn | $22.60bn | 105.1012 | 106.6920 | 0.316% | +1.514% | +0.00479% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $5.76bn | $24.38bn | 97.4104 | 99.0082 | 0.316% | +1.640% | +0.00519% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.35bn | $21.37bn | 109.9033 | 110.9235 | 0.313% | +0.928% | +0.00290% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 104.6060 | 104.7110 | 0.312% | +0.100% | +0.00031% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.62bn | $20.60bn | 112.7030 | 114.0884 | 0.309% | +1.229% | +0.00380% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $10.40bn | $22.28bn | 104.1559 | 104.2357 | 0.309% | +1.577% | +0.00487% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.4592 | 106.1287 | 0.309% | +0.635% | +0.00196% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $23.00bn | – | – | $23.00bn | 99.8717 | 99.9383 | 0.306% | +0.067% | +0.00020% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $23.00bn | – | – | $23.00bn | 99.7523 | 99.8604 | 0.306% | +0.108% | +0.00033% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $15.56bn | $21.25bn | 107.5597 | 109.2460 | 0.304% | +1.568% | +0.00477% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $855.0m | $18.15bn | 125.4218 | 128.0528 | 0.303% | +2.098% | +0.00636% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $9.41bn | $22.26bn | 101.4842 | 103.1247 | 0.301% | +1.616% | +0.00486% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $14.88bn | $15.77bn | 142.7151 | 144.6502 | 0.300% | +1.356% | +0.00406% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $24.75bn | – | $2.77bn | $21.98bn | 102.2942 | 105.2688 | 0.299% | +2.908% | +0.00871% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $8.32bn | $22.55bn | 99.5972 | 101.2175 | 0.299% | +1.627% | +0.00487% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $10.15bn | $22.71bn | 98.6892 | 99.4195 | 0.298% | +0.740% | +0.00221% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 105.7288 | 107.8912 | 0.296% | +2.286% | +0.00676% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $3.70bn | $19.60bn | 113.2816 | 114.9589 | 0.296% | +1.481% | +0.00438% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.91bn | $17.74bn | 124.9644 | 126.9372 | 0.295% | +1.579% | +0.00466% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $6.47bn | $21.35bn | 103.0141 | 103.7782 | 0.293% | +0.742% | +0.00217% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $10.06bn | $22.22bn | 98.8870 | 99.3045 | 0.293% | +0.675% | +0.00197% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $22.00bn | – | – | $22.00bn | 99.8489 | 99.9297 | 0.293% | +0.081% | +0.00024% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $22.00bn | – | – | $22.00bn | 99.8246 | 99.9140 | 0.292% | +0.090% | +0.00026% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $22.00bn | – | – | $22.00bn | 99.7900 | 99.8888 | 0.292% | +0.099% | +0.00029% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.44bn | $19.40bn | 111.5594 | 113.1323 | 0.288% | +1.410% | +0.00406% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.66bn | $20.40bn | 105.4984 | 104.8587 | 0.287% | +0.697% | +0.00200% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $12.67bn | $21.04bn | 102.0380 | 102.8835 | 0.286% | +0.829% | +0.00237% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $15.61bn | $21.31bn | 99.9035 | 101.3638 | 0.283% | +1.462% | +0.00414% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 124.3412 | 127.4892 | 0.280% | +2.532% | +0.00710% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 125.0580 | 127.8531 | 0.277% | +2.235% | +0.00619% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $11.20bn | $20.80bn | 100.0577 | 100.9130 | 0.277% | +0.855% | +0.00237% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.3797 | 106.9499 | 0.275% | +0.536% | +0.00148% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $12.41bn | $20.32bn | 100.2491 | 101.1062 | 0.271% | +0.855% | +0.00232% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $470.0m | $16.53bn | 123.0031 | 125.9310 | 0.271% | +2.380% | +0.00644% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $12.05bn | $20.42bn | 99.2517 | 99.9718 | 0.270% | +0.726% | +0.00196% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 84.0913 | 86.1723 | 0.268% | +2.475% | +0.00663% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $10.25bn | $17.75bn | 112.7467 | 114.4972 | 0.267% | +1.553% | +0.00414% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.23bn | $16.77bn | 118.7729 | 122.6894 | 0.265% | +3.297% | +0.00875% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $10.70bn | $19.90bn | 99.5516 | 101.1895 | 0.264% | +1.645% | +0.00434% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.2469 | 106.8797 | 0.263% | +0.596% | +0.00157% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.34bn | $15.67bn | 125.8180 | 128.3113 | 0.263% | +1.982% | +0.00520% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.73bn | 110.7022 | 112.4411 | 0.261% | +1.571% | +0.00410% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 106.1247 | 105.0482 | 0.259% | +0.458% | +0.00119% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 107.0341 | 110.0197 | 0.257% | +2.789% | +0.00716% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.66bn | $18.13bn | 105.4732 | 107.0641 | 0.255% | +1.508% | +0.00384% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.9231 | 107.4399 | 0.249% | +0.483% | +0.00120% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.32bn | $14.93bn | 123.6364 | 126.7382 | 0.246% | +2.509% | +0.00617% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 113.5123 | 115.1172 | 0.246% | +1.414% | +0.00347% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 106.9826 | 107.3876 | 0.243% | +0.379% | +0.00092% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.59bn | $17.91bn | 101.7655 | 104.1509 | 0.243% | +2.344% | +0.00569% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $17.38bn | $16.70bn | 107.8728 | 109.6108 | 0.240% | +1.611% | +0.00387% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $7.34bn | $17.80bn | 100.7565 | 102.2389 | 0.239% | +1.471% | +0.00351% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $6.45bn | $15.75bn | 112.0749 | 113.6897 | 0.235% | +1.441% | +0.00339% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.10bn | $15.20bn | 115.9083 | 117.5660 | 0.235% | +1.430% | +0.00335% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $12.98bn | $17.47bn | 100.2850 | 101.9268 | 0.233% | +1.637% | +0.00382% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.41bn | $16.48bn | 105.8705 | 107.3973 | 0.232% | +1.442% | +0.00335% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 106.4192 | 106.8760 | 0.232% | +0.429% | +0.00100% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 103.4443 | 103.9061 | 0.231% | +0.446% | +0.00103% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $15.45bn | $17.25bn | 99.7412 | 100.5456 | 0.229% | +0.806% | +0.00185% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $19.78bn | $16.97bn | 100.5967 | 101.9974 | 0.227% | +1.392% | +0.00317% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 105.8876 | 106.1685 | 0.227% | +0.265% | +0.00060% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.46bn | $13.36bn | 127.1188 | 128.8021 | 0.226% | +1.324% | +0.00300% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.68bn | $13.81bn | 121.9987 | 126.0525 | 0.224% | +3.323% | +0.00745% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $12.60bn | $16.98bn | 99.1226 | 100.7536 | 0.224% | +1.645% | +0.00369% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 111.8133 | 113.1322 | 0.223% | +1.763% | +0.00394% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 113.5056 | 116.5682 | 0.222% | +2.698% | +0.00598% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 116.5741 | 120.7574 | 0.215% | +3.589% | +0.00772% |
| 912828FH8 | 4.875% | May 31, 2011 | $17.14bn | – | $1.37bn | $15.78bn | 102.4152 | 102.4241 | 0.215% | +0.009% | +0.00002% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $884.0m | $13.12bn | 122.6475 | 125.7343 | 0.214% | +2.517% | +0.00539% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 114.4795 | 114.1405 | 0.213% | +0.654% | +0.00139% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 114.9182 | 117.4097 | 0.213% | +2.168% | +0.00462% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.79bn | 114.0198 | 116.7795 | 0.209% | +2.420% | +0.00507% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 102.2459 | 102.2918 | 0.209% | +0.045% | +0.00009% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 102.5071 | 102.5397 | 0.208% | +0.032% | +0.00007% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.2469 | 107.7761 | 0.206% | +0.493% | +0.00102% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $11.80bn | $13.79bn | 112.4530 | 114.1196 | 0.206% | +1.482% | +0.00306% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $5.06bn | $11.99bn | 128.3028 | 130.9943 | 0.205% | +2.098% | +0.00430% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 110.2673 | 112.7267 | 0.205% | +2.230% | +0.00456% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 109.3422 | 110.2334 | 0.204% | +1.114% | +0.00227% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 102.4018 | 102.4130 | 0.204% | +0.011% | +0.00002% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 108.9944 | 111.7726 | 0.203% | +2.549% | +0.00518% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 102.1685 | 102.2059 | 0.202% | +0.037% | +0.00007% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $12.18bn | $14.72bn | 102.9147 | 103.1080 | 0.202% | +1.463% | +0.00295% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.0516 | 104.5333 | 0.202% | +0.463% | +0.00093% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 107.3787 | 111.1720 | 0.200% | +3.533% | +0.00707% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 114.8901 | 117.8073 | 0.199% | +2.539% | +0.00506% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 104.4126 | 104.4962 | 0.198% | +0.080% | +0.00016% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 104.1685 | 104.2684 | 0.192% | +0.096% | +0.00018% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.5078 | 104.9415 | 0.192% | +0.415% | +0.00080% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $7.98bn | $14.55bn | 98.7001 | 101.0123 | 0.191% | +2.343% | +0.00448% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 104.9967 | 107.3410 | 0.191% | +2.233% | +0.00426% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $9.23bn | $13.95bn | 102.2908 | 103.7619 | 0.190% | +1.438% | +0.00273% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 106.3895 | 104.2432 | 0.189% | +0.097% | +0.00018% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 104.3207 | 104.4227 | 0.186% | +0.098% | +0.00018% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 104.4732 | 102.2439 | 0.184% | +0.080% | +0.00015% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.19bn | $10.59bn | 129.5884 | 131.4182 | 0.183% | +1.412% | +0.00258% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $2.72bn | $12.45bn | 107.8894 | 112.2912 | 0.179% | +4.080% | +0.00730% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.0988 | 106.5029 | 0.179% | +0.381% | +0.00068% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 104.5060 | 104.6003 | 0.178% | +0.090% | +0.00016% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.86bn | 122.4959 | 124.7284 | 0.177% | +1.823% | +0.00323% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 105.7562 | 106.1061 | 0.175% | +0.331% | +0.00058% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 105.5116 | 105.8716 | 0.172% | +0.341% | +0.00059% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 106.8146 | 105.2086 | 0.171% | +0.310% | +0.00053% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $6.37bn | $9.41bn | 133.5420 | 135.5271 | 0.167% | +1.487% | +0.00249% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 104.3397 | 104.4480 | 0.167% | +0.104% | +0.00017% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 105.4524 | 105.7687 | 0.165% | +0.300% | +0.00049% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.65bn | $8.90bn | 138.4677 | 140.4358 | 0.164% | +1.421% | +0.00233% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 106.6545 | 106.8091 | 0.161% | +0.145% | +0.00023% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 106.2978 | 106.5376 | 0.159% | +0.226% | +0.00036% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.35bn | $8.84bn | 132.4484 | 134.7559 | 0.156% | +1.742% | +0.00272% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $10.61bn | $8.33bn | 138.3538 | 140.3308 | 0.153% | +1.429% | +0.00219% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 106.7567 | 106.9867 | 0.147% | +0.215% | +0.00032% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.05bn | $8.08bn | 134.5262 | 136.4283 | 0.145% | +1.414% | +0.00205% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $5.63bn | $7.45bn | 142.6970 | 144.6758 | 0.142% | +1.387% | +0.00196% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.11bn | $7.39bn | 140.5729 | 142.8821 | 0.138% | +1.643% | +0.00227% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.88bn | $9.07bn | 114.4869 | 116.9052 | 0.138% | +2.112% | +0.00292% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.28bn | $9.07bn | 113.2151 | 115.6022 | 0.137% | +2.108% | +0.00288% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.55bn | $7.04bn | 140.8384 | 143.1057 | 0.132% | +1.610% | +0.00212% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.84bn | $7.00bn | 130.2412 | 132.6728 | 0.121% | +1.867% | +0.00227% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.19bn | $7.59bn | 116.4025 | 118.8734 | 0.118% | +2.123% | +0.00250% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.10bn | $7.07bn | 124.7926 | 127.4109 | 0.118% | +2.098% | +0.00247% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $3.47bn | $6.03bn | 141.5725 | 143.5183 | 0.114% | +1.374% | +0.00156% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.33bn | $5.72bn | 145.1815 | 147.2120 | 0.111% | +1.399% | +0.00155% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $9.49bn | – | $1.68bn | $7.81bn | 106.3596 | 110.8602 | 0.111% | +4.232% | +0.00468% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $4.18bn | $5.90bn | 138.7289 | 140.5596 | 0.109% | +1.320% | +0.00144% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.60bn | $5.92bn | 137.3985 | 138.7994 | 0.108% | +1.020% | +0.00111% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.31bn | $5.65bn | 137.8220 | 139.8320 | 0.104% | +1.458% | +0.00151% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.58bn | $5.94bn | 130.2298 | 132.7034 | 0.103% | +1.899% | +0.00196% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 130.8329 | 131.6850 | 0.103% | +0.651% | +0.00067% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 131.5266 | 133.9484 | 0.100% | +1.841% | +0.00185% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $332.0m | $4.67bn | 161.4388 | 165.4885 | 0.100% | +3.808% | +0.00382% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.30bn | $5.89bn | 127.3550 | 129.8384 | 0.100% | +1.950% | +0.00195% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $5.03bn | $5.03bn | 143.2312 | 145.1145 | 0.096% | +1.315% | +0.00126% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.67bn | $4.75bn | 140.2920 | 142.2887 | 0.089% | +1.423% | +0.00126% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.38bn | $3.79bn | 145.1561 | 147.2080 | 0.073% | +1.414% | +0.00104% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.99bn | $3.73bn | 144.3909 | 146.4848 | 0.072% | +1.450% | +0.00104% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $5.82bn | $3.65bn | 142.2129 | 144.2220 | 0.069% | +1.413% | +0.00098% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.66bn | $2.92bn | 138.6747 | 140.3641 | 0.054% | +1.218% | +0.00066% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 134.3374 | 136.0982 | 0.054% | +1.311% | +0.00071% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.05bn | $2.53bn | 146.8740 | 148.9045 | 0.049% | +1.383% | +0.00068% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.04bn | $1.99bn | 138.1333 | 139.7619 | 0.037% | +1.179% | +0.00043% |
| Total | $7.20tn | 100.000% | +0.96654% | ||||||||
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.