Rebalance of May 31, 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
- +0.997580%
- 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 +0.997580% against a published month return of +0.997580%, a difference of 8.8e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795W64 | 0.000% | Jun 2, 2011 | $85.00bn | – | – | $85.00bn | 99.9981 | 99.9998 | 1.132% | +0.002% | +0.00002% |
| 912795X22 | 0.000% | Jun 30, 2011 | $85.00bn | – | – | $85.00bn | 99.9966 | 99.9967 | 1.132% | +0.000% | +0.00000% |
| 912795X63 | 0.000% | Jul 28, 2011 | $82.00bn | – | – | $82.00bn | 99.9875 | 99.9952 | 1.092% | +0.008% | +0.00008% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $1.58bn | $66.00bn | 103.5110 | 106.1240 | 0.910% | +2.524% | +0.02296% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $7.52bn | $64.08bn | 104.7298 | 107.4677 | 0.894% | +2.614% | +0.02336% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $5.55bn | $62.67bn | 104.2806 | 105.1929 | 0.870% | +2.553% | +0.02222% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.41bn | $66.00bn | 95.8432 | 96.9963 | 0.842% | +2.572% | +0.02167% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $1.85bn | $66.00bn | 95.6449 | 98.1436 | 0.841% | +2.613% | +0.02196% |
| 9127952V2 | 0.000% | Jun 16, 2011 | $60.00bn | – | – | $60.00bn | 99.9987 | 99.9987 | 0.799% | 0.000% | 0.00000% |
| 9127952U4 | 0.000% | Jun 9, 2011 | $60.00bn | – | – | $60.00bn | 99.9977 | 99.9993 | 0.799% | +0.002% | +0.00001% |
| 9127952W0 | 0.000% | Jun 23, 2011 | $60.00bn | – | – | $60.00bn | 99.9969 | 99.9974 | 0.799% | +0.001% | +0.00000% |
| 9127952Z3 | 0.000% | Jul 14, 2011 | $60.00bn | – | – | $60.00bn | 99.9958 | 99.9963 | 0.799% | +0.001% | +0.00000% |
| 9127952X8 | 0.000% | Jul 7, 2011 | $60.00bn | – | – | $60.00bn | 99.9942 | 99.9979 | 0.799% | +0.004% | +0.00003% |
| 9127953A7 | 0.000% | Jul 21, 2011 | $58.00bn | – | – | $58.00bn | 99.9931 | 99.9958 | 0.772% | +0.003% | +0.00002% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $55.00bn | – | – | $55.00bn | 99.9836 | 99.9881 | 0.732% | +0.004% | +0.00003% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $55.00bn | – | – | $55.00bn | 99.9676 | 99.9810 | 0.732% | +0.013% | +0.00010% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $19.22bn | $51.82bn | 104.0038 | 104.9684 | 0.718% | +2.550% | +0.01830% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $52.00bn | – | – | $52.00bn | 99.9517 | 99.9684 | 0.692% | +0.017% | +0.00012% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $15.64bn | $48.77bn | 102.8253 | 103.8006 | 0.668% | +2.468% | +0.01648% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.8995 | 100.9199 | 0.591% | +0.020% | +0.00012% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.8062 | 100.8569 | 0.591% | +0.050% | +0.00030% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.7554 | 100.8057 | 0.590% | +0.050% | +0.00029% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.7512 | 100.7612 | 0.590% | +0.010% | +0.00006% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.7123 | 100.7524 | 0.590% | +0.040% | +0.00023% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.6902 | 100.3145 | 0.590% | -0.001% | -0.00000% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.4429 | 100.4620 | 0.589% | +0.019% | +0.00011% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $14.43bn | $44.24bn | 99.6398 | 102.1802 | 0.587% | +2.550% | +0.01497% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $17.22bn | $40.14bn | 108.2091 | 108.9545 | 0.578% | +2.422% | +0.01401% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.4624 | 100.4819 | 0.575% | +0.019% | +0.00011% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.67bn | $40.75bn | 104.1248 | 105.4547 | 0.565% | +1.277% | +0.00722% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $4.48bn | $40.43bn | 104.7835 | 108.3230 | 0.564% | +3.378% | +0.01905% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.43bn | $40.83bn | 103.7057 | 103.8183 | 0.564% | +1.133% | +0.00639% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.8152 | 100.5333 | 0.564% | +0.092% | +0.00052% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.4837 | 100.4715 | 0.562% | -0.012% | -0.00007% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.4701 | 100.4905 | 0.562% | +0.020% | +0.00011% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $2.96bn | $40.07bn | 103.9066 | 105.1940 | 0.554% | +1.239% | +0.00687% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $4.19bn | $38.81bn | 106.8410 | 110.4534 | 0.552% | +3.381% | +0.01867% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.35bn | $41.55bn | 99.3786 | 100.5401 | 0.550% | +3.307% | +0.01818% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $2.87bn | $40.60bn | 101.5929 | 102.7646 | 0.549% | +3.307% | +0.01816% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $27.95bn | $38.80bn | 105.5110 | 108.1240 | 0.545% | +2.476% | +0.01350% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $4.47bn | $40.09bn | 101.6554 | 102.8584 | 0.543% | +3.335% | +0.01810% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $5.06bn | $38.19bn | 105.4159 | 106.6335 | 0.536% | +1.155% | +0.00619% |
| 912828LF5 | 1.125% | Jun 30, 2011 | $41.16bn | – | $1.16bn | $40.00bn | 100.5666 | 100.5656 | 0.536% | -0.001% | -0.00001% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.5856 | 100.6687 | 0.535% | +0.083% | +0.00044% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.34bn | $38.63bn | 102.1069 | 101.5948 | 0.525% | +0.172% | +0.00090% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.71bn | $37.98bn | 103.6594 | 104.9083 | 0.524% | +1.205% | +0.00632% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $2.94bn | $37.77bn | 104.0202 | 105.1211 | 0.523% | +1.058% | +0.00554% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $4.19bn | $37.82bn | 103.7629 | 104.8940 | 0.523% | +1.090% | +0.00570% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.5014 | 101.6453 | 0.519% | +0.142% | +0.00074% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 92.0010 | 95.1659 | 0.513% | +3.440% | +0.01765% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $3.35bn | $36.82bn | 104.2503 | 105.2877 | 0.511% | +0.995% | +0.00509% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $5.96bn | $36.94bn | 103.8573 | 105.1861 | 0.511% | +1.279% | +0.00654% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $3.96bn | $37.60bn | 101.9064 | 102.1454 | 0.510% | +0.234% | +0.00120% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.5321 | 100.6464 | 0.505% | +0.114% | +0.00057% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.36bn | $36.86bn | 101.5203 | 101.7380 | 0.498% | +0.214% | +0.00107% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.78bn | $36.69bn | 101.6793 | 102.0102 | 0.497% | +0.325% | +0.00162% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.40bn | $36.09bn | 101.7887 | 102.0901 | 0.489% | +0.296% | +0.00145% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.0328 | 100.1885 | 0.480% | +0.156% | +0.00075% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.0954 | 100.2510 | 0.472% | +0.155% | +0.00073% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $6.56bn | $33.41bn | 105.3474 | 106.3462 | 0.469% | +0.948% | +0.00444% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.57bn | $35.00bn | 100.3781 | 100.7208 | 0.468% | +0.341% | +0.00160% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $6.92bn | $34.39bn | 102.1381 | 101.8448 | 0.468% | +0.386% | +0.00180% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $6.85bn | $34.02bn | 103.1120 | 103.4433 | 0.467% | +1.352% | +0.00631% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 99.9708 | 100.1264 | 0.465% | +0.156% | +0.00072% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $7.73bn | $33.71bn | 102.6948 | 106.2239 | 0.461% | +3.437% | +0.01584% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.35bn | $34.40bn | 100.4606 | 100.6999 | 0.460% | +0.238% | +0.00110% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.5856 | 101.6977 | 0.456% | +0.110% | +0.00050% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $10.11bn | $32.82bn | 102.3000 | 102.6622 | 0.447% | +0.354% | +0.00158% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.7631 | 101.1573 | 0.445% | +0.080% | +0.00036% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.54bn | $31.54bn | 105.5722 | 106.5397 | 0.443% | +0.916% | +0.00406% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $2.58bn | $33.12bn | 100.3446 | 100.6152 | 0.443% | +0.270% | +0.00119% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 100.3039 | 100.2826 | 0.434% | +0.228% | +0.00099% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $2.46bn | $33.26bn | 97.7568 | 99.2962 | 0.433% | +1.575% | +0.00682% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 102.2112 | 102.3249 | 0.432% | +0.111% | +0.00048% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.36bn | $31.68bn | 100.2200 | 100.6884 | 0.423% | +0.467% | +0.00198% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.20bn | $31.91bn | 98.0780 | 99.5867 | 0.417% | +1.538% | +0.00641% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.48bn | $31.40bn | 98.4015 | 99.8784 | 0.411% | +1.501% | +0.00618% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $5.26bn | $22.74bn | 135.5917 | 136.7708 | 0.411% | +0.870% | +0.00357% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $5.31bn | $31.07bn | 98.6717 | 99.5663 | 0.408% | +1.603% | +0.00655% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.6599 | 109.1026 | 0.407% | +0.513% | +0.00209% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.44bn | $30.26bn | 101.0653 | 102.6998 | 0.407% | +1.617% | +0.00659% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $6.68bn | $27.53bn | 110.4335 | 111.7338 | 0.405% | +1.177% | +0.00477% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.32bn | $28.06bn | 107.4999 | 108.4921 | 0.402% | +0.923% | +0.00371% |
| 9127953B5 | 0.000% | Aug 4, 2011 | $30.00bn | – | – | $30.00bn | 99.9865 | 99.9928 | 0.399% | +0.006% | +0.00002% |
| 9127953D1 | 0.000% | Aug 11, 2011 | $30.00bn | – | – | $30.00bn | 99.9856 | 99.9900 | 0.399% | +0.004% | +0.00002% |
| 9127953E9 | 0.000% | Aug 18, 2011 | $30.00bn | – | – | $30.00bn | 99.9815 | 99.9890 | 0.399% | +0.008% | +0.00003% |
| 9127953F6 | 0.000% | Sep 1, 2011 | $30.00bn | – | – | $30.00bn | 99.9792 | 99.9845 | 0.399% | +0.005% | +0.00002% |
| 9127953J8 | 0.000% | Sep 8, 2011 | $30.00bn | – | – | $30.00bn | 99.9743 | 99.9833 | 0.399% | +0.009% | +0.00004% |
| 9127953K5 | 0.000% | Sep 15, 2011 | $30.00bn | – | – | $30.00bn | 99.9730 | 99.9822 | 0.399% | +0.009% | +0.00004% |
| 9127953L3 | 0.000% | Sep 29, 2011 | $30.00bn | – | – | $30.00bn | 99.9617 | 99.9798 | 0.399% | +0.018% | +0.00007% |
| 9127953M1 | 0.000% | Oct 6, 2011 | $30.00bn | – | – | $30.00bn | 99.9600 | 99.9787 | 0.399% | +0.019% | +0.00007% |
| 9127953P4 | 0.000% | Oct 13, 2011 | $30.00bn | – | – | $30.00bn | 99.9583 | 99.9700 | 0.399% | +0.012% | +0.00005% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $7.19bn | $29.73bn | 100.2320 | 100.5329 | 0.397% | +0.300% | +0.00119% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $8.87bn | $29.91bn | 99.6286 | 100.8838 | 0.397% | +3.393% | +0.01346% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.22bn | $29.00bn | 102.5102 | 103.3193 | 0.396% | +0.789% | +0.00312% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 108.9860 | 109.4320 | 0.394% | +0.409% | +0.00161% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.8809 | 101.9739 | 0.392% | +0.091% | +0.00036% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.08bn | $28.13bn | 104.5082 | 104.2874 | 0.391% | +0.865% | +0.00339% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.63bn | $15.86bn | 185.0266 | 186.6511 | 0.391% | +0.878% | +0.00343% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $4.10bn | $27.66bn | 104.9232 | 106.8967 | 0.386% | +1.881% | +0.00727% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 106.3286 | 108.7749 | 0.382% | +2.301% | +0.00879% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.81bn | $25.66bn | 111.7048 | 113.2445 | 0.382% | +1.378% | +0.00526% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $9.93bn | $28.28bn | 100.8774 | 102.3349 | 0.380% | +1.445% | +0.00549% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $8.09bn | $28.12bn | 101.3640 | 101.8005 | 0.380% | +0.431% | +0.00163% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.9888 | 101.0195 | 0.375% | +0.030% | +0.00011% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.33bn | $25.75bn | 109.4023 | 110.0463 | 0.375% | +0.589% | +0.00221% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.28bn | $28.07bn | 100.0666 | 100.5652 | 0.374% | +0.498% | +0.00186% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $5.88bn | $26.64bn | 105.3793 | 107.4195 | 0.374% | +1.936% | +0.00724% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.2262 | 101.2464 | 0.372% | +0.020% | +0.00007% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.31bn | $27.30bn | 102.3093 | 103.1089 | 0.372% | +0.782% | +0.00291% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $9.13bn | $27.44bn | 101.6342 | 103.3186 | 0.371% | +1.657% | +0.00616% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.4921 | 102.5841 | 0.367% | +0.090% | +0.00033% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $899.5m | $28.70bn | 95.9477 | 98.1005 | 0.367% | +2.244% | +0.00823% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.27bn | $28.44bn | 96.6647 | 98.8176 | 0.366% | +2.227% | +0.00815% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $8.00bn | $27.01bn | 100.9518 | 101.4097 | 0.363% | +0.454% | +0.00165% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.26bn | $24.04bn | 113.3919 | 111.8132 | 0.363% | +0.702% | +0.00255% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $6.76bn | $26.82bn | 100.7456 | 101.5355 | 0.360% | +0.784% | +0.00282% |
| 9127953Q2 | 0.000% | Oct 27, 2011 | $27.00bn | – | – | $27.00bn | 99.9497 | 99.9669 | 0.359% | +0.017% | +0.00006% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 132.8739 | 132.4944 | 0.356% | -0.286% | -0.00102% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $855.0m | $20.15bn | 132.5371 | 132.3627 | 0.356% | -0.132% | -0.00047% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.0203 | 101.0505 | 0.355% | +0.030% | +0.00011% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $4.04bn | $26.00bn | 102.1305 | 102.7861 | 0.354% | +0.642% | +0.00227% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $7.59bn | $25.37bn | 103.9684 | 104.5700 | 0.351% | +1.901% | +0.00668% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $4.42bn | $25.10bn | 104.6685 | 106.5707 | 0.350% | +1.817% | +0.00636% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.52bn | $22.95bn | 112.3161 | 111.2901 | 0.343% | +0.978% | +0.00336% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $498.0m | $19.50bn | 131.7867 | 131.4699 | 0.342% | -0.240% | -0.00082% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $3.22bn | $26.69bn | 96.2889 | 98.4426 | 0.342% | +2.237% | +0.00765% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.1264 | 101.2078 | 0.340% | +0.081% | +0.00027% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.14bn | $24.96bn | 101.7257 | 103.1623 | 0.338% | +1.412% | +0.00478% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 102.4872 | 102.4953 | 0.333% | +0.008% | +0.00003% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.24bn | $22.23bn | 112.0706 | 111.4406 | 0.332% | +1.278% | +0.00424% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.34bn | $23.50bn | 105.0136 | 106.8832 | 0.329% | +1.780% | +0.00585% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.1793 | 101.2289 | 0.328% | +0.049% | +0.00016% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $7.38bn | $23.89bn | 102.6899 | 103.3974 | 0.327% | +0.689% | +0.00225% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.75bn | $23.65bn | 103.5698 | 107.0989 | 0.326% | +3.408% | +0.01111% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $9.92bn | $23.16bn | 105.3154 | 107.4880 | 0.325% | +2.063% | +0.00670% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 101.6872 | 100.8308 | 0.324% | +0.018% | +0.00006% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.14bn | $22.81bn | 106.4703 | 108.4584 | 0.323% | +1.867% | +0.00604% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.32bn | $22.90bn | 105.8982 | 106.4356 | 0.323% | +0.507% | +0.00164% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $521.0m | $18.48bn | 131.1675 | 131.1195 | 0.323% | -0.037% | -0.00012% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.40bn | $13.39bn | 181.0311 | 182.5015 | 0.323% | +0.812% | +0.00262% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.11bn | $22.59bn | 106.6920 | 108.5238 | 0.321% | +1.717% | +0.00551% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $5.81bn | $24.34bn | 99.0082 | 100.0999 | 0.321% | +2.239% | +0.00718% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $24.00bn | – | – | $24.00bn | 99.8195 | 99.8708 | 0.319% | +0.051% | +0.00016% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.14bn | $23.81bn | 100.0970 | 102.2626 | 0.317% | +2.163% | +0.00687% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.35bn | $21.37bn | 110.9235 | 111.8695 | 0.316% | +0.853% | +0.00269% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.62bn | $20.60bn | 114.0884 | 113.4579 | 0.313% | +1.419% | +0.00444% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 104.7110 | 104.7400 | 0.312% | +0.028% | +0.00009% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 106.1287 | 106.5397 | 0.311% | +0.387% | +0.00120% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $855.0m | $18.15bn | 128.0528 | 128.2846 | 0.309% | +0.181% | +0.00056% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.62bn | $22.17bn | 104.2948 | 106.3832 | 0.308% | +2.002% | +0.00617% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $23.00bn | – | – | $23.00bn | 99.9383 | 99.9528 | 0.306% | +0.015% | +0.00004% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $23.00bn | – | – | $23.00bn | 99.8604 | 99.8982 | 0.306% | +0.038% | +0.00012% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 107.8912 | 108.1134 | 0.302% | +0.206% | +0.00062% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $24.75bn | – | $3.27bn | $21.49bn | 105.2688 | 106.1336 | 0.301% | +0.822% | +0.00247% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $10.15bn | $22.71bn | 99.4195 | 99.7418 | 0.301% | +0.576% | +0.00173% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.91bn | $17.74bn | 126.9372 | 130.4551 | 0.300% | +2.771% | +0.00831% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.15bn | $21.53bn | 104.2357 | 106.3967 | 0.299% | +2.073% | +0.00620% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $10.06bn | $22.22bn | 99.3045 | 99.8455 | 0.294% | +0.545% | +0.00160% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $22.00bn | – | – | $22.00bn | 99.9297 | 99.9450 | 0.293% | +0.015% | +0.00004% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $22.00bn | – | – | $22.00bn | 99.9140 | 99.9309 | 0.293% | +0.017% | +0.00005% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $22.00bn | – | – | $22.00bn | 99.8888 | 99.9153 | 0.293% | +0.027% | +0.00008% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.44bn | $19.40bn | 113.1323 | 114.7864 | 0.292% | +1.462% | +0.00427% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $8.79bn | $21.51bn | 101.6264 | 103.9558 | 0.291% | +2.292% | +0.00667% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 127.4892 | 128.0567 | 0.287% | +0.445% | +0.00128% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $10.87bn | $20.80bn | 103.1247 | 103.9450 | 0.286% | +2.129% | +0.00608% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $7.18bn | $20.64bn | 103.7782 | 103.3805 | 0.285% | +0.580% | +0.00166% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.66bn | $20.40bn | 104.8587 | 105.4266 | 0.285% | +0.542% | +0.00154% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 127.8531 | 128.1248 | 0.283% | +0.212% | +0.00060% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $13.17bn | $20.55bn | 102.8835 | 103.6613 | 0.282% | +0.756% | +0.00213% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $4.95bn | $18.34bn | 114.9589 | 114.7762 | 0.281% | +1.853% | +0.00520% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.18bn | $20.69bn | 101.2175 | 103.4247 | 0.279% | +2.181% | +0.00608% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $470.0m | $16.53bn | 125.9310 | 126.4963 | 0.277% | +0.449% | +0.00124% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.9499 | 107.4171 | 0.277% | +0.437% | +0.00121% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $16.41bn | $20.51bn | 101.3638 | 103.0058 | 0.277% | +1.620% | +0.00448% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $16.39bn | $14.25bn | 144.6502 | 144.3383 | 0.275% | +2.550% | +0.00700% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 86.1723 | 89.2749 | 0.274% | +3.600% | +0.00988% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $12.05bn | $20.42bn | 99.9718 | 100.6274 | 0.272% | +0.656% | +0.00178% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.43bn | $16.57bn | 122.6894 | 123.6464 | 0.271% | +0.780% | +0.00211% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $18.21bn | $18.60bn | 109.2460 | 111.8588 | 0.271% | +2.392% | +0.00647% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.44bn | $15.57bn | 128.3113 | 129.1579 | 0.266% | +3.047% | +0.00811% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.72bn | 112.4411 | 112.7276 | 0.265% | +2.145% | +0.00569% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.8797 | 107.3156 | 0.265% | +0.408% | +0.00108% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 110.0197 | 111.0138 | 0.264% | +0.904% | +0.00238% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.66bn | $18.13bn | 107.0641 | 108.8646 | 0.258% | +1.682% | +0.00435% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.0482 | 105.4280 | 0.256% | +0.362% | +0.00093% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.32bn | $14.93bn | 126.7382 | 127.4247 | 0.252% | +0.542% | +0.00137% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $13.32bn | $18.68bn | 100.9130 | 101.7024 | 0.251% | +0.782% | +0.00196% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $11.97bn | $18.62bn | 101.1895 | 103.5075 | 0.251% | +2.291% | +0.00575% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $14.17bn | $18.57bn | 101.1062 | 101.8348 | 0.250% | +0.721% | +0.00180% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 107.4399 | 106.1033 | 0.250% | +0.385% | +0.00096% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.26bn | 115.1172 | 117.0837 | 0.249% | +1.708% | +0.00426% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.62bn | $17.89bn | 104.1509 | 105.4579 | 0.248% | +3.415% | +0.00847% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 107.3876 | 105.5598 | 0.244% | +0.160% | +0.00039% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.10bn | $15.91bn | 114.4972 | 116.8909 | 0.243% | +2.091% | +0.00507% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $7.34bn | $17.80bn | 102.2389 | 103.9023 | 0.242% | +1.627% | +0.00394% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.00bn | $17.45bn | 101.9268 | 104.2484 | 0.237% | +2.278% | +0.00539% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.18bn | $15.12bn | 117.5660 | 116.8618 | 0.237% | +1.581% | +0.00374% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.47bn | $16.43bn | 107.3973 | 107.5401 | 0.235% | +1.646% | +0.00387% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 106.8760 | 107.0722 | 0.233% | +0.184% | +0.00043% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 103.9061 | 104.2672 | 0.232% | +0.348% | +0.00081% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $6.88bn | $15.31bn | 113.6897 | 115.9168 | 0.232% | +1.959% | +0.00454% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.49bn | $13.33bn | 128.8021 | 127.1162 | 0.229% | +1.505% | +0.00344% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.87bn | $13.62bn | 126.0525 | 127.1474 | 0.229% | +0.869% | +0.00199% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 116.5682 | 117.5688 | 0.228% | +0.858% | +0.00195% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 106.1685 | 106.2498 | 0.228% | +0.077% | +0.00017% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 113.1322 | 112.8887 | 0.226% | -0.215% | -0.00049% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $12.75bn | $16.83bn | 100.7536 | 103.0337 | 0.226% | +2.263% | +0.00511% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 120.7574 | 121.7547 | 0.223% | +0.826% | +0.00184% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $884.0m | $13.12bn | 125.7343 | 126.5821 | 0.220% | +0.674% | +0.00148% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $19.07bn | $15.01bn | 109.6108 | 110.2103 | 0.219% | +2.314% | +0.00507% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 117.4097 | 121.3551 | 0.218% | +3.360% | +0.00732% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.79bn | 116.7795 | 117.7248 | 0.214% | +0.809% | +0.00174% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 114.1405 | 113.9180 | 0.213% | -0.195% | -0.00041% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 102.2918 | 102.2938 | 0.209% | +0.002% | +0.00000% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 112.7267 | 114.0122 | 0.209% | +3.358% | +0.00702% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 111.7726 | 112.7508 | 0.208% | +0.875% | +0.00182% |
| 912828FK1 | 5.125% | Jun 30, 2011 | $17.50bn | – | $2.25bn | $15.25bn | 102.5397 | 102.5582 | 0.208% | +0.018% | +0.00004% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $17.16bn | $15.54bn | 100.5456 | 101.2222 | 0.208% | +0.673% | +0.00140% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 107.7761 | 106.3550 | 0.207% | +0.363% | +0.00075% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 111.1720 | 112.1089 | 0.207% | +0.843% | +0.00175% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $21.52bn | $15.23bn | 101.9974 | 103.6110 | 0.207% | +1.582% | +0.00327% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 110.2334 | 109.9398 | 0.206% | -0.266% | -0.00055% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 117.8073 | 118.7767 | 0.204% | +0.823% | +0.00168% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $5.35bn | $11.70bn | 130.9943 | 132.0700 | 0.204% | +3.207% | +0.00654% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 102.4130 | 102.4107 | 0.204% | -0.002% | -0.00000% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.5333 | 104.8512 | 0.202% | +0.304% | +0.00062% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.28bn | $13.31bn | 114.1196 | 114.1454 | 0.202% | +1.994% | +0.00403% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 102.2059 | 102.2310 | 0.202% | +0.025% | +0.00005% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $12.20bn | $14.70bn | 103.1080 | 104.7908 | 0.202% | +1.632% | +0.00329% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 104.4962 | 104.5357 | 0.198% | +0.038% | +0.00007% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $8.00bn | $14.52bn | 101.0123 | 104.4998 | 0.195% | +3.453% | +0.00674% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 107.3410 | 111.0471 | 0.195% | +3.453% | +0.00673% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 104.9415 | 105.1485 | 0.193% | +0.197% | +0.00038% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $14.00bn | – | – | $14.00bn | 103.2772 | 103.7557 | 0.193% | +0.463% | +0.00089% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 104.2684 | 104.3248 | 0.192% | +0.054% | +0.00010% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $9.54bn | $13.64bn | 103.7619 | 105.4446 | 0.188% | +1.622% | +0.00306% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $2.72bn | $12.45bn | 112.2912 | 112.2076 | 0.186% | -0.074% | -0.00014% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 104.4227 | 102.1685 | 0.186% | -0.004% | -0.00001% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 104.2432 | 104.2976 | 0.185% | +0.052% | +0.00010% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $1.97bn | $10.86bn | 124.7284 | 128.3194 | 0.180% | +2.879% | +0.00519% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 102.2439 | 102.2772 | 0.180% | +0.033% | +0.00006% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.5029 | 106.7096 | 0.180% | +0.194% | +0.00035% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.56bn | $10.22bn | 131.4182 | 129.8777 | 0.179% | +1.681% | +0.00301% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 104.6003 | 104.6502 | 0.178% | +0.048% | +0.00008% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 106.1061 | 104.6030 | 0.175% | +0.174% | +0.00030% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 105.8716 | 106.0012 | 0.172% | +0.122% | +0.00021% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 105.2086 | 105.3995 | 0.169% | +0.181% | +0.00031% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 104.4480 | 104.4813 | 0.167% | +0.032% | +0.00005% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.71bn | $8.84bn | 140.4358 | 138.4980 | 0.165% | +1.735% | +0.00287% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 105.7687 | 105.8862 | 0.165% | +0.111% | +0.00018% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $6.67bn | $9.10bn | 135.5271 | 139.2113 | 0.164% | +2.718% | +0.00447% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 106.8091 | 104.5442 | 0.161% | +0.103% | +0.00017% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 106.5376 | 106.6397 | 0.159% | +0.096% | +0.00015% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $10.63bn | $8.31bn | 140.3308 | 143.3791 | 0.155% | +2.172% | +0.00337% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.54bn | $8.65bn | 134.7559 | 138.6069 | 0.155% | +2.858% | +0.00444% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 106.9867 | 107.0470 | 0.147% | +0.056% | +0.00008% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.13bn | $8.01bn | 136.4283 | 140.1229 | 0.145% | +2.708% | +0.00394% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.88bn | $9.07bn | 116.9052 | 118.0550 | 0.141% | +3.229% | +0.00456% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.28bn | $9.07bn | 115.6022 | 119.3498 | 0.140% | +3.242% | +0.00453% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.21bn | $7.29bn | 142.8821 | 146.8577 | 0.139% | +2.782% | +0.00386% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $5.91bn | $7.17bn | 144.6758 | 147.7550 | 0.138% | +2.128% | +0.00294% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.89bn | $6.70bn | 143.1057 | 143.3465 | 0.128% | +2.789% | +0.00356% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.84bn | $7.00bn | 132.6728 | 133.3003 | 0.124% | +2.923% | +0.00361% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.11bn | $7.07bn | 127.4109 | 131.4810 | 0.120% | +3.194% | +0.00383% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.38bn | $7.39bn | 118.8734 | 122.7355 | 0.117% | +3.249% | +0.00380% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.60bn | $5.92bn | 138.7994 | 140.2629 | 0.109% | +1.054% | +0.00115% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $4.34bn | $5.73bn | 140.5596 | 143.9934 | 0.107% | +2.443% | +0.00262% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.66bn | $5.39bn | 147.2120 | 150.4684 | 0.106% | +2.212% | +0.00234% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 132.7034 | 136.6587 | 0.104% | +2.981% | +0.00310% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.6850 | 131.3915 | 0.104% | -0.223% | -0.00023% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $9.49bn | – | $2.48bn | $7.01bn | 110.8602 | 110.5236 | 0.103% | -0.304% | -0.00031% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $332.0m | $4.67bn | 165.4885 | 166.8477 | 0.103% | +0.821% | +0.00084% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $4.14bn | $5.36bn | 143.5183 | 147.0979 | 0.102% | +2.494% | +0.00255% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 133.9484 | 137.8203 | 0.102% | +2.891% | +0.00296% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.40bn | $5.79bn | 129.8384 | 133.8042 | 0.100% | +3.054% | +0.00306% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.70bn | $5.27bn | 139.8320 | 142.4113 | 0.098% | +1.845% | +0.00181% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $5.53bn | $4.54bn | 145.1145 | 144.6878 | 0.088% | +2.506% | +0.00220% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.83bn | $4.59bn | 142.2887 | 142.2585 | 0.087% | +2.658% | +0.00231% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.38bn | $3.79bn | 147.2080 | 145.7283 | 0.074% | +2.052% | +0.00152% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.99bn | $3.73bn | 146.4848 | 144.7965 | 0.073% | +1.962% | +0.00143% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $5.82bn | $3.65bn | 144.2220 | 147.4264 | 0.070% | +2.222% | +0.00156% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.66bn | $2.92bn | 140.3641 | 137.1749 | 0.055% | +1.246% | +0.00068% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 136.0982 | 137.9273 | 0.055% | +1.344% | +0.00073% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.20bn | $2.38bn | 148.9045 | 147.7167 | 0.047% | +2.140% | +0.00101% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.04bn | $1.99bn | 139.7619 | 141.4549 | 0.037% | +1.211% | +0.00045% |
| Total | $7.14tn | 100.000% | +0.99758% | ||||||||
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.