Rebalance of June 30, 2011
US Treasury Aggregate constituents
Every one of the 292 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
- 292
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.236711%
- Market value
- $7.58tn
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 -0.236711% against a published month return of -0.236711%, a difference of 3.4e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795X63 | 0.000% | Jul 28, 2011 | $82.00bn | – | – | $82.00bn | 99.9952 | 99.9984 | 1.082% | +0.003% | +0.00004% |
| 9127952A8 | 0.000% | Aug 25, 2011 | $82.00bn | – | – | $82.00bn | 99.9881 | 99.9969 | 1.082% | +0.009% | +0.00010% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $1.58bn | $66.00bn | 106.1240 | 105.3931 | 0.924% | -0.689% | -0.00636% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $7.84bn | $63.75bn | 107.4677 | 106.9556 | 0.904% | -0.477% | -0.00431% |
| 9127952Z3 | 0.000% | Jul 14, 2011 | $65.00bn | – | – | $65.00bn | 99.9963 | 99.9996 | 0.857% | +0.003% | +0.00003% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $1.85bn | $66.00bn | 98.1436 | 97.5799 | 0.855% | -0.574% | -0.00491% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.41bn | $66.00bn | 96.9963 | 96.4290 | 0.845% | -0.585% | -0.00494% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $9.78bn | $58.43bn | 105.1929 | 104.6345 | 0.811% | -0.531% | -0.00430% |
| 9127952X8 | 0.000% | Jul 7, 2011 | $60.00bn | – | – | $60.00bn | 99.9979 | 99.9996 | 0.792% | +0.002% | +0.00001% |
| 9127953B5 | 0.000% | Aug 4, 2011 | $59.00bn | – | – | $59.00bn | 99.9928 | 99.9981 | 0.778% | +0.005% | +0.00004% |
| 9127953D1 | 0.000% | Aug 11, 2011 | $59.00bn | – | – | $59.00bn | 99.9900 | 99.9977 | 0.778% | +0.008% | +0.00006% |
| 9127953A7 | 0.000% | Jul 21, 2011 | $58.00bn | – | – | $58.00bn | 99.9958 | 99.9988 | 0.765% | +0.003% | +0.00002% |
| 9127953E9 | 0.000% | Aug 18, 2011 | $57.00bn | – | – | $57.00bn | 99.9890 | 99.9973 | 0.752% | +0.008% | +0.00006% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $55.00bn | – | – | $55.00bn | 99.9810 | 99.9953 | 0.725% | +0.014% | +0.00010% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $21.44bn | $49.59bn | 104.9684 | 104.4935 | 0.687% | -0.452% | -0.00311% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $52.00bn | – | – | $52.00bn | 99.9684 | 99.9876 | 0.686% | +0.019% | +0.00013% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $47.00bn | – | – | $47.00bn | 99.9528 | 99.9767 | 0.620% | +0.024% | +0.00015% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $19.51bn | $44.91bn | 103.8006 | 103.4616 | 0.615% | -0.327% | -0.00201% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.9199 | 100.4402 | 0.586% | +0.020% | +0.00012% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.8569 | 100.8764 | 0.585% | +0.019% | +0.00011% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.8057 | 100.8247 | 0.585% | +0.019% | +0.00011% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.7612 | 100.8025 | 0.585% | +0.041% | +0.00024% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.7524 | 100.7925 | 0.585% | +0.040% | +0.00023% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.4620 | 100.4810 | 0.583% | +0.019% | +0.00011% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.3145 | 100.3448 | 0.582% | +0.030% | +0.00018% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.4819 | 100.5014 | 0.570% | +0.019% | +0.00011% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $5.05bn | $39.85bn | 108.3230 | 105.3313 | 0.569% | -2.762% | -0.01573% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $16.46bn | $42.21bn | 102.1802 | 101.8769 | 0.569% | -0.297% | -0.00169% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.92bn | $40.50bn | 105.4547 | 105.4722 | 0.563% | +0.017% | +0.00009% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.5333 | 100.5635 | 0.557% | +0.030% | +0.00017% |
| 912828LG3 | 1.000% | Jul 31, 2011 | $43.05bn | – | $1.05bn | $42.00bn | 100.4905 | 100.5028 | 0.557% | +0.012% | +0.00007% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.4715 | 100.4905 | 0.557% | +0.019% | +0.00011% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.68bn | $40.58bn | 103.8183 | 103.8675 | 0.556% | +0.047% | +0.00026% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.07bn | $39.97bn | 105.1940 | 105.2001 | 0.555% | +0.006% | +0.00003% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.43bn | $41.47bn | 100.5401 | 97.6365 | 0.550% | -2.888% | -0.01589% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $3.05bn | $40.42bn | 102.7646 | 99.8400 | 0.548% | -2.846% | -0.01560% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $5.43bn | $37.58bn | 110.4534 | 107.3783 | 0.548% | -2.784% | -0.01525% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $4.81bn | $39.76bn | 102.8584 | 99.9650 | 0.539% | -2.813% | -0.01517% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $5.50bn | $37.75bn | 106.6335 | 105.3509 | 0.531% | +0.028% | +0.00015% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.6687 | 100.3767 | 0.531% | +0.020% | +0.00011% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 95.1659 | 92.3933 | 0.526% | -2.913% | -0.01531% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.76bn | $37.93bn | 104.9083 | 104.9385 | 0.525% | +0.029% | +0.00015% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.34bn | $38.63bn | 101.5948 | 101.5819 | 0.518% | -0.013% | -0.00007% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $4.73bn | $37.28bn | 104.8940 | 104.9314 | 0.516% | +0.036% | +0.00018% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $3.52bn | $37.19bn | 105.1211 | 105.1595 | 0.516% | +0.037% | +0.00019% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.6453 | 101.6330 | 0.514% | -0.012% | -0.00006% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.30bn | $36.60bn | 105.1861 | 105.2337 | 0.508% | +0.045% | +0.00023% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $3.96bn | $37.60bn | 102.1454 | 102.1343 | 0.507% | -0.011% | -0.00005% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $22.25bn | $35.11bn | 108.9545 | 108.6977 | 0.505% | -0.236% | -0.00119% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | – | $37.95bn | 100.2235 | 100.2107 | 0.502% | -0.013% | -0.00006% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.6464 | 100.6670 | 0.501% | +0.020% | +0.00010% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | – | $37.95bn | 100.0326 | 100.1048 | 0.501% | +0.072% | +0.00036% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $31.72bn | $35.04bn | 108.1240 | 107.7056 | 0.500% | -0.387% | -0.00193% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.36bn | $36.86bn | 101.7380 | 101.1429 | 0.495% | -0.032% | -0.00016% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.58bn | $35.59bn | 105.2877 | 105.3563 | 0.494% | +0.065% | +0.00032% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.78bn | $36.69bn | 102.0102 | 101.9973 | 0.494% | -0.013% | -0.00006% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.40bn | $36.09bn | 102.0901 | 102.0791 | 0.486% | -0.011% | -0.00005% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.1885 | 100.1880 | 0.476% | -0.001% | -0.00000% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.2510 | 100.2503 | 0.468% | -0.001% | -0.00000% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $3.36bn | $33.31bn | 106.1336 | 107.0414 | 0.466% | +0.855% | +0.00399% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.57bn | $35.00bn | 100.7208 | 100.7198 | 0.465% | -0.001% | -0.00000% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $2.21bn | $35.00bn | 100.3981 | 100.4178 | 0.464% | +0.020% | +0.00009% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $8.40bn | $33.04bn | 106.2239 | 103.2531 | 0.463% | -2.797% | -0.01295% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $7.00bn | $32.98bn | 106.3462 | 106.4387 | 0.463% | +0.087% | +0.00040% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $6.92bn | $34.39bn | 101.8448 | 101.8631 | 0.462% | +0.018% | +0.00008% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 100.1264 | 100.1257 | 0.462% | -0.001% | -0.00000% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.23bn | $33.64bn | 103.4433 | 103.4925 | 0.459% | +0.048% | +0.00022% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.35bn | $34.40bn | 100.6999 | 100.3767 | 0.457% | -0.011% | -0.00005% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.6977 | 101.7160 | 0.452% | +0.018% | +0.00008% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $10.11bn | $32.82bn | 102.6622 | 102.6807 | 0.444% | +0.018% | +0.00008% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.70bn | $31.38bn | 106.5397 | 105.2884 | 0.441% | +0.057% | +0.00025% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $2.58bn | $33.12bn | 100.6152 | 100.6045 | 0.440% | -0.011% | -0.00005% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.1573 | 101.1756 | 0.438% | +0.018% | +0.00008% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $2.46bn | $33.26bn | 99.2962 | 99.3043 | 0.436% | +0.008% | +0.00004% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 100.2826 | 100.2611 | 0.430% | -0.021% | -0.00009% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 102.3249 | 102.3137 | 0.428% | -0.011% | -0.00005% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.36bn | $31.68bn | 100.6884 | 100.7818 | 0.421% | +0.093% | +0.00039% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.20bn | $31.91bn | 99.5867 | 99.5955 | 0.419% | +0.009% | +0.00004% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | – | $31.44bn | 99.9440 | 99.5449 | 0.415% | -0.399% | -0.00166% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.48bn | $31.40bn | 99.8784 | 99.8865 | 0.414% | +0.008% | +0.00003% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.67bn | $30.03bn | 102.6998 | 102.6780 | 0.407% | -0.021% | -0.00009% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $6.68bn | $27.53bn | 111.7338 | 111.6903 | 0.406% | -0.039% | -0.00016% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $5.80bn | $22.20bn | 136.7708 | 137.8490 | 0.400% | +0.788% | +0.00316% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 108.4921 | 109.4265 | 0.399% | +0.861% | +0.00344% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.1026 | 109.0115 | 0.398% | -0.083% | -0.00033% |
| 9127953J8 | 0.000% | Sep 8, 2011 | $30.00bn | – | – | $30.00bn | 99.9833 | 99.9961 | 0.396% | +0.013% | +0.00005% |
| 9127953F6 | 0.000% | Sep 1, 2011 | $30.00bn | – | – | $30.00bn | 99.9845 | 99.9965 | 0.396% | +0.012% | +0.00005% |
| 9127953K5 | 0.000% | Sep 15, 2011 | $30.00bn | – | – | $30.00bn | 99.9822 | 99.9957 | 0.396% | +0.014% | +0.00005% |
| 9127953L3 | 0.000% | Sep 29, 2011 | $30.00bn | – | – | $30.00bn | 99.9798 | 99.9924 | 0.396% | +0.013% | +0.00005% |
| 9127953M1 | 0.000% | Oct 6, 2011 | $30.00bn | – | – | $30.00bn | 99.9787 | 99.9891 | 0.396% | +0.010% | +0.00004% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $9.05bn | $29.73bn | 100.8838 | 97.9803 | 0.396% | -2.878% | -0.01139% |
| 9127953P4 | 0.000% | Oct 13, 2011 | $30.00bn | – | – | $30.00bn | 99.9700 | 99.9883 | 0.396% | +0.018% | +0.00007% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $7.19bn | $29.73bn | 100.5329 | 100.5526 | 0.394% | +0.020% | +0.00008% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.34bn | $28.87bn | 103.3193 | 103.3784 | 0.394% | +0.057% | +0.00023% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 109.4320 | 109.4717 | 0.392% | +0.036% | +0.00014% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 99.5663 | 99.5227 | 0.390% | -0.044% | -0.00017% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $4.11bn | $27.65bn | 106.8967 | 106.7140 | 0.390% | -0.171% | -0.00067% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.9739 | 102.0045 | 0.389% | +0.030% | +0.00012% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.73bn | $15.77bn | 186.6511 | 187.5617 | 0.388% | +0.488% | +0.00189% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 108.7749 | 108.4712 | 0.387% | -0.279% | -0.00108% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.12bn | $28.09bn | 104.2874 | 104.3468 | 0.386% | +0.057% | +0.00022% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.81bn | $25.66bn | 113.2445 | 113.1279 | 0.383% | -0.103% | -0.00039% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.00bn | $28.21bn | 102.3349 | 102.3550 | 0.381% | +0.020% | +0.00007% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $8.09bn | $28.12bn | 101.8005 | 101.2992 | 0.378% | +0.060% | +0.00023% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $5.88bn | $26.64bn | 107.4195 | 107.2410 | 0.378% | -0.166% | -0.00063% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.33bn | $25.75bn | 110.0463 | 110.0340 | 0.374% | -0.011% | -0.00004% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.28bn | $28.07bn | 100.5652 | 100.6264 | 0.372% | +0.061% | +0.00023% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.0195 | 101.0502 | 0.372% | +0.030% | +0.00011% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.31bn | $27.30bn | 103.1089 | 103.1274 | 0.371% | +0.018% | +0.00007% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.2464 | 101.2666 | 0.369% | +0.020% | +0.00007% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.59bn | $28.12bn | 98.8176 | 98.5329 | 0.367% | -0.288% | -0.00106% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 102.5841 | 101.6445 | 0.364% | -0.002% | -0.00001% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $8.00bn | $27.01bn | 101.4097 | 101.4613 | 0.361% | +0.051% | +0.00018% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $1.80bn | $27.80bn | 98.1005 | 97.7846 | 0.360% | -0.322% | -0.00116% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $5.14bn | $26.86bn | 100.6399 | 100.7215 | 0.357% | +0.081% | +0.00029% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $10.67bn | $26.54bn | 101.7364 | 101.7432 | 0.356% | +0.007% | +0.00002% |
| 9127953Q2 | 0.000% | Oct 27, 2011 | $27.00bn | – | – | $27.00bn | 99.9669 | 99.9835 | 0.356% | +0.017% | +0.00006% |
| 9127953R0 | 0.000% | Nov 3, 2011 | $27.00bn | – | – | $27.00bn | 99.9610 | 99.9825 | 0.356% | +0.022% | +0.00008% |
| 9127953T6 | 0.000% | Nov 10, 2011 | $27.00bn | – | – | $27.00bn | 99.9547 | 99.9778 | 0.356% | +0.023% | +0.00008% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.26bn | $24.04bn | 111.8132 | 111.8567 | 0.355% | +0.039% | +0.00014% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 101.0505 | 100.5179 | 0.352% | +0.030% | +0.00010% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 132.4944 | 132.2514 | 0.352% | -0.183% | -0.00065% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $7.63bn | $25.33bn | 104.5700 | 104.3892 | 0.349% | -0.173% | -0.00060% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.03bn | $19.97bn | 132.3627 | 132.1996 | 0.349% | -0.123% | -0.00043% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $4.78bn | $24.73bn | 106.5707 | 106.4103 | 0.348% | -0.150% | -0.00052% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.52bn | $22.95bn | 111.2901 | 111.2615 | 0.337% | -0.026% | -0.00009% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.2078 | 101.2268 | 0.337% | +0.019% | +0.00006% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $623.0m | $19.38bn | 131.4699 | 131.1292 | 0.336% | -0.259% | -0.00087% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.75bn | $23.65bn | 107.0989 | 104.3781 | 0.334% | -2.540% | -0.00849% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.21bn | $25.70bn | 98.4426 | 98.1276 | 0.334% | -0.320% | -0.00107% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $5.52bn | $24.52bn | 102.7861 | 102.0666 | 0.333% | +0.030% | +0.00010% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.34bn | $23.50bn | 106.8832 | 106.7840 | 0.331% | -0.093% | -0.00031% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 102.4953 | 102.5035 | 0.330% | +0.008% | +0.00003% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.84bn | $24.26bn | 103.1623 | 102.2863 | 0.330% | +0.060% | +0.00020% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.15bn | $22.80bn | 108.4584 | 106.6026 | 0.326% | -0.213% | -0.00069% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.2289 | 101.2473 | 0.326% | +0.018% | +0.00006% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.36bn | $22.11bn | 111.4406 | 111.4018 | 0.325% | -0.035% | -0.00011% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.11bn | $22.59bn | 108.5238 | 108.4807 | 0.323% | -0.040% | -0.00013% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.34bn | $22.74bn | 107.4880 | 107.2232 | 0.322% | -0.246% | -0.00079% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.32bn | $22.90bn | 106.4356 | 106.5043 | 0.322% | +0.064% | +0.00021% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $13.05bn | $23.52bn | 103.3186 | 103.3156 | 0.321% | -0.003% | -0.00001% |
| 912828QN3 | 3.125% | May 15, 2021 | $24.00bn | – | – | $24.00bn | 100.7069 | 99.8991 | 0.319% | -0.802% | -0.00256% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $571.0m | $18.43bn | 131.1195 | 131.1548 | 0.319% | +0.027% | +0.00009% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $7.93bn | $23.34bn | 103.3974 | 103.4175 | 0.318% | +0.019% | +0.00006% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 100.8308 | 100.8485 | 0.318% | +0.018% | +0.00006% |
| 9127953U3 | 0.000% | Nov 25, 2011 | $24.00bn | – | – | $24.00bn | 99.9456 | 99.9671 | 0.316% | +0.022% | +0.00007% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $6.18bn | $23.96bn | 100.0999 | 99.7843 | 0.316% | -0.315% | -0.00100% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.50bn | $23.45bn | 102.2626 | 101.9594 | 0.316% | -0.296% | -0.00094% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $24.00bn | – | – | $24.00bn | 99.8708 | 99.8989 | 0.316% | +0.028% | +0.00009% |
| 9127953N9 | 0.000% | May 3, 2012 | $24.00bn | – | – | $24.00bn | 99.8498 | 99.8631 | 0.316% | +0.013% | +0.00004% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.71bn | $13.07bn | 182.5015 | 183.2212 | 0.315% | +0.394% | +0.00124% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.41bn | $21.30bn | 111.8695 | 112.0654 | 0.314% | +0.175% | +0.00055% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 104.7400 | 104.8002 | 0.309% | +0.058% | +0.00018% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 106.5397 | 106.6382 | 0.309% | +0.092% | +0.00029% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.62bn | $20.60bn | 113.4579 | 113.3872 | 0.308% | -0.062% | -0.00019% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.90bn | $21.89bn | 106.3832 | 106.1277 | 0.307% | -0.240% | -0.00074% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.91bn | $17.74bn | 130.4551 | 128.8793 | 0.305% | -1.208% | -0.00369% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $1.07bn | $17.93bn | 128.2846 | 128.6068 | 0.303% | +0.251% | +0.00076% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $23.00bn | – | – | $23.00bn | 99.8982 | 99.9300 | 0.303% | +0.032% | +0.00010% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 108.1134 | 108.3008 | 0.300% | +0.173% | +0.00052% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.56bn | $21.12bn | 106.3967 | 106.1515 | 0.296% | -0.231% | -0.00068% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.44bn | $19.40bn | 114.7864 | 114.6906 | 0.294% | -0.083% | -0.00025% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $10.06bn | $22.22bn | 99.8455 | 99.8864 | 0.293% | +0.041% | +0.00012% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $22.00bn | – | – | $22.00bn | 99.9450 | 99.9627 | 0.290% | +0.018% | +0.00005% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $22.00bn | – | – | $22.00bn | 99.9309 | 99.9510 | 0.290% | +0.020% | +0.00006% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $22.00bn | – | – | $22.00bn | 99.9153 | 99.9378 | 0.290% | +0.022% | +0.00007% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 128.0567 | 128.6248 | 0.286% | +0.444% | +0.00127% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $11.18bn | $21.68bn | 99.7418 | 99.7514 | 0.285% | +0.010% | +0.00003% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $10.95bn | $20.72bn | 103.9450 | 103.6079 | 0.284% | -0.324% | -0.00092% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.66bn | $20.40bn | 105.4266 | 105.4008 | 0.284% | -0.024% | -0.00007% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 89.2749 | 86.6274 | 0.282% | -2.965% | -0.00835% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.24bn | $20.63bn | 103.4247 | 101.8193 | 0.281% | -0.344% | -0.00097% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 128.1248 | 128.4068 | 0.281% | +0.220% | +0.00062% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 114.7762 | 114.6219 | 0.277% | -0.134% | -0.00037% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 107.4171 | 105.7904 | 0.275% | +0.057% | +0.00016% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 126.4963 | 126.9321 | 0.275% | +0.345% | +0.00095% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $13.09bn | $20.48bn | 101.5355 | 101.5755 | 0.274% | +0.039% | +0.00011% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $13.70bn | $20.01bn | 103.6613 | 103.6579 | 0.274% | -0.003% | -0.00001% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $7.99bn | $19.83bn | 103.3805 | 103.4194 | 0.271% | +0.038% | +0.00010% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.43bn | $16.57bn | 123.6464 | 124.3117 | 0.270% | +0.538% | +0.00145% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.46bn | $15.55bn | 129.1579 | 126.7510 | 0.265% | -1.864% | -0.00494% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 111.0138 | 111.9447 | 0.264% | +0.839% | +0.00221% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.72bn | 112.7276 | 112.5428 | 0.264% | -0.164% | -0.00043% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 107.3156 | 107.3766 | 0.263% | +0.057% | +0.00015% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.66bn | $18.13bn | 108.8646 | 107.1963 | 0.260% | -0.040% | -0.00010% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $17.05bn | $13.59bn | 144.3383 | 143.1155 | 0.259% | -0.847% | -0.00219% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.4280 | 105.4015 | 0.255% | -0.025% | -0.00006% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $11.92bn | $18.38bn | 103.9558 | 103.5977 | 0.252% | -0.344% | -0.00087% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.30bn | $16.25bn | 117.0837 | 117.0190 | 0.251% | -0.055% | -0.00014% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.32bn | $14.93bn | 127.4247 | 128.3602 | 0.251% | +0.734% | +0.00184% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $18.56bn | $18.37bn | 103.0058 | 102.9915 | 0.250% | -0.014% | -0.00003% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $12.31bn | $18.52bn | 101.9470 | 101.5673 | 0.249% | -0.373% | -0.00093% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.62bn | $17.89bn | 105.4579 | 102.5435 | 0.249% | -2.764% | -0.00688% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.1033 | 106.0464 | 0.245% | -0.054% | -0.00013% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.20bn | $15.80bn | 116.8909 | 116.6595 | 0.244% | -0.198% | -0.00048% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $14.66bn | $18.08bn | 101.8348 | 101.8446 | 0.243% | +0.010% | +0.00002% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $7.56bn | $17.58bn | 103.9023 | 103.9720 | 0.241% | +0.067% | +0.00016% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $14.35bn | $18.11bn | 100.6274 | 100.2828 | 0.240% | +0.030% | +0.00007% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.14bn | $17.31bn | 104.2484 | 102.5387 | 0.238% | -0.321% | -0.00076% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 105.5598 | 105.5109 | 0.238% | -0.046% | -0.00011% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.48bn | $16.42bn | 107.5401 | 107.5565 | 0.233% | +0.015% | +0.00004% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.19bn | $15.10bn | 116.8618 | 116.7796 | 0.233% | -0.070% | -0.00016% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $6.97bn | $15.22bn | 115.9168 | 115.7063 | 0.233% | -0.182% | -0.00042% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.0722 | 107.0496 | 0.231% | -0.021% | -0.00005% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.2672 | 104.2222 | 0.231% | -0.043% | -0.00010% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $21.27bn | $15.54bn | 111.8588 | 111.5653 | 0.229% | -0.262% | -0.00060% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 117.5688 | 118.4895 | 0.228% | +0.783% | +0.00178% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.97bn | $13.51bn | 127.1474 | 127.6982 | 0.227% | +0.433% | +0.00098% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 106.2498 | 106.2686 | 0.226% | +0.018% | +0.00004% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.49bn | $13.33bn | 127.1162 | 127.0822 | 0.224% | -0.027% | -0.00006% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 112.8887 | 112.9607 | 0.223% | +0.064% | +0.00014% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 121.3551 | 118.6443 | 0.223% | -2.234% | -0.00498% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 121.7547 | 122.1990 | 0.223% | +0.365% | +0.00081% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.19bn | $16.38bn | 103.0337 | 102.7512 | 0.223% | -0.274% | -0.00061% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $15.56bn | $16.44bn | 101.7024 | 101.7418 | 0.221% | +0.039% | +0.00009% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $884.0m | $13.12bn | 126.5821 | 127.3959 | 0.219% | +0.643% | +0.00141% |
| 912810QQ4 | 4.375% | May 15, 2041 | $16.00bn | – | – | $16.00bn | 102.7646 | 99.7463 | 0.217% | -2.937% | -0.00637% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.79bn | 117.7248 | 118.7281 | 0.214% | +0.852% | +0.00182% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 113.9180 | 113.7249 | 0.210% | -0.169% | -0.00036% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 114.0122 | 110.9823 | 0.210% | -2.658% | -0.00557% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $15.29bn | $15.30bn | 103.5075 | 103.2004 | 0.209% | -0.297% | -0.00062% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 112.7508 | 113.6934 | 0.208% | +0.836% | +0.00174% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 102.2938 | 102.2959 | 0.207% | +0.002% | +0.00000% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 112.1089 | 112.5505 | 0.207% | +0.394% | +0.00082% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 118.7767 | 119.8242 | 0.204% | +0.882% | +0.00180% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 109.9398 | 109.6382 | 0.203% | -0.274% | -0.00056% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 106.3550 | 106.3380 | 0.203% | -0.016% | -0.00003% |
| 912828FN5 | 4.875% | Jul 31, 2011 | $16.83bn | – | $1.90bn | $14.93bn | 102.4107 | 102.4397 | 0.202% | +0.028% | +0.00006% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.24bn | $14.55bn | 104.8512 | 104.7942 | 0.201% | -0.054% | -0.00011% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $8.00bn | $14.52bn | 104.4998 | 101.6436 | 0.200% | -2.733% | -0.00547% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 102.2310 | 102.2249 | 0.200% | -0.006% | -0.00001% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $17.74bn | $14.96bn | 101.2222 | 101.2426 | 0.200% | +0.020% | +0.00004% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 111.0471 | 108.0970 | 0.200% | -2.657% | -0.00531% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $5.58bn | $11.46bn | 132.0700 | 129.2357 | 0.200% | -2.146% | -0.00429% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.19bn | $14.57bn | 103.6110 | 102.5683 | 0.199% | +0.019% | +0.00004% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.46bn | $13.12bn | 114.1454 | 113.9497 | 0.198% | -0.171% | -0.00034% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 104.5357 | 102.2626 | 0.196% | +0.038% | +0.00007% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.74bn | $13.34bn | 110.2103 | 109.9012 | 0.194% | -0.280% | -0.00054% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $12.92bn | $13.98bn | 104.7908 | 104.8485 | 0.193% | +0.055% | +0.00011% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $14.00bn | – | – | $14.00bn | 103.7557 | 104.1477 | 0.192% | +0.378% | +0.00072% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.90bn | $13.80bn | 105.1485 | 105.1055 | 0.191% | -0.041% | -0.00008% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 104.3248 | 104.3499 | 0.191% | +0.024% | +0.00005% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $9.67bn | $13.51bn | 105.4446 | 105.4399 | 0.188% | -0.005% | -0.00001% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 104.2976 | 104.3519 | 0.184% | +0.052% | +0.00010% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.10bn | $10.74bn | 128.3194 | 126.3166 | 0.182% | -1.561% | -0.00284% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 102.1685 | 102.1936 | 0.180% | +0.025% | +0.00004% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 102.2772 | 102.2792 | 0.179% | +0.002% | +0.00000% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 106.7096 | 104.8536 | 0.178% | -0.041% | -0.00007% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 104.6502 | 104.6689 | 0.176% | +0.018% | +0.00003% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $3.26bn | $11.91bn | 112.2076 | 112.7885 | 0.176% | +0.518% | +0.00091% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.56bn | $10.22bn | 129.8777 | 129.8641 | 0.175% | -0.010% | -0.00002% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 104.6030 | 104.5359 | 0.171% | -0.064% | -0.00011% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 106.0012 | 105.9746 | 0.171% | -0.025% | -0.00004% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 105.3995 | 105.3404 | 0.167% | -0.056% | -0.00009% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 104.4813 | 104.5459 | 0.165% | +0.062% | +0.00010% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 105.8862 | 105.8787 | 0.164% | -0.007% | -0.00001% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $6.94bn | $8.83bn | 139.2113 | 137.7705 | 0.162% | -1.035% | -0.00168% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.76bn | $8.79bn | 138.4980 | 138.2738 | 0.161% | -0.162% | -0.00026% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 106.6397 | 106.6480 | 0.158% | +0.008% | +0.00001% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 104.5442 | 104.5273 | 0.157% | -0.016% | -0.00003% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $10.75bn | $8.19bn | 143.3791 | 142.8025 | 0.155% | -0.402% | -0.00062% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.87bn | $8.32bn | 138.6069 | 136.6141 | 0.152% | -1.438% | -0.00219% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.13bn | $8.01bn | 140.1229 | 138.6925 | 0.148% | -1.021% | -0.00151% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 107.0470 | 104.7007 | 0.146% | +0.085% | +0.00012% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.31bn | $9.04bn | 119.3498 | 116.8786 | 0.142% | -2.071% | -0.00295% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.90bn | $9.05bn | 118.0550 | 115.6080 | 0.141% | -2.073% | -0.00292% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.30bn | $7.21bn | 146.8577 | 144.8959 | 0.140% | -1.336% | -0.00186% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.08bn | $7.00bn | 147.7550 | 147.2405 | 0.137% | -0.348% | -0.00048% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $2.97bn | $6.62bn | 143.3465 | 141.3954 | 0.125% | -1.361% | -0.00170% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.86bn | $6.98bn | 133.3003 | 130.9864 | 0.123% | -1.736% | -0.00213% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.39bn | $7.39bn | 122.7355 | 120.3163 | 0.120% | -1.971% | -0.00236% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.31bn | $6.86bn | 131.4810 | 128.8324 | 0.119% | -2.014% | -0.00240% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.60bn | $5.92bn | 140.2629 | 140.0703 | 0.110% | -0.137% | -0.00015% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 136.6587 | 134.3327 | 0.106% | -1.702% | -0.00181% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 137.8203 | 135.5359 | 0.104% | -1.657% | -0.00173% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $342.0m | $4.66bn | 166.8477 | 167.4019 | 0.103% | +0.332% | +0.00034% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.3915 | 131.4044 | 0.102% | +0.010% | +0.00001% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.42bn | $5.77bn | 133.8042 | 131.4263 | 0.102% | -1.777% | -0.00181% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 150.4684 | 149.5998 | 0.101% | -0.577% | -0.00059% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.75bn | $5.21bn | 142.4113 | 142.1780 | 0.098% | -0.164% | -0.00016% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $4.46bn | $5.04bn | 147.0979 | 145.8962 | 0.098% | -0.817% | -0.00080% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $9.49bn | – | $2.96bn | $6.54bn | 110.5236 | 111.0630 | 0.095% | +0.488% | +0.00047% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $5.46bn | $4.62bn | 143.9934 | 142.9586 | 0.088% | -0.719% | -0.00063% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.83bn | $4.59bn | 142.2585 | 140.8176 | 0.086% | -1.013% | -0.00087% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $5.78bn | $4.29bn | 144.6878 | 143.5690 | 0.082% | -0.773% | -0.00063% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.43bn | $3.74bn | 145.7283 | 145.1495 | 0.072% | -0.397% | -0.00029% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.99bn | $3.72bn | 144.7965 | 144.4779 | 0.071% | -0.220% | -0.00016% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $5.90bn | $3.58bn | 147.4264 | 146.6621 | 0.070% | -0.518% | -0.00036% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 137.9273 | 137.7876 | 0.055% | -0.101% | -0.00006% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.66bn | $2.92bn | 137.1749 | 136.9800 | 0.053% | -0.142% | -0.00008% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 147.7167 | 146.9300 | 0.044% | -0.533% | -0.00024% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.04bn | $1.99bn | 141.4549 | 141.2417 | 0.037% | -0.151% | -0.00006% |
| Total | $7.16tn | 100.000% | -0.23671% | ||||||||
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.