Rebalance of July 29, 2011
US Treasury Aggregate constituents
Every one of the 296 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
- 296
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.425507%
- Market value
- $7.60tn
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 +1.425507% against a published month return of +1.425507%, a difference of 5.0e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127952A8 | 0.000% | Aug 25, 2011 | $82.00bn | – | – | $82.00bn | 99.9969 | 99.9887 | 1.079% | -0.008% | -0.00009% |
| 9127952F7 | 0.000% | Sep 22, 2011 | $82.00bn | – | – | $82.00bn | 99.9953 | 99.9908 | 1.079% | -0.005% | -0.00005% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $2.38bn | $65.20bn | 105.3931 | 108.6098 | 0.904% | +3.052% | +0.02759% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $8.55bn | $63.04bn | 106.9556 | 110.0161 | 0.887% | +2.861% | +0.02538% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $2.48bn | $65.37bn | 97.5799 | 100.5547 | 0.839% | +3.049% | +0.02558% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.64bn | $65.77bn | 96.4290 | 99.3689 | 0.834% | +3.049% | +0.02543% |
| 9127953B5 | 0.000% | Aug 4, 2011 | $59.00bn | – | – | $59.00bn | 99.9981 | 99.9955 | 0.776% | -0.003% | -0.00002% |
| 9127953D1 | 0.000% | Aug 11, 2011 | $59.00bn | – | – | $59.00bn | 99.9977 | 99.9913 | 0.776% | -0.006% | -0.00005% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $13.51bn | $54.71bn | 104.6345 | 107.8043 | 0.753% | +3.029% | +0.02281% |
| 9127953E9 | 0.000% | Aug 18, 2011 | $57.00bn | – | – | $57.00bn | 99.9973 | 99.9889 | 0.750% | -0.008% | -0.00006% |
| 9127953J8 | 0.000% | Sep 8, 2011 | $57.00bn | – | – | $57.00bn | 99.9961 | 99.9920 | 0.750% | -0.004% | -0.00003% |
| 9127953F6 | 0.000% | Sep 1, 2011 | $57.00bn | – | – | $57.00bn | 99.9965 | 99.9915 | 0.750% | -0.005% | -0.00004% |
| 9127953K5 | 0.000% | Sep 15, 2011 | $57.00bn | – | – | $57.00bn | 99.9957 | 99.9920 | 0.750% | -0.004% | -0.00003% |
| 9127953L3 | 0.000% | Sep 29, 2011 | $57.00bn | – | – | $57.00bn | 99.9924 | 99.9897 | 0.750% | -0.003% | -0.00002% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $52.00bn | – | – | $52.00bn | 99.9876 | 99.9839 | 0.684% | -0.004% | -0.00003% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $22.67bn | $48.37bn | 104.4935 | 107.4966 | 0.665% | +2.874% | +0.01911% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $47.00bn | – | – | $47.00bn | 99.9767 | 99.9692 | 0.618% | -0.008% | -0.00005% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $46.00bn | – | – | $46.00bn | 99.9627 | 99.9614 | 0.605% | -0.001% | -0.00001% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $20.92bn | $43.49bn | 103.4616 | 106.3499 | 0.592% | +2.792% | +0.01652% |
| 912828QN3 | 3.125% | May 15, 2021 | $45.00bn | – | – | $45.00bn | 99.8991 | 102.9749 | 0.591% | +3.079% | +0.01821% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.8764 | 100.8361 | 0.584% | -0.040% | -0.00023% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.8247 | 100.8152 | 0.584% | -0.009% | -0.00006% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.8025 | 100.3461 | 0.583% | -0.019% | -0.00011% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.7925 | 100.7412 | 0.583% | -0.051% | -0.00030% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.4810 | 100.4715 | 0.582% | -0.009% | -0.00006% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.4402 | 100.4307 | 0.581% | -0.009% | -0.00006% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.3448 | 100.3145 | 0.581% | -0.030% | -0.00017% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.5014 | 100.4611 | 0.568% | -0.040% | -0.00023% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.50bn | 105.4722 | 106.9339 | 0.562% | +1.386% | +0.00779% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.5635 | 100.5645 | 0.556% | +0.001% | +0.00001% |
| 912828LV0 | 1.000% | Aug 31, 2011 | $43.26bn | – | $1.26bn | $42.00bn | 100.4905 | 100.4810 | 0.555% | -0.009% | -0.00005% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.25bn | $39.79bn | 105.2001 | 106.5876 | 0.551% | +1.319% | +0.00726% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $5.34bn | $39.56bn | 105.3313 | 109.9461 | 0.548% | +4.381% | +0.02402% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $3.17bn | $40.09bn | 103.8675 | 105.0475 | 0.548% | +1.136% | +0.00622% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.43bn | $41.47bn | 97.6365 | 102.0571 | 0.533% | +4.528% | +0.02412% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $5.43bn | $37.58bn | 107.3783 | 112.0975 | 0.531% | +4.395% | +0.02333% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.3767 | 100.3981 | 0.528% | +0.021% | +0.00011% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $3.35bn | $40.13bn | 99.8400 | 104.3336 | 0.527% | +4.501% | +0.02372% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $19.45bn | $39.22bn | 101.8769 | 104.6749 | 0.526% | +2.746% | +0.01444% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.76bn | $37.92bn | 104.9385 | 105.1311 | 0.523% | +1.256% | +0.00657% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $5.80bn | $37.44bn | 105.3509 | 106.6033 | 0.519% | +1.189% | +0.00617% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $5.19bn | $39.37bn | 99.9650 | 104.4586 | 0.518% | +4.495% | +0.02327% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.34bn | $38.63bn | 101.5819 | 101.6977 | 0.516% | +0.114% | +0.00059% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.6330 | 101.7182 | 0.513% | +0.084% | +0.00043% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $3.85bn | $36.86bn | 105.1595 | 106.1732 | 0.510% | +0.964% | +0.00492% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 92.3933 | 96.6001 | 0.509% | +4.553% | +0.02317% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.30bn | $36.60bn | 105.2337 | 106.6943 | 0.507% | +1.388% | +0.00703% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.6670 | 100.3454 | 0.500% | -0.009% | -0.00004% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $5.86bn | $36.15bn | 104.9314 | 106.0377 | 0.499% | +1.054% | +0.00526% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $4.66bn | $36.90bn | 102.1343 | 101.6260 | 0.496% | +0.175% | +0.00087% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.81bn | $36.67bn | 101.9973 | 102.2069 | 0.492% | +0.205% | +0.00101% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.42bn | $36.79bn | 101.1429 | 101.2695 | 0.490% | +0.125% | +0.00061% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $5.14bn | $35.04bn | 105.3563 | 106.3064 | 0.486% | +0.902% | +0.00438% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.76bn | $35.73bn | 102.0791 | 102.2593 | 0.480% | +0.177% | +0.00085% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.1880 | 100.2198 | 0.474% | +0.032% | +0.00015% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | – | $36.13bn | 99.7823 | 100.0639 | 0.474% | +0.282% | +0.00134% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $33.64bn | $33.11bn | 107.7056 | 110.6723 | 0.469% | +2.754% | +0.01292% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | – | $36.13bn | 98.6916 | 100.7554 | 0.469% | +2.091% | +0.00981% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.2503 | 100.2507 | 0.467% | +0.000% | +0.00000% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.72bn | $34.85bn | 100.7198 | 100.9395 | 0.462% | +0.218% | +0.00101% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $2.95bn | $35.00bn | 100.1048 | 100.3659 | 0.461% | +0.261% | +0.00120% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $6.92bn | $34.39bn | 101.8631 | 102.1039 | 0.461% | +0.236% | +0.00109% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $7.08bn | $32.90bn | 106.4387 | 106.0696 | 0.461% | +0.886% | +0.00408% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 100.1257 | 100.2198 | 0.460% | +0.094% | +0.00043% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.35bn | $34.40bn | 100.3767 | 100.4918 | 0.454% | +0.115% | +0.00052% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.52bn | $32.16bn | 107.0414 | 110.4520 | 0.453% | +3.728% | +0.01688% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 103.4925 | 105.0162 | 0.452% | +1.472% | +0.00666% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.7160 | 101.7381 | 0.451% | +0.022% | +0.00010% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $26.40bn | $30.96bn | 108.6977 | 111.5448 | 0.443% | +2.619% | +0.01159% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $10.16bn | $32.77bn | 102.6807 | 102.9226 | 0.443% | +0.236% | +0.00104% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $8.86bn | $32.57bn | 103.2531 | 107.8260 | 0.442% | +4.429% | +0.01959% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.1756 | 101.1664 | 0.437% | -0.009% | -0.00004% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.70bn | $31.38bn | 105.2884 | 106.1658 | 0.435% | +0.833% | +0.00362% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $3.07bn | $32.63bn | 100.6045 | 100.4704 | 0.432% | +0.177% | +0.00077% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 100.2611 | 100.3659 | 0.428% | +0.105% | +0.00045% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 102.3137 | 102.3386 | 0.427% | +0.024% | +0.00010% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $3.06bn | $32.66bn | 99.3043 | 101.0346 | 0.427% | +1.742% | +0.00743% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 99.8453 | 100.6588 | 0.420% | +0.815% | +0.00342% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.36bn | $31.68bn | 100.7818 | 101.0960 | 0.420% | +0.312% | +0.00131% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.29bn | $31.82bn | 99.5955 | 101.2638 | 0.417% | +1.675% | +0.00698% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.48bn | $31.40bn | 99.8865 | 101.5543 | 0.413% | +1.670% | +0.00689% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $6.36bn | $30.85bn | 100.4178 | 100.6579 | 0.408% | +0.239% | +0.00097% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.83bn | $29.87bn | 102.6780 | 103.5992 | 0.403% | +1.871% | +0.00755% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 109.4265 | 112.7062 | 0.401% | +3.587% | +0.01440% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.11bn | $21.89bn | 137.8490 | 143.7215 | 0.397% | +5.290% | +0.02100% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.0115 | 109.6508 | 0.396% | +0.586% | +0.00232% |
| 9127953P4 | 0.000% | Oct 13, 2011 | $30.00bn | – | – | $30.00bn | 99.9883 | 99.9852 | 0.395% | -0.003% | -0.00001% |
| 9127953M1 | 0.000% | Oct 6, 2011 | $30.00bn | – | – | $30.00bn | 99.9891 | 99.9885 | 0.395% | -0.001% | -0.00000% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $7.23bn | $29.69bn | 100.5526 | 100.7303 | 0.393% | +0.177% | +0.00069% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $7.49bn | $26.72bn | 111.6903 | 113.1266 | 0.393% | +1.286% | +0.00505% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 109.4717 | 109.8356 | 0.391% | +0.332% | +0.00130% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | – | $29.93bn | 99.1315 | 101.8628 | 0.390% | +2.755% | +0.01075% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 99.5227 | 101.3579 | 0.389% | +1.844% | +0.00717% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.63bn | $28.58bn | 103.3784 | 104.1613 | 0.389% | +0.757% | +0.00294% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 102.0045 | 101.2255 | 0.388% | -0.028% | -0.00011% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.81bn | $15.68bn | 187.5617 | 198.6879 | 0.387% | +5.932% | +0.02295% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $4.29bn | $27.48bn | 106.7140 | 109.0397 | 0.386% | +2.179% | +0.00841% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.12bn | $28.09bn | 104.3468 | 105.1936 | 0.386% | +0.812% | +0.00313% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 108.4712 | 111.2084 | 0.385% | +2.523% | +0.00972% |
| 912810QQ4 | 4.375% | May 15, 2041 | $29.00bn | – | – | $29.00bn | 99.7463 | 104.2086 | 0.381% | +4.474% | +0.01702% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $9.40bn | $29.38bn | 97.9803 | 102.4008 | 0.379% | +4.512% | +0.01708% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.40bn | $27.81bn | 102.3550 | 103.0985 | 0.374% | +1.581% | +0.00592% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.01bn | $26.52bn | 107.2410 | 108.1335 | 0.374% | +2.289% | +0.00856% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.35bn | $25.13bn | 113.1279 | 114.9606 | 0.374% | +1.620% | +0.00606% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 101.0502 | 100.4582 | 0.371% | -0.029% | -0.00011% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $8.41bn | $27.80bn | 101.2992 | 101.5507 | 0.370% | +0.248% | +0.00092% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.31bn | $27.30bn | 103.1274 | 103.9006 | 0.370% | +0.750% | +0.00278% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.38bn | $27.97bn | 100.6264 | 101.0333 | 0.370% | +0.404% | +0.00150% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.2666 | 101.2593 | 0.368% | -0.007% | -0.00003% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $3.13bn | $24.94bn | 110.0340 | 110.7516 | 0.361% | +0.652% | +0.00235% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 98.5329 | 101.1284 | 0.361% | +2.634% | +0.00951% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 101.6445 | 101.6470 | 0.359% | +0.003% | +0.00001% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $8.35bn | $26.66bn | 101.4613 | 101.2649 | 0.356% | +0.299% | +0.00106% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $1.97bn | $27.62bn | 97.7846 | 100.4113 | 0.355% | +2.686% | +0.00954% |
| 9127953R0 | 0.000% | Nov 3, 2011 | $27.00bn | – | – | $27.00bn | 99.9825 | 99.9758 | 0.355% | -0.007% | -0.00002% |
| 9127953Q2 | 0.000% | Oct 27, 2011 | $27.00bn | – | – | $27.00bn | 99.9835 | 99.9800 | 0.355% | -0.003% | -0.00001% |
| 9127953T6 | 0.000% | Nov 10, 2011 | $27.00bn | – | – | $27.00bn | 99.9778 | 99.9740 | 0.355% | -0.004% | -0.00001% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.42bn | $23.88bn | 111.8567 | 112.7568 | 0.351% | +0.805% | +0.00283% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 132.2514 | 130.7193 | 0.350% | +0.263% | +0.00092% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.5179 | 100.5195 | 0.349% | +0.002% | +0.00001% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $7.72bn | $25.25bn | 104.3892 | 106.7471 | 0.347% | +2.259% | +0.00783% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.23bn | $19.77bn | 132.1996 | 132.6469 | 0.344% | +1.261% | +0.00434% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.28bn | $24.24bn | 106.4103 | 108.7269 | 0.339% | +2.177% | +0.00739% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.2268 | 101.2182 | 0.336% | -0.008% | -0.00003% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.86bn | $22.61bn | 111.2615 | 112.4946 | 0.331% | +1.108% | +0.00367% |
| 9128277B2 | 5.000% | Aug 15, 2011 | $26.63bn | – | $2.20bn | $24.43bn | 102.5035 | 102.4941 | 0.329% | -0.009% | -0.00003% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.51bn | $23.33bn | 106.7840 | 109.0367 | 0.328% | +2.110% | +0.00691% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $5.66bn | $24.38bn | 102.0666 | 102.6929 | 0.327% | +0.614% | +0.00201% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $1.05bn | $18.95bn | 131.1292 | 131.1344 | 0.327% | +0.881% | +0.00288% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 98.1276 | 100.7239 | 0.327% | +2.646% | +0.00864% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 102.2863 | 103.8193 | 0.326% | +1.499% | +0.00489% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.2473 | 101.2381 | 0.325% | -0.009% | -0.00003% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.76bn | $23.64bn | 104.3781 | 108.8260 | 0.325% | +4.261% | +0.01383% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.43bn | $22.04bn | 111.4018 | 113.1243 | 0.323% | +1.546% | +0.00499% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.13bn | $22.57bn | 108.4807 | 109.0713 | 0.322% | +2.042% | +0.00658% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 107.2232 | 109.8110 | 0.320% | +2.413% | +0.00773% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $571.0m | $18.43bn | 131.1548 | 131.7880 | 0.318% | +1.394% | +0.00443% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.29bn | $22.66bn | 106.6026 | 109.0951 | 0.318% | +2.338% | +0.00743% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 100.8485 | 100.8397 | 0.318% | -0.009% | -0.00003% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $13.89bn | $24.06bn | 100.2107 | 102.2652 | 0.317% | +2.050% | +0.00650% |
| 9127953U3 | 0.000% | Nov 25, 2011 | $24.00bn | – | – | $24.00bn | 99.9671 | 99.9669 | 0.316% | -0.000% | -0.00000% |
| 9127953V1 | 0.000% | Dec 1, 2011 | $24.00bn | – | – | $24.00bn | 99.9701 | 99.9653 | 0.316% | -0.005% | -0.00002% |
| 9127953X7 | 0.000% | Dec 8, 2011 | $24.00bn | – | – | $24.00bn | 99.9642 | 99.9633 | 0.316% | -0.001% | -0.00000% |
| 9127953Y5 | 0.000% | Dec 22, 2011 | $24.00bn | – | – | $24.00bn | 99.9514 | 99.9554 | 0.316% | +0.004% | +0.00001% |
| 9127953Z2 | 0.000% | Dec 29, 2011 | $24.00bn | – | – | $24.00bn | 99.9444 | 99.9490 | 0.316% | +0.005% | +0.00001% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $24.00bn | – | – | $24.00bn | 99.8989 | 99.8884 | 0.315% | -0.010% | -0.00003% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $8.10bn | $23.18bn | 103.4175 | 103.2235 | 0.315% | +0.659% | +0.00208% |
| 9127953N9 | 0.000% | May 3, 2012 | $24.00bn | – | – | $24.00bn | 99.8631 | 99.8683 | 0.315% | +0.005% | +0.00002% |
| 9127953S8 | 0.000% | May 31, 2012 | $24.00bn | – | – | $24.00bn | 99.8413 | 99.8380 | 0.315% | -0.003% | -0.00001% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $24.00bn | – | – | $24.00bn | 99.7978 | 99.8139 | 0.315% | +0.016% | +0.00005% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.70bn | $23.51bn | 101.7432 | 103.7867 | 0.315% | +2.008% | +0.00632% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.73bn | $13.05bn | 183.2212 | 193.8985 | 0.314% | +5.828% | +0.01833% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.88bn | $22.34bn | 106.5043 | 106.9252 | 0.313% | +0.395% | +0.00124% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 101.9594 | 103.4127 | 0.312% | +2.590% | +0.00808% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.64bn | $21.08bn | 112.0654 | 112.9606 | 0.311% | +0.799% | +0.00248% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 104.8002 | 104.7490 | 0.308% | -0.049% | -0.00015% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 106.6382 | 106.9640 | 0.308% | +0.305% | +0.00094% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.63bn | $20.59bn | 113.3872 | 115.3288 | 0.307% | +1.712% | +0.00526% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 106.1277 | 108.6929 | 0.305% | +2.417% | +0.00737% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $6.99bn | $23.15bn | 99.7843 | 102.4124 | 0.304% | +2.634% | +0.00800% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $23.00bn | – | – | $23.00bn | 99.9300 | 99.9257 | 0.302% | -0.004% | -0.00001% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.96bn | $17.69bn | 128.8793 | 133.1645 | 0.300% | +3.325% | +0.00997% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 103.3156 | 105.3499 | 0.299% | +1.969% | +0.00589% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 108.3008 | 110.3207 | 0.299% | +1.865% | +0.00558% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 106.1515 | 108.7585 | 0.294% | +2.456% | +0.00721% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 114.6906 | 116.8260 | 0.292% | +1.862% | +0.00544% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $22.00bn | – | – | $22.00bn | 99.9510 | 99.9397 | 0.289% | -0.011% | -0.00003% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $22.00bn | – | – | $22.00bn | 99.9378 | 99.9188 | 0.289% | -0.019% | -0.00006% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $10.44bn | $21.84bn | 99.8864 | 100.3975 | 0.287% | +0.512% | +0.00147% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 128.6248 | 130.2365 | 0.286% | +2.338% | +0.00670% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $2.10bn | $16.90bn | 128.6068 | 129.8188 | 0.286% | +1.688% | +0.00483% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $11.18bn | $21.68bn | 99.7514 | 100.3247 | 0.285% | +0.575% | +0.00164% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.69bn | $20.37bn | 105.4008 | 105.9450 | 0.282% | +0.516% | +0.00146% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 128.4068 | 129.7766 | 0.281% | +1.913% | +0.00538% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 103.6079 | 106.2471 | 0.279% | +2.547% | +0.00712% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $11.03bn | $20.97bn | 100.7215 | 101.5245 | 0.278% | +0.797% | +0.00222% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.26bn | $20.60bn | 101.8193 | 104.4049 | 0.276% | +2.539% | +0.00701% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 114.6219 | 116.9803 | 0.276% | +2.058% | +0.00567% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 126.9321 | 128.5052 | 0.275% | +2.134% | +0.00587% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 86.6274 | 90.7396 | 0.272% | +4.747% | +0.01293% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 105.7904 | 106.0747 | 0.271% | +0.269% | +0.00073% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.49bn | $16.51bn | 124.3117 | 130.2485 | 0.270% | +5.689% | +0.01536% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $7.99bn | $19.83bn | 103.4194 | 103.9950 | 0.270% | +0.557% | +0.00150% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $13.94bn | $19.77bn | 103.6579 | 104.3471 | 0.270% | +0.665% | +0.00179% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 111.9447 | 115.0423 | 0.265% | +3.407% | +0.00903% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 107.3766 | 106.0092 | 0.263% | +0.298% | +0.00078% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.72bn | 112.5428 | 115.2446 | 0.262% | +2.401% | +0.00630% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $14.13bn | $19.45bn | 101.5755 | 102.4001 | 0.260% | +0.812% | +0.00211% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.51bn | $15.50bn | 126.7510 | 131.7982 | 0.258% | +3.982% | +0.01029% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 107.1963 | 109.3764 | 0.255% | +2.034% | +0.00518% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.4015 | 105.6647 | 0.254% | +0.250% | +0.00063% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $17.27bn | $13.37bn | 143.1155 | 147.3832 | 0.252% | +2.982% | +0.00750% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 117.0190 | 119.2802 | 0.249% | +1.932% | +0.00482% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 128.3602 | 130.1353 | 0.248% | +2.417% | +0.00598% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.0464 | 106.3429 | 0.244% | +0.280% | +0.00068% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 116.6595 | 119.3788 | 0.242% | +2.331% | +0.00563% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.62bn | $17.89bn | 102.5435 | 107.0476 | 0.241% | +4.392% | +0.01060% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $7.69bn | $17.45bn | 103.9720 | 105.9544 | 0.239% | +1.907% | +0.00455% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 105.5109 | 105.6291 | 0.237% | +0.112% | +0.00027% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $14.62bn | $17.85bn | 100.2828 | 100.8776 | 0.235% | +0.593% | +0.00140% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.20bn | $17.25bn | 102.5387 | 105.1766 | 0.233% | +2.573% | +0.00599% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.01bn | $15.18bn | 115.7063 | 118.3211 | 0.231% | +2.260% | +0.00522% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.56bn | $16.33bn | 107.5565 | 109.6755 | 0.231% | +1.970% | +0.00455% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.13bn | $16.36bn | 107.0496 | 107.2251 | 0.230% | +0.164% | +0.00038% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.30bn | $15.00bn | 116.7796 | 118.9925 | 0.230% | +1.895% | +0.00437% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.2222 | 104.4339 | 0.230% | +0.203% | +0.00047% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 118.4895 | 121.2989 | 0.229% | +3.206% | +0.00733% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $14.14bn | $17.30bn | 99.5449 | 102.2461 | 0.227% | +2.714% | +0.00615% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.00bn | $13.48bn | 127.6982 | 134.1966 | 0.227% | +6.128% | +0.01388% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 106.2686 | 106.2683 | 0.225% | -0.000% | -0.00000% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $16.07bn | $16.67bn | 101.8446 | 102.5767 | 0.223% | +0.719% | +0.00160% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 122.1990 | 128.4242 | 0.223% | +6.168% | +0.01375% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 112.9607 | 114.4059 | 0.223% | +1.279% | +0.00285% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.25bn | $16.32bn | 102.7512 | 104.0696 | 0.221% | +2.560% | +0.00565% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 127.0822 | 129.3804 | 0.221% | +1.808% | +0.00399% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $15.59bn | $16.41bn | 101.7418 | 102.5034 | 0.220% | +0.749% | +0.00164% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $20.87bn | $16.05bn | 102.9915 | 104.9518 | 0.217% | +1.903% | +0.00414% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.34bn | $15.96bn | 103.5977 | 106.3412 | 0.217% | +2.648% | +0.00576% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 118.6443 | 123.6671 | 0.217% | +4.233% | +0.00920% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 127.3959 | 129.3965 | 0.216% | +2.691% | +0.00582% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 118.7281 | 121.2218 | 0.215% | +2.837% | +0.00611% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.24bn | $14.57bn | 111.5653 | 114.4391 | 0.214% | +2.576% | +0.00551% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 113.6934 | 116.3808 | 0.209% | +2.996% | +0.00627% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 113.7249 | 114.0309 | 0.209% | +0.269% | +0.00056% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 112.5505 | 119.0377 | 0.207% | +6.600% | +0.01368% |
| 912828FS4 | 4.625% | Aug 31, 2011 | $17.50bn | – | $2.13bn | $15.37bn | 102.2959 | 102.2792 | 0.207% | -0.016% | -0.00003% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 119.8242 | 122.3866 | 0.205% | +3.069% | +0.00630% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 110.9823 | 115.7785 | 0.203% | +4.322% | +0.00879% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 106.3380 | 106.6121 | 0.202% | +0.258% | +0.00052% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 109.6382 | 110.5781 | 0.202% | +0.857% | +0.00173% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 102.2249 | 102.2310 | 0.200% | +0.006% | +0.00001% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.39bn | $14.40bn | 104.7942 | 104.9633 | 0.198% | +0.161% | +0.00032% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $16.72bn | – | $3.19bn | $13.53bn | 111.0630 | 119.9956 | 0.198% | +8.043% | +0.01590% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 102.5683 | 104.4660 | 0.195% | +1.850% | +0.00361% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $18.09bn | $14.61bn | 101.2426 | 101.4212 | 0.195% | +0.670% | +0.00130% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 113.9497 | 116.6101 | 0.194% | +2.335% | +0.00454% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $8.00bn | $14.52bn | 101.6436 | 106.0496 | 0.194% | +4.335% | +0.00842% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 108.0970 | 112.7225 | 0.194% | +4.279% | +0.00829% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $5.67bn | $11.37bn | 129.2357 | 134.5747 | 0.193% | +4.131% | +0.00799% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.74bn | $13.34bn | 109.9012 | 112.6963 | 0.193% | +2.543% | +0.00491% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $14.00bn | – | – | $14.00bn | 104.1477 | 106.5999 | 0.192% | +2.355% | +0.00452% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 102.2626 | 102.2459 | 0.191% | -0.016% | -0.00003% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.08bn | $13.82bn | 104.8485 | 106.9134 | 0.191% | +1.969% | +0.00375% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 104.3499 | 104.3560 | 0.190% | +0.006% | +0.00001% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.98bn | $13.73bn | 105.1055 | 103.8203 | 0.190% | +0.145% | +0.00028% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $16.93bn | $13.90bn | 101.5673 | 104.2884 | 0.186% | +2.679% | +0.00498% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $9.90bn | $13.28bn | 105.4399 | 107.4110 | 0.184% | +1.869% | +0.00344% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 104.3519 | 104.3247 | 0.183% | -0.026% | -0.00005% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.30bn | $13.29bn | 103.2004 | 105.8696 | 0.180% | +2.586% | +0.00467% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 102.1936 | 102.1998 | 0.180% | +0.006% | +0.00001% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 102.2792 | 102.2626 | 0.178% | -0.016% | -0.00003% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.23bn | $10.60bn | 126.3166 | 131.0805 | 0.176% | +3.771% | +0.00664% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 104.6689 | 102.2942 | 0.176% | +0.000% | +0.00000% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 104.8536 | 105.0027 | 0.175% | +0.142% | +0.00025% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 129.8641 | 132.4334 | 0.175% | +1.978% | +0.00345% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $3.52bn | $11.65bn | 112.7885 | 121.4803 | 0.173% | +7.706% | +0.01332% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 104.5359 | 104.6655 | 0.170% | +0.124% | +0.00021% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 105.9746 | 106.0220 | 0.170% | +0.045% | +0.00008% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 105.3404 | 105.4480 | 0.167% | +0.102% | +0.00017% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 104.5459 | 104.4980 | 0.165% | -0.046% | -0.00008% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 105.8787 | 105.8825 | 0.163% | +0.004% | +0.00001% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 138.2738 | 141.1671 | 0.158% | +2.092% | +0.00331% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 106.6480 | 104.3251 | 0.157% | -0.010% | -0.00002% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.11bn | $8.66bn | 137.7705 | 142.1932 | 0.157% | +3.210% | +0.00504% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 104.5273 | 104.5234 | 0.156% | -0.004% | -0.00001% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.88bn | $8.30bn | 136.6141 | 141.5779 | 0.149% | +3.633% | +0.00542% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.12bn | $7.82bn | 142.8025 | 146.4358 | 0.147% | +2.544% | +0.00374% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.13bn | $8.01bn | 138.6925 | 143.0634 | 0.146% | +3.151% | +0.00460% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 104.7007 | 104.6114 | 0.142% | -0.085% | -0.00012% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.31bn | $9.04bn | 116.8786 | 121.6407 | 0.139% | +4.074% | +0.00566% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.90bn | $9.05bn | 115.6080 | 120.3628 | 0.138% | +4.113% | +0.00566% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.46bn | $7.05bn | 144.8959 | 149.9239 | 0.134% | +3.470% | +0.00466% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.21bn | $6.87bn | 147.2405 | 150.9380 | 0.133% | +2.511% | +0.00334% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.06bn | $6.53bn | 141.3954 | 146.3084 | 0.121% | +3.475% | +0.00422% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.86bn | $6.98bn | 130.9864 | 136.1277 | 0.120% | +3.925% | +0.00472% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.39bn | $7.39bn | 120.3163 | 125.1623 | 0.117% | +4.028% | +0.00471% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.35bn | $6.83bn | 128.8324 | 134.0444 | 0.116% | +4.046% | +0.00468% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.70bn | $5.82bn | 140.0703 | 141.7837 | 0.107% | +1.223% | +0.00131% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 134.3327 | 139.5250 | 0.104% | +3.865% | +0.00402% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $343.0m | $4.66bn | 167.4019 | 178.8171 | 0.103% | +6.819% | +0.00699% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.08bn | $5.73bn | 135.5359 | 140.6764 | 0.102% | +3.793% | +0.00388% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 131.4044 | 129.5635 | 0.102% | +0.229% | +0.00023% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 149.5998 | 153.6616 | 0.101% | +2.715% | +0.00273% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 131.4263 | 136.5660 | 0.100% | +3.911% | +0.00389% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 142.1780 | 145.2193 | 0.094% | +2.139% | +0.00201% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $4.71bn | $4.79bn | 145.8962 | 150.1858 | 0.092% | +2.940% | +0.00271% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.88bn | $4.54bn | 140.8176 | 145.2724 | 0.084% | +3.164% | +0.00266% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $6.16bn | $3.92bn | 142.9586 | 146.9767 | 0.074% | +2.811% | +0.00207% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.99bn | $3.72bn | 144.4779 | 147.7466 | 0.071% | +2.262% | +0.00160% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $6.33bn | $3.74bn | 143.5690 | 147.6909 | 0.071% | +2.871% | +0.00203% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.50bn | $3.67bn | 145.1495 | 148.7201 | 0.070% | +2.460% | +0.00172% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.10bn | $3.38bn | 146.6621 | 150.5463 | 0.065% | +2.648% | +0.00173% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 137.7876 | 140.1110 | 0.055% | +1.686% | +0.00092% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.66bn | $2.92bn | 136.9800 | 139.0618 | 0.053% | +1.520% | +0.00080% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 146.9300 | 150.8546 | 0.044% | +2.671% | +0.00117% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.04bn | $1.99bn | 141.2417 | 143.2141 | 0.037% | +1.396% | +0.00052% |
| Total | $7.21tn | 100.000% | +1.42551% | ||||||||
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.