Rebalance of August 31, 2011
US Treasury Aggregate constituents
Every one of the 295 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
- 295
- Weights sum to
- 100.0000%
- Contributions sum to
- +2.235535%
- Market value
- $7.64tn
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 +2.235535% against a published month return of +2.235535%, a difference of 7.0e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127952F7 | 0.000% | Sep 22, 2011 | $82.00bn | – | – | $82.00bn | 99.9908 | 99.9988 | 1.073% | +0.008% | +0.00009% |
| 9127952K6 | 0.000% | Oct 20, 2011 | $79.00bn | – | – | $79.00bn | 99.9839 | 99.9986 | 1.034% | +0.015% | +0.00015% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $2.38bn | $65.20bn | 108.6098 | 113.3550 | 0.927% | +6.038% | +0.05597% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $8.67bn | $62.93bn | 110.0161 | 114.1050 | 0.906% | +5.364% | +0.04861% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | – | $66.00bn | 102.9749 | 109.5506 | 0.890% | +6.386% | +0.05681% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $2.48bn | $65.37bn | 100.5547 | 105.2775 | 0.860% | +6.002% | +0.05165% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.64bn | $65.77bn | 99.3689 | 105.5900 | 0.855% | +6.261% | +0.05356% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $13.51bn | $54.71bn | 107.8043 | 113.8804 | 0.772% | +5.636% | +0.04351% |
| 9127953J8 | 0.000% | Sep 8, 2011 | $57.00bn | – | – | $57.00bn | 99.9920 | 99.9998 | 0.746% | +0.008% | +0.00006% |
| 9127953K5 | 0.000% | Sep 15, 2011 | $57.00bn | – | – | $57.00bn | 99.9920 | 99.9996 | 0.746% | +0.008% | +0.00006% |
| 9127953F6 | 0.000% | Sep 1, 2011 | $57.00bn | – | – | $57.00bn | 99.9915 | 100.0000 | 0.746% | +0.009% | +0.00006% |
| 9127953L3 | 0.000% | Sep 29, 2011 | $57.00bn | – | – | $57.00bn | 99.9897 | 99.9992 | 0.746% | +0.010% | +0.00007% |
| 9127953M1 | 0.000% | Oct 6, 2011 | $57.00bn | – | – | $57.00bn | 99.9885 | 99.9990 | 0.746% | +0.011% | +0.00008% |
| 9127953P4 | 0.000% | Oct 13, 2011 | $57.00bn | – | – | $57.00bn | 99.9852 | 99.9988 | 0.746% | +0.014% | +0.00010% |
| 9127953Q2 | 0.000% | Oct 27, 2011 | $54.00bn | – | – | $54.00bn | 99.9800 | 100.0000 | 0.707% | +0.020% | +0.00014% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $23.11bn | $47.93bn | 107.4966 | 113.1559 | 0.674% | +5.265% | +0.03551% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $47.00bn | – | – | $47.00bn | 99.9692 | 99.9978 | 0.615% | +0.029% | +0.00018% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $46.00bn | – | – | $46.00bn | 99.9614 | 99.9971 | 0.602% | +0.036% | +0.00021% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $46.00bn | – | – | $46.00bn | 99.9397 | 99.9926 | 0.602% | +0.053% | +0.00032% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $21.44bn | $42.98bn | 106.3499 | 111.5506 | 0.598% | +4.890% | +0.02926% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.8361 | 100.9520 | 0.581% | +0.115% | +0.00067% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.8152 | 100.9307 | 0.581% | +0.115% | +0.00067% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.7412 | 100.4087 | 0.580% | +0.104% | +0.00060% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.4715 | 100.4932 | 0.579% | +0.022% | +0.00013% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.4307 | 100.4837 | 0.578% | +0.053% | +0.00031% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.3461 | 100.4198 | 0.578% | +0.073% | +0.00042% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.3145 | 100.3770 | 0.578% | +0.062% | +0.00036% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | – | $42.00bn | 104.2086 | 117.0771 | 0.573% | +12.349% | +0.07075% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $5.48bn | $39.42bn | 109.9461 | 120.5262 | 0.567% | +11.726% | +0.06653% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.50bn | 106.9339 | 108.2082 | 0.567% | +1.192% | +0.00675% |
| 912828LW8 | 1.000% | Sep 30, 2011 | $43.76bn | – | $761.7m | $43.00bn | 100.4611 | 100.4833 | 0.565% | +0.022% | +0.00012% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.25bn | $39.79bn | 106.5876 | 106.6315 | 0.555% | +1.155% | +0.00641% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.46bn | $41.44bn | 102.0571 | 114.5088 | 0.554% | +12.201% | +0.06755% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.5645 | 100.6906 | 0.553% | +0.125% | +0.00069% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $5.55bn | $37.45bn | 112.0975 | 123.0632 | 0.550% | +11.901% | +0.06541% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $3.30bn | $39.96bn | 105.0475 | 106.0400 | 0.550% | +0.945% | +0.00519% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $3.71bn | $39.76bn | 104.3336 | 116.8896 | 0.543% | +12.035% | +0.06536% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $19.75bn | $38.92bn | 104.6749 | 108.2208 | 0.533% | +4.701% | +0.02507% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $5.75bn | $38.81bn | 104.4586 | 116.9521 | 0.531% | +11.960% | +0.06347% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 96.6001 | 106.4290 | 0.529% | +12.180% | +0.06449% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.3981 | 100.5445 | 0.525% | +0.146% | +0.00077% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.76bn | $37.92bn | 105.1311 | 106.2894 | 0.522% | +1.102% | +0.00575% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $5.91bn | $37.34bn | 106.6033 | 107.6994 | 0.521% | +1.028% | +0.00536% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.34bn | $38.63bn | 101.6977 | 101.8760 | 0.514% | +0.175% | +0.00090% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.30bn | $36.60bn | 106.6943 | 108.0299 | 0.511% | +1.252% | +0.00640% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.7182 | 101.8972 | 0.511% | +0.176% | +0.00090% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $5.88bn | $36.13bn | 106.0377 | 107.0190 | 0.501% | +0.925% | +0.00464% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $4.63bn | $36.08bn | 106.1732 | 107.1243 | 0.501% | +0.896% | +0.00449% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.3454 | 100.5231 | 0.496% | +0.177% | +0.00088% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $4.66bn | $36.90bn | 101.6260 | 101.8356 | 0.491% | +0.206% | +0.00101% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.81bn | $36.67bn | 102.2069 | 102.4477 | 0.491% | +0.236% | +0.00116% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.42bn | $36.79bn | 101.2695 | 101.4898 | 0.488% | +0.218% | +0.00106% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $5.82bn | $34.36bn | 106.3064 | 106.0378 | 0.478% | +0.864% | +0.00413% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.79bn | $35.70bn | 102.2593 | 101.7823 | 0.478% | +0.206% | +0.00098% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.2198 | 100.4078 | 0.472% | +0.188% | +0.00089% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $34.22bn | $32.54bn | 110.6723 | 114.3550 | 0.471% | +4.965% | +0.02340% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.52bn | $32.16bn | 110.4520 | 113.4625 | 0.465% | +2.726% | +0.01267% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.2507 | 100.2510 | 0.465% | +0.187% | +0.00087% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.72bn | $34.85bn | 100.9395 | 101.1906 | 0.460% | +0.249% | +0.00115% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $2.95bn | $35.00bn | 100.3659 | 100.6583 | 0.460% | +0.291% | +0.00134% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 100.2198 | 100.4076 | 0.458% | +0.187% | +0.00086% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $1.13bn | $35.00bn | 100.0639 | 100.4079 | 0.458% | +0.344% | +0.00158% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $7.08bn | $32.90bn | 106.0696 | 106.8845 | 0.457% | +0.768% | +0.00351% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 105.0162 | 106.4150 | 0.457% | +1.332% | +0.00608% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.35bn | $34.40bn | 100.4918 | 100.7320 | 0.453% | +0.239% | +0.00108% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $9.44bn | $32.00bn | 107.8260 | 118.2079 | 0.452% | +11.715% | +0.05291% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $7.52bn | $33.79bn | 102.1039 | 102.4073 | 0.452% | +0.297% | +0.00134% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $26.60bn | $30.76bn | 111.5448 | 116.3295 | 0.449% | +4.289% | +0.01926% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.7381 | 101.9164 | 0.449% | +0.175% | +0.00079% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $10.16bn | $32.77bn | 102.9226 | 103.1959 | 0.441% | +0.265% | +0.00117% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.70bn | $31.38bn | 106.1658 | 106.9494 | 0.436% | +0.738% | +0.00322% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.1664 | 101.3135 | 0.434% | +0.145% | +0.00063% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $3.07bn | $32.63bn | 100.4704 | 100.7106 | 0.429% | +0.239% | +0.00103% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $3.39bn | $32.33bn | 101.0346 | 102.7649 | 0.428% | +1.713% | +0.00732% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.72bn | $32.41bn | 100.7554 | 103.1318 | 0.427% | +2.359% | +0.01008% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 100.3659 | 100.5333 | 0.427% | +0.167% | +0.00071% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 102.3386 | 101.6121 | 0.425% | +0.145% | +0.00062% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.6588 | 101.4098 | 0.422% | +0.746% | +0.00315% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.41bn | $31.69bn | 101.2638 | 102.9635 | 0.420% | +1.678% | +0.00705% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1851 | 100.9565 | 0.420% | +0.770% | +0.00323% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.36bn | $31.68bn | 101.0960 | 101.0971 | 0.419% | +0.372% | +0.00156% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 101.5543 | 102.5347 | 0.417% | +1.581% | +0.00659% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.11bn | $21.89bn | 143.7215 | 149.1959 | 0.412% | +3.809% | +0.01569% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 112.7062 | 115.1850 | 0.411% | +2.199% | +0.00905% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.81bn | $15.68bn | 198.6879 | 209.0953 | 0.408% | +5.238% | +0.02136% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $6.36bn | $30.85bn | 100.6579 | 100.9293 | 0.407% | +0.270% | +0.00110% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.83bn | $29.87bn | 103.5992 | 105.5802 | 0.405% | +1.912% | +0.00775% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.6508 | 110.1026 | 0.397% | +0.412% | +0.00163% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 101.3579 | 103.1931 | 0.394% | +1.811% | +0.00714% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 111.2084 | 113.4429 | 0.393% | +3.583% | +0.01408% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $7.23bn | $29.69bn | 100.7303 | 100.6580 | 0.392% | +0.238% | +0.00093% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 109.8356 | 108.0713 | 0.390% | +0.328% | +0.00128% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.63bn | $28.58bn | 104.1613 | 104.8505 | 0.390% | +0.662% | +0.00258% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $9.72bn | $29.06bn | 102.4008 | 114.6338 | 0.390% | +11.946% | +0.04653% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.12bn | $28.09bn | 105.1936 | 105.8842 | 0.387% | +0.656% | +0.00254% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $4.68bn | $27.08bn | 109.0397 | 111.7405 | 0.387% | +2.477% | +0.00957% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.2255 | 101.4457 | 0.383% | +0.217% | +0.00083% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.35bn | $25.86bn | 113.1266 | 112.2785 | 0.383% | +1.018% | +0.00390% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.35bn | $25.13bn | 114.9606 | 114.4151 | 0.378% | +1.374% | +0.00519% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.01bn | $26.52bn | 108.1335 | 111.0530 | 0.375% | +2.700% | +0.01013% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 103.0985 | 104.6209 | 0.374% | +1.477% | +0.00553% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.38bn | $27.97bn | 101.0333 | 101.4402 | 0.370% | +0.403% | +0.00149% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $8.43bn | $27.19bn | 103.9006 | 104.5176 | 0.370% | +0.594% | +0.00220% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $8.41bn | $27.80bn | 101.5507 | 101.8960 | 0.369% | +0.340% | +0.00126% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 101.1284 | 103.5052 | 0.369% | +3.277% | +0.01208% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.4582 | 100.5530 | 0.367% | +0.094% | +0.00035% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 101.2593 | 100.6573 | 0.366% | +0.084% | +0.00031% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $1.97bn | $27.62bn | 100.4113 | 104.0068 | 0.363% | +3.581% | +0.01300% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $3.13bn | $24.94bn | 110.7516 | 109.3410 | 0.362% | +0.532% | +0.00192% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 101.6470 | 101.8371 | 0.358% | +0.187% | +0.00067% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $8.35bn | $26.66bn | 101.2649 | 101.6304 | 0.353% | +0.361% | +0.00128% |
| 9127953R0 | 0.000% | Nov 3, 2011 | $27.00bn | – | – | $27.00bn | 99.9758 | 99.9982 | 0.353% | +0.022% | +0.00008% |
| 9127953T6 | 0.000% | Nov 10, 2011 | $27.00bn | – | – | $27.00bn | 99.9740 | 99.9980 | 0.353% | +0.024% | +0.00008% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.42bn | $23.88bn | 112.7568 | 113.4382 | 0.352% | +0.604% | +0.00213% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.5195 | 100.5523 | 0.348% | +0.033% | +0.00011% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.10bn | $24.86bn | 106.7471 | 109.4800 | 0.347% | +2.560% | +0.00889% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 130.7193 | 130.3865 | 0.345% | -0.255% | -0.00088% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.34bn | $24.17bn | 108.7269 | 111.3248 | 0.344% | +2.389% | +0.00822% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.23bn | $19.77bn | 132.6469 | 130.9928 | 0.343% | -1.247% | -0.00428% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.76bn | $23.64bn | 108.8260 | 118.8954 | 0.337% | +11.320% | +0.03812% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.2182 | 101.3347 | 0.334% | +0.115% | +0.00038% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 100.7239 | 104.1639 | 0.334% | +3.415% | +0.01139% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.57bn | $23.28bn | 109.0367 | 110.0395 | 0.332% | +2.295% | +0.00763% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.92bn | $22.55bn | 112.4946 | 113.5088 | 0.332% | +0.902% | +0.00299% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.73bn | $13.05bn | 193.8985 | 203.4532 | 0.331% | +4.928% | +0.01632% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 103.8193 | 105.2585 | 0.329% | +1.386% | +0.00457% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $5.34bn | $24.60bn | 101.8628 | 106.2503 | 0.328% | +4.307% | +0.01413% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $5.66bn | $24.38bn | 102.6929 | 103.1630 | 0.328% | +0.458% | +0.00150% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.43bn | $22.04bn | 113.1243 | 114.3781 | 0.326% | +1.108% | +0.00362% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 109.8110 | 112.8362 | 0.326% | +2.755% | +0.00899% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $1.05bn | $18.95bn | 131.1344 | 129.6518 | 0.325% | -1.131% | -0.00368% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.2381 | 101.3539 | 0.323% | +0.114% | +0.00037% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.13bn | $22.57bn | 109.0713 | 111.5014 | 0.322% | +2.228% | +0.00718% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.53bn | $22.42bn | 109.0951 | 111.9001 | 0.320% | +2.571% | +0.00823% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 103.7867 | 106.0489 | 0.318% | +2.180% | +0.00693% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $571.0m | $18.43bn | 131.7880 | 130.2395 | 0.318% | -1.175% | -0.00374% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 100.8397 | 100.8621 | 0.316% | +0.022% | +0.00007% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 103.4127 | 106.6753 | 0.315% | +3.155% | +0.00994% |
| 9127953U3 | 0.000% | Nov 25, 2011 | $24.00bn | – | – | $24.00bn | 99.9669 | 99.9976 | 0.314% | +0.031% | +0.00010% |
| 9127953X7 | 0.000% | Dec 8, 2011 | $24.00bn | – | – | $24.00bn | 99.9633 | 99.9972 | 0.314% | +0.034% | +0.00011% |
| 9127953V1 | 0.000% | Dec 1, 2011 | $24.00bn | – | – | $24.00bn | 99.9653 | 99.9949 | 0.314% | +0.030% | +0.00009% |
| 9127953Y5 | 0.000% | Dec 22, 2011 | $24.00bn | – | – | $24.00bn | 99.9554 | 99.9937 | 0.314% | +0.038% | +0.00012% |
| 9127953Z2 | 0.000% | Dec 29, 2011 | $24.00bn | – | – | $24.00bn | 99.9490 | 99.9967 | 0.314% | +0.048% | +0.00015% |
| 9127954A6 | 0.000% | Jan 5, 2012 | $24.00bn | – | – | $24.00bn | 99.9467 | 99.9929 | 0.314% | +0.046% | +0.00015% |
| 912795Y62 | 0.000% | Jan 19, 2012 | $24.00bn | – | – | $24.00bn | 99.9323 | 99.9922 | 0.314% | +0.060% | +0.00019% |
| 912795Y70 | 0.000% | Jan 26, 2012 | $24.00bn | – | – | $24.00bn | 99.9246 | 99.9959 | 0.314% | +0.071% | +0.00022% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $24.00bn | – | – | $24.00bn | 99.8884 | 99.9758 | 0.314% | +0.087% | +0.00027% |
| 9127953N9 | 0.000% | May 3, 2012 | $24.00bn | – | – | $24.00bn | 99.8683 | 99.9590 | 0.314% | +0.091% | +0.00029% |
| 9127953S8 | 0.000% | May 31, 2012 | $24.00bn | – | – | $24.00bn | 99.8380 | 99.9543 | 0.314% | +0.117% | +0.00037% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $24.00bn | – | – | $24.00bn | 99.8139 | 99.9329 | 0.314% | +0.119% | +0.00037% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.88bn | $22.34bn | 106.9252 | 107.3774 | 0.313% | +0.423% | +0.00132% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.64bn | $23.30bn | 102.2652 | 104.5697 | 0.312% | +2.253% | +0.00703% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.64bn | $21.08bn | 112.9606 | 111.6651 | 0.312% | +0.734% | +0.00229% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $8.25bn | $23.03bn | 103.2235 | 103.7772 | 0.311% | +0.536% | +0.00167% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.63bn | $20.59bn | 115.3288 | 117.1454 | 0.311% | +1.575% | +0.00490% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 108.6929 | 110.1332 | 0.311% | +2.705% | +0.00840% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $6.99bn | $23.15bn | 102.4124 | 106.1342 | 0.310% | +3.634% | +0.01128% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.96bn | $17.69bn | 133.1645 | 139.0700 | 0.308% | +6.781% | +0.02092% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 106.9640 | 105.8211 | 0.308% | +0.392% | +0.00121% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 104.7490 | 102.4127 | 0.307% | +0.097% | +0.00030% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 105.3499 | 107.5092 | 0.304% | +2.050% | +0.00622% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 110.3207 | 109.5306 | 0.303% | -0.716% | -0.00217% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $23.00bn | – | – | $23.00bn | 99.9257 | 99.9842 | 0.301% | +0.059% | +0.00018% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 108.7585 | 111.8967 | 0.299% | +2.886% | +0.00864% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 116.8260 | 116.6141 | 0.296% | +1.745% | +0.00517% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 130.2365 | 130.1578 | 0.289% | -0.060% | -0.00017% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $22.00bn | – | – | $22.00bn | 99.9188 | 99.9865 | 0.288% | +0.068% | +0.00020% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $2.10bn | $16.90bn | 129.8188 | 128.5486 | 0.287% | -0.978% | -0.00281% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $10.44bn | $21.84bn | 100.3975 | 100.7836 | 0.287% | +0.385% | +0.00110% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 106.2471 | 109.3863 | 0.285% | +2.955% | +0.00842% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $11.18bn | $21.68bn | 100.3247 | 100.7418 | 0.285% | +0.416% | +0.00118% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 90.7396 | 99.8179 | 0.284% | +11.933% | +0.03389% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 129.7766 | 128.8780 | 0.283% | -0.692% | -0.00196% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.69bn | $20.37bn | 105.9450 | 106.3641 | 0.283% | +0.396% | +0.00112% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.49bn | $16.51bn | 130.2485 | 136.2002 | 0.281% | +4.569% | +0.01286% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 104.4049 | 107.6780 | 0.280% | +3.135% | +0.00879% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 116.9803 | 119.7762 | 0.280% | +2.390% | +0.00669% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $11.03bn | $20.97bn | 101.5245 | 102.2649 | 0.279% | +0.729% | +0.00203% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 128.5052 | 127.9550 | 0.277% | -0.428% | -0.00119% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 115.0423 | 117.2255 | 0.271% | +1.898% | +0.00514% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $13.94bn | $19.77bn | 104.3471 | 104.0052 | 0.270% | +0.571% | +0.00154% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $7.99bn | $19.83bn | 103.9950 | 104.4769 | 0.270% | +0.463% | +0.00125% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.0747 | 106.3590 | 0.270% | +0.268% | +0.00072% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.52bn | $15.50bn | 131.7982 | 143.4392 | 0.267% | +8.832% | +0.02362% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.72bn | 115.2446 | 119.0401 | 0.267% | +3.293% | +0.00881% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $20.00bn | – | – | $20.00bn | 99.7883 | 99.9175 | 0.261% | +0.130% | +0.00034% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $14.13bn | $19.45bn | 102.4001 | 103.0372 | 0.261% | +0.622% | +0.00162% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 109.3764 | 111.7751 | 0.259% | +2.193% | +0.00568% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.0092 | 106.3560 | 0.258% | +0.327% | +0.00084% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $17.47bn | $13.18bn | 147.3832 | 155.7133 | 0.254% | +5.652% | +0.01437% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.6647 | 105.9280 | 0.254% | +0.249% | +0.00063% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 119.2802 | 119.4440 | 0.253% | +2.181% | +0.00552% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.68bn | $17.83bn | 107.0476 | 119.5516 | 0.250% | +11.681% | +0.02918% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 130.1353 | 130.2549 | 0.250% | +0.092% | +0.00023% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 119.3788 | 120.6569 | 0.246% | +3.060% | +0.00753% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.3429 | 106.6393 | 0.243% | +0.279% | +0.00068% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $7.69bn | $17.45bn | 105.9544 | 108.0931 | 0.242% | +2.018% | +0.00488% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.20bn | $17.25bn | 105.1766 | 109.0958 | 0.238% | +3.726% | +0.00885% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.00bn | $13.48bn | 134.1966 | 140.8176 | 0.237% | +4.934% | +0.01169% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 105.6291 | 105.8098 | 0.236% | +0.171% | +0.00040% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $14.62bn | $17.85bn | 100.8776 | 101.3473 | 0.236% | +0.466% | +0.00110% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.01bn | $15.18bn | 118.3211 | 118.9949 | 0.235% | +2.524% | +0.00594% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.56bn | $16.33bn | 109.6755 | 111.9821 | 0.234% | +2.103% | +0.00493% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.30bn | $15.00bn | 118.9925 | 121.3305 | 0.234% | +1.965% | +0.00459% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 128.4242 | 135.5386 | 0.233% | +5.540% | +0.01292% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 121.2989 | 123.1199 | 0.233% | +1.501% | +0.00350% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $14.30bn | $17.14bn | 102.2461 | 106.5410 | 0.229% | +4.201% | +0.00963% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.16bn | $16.34bn | 107.2251 | 105.5540 | 0.229% | +0.248% | +0.00057% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.4339 | 104.7082 | 0.229% | +0.263% | +0.00060% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 123.6671 | 133.2171 | 0.225% | +9.895% | +0.02231% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 114.4059 | 113.0631 | 0.225% | -1.174% | -0.00264% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 106.2683 | 104.2334 | 0.224% | +0.144% | +0.00032% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $16.07bn | $16.67bn | 102.5767 | 102.4952 | 0.224% | +0.530% | +0.00119% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 129.3804 | 131.8349 | 0.223% | +1.897% | +0.00424% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.25bn | $16.32bn | 104.0696 | 108.0408 | 0.222% | +3.816% | +0.00849% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.44bn | $15.86bn | 106.3412 | 110.5534 | 0.221% | +3.961% | +0.00874% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $15.59bn | $16.41bn | 102.5034 | 103.0774 | 0.220% | +0.560% | +0.00123% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 129.3965 | 129.9412 | 0.219% | +0.421% | +0.00092% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 121.2218 | 122.0476 | 0.219% | +0.681% | +0.00149% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 119.0377 | 125.4322 | 0.218% | +5.372% | +0.01172% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 104.9518 | 106.0058 | 0.216% | +2.017% | +0.00436% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 116.3808 | 117.4569 | 0.213% | +0.925% | +0.00197% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 114.4391 | 116.9973 | 0.213% | +3.983% | +0.00847% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 115.7785 | 128.9497 | 0.211% | +11.376% | +0.02402% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $16.72bn | – | $3.42bn | $13.30bn | 119.9956 | 129.1047 | 0.209% | +8.504% | +0.01777% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 114.0309 | 113.7149 | 0.209% | -0.277% | -0.00058% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 122.3866 | 123.9879 | 0.209% | +1.308% | +0.00273% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 110.5781 | 109.4483 | 0.203% | -1.022% | -0.00207% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 106.6121 | 106.9175 | 0.202% | +0.286% | +0.00058% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 112.7225 | 123.0632 | 0.201% | +11.280% | +0.02269% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $8.05bn | $14.48bn | 106.0496 | 116.1709 | 0.201% | +11.607% | +0.02332% |
| 912828FU9 | 4.500% | Sep 30, 2011 | $17.50bn | – | $2.66bn | $14.84bn | 102.2310 | 102.2372 | 0.199% | +0.006% | +0.00001% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 116.6101 | 119.9266 | 0.198% | +2.844% | +0.00563% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 104.4660 | 106.3638 | 0.198% | +1.817% | +0.00359% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.45bn | $14.33bn | 104.9633 | 103.8513 | 0.197% | +0.251% | +0.00049% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.74bn | $13.34bn | 112.6963 | 116.9603 | 0.197% | +3.784% | +0.00745% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $14.00bn | – | – | $14.00bn | 106.5999 | 106.6883 | 0.195% | +0.083% | +0.00016% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $18.09bn | $14.61bn | 101.4212 | 101.9429 | 0.194% | +0.514% | +0.00100% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.08bn | $13.82bn | 106.9134 | 109.0720 | 0.193% | +2.019% | +0.00390% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 102.2459 | 102.2918 | 0.190% | +0.045% | +0.00009% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $6.26bn | $10.79bn | 134.5747 | 147.2575 | 0.190% | +9.424% | +0.01791% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 104.3560 | 104.4559 | 0.189% | +0.096% | +0.00018% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.08bn | $13.75bn | 104.2884 | 108.5720 | 0.188% | +4.107% | +0.00771% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.98bn | $13.73bn | 103.8203 | 104.0625 | 0.187% | +0.233% | +0.00044% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $3.52bn | $11.65bn | 121.4803 | 130.1542 | 0.185% | +8.054% | +0.01492% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.00bn | $13.18bn | 107.4110 | 108.1947 | 0.185% | +1.952% | +0.00362% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.30bn | $13.29bn | 105.8696 | 108.5701 | 0.184% | +3.850% | +0.00709% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 104.3247 | 104.4538 | 0.182% | +0.124% | +0.00023% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.23bn | $10.60bn | 131.0805 | 138.5584 | 0.182% | +7.994% | +0.01454% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 102.1998 | 102.2372 | 0.179% | +0.037% | +0.00007% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 102.2626 | 102.3084 | 0.177% | +0.045% | +0.00008% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 132.4334 | 135.4090 | 0.177% | +2.247% | +0.00398% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 105.0027 | 105.1831 | 0.174% | +0.172% | +0.00030% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $13.00bn | – | – | $13.00bn | 101.8529 | 105.0827 | 0.173% | +3.171% | +0.00550% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 102.2942 | 102.3505 | 0.171% | +0.055% | +0.00009% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 104.6655 | 104.8576 | 0.170% | +0.184% | +0.00031% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 106.0220 | 106.1945 | 0.169% | +0.163% | +0.00028% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 105.4480 | 105.6495 | 0.166% | +0.191% | +0.00032% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 104.4980 | 102.2940 | 0.164% | +0.104% | +0.00017% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 105.8825 | 103.9801 | 0.163% | +0.151% | +0.00025% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.11bn | $8.66bn | 142.1932 | 147.6104 | 0.161% | +6.315% | +0.01018% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 141.1671 | 144.9355 | 0.161% | +2.669% | +0.00428% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 104.5234 | 104.7070 | 0.155% | +0.176% | +0.00027% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.88bn | $8.30bn | 141.5779 | 148.7551 | 0.154% | +7.497% | +0.01154% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 104.3251 | 104.5272 | 0.153% | +0.194% | +0.00030% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.13bn | $8.01bn | 143.0634 | 148.0537 | 0.150% | +6.022% | +0.00903% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.28bn | $7.66bn | 146.4358 | 148.5941 | 0.147% | +4.248% | +0.00624% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.33bn | $9.02bn | 121.6407 | 130.3988 | 0.144% | +9.358% | +0.01343% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.90bn | $9.05bn | 120.3628 | 131.6488 | 0.143% | +9.377% | +0.01336% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 104.6114 | 104.8033 | 0.141% | +0.183% | +0.00026% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.46bn | $7.04bn | 149.9239 | 156.7897 | 0.138% | +7.123% | +0.00985% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.32bn | $6.77bn | 150.9380 | 152.3475 | 0.134% | +3.874% | +0.00518% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.06bn | $6.53bn | 146.3084 | 156.7215 | 0.125% | +7.117% | +0.00890% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.86bn | $6.98bn | 136.1277 | 147.3940 | 0.124% | +8.276% | +0.01029% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.39bn | $7.39bn | 125.1623 | 133.8166 | 0.121% | +9.112% | +0.01103% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.50bn | $6.68bn | 134.0444 | 143.2829 | 0.117% | +9.177% | +0.01075% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $343.0m | $4.66bn | 178.8171 | 189.6782 | 0.109% | +6.074% | +0.00662% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.70bn | $5.82bn | 141.7837 | 137.4885 | 0.108% | +0.938% | +0.00101% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 139.5250 | 147.7435 | 0.108% | +8.264% | +0.00889% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.15bn | $5.67bn | 140.6764 | 148.5618 | 0.104% | +8.004% | +0.00835% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 136.5660 | 145.1070 | 0.103% | +8.588% | +0.00884% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 153.6616 | 156.5917 | 0.103% | +4.754% | +0.00489% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.5635 | 129.3095 | 0.100% | -0.196% | -0.00020% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 145.2193 | 144.8475 | 0.096% | +2.800% | +0.00268% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $4.78bn | $4.72bn | 150.1858 | 154.2503 | 0.093% | +5.411% | +0.00502% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.88bn | $4.54bn | 145.2724 | 154.2272 | 0.086% | +6.164% | +0.00532% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $6.26bn | $3.82bn | 146.9767 | 150.6763 | 0.073% | +5.196% | +0.00382% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.99bn | $3.72bn | 147.7466 | 152.7340 | 0.072% | +3.376% | +0.00243% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.55bn | $3.62bn | 148.7201 | 154.2908 | 0.070% | +3.746% | +0.00264% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $6.43bn | $3.64bn | 147.6909 | 155.6253 | 0.070% | +5.372% | +0.00378% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.19bn | $3.29bn | 150.5463 | 153.2052 | 0.065% | +4.589% | +0.00297% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 140.1110 | 137.7711 | 0.055% | +1.631% | +0.00090% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 139.0618 | 141.1749 | 0.051% | +1.520% | +0.00077% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 150.8546 | 157.9667 | 0.045% | +4.715% | +0.00212% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 143.2141 | 139.7408 | 0.035% | +1.284% | +0.00045% |
| Total | $7.15tn | 100.000% | +2.23554% | ||||||||
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.