Rebalance of September 30, 2011
US Treasury Aggregate constituents
Every one of the 301 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
- 301
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.950673%
- Market value
- $7.93tn
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 +0.950673% against a published month return of +0.950673%, a difference of 2.3e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127952K6 | 0.000% | Oct 20, 2011 | $79.00bn | – | – | $79.00bn | 99.9986 | 99.9994 | 0.996% | +0.001% | +0.00001% |
| 9127952P5 | 0.000% | Nov 17, 2011 | $76.00bn | – | – | $76.00bn | 99.9978 | 99.9987 | 0.958% | +0.001% | +0.00001% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $2.38bn | $65.20bn | 113.3550 | 115.8889 | 0.932% | +2.235% | +0.02083% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | – | $66.00bn | 109.5506 | 112.1036 | 0.912% | +2.330% | +0.02125% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $8.67bn | $62.93bn | 114.1050 | 115.8264 | 0.905% | +1.509% | +0.01366% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.64bn | $65.77bn | 105.5900 | 107.8183 | 0.876% | +2.110% | +0.01848% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $2.48bn | $65.37bn | 105.2775 | 107.3495 | 0.868% | +1.968% | +0.01708% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $13.51bn | $54.71bn | 113.8804 | 115.7785 | 0.786% | +1.667% | +0.01309% |
| 9127953M1 | 0.000% | Oct 6, 2011 | $57.00bn | – | – | $57.00bn | 99.9990 | 100.0000 | 0.719% | +0.001% | +0.00001% |
| 9127953P4 | 0.000% | Oct 13, 2011 | $57.00bn | – | – | $57.00bn | 99.9988 | 99.9996 | 0.719% | +0.001% | +0.00001% |
| 9127953T6 | 0.000% | Nov 10, 2011 | $56.00bn | – | – | $56.00bn | 99.9980 | 99.9989 | 0.706% | +0.001% | +0.00001% |
| 9127953Q2 | 0.000% | Oct 27, 2011 | $54.00bn | – | – | $54.00bn | 100.0000 | 99.9993 | 0.681% | -0.001% | -0.00001% |
| 9127953R0 | 0.000% | Nov 3, 2011 | $54.00bn | – | – | $54.00bn | 99.9982 | 99.9991 | 0.681% | +0.001% | +0.00001% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $23.45bn | $47.59bn | 113.1559 | 114.6056 | 0.679% | +1.281% | +0.00870% |
| 9127953U3 | 0.000% | Nov 25, 2011 | $53.00bn | – | – | $53.00bn | 99.9976 | 99.9969 | 0.668% | -0.001% | -0.00000% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | – | $42.00bn | 117.0771 | 129.6763 | 0.620% | +10.761% | +0.06673% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $49.00bn | – | – | $49.00bn | 99.9865 | 99.9853 | 0.618% | -0.001% | -0.00001% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $21.47bn | $42.94bn | 111.5506 | 112.5411 | 0.604% | +0.888% | +0.00536% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $5.49bn | $39.41bn | 120.5262 | 133.0846 | 0.599% | +10.420% | +0.06242% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.46bn | $41.44bn | 114.5088 | 126.8784 | 0.598% | +10.802% | +0.06464% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $3.74bn | $39.74bn | 116.8896 | 129.2388 | 0.586% | +10.565% | +0.06188% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $5.56bn | $37.45bn | 123.0632 | 136.1012 | 0.581% | +10.595% | +0.06157% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $46.00bn | – | – | $46.00bn | 99.9971 | 99.9958 | 0.580% | -0.001% | -0.00001% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $46.00bn | – | – | $46.00bn | 99.9926 | 99.9913 | 0.580% | -0.001% | -0.00001% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $5.75bn | $38.81bn | 116.9521 | 129.0825 | 0.572% | +10.372% | +0.05937% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 106.4290 | 118.2035 | 0.562% | +11.063% | +0.06217% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.9520 | 100.4457 | 0.560% | -0.006% | -0.00004% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.9307 | 100.9239 | 0.560% | -0.007% | -0.00004% |
| 912828LT5 | 1.000% | Oct 31, 2011 | $45.09bn | – | $1.08bn | $44.00bn | 100.4932 | 100.4864 | 0.558% | -0.007% | -0.00004% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.4837 | 100.4769 | 0.558% | -0.007% | -0.00004% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.4198 | 100.4334 | 0.557% | +0.014% | +0.00008% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.4087 | 100.3918 | 0.557% | -0.017% | -0.00009% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.3770 | 100.3499 | 0.557% | -0.027% | -0.00015% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.50bn | 108.2082 | 106.7392 | 0.553% | -0.202% | -0.00112% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.25bn | $39.79bn | 106.6315 | 106.3716 | 0.535% | -0.244% | -0.00130% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $3.32bn | $39.94bn | 106.0400 | 105.8508 | 0.534% | -0.178% | -0.00095% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.6906 | 100.6624 | 0.533% | -0.028% | -0.00015% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.76bn | $37.92bn | 106.2894 | 106.0788 | 0.508% | -0.198% | -0.00101% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $21.49bn | $37.18bn | 108.2208 | 109.0537 | 0.507% | +0.770% | +0.00391% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.5445 | 100.5051 | 0.507% | -0.039% | -0.00020% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $6.22bn | $37.02bn | 107.6994 | 107.4589 | 0.503% | -0.223% | -0.00112% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.30bn | $36.60bn | 108.0299 | 107.8410 | 0.499% | -0.175% | -0.00087% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.34bn | $38.63bn | 101.8760 | 101.8393 | 0.496% | -0.036% | -0.00018% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.8972 | 101.8612 | 0.493% | -0.035% | -0.00017% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $5.92bn | $36.09bn | 107.0190 | 106.8505 | 0.487% | -0.157% | -0.00077% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $4.75bn | $35.96bn | 107.1243 | 105.7382 | 0.486% | -0.185% | -0.00090% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.5231 | 100.4837 | 0.478% | -0.039% | -0.00019% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $9.47bn | $31.97bn | 118.2079 | 130.3179 | 0.476% | +10.245% | +0.04881% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $4.66bn | $36.90bn | 101.8356 | 101.7677 | 0.474% | -0.067% | -0.00032% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.81bn | $36.67bn | 102.4477 | 101.6930 | 0.474% | -0.066% | -0.00031% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.42bn | $36.79bn | 101.4898 | 101.4319 | 0.471% | -0.057% | -0.00027% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $34.68bn | $32.08bn | 114.3550 | 115.5452 | 0.463% | +1.041% | +0.00481% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.52bn | $32.16bn | 113.4625 | 113.2001 | 0.460% | -0.231% | -0.00106% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.79bn | $35.70bn | 101.7823 | 101.7143 | 0.458% | -0.067% | -0.00031% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $5.99bn | $34.19bn | 106.0378 | 105.8091 | 0.457% | -0.216% | -0.00099% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.4078 | 100.1906 | 0.456% | -0.030% | -0.00013% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.9429 | 102.9171 | 0.454% | -0.025% | -0.00011% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $26.72bn | $30.64bn | 116.3295 | 117.0931 | 0.449% | +0.656% | +0.00295% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.2510 | 100.2215 | 0.448% | -0.029% | -0.00013% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 106.4150 | 106.2258 | 0.446% | -0.178% | -0.00079% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.72bn | $34.85bn | 101.1906 | 100.7874 | 0.445% | -0.028% | -0.00012% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $2.95bn | $35.00bn | 100.6583 | 100.5770 | 0.444% | -0.081% | -0.00036% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $7.08bn | $32.90bn | 106.8845 | 106.6128 | 0.443% | -0.254% | -0.00113% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $1.13bn | $35.00bn | 100.4079 | 100.3156 | 0.443% | -0.092% | -0.00041% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $1.04bn | $35.00bn | 100.3764 | 100.2527 | 0.443% | -0.123% | -0.00055% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.2840 | 100.3094 | 0.443% | +0.025% | +0.00011% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 100.4076 | 100.3465 | 0.443% | -0.061% | -0.00027% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $1.07bn | $35.00bn | 99.8441 | 99.7613 | 0.441% | -0.083% | -0.00037% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.35bn | $34.40bn | 100.7320 | 100.6926 | 0.437% | -0.039% | -0.00017% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $7.52bn | $33.79bn | 102.4073 | 102.3081 | 0.436% | -0.097% | -0.00042% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.9164 | 101.1930 | 0.433% | -0.035% | -0.00015% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $10.16bn | $32.77bn | 103.1959 | 103.0989 | 0.426% | -0.094% | -0.00040% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.70bn | $31.38bn | 106.9494 | 106.7089 | 0.423% | -0.225% | -0.00095% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.82bn | $32.31bn | 103.1318 | 103.1372 | 0.420% | +0.005% | +0.00002% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $9.72bn | $29.06bn | 114.6338 | 126.3784 | 0.420% | +10.245% | +0.04304% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.3135 | 101.2768 | 0.419% | -0.036% | -0.00015% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $3.57bn | $32.15bn | 102.7649 | 102.6236 | 0.417% | -0.138% | -0.00057% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $3.07bn | $32.63bn | 100.7106 | 100.6399 | 0.414% | -0.070% | -0.00029% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.84bn | $15.65bn | 209.0953 | 209.5685 | 0.413% | +0.226% | +0.00093% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.11bn | $21.89bn | 149.1959 | 148.9279 | 0.412% | -0.180% | -0.00074% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 100.5333 | 100.5145 | 0.412% | -0.019% | -0.00008% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.9635 | 102.2290 | 0.409% | -0.106% | -0.00044% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | $150.0m | $31.85bn | 101.4098 | 101.1942 | 0.407% | -0.213% | -0.00087% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 101.6121 | 101.5768 | 0.406% | -0.035% | -0.00014% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $979.9m | $32.00bn | 100.5231 | 100.3166 | 0.406% | -0.205% | -0.00083% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 102.5347 | 102.4258 | 0.405% | -0.106% | -0.00043% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 115.1850 | 114.9021 | 0.405% | -0.246% | -0.00099% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | $196.0m | $31.80bn | 100.9565 | 100.7296 | 0.405% | -0.225% | -0.00091% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.36bn | $31.68bn | 101.0971 | 100.9436 | 0.404% | -0.152% | -0.00061% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.5802 | 105.4728 | 0.398% | -0.102% | -0.00040% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $6.36bn | $30.85bn | 100.9293 | 100.8587 | 0.393% | -0.070% | -0.00027% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.1931 | 103.0321 | 0.387% | -0.156% | -0.00060% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 113.4429 | 114.0285 | 0.386% | +0.516% | +0.00199% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 110.1026 | 109.9096 | 0.384% | -0.175% | -0.00067% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $7.23bn | $29.69bn | 100.6580 | 100.6192 | 0.377% | -0.039% | -0.00015% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.84bn | $28.38bn | 104.8505 | 104.5761 | 0.375% | -0.262% | -0.00098% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.12bn | $28.09bn | 105.8842 | 105.6434 | 0.375% | -0.227% | -0.00085% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.7405 | 111.8872 | 0.374% | +0.131% | +0.00049% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.0530 | 111.2935 | 0.370% | +0.217% | +0.00080% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 108.0713 | 107.9409 | 0.370% | -0.121% | -0.00045% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.4457 | 101.3573 | 0.370% | -0.087% | -0.00032% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.35bn | $25.86bn | 112.2785 | 112.0639 | 0.366% | -0.191% | -0.00070% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.6209 | 104.4918 | 0.366% | -0.123% | -0.00045% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $887.0m | $29.00bn | 99.7854 | 100.6047 | 0.365% | +0.821% | +0.00300% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 103.5052 | 104.0137 | 0.363% | +0.491% | +0.00179% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.35bn | $25.13bn | 114.4151 | 114.1909 | 0.363% | -0.196% | -0.00071% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $1.97bn | $27.62bn | 104.0068 | 104.5136 | 0.362% | +0.487% | +0.00177% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.38bn | $27.97bn | 101.4402 | 100.9121 | 0.358% | -0.151% | -0.00054% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $8.41bn | $27.80bn | 101.8960 | 101.7756 | 0.357% | -0.118% | -0.00042% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.79bn | $23.61bn | 118.8954 | 129.0367 | 0.354% | +8.530% | +0.03020% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.5530 | 100.5258 | 0.354% | -0.027% | -0.00010% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.6573 | 100.6518 | 0.351% | -0.005% | -0.00002% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $9.05bn | $26.56bn | 104.5176 | 103.3893 | 0.350% | -0.242% | -0.00085% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $26.37bn | – | $367.0m | $26.00bn | 106.6883 | 105.9493 | 0.350% | -0.693% | -0.00242% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 101.8371 | 101.7510 | 0.345% | -0.085% | -0.00029% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $3.13bn | $24.94bn | 109.3410 | 109.0951 | 0.344% | -0.225% | -0.00077% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $3.96bn | $25.91bn | 105.1019 | 105.8913 | 0.343% | +0.751% | +0.00258% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $8.35bn | $26.66bn | 101.6304 | 101.4674 | 0.342% | -0.160% | -0.00055% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.42bn | $23.88bn | 113.4382 | 113.1325 | 0.342% | -0.269% | -0.00092% |
| 912795Z20 | 0.000% | Feb 16, 2012 | $27.00bn | – | – | $27.00bn | 99.9859 | 99.9884 | 0.340% | +0.003% | +0.00001% |
| 912795Z38 | 0.000% | Feb 23, 2012 | $27.00bn | – | – | $27.00bn | 99.9804 | 99.9878 | 0.340% | +0.007% | +0.00003% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.41bn | $24.55bn | 109.4800 | 109.6892 | 0.339% | +0.191% | +0.00065% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.5523 | 100.5569 | 0.335% | +0.005% | +0.00002% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.73bn | $13.05bn | 203.4532 | 203.5879 | 0.335% | +0.066% | +0.00022% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 111.3248 | 109.8996 | 0.334% | +0.067% | +0.00022% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 104.1639 | 103.7966 | 0.332% | +0.547% | +0.00182% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 130.3865 | 130.1462 | 0.331% | -0.184% | -0.00061% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $5.38bn | $24.56bn | 106.2503 | 106.9881 | 0.329% | +0.694% | +0.00228% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 112.8362 | 111.5579 | 0.323% | +0.307% | +0.00099% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.3347 | 101.2987 | 0.322% | -0.036% | -0.00011% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 105.2585 | 105.0778 | 0.322% | -0.172% | -0.00055% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.53bn | $19.47bn | 130.9928 | 130.7334 | 0.322% | -0.198% | -0.00064% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $3.04bn | $22.43bn | 113.5088 | 113.3159 | 0.321% | -0.170% | -0.00055% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.0395 | 110.1470 | 0.318% | +0.098% | +0.00031% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.43bn | $22.04bn | 114.3781 | 114.2055 | 0.318% | -0.151% | -0.00048% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.5014 | 111.5652 | 0.317% | +0.057% | +0.00018% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $5.66bn | $24.38bn | 103.1630 | 103.0122 | 0.317% | -0.146% | -0.00046% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 111.9001 | 112.1515 | 0.316% | +0.225% | +0.00071% |
| 912795Y96 | 0.000% | Aug 23, 2012 | $25.00bn | – | – | $25.00bn | 99.8906 | 99.8998 | 0.315% | +0.009% | +0.00003% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 106.0489 | 106.0041 | 0.313% | -0.042% | -0.00013% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 106.6753 | 107.1630 | 0.313% | +0.457% | +0.00143% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 101.3539 | 100.6305 | 0.312% | -0.035% | -0.00011% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.96bn | $17.69bn | 139.0700 | 143.1760 | 0.310% | +2.952% | +0.00916% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $6.99bn | $23.15bn | 106.1342 | 106.6747 | 0.310% | +0.509% | +0.00158% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.64bn | $23.30bn | 104.5697 | 104.5664 | 0.307% | -0.003% | -0.00001% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 100.8621 | 100.8580 | 0.304% | -0.004% | -0.00001% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 110.1332 | 110.4282 | 0.303% | +0.268% | +0.00081% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.72bn | $20.50bn | 117.1454 | 117.0054 | 0.303% | -0.119% | -0.00036% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $571.0m | $18.43bn | 130.2395 | 129.7999 | 0.303% | -0.338% | -0.00102% |
| 9127953X7 | 0.000% | Dec 8, 2011 | $24.00bn | – | – | $24.00bn | 99.9972 | 99.9962 | 0.303% | -0.001% | -0.00000% |
| 9127953Z2 | 0.000% | Dec 29, 2011 | $24.00bn | – | – | $24.00bn | 99.9967 | 99.9950 | 0.303% | -0.002% | -0.00001% |
| 912795Y70 | 0.000% | Jan 26, 2012 | $24.00bn | – | – | $24.00bn | 99.9959 | 99.9934 | 0.303% | -0.002% | -0.00001% |
| 9127953V1 | 0.000% | Dec 1, 2011 | $24.00bn | – | – | $24.00bn | 99.9949 | 99.9966 | 0.303% | +0.002% | +0.00001% |
| 9127953Y5 | 0.000% | Dec 22, 2011 | $24.00bn | – | – | $24.00bn | 99.9937 | 99.9931 | 0.303% | -0.001% | -0.00000% |
| 9127954A6 | 0.000% | Jan 5, 2012 | $24.00bn | – | – | $24.00bn | 99.9929 | 99.9919 | 0.303% | -0.001% | -0.00000% |
| 912795Y62 | 0.000% | Jan 19, 2012 | $24.00bn | – | – | $24.00bn | 99.9922 | 99.9938 | 0.303% | +0.002% | +0.00001% |
| 912795Y88 | 0.000% | Feb 2, 2012 | $24.00bn | – | – | $24.00bn | 99.9871 | 99.9896 | 0.303% | +0.003% | +0.00001% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $24.00bn | – | – | $24.00bn | 99.9758 | 99.9739 | 0.303% | -0.002% | -0.00001% |
| 9127953N9 | 0.000% | May 3, 2012 | $24.00bn | – | – | $24.00bn | 99.9590 | 99.9580 | 0.303% | -0.001% | -0.00000% |
| 9127953S8 | 0.000% | May 31, 2012 | $24.00bn | – | – | $24.00bn | 99.9543 | 99.9458 | 0.303% | -0.009% | -0.00003% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.88bn | $22.34bn | 107.3774 | 105.6506 | 0.302% | -0.153% | -0.00046% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $24.00bn | – | – | $24.00bn | 99.9329 | 99.9320 | 0.302% | -0.001% | -0.00000% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $8.25bn | $23.03bn | 103.7772 | 103.5231 | 0.301% | -0.245% | -0.00074% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $24.73bn | – | $734.9m | $24.00bn | 99.5357 | 101.9704 | 0.301% | +2.446% | +0.00737% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $1.58bn | $18.42bn | 129.6518 | 129.4906 | 0.301% | -0.124% | -0.00037% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 99.8179 | 110.6535 | 0.301% | +10.855% | +0.03267% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 107.5092 | 106.2997 | 0.299% | -0.079% | -0.00023% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 111.8967 | 112.2310 | 0.297% | +0.299% | +0.00089% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.79bn | $20.93bn | 111.6651 | 111.4721 | 0.295% | -0.173% | -0.00051% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.8211 | 105.6896 | 0.293% | -0.124% | -0.00036% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 109.5306 | 108.8781 | 0.290% | -0.596% | -0.00173% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $23.00bn | – | – | $23.00bn | 99.9842 | 99.9778 | 0.290% | -0.006% | -0.00002% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 102.4127 | 102.3991 | 0.289% | -0.013% | -0.00004% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 116.6141 | 116.4429 | 0.285% | -0.147% | -0.00042% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.49bn | $16.51bn | 136.2002 | 136.0806 | 0.284% | -0.088% | -0.00025% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.3863 | 109.8455 | 0.283% | +0.420% | +0.00119% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.57bn | $15.45bn | 143.4392 | 149.4093 | 0.279% | +4.162% | +0.01163% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 107.6780 | 108.1454 | 0.279% | +0.434% | +0.00121% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 130.1578 | 129.3507 | 0.278% | -0.620% | -0.00172% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $10.44bn | $21.84bn | 100.7836 | 100.6086 | 0.278% | -0.174% | -0.00048% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 119.7762 | 119.8658 | 0.276% | +0.075% | +0.00021% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $11.18bn | $21.68bn | 100.7418 | 100.5666 | 0.275% | -0.174% | -0.00048% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $2.10bn | $16.90bn | 128.5486 | 127.9281 | 0.274% | -0.483% | -0.00132% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.69bn | $20.37bn | 106.3641 | 106.1658 | 0.273% | -0.187% | -0.00051% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 128.8780 | 128.2244 | 0.270% | -0.507% | -0.00137% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $11.03bn | $20.97bn | 102.2649 | 101.9144 | 0.270% | -0.343% | -0.00093% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.68bn | $17.83bn | 119.5516 | 130.8492 | 0.269% | +9.450% | +0.02540% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 117.2255 | 116.8548 | 0.266% | -0.316% | -0.00084% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.72bn | 119.0401 | 119.5346 | 0.266% | +0.415% | +0.00111% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 127.9550 | 127.1507 | 0.266% | -0.629% | -0.00167% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $7.99bn | $19.83bn | 104.4769 | 104.2456 | 0.261% | -0.221% | -0.00058% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.3590 | 106.2775 | 0.261% | -0.077% | -0.00020% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $17.47bn | $13.17bn | 155.7133 | 159.1277 | 0.259% | +2.193% | +0.00567% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.7751 | 111.8077 | 0.255% | +0.029% | +0.00007% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $14.13bn | $19.45bn | 103.0372 | 102.7403 | 0.253% | -0.288% | -0.00073% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $20.00bn | – | – | $20.00bn | 99.9175 | 99.9167 | 0.252% | -0.001% | -0.00000% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $14.54bn | $19.17bn | 104.0052 | 103.7325 | 0.251% | -0.262% | -0.00066% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.3560 | 106.2120 | 0.249% | -0.135% | -0.00034% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.9280 | 105.8247 | 0.245% | -0.097% | -0.00024% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 119.4440 | 119.4929 | 0.244% | +0.041% | +0.00010% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 130.2549 | 129.6094 | 0.241% | -0.496% | -0.00119% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.6569 | 121.0075 | 0.240% | +0.291% | +0.00070% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.00bn | $13.48bn | 140.8176 | 140.9899 | 0.239% | +0.122% | +0.00029% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.20bn | $17.25bn | 109.0958 | 109.6787 | 0.237% | +0.534% | +0.00127% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 135.5386 | 135.9447 | 0.237% | +0.300% | +0.00071% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.05bn | $17.47bn | 106.6393 | 106.5079 | 0.235% | -0.123% | -0.00029% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 133.2171 | 140.9344 | 0.234% | +5.793% | +0.01356% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $8.22bn | $16.92bn | 108.0931 | 106.8007 | 0.231% | -0.097% | -0.00022% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.9821 | 112.0162 | 0.231% | +0.030% | +0.00007% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.30bn | $15.00bn | 121.3305 | 121.3074 | 0.229% | -0.019% | -0.00004% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $14.62bn | $17.85bn | 101.3473 | 101.1317 | 0.228% | -0.213% | -0.00049% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.01bn | $15.18bn | 118.9949 | 119.2408 | 0.228% | +0.207% | +0.00047% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $14.49bn | $16.96bn | 106.5410 | 107.2486 | 0.228% | +0.664% | +0.00151% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 123.1199 | 122.4313 | 0.228% | -0.559% | -0.00127% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 105.8098 | 105.7514 | 0.228% | -0.055% | -0.00013% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 128.9497 | 140.0720 | 0.227% | +8.625% | +0.01954% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.25bn | $16.32bn | 108.0408 | 108.6440 | 0.222% | +0.558% | +0.00124% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 125.4322 | 125.5953 | 0.221% | +0.130% | +0.00029% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.81bn | $16.76bn | 104.7082 | 103.3642 | 0.221% | -0.090% | -0.00020% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.44bn | $15.86bn | 110.5534 | 109.7423 | 0.221% | +0.567% | +0.00125% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 131.8349 | 131.8404 | 0.219% | +0.004% | +0.00001% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.16bn | $16.34bn | 105.5540 | 105.4535 | 0.217% | -0.095% | -0.00021% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $16.72bn | – | $3.42bn | $13.30bn | 129.1047 | 132.2695 | 0.217% | +2.451% | +0.00531% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $16.07bn | $16.67bn | 102.4952 | 102.2289 | 0.215% | -0.260% | -0.00056% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 113.0631 | 112.7996 | 0.214% | -0.233% | -0.00050% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $15.59bn | $16.41bn | 103.0774 | 102.1556 | 0.213% | -0.288% | -0.00061% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 122.0476 | 121.2176 | 0.212% | -0.680% | -0.00144% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 129.9412 | 129.2722 | 0.212% | -0.515% | -0.00109% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 104.2334 | 104.2075 | 0.212% | -0.025% | -0.00005% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 123.0632 | 133.9137 | 0.212% | +8.817% | +0.01865% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $8.10bn | $14.43bn | 116.1709 | 127.2075 | 0.211% | +9.500% | +0.02008% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.0058 | 105.9114 | 0.211% | -0.089% | -0.00019% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $16.49bn | – | $489.9m | $16.00bn | 104.1107 | 115.9056 | 0.210% | +11.329% | +0.02380% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 116.9973 | 117.7201 | 0.210% | +0.618% | +0.00129% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 117.4569 | 116.5938 | 0.207% | -0.735% | -0.00152% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 123.9879 | 123.2290 | 0.204% | -0.612% | -0.00125% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 113.7149 | 113.5086 | 0.201% | -0.181% | -0.00036% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $6.30bn | $10.74bn | 147.2575 | 154.9260 | 0.200% | +5.208% | +0.01039% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.74bn | $13.34bn | 116.9603 | 117.5785 | 0.197% | +0.529% | +0.00104% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.9266 | 120.2554 | 0.196% | +0.274% | +0.00054% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 106.9175 | 106.7639 | 0.195% | -0.144% | -0.00028% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.3638 | 106.2673 | 0.194% | -0.091% | -0.00018% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 109.4483 | 109.2891 | 0.193% | -0.145% | -0.00028% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $3.54bn | $11.64bn | 130.1542 | 133.1333 | 0.191% | +2.289% | +0.00437% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.20bn | $13.70bn | 109.0720 | 109.0503 | 0.188% | -0.020% | -0.00004% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.08bn | $13.75bn | 108.5720 | 109.2065 | 0.188% | +0.584% | +0.00110% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $18.09bn | $14.61bn | 101.9429 | 101.6861 | 0.188% | -0.252% | -0.00047% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.45bn | $14.33bn | 103.8513 | 103.7493 | 0.188% | -0.098% | -0.00018% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.28bn | $10.55bn | 138.5584 | 143.7677 | 0.184% | +3.760% | +0.00693% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 102.2918 | 102.2877 | 0.184% | -0.004% | -0.00001% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 104.4559 | 102.1931 | 0.183% | -0.012% | -0.00002% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.30bn | $13.29bn | 108.5701 | 109.1868 | 0.182% | +0.568% | +0.00103% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.98bn | $13.73bn | 104.0625 | 103.9688 | 0.180% | -0.090% | -0.00016% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.02bn | $13.16bn | 108.1947 | 108.0817 | 0.180% | -0.104% | -0.00019% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 104.4538 | 104.4389 | 0.176% | -0.014% | -0.00003% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 135.4090 | 135.4674 | 0.175% | +0.043% | +0.00008% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 102.2372 | 102.2244 | 0.172% | -0.013% | -0.00002% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $13.00bn | – | – | $13.00bn | 105.0827 | 104.9357 | 0.172% | -0.140% | -0.00024% |
| 912828FW5 | 4.625% | Oct 31, 2011 | $16.18bn | – | $2.95bn | $13.24bn | 102.3084 | 102.3043 | 0.171% | -0.004% | -0.00001% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 105.1831 | 105.1546 | 0.168% | -0.027% | -0.00005% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 102.3505 | 102.3573 | 0.165% | +0.007% | +0.00001% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 104.8576 | 104.8089 | 0.164% | -0.046% | -0.00008% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 106.1945 | 104.0661 | 0.163% | -0.003% | -0.00001% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.12bn | $8.65bn | 147.6104 | 151.6050 | 0.161% | +2.706% | +0.00436% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 105.6495 | 105.6114 | 0.160% | -0.036% | -0.00006% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 144.9355 | 145.1963 | 0.159% | +0.180% | +0.00029% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 102.2940 | 102.2630 | 0.155% | -0.030% | -0.00005% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.97bn | $8.21bn | 148.7551 | 153.9467 | 0.154% | +3.490% | +0.00538% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 103.9801 | 103.9677 | 0.154% | -0.012% | -0.00002% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 104.7070 | 104.6223 | 0.150% | -0.081% | -0.00012% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.93bn | $9.01bn | 131.6488 | 137.9803 | 0.150% | +4.809% | +0.00720% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.15bn | $7.98bn | 148.0537 | 151.8404 | 0.149% | +2.558% | +0.00381% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 104.5272 | 104.4918 | 0.148% | -0.034% | -0.00005% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.39bn | $8.96bn | 130.3988 | 136.9178 | 0.147% | +4.999% | +0.00736% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.34bn | $7.60bn | 148.5941 | 149.9881 | 0.142% | +0.938% | +0.00134% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.53bn | $6.97bn | 156.7897 | 161.8903 | 0.138% | +3.253% | +0.00449% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 104.8033 | 104.7585 | 0.137% | -0.043% | -0.00006% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.33bn | $6.76bn | 152.3475 | 153.3380 | 0.130% | +0.650% | +0.00084% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.86bn | $6.98bn | 147.3940 | 152.9280 | 0.130% | +3.755% | +0.00487% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.06bn | $6.53bn | 156.7215 | 161.7174 | 0.129% | +3.188% | +0.00411% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.39bn | $7.39bn | 133.8166 | 140.1073 | 0.125% | +4.701% | +0.00586% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.55bn | $6.63bn | 143.2829 | 150.3156 | 0.120% | +4.908% | +0.00588% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $343.0m | $4.66bn | 189.6782 | 190.0976 | 0.111% | +0.221% | +0.00025% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 147.7435 | 153.4759 | 0.110% | +3.880% | +0.00426% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 145.1070 | 151.0051 | 0.105% | +4.065% | +0.00428% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.32bn | $5.50bn | 148.5618 | 154.1175 | 0.103% | +3.740% | +0.00385% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.70bn | $5.82bn | 137.4885 | 137.2480 | 0.101% | -0.175% | -0.00018% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 156.5917 | 159.0088 | 0.101% | +1.544% | +0.00156% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.3095 | 129.2638 | 0.096% | -0.035% | -0.00003% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 144.8475 | 145.1505 | 0.092% | +0.209% | +0.00019% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.89bn | $4.53bn | 154.2272 | 158.1715 | 0.088% | +2.557% | +0.00225% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $5.01bn | $4.49bn | 154.2503 | 157.4881 | 0.087% | +2.099% | +0.00183% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $6.29bn | $3.79bn | 150.6763 | 153.5173 | 0.072% | +1.886% | +0.00136% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.99bn | $3.72bn | 152.7340 | 153.3088 | 0.072% | +0.376% | +0.00027% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.55bn | $3.62bn | 154.2908 | 155.1984 | 0.070% | +0.588% | +0.00041% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $6.53bn | $3.54bn | 155.6253 | 158.6131 | 0.069% | +1.920% | +0.00133% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.21bn | $3.26bn | 153.2052 | 155.1005 | 0.063% | +1.237% | +0.00078% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 137.7711 | 137.7004 | 0.052% | -0.051% | -0.00003% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 141.1749 | 141.0649 | 0.050% | -0.078% | -0.00004% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 157.9667 | 160.1651 | 0.045% | +1.392% | +0.00063% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 139.7408 | 139.5397 | 0.033% | -0.144% | -0.00005% |
| Total | $7.30tn | 100.000% | +0.95067% | ||||||||
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.