Rebalance of October 31, 2011
US Treasury Aggregate constituents
Every one of the 304 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
- 304
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.401637%
- Market value
- $8.17tn
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 -0.401637% against a published month return of -0.401637%, a difference of 7.7e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127952P5 | 0.000% | Nov 17, 2011 | $76.00bn | – | – | $76.00bn | 99.9987 | 99.9991 | 0.930% | +0.000% | +0.00000% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $2.38bn | $65.20bn | 115.8889 | 113.8308 | 0.925% | -1.776% | -0.01643% |
| 9127952T7 | 0.000% | Dec 15, 2011 | $75.00bn | – | – | $75.00bn | 99.9958 | 99.9988 | 0.918% | +0.003% | +0.00003% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | – | $66.00bn | 112.1036 | 109.9749 | 0.906% | -1.899% | -0.01720% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $8.67bn | $62.93bn | 115.8264 | 114.2058 | 0.892% | -1.399% | -0.01248% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.64bn | $65.77bn | 107.8183 | 105.9314 | 0.868% | -1.750% | -0.01519% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $2.48bn | $65.37bn | 107.3495 | 105.5876 | 0.859% | -1.641% | -0.01410% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $13.51bn | $54.71bn | 115.7785 | 114.0543 | 0.775% | -1.489% | -0.01155% |
| 9127953T6 | 0.000% | Nov 10, 2011 | $56.00bn | – | – | $56.00bn | 99.9989 | 99.9997 | 0.686% | +0.001% | +0.00001% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $23.45bn | $47.59bn | 114.6056 | 113.1216 | 0.668% | -1.295% | -0.00865% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | – | $42.00bn | 129.6763 | 124.2086 | 0.667% | -4.216% | -0.02811% |
| 9127953R0 | 0.000% | Nov 3, 2011 | $54.00bn | – | – | $54.00bn | 99.9991 | 99.9999 | 0.661% | +0.001% | +0.00001% |
| 9127953U3 | 0.000% | Nov 25, 2011 | $53.00bn | – | – | $53.00bn | 99.9969 | 99.9986 | 0.649% | +0.002% | +0.00001% |
| 9127953X7 | 0.000% | Dec 8, 2011 | $53.00bn | – | – | $53.00bn | 99.9962 | 99.9989 | 0.649% | +0.003% | +0.00002% |
| 9127953Z2 | 0.000% | Dec 29, 2011 | $53.00bn | – | – | $53.00bn | 99.9950 | 99.9984 | 0.649% | +0.003% | +0.00002% |
| 9127953V1 | 0.000% | Dec 1, 2011 | $53.00bn | – | – | $53.00bn | 99.9966 | 99.9991 | 0.649% | +0.003% | +0.00002% |
| 9127953Y5 | 0.000% | Dec 22, 2011 | $53.00bn | – | – | $53.00bn | 99.9931 | 99.9986 | 0.649% | +0.005% | +0.00004% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $5.49bn | $39.41bn | 133.0846 | 127.6678 | 0.642% | -4.070% | -0.02614% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $1.57bn | $41.33bn | 126.8784 | 121.5571 | 0.642% | -4.194% | -0.02693% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $3.76bn | $39.72bn | 129.2388 | 123.9586 | 0.628% | -4.086% | -0.02567% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $5.61bn | $37.40bn | 136.1012 | 130.4130 | 0.623% | -4.179% | -0.02604% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $5.75bn | $38.81bn | 129.0825 | 123.8961 | 0.613% | -4.018% | -0.02464% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $50.00bn | – | – | $50.00bn | 99.9778 | 99.9857 | 0.612% | +0.008% | +0.00005% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.34bn | $41.87bn | 118.2035 | 113.0713 | 0.606% | -4.342% | -0.02631% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $49.00bn | – | – | $49.00bn | 99.9853 | 99.9944 | 0.600% | +0.009% | +0.00005% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $21.47bn | $42.94bn | 112.5411 | 111.2874 | 0.592% | -1.114% | -0.00659% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $46.00bn | – | – | $46.00bn | 99.9913 | 99.9980 | 0.563% | +0.007% | +0.00004% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $45.73bn | – | $734.9m | $45.00bn | 101.9704 | 99.8254 | 0.562% | -2.104% | -0.01182% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.9239 | 100.4715 | 0.544% | +0.047% | +0.00026% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.4769 | 100.4932 | 0.541% | +0.016% | +0.00009% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.4457 | 100.4624 | 0.541% | +0.017% | +0.00009% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $717.0m | $44.00bn | 100.4334 | 100.4399 | 0.541% | +0.006% | +0.00003% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.3918 | 100.4303 | 0.541% | +0.038% | +0.00021% |
| 912828MM9 | 0.750% | Nov 30, 2011 | $45.32bn | – | $1.32bn | $44.00bn | 100.3499 | 100.3770 | 0.541% | +0.027% | +0.00015% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.49bn | 106.7392 | 106.8748 | 0.529% | +0.127% | +0.00067% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $912.7m | $42.00bn | 100.6624 | 100.6906 | 0.518% | +0.028% | +0.00014% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $3.43bn | $39.83bn | 105.8508 | 105.9566 | 0.516% | +0.100% | +0.00052% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.85bn | $39.18bn | 106.3716 | 106.5295 | 0.510% | +0.149% | +0.00076% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $9.47bn | $31.96bn | 130.3179 | 125.1413 | 0.510% | -3.972% | -0.02025% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $21.49bn | $37.18bn | 109.0537 | 107.8641 | 0.496% | -1.091% | -0.00541% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.77bn | $37.91bn | 106.0788 | 106.1936 | 0.492% | +0.108% | +0.00053% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $1.19bn | $39.97bn | 100.5051 | 100.5543 | 0.492% | +0.049% | +0.00024% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $6.34bn | $38.63bn | 101.8393 | 101.8852 | 0.482% | +0.045% | +0.00022% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.53bn | $36.36bn | 107.8410 | 106.6944 | 0.480% | +0.096% | +0.00046% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $6.77bn | $36.47bn | 107.4589 | 107.6033 | 0.480% | +0.134% | +0.00064% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $937.0m | $38.37bn | 101.8612 | 101.2201 | 0.478% | +0.046% | +0.00022% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $6.00bn | $36.01bn | 106.8505 | 105.7253 | 0.471% | +0.058% | +0.00027% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $4.75bn | $35.95bn | 105.7382 | 105.8639 | 0.465% | +0.119% | +0.00055% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.52bn | $37.72bn | 100.4837 | 100.5329 | 0.464% | +0.049% | +0.00023% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $4.66bn | $36.90bn | 101.7677 | 101.8448 | 0.460% | +0.076% | +0.00035% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.42bn | $36.79bn | 101.4319 | 101.4898 | 0.457% | +0.057% | +0.00026% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.81bn | $36.67bn | 101.6930 | 101.8025 | 0.456% | +0.108% | +0.00049% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $34.68bn | $32.08bn | 115.5452 | 114.1433 | 0.454% | -1.213% | -0.00550% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $9.72bn | $29.06bn | 126.3784 | 121.3696 | 0.450% | -3.963% | -0.01782% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.52bn | $32.16bn | 113.2001 | 114.2312 | 0.446% | +0.911% | +0.00406% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.79bn | $35.70bn | 101.7143 | 101.8227 | 0.445% | +0.107% | +0.00047% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | – | $36.09bn | 100.1332 | 100.0562 | 0.442% | -0.077% | -0.00034% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.1906 | 100.2515 | 0.442% | +0.061% | +0.00027% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.9171 | 102.9103 | 0.441% | -0.007% | -0.00003% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $6.15bn | $34.03bn | 105.8091 | 105.9045 | 0.441% | +0.090% | +0.00040% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | – | $36.09bn | 99.7198 | 99.7609 | 0.441% | +0.041% | +0.00018% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $26.72bn | $30.64bn | 117.0931 | 116.0136 | 0.439% | -0.922% | -0.00405% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.49bn | $35.42bn | 100.2215 | 100.2514 | 0.435% | +0.030% | +0.00013% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 106.2258 | 106.3316 | 0.432% | +0.100% | +0.00043% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $2.95bn | $35.00bn | 100.5770 | 100.6479 | 0.431% | +0.070% | +0.00030% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.72bn | $34.85bn | 100.7874 | 100.8468 | 0.430% | +0.059% | +0.00025% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $1.13bn | $35.00bn | 100.3156 | 100.3764 | 0.430% | +0.061% | +0.00026% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.3094 | 100.2641 | 0.430% | -0.045% | -0.00019% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $1.04bn | $35.00bn | 100.2527 | 100.3135 | 0.430% | +0.061% | +0.00026% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 100.3465 | 100.2510 | 0.429% | +0.092% | +0.00039% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $7.18bn | $32.80bn | 106.6128 | 106.7571 | 0.428% | +0.135% | +0.00058% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $1.07bn | $35.00bn | 99.7613 | 99.8025 | 0.427% | +0.041% | +0.00018% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $2.35bn | $34.40bn | 100.6926 | 100.7106 | 0.424% | +0.018% | +0.00008% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $7.52bn | $33.79bn | 102.3081 | 102.4164 | 0.423% | +0.106% | +0.00045% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.40bn | $33.68bn | 101.1930 | 101.2400 | 0.417% | +0.046% | +0.00019% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $10.31bn | $32.62bn | 103.0989 | 102.3313 | 0.412% | +0.104% | +0.00043% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $29.49bn | – | $489.9m | $29.00bn | 115.9056 | 110.7323 | 0.411% | -4.463% | -0.01837% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.70bn | $31.38bn | 106.7089 | 106.8845 | 0.410% | +0.165% | +0.00067% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.1372 | 103.0992 | 0.407% | -0.037% | -0.00015% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.2768 | 101.3227 | 0.407% | +0.045% | +0.00018% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $3.07bn | $32.63bn | 100.6399 | 100.7204 | 0.402% | +0.080% | +0.00032% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.91bn | $32.47bn | 100.5145 | 100.5854 | 0.400% | +0.071% | +0.00028% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.94bn | $15.55bn | 209.5685 | 211.7818 | 0.399% | +2.328% | +0.00929% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.17bn | $21.83bn | 148.9279 | 151.4899 | 0.398% | +1.720% | +0.00685% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | $150.0m | $31.85bn | 101.1942 | 101.2848 | 0.395% | +0.090% | +0.00035% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.2290 | 102.2968 | 0.395% | +0.066% | +0.00026% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 101.5768 | 101.6522 | 0.394% | +0.074% | +0.00029% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.6236 | 102.0972 | 0.394% | +0.096% | +0.00038% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 102.4258 | 102.4942 | 0.393% | +0.067% | +0.00026% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $979.9m | $32.00bn | 100.3166 | 100.3560 | 0.393% | +0.039% | +0.00015% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 114.9021 | 116.0799 | 0.392% | +1.025% | +0.00402% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | $196.0m | $31.80bn | 100.7296 | 100.8101 | 0.392% | +0.080% | +0.00031% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.36bn | $31.68bn | 100.9436 | 101.0340 | 0.391% | +0.090% | +0.00035% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.5124 | 99.5635 | 0.390% | +0.051% | +0.00020% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.4728 | 105.5367 | 0.386% | +0.061% | +0.00023% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $6.42bn | $30.79bn | 100.8587 | 100.6267 | 0.380% | +0.080% | +0.00030% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.21bn | $26.99bn | 114.0285 | 113.2731 | 0.377% | -0.662% | -0.00250% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.0321 | 103.1098 | 0.375% | +0.075% | +0.00028% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $2.79bn | $23.61bn | 129.0367 | 124.4226 | 0.373% | -3.576% | -0.01334% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.9096 | 109.9946 | 0.372% | +0.077% | +0.00029% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $7.23bn | $29.69bn | 100.6192 | 100.6690 | 0.366% | +0.049% | +0.00018% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | – | $29.90bn | 99.5113 | 98.5577 | 0.364% | -0.958% | -0.00349% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.8872 | 110.2273 | 0.364% | -0.087% | -0.00032% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.12bn | $28.09bn | 105.6434 | 105.8217 | 0.363% | +0.169% | +0.00061% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $8.04bn | $28.18bn | 104.5761 | 103.7552 | 0.361% | +0.111% | +0.00040% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.2935 | 111.0710 | 0.360% | -0.200% | -0.00072% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.3573 | 101.4130 | 0.359% | +0.055% | +0.00020% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.15bn | 107.9409 | 108.0258 | 0.359% | +0.079% | +0.00028% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.4918 | 104.5360 | 0.355% | +0.042% | +0.00015% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.36bn | $25.85bn | 112.0639 | 112.1603 | 0.355% | +0.086% | +0.00031% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 104.0137 | 103.5381 | 0.355% | -0.457% | -0.00162% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $1.97bn | $27.62bn | 104.5136 | 103.0364 | 0.353% | -0.516% | -0.00183% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 114.1909 | 114.3383 | 0.351% | +0.129% | +0.00045% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $8.41bn | $27.80bn | 101.7756 | 101.8648 | 0.346% | +0.088% | +0.00030% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $5.38bn | $27.97bn | 100.9121 | 101.0031 | 0.346% | +0.090% | +0.00031% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.5258 | 100.5520 | 0.344% | +0.026% | +0.00009% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $2.12bn | $27.77bn | 100.6047 | 99.6930 | 0.342% | -0.906% | -0.00310% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.6518 | 100.6664 | 0.340% | +0.015% | +0.00005% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $26.37bn | – | $367.0m | $26.00bn | 105.9493 | 107.5477 | 0.337% | +1.569% | +0.00529% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 101.7510 | 101.8058 | 0.335% | +0.054% | +0.00018% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $9.35bn | $26.26bn | 103.3893 | 103.5593 | 0.332% | +0.164% | +0.00055% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $4.31bn | $25.56bn | 105.8913 | 105.0061 | 0.331% | -0.836% | -0.00277% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $8.35bn | $26.66bn | 101.4674 | 101.6087 | 0.331% | +0.139% | +0.00046% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.42bn | $23.88bn | 113.1325 | 113.2568 | 0.331% | +0.110% | +0.00036% |
| 912795Z20 | 0.000% | Feb 16, 2012 | $27.00bn | – | – | $27.00bn | 99.9884 | 99.9970 | 0.331% | +0.009% | +0.00003% |
| 912795Z38 | 0.000% | Feb 23, 2012 | $27.00bn | – | – | $27.00bn | 99.9878 | 99.9936 | 0.331% | +0.006% | +0.00002% |
| 912795Z46 | 0.000% | Mar 1, 2012 | $27.00bn | – | – | $27.00bn | 99.9830 | 99.9898 | 0.330% | +0.007% | +0.00002% |
| 9127955D9 | 0.000% | Mar 15, 2012 | $27.00bn | – | – | $27.00bn | 99.9814 | 99.9849 | 0.330% | +0.003% | +0.00001% |
| 9127955E7 | 0.000% | Mar 22, 2012 | $27.00bn | – | – | $27.00bn | 99.9807 | 99.9841 | 0.330% | +0.003% | +0.00001% |
| 9127955F4 | 0.000% | Mar 29, 2012 | $27.00bn | – | – | $27.00bn | 99.9698 | 99.9833 | 0.330% | +0.014% | +0.00004% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $3.43bn | $24.64bn | 109.0951 | 109.2228 | 0.329% | +0.117% | +0.00039% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.5569 | 100.5523 | 0.325% | -0.005% | -0.00001% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.76bn | $13.02bn | 203.5879 | 205.5653 | 0.325% | +2.216% | +0.00719% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.00bn | $23.91bn | 110.6535 | 106.0231 | 0.324% | -4.185% | -0.01355% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.6892 | 109.5321 | 0.322% | -0.143% | -0.00046% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 103.7966 | 103.2889 | 0.322% | -0.489% | -0.00157% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 130.1462 | 130.8191 | 0.321% | +0.517% | +0.00166% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 109.8996 | 109.8560 | 0.320% | -0.040% | -0.00013% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 101.2987 | 100.6576 | 0.313% | +0.046% | +0.00014% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $24.34bn | – | – | $24.34bn | 104.9357 | 106.0412 | 0.313% | +1.053% | +0.00329% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 105.0778 | 105.1943 | 0.312% | +0.111% | +0.00035% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 111.5579 | 111.2529 | 0.310% | -0.273% | -0.00085% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.64bn | $19.36bn | 130.7334 | 132.0684 | 0.310% | +1.021% | +0.00316% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $4.99bn | $17.66bn | 143.1760 | 140.2935 | 0.310% | -2.013% | -0.00623% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.1470 | 110.0735 | 0.309% | -0.067% | -0.00021% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.5652 | 111.5401 | 0.308% | -0.023% | -0.00007% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $5.66bn | $24.38bn | 103.0122 | 103.0679 | 0.307% | +0.054% | +0.00017% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $3.32bn | $22.15bn | 113.3159 | 113.3696 | 0.307% | +0.047% | +0.00015% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 112.1515 | 112.0014 | 0.307% | -0.134% | -0.00041% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.50bn | $21.97bn | 114.2055 | 114.3431 | 0.307% | +0.120% | +0.00037% |
| 912795Y96 | 0.000% | Aug 23, 2012 | $25.00bn | – | – | $25.00bn | 99.8998 | 99.9175 | 0.306% | +0.018% | +0.00005% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $25.00bn | – | – | $25.00bn | 99.8912 | 99.9097 | 0.306% | +0.019% | +0.00006% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 107.1630 | 106.7252 | 0.305% | -0.409% | -0.00125% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $6.63bn | $23.30bn | 106.9881 | 106.1128 | 0.305% | -0.818% | -0.00250% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 106.0041 | 105.0055 | 0.304% | +0.001% | +0.00000% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $6.99bn | $23.15bn | 106.6747 | 106.1030 | 0.302% | -0.536% | -0.00162% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 100.6305 | 100.6463 | 0.300% | +0.016% | +0.00005% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.5664 | 104.5488 | 0.298% | -0.017% | -0.00005% |
| 912828JU5 | 1.750% | Nov 15, 2011 | $29.44bn | – | $5.51bn | $23.93bn | 100.8580 | 100.8709 | 0.296% | +0.013% | +0.00004% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 110.4282 | 110.1360 | 0.295% | -0.265% | -0.00078% |
| 912795Y62 | 0.000% | Jan 19, 2012 | $24.00bn | – | – | $24.00bn | 99.9938 | 100.0000 | 0.294% | +0.006% | +0.00002% |
| 912795Y70 | 0.000% | Jan 26, 2012 | $24.00bn | – | – | $24.00bn | 99.9934 | 100.0000 | 0.294% | +0.007% | +0.00002% |
| 9127954A6 | 0.000% | Jan 5, 2012 | $24.00bn | – | – | $24.00bn | 99.9919 | 99.9982 | 0.294% | +0.006% | +0.00002% |
| 912795Y88 | 0.000% | Feb 2, 2012 | $24.00bn | – | – | $24.00bn | 99.9896 | 99.9974 | 0.294% | +0.008% | +0.00002% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $24.00bn | – | – | $24.00bn | 99.9739 | 99.9782 | 0.294% | +0.004% | +0.00001% |
| 9127953N9 | 0.000% | May 3, 2012 | $24.00bn | – | – | $24.00bn | 99.9580 | 99.9692 | 0.294% | +0.011% | +0.00003% |
| 9127953S8 | 0.000% | May 31, 2012 | $24.00bn | – | – | $24.00bn | 99.9458 | 99.9645 | 0.294% | +0.019% | +0.00006% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $24.00bn | – | – | $24.00bn | 99.9320 | 99.9531 | 0.294% | +0.021% | +0.00006% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 117.0054 | 117.0163 | 0.293% | +0.009% | +0.00003% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $576.0m | $18.42bn | 129.7999 | 131.5635 | 0.293% | +1.359% | +0.00398% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $8.27bn | $23.00bn | 103.5231 | 103.6610 | 0.292% | +0.133% | +0.00039% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $1.63bn | $18.37bn | 129.4906 | 130.6621 | 0.291% | +0.905% | +0.00263% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 112.2310 | 110.3523 | 0.289% | -0.282% | -0.00081% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.88bn | $22.34bn | 105.6506 | 105.7420 | 0.289% | +0.086% | +0.00025% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.2997 | 106.3217 | 0.287% | +0.021% | +0.00006% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $7.68bn | $17.83bn | 130.8492 | 126.0163 | 0.286% | -3.693% | -0.01055% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.81bn | $20.91bn | 111.4721 | 111.5571 | 0.285% | +0.076% | +0.00022% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.6896 | 105.7510 | 0.284% | +0.058% | +0.00017% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.57bn | $15.45bn | 149.4093 | 145.5482 | 0.283% | -2.584% | -0.00730% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 102.3991 | 102.4395 | 0.280% | +0.039% | +0.00011% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 108.8781 | 110.2458 | 0.280% | +1.496% | +0.00419% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 116.4429 | 116.4851 | 0.276% | +0.036% | +0.00010% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.8455 | 109.4696 | 0.276% | -0.342% | -0.00094% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.49bn | $16.51bn | 136.0806 | 138.7516 | 0.275% | +1.963% | +0.00540% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 108.1454 | 107.7174 | 0.272% | -0.396% | -0.00107% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $10.45bn | $21.83bn | 100.6086 | 100.4920 | 0.269% | +0.133% | +0.00036% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 119.8658 | 119.8240 | 0.268% | -0.035% | -0.00009% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 129.3507 | 131.3777 | 0.268% | +1.567% | +0.00420% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $11.18bn | $21.68bn | 100.5666 | 100.6685 | 0.267% | +0.101% | +0.00027% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.69bn | $20.37bn | 106.1658 | 104.9138 | 0.265% | +0.116% | +0.00031% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $2.10bn | $16.90bn | 127.9281 | 129.7447 | 0.265% | +1.420% | +0.00376% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $11.03bn | $20.97bn | 101.9144 | 102.0557 | 0.262% | +0.139% | +0.00036% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 128.2244 | 130.0739 | 0.261% | +1.442% | +0.00377% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.95bn | $17.72bn | 119.5346 | 118.9321 | 0.259% | -0.504% | -0.00131% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $973.9m | $18.00bn | 116.8548 | 118.0227 | 0.258% | +0.999% | +0.00257% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 127.1507 | 129.1923 | 0.257% | +1.606% | +0.00412% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $17.48bn | $13.16bn | 159.1277 | 156.4144 | 0.256% | -1.705% | -0.00437% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.70bn | $19.44bn | 106.2775 | 106.3560 | 0.253% | +0.074% | +0.00019% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $8.25bn | $19.57bn | 104.2456 | 104.3728 | 0.250% | +0.122% | +0.00030% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.8077 | 111.7826 | 0.247% | -0.022% | -0.00006% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $20.00bn | – | – | $20.00bn | 99.9167 | 99.9477 | 0.245% | +0.031% | +0.00008% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $14.13bn | $19.45bn | 102.7403 | 102.2456 | 0.245% | +0.127% | +0.00031% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.72bn | $18.60bn | 106.2120 | 106.3217 | 0.242% | +0.103% | +0.00025% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $14.78bn | $18.93bn | 103.7325 | 103.9131 | 0.240% | +0.174% | +0.00042% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 140.9344 | 136.7018 | 0.240% | -3.003% | -0.00722% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 140.0720 | 135.0910 | 0.239% | -3.556% | -0.00849% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.41bn | $18.33bn | 105.8247 | 104.3523 | 0.237% | +0.085% | +0.00020% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 119.4929 | 119.4395 | 0.237% | -0.045% | -0.00011% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 121.0075 | 120.5380 | 0.233% | -0.388% | -0.00091% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.00bn | $13.48bn | 140.9899 | 143.6350 | 0.233% | +1.876% | +0.00437% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 129.6094 | 131.4880 | 0.233% | +1.449% | +0.00337% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.20bn | $17.25bn | 109.6787 | 109.0204 | 0.232% | -0.600% | -0.00139% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 135.9447 | 139.0416 | 0.231% | +2.278% | +0.00526% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.07bn | $17.46bn | 106.5079 | 106.6289 | 0.228% | +0.114% | +0.00026% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $8.10bn | $14.43bn | 127.2075 | 122.4586 | 0.225% | -3.733% | -0.00839% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 112.0162 | 111.9612 | 0.224% | -0.049% | -0.00011% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $2.96bn | $13.63bn | 133.9137 | 129.1005 | 0.223% | -3.594% | -0.00803% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 121.3074 | 121.3363 | 0.221% | +0.024% | +0.00005% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $1.05bn | $17.06bn | 105.7514 | 105.8166 | 0.221% | +0.062% | +0.00014% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 119.2408 | 119.0428 | 0.221% | -0.166% | -0.00037% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $522.0m | $14.67bn | 122.4313 | 123.7328 | 0.220% | +1.063% | +0.00234% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $14.72bn | $17.75bn | 101.1317 | 101.2536 | 0.220% | +0.121% | +0.00026% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $14.84bn | $16.60bn | 107.2486 | 106.4056 | 0.218% | -0.786% | -0.00171% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.25bn | $16.32bn | 108.6440 | 107.9759 | 0.217% | -0.615% | -0.00134% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 125.5953 | 128.3661 | 0.215% | +2.206% | +0.00475% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $16.72bn | – | $3.52bn | $13.20bn | 132.2695 | 136.2751 | 0.214% | +3.028% | +0.00647% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.44bn | $15.86bn | 109.7423 | 109.0014 | 0.213% | -0.675% | -0.00144% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 131.8404 | 131.8179 | 0.213% | -0.017% | -0.00004% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.16bn | $16.34bn | 105.4535 | 105.5401 | 0.211% | +0.082% | +0.00017% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.91bn | $16.66bn | 103.3642 | 103.4373 | 0.211% | +0.071% | +0.00015% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 106.8007 | 106.8327 | 0.211% | +0.030% | +0.00006% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 112.7996 | 113.3973 | 0.207% | +1.122% | +0.00232% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $16.24bn | $16.49bn | 102.2289 | 102.3587 | 0.206% | +0.127% | +0.00026% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 104.2075 | 104.2711 | 0.205% | +0.061% | +0.00013% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $15.59bn | $16.41bn | 102.1556 | 102.3177 | 0.205% | +0.159% | +0.00033% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 117.7201 | 116.7228 | 0.205% | -0.847% | -0.00173% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 121.2176 | 122.7501 | 0.205% | +1.264% | +0.00259% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 129.2722 | 131.0614 | 0.204% | +1.384% | +0.00283% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 105.9114 | 105.9245 | 0.204% | +0.012% | +0.00003% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $6.30bn | $10.74bn | 154.9260 | 150.5747 | 0.204% | -2.809% | -0.00572% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 116.5938 | 118.0918 | 0.200% | +1.285% | +0.00257% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 123.2290 | 124.6468 | 0.196% | +1.151% | +0.00226% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 113.5086 | 112.8270 | 0.194% | +0.382% | +0.00074% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.74bn | $13.34bn | 117.5785 | 116.7276 | 0.192% | -0.724% | -0.00139% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 120.2554 | 119.8913 | 0.191% | -0.303% | -0.00058% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $3.58bn | $11.60bn | 133.1333 | 138.0077 | 0.189% | +3.661% | +0.00692% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $3.79bn | $14.46bn | 106.7639 | 106.8933 | 0.189% | +0.121% | +0.00023% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.2673 | 106.3410 | 0.188% | +0.069% | +0.00013% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 109.2891 | 109.7915 | 0.187% | +0.766% | +0.00143% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.31bn | $10.52bn | 143.7677 | 140.3030 | 0.185% | -2.410% | -0.00446% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $3.45bn | $14.33bn | 103.7493 | 103.8434 | 0.182% | +0.091% | +0.00017% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.23bn | $13.60bn | 109.2065 | 107.1010 | 0.182% | -0.726% | -0.00132% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $18.21bn | $14.50bn | 101.6861 | 101.7962 | 0.180% | +0.108% | +0.00020% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 102.2877 | 102.3084 | 0.178% | +0.020% | +0.00004% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 109.0503 | 107.7260 | 0.178% | -0.011% | -0.00002% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.30bn | $13.29bn | 109.1868 | 108.5309 | 0.178% | -0.601% | -0.00107% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.98bn | $13.73bn | 103.9688 | 104.1016 | 0.175% | +0.128% | +0.00022% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.50bn | $13.86bn | 102.1931 | 102.2059 | 0.173% | +0.013% | +0.00002% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 104.4389 | 102.1999 | 0.171% | +0.011% | +0.00002% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 135.4674 | 135.2772 | 0.169% | -0.140% | -0.00024% |
| 912828GA2 | 4.500% | Nov 30, 2011 | $17.04bn | – | $3.66bn | $13.37bn | 102.2244 | 102.2372 | 0.167% | +0.013% | +0.00002% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 108.0817 | 108.1034 | 0.167% | +0.020% | +0.00003% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $3.00bn | $12.66bn | 105.1546 | 105.2215 | 0.163% | +0.064% | +0.00010% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.15bn | $12.78bn | 102.3573 | 102.3567 | 0.160% | -0.001% | -0.00000% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 104.8089 | 104.8888 | 0.159% | +0.076% | +0.00012% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.30bn | $8.47bn | 151.6050 | 148.7289 | 0.157% | -1.897% | -0.00298% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.47bn | $12.04bn | 105.6114 | 103.6981 | 0.156% | +0.023% | +0.00004% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 104.0661 | 104.1216 | 0.156% | +0.053% | +0.00008% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $2.97bn | $8.21bn | 153.9467 | 150.4572 | 0.155% | -2.267% | -0.00351% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 145.1963 | 144.7921 | 0.154% | -0.278% | -0.00043% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.93bn | $9.01bn | 137.9803 | 134.1753 | 0.152% | -2.758% | -0.00420% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.63bn | $12.01bn | 102.2630 | 102.2878 | 0.150% | +0.024% | +0.00004% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.40bn | $8.95bn | 136.9178 | 133.0503 | 0.150% | -2.825% | -0.00424% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 103.9677 | 104.0151 | 0.149% | +0.046% | +0.00007% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.16bn | $7.98bn | 151.8404 | 149.0367 | 0.148% | -1.846% | -0.00274% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $4.88bn | $11.35bn | 104.6223 | 104.6861 | 0.145% | +0.061% | +0.00009% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 104.4918 | 104.5438 | 0.143% | +0.050% | +0.00007% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.34bn | $7.60bn | 149.9881 | 148.4409 | 0.140% | -1.032% | -0.00144% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.56bn | $6.94bn | 161.8903 | 158.3974 | 0.138% | -2.158% | -0.00297% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $5.57bn | $10.33bn | 104.7585 | 104.7989 | 0.132% | +0.039% | +0.00005% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.86bn | $6.98bn | 152.9280 | 149.1590 | 0.131% | -2.465% | -0.00322% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.07bn | $6.52bn | 161.7174 | 158.3084 | 0.129% | -2.108% | -0.00272% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.33bn | $6.76bn | 153.3380 | 151.9124 | 0.127% | -0.930% | -0.00118% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.39bn | $7.39bn | 140.1073 | 136.2595 | 0.127% | -2.746% | -0.00348% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.60bn | $6.57bn | 150.3156 | 146.1420 | 0.121% | -2.777% | -0.00336% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 153.4759 | 149.5605 | 0.111% | -2.551% | -0.00282% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $343.0m | $4.66bn | 190.0976 | 193.0027 | 0.108% | +2.659% | +0.00288% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 151.0051 | 147.1325 | 0.106% | -2.565% | -0.00273% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 159.0088 | 156.8859 | 0.099% | -1.335% | -0.00133% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.70bn | $5.82bn | 137.2480 | 137.1970 | 0.098% | -0.037% | -0.00004% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.72bn | $5.10bn | 154.1175 | 150.3995 | 0.096% | -2.412% | -0.00232% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.2638 | 129.6574 | 0.094% | +0.305% | +0.00028% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 145.1505 | 144.6311 | 0.089% | -0.358% | -0.00032% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.89bn | $4.53bn | 158.1715 | 155.2724 | 0.088% | -1.833% | -0.00161% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $5.01bn | $4.49bn | 157.4881 | 154.8471 | 0.087% | -1.677% | -0.00145% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $6.29bn | $3.79bn | 153.5173 | 151.1067 | 0.071% | -1.570% | -0.00112% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $2.99bn | $3.72bn | 153.3088 | 152.3404 | 0.070% | -0.632% | -0.00044% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.55bn | $3.62bn | 155.1984 | 153.9701 | 0.069% | -0.791% | -0.00054% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $6.53bn | $3.54bn | 158.6131 | 156.0346 | 0.069% | -1.626% | -0.00112% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.21bn | $3.26bn | 155.1005 | 153.3016 | 0.062% | -1.160% | -0.00072% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 137.7004 | 137.6793 | 0.051% | -0.015% | -0.00001% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 141.0649 | 141.0306 | 0.048% | -0.024% | -0.00001% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 160.1651 | 158.2609 | 0.045% | -1.189% | -0.00053% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 139.5397 | 139.5645 | 0.032% | +0.018% | +0.00001% |
| Total | $7.47tn | 100.000% | -0.40164% | ||||||||
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.