Rebalance of November 30, 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
- +0.588268%
- Market value
- $8.16tn
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 +0.588268% against a published month return of +0.588268%, a difference of 3.7e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127952T7 | 0.000% | Dec 15, 2011 | $75.00bn | – | – | $75.00bn | 99.9988 | 99.9996 | 0.919% | +0.001% | +0.00001% |
| 9127952Y6 | 0.000% | Jan 12, 2012 | $75.00bn | – | – | $75.00bn | 99.9980 | 100.0000 | 0.919% | +0.002% | +0.00002% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $2.98bn | $64.60bn | 113.8308 | 115.1889 | 0.901% | +1.193% | +0.01075% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $1.0m | $66.00bn | 109.9749 | 109.7936 | 0.889% | +1.256% | +0.01117% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $9.71bn | $61.89bn | 114.2058 | 115.3764 | 0.866% | +1.025% | +0.00888% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $1.72bn | $65.69bn | 105.9314 | 105.8654 | 0.853% | +1.177% | +0.01003% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $5.38bn | $62.47bn | 105.5876 | 106.7704 | 0.808% | +1.120% | +0.00905% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $734.9m | $66.00bn | 99.8254 | 101.2174 | 0.807% | +1.394% | +0.01126% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $15.22bn | $53.00bn | 114.0543 | 113.4663 | 0.741% | +1.019% | +0.00755% |
| 9127953X7 | 0.000% | Dec 8, 2011 | $53.00bn | – | – | $53.00bn | 99.9989 | 99.9998 | 0.649% | +0.001% | +0.00001% |
| 9127953Z2 | 0.000% | Dec 29, 2011 | $53.00bn | – | – | $53.00bn | 99.9984 | 99.9976 | 0.649% | -0.001% | -0.00001% |
| 912795Y70 | 0.000% | Jan 26, 2012 | $53.00bn | – | – | $53.00bn | 100.0000 | 100.0000 | 0.649% | 0.000% | 0.00000% |
| 9127953Y5 | 0.000% | Dec 22, 2011 | $53.00bn | – | – | $53.00bn | 99.9986 | 99.9994 | 0.649% | +0.001% | +0.00001% |
| 9127954A6 | 0.000% | Jan 5, 2012 | $53.00bn | – | – | $53.00bn | 99.9982 | 100.0000 | 0.649% | +0.002% | +0.00001% |
| 912795Y62 | 0.000% | Jan 19, 2012 | $53.00bn | – | – | $53.00bn | 100.0000 | 100.0000 | 0.649% | 0.000% | 0.00000% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $167.0m | $41.83bn | 124.2086 | 126.2548 | 0.637% | +3.409% | +0.02170% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $51.00bn | – | – | $51.00bn | 99.9782 | 99.9894 | 0.625% | +0.011% | +0.00007% |
| 9127953G4 | 0.000% | Mar 8, 2012 | $50.00bn | – | – | $50.00bn | 99.9857 | 99.9945 | 0.613% | +0.009% | +0.00005% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $2.00bn | $40.90bn | 121.5571 | 123.5618 | 0.609% | +3.397% | +0.02070% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $49.00bn | – | – | $49.00bn | 99.9944 | 100.0000 | 0.600% | +0.006% | +0.00003% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $4.10bn | $39.38bn | 123.9586 | 126.0048 | 0.598% | +3.415% | +0.02043% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $7.11bn | $37.79bn | 127.6678 | 132.0136 | 0.591% | +3.404% | +0.02012% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $6.02bn | $38.55bn | 123.8961 | 125.9423 | 0.585% | +3.417% | +0.02000% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $6.66bn | $36.34bn | 130.4130 | 134.8628 | 0.581% | +3.412% | +0.01982% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $29.34bn | $41.69bn | 113.1216 | 112.5234 | 0.578% | +0.963% | +0.00556% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $1.62bn | $41.59bn | 113.0713 | 117.0747 | 0.576% | +3.541% | +0.02040% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $22.26bn | $42.16bn | 111.2874 | 110.7624 | 0.575% | +0.932% | +0.00536% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $591.9m | $41.90bn | 110.7323 | 114.7880 | 0.568% | +3.663% | +0.02082% |
| 912828MJ6 | 0.875% | Jan 31, 2012 | $44.72bn | – | $1.0m | $44.72bn | 100.4399 | 100.4175 | 0.550% | -0.022% | -0.00012% |
| 912828ML1 | 1.000% | Dec 31, 2011 | $45.30bn | – | $1.30bn | $44.00bn | 100.4932 | 100.4810 | 0.542% | -0.012% | -0.00007% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $938.6m | $44.00bn | 100.4715 | 100.4602 | 0.542% | -0.011% | -0.00006% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $1.49bn | $44.00bn | 100.4624 | 100.4819 | 0.542% | +0.019% | +0.00010% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $1.08bn | $44.00bn | 100.4303 | 100.4087 | 0.542% | -0.022% | -0.00012% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.49bn | 106.8748 | 107.0172 | 0.530% | +0.133% | +0.00071% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $617.7m | $42.30bn | 100.6906 | 100.3145 | 0.522% | -0.001% | -0.00001% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $3.43bn | $39.83bn | 105.9566 | 105.0371 | 0.517% | +0.135% | +0.00070% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.85bn | $39.18bn | 106.5295 | 106.6628 | 0.511% | +0.125% | +0.00064% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $4.21bn | $40.77bn | 101.8852 | 101.2167 | 0.509% | +0.019% | +0.00009% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $0.3m | $41.16bn | 100.5543 | 100.5428 | 0.507% | -0.011% | -0.00006% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.77bn | $37.91bn | 106.1936 | 106.3770 | 0.493% | +0.173% | +0.00085% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $6.77bn | $36.47bn | 107.6033 | 107.7548 | 0.481% | +0.141% | +0.00068% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $910.0m | $38.40bn | 101.2201 | 101.2391 | 0.476% | +0.019% | +0.00009% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.53bn | $36.36bn | 106.6944 | 106.8692 | 0.475% | +0.164% | +0.00078% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $1.37bn | $37.88bn | 100.5329 | 100.5526 | 0.467% | +0.020% | +0.00009% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $6.00bn | $36.01bn | 105.7253 | 105.8898 | 0.467% | +0.156% | +0.00073% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $4.75bn | $35.95bn | 105.8639 | 105.9336 | 0.466% | +0.066% | +0.00031% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $4.21bn | $37.35bn | 101.8448 | 101.8631 | 0.466% | +0.018% | +0.00008% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.74bn | $36.73bn | 101.8025 | 101.8221 | 0.458% | +0.019% | +0.00009% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $3.42bn | $36.80bn | 101.4898 | 101.4882 | 0.458% | -0.002% | -0.00001% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $8.04bn | $36.46bn | 101.8227 | 101.8410 | 0.455% | +0.018% | +0.00008% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.52bn | $32.16bn | 114.2312 | 115.4721 | 0.450% | +1.086% | +0.00489% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $12.20bn | $29.24bn | 125.1413 | 129.4144 | 0.448% | +3.415% | +0.01531% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | – | $36.33bn | 99.9694 | 99.9900 | 0.445% | +0.021% | +0.00009% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | – | $36.33bn | 99.8777 | 100.3352 | 0.445% | +0.458% | +0.00204% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $1.13bn | $36.00bn | 100.2515 | 100.2510 | 0.442% | -0.001% | -0.00000% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $6.15bn | $34.03bn | 105.9045 | 106.0065 | 0.442% | +0.096% | +0.00043% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.9103 | 103.2826 | 0.441% | +0.362% | +0.00160% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.7609 | 99.7712 | 0.441% | +0.010% | +0.00005% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $35.23bn | $31.52bn | 114.1433 | 115.2514 | 0.441% | +0.971% | +0.00428% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $2.31bn | $35.63bn | 100.6479 | 100.4076 | 0.439% | +0.010% | +0.00004% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.17bn | $35.74bn | 100.2514 | 100.2823 | 0.439% | +0.031% | +0.00014% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $25.57bn | $33.11bn | 107.8641 | 108.9008 | 0.438% | +0.961% | +0.00421% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $1.35bn | $35.40bn | 100.7106 | 100.7303 | 0.437% | +0.020% | +0.00009% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 106.3316 | 105.4433 | 0.433% | +0.164% | +0.00071% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $1.07bn | $35.06bn | 100.3764 | 100.3757 | 0.431% | -0.001% | -0.00000% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.72bn | $34.85bn | 100.8468 | 100.8458 | 0.431% | -0.001% | -0.00000% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $1.04bn | $35.00bn | 100.3135 | 100.3441 | 0.430% | +0.030% | +0.00013% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.10bn | $30.26bn | 116.0136 | 115.1023 | 0.430% | +0.831% | +0.00357% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.2641 | 100.6902 | 0.430% | +0.425% | +0.00183% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $769.5m | $34.95bn | 100.2510 | 100.2194 | 0.429% | -0.032% | -0.00014% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.0562 | 100.5131 | 0.429% | +0.457% | +0.00196% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $7.18bn | $32.80bn | 106.7571 | 106.8461 | 0.429% | +0.083% | +0.00036% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $1.07bn | $35.00bn | 99.8025 | 99.8128 | 0.428% | +0.010% | +0.00004% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $8.80bn | $34.13bn | 102.3313 | 102.3497 | 0.428% | +0.018% | +0.00008% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $7.52bn | $33.79bn | 102.4164 | 101.7167 | 0.424% | -0.012% | -0.00005% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $10.43bn | $28.35bn | 121.3696 | 123.4056 | 0.422% | +3.428% | +0.01445% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.39bn | $33.69bn | 101.2400 | 101.2596 | 0.418% | +0.019% | +0.00008% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.70bn | $31.38bn | 106.8845 | 106.8798 | 0.411% | -0.004% | -0.00002% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $3.15bn | $33.23bn | 100.5854 | 100.3139 | 0.410% | -0.021% | -0.00009% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.0992 | 103.5027 | 0.408% | +0.391% | +0.00160% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $8.39bn | $32.80bn | 101.3227 | 100.6542 | 0.407% | +0.019% | +0.00008% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $3.06bn | $32.63bn | 100.7204 | 100.7401 | 0.403% | +0.020% | +0.00008% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.40bn | $21.60bn | 151.4899 | 153.4952 | 0.401% | +1.324% | +0.00531% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $4.14bn | $15.35bn | 211.7818 | 215.0860 | 0.398% | +1.560% | +0.00621% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 116.0799 | 117.5326 | 0.397% | +1.251% | +0.00496% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | $150.0m | $31.85bn | 101.2848 | 101.3463 | 0.395% | +0.061% | +0.00024% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.2968 | 102.5242 | 0.395% | +0.222% | +0.00088% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $11.00bn | $31.72bn | 101.6522 | 101.6698 | 0.395% | +0.017% | +0.00007% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $4.22bn | $31.82bn | 101.0340 | 101.0639 | 0.394% | +0.030% | +0.00012% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 102.4942 | 102.7222 | 0.394% | +0.222% | +0.00088% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $979.9m | $32.00bn | 100.3560 | 100.4592 | 0.394% | +0.103% | +0.00040% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.2420 | 100.3455 | 0.393% | +0.103% | +0.00041% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | $196.0m | $31.80bn | 100.8101 | 100.8923 | 0.393% | +0.082% | +0.00032% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.0972 | 102.3252 | 0.393% | +0.223% | +0.00088% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.5635 | 99.6779 | 0.390% | +0.115% | +0.00045% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.5367 | 105.8872 | 0.386% | +0.332% | +0.00128% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $6.42bn | $30.79bn | 100.6267 | 100.6470 | 0.380% | +0.020% | +0.00008% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.1098 | 102.7225 | 0.375% | +0.291% | +0.00109% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $6.64bn | $30.28bn | 100.6690 | 100.6892 | 0.374% | +0.020% | +0.00008% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.99bn | $27.65bn | 109.9946 | 107.9056 | 0.373% | +0.033% | +0.00012% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | – | $30.10bn | 100.7861 | 101.6178 | 0.372% | +0.825% | +0.00307% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.93bn | $26.28bn | 113.2731 | 114.0584 | 0.365% | +0.693% | +0.00253% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $8.12bn | $28.09bn | 105.8217 | 104.7249 | 0.364% | +0.027% | +0.00010% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.0710 | 111.5757 | 0.360% | +0.454% | +0.00163% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.36bn | $27.16bn | 108.0258 | 108.0285 | 0.359% | +0.003% | +0.00001% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.67bn | $28.92bn | 101.4130 | 101.4103 | 0.359% | -0.003% | -0.00001% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 110.2273 | 110.6411 | 0.359% | +0.375% | +0.00135% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $7.50bn | $28.71bn | 101.8648 | 101.8632 | 0.358% | -0.002% | -0.00001% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $8.04bn | $28.18bn | 103.7552 | 103.8472 | 0.358% | +0.089% | +0.00032% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.5360 | 104.7724 | 0.355% | +0.226% | +0.00080% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.36bn | $25.85bn | 112.1603 | 112.3302 | 0.355% | +0.151% | +0.00054% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $4.81bn | $28.55bn | 101.0031 | 101.0337 | 0.353% | +0.030% | +0.00011% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 103.5381 | 104.2239 | 0.353% | +0.662% | +0.00234% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 114.3383 | 114.6535 | 0.352% | +0.276% | +0.00097% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $3.34bn | $23.06bn | 124.4226 | 128.4144 | 0.352% | +3.208% | +0.01128% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 103.0364 | 103.7222 | 0.348% | +0.666% | +0.00232% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $1.09bn | $28.82bn | 98.5577 | 99.3267 | 0.348% | +0.780% | +0.00272% |
| 912828KB5 | 1.125% | Jan 15, 2012 | $32.48bn | – | $4.57bn | $27.91bn | 100.5520 | 100.5499 | 0.344% | -0.002% | -0.00001% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $26.37bn | – | $367.0m | $26.00bn | 107.5477 | 107.4646 | 0.343% | -0.077% | -0.00026% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.6664 | 100.6535 | 0.341% | -0.013% | -0.00004% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $7.70bn | $27.31bn | 101.6087 | 101.5965 | 0.340% | -0.012% | -0.00004% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $3.85bn | $20.13bn | 136.2751 | 140.3213 | 0.336% | +2.969% | +0.00998% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $8.50bn | $26.87bn | 101.8058 | 101.8033 | 0.335% | -0.003% | -0.00001% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $9.35bn | $26.26bn | 103.5593 | 103.6402 | 0.333% | +0.078% | +0.00026% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.42bn | $23.88bn | 113.2568 | 110.9275 | 0.331% | +0.040% | +0.00013% |
| 912795Z20 | 0.000% | Feb 16, 2012 | $27.00bn | – | – | $27.00bn | 99.9970 | 99.9978 | 0.331% | +0.001% | +0.00000% |
| 912795Z38 | 0.000% | Feb 23, 2012 | $27.00bn | – | – | $27.00bn | 99.9936 | 100.0000 | 0.331% | +0.006% | +0.00002% |
| 912795Z46 | 0.000% | Mar 1, 2012 | $27.00bn | – | – | $27.00bn | 99.9898 | 99.9974 | 0.331% | +0.008% | +0.00003% |
| 9127955D9 | 0.000% | Mar 15, 2012 | $27.00bn | – | – | $27.00bn | 99.9849 | 99.9971 | 0.331% | +0.012% | +0.00004% |
| 9127955E7 | 0.000% | Mar 22, 2012 | $27.00bn | – | – | $27.00bn | 99.9841 | 99.9937 | 0.331% | +0.010% | +0.00003% |
| 9127955F4 | 0.000% | Mar 29, 2012 | $27.00bn | – | – | $27.00bn | 99.9833 | 99.9900 | 0.331% | +0.007% | +0.00002% |
| 9127955J6 | 0.000% | Apr 19, 2012 | $27.00bn | – | – | $27.00bn | 99.9715 | 99.9804 | 0.331% | +0.009% | +0.00003% |
| 9127955H0 | 0.000% | Apr 12, 2012 | $27.00bn | – | – | $27.00bn | 99.9727 | 99.9851 | 0.331% | +0.012% | +0.00004% |
| 9127955K3 | 0.000% | Apr 26, 2012 | $27.00bn | – | – | $27.00bn | 99.9703 | 99.9794 | 0.331% | +0.009% | +0.00003% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $3.43bn | $24.64bn | 109.2228 | 109.2677 | 0.330% | +0.041% | +0.00014% |
| 912828KA7 | 1.125% | Dec 15, 2011 | $28.84bn | – | $2.42bn | $26.43bn | 100.5523 | 100.5507 | 0.326% | -0.002% | -0.00000% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $3.90bn | $12.88bn | 205.5653 | 208.7058 | 0.324% | +1.528% | +0.00496% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $3.35bn | $26.54bn | 99.6930 | 100.4416 | 0.324% | +0.751% | +0.00243% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.86bn | $20.15bn | 130.8191 | 130.4588 | 0.323% | -0.275% | -0.00089% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.5321 | 108.6013 | 0.322% | +0.406% | +0.00131% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 103.2889 | 103.9739 | 0.320% | +0.663% | +0.00212% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 109.8560 | 110.2894 | 0.320% | +0.395% | +0.00126% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.64bn | $19.36bn | 132.0684 | 131.5866 | 0.313% | -0.365% | -0.00114% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 105.1943 | 105.3784 | 0.312% | +0.175% | +0.00055% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $24.34bn | – | $342.5m | $24.00bn | 106.0412 | 107.2601 | 0.312% | +1.150% | +0.00358% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 100.6576 | 100.6453 | 0.311% | -0.012% | -0.00004% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.03bn | $23.88bn | 106.0231 | 109.8397 | 0.310% | +3.600% | +0.01117% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 111.2529 | 111.8005 | 0.309% | +0.492% | +0.00152% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.0735 | 110.5395 | 0.309% | +0.423% | +0.00131% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.5401 | 111.9925 | 0.308% | +0.406% | +0.00125% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $5.66bn | $24.38bn | 103.0679 | 103.1590 | 0.308% | +0.088% | +0.00027% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.50bn | $21.97bn | 114.3431 | 112.5251 | 0.308% | +0.214% | +0.00066% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $3.32bn | $22.15bn | 113.3696 | 111.4056 | 0.308% | +0.142% | +0.00044% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 112.0014 | 112.4226 | 0.307% | +0.376% | +0.00116% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $838.0m | $19.16bn | 130.6621 | 130.0842 | 0.307% | -0.442% | -0.00136% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 131.5635 | 131.2072 | 0.306% | -0.271% | -0.00083% |
| 912795Y96 | 0.000% | Aug 23, 2012 | $25.00bn | – | – | $25.00bn | 99.9175 | 99.9481 | 0.306% | +0.031% | +0.00009% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $25.00bn | – | – | $25.00bn | 99.9097 | 99.9181 | 0.306% | +0.008% | +0.00003% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $25.00bn | – | – | $25.00bn | 99.8823 | 99.9013 | 0.306% | +0.019% | +0.00006% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 106.7252 | 107.3876 | 0.304% | +0.621% | +0.00189% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.0055 | 105.3891 | 0.301% | +0.365% | +0.00110% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.13bn | 106.1030 | 105.6624 | 0.301% | +0.645% | +0.00194% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $10.23bn | $24.38bn | 100.6463 | 100.6659 | 0.301% | +0.019% | +0.00006% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $5.18bn | $17.48bn | 140.2935 | 142.5842 | 0.300% | +1.633% | +0.00491% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.5488 | 104.0985 | 0.298% | +0.406% | +0.00121% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 110.1360 | 110.6645 | 0.295% | +0.480% | +0.00141% |
| 912795Y88 | 0.000% | Feb 2, 2012 | $24.00bn | – | – | $24.00bn | 99.9974 | 99.9982 | 0.294% | +0.001% | +0.00000% |
| 9127953N9 | 0.000% | May 3, 2012 | $24.00bn | – | – | $24.00bn | 99.9692 | 99.9785 | 0.294% | +0.009% | +0.00003% |
| 9127953S8 | 0.000% | May 31, 2012 | $24.00bn | – | – | $24.00bn | 99.9645 | 99.9695 | 0.294% | +0.005% | +0.00001% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $24.00bn | – | – | $24.00bn | 99.9531 | 99.9648 | 0.294% | +0.012% | +0.00003% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 117.0163 | 115.1666 | 0.293% | +0.342% | +0.00100% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $8.27bn | $23.00bn | 103.6610 | 103.7099 | 0.292% | +0.047% | +0.00014% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $7.47bn | $22.46bn | 106.1128 | 106.8376 | 0.292% | +0.683% | +0.00200% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.87bn | $22.35bn | 105.7420 | 105.7794 | 0.290% | +0.035% | +0.00010% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.3217 | 106.7249 | 0.287% | +0.379% | +0.00109% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.81bn | $20.91bn | 111.5571 | 111.6535 | 0.286% | +0.086% | +0.00025% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $7.71bn | $22.15bn | 105.0061 | 105.7520 | 0.285% | +0.710% | +0.00202% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.86bn | $21.98bn | 105.7510 | 105.7898 | 0.285% | +0.037% | +0.00010% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 110.3523 | 110.9224 | 0.284% | +0.517% | +0.00147% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 110.2458 | 110.0307 | 0.284% | -0.195% | -0.00055% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 102.4395 | 102.3995 | 0.281% | -0.039% | -0.00011% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.49bn | $16.51bn | 138.7516 | 140.8992 | 0.281% | +1.548% | +0.00434% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $9.74bn | $22.54bn | 100.4920 | 100.5017 | 0.278% | +0.010% | +0.00003% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 116.4851 | 116.8832 | 0.277% | +0.342% | +0.00095% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.4696 | 108.6638 | 0.275% | +0.520% | +0.00143% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.61bn | $15.41bn | 145.5482 | 145.7380 | 0.275% | +2.234% | +0.00614% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.3777 | 131.5252 | 0.272% | +0.112% | +0.00031% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 107.7174 | 108.3899 | 0.271% | +0.624% | +0.00169% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $2.10bn | $16.90bn | 129.7447 | 129.5793 | 0.269% | -0.128% | -0.00034% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 119.8240 | 117.9533 | 0.269% | +0.369% | +0.00099% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $11.18bn | $21.68bn | 100.6685 | 100.4282 | 0.267% | +0.010% | +0.00003% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.32bn | $17.19bn | 126.0163 | 128.1041 | 0.265% | +3.442% | +0.00914% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 130.0739 | 130.0852 | 0.265% | +0.009% | +0.00002% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $11.03bn | $20.97bn | 102.0557 | 101.6377 | 0.262% | +0.080% | +0.00021% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.69bn | $20.37bn | 104.9138 | 104.9530 | 0.262% | +0.037% | +0.00010% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.1923 | 129.1462 | 0.261% | -0.036% | -0.00009% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $974.9m | $18.00bn | 118.0227 | 119.4999 | 0.260% | +1.252% | +0.00326% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 118.9321 | 117.6243 | 0.258% | +0.687% | +0.00177% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $2.67bn | $19.48bn | 106.3560 | 106.3811 | 0.254% | +0.024% | +0.00006% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $8.25bn | $19.57bn | 104.3728 | 103.4117 | 0.250% | +0.037% | +0.00009% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.7826 | 112.2038 | 0.248% | +0.377% | +0.00093% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $1.39bn | $19.35bn | 104.3523 | 104.3599 | 0.247% | +0.007% | +0.00002% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $17.74bn | $12.90bn | 156.4144 | 154.6329 | 0.247% | +1.418% | +0.00351% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $20.00bn | – | – | $20.00bn | 99.9477 | 99.9535 | 0.245% | +0.006% | +0.00001% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $14.13bn | $19.45bn | 102.2456 | 102.3168 | 0.244% | +0.070% | +0.00017% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.71bn | $18.60bn | 106.3217 | 106.3468 | 0.242% | +0.024% | +0.00006% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $14.78bn | $18.93bn | 103.9131 | 103.9739 | 0.241% | +0.058% | +0.00014% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 119.4395 | 119.8682 | 0.237% | +0.359% | +0.00085% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.02bn | $13.46bn | 143.6350 | 145.7930 | 0.237% | +1.502% | +0.00356% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 139.0416 | 141.4162 | 0.236% | +1.708% | +0.00404% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 131.4880 | 132.0813 | 0.236% | +0.451% | +0.00107% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 105.8166 | 103.8321 | 0.235% | +0.015% | +0.00003% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 136.7018 | 140.3899 | 0.233% | +2.698% | +0.00629% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.5380 | 121.2690 | 0.233% | +0.606% | +0.00141% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 135.0910 | 137.0323 | 0.231% | +3.288% | +0.00758% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 109.0204 | 109.7758 | 0.230% | +0.693% | +0.00160% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $3.07bn | $17.46bn | 106.6289 | 104.8846 | 0.228% | +0.005% | +0.00001% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.9612 | 110.7901 | 0.224% | +0.405% | +0.00091% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 123.7328 | 125.6106 | 0.222% | +1.518% | +0.00337% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 121.3363 | 119.1628 | 0.221% | +0.321% | +0.00071% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 119.0428 | 119.6073 | 0.221% | +0.474% | +0.00105% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $14.72bn | $17.75bn | 101.2536 | 101.2838 | 0.220% | +0.030% | +0.00007% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 128.3661 | 130.5429 | 0.220% | +1.696% | +0.00373% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.31bn | 107.9759 | 108.7524 | 0.216% | +0.719% | +0.00155% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.70bn | $16.86bn | 103.4373 | 103.4860 | 0.214% | +0.047% | +0.00010% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 131.8179 | 128.6624 | 0.213% | +0.356% | +0.00076% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 109.0014 | 109.7995 | 0.212% | +0.732% | +0.00155% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $8.44bn | $14.09bn | 122.4586 | 126.6902 | 0.211% | +3.456% | +0.00731% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.16bn | $16.34bn | 105.5401 | 105.5747 | 0.211% | +0.033% | +0.00007% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 106.8327 | 107.2148 | 0.211% | +0.358% | +0.00075% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 113.3973 | 113.0428 | 0.208% | -0.313% | -0.00065% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $0.8m | $16.24bn | 104.6861 | 102.3255 | 0.208% | +0.014% | +0.00003% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 131.0614 | 131.8710 | 0.207% | +0.618% | +0.00128% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 122.7501 | 123.9937 | 0.207% | +1.013% | +0.00210% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $16.24bn | $16.49bn | 102.3587 | 102.4293 | 0.207% | +0.069% | +0.00014% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $2.49bn | $15.76bn | 106.8933 | 105.0968 | 0.206% | +0.015% | +0.00003% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 104.2711 | 104.2527 | 0.206% | -0.018% | -0.00004% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $15.59bn | $16.41bn | 102.3177 | 102.3894 | 0.206% | +0.070% | +0.00014% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $15.75bn | $15.69bn | 106.4056 | 105.9752 | 0.205% | +0.712% | +0.00146% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 105.9245 | 106.2871 | 0.204% | +0.342% | +0.00070% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $3.71bn | $12.88bn | 129.1005 | 133.3315 | 0.204% | +3.277% | +0.00668% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 116.7228 | 117.6427 | 0.203% | +0.788% | +0.00160% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 118.0918 | 119.4741 | 0.203% | +1.171% | +0.00237% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.74bn | $13.02bn | 124.6468 | 126.1750 | 0.199% | +1.226% | +0.00244% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $6.37bn | $10.67bn | 150.5747 | 151.2122 | 0.197% | +2.499% | +0.00492% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 112.8270 | 112.4828 | 0.193% | -0.305% | -0.00059% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.8913 | 118.1978 | 0.191% | +0.464% | +0.00088% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $2.85bn | $14.94bn | 103.8434 | 103.8826 | 0.190% | +0.038% | +0.00007% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $4.00bn | $11.18bn | 138.0077 | 141.2529 | 0.189% | +2.351% | +0.00444% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.3410 | 106.6705 | 0.188% | +0.310% | +0.00058% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 109.7915 | 109.2081 | 0.188% | -0.531% | -0.00100% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.99bn | $13.09bn | 116.7276 | 115.6391 | 0.187% | +0.727% | +0.00136% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.42bn | $14.28bn | 104.1016 | 104.0547 | 0.182% | -0.045% | -0.00008% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $18.21bn | $14.50bn | 101.7962 | 101.8465 | 0.181% | +0.049% | +0.00009% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.37bn | $10.46bn | 140.3030 | 143.0109 | 0.180% | +1.930% | +0.00347% |
| 912828GC8 | 4.625% | Dec 31, 2011 | $16.13bn | – | $1.90bn | $14.23bn | 102.3084 | 102.2792 | 0.178% | -0.029% | -0.00005% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.25bn | $13.58bn | 107.1010 | 107.9423 | 0.178% | +0.786% | +0.00140% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.30bn | $13.29bn | 108.5309 | 109.2888 | 0.177% | +0.698% | +0.00123% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 107.7260 | 108.1298 | 0.176% | +0.375% | +0.00066% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.49bn | $13.86bn | 102.2059 | 102.1998 | 0.174% | -0.006% | -0.00001% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 135.2772 | 132.1109 | 0.169% | +0.432% | +0.00073% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $2.62bn | $13.04bn | 105.2215 | 105.2357 | 0.168% | +0.014% | +0.00002% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.10bn | $13.35bn | 102.1999 | 102.2270 | 0.167% | +0.027% | +0.00004% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 108.1034 | 108.4760 | 0.167% | +0.345% | +0.00058% |
| 912828GF1 | 4.750% | Jan 31, 2012 | $14.93bn | – | $2.14bn | $12.79bn | 102.3567 | 102.3689 | 0.160% | +0.012% | +0.00002% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $3.55bn | $12.40bn | 104.8888 | 103.1655 | 0.159% | -0.034% | -0.00005% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 104.1216 | 104.1262 | 0.156% | +0.004% | +0.00001% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $3.32bn | $12.19bn | 103.6981 | 103.7363 | 0.155% | +0.037% | +0.00006% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 144.7921 | 141.1346 | 0.154% | +0.496% | +0.00076% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $3.97bn | $11.93bn | 104.7989 | 104.8213 | 0.153% | +0.021% | +0.00003% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.40bn | $8.38bn | 148.7289 | 150.9973 | 0.153% | +1.525% | +0.00233% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $4.62bn | $12.01bn | 102.2878 | 102.2940 | 0.151% | +0.006% | +0.00001% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $3.07bn | $8.11bn | 150.4572 | 153.1427 | 0.150% | +1.785% | +0.00267% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.36bn | $11.73bn | 104.0151 | 104.0113 | 0.150% | -0.004% | -0.00001% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $1.97bn | $8.98bn | 134.1753 | 134.8558 | 0.148% | +2.464% | +0.00364% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.42bn | $8.93bn | 133.0503 | 136.3845 | 0.146% | +2.506% | +0.00365% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.19bn | $7.94bn | 149.0367 | 151.2215 | 0.145% | +1.466% | +0.00213% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 104.5438 | 104.5459 | 0.144% | +0.002% | +0.00000% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.60bn | $7.34bn | 148.4409 | 149.9158 | 0.133% | +0.994% | +0.00133% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $2.82bn | $6.68bn | 158.3974 | 161.0815 | 0.130% | +1.695% | +0.00220% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $3.87bn | $6.97bn | 149.1590 | 148.8795 | 0.127% | +1.991% | +0.00254% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.16bn | $6.43bn | 158.3084 | 157.2047 | 0.125% | +1.672% | +0.00208% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.39bn | $7.39bn | 136.2595 | 139.5204 | 0.123% | +2.393% | +0.00295% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.84bn | $6.24bn | 151.9124 | 153.1671 | 0.116% | +0.826% | +0.00096% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.76bn | $6.41bn | 146.1420 | 149.7663 | 0.115% | +2.480% | +0.00285% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $346.0m | $4.65bn | 193.0027 | 196.5656 | 0.110% | +1.846% | +0.00203% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 149.5605 | 152.6005 | 0.108% | +2.033% | +0.00219% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 147.1325 | 150.3084 | 0.104% | +2.159% | +0.00224% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 156.8859 | 158.6929 | 0.098% | +1.152% | +0.00113% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.70bn | $5.82bn | 137.1970 | 137.4891 | 0.098% | +0.213% | +0.00021% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 129.6574 | 129.5670 | 0.094% | -0.070% | -0.00007% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $3.95bn | $4.87bn | 150.3995 | 153.3247 | 0.090% | +1.945% | +0.00174% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 144.6311 | 145.4484 | 0.089% | +0.565% | +0.00050% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.94bn | $4.48bn | 155.2724 | 153.7414 | 0.085% | +1.469% | +0.00125% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $5.69bn | $3.81bn | 154.8471 | 156.9783 | 0.072% | +1.376% | +0.00099% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.07bn | $3.65bn | 152.3404 | 148.8386 | 0.068% | +0.696% | +0.00047% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 153.9701 | 150.6769 | 0.067% | +0.784% | +0.00053% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $6.59bn | $3.49bn | 151.1067 | 153.0924 | 0.065% | +1.314% | +0.00085% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $6.82bn | $3.24bn | 156.0346 | 154.0134 | 0.062% | +1.308% | +0.00081% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.50bn | $2.98bn | 153.3016 | 154.9008 | 0.056% | +1.043% | +0.00058% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 137.6793 | 138.1209 | 0.051% | +0.321% | +0.00016% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 141.0306 | 136.5278 | 0.048% | +0.308% | +0.00015% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 158.2609 | 155.5409 | 0.044% | +1.046% | +0.00046% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 139.5645 | 139.9307 | 0.032% | +0.262% | +0.00008% |
| Total | $7.50tn | 100.000% | +0.58827% | ||||||||
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.