Rebalance of January 31, 2012
US Treasury Aggregate constituents
Every one of the 303 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
- 303
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.388791%
- Market value
- $8.34tn
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 +0.388791% against a published month return of +0.388791%, a difference of 1.4e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127953G4 | 0.000% | Mar 8, 2012 | $79.00bn | – | – | $79.00bn | 99.9962 | 99.9949 | 0.947% | -0.001% | -0.00001% |
| 9127953C3 | 0.000% | Feb 9, 2012 | $78.00bn | – | – | $78.00bn | 99.9989 | 99.9988 | 0.935% | -0.000% | -0.00000% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $4.57bn | $63.02bn | 117.4827 | 118.3933 | 0.888% | +0.775% | +0.00688% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $2.11bn | $65.30bn | 108.0409 | 108.9375 | 0.846% | +0.830% | +0.00702% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $4.85bn | $61.15bn | 112.0769 | 112.9196 | 0.822% | +0.752% | +0.00618% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $734.9m | $66.00bn | 103.3767 | 104.1067 | 0.818% | +0.706% | +0.00578% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $13.64bn | $57.96bn | 117.3577 | 118.3933 | 0.816% | +0.882% | +0.00720% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $13.52bn | $54.33bn | 108.8808 | 109.7751 | 0.709% | +0.821% | +0.00583% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $18.97bn | $49.25bn | 115.5024 | 116.5313 | 0.682% | +0.891% | +0.00608% |
| 912795Z20 | 0.000% | Feb 16, 2012 | $56.00bn | – | – | $56.00bn | 99.9987 | 99.9982 | 0.672% | -0.000% | -0.00000% |
| 9127955D9 | 0.000% | Mar 15, 2012 | $56.00bn | – | – | $56.00bn | 99.9979 | 99.9939 | 0.672% | -0.004% | -0.00003% |
| 912795Z46 | 0.000% | Mar 1, 2012 | $56.00bn | – | – | $56.00bn | 99.9966 | 99.9967 | 0.672% | +0.000% | +0.00000% |
| 912795Z38 | 0.000% | Feb 23, 2012 | $56.00bn | – | – | $56.00bn | 99.9969 | 99.9968 | 0.672% | -0.000% | -0.00000% |
| 9127955E7 | 0.000% | Mar 22, 2012 | $56.00bn | – | – | $56.00bn | 99.9954 | 99.9929 | 0.672% | -0.002% | -0.00002% |
| 9127955F4 | 0.000% | Mar 29, 2012 | $56.00bn | – | – | $56.00bn | 99.9950 | 99.9919 | 0.672% | -0.003% | -0.00002% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $2.20bn | $39.80bn | 130.9014 | 129.4375 | 0.625% | -1.118% | -0.00699% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $51.00bn | – | – | $51.00bn | 99.9946 | 99.9910 | 0.612% | -0.004% | -0.00002% |
| 9127953N9 | 0.000% | May 3, 2012 | $51.00bn | – | – | $51.00bn | 99.9896 | 99.9845 | 0.612% | -0.005% | -0.00003% |
| 9127953S8 | 0.000% | May 31, 2012 | $51.00bn | – | – | $51.00bn | 99.9830 | 99.9765 | 0.612% | -0.007% | -0.00004% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $51.00bn | – | – | $51.00bn | 99.9698 | 99.9710 | 0.611% | +0.001% | +0.00001% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $5.27bn | $38.20bn | 130.4952 | 129.2500 | 0.598% | -0.954% | -0.00570% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $1.52bn | $40.97bn | 119.0618 | 117.6073 | 0.585% | -1.222% | -0.00715% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $4.92bn | $37.99bn | 128.1034 | 126.7857 | 0.584% | -1.029% | -0.00600% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $8.52bn | $34.48bn | 139.6637 | 138.2568 | 0.578% | -1.007% | -0.00582% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $7.69bn | $36.88bn | 130.4327 | 129.1875 | 0.577% | -0.955% | -0.00551% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $9.92bn | $34.99bn | 136.6783 | 135.3865 | 0.573% | -0.945% | -0.00542% |
| 912828MU1 | 1.000% | Mar 31, 2012 | $45.49bn | – | $33.4m | $45.46bn | 100.4783 | 100.4950 | 0.548% | +0.017% | +0.00009% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $47.61bn | – | $2.60bn | $45.00bn | 101.4255 | 102.0848 | 0.547% | +0.650% | +0.00356% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $0.6m | $44.94bn | 100.4883 | 100.4742 | 0.542% | -0.014% | -0.00008% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $31.71bn | $39.32bn | 114.4543 | 115.3795 | 0.540% | +0.808% | +0.00436% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $6.17bn | $37.05bn | 121.3597 | 120.1026 | 0.539% | -1.036% | -0.00558% |
| 912828MQ0 | 0.875% | Feb 29, 2012 | $45.08bn | – | $614.4m | $44.47bn | 100.4255 | 100.4327 | 0.536% | +0.007% | +0.00004% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $24.79bn | $39.62bn | 112.4832 | 113.5134 | 0.534% | +0.916% | +0.00490% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $1.83bn | $43.14bn | 101.2476 | 101.2946 | 0.524% | +0.046% | +0.00024% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.49bn | 107.2427 | 107.6907 | 0.521% | +0.418% | +0.00218% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $0.7m | $42.91bn | 100.3509 | 100.3478 | 0.516% | -0.003% | -0.00002% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $3.43bn | $39.83bn | 105.1974 | 105.5220 | 0.502% | +0.309% | +0.00155% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.85bn | $39.18bn | 106.8781 | 107.2861 | 0.502% | +0.382% | +0.00192% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $0.3m | $41.16bn | 100.2864 | 100.2737 | 0.495% | -0.013% | -0.00006% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 106.9281 | 108.8396 | 0.487% | +1.788% | +0.00871% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $152.1m | $40.06bn | 100.9959 | 101.0225 | 0.485% | +0.026% | +0.00013% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $4.77bn | $37.91bn | 106.5476 | 105.7874 | 0.484% | +0.342% | +0.00166% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $2.97bn | $37.74bn | 106.0852 | 106.3671 | 0.480% | +0.266% | +0.00128% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 101.2693 | 101.3157 | 0.477% | +0.046% | +0.00022% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $0.8m | $39.25bn | 100.5774 | 100.2830 | 0.473% | +0.018% | +0.00008% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $3.10bn | $38.45bn | 101.8927 | 101.2517 | 0.470% | +0.046% | +0.00021% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.53bn | $36.36bn | 107.0958 | 107.6075 | 0.467% | +0.478% | +0.00223% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $6.77bn | $36.47bn | 106.6154 | 106.9495 | 0.466% | +0.313% | +0.00146% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $6.88bn | $37.61bn | 101.8706 | 101.9164 | 0.459% | +0.045% | +0.00021% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $5.90bn | $36.11bn | 106.0113 | 106.2943 | 0.459% | +0.267% | +0.00123% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 107.7800 | 110.3796 | 0.452% | +2.703% | +0.01223% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $3.74bn | $36.73bn | 101.8218 | 101.9001 | 0.449% | +0.077% | +0.00034% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.55bn | $32.13bn | 116.0113 | 118.3389 | 0.447% | +2.508% | +0.01121% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $0.2m | $37.13bn | 100.2848 | 100.3145 | 0.447% | +0.030% | +0.00013% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $1.14bn | $36.81bn | 100.4527 | 100.5236 | 0.443% | +0.071% | +0.00031% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.4739 | 100.4924 | 0.443% | +0.018% | +0.00008% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.0232 | 100.1055 | 0.439% | +0.082% | +0.00036% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $5.87bn | $34.30bn | 106.1281 | 106.3798 | 0.437% | +0.237% | +0.00104% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 103.9484 | 103.9729 | 0.436% | +0.745% | +0.00325% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2218 | 100.3142 | 0.434% | +0.092% | +0.00040% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $159.7m | $36.17bn | 100.0440 | 100.1576 | 0.434% | +0.114% | +0.00049% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $35.95bn | $30.81bn | 117.1702 | 118.1433 | 0.433% | +0.831% | +0.00360% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $111.2m | $35.93bn | 100.3777 | 100.2823 | 0.433% | +0.092% | +0.00040% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $5.88bn | $35.43bn | 101.7788 | 101.8571 | 0.432% | +0.077% | +0.00033% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.8137 | 99.9173 | 0.432% | +0.104% | +0.00045% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $2.17bn | $35.74bn | 100.3163 | 100.3462 | 0.430% | +0.030% | +0.00013% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.2534 | 100.3146 | 0.429% | +0.061% | +0.00026% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $26.49bn | $32.19bn | 110.5224 | 111.5516 | 0.427% | +0.931% | +0.00397% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.3747 | 102.1731 | 0.425% | +0.788% | +0.00335% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $572.5m | $35.50bn | 99.8554 | 99.9279 | 0.425% | +0.073% | +0.00031% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $14.98bn | $26.45bn | 133.9742 | 132.7663 | 0.425% | -0.902% | -0.00383% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.2283 | 101.9950 | 0.425% | +0.757% | +0.00322% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.0821 | 101.8492 | 0.424% | +0.759% | +0.00322% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $6.91bn | $33.07bn | 106.9253 | 105.8822 | 0.424% | +0.252% | +0.00107% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.11bn | $30.25bn | 116.7861 | 117.7411 | 0.424% | +0.818% | +0.00346% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $1.72bn | $34.85bn | 100.8822 | 100.9416 | 0.422% | +0.059% | +0.00025% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.3313 | 101.1194 | 0.421% | +0.785% | +0.00331% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 105.7287 | 106.2408 | 0.421% | +0.484% | +0.00204% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $8.79bn | $34.13bn | 102.3825 | 102.4274 | 0.419% | +0.044% | +0.00018% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $11.89bn | $26.89bn | 127.8221 | 126.6607 | 0.412% | -0.909% | -0.00375% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.38bn | $33.70bn | 101.2905 | 101.3063 | 0.409% | +0.016% | +0.00006% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $2.48bn | $33.90bn | 100.3589 | 100.3986 | 0.408% | +0.039% | +0.00016% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $6.11bn | $31.96bn | 105.6779 | 105.9495 | 0.405% | +0.257% | +0.00104% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $2.86bn | $33.18bn | 101.0999 | 101.1902 | 0.402% | +0.089% | +0.00036% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $7.90bn | $33.30bn | 100.6851 | 100.6696 | 0.402% | -0.015% | -0.00006% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.3561 | 104.1006 | 0.400% | +0.720% | +0.00288% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.46bn | $21.54bn | 154.1393 | 156.6066 | 0.398% | +2.526% | +0.01006% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 118.0815 | 120.2306 | 0.395% | +2.369% | +0.00936% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $3.06bn | $32.63bn | 100.7649 | 100.4705 | 0.394% | +0.018% | +0.00007% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $4.41bn | $15.09bn | 215.9729 | 221.4281 | 0.391% | +2.526% | +0.00987% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.8557 | 103.4547 | 0.389% | +0.582% | +0.00226% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $807.9m | $32.17bn | 100.5978 | 100.8247 | 0.388% | +0.226% | +0.00088% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.1014 | 101.3171 | 0.388% | +0.213% | +0.00083% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $10.95bn | $31.77bn | 101.7018 | 101.7147 | 0.387% | +0.013% | +0.00005% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 103.0230 | 103.5913 | 0.387% | +0.552% | +0.00214% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.7198 | 103.3194 | 0.387% | +0.584% | +0.00226% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | $151.0m | $31.85bn | 101.0109 | 100.9354 | 0.386% | +0.235% | +0.00091% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.4843 | 100.7427 | 0.386% | +0.257% | +0.00099% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $2.45bn | $32.00bn | 100.0817 | 100.3304 | 0.384% | +0.248% | +0.00095% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.7943 | 100.0330 | 0.383% | +0.239% | +0.00092% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $1.17bn | $32.00bn | 99.6380 | 99.9078 | 0.382% | +0.271% | +0.00104% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 106.3166 | 105.9742 | 0.381% | +0.619% | +0.00235% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $5.37bn | $30.84bn | 101.3709 | 101.4288 | 0.375% | +0.057% | +0.00021% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $5.47bn | $30.14bn | 103.7042 | 103.8741 | 0.375% | +0.164% | +0.00061% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $6.25bn | $30.96bn | 100.6724 | 100.7222 | 0.374% | +0.049% | +0.00018% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.0965 | 103.7367 | 0.367% | +0.621% | +0.00228% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $6.64bn | $30.28bn | 100.7459 | 100.7644 | 0.366% | +0.018% | +0.00007% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $30.70bn | – | $1.72bn | $28.98bn | 105.2019 | 103.7009 | 0.366% | -1.427% | -0.00522% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $2.47bn | $28.16bn | 107.9471 | 108.0982 | 0.365% | +0.140% | +0.00051% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $7.28bn | $28.93bn | 104.8028 | 105.0123 | 0.364% | +0.200% | +0.00073% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.93bn | $26.27bn | 115.3410 | 116.3981 | 0.363% | +0.916% | +0.00333% |
| 912828KG4 | 1.375% | Mar 15, 2012 | $34.60bn | – | $4.58bn | $30.02bn | 100.6968 | 100.6813 | 0.363% | -0.015% | -0.00006% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.50bn | $28.72bn | 103.9234 | 104.1353 | 0.358% | +0.204% | +0.00073% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $3.88bn | $29.48bn | 101.0704 | 101.1927 | 0.357% | +0.121% | +0.00043% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 112.4185 | 111.8211 | 0.356% | +0.858% | +0.00306% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $6.41bn | $29.18bn | 101.4511 | 100.7263 | 0.355% | +0.025% | +0.00009% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.3932 | 112.2984 | 0.355% | +0.813% | +0.00288% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $6.22bn | $27.30bn | 108.0659 | 108.1821 | 0.354% | +0.107% | +0.00038% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 105.2689 | 106.1995 | 0.352% | +0.884% | +0.00311% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 105.0543 | 104.7548 | 0.350% | +0.548% | +0.00191% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.36bn | $25.85bn | 112.5639 | 112.9728 | 0.349% | +0.363% | +0.00127% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 104.8297 | 105.7603 | 0.347% | +0.888% | +0.00308% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $6.62bn | $28.39bn | 101.6549 | 101.2030 | 0.346% | +0.047% | +0.00016% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 114.8784 | 115.4946 | 0.346% | +0.536% | +0.00186% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $7.29bn | $28.08bn | 100.9098 | 100.9022 | 0.340% | -0.008% | -0.00003% |
| 912828KC3 | 1.375% | Feb 15, 2012 | $33.63bn | – | $6.00bn | $27.63bn | 100.7024 | 100.6664 | 0.334% | -0.036% | -0.00012% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $2.87bn | $25.20bn | 109.3764 | 109.5666 | 0.331% | +0.174% | +0.00057% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $5.94bn | $20.46bn | 132.5992 | 131.7663 | 0.325% | -0.628% | -0.00204% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $3.03bn | $26.87bn | 100.8569 | 101.8096 | 0.325% | +0.945% | +0.00307% |
| 9127955J6 | 0.000% | Apr 19, 2012 | $27.00bn | – | – | $27.00bn | 99.9908 | 99.9890 | 0.324% | -0.002% | -0.00001% |
| 9127955H0 | 0.000% | Apr 12, 2012 | $27.00bn | – | – | $27.00bn | 99.9942 | 99.9900 | 0.324% | -0.004% | -0.00001% |
| 9127955M9 | 0.000% | May 10, 2012 | $27.00bn | – | – | $27.00bn | 99.9890 | 99.9833 | 0.324% | -0.006% | -0.00002% |
| 9127955K3 | 0.000% | Apr 26, 2012 | $27.00bn | – | – | $27.00bn | 99.9902 | 99.9881 | 0.324% | -0.002% | -0.00001% |
| 9127955N7 | 0.000% | May 17, 2012 | $27.00bn | – | – | $27.00bn | 99.9846 | 99.9851 | 0.324% | +0.001% | +0.00000% |
| 9127955P2 | 0.000% | May 24, 2012 | $27.00bn | – | – | $27.00bn | 99.9838 | 99.9810 | 0.324% | -0.003% | -0.00001% |
| 9127955S6 | 0.000% | Jun 14, 2012 | $27.00bn | – | – | $27.00bn | 99.9768 | 99.9737 | 0.324% | -0.003% | -0.00001% |
| 9127955R8 | 0.000% | Jun 7, 2012 | $27.00bn | – | – | $27.00bn | 99.9778 | 99.9751 | 0.324% | -0.003% | -0.00001% |
| 9127955T4 | 0.000% | Jun 21, 2012 | $27.00bn | – | – | $27.00bn | 99.9710 | 99.9724 | 0.324% | +0.001% | +0.00000% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.36bn | $20.65bn | 130.3640 | 128.9091 | 0.323% | +0.332% | +0.00107% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.31bn | $23.60bn | 113.8410 | 112.7731 | 0.322% | -0.938% | -0.00302% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $3.14bn | $24.16bn | 111.0457 | 111.2679 | 0.322% | +0.200% | +0.00064% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 105.0179 | 105.9477 | 0.319% | +0.885% | +0.00282% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $4.14bn | $25.90bn | 102.4811 | 102.6006 | 0.318% | +0.117% | +0.00037% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $5.75bn | $25.53bn | 103.8043 | 103.0361 | 0.318% | +0.103% | +0.00033% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $3.91bn | $25.97bn | 101.9526 | 102.8846 | 0.318% | +0.914% | +0.00290% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $4.16bn | $12.62bn | 209.4214 | 214.5541 | 0.317% | +2.451% | +0.00777% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $6.07bn | $25.93bn | 101.7596 | 101.9643 | 0.316% | +0.201% | +0.00064% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 110.9662 | 111.8601 | 0.316% | +0.806% | +0.00255% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.3805 | 110.2859 | 0.315% | +0.828% | +0.00261% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 130.0161 | 129.7887 | 0.312% | +0.714% | +0.00223% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $5.48bn | $18.51bn | 140.4465 | 145.1583 | 0.312% | +3.355% | +0.01046% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 112.7498 | 113.6948 | 0.307% | +0.838% | +0.00257% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 111.1552 | 112.0192 | 0.306% | +0.777% | +0.00238% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.32bn | $25.24bn | 100.7025 | 100.6595 | 0.305% | -0.043% | -0.00013% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 104.7655 | 105.2586 | 0.305% | +0.471% | +0.00143% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 112.5340 | 111.7902 | 0.305% | +0.783% | +0.00238% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $5.22bn | $17.43bn | 145.5510 | 146.5435 | 0.304% | +0.682% | +0.00207% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.63bn | $19.37bn | 130.9151 | 131.0443 | 0.304% | +1.034% | +0.00315% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $7.66bn | $25.20bn | 100.5048 | 100.6384 | 0.304% | +0.133% | +0.00040% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.4443 | 108.1628 | 0.303% | +0.835% | +0.00253% |
| 912795Y96 | 0.000% | Aug 23, 2012 | $25.00bn | – | – | $25.00bn | 99.9539 | 99.9488 | 0.300% | -0.005% | -0.00002% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $25.00bn | – | – | $25.00bn | 99.9411 | 99.9417 | 0.300% | +0.001% | +0.00000% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $25.00bn | – | – | $25.00bn | 99.9267 | 99.9275 | 0.300% | +0.001% | +0.00000% |
| 9127955L1 | 0.000% | Nov 15, 2012 | $25.00bn | – | – | $25.00bn | 99.9197 | 99.9197 | 0.300% | -0.000% | -0.00000% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 111.6205 | 112.6295 | 0.300% | +0.904% | +0.00271% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $25.00bn | – | – | $25.00bn | 99.8934 | 99.9031 | 0.299% | +0.010% | +0.00003% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 130.5443 | 130.8942 | 0.297% | +1.188% | +0.00353% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.8829 | 106.6360 | 0.297% | +0.711% | +0.00211% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.50bn | $21.97bn | 112.6803 | 113.2277 | 0.297% | +0.486% | +0.00144% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $7.68bn | $24.60bn | 100.5468 | 100.6489 | 0.297% | +0.102% | +0.00030% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $3.31bn | $22.16bn | 111.5721 | 111.9107 | 0.296% | +0.303% | +0.00090% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 106.8653 | 107.7935 | 0.296% | +0.869% | +0.00257% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.6938 | 105.3950 | 0.292% | +0.670% | +0.00196% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 111.5615 | 112.5192 | 0.292% | +0.859% | +0.00251% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.80bn | $22.42bn | 105.7799 | 105.9025 | 0.284% | +0.116% | +0.00033% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 115.5120 | 116.2143 | 0.284% | +0.608% | +0.00172% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 107.2090 | 107.9185 | 0.283% | +0.662% | +0.00187% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 111.8620 | 112.8297 | 0.282% | +0.865% | +0.00244% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $3.68bn | $21.04bn | 111.7534 | 112.0571 | 0.282% | +0.272% | +0.00077% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $1.74bn | $22.09bn | 105.8231 | 105.9159 | 0.280% | +0.088% | +0.00025% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 141.3758 | 143.7603 | 0.279% | +2.493% | +0.00696% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 109.4205 | 110.9740 | 0.276% | +1.420% | +0.00391% |
| 9128277L0 | 4.875% | Feb 15, 2012 | $25.14bn | – | $2.78bn | $22.36bn | 102.4304 | 102.4083 | 0.275% | -0.022% | -0.00006% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.70bn | $15.32bn | 149.5433 | 149.5625 | 0.275% | +0.013% | +0.00004% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 117.2867 | 118.0788 | 0.273% | +0.675% | +0.00184% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.6305 | 110.5984 | 0.269% | +0.883% | +0.00238% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $10.33bn | $22.13bn | 100.9764 | 101.0984 | 0.268% | +0.121% | +0.00032% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.71bn | $16.80bn | 132.4495 | 131.4330 | 0.267% | -0.767% | -0.00205% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 108.1144 | 109.0635 | 0.266% | +0.878% | +0.00234% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 130.9376 | 131.8265 | 0.266% | +1.749% | +0.00465% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $4.02bn | $21.05bn | 105.0148 | 105.1401 | 0.265% | +0.119% | +0.00032% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $12.02bn | $21.56bn | 102.4295 | 102.6535 | 0.265% | +0.219% | +0.00058% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $8.41bn | $21.91bn | 100.4402 | 101.3304 | 0.264% | +0.886% | +0.00234% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $2.10bn | $16.90bn | 128.7737 | 129.4912 | 0.261% | +1.305% | +0.00341% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 118.6538 | 119.6473 | 0.260% | +0.837% | +0.00218% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $9.69bn | $20.25bn | 107.1446 | 108.1150 | 0.260% | +0.906% | +0.00236% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 119.8995 | 121.7824 | 0.259% | +2.171% | +0.00562% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 129.3871 | 130.1122 | 0.258% | +1.404% | +0.00362% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $1.68bn | $20.46bn | 104.7153 | 104.7967 | 0.257% | +0.078% | +0.00020% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $7.15bn | $20.67bn | 103.4670 | 103.5943 | 0.256% | +0.123% | +0.00032% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $13.30bn | $20.41bn | 104.0189 | 104.1995 | 0.255% | +0.174% | +0.00044% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 128.5426 | 129.4413 | 0.254% | +1.586% | +0.00403% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 118.6346 | 119.7545 | 0.252% | +0.944% | +0.00238% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $11.79bn | $20.21bn | 102.4715 | 102.6336 | 0.248% | +0.158% | +0.00039% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $10.75bn | $19.12bn | 107.2663 | 107.0999 | 0.246% | +0.894% | +0.00220% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $4.07bn | $19.24bn | 106.3682 | 104.7593 | 0.245% | +0.074% | +0.00018% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $1.36bn | $19.38bn | 104.3932 | 104.4859 | 0.243% | +0.089% | +0.00022% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 144.6844 | 144.3268 | 0.242% | -0.247% | -0.00060% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.0268 | 111.8795 | 0.241% | +0.768% | +0.00185% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $10.66bn | $19.45bn | 103.1827 | 104.1034 | 0.241% | +0.892% | +0.00215% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $20.00bn | – | – | $20.00bn | 99.9652 | 99.9607 | 0.240% | -0.005% | -0.00001% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 142.1122 | 144.3811 | 0.236% | +2.524% | +0.00596% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 141.4231 | 140.4152 | 0.236% | -0.713% | -0.00168% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 146.4605 | 148.7993 | 0.236% | +2.507% | +0.00591% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 120.4304 | 121.4083 | 0.234% | +0.812% | +0.00190% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 131.5496 | 132.6387 | 0.231% | +1.841% | +0.00426% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 122.1637 | 123.3818 | 0.231% | +0.997% | +0.00230% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $14.10bn | $18.63bn | 102.5102 | 102.6399 | 0.229% | +0.127% | +0.00029% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 109.5852 | 110.5543 | 0.227% | +0.884% | +0.00200% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 103.8822 | 103.9196 | 0.226% | +0.036% | +0.00008% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $2.61bn | $17.92bn | 104.9189 | 105.0087 | 0.225% | +0.086% | +0.00019% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $14.48bn | $18.23bn | 101.9361 | 101.5780 | 0.223% | +0.139% | +0.00031% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 125.9206 | 127.5681 | 0.221% | +2.098% | +0.00464% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 130.9768 | 133.5209 | 0.220% | +2.664% | +0.00586% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 120.3658 | 121.4490 | 0.218% | +0.900% | +0.00196% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.2082 | 112.0594 | 0.218% | +0.765% | +0.00167% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.31bn | 109.9878 | 109.6010 | 0.215% | +0.842% | +0.00181% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 119.6274 | 120.4732 | 0.214% | +0.707% | +0.00151% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 111.1212 | 112.0990 | 0.211% | +0.880% | +0.00186% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $19.47bn | $11.18bn | 157.3894 | 158.5893 | 0.211% | +0.762% | +0.00161% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.12bn | $13.41bn | 130.9888 | 129.9898 | 0.211% | -0.763% | -0.00161% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.70bn | $16.87bn | 103.4927 | 103.5657 | 0.209% | +0.071% | +0.00015% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 107.6477 | 108.3984 | 0.208% | +0.697% | +0.00145% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $3.16bn | $16.34bn | 105.6097 | 105.6651 | 0.207% | +0.052% | +0.00011% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 123.9225 | 125.3475 | 0.205% | +1.858% | +0.00381% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 129.1635 | 130.1161 | 0.204% | +0.738% | +0.00151% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 131.3710 | 132.6203 | 0.203% | +2.042% | +0.00416% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 119.2514 | 120.2853 | 0.203% | +0.867% | +0.00176% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $259.2m | $15.02bn | 112.4225 | 113.7425 | 0.202% | +1.174% | +0.00238% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $2.27bn | $15.01bn | 112.4807 | 112.8125 | 0.202% | +0.295% | +0.00060% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $2.21bn | $16.05bn | 105.1130 | 105.2143 | 0.202% | +0.096% | +0.00019% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.7922 | 107.4615 | 0.202% | +0.627% | +0.00126% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $3.54bn | $16.10bn | 104.3013 | 104.3336 | 0.201% | +0.031% | +0.00006% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 119.5803 | 121.3051 | 0.201% | +2.046% | +0.00411% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $0.8m | $16.24bn | 102.3475 | 102.3489 | 0.199% | +0.001% | +0.00000% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 126.4384 | 127.7674 | 0.197% | +1.937% | +0.00382% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $16.25bn | $15.19bn | 107.4081 | 108.3776 | 0.196% | +0.903% | +0.00177% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $6.59bn | $10.46bn | 155.5913 | 155.3080 | 0.195% | -0.182% | -0.00036% |
| 912828GK0 | 4.625% | Feb 29, 2012 | $16.64bn | – | $918.6m | $15.72bn | 102.2758 | 102.3005 | 0.193% | +0.024% | +0.00005% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $726.7m | $14.27bn | 109.0708 | 109.8070 | 0.187% | +0.675% | +0.00126% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $2.84bn | $14.94bn | 103.8819 | 103.9447 | 0.186% | +0.060% | +0.00011% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $609.9m | $14.90bn | 103.7751 | 103.8025 | 0.185% | +0.026% | +0.00005% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.1370 | 120.1518 | 0.185% | +0.852% | +0.00158% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $934.0m | $14.77bn | 104.1250 | 102.7266 | 0.184% | +0.038% | +0.00007% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.99bn | $13.09bn | 117.1154 | 118.1429 | 0.184% | +0.877% | +0.00161% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.0175 | 106.6556 | 0.184% | +0.602% | +0.00111% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $5.49bn | $11.10bn | 137.6950 | 136.7568 | 0.183% | -0.681% | -0.00125% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.40bn | $10.43bn | 146.4864 | 146.8967 | 0.183% | +0.280% | +0.00051% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $4.66bn | $10.52bn | 141.4484 | 146.2230 | 0.178% | +3.376% | +0.00602% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.25bn | $13.58bn | 109.3053 | 110.2332 | 0.178% | +0.849% | +0.00151% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.30bn | $13.29bn | 110.5381 | 111.5072 | 0.176% | +0.877% | +0.00154% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 108.5865 | 109.3894 | 0.174% | +0.739% | +0.00128% |
| 912828GM6 | 4.500% | Mar 31, 2012 | $16.35bn | – | $2.32bn | $14.04bn | 102.2305 | 102.2121 | 0.172% | -0.018% | -0.00003% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $2.49bn | $13.46bn | 103.2510 | 103.2684 | 0.167% | +0.017% | +0.00003% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 108.9327 | 109.6418 | 0.165% | +0.651% | +0.00107% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.09bn | $13.36bn | 102.2287 | 102.2435 | 0.164% | +0.014% | +0.00002% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 132.8221 | 134.0134 | 0.163% | +0.897% | +0.00146% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $2.62bn | $13.04bn | 103.4674 | 103.4749 | 0.162% | +0.007% | +0.00001% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $3.19bn | $12.71bn | 102.4152 | 102.3973 | 0.156% | -0.017% | -0.00003% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.51bn | $8.26bn | 154.0112 | 155.1039 | 0.153% | +0.710% | +0.00108% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 104.1656 | 104.1899 | 0.153% | +0.023% | +0.00004% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.42bn | $8.93bn | 140.2615 | 140.1128 | 0.150% | -0.106% | -0.00016% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.03bn | $8.92bn | 138.6755 | 138.5625 | 0.148% | -0.081% | -0.00012% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 142.0529 | 143.5000 | 0.148% | +1.019% | +0.00151% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.35bn | $11.74bn | 104.0416 | 104.0889 | 0.146% | +0.046% | +0.00007% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.24bn | $7.90bn | 154.1529 | 155.2867 | 0.146% | +0.736% | +0.00107% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $4.60bn | $11.21bn | 104.5856 | 102.2940 | 0.141% | +0.020% | +0.00003% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $3.99bn | $7.20bn | 156.6967 | 157.2697 | 0.135% | +0.366% | +0.00049% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.72bn | $7.22bn | 151.8006 | 153.2534 | 0.131% | +0.957% | +0.00126% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.41bn | $7.36bn | 143.3573 | 143.2908 | 0.127% | -0.046% | -0.00006% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.18bn | $6.41bn | 160.6659 | 161.4509 | 0.123% | +0.489% | +0.00060% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $4.27bn | $6.57bn | 152.6563 | 152.9241 | 0.120% | +0.175% | +0.00021% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.84bn | $6.24bn | 154.9942 | 156.5061 | 0.116% | +0.975% | +0.00113% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $4.90bn | $6.28bn | 153.9406 | 153.7982 | 0.116% | -0.092% | -0.00011% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $3.74bn | $5.76bn | 164.6715 | 165.3974 | 0.114% | +0.441% | +0.00050% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.63bn | $5.89bn | 156.4759 | 156.6855 | 0.111% | +0.134% | +0.00015% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $401.0m | $4.60bn | 197.5734 | 203.5346 | 0.109% | +3.017% | +0.00329% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 154.0988 | 154.1950 | 0.106% | +0.062% | +0.00007% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 161.0713 | 162.5109 | 0.099% | +0.894% | +0.00088% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $4.70bn | $5.82bn | 137.7167 | 138.2908 | 0.096% | +0.417% | +0.00040% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 146.4942 | 147.9749 | 0.088% | +1.011% | +0.00089% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $2.96bn | $4.47bn | 156.7452 | 157.8839 | 0.084% | +0.726% | +0.00061% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.38bn | $4.43bn | 157.0863 | 157.4620 | 0.084% | +0.239% | +0.00020% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 152.3990 | 153.7723 | 0.065% | +0.901% | +0.00059% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.18bn | $3.32bn | 159.7381 | 160.9721 | 0.064% | +0.773% | +0.00049% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 150.3846 | 151.7366 | 0.061% | +0.899% | +0.00054% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $6.98bn | $3.09bn | 155.6423 | 156.8254 | 0.058% | +0.760% | +0.00044% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 156.6875 | 157.8973 | 0.057% | +0.772% | +0.00044% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 157.0693 | 158.4579 | 0.054% | +0.884% | +0.00047% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 138.4817 | 139.5231 | 0.050% | +0.752% | +0.00038% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 136.9231 | 137.6786 | 0.046% | +0.552% | +0.00025% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 157.7716 | 159.2188 | 0.043% | +0.917% | +0.00039% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 140.2272 | 140.9395 | 0.031% | +0.508% | +0.00016% |
| Total | $7.62tn | 100.000% | +0.38879% | ||||||||
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.