Rebalance of March 30, 2012
US Treasury Aggregate constituents
Every one of the 311 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
- 311
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.499867%
- Market value
- $8.61tn
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 -0.499867% against a published month return of -0.499867%, a difference of 5.2e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127953N9 | 0.000% | May 3, 2012 | $82.00bn | – | – | $82.00bn | 99.9840 | 99.9953 | 0.952% | +0.011% | +0.00011% |
| 9127953H2 | 0.000% | Apr 5, 2012 | $80.00bn | – | – | $80.00bn | 99.9940 | 99.9995 | 0.929% | +0.006% | +0.00005% |
| 9127955J6 | 0.000% | Apr 19, 2012 | $76.00bn | – | – | $76.00bn | 99.9889 | 99.9972 | 0.882% | +0.008% | +0.00007% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $6.23bn | $61.36bn | 115.5869 | 114.2181 | 0.823% | -1.184% | -0.00975% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $4.27bn | $63.14bn | 107.9591 | 106.6587 | 0.791% | -1.205% | -0.00953% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $4.16bn | $65.93bn | 101.1192 | 99.7637 | 0.774% | -1.340% | -0.01038% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $2.52bn | $64.21bn | 102.1188 | 100.7431 | 0.761% | -1.347% | -0.01026% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $15.23bn | $56.37bn | 115.5869 | 114.3743 | 0.756% | -1.049% | -0.00794% |
| 9127955M9 | 0.000% | May 10, 2012 | $60.00bn | – | – | $60.00bn | 99.9822 | 99.9943 | 0.697% | +0.012% | +0.00008% |
| 9127955N7 | 0.000% | May 17, 2012 | $60.00bn | – | – | $60.00bn | 99.9805 | 99.9933 | 0.696% | +0.013% | +0.00009% |
| 9127955P2 | 0.000% | May 24, 2012 | $60.00bn | – | – | $60.00bn | 99.9788 | 99.9924 | 0.696% | +0.014% | +0.00009% |
| 9127955H0 | 0.000% | Apr 12, 2012 | $56.00bn | – | – | $56.00bn | 99.9904 | 99.9989 | 0.650% | +0.008% | +0.00006% |
| 9127955K3 | 0.000% | Apr 26, 2012 | $56.00bn | – | – | $56.00bn | 99.9889 | 99.9963 | 0.650% | +0.007% | +0.00005% |
| 912795Y96 | 0.000% | Aug 23, 2012 | $56.00bn | – | – | $56.00bn | 99.9364 | 99.9513 | 0.650% | +0.015% | +0.00010% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $17.81bn | $50.04bn | 107.5144 | 106.2452 | 0.625% | -1.181% | -0.00737% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $21.73bn | $46.49bn | 115.5288 | 114.3053 | 0.624% | -1.059% | -0.00660% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $18.08bn | $47.92bn | 111.9811 | 110.5996 | 0.623% | -1.234% | -0.00769% |
| 9127953S8 | 0.000% | May 31, 2012 | $51.00bn | – | – | $51.00bn | 99.9744 | 99.9914 | 0.592% | +0.017% | +0.00010% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $51.00bn | – | – | $51.00bn | 99.9633 | 99.9825 | 0.592% | +0.019% | +0.00011% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $4.42bn | $37.58bn | 127.1611 | 123.4832 | 0.555% | -2.892% | -0.01604% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $47.00bn | – | – | $47.00bn | 99.9466 | 99.9705 | 0.545% | +0.024% | +0.00013% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $6.55bn | $36.93bn | 127.0361 | 123.3894 | 0.545% | -2.871% | -0.01563% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $1.71bn | $40.78bn | 113.5608 | 110.0780 | 0.538% | -3.067% | -0.01649% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $6.37bn | $36.53bn | 124.5618 | 120.9354 | 0.528% | -2.911% | -0.01538% |
| 912828NB2 | 1.000% | Apr 30, 2012 | $44.94bn | – | $0.6m | $44.94bn | 100.4602 | 100.4856 | 0.524% | +0.025% | +0.00013% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $31.77bn | $39.27bn | 114.4921 | 113.3826 | 0.522% | -0.969% | -0.00506% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $9.31bn | $35.26bn | 126.9423 | 123.3582 | 0.520% | -2.823% | -0.01467% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $1.82bn | $43.16bn | 101.2479 | 101.2751 | 0.507% | +0.027% | +0.00014% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $25.62bn | $38.79bn | 112.6374 | 111.7246 | 0.507% | -0.810% | -0.00411% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $11.54bn | $33.36bn | 130.7843 | 127.0659 | 0.507% | -2.843% | -0.01440% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.49bn | 107.2326 | 105.8887 | 0.504% | -0.088% | -0.00044% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $0.7m | $42.91bn | 100.3448 | 100.3478 | 0.500% | +0.003% | +0.00002% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $2.77bn | $41.86bn | 101.6999 | 98.4746 | 0.494% | -3.171% | -0.01567% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.93bn | $40.33bn | 105.1592 | 105.0949 | 0.492% | -0.061% | -0.00030% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $11.71bn | $31.30bn | 133.5082 | 129.7071 | 0.485% | -2.847% | -0.01381% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.56bn | $39.15bn | 106.0866 | 104.7942 | 0.482% | -0.099% | -0.00048% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.85bn | $39.18bn | 105.6940 | 105.5567 | 0.481% | -0.130% | -0.00062% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 108.6772 | 108.6370 | 0.479% | -0.037% | -0.00018% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $0.3m | $41.16bn | 100.2610 | 100.2847 | 0.479% | +0.024% | +0.00011% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $3.93bn | $38.75bn | 105.4042 | 105.2895 | 0.474% | -0.109% | -0.00052% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $123.1m | $40.09bn | 100.9867 | 100.9913 | 0.470% | +0.005% | +0.00002% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 105.7212 | 105.6707 | 0.467% | -0.048% | -0.00022% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $2.02bn | $39.53bn | 101.2050 | 101.2009 | 0.464% | -0.004% | -0.00002% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 101.2684 | 101.2949 | 0.462% | +0.026% | +0.00012% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $5.19bn | $39.30bn | 101.1817 | 101.1775 | 0.462% | -0.004% | -0.00002% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $4.84bn | $37.17bn | 105.9835 | 105.9111 | 0.457% | -0.068% | -0.00031% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $0.8m | $39.25bn | 100.2703 | 100.2627 | 0.457% | -0.008% | -0.00003% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.53bn | $36.36bn | 107.1504 | 107.0264 | 0.452% | -0.116% | -0.00052% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $6.77bn | $36.47bn | 106.5962 | 106.4832 | 0.451% | -0.106% | -0.00048% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 110.1259 | 109.3932 | 0.448% | -0.665% | -0.00298% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $2.68bn | $37.80bn | 101.8221 | 101.1610 | 0.447% | +0.026% | +0.00012% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $3.66bn | $36.51bn | 104.9440 | 104.8692 | 0.445% | -0.071% | -0.00032% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.55bn | $32.13bn | 118.0428 | 117.3543 | 0.440% | -0.583% | -0.00257% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $845.9m | $37.10bn | 100.4694 | 100.4506 | 0.433% | -0.019% | -0.00008% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $0.2m | $37.13bn | 100.2818 | 100.0958 | 0.432% | +0.002% | +0.00001% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $4.50bn | $36.69bn | 100.6854 | 100.6813 | 0.429% | -0.004% | -0.00002% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.4797 | 100.4722 | 0.429% | -0.008% | -0.00003% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $27.6m | $36.54bn | 100.9073 | 100.5353 | 0.428% | +0.003% | +0.00001% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $1.08bn | $36.82bn | 100.1260 | 100.1274 | 0.428% | +0.001% | +0.00001% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $11.52bn | $31.69bn | 116.0347 | 112.5941 | 0.427% | -2.965% | -0.01266% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 99.9691 | 99.9909 | 0.425% | +0.022% | +0.00009% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0213 | 100.0120 | 0.422% | -0.009% | -0.00004% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2503 | 100.2521 | 0.420% | +0.002% | +0.00001% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 103.3736 | 103.0055 | 0.420% | -0.356% | -0.00150% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $5.80bn | $35.51bn | 101.7792 | 101.7751 | 0.420% | -0.004% | -0.00002% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.2184 | 100.1889 | 0.419% | -0.029% | -0.00012% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.7084 | 99.6882 | 0.418% | -0.020% | -0.00008% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.8023 | 99.7507 | 0.418% | +0.011% | +0.00005% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.7816 | 99.7925 | 0.418% | +0.011% | +0.00005% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.2507 | 100.2837 | 0.416% | +0.033% | +0.00014% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $56.6m | $35.60bn | 99.9581 | 99.9176 | 0.413% | -0.041% | -0.00017% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $8.19bn | $34.74bn | 102.4098 | 102.3753 | 0.413% | -0.034% | -0.00014% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.3868 | 100.5055 | 0.412% | -0.376% | -0.00155% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $6.41bn | $33.57bn | 105.6226 | 105.5721 | 0.412% | -0.048% | -0.00020% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.2727 | 100.8293 | 0.412% | -0.438% | -0.00180% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.11bn | $30.25bn | 116.9461 | 116.1820 | 0.411% | -0.653% | -0.00268% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.0340 | 100.6522 | 0.411% | -0.378% | -0.00155% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $36.17bn | $30.58bn | 115.4306 | 114.4056 | 0.410% | -0.888% | -0.00364% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.5012 | 100.0464 | 0.408% | -0.452% | -0.00185% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.3341 | 99.8798 | 0.408% | -0.453% | -0.00185% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 105.7529 | 105.5949 | 0.408% | -0.149% | -0.00061% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 100.1971 | 99.7115 | 0.407% | -0.485% | -0.00197% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 100.0336 | 99.5472 | 0.406% | -0.486% | -0.00198% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $496.8m | $35.00bn | 99.9069 | 99.8974 | 0.406% | -0.010% | -0.00004% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $1.58bn | $34.45bn | 100.7497 | 100.7218 | 0.403% | -0.028% | -0.00011% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $1.43bn | $34.27bn | 100.4578 | 100.4502 | 0.400% | -0.008% | -0.00003% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $2.11bn | $34.27bn | 100.3444 | 100.3881 | 0.399% | +0.044% | +0.00017% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $4.21bn | $33.88bn | 101.2909 | 100.6298 | 0.398% | +0.026% | +0.00010% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $27.38bn | $31.29bn | 109.3321 | 108.4801 | 0.397% | -0.779% | -0.00310% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $8.92bn | $33.80bn | 100.7909 | 100.8197 | 0.395% | +0.029% | +0.00011% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $3.09bn | $33.83bn | 100.4392 | 100.4310 | 0.394% | -0.008% | -0.00003% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 101.0649 | 100.7242 | 0.391% | +0.034% | +0.00013% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.46bn | $21.54bn | 155.9604 | 154.5906 | 0.390% | -0.878% | -0.00343% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 120.0371 | 119.3979 | 0.389% | -0.533% | -0.00207% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.5326 | 103.1645 | 0.388% | -0.356% | -0.00138% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.3331 | 100.2208 | 0.384% | -0.112% | -0.00043% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 99.6151 | 99.5120 | 0.384% | -0.104% | -0.00040% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $4.53bn | $14.96bn | 219.6739 | 216.7872 | 0.382% | -1.314% | -0.00502% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $4.70bn | $32.51bn | 100.6782 | 100.6707 | 0.380% | -0.008% | -0.00003% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $373.9m | $30.26bn | 107.9681 | 107.9667 | 0.379% | -0.001% | -0.00000% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $3.17bn | $32.42bn | 100.6896 | 100.7277 | 0.379% | +0.038% | +0.00014% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $1.82bn | $32.63bn | 100.0165 | 99.9245 | 0.379% | -0.092% | -0.00035% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $5.14bn | $31.06bn | 104.8156 | 104.7623 | 0.378% | -0.051% | -0.00019% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $12.64bn | $26.14bn | 124.4681 | 120.9042 | 0.378% | -2.863% | -0.01081% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.9288 | 102.1631 | 0.377% | -0.137% | -0.00052% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $4.32bn | $31.29bn | 103.7003 | 102.7908 | 0.377% | -0.033% | -0.00013% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.0640 | 101.0046 | 0.375% | -0.059% | -0.00022% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.8252 | 102.6226 | 0.375% | -0.197% | -0.00074% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | $8.0m | $31.99bn | 100.7040 | 100.6339 | 0.374% | -0.070% | -0.00026% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $1.96bn | $32.31bn | 99.5628 | 99.4598 | 0.374% | -0.103% | -0.00039% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.4385 | 100.3885 | 0.373% | -0.050% | -0.00019% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 102.4721 | 102.2996 | 0.373% | -0.168% | -0.00063% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.7716 | 99.5747 | 0.371% | -0.072% | -0.00027% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $3.89bn | $32.01bn | 99.5103 | 99.3760 | 0.370% | -0.135% | -0.00050% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $4.94bn | $31.27bn | 101.3617 | 101.3663 | 0.368% | +0.005% | +0.00002% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $3.80bn | $31.21bn | 101.1576 | 101.1518 | 0.367% | -0.006% | -0.00002% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.4461 | 105.1844 | 0.366% | -0.248% | -0.00091% |
| 9127956A4 | 0.000% | Aug 9, 2012 | $31.00bn | – | – | $31.00bn | 99.9415 | 99.9597 | 0.360% | +0.018% | +0.00007% |
| 9127956B2 | 0.000% | Aug 16, 2012 | $31.00bn | – | – | $31.00bn | 99.9390 | 99.9537 | 0.360% | +0.015% | +0.00005% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $17.47bn | $23.96bn | 128.2479 | 124.6123 | 0.357% | -2.835% | -0.01012% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.2206 | 102.9658 | 0.356% | -0.247% | -0.00088% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $5.38bn | $29.99bn | 100.8945 | 100.9022 | 0.351% | +0.008% | +0.00003% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 113.9255 | 113.1082 | 0.347% | -0.717% | -0.00249% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $7.49bn | $28.72bn | 103.9409 | 103.8870 | 0.347% | -0.052% | -0.00018% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.6724 | 111.1971 | 0.344% | -0.426% | -0.00147% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.1638 | 110.6573 | 0.341% | -0.456% | -0.00155% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $5.91bn | $27.60bn | 105.9876 | 105.9550 | 0.340% | -0.031% | -0.00010% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 104.6301 | 104.0431 | 0.338% | -0.561% | -0.00190% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 105.1597 | 104.5120 | 0.337% | -0.616% | -0.00207% |
| 9127955Y3 | 0.000% | Aug 2, 2012 | $29.00bn | – | – | $29.00bn | 99.9440 | 99.9653 | 0.337% | +0.021% | +0.00007% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $411.6m | $29.00bn | 99.8787 | 99.0608 | 0.336% | -0.819% | -0.00275% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.2692 | 104.0793 | 0.336% | -0.182% | -0.00061% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.30bn | $25.91bn | 110.6023 | 110.4540 | 0.333% | -0.134% | -0.00045% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $1.45bn | $26.62bn | 107.3836 | 107.2977 | 0.332% | -0.080% | -0.00027% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $1.78bn | $25.52bn | 111.0838 | 111.0326 | 0.329% | -0.046% | -0.00015% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 112.8314 | 112.6425 | 0.329% | -0.167% | -0.00055% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $5.29bn | $27.57bn | 100.4907 | 100.5034 | 0.322% | +0.013% | +0.00004% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $1.69bn | $21.32bn | 129.5187 | 129.6916 | 0.321% | +0.133% | +0.00043% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $3.27bn | $26.77bn | 102.4389 | 102.4457 | 0.318% | +0.007% | +0.00002% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $5.26bn | $27.02bn | 100.5635 | 100.5447 | 0.315% | -0.019% | -0.00006% |
| 9127955R8 | 0.000% | Jun 7, 2012 | $27.00bn | – | – | $27.00bn | 99.9780 | 99.9885 | 0.313% | +0.011% | +0.00003% |
| 9127955S6 | 0.000% | Jun 14, 2012 | $27.00bn | – | – | $27.00bn | 99.9735 | 99.9873 | 0.313% | +0.014% | +0.00004% |
| 9127955T4 | 0.000% | Jun 21, 2012 | $27.00bn | – | – | $27.00bn | 99.9686 | 99.9862 | 0.313% | +0.018% | +0.00006% |
| 9127955U1 | 0.000% | Jul 5, 2012 | $27.00bn | – | – | $27.00bn | 99.9577 | 99.9784 | 0.313% | +0.021% | +0.00007% |
| 9127955W7 | 0.000% | Jul 12, 2012 | $27.00bn | – | – | $27.00bn | 99.9553 | 99.9769 | 0.313% | +0.022% | +0.00007% |
| 9127955X5 | 0.000% | Jul 19, 2012 | $27.00bn | – | – | $27.00bn | 99.9530 | 99.9753 | 0.313% | +0.022% | +0.00007% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $5.51bn | $26.49bn | 101.7315 | 101.6944 | 0.313% | -0.036% | -0.00011% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $4.21bn | $12.57bn | 213.4228 | 210.8071 | 0.311% | -1.226% | -0.00382% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $5.22bn | $26.06bn | 102.8942 | 102.8918 | 0.311% | -0.002% | -0.00001% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 105.3463 | 103.7915 | 0.309% | -0.586% | -0.00181% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 111.2541 | 109.2351 | 0.307% | -0.466% | -0.00143% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.6600 | 109.1504 | 0.306% | -0.465% | -0.00142% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 130.5353 | 130.4067 | 0.303% | -0.099% | -0.00030% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8471 | 99.8517 | 0.301% | +0.005% | +0.00001% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $4.41bn | $25.49bn | 101.0748 | 99.6950 | 0.299% | -0.685% | -0.00205% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 113.0461 | 110.9240 | 0.298% | -0.440% | -0.00131% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.42bn | $23.49bn | 108.9567 | 105.7019 | 0.297% | -2.987% | -0.00888% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.59bn | $19.41bn | 131.6027 | 131.6884 | 0.297% | +0.065% | +0.00019% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $9.06bn | $24.66bn | 103.1301 | 103.0744 | 0.295% | -0.054% | -0.00016% |
| 912828KK5 | 1.375% | Apr 15, 2012 | $35.56bn | – | $10.31bn | $25.25bn | 100.6747 | 100.6699 | 0.295% | -0.005% | -0.00001% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 104.8142 | 104.6353 | 0.295% | -0.171% | -0.00050% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 109.8832 | 109.4253 | 0.293% | -0.417% | -0.00122% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.1429 | 110.7098 | 0.291% | -0.390% | -0.00113% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 111.9509 | 111.4554 | 0.291% | -0.443% | -0.00129% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $3.04bn | $22.43bn | 111.5618 | 111.4042 | 0.291% | -0.141% | -0.00041% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 107.5395 | 106.9358 | 0.290% | -0.561% | -0.00163% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $25.00bn | – | – | $25.00bn | 99.9377 | 99.9323 | 0.290% | -0.005% | -0.00002% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 131.4729 | 131.5682 | 0.290% | +0.072% | +0.00021% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $25.00bn | – | – | $25.00bn | 99.9033 | 99.9271 | 0.290% | +0.024% | +0.00007% |
| 9127955L1 | 0.000% | Nov 15, 2012 | $25.00bn | – | – | $25.00bn | 99.8917 | 99.9106 | 0.290% | +0.019% | +0.00005% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $25.00bn | – | – | $25.00bn | 99.8800 | 99.8925 | 0.290% | +0.013% | +0.00004% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $25.00bn | – | – | $25.00bn | 99.8596 | 99.8729 | 0.290% | +0.013% | +0.00004% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.03bn | $22.69bn | 109.6439 | 109.5800 | 0.289% | -0.058% | -0.00017% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 106.0141 | 105.7524 | 0.288% | -0.247% | -0.00071% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 107.1906 | 106.5123 | 0.288% | -0.633% | -0.00182% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.50bn | $21.97bn | 112.7438 | 112.6065 | 0.288% | -0.122% | -0.00035% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $4.66bn | $24.89bn | 99.2905 | 98.4942 | 0.287% | -0.802% | -0.00230% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $5.42bn | $17.24bn | 142.2263 | 140.1508 | 0.285% | -1.459% | -0.00415% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $5.77bn | $24.12bn | 101.4103 | 100.7595 | 0.284% | -0.642% | -0.00182% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.8149 | 104.4679 | 0.283% | -0.331% | -0.00094% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $6.87bn | $17.12bn | 142.3006 | 138.7731 | 0.283% | -2.479% | -0.00701% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $7.38bn | $19.02bn | 127.3417 | 124.0498 | 0.281% | -2.585% | -0.00727% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $3.40bn | $22.83bn | 105.8064 | 104.2358 | 0.280% | -0.008% | -0.00002% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 110.3832 | 109.8940 | 0.280% | -0.443% | -0.00124% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $26.93bn | – | $2.93bn | $24.00bn | 100.3012 | 98.9145 | 0.279% | -1.383% | -0.00386% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $915.8m | $22.92bn | 104.2897 | 104.2802 | 0.278% | -0.009% | -0.00003% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $9.01bn | $23.45bn | 100.9703 | 100.9734 | 0.275% | +0.003% | +0.00001% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 115.6666 | 115.4059 | 0.275% | -0.225% | -0.00062% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 107.3468 | 105.9185 | 0.274% | -0.283% | -0.00078% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 112.2036 | 111.6346 | 0.274% | -0.507% | -0.00139% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 143.0539 | 141.5853 | 0.273% | -1.027% | -0.00281% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $9.10bn | $22.90bn | 102.4519 | 101.8111 | 0.272% | -0.015% | -0.00004% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 111.0669 | 111.2255 | 0.271% | +0.143% | +0.00039% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $2.98bn | $22.09bn | 105.0467 | 105.0072 | 0.269% | -0.038% | -0.00010% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $1.50bn | $17.50bn | 129.7311 | 129.8600 | 0.264% | +0.099% | +0.00026% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.9725 | 109.4004 | 0.262% | -0.520% | -0.00136% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $11.68bn | $21.89bn | 102.4088 | 102.3931 | 0.260% | -0.015% | -0.00004% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 115.2479 | 114.9873 | 0.259% | -0.226% | -0.00059% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $6.91bn | $15.11bn | 147.7067 | 144.8702 | 0.259% | -1.920% | -0.00498% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.8287 | 131.7629 | 0.259% | -0.050% | -0.00013% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 108.4190 | 107.8262 | 0.258% | -0.547% | -0.00141% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 121.6616 | 121.0967 | 0.254% | -0.464% | -0.00118% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 118.9220 | 118.4224 | 0.252% | -0.420% | -0.00106% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 130.2909 | 130.5292 | 0.252% | +0.183% | +0.00046% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 129.1666 | 125.6247 | 0.250% | -2.742% | -0.00685% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $7.03bn | $20.79bn | 103.5027 | 103.4588 | 0.250% | -0.042% | -0.00011% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $1.63bn | $20.52bn | 104.7218 | 104.7373 | 0.249% | +0.015% | +0.00004% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.6229 | 129.5566 | 0.248% | -0.051% | -0.00013% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $10.29bn | $19.64bn | 107.4293 | 106.7318 | 0.245% | -0.649% | -0.00159% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 118.9993 | 118.2792 | 0.245% | -0.605% | -0.00148% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $3.42bn | $19.89bn | 104.6844 | 104.6999 | 0.242% | +0.015% | +0.00004% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $911.8m | $19.83bn | 104.4224 | 104.4471 | 0.240% | +0.024% | +0.00006% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $12.42bn | $20.29bn | 101.4389 | 101.4018 | 0.239% | -0.037% | -0.00009% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $12.77bn | $19.97bn | 101.8953 | 101.8802 | 0.236% | -0.015% | -0.00004% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.2321 | 110.8929 | 0.233% | -0.305% | -0.00071% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $10.35bn | $19.97bn | 100.6269 | 99.8721 | 0.233% | -0.750% | -0.00175% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 143.2173 | 141.1970 | 0.231% | -1.411% | -0.00325% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 147.5959 | 146.0077 | 0.230% | -1.076% | -0.00248% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 139.5965 | 136.5690 | 0.226% | -2.169% | -0.00489% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 132.4533 | 132.3770 | 0.225% | -0.058% | -0.00013% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.48bn | $13.93bn | 138.1260 | 134.5343 | 0.223% | -2.600% | -0.00581% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 118.2634 | 117.8482 | 0.223% | -0.351% | -0.00078% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $2.42bn | $18.10bn | 104.9423 | 104.9358 | 0.221% | -0.006% | -0.00001% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 109.8984 | 109.2339 | 0.220% | -0.605% | -0.00133% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.2582 | 119.6133 | 0.220% | -0.536% | -0.00118% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 103.8633 | 103.8712 | 0.218% | +0.008% | +0.00002% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 127.4444 | 126.9713 | 0.217% | -0.371% | -0.00081% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 132.3984 | 130.6310 | 0.215% | -1.335% | -0.00287% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.4107 | 111.0698 | 0.211% | -0.306% | -0.00065% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.11bn | $17.46bn | 103.5138 | 102.2637 | 0.210% | -0.000% | -0.00000% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.04bn | $17.90bn | 100.3867 | 99.6638 | 0.209% | -0.720% | -0.00150% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 118.3781 | 117.8784 | 0.208% | -0.422% | -0.00088% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 119.8503 | 119.5508 | 0.207% | -0.250% | -0.00052% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $1.52bn | $15.76bn | 112.9190 | 112.9995 | 0.207% | +0.071% | +0.00015% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $2.22bn | $17.43bn | 102.1178 | 102.1274 | 0.207% | +0.009% | +0.00002% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 108.9351 | 108.2596 | 0.206% | -0.620% | -0.00128% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 111.4206 | 109.2657 | 0.205% | -0.644% | -0.00132% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $2.64bn | $16.85bn | 103.6909 | 103.6566 | 0.203% | -0.033% | -0.00007% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 107.8991 | 106.3255 | 0.202% | -0.358% | -0.00072% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 125.2114 | 125.0224 | 0.200% | -0.151% | -0.00030% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $13.66bn | $16.21bn | 106.4354 | 105.6957 | 0.200% | -0.695% | -0.00139% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $1.87bn | $16.38bn | 105.1281 | 105.1655 | 0.200% | +0.036% | +0.00007% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $230.2m | $15.05bn | 114.2340 | 114.2681 | 0.200% | +0.030% | +0.00006% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 132.4188 | 132.2480 | 0.199% | -0.129% | -0.00026% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 129.3499 | 128.8935 | 0.198% | -0.353% | -0.00070% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 121.2514 | 121.0428 | 0.197% | -0.172% | -0.00034% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $13.94bn | $16.16bn | 103.3990 | 102.6779 | 0.194% | -0.697% | -0.00135% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 117.5711 | 116.7665 | 0.194% | -0.684% | -0.00133% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.25bn | $13.28bn | 125.5865 | 122.0962 | 0.194% | -2.779% | -0.00538% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 105.8183 | 105.5343 | 0.194% | -0.268% | -0.00052% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $0.8m | $16.24bn | 102.3502 | 102.3593 | 0.193% | +0.009% | +0.00002% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 127.6302 | 127.2200 | 0.193% | -0.321% | -0.00062% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $142.7m | $14.86bn | 110.5566 | 110.3806 | 0.191% | -0.159% | -0.00030% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $16.44bn | $15.00bn | 107.7220 | 106.9921 | 0.188% | -0.678% | -0.00127% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $0.9m | $15.51bn | 103.7675 | 103.7644 | 0.187% | -0.003% | -0.00001% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $20.42bn | $10.22bn | 157.4454 | 155.6487 | 0.187% | -1.141% | -0.00213% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $17.95bn | – | $2.01bn | $15.94bn | 100.8163 | 97.6535 | 0.187% | -3.137% | -0.00585% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $15.28bn | – | $282.3m | $15.00bn | 103.8670 | 103.0045 | 0.181% | -0.830% | -0.00150% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.5103 | 118.9372 | 0.180% | -0.480% | -0.00086% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $2.76bn | $15.02bn | 102.5387 | 102.5279 | 0.179% | -0.011% | -0.00002% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.99bn | $13.09bn | 117.4516 | 116.6360 | 0.178% | -0.694% | -0.00124% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.1061 | 105.8554 | 0.178% | -0.236% | -0.00042% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.09bn | $9.95bn | 153.2435 | 150.2304 | 0.177% | -1.966% | -0.00348% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $931.0m | $14.77bn | 102.7057 | 102.6772 | 0.176% | -0.028% | -0.00005% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $1.23bn | $14.68bn | 102.3795 | 102.4018 | 0.174% | +0.022% | +0.00004% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $1.51bn | $14.44bn | 103.2234 | 103.2372 | 0.173% | +0.013% | +0.00002% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.26bn | $13.57bn | 109.6298 | 108.8918 | 0.173% | -0.673% | -0.00116% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.48bn | $10.35bn | 142.3098 | 139.8372 | 0.171% | -1.737% | -0.00297% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 109.5075 | 108.7779 | 0.169% | -0.666% | -0.00113% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 108.8173 | 108.4543 | 0.168% | -0.334% | -0.00056% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $2.40bn | $13.26bn | 103.4512 | 103.4574 | 0.159% | +0.006% | +0.00001% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $2.40bn | $13.40bn | 102.2562 | 102.2565 | 0.159% | +0.000% | +0.00000% |
| 912828GQ7 | 4.500% | Apr 30, 2012 | $16.45bn | – | $3.09bn | $13.36bn | 102.2270 | 102.2476 | 0.159% | +0.020% | +0.00003% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 133.1109 | 132.5828 | 0.158% | -0.397% | -0.00063% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 107.8196 | 107.4854 | 0.158% | -0.310% | -0.00049% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $5.87bn | $9.30bn | 143.6552 | 140.1454 | 0.155% | -2.443% | -0.00379% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $6.67bn | $9.92bn | 132.1645 | 128.6758 | 0.152% | -2.640% | -0.00402% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.67bn | $12.21bn | 104.1516 | 102.0545 | 0.148% | +0.027% | +0.00004% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 142.5409 | 141.8413 | 0.144% | -0.491% | -0.00071% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.15bn | $8.80bn | 136.6683 | 133.9111 | 0.140% | -2.017% | -0.00282% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.35bn | $11.75bn | 101.9800 | 101.9949 | 0.139% | +0.015% | +0.00002% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.81bn | $7.96bn | 150.3874 | 148.2950 | 0.139% | -1.391% | -0.00193% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.63bn | $8.72bn | 135.6226 | 132.8654 | 0.137% | -2.033% | -0.00279% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.27bn | $7.86bn | 150.4863 | 148.5299 | 0.137% | -1.300% | -0.00178% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $4.26bn | $6.92bn | 152.2833 | 149.7627 | 0.122% | -1.655% | -0.00203% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.91bn | $7.03bn | 148.1473 | 146.7991 | 0.121% | -0.910% | -0.00110% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.47bn | $7.31bn | 138.6329 | 135.8039 | 0.118% | -2.041% | -0.00240% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.41bn | $6.18bn | 160.0172 | 157.6453 | 0.115% | -1.482% | -0.00170% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.25bn | $7.27bn | 132.1198 | 131.9839 | 0.111% | -0.103% | -0.00011% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $4.58bn | $6.26bn | 151.1920 | 148.5134 | 0.110% | -1.772% | -0.00195% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $6.84bn | $6.24bn | 151.0220 | 149.8022 | 0.109% | -0.808% | -0.00088% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $401.0m | $4.60bn | 201.7029 | 198.4468 | 0.108% | -1.614% | -0.00174% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $9.13bn | – | $127.8m | $9.00bn | 100.3086 | 97.3820 | 0.105% | -2.918% | -0.00306% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.69bn | $5.83bn | 151.5855 | 148.8242 | 0.103% | -1.822% | -0.00187% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.24bn | $5.93bn | 148.6899 | 145.7284 | 0.102% | -1.992% | -0.00204% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.01bn | $5.49bn | 160.0642 | 157.5783 | 0.102% | -1.553% | -0.00158% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 149.1377 | 146.3231 | 0.100% | -1.887% | -0.00188% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 157.0793 | 155.4423 | 0.093% | -1.042% | -0.00097% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 142.6157 | 141.8334 | 0.083% | -0.549% | -0.00046% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.06bn | $4.36bn | 156.7414 | 154.6930 | 0.079% | -1.307% | -0.00104% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.59bn | $4.23bn | 152.3407 | 149.6841 | 0.075% | -1.744% | -0.00130% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 152.7394 | 151.8118 | 0.063% | -0.607% | -0.00038% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 150.8073 | 149.9533 | 0.059% | -0.566% | -0.00033% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.42bn | $3.08bn | 155.6786 | 153.9554 | 0.056% | -1.107% | -0.00062% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 156.8571 | 155.0714 | 0.055% | -1.138% | -0.00063% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 151.8245 | 150.1106 | 0.053% | -1.129% | -0.00060% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 153.1003 | 151.5038 | 0.051% | -1.043% | -0.00053% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 134.2249 | 133.8819 | 0.047% | -0.256% | -0.00012% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 137.1216 | 136.8647 | 0.045% | -0.187% | -0.00008% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 158.2284 | 156.5913 | 0.042% | -1.035% | -0.00043% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 135.0941 | 134.8719 | 0.029% | -0.164% | -0.00005% |
| Total | $7.94tn | 100.000% | -0.49987% | ||||||||
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.