Rebalance of April 30, 2012
US Treasury Aggregate constituents
Every one of the 309 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
- 309
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.879528%
- 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 +0.879528% against a published month return of +0.879528%, a difference of 6.9e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127953S8 | 0.000% | May 31, 2012 | $84.00bn | – | – | $84.00bn | 99.9914 | 99.9922 | 0.976% | +0.001% | +0.00001% |
| 9127953N9 | 0.000% | May 3, 2012 | $82.00bn | – | – | $82.00bn | 99.9953 | 99.9994 | 0.953% | +0.004% | +0.00004% |
| 9127953W9 | 0.000% | Jun 28, 2012 | $82.00bn | – | – | $82.00bn | 99.9825 | 99.9869 | 0.953% | +0.004% | +0.00004% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $4.34bn | $63.07bn | 106.6587 | 108.9615 | 0.782% | +2.159% | +0.01688% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $4.16bn | $65.93bn | 99.7637 | 101.9856 | 0.764% | +2.227% | +0.01702% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $15.38bn | $56.22bn | 114.3743 | 116.5381 | 0.747% | +1.892% | +0.01413% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $11.41bn | $56.17bn | 114.2181 | 116.5381 | 0.745% | +2.031% | +0.01514% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $3.67bn | $63.06bn | 100.7431 | 102.9749 | 0.738% | +2.215% | +0.01635% |
| 9127955M9 | 0.000% | May 10, 2012 | $60.00bn | – | – | $60.00bn | 99.9943 | 99.9983 | 0.697% | +0.004% | +0.00003% |
| 9127955N7 | 0.000% | May 17, 2012 | $60.00bn | – | – | $60.00bn | 99.9933 | 99.9967 | 0.697% | +0.003% | +0.00002% |
| 9127955P2 | 0.000% | May 24, 2012 | $60.00bn | – | – | $60.00bn | 99.9924 | 99.9953 | 0.697% | +0.003% | +0.00002% |
| 9127955R8 | 0.000% | Jun 7, 2012 | $60.00bn | – | – | $60.00bn | 99.9885 | 99.9916 | 0.697% | +0.003% | +0.00002% |
| 9127955T4 | 0.000% | Jun 21, 2012 | $60.00bn | – | – | $60.00bn | 99.9862 | 99.9884 | 0.697% | +0.002% | +0.00002% |
| 9127955S6 | 0.000% | Jun 14, 2012 | $60.00bn | – | – | $60.00bn | 99.9873 | 99.9900 | 0.697% | +0.003% | +0.00002% |
| 912795Y96 | 0.000% | Aug 23, 2012 | $56.00bn | – | – | $56.00bn | 99.9513 | 99.9585 | 0.650% | +0.007% | +0.00005% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $56.00bn | – | – | $56.00bn | 99.9323 | 99.9484 | 0.650% | +0.016% | +0.00010% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $18.47bn | $49.38bn | 106.2452 | 108.4543 | 0.610% | +2.079% | +0.01267% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $22.35bn | $45.87bn | 114.3053 | 116.4904 | 0.609% | +1.912% | +0.01164% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $20.51bn | $45.49bn | 110.5996 | 112.8798 | 0.585% | +2.062% | +0.01205% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $47.00bn | – | – | $47.00bn | 99.9705 | 99.9758 | 0.546% | +0.005% | +0.00003% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $7.03bn | $36.44bn | 123.3894 | 127.5505 | 0.522% | +3.372% | +0.01762% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $1.84bn | $40.65bn | 110.0780 | 113.8455 | 0.520% | +3.423% | +0.01779% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $49.38bn | – | $4.38bn | $45.00bn | 98.9145 | 101.1363 | 0.517% | +2.246% | +0.01162% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $6.08bn | $35.92bn | 123.4832 | 127.6442 | 0.515% | +3.370% | +0.01736% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $32.18bn | $38.86bn | 113.3826 | 115.4952 | 0.512% | +1.863% | +0.00954% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $1.71bn | $43.26bn | 101.2751 | 101.2909 | 0.509% | +0.016% | +0.00008% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $7.15bn | $35.75bn | 120.9354 | 125.0240 | 0.502% | +3.381% | +0.01698% |
| 912828NE6 | 0.750% | May 31, 2012 | $42.91bn | – | $0.7m | $42.91bn | 100.3478 | 100.3760 | 0.500% | +0.028% | +0.00014% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.49bn | 105.8887 | 106.2742 | 0.498% | +0.364% | +0.00181% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $9.97bn | $34.59bn | 123.3582 | 127.5192 | 0.496% | +3.373% | +0.01672% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.93bn | $40.33bn | 105.0949 | 105.4196 | 0.492% | +0.309% | +0.00152% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.85bn | $39.18bn | 105.5567 | 105.9626 | 0.481% | +0.385% | +0.00185% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 108.6370 | 109.3351 | 0.480% | +0.702% | +0.00337% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $0.3m | $41.16bn | 100.2847 | 100.3032 | 0.480% | +0.018% | +0.00009% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $2.77bn | $41.86bn | 98.4746 | 101.9111 | 0.479% | +3.490% | +0.01671% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.56bn | $39.15bn | 104.7942 | 105.1387 | 0.477% | +0.329% | +0.00157% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $3.93bn | $38.75bn | 105.2895 | 105.6563 | 0.474% | +0.348% | +0.00165% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $12.87bn | $32.03bn | 127.0659 | 131.4032 | 0.473% | +3.413% | +0.01614% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 100.9913 | 101.0179 | 0.472% | +0.026% | +0.00012% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 105.6707 | 105.9423 | 0.467% | +0.257% | +0.00120% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.86bn | $39.69bn | 101.2009 | 101.2479 | 0.467% | +0.046% | +0.00022% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $5.01bn | $39.48bn | 101.1775 | 101.2246 | 0.464% | +0.046% | +0.00022% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 101.2949 | 100.6226 | 0.463% | +0.015% | +0.00007% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $29.07bn | $35.35bn | 111.7246 | 113.6923 | 0.459% | +1.761% | +0.00808% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $4.84bn | $37.17bn | 105.9111 | 105.0065 | 0.457% | +0.267% | +0.00122% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $0.8m | $39.25bn | 100.2627 | 100.2813 | 0.457% | +0.018% | +0.00008% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.53bn | $36.36bn | 107.0264 | 106.2255 | 0.452% | +0.420% | +0.00190% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $6.77bn | $36.47bn | 106.4832 | 106.8486 | 0.451% | +0.343% | +0.00155% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $2.11bn | $38.36bn | 101.1610 | 101.2069 | 0.451% | +0.045% | +0.00020% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $0.3m | $38.08bn | 100.6298 | 100.6444 | 0.445% | +0.015% | +0.00006% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $3.66bn | $36.51bn | 104.8692 | 105.1501 | 0.445% | +0.268% | +0.00119% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 109.3932 | 111.6767 | 0.445% | +2.087% | +0.00929% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $82.9m | $37.86bn | 100.4506 | 100.5215 | 0.442% | +0.071% | +0.00031% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.55bn | $32.13bn | 117.3543 | 119.6707 | 0.438% | +1.974% | +0.00865% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $14.24bn | $28.77bn | 129.7071 | 134.0543 | 0.434% | +3.352% | +0.01453% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $0.2m | $37.13bn | 100.0958 | 100.1255 | 0.432% | +0.030% | +0.00013% |
| 912828KP4 | 1.375% | May 15, 2012 | $41.19bn | – | $4.50bn | $36.69bn | 100.6813 | 100.6659 | 0.429% | -0.015% | -0.00007% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.4722 | 100.5220 | 0.429% | +0.050% | +0.00021% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $1.04bn | $36.86bn | 100.1274 | 100.1257 | 0.429% | -0.002% | -0.00001% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.5353 | 100.5635 | 0.427% | +0.028% | +0.00012% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 99.9909 | 100.1045 | 0.425% | +0.114% | +0.00048% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $5.50bn | $35.82bn | 101.7751 | 101.8221 | 0.424% | +0.046% | +0.00020% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0120 | 100.0007 | 0.422% | +0.114% | +0.00048% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2521 | 100.2819 | 0.421% | +0.030% | +0.00013% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.1889 | 100.2813 | 0.420% | +0.092% | +0.00039% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $233.0m | $35.80bn | 100.7218 | 100.8128 | 0.419% | +0.090% | +0.00038% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 103.0055 | 103.8438 | 0.419% | +0.814% | +0.00341% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.6882 | 99.8231 | 0.419% | +0.135% | +0.00057% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.7507 | 99.8543 | 0.418% | +0.104% | +0.00043% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.7925 | 99.8648 | 0.418% | +0.073% | +0.00030% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.2837 | 100.0948 | 0.416% | -0.001% | -0.00001% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $43.4m | $35.65bn | 100.4502 | 100.4688 | 0.416% | +0.018% | +0.00008% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $8.13bn | $34.80bn | 102.3753 | 101.5453 | 0.414% | +0.044% | +0.00018% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $54.6m | $35.60bn | 99.9176 | 100.0313 | 0.413% | +0.114% | +0.00047% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $6.41bn | $33.57bn | 105.5721 | 105.8438 | 0.412% | +0.257% | +0.00106% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.8293 | 101.2840 | 0.410% | +0.947% | +0.00388% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $196.8m | $35.30bn | 99.8974 | 100.0109 | 0.410% | +0.114% | +0.00047% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.6522 | 101.5435 | 0.409% | +0.886% | +0.00362% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.5055 | 101.4284 | 0.409% | +0.918% | +0.00375% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.11bn | $30.25bn | 116.1820 | 118.0120 | 0.408% | +1.575% | +0.00643% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 105.5949 | 106.0758 | 0.407% | +0.455% | +0.00186% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.0464 | 101.0220 | 0.407% | +0.975% | +0.00397% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 99.8798 | 100.8558 | 0.406% | +0.977% | +0.00397% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 99.7115 | 100.7188 | 0.405% | +1.010% | +0.00410% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 99.5472 | 100.6162 | 0.405% | +1.074% | +0.00435% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $2.29bn | $34.63bn | 100.4310 | 100.4490 | 0.404% | +0.018% | +0.00007% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $2.03bn | $34.35bn | 100.3881 | 100.3965 | 0.401% | +0.008% | +0.00003% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $8.57bn | $34.14bn | 100.8197 | 100.8341 | 0.400% | +0.014% | +0.00006% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $36.90bn | $29.85bn | 114.4056 | 116.5069 | 0.397% | +1.837% | +0.00729% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $12.98bn | $30.23bn | 112.5941 | 116.4966 | 0.395% | +3.466% | +0.01371% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $1.36bn | $33.65bn | 101.1518 | 101.2315 | 0.395% | +0.079% | +0.00031% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $27.38bn | $31.29bn | 108.4801 | 110.3867 | 0.394% | +1.758% | +0.00693% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.7242 | 100.8145 | 0.390% | +0.090% | +0.00035% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.46bn | $21.54bn | 154.5906 | 158.6475 | 0.387% | +2.624% | +0.01015% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 119.3979 | 121.7063 | 0.387% | +1.933% | +0.00748% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.1645 | 104.0027 | 0.387% | +0.813% | +0.00314% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $4.23bn | $32.98bn | 100.6707 | 100.4079 | 0.386% | +0.049% | +0.00019% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 107.9667 | 108.0865 | 0.384% | +0.111% | +0.00043% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.2208 | 100.5106 | 0.384% | +0.289% | +0.00111% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 99.5120 | 99.8443 | 0.384% | +0.334% | +0.00128% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $3.08bn | $32.51bn | 100.7277 | 100.7222 | 0.380% | -0.005% | -0.00002% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $1.82bn | $32.63bn | 99.9245 | 100.2668 | 0.379% | +0.343% | +0.00130% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $5.14bn | $31.06bn | 104.7623 | 105.0031 | 0.378% | +0.230% | +0.00087% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $3.97bn | $31.64bn | 102.7908 | 102.9920 | 0.378% | +0.196% | +0.00074% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.0046 | 101.2828 | 0.376% | +0.275% | +0.00103% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $4.61bn | $14.88bn | 216.7872 | 220.6453 | 0.375% | +3.014% | +0.01130% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.6226 | 102.5659 | 0.374% | +0.554% | +0.00207% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.1631 | 102.6996 | 0.374% | +0.525% | +0.00197% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | $8.0m | $31.99bn | 100.6339 | 100.9025 | 0.374% | +0.267% | +0.00100% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $1.96bn | $32.31bn | 99.4598 | 99.7610 | 0.373% | +0.303% | +0.00113% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.3885 | 100.3969 | 0.373% | +0.257% | +0.00096% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 102.2996 | 102.8356 | 0.373% | +0.524% | +0.00195% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $3.30bn | $30.21bn | 105.9550 | 106.0436 | 0.372% | +0.084% | +0.00031% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $4.66bn | $31.55bn | 101.3663 | 101.4242 | 0.372% | +0.057% | +0.00021% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $2.22bn | $32.00bn | 99.6746 | 100.0479 | 0.371% | +0.375% | +0.00139% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.5747 | 99.8757 | 0.370% | +0.302% | +0.00112% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $3.89bn | $32.01bn | 99.3760 | 99.7084 | 0.370% | +0.335% | +0.00124% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.1844 | 105.8125 | 0.365% | +0.597% | +0.00218% |
| 9127956A4 | 0.000% | Aug 9, 2012 | $31.00bn | – | – | $31.00bn | 99.9597 | 99.9691 | 0.360% | +0.009% | +0.00003% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $4.66bn | $30.71bn | 100.9022 | 100.9257 | 0.360% | +0.023% | +0.00008% |
| 9127956B2 | 0.000% | Aug 16, 2012 | $31.00bn | – | – | $31.00bn | 99.9537 | 99.9640 | 0.360% | +0.010% | +0.00004% |
| 9127956C0 | 0.000% | Aug 30, 2012 | $31.00bn | – | – | $31.00bn | 99.9447 | 99.9593 | 0.360% | +0.015% | +0.00005% |
| 9127956H9 | 0.000% | Sep 13, 2012 | $31.00bn | – | – | $31.00bn | 99.9443 | 99.9509 | 0.360% | +0.007% | +0.00002% |
| 9127956G1 | 0.000% | Sep 6, 2012 | $31.00bn | – | – | $31.00bn | 99.9422 | 99.9534 | 0.360% | +0.011% | +0.00004% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $6.53bn | $29.68bn | 103.8870 | 103.1926 | 0.358% | +0.234% | +0.00084% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $13.35bn | $25.43bn | 120.9042 | 125.0553 | 0.357% | +3.433% | +0.01226% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 102.9658 | 103.6060 | 0.355% | +0.622% | +0.00221% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 107.2977 | 107.4914 | 0.350% | +0.181% | +0.00063% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 113.1082 | 114.6370 | 0.344% | +1.352% | +0.00466% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $650.3m | $26.64bn | 111.0326 | 111.2548 | 0.344% | +0.200% | +0.00069% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.1971 | 110.6335 | 0.343% | +0.898% | +0.00308% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 110.6573 | 111.7500 | 0.340% | +0.987% | +0.00336% |
| 9127955Y3 | 0.000% | Aug 2, 2012 | $29.00bn | – | – | $29.00bn | 99.9653 | 99.9739 | 0.337% | +0.009% | +0.00003% |
| 9127956J5 | 0.000% | Sep 27, 2012 | $29.00bn | – | – | $29.00bn | 99.9296 | 99.9458 | 0.337% | +0.016% | +0.00005% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 104.0431 | 105.2534 | 0.337% | +1.163% | +0.00392% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.0793 | 104.6250 | 0.336% | +0.524% | +0.00176% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $28.28bn | – | $282.3m | $28.00bn | 103.0045 | 105.2131 | 0.335% | +2.144% | +0.00719% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 104.5120 | 104.8801 | 0.335% | +1.249% | +0.00418% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.30bn | $25.91bn | 110.4540 | 110.8352 | 0.332% | +0.345% | +0.00115% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 112.6425 | 113.2311 | 0.329% | +0.523% | +0.00172% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $31.85bn | – | $2.93bn | $28.92bn | 97.6535 | 101.0900 | 0.328% | +3.519% | +0.01155% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $4.26bn | $28.03bn | 100.5447 | 100.3969 | 0.327% | +0.102% | +0.00033% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $1.32bn | $21.69bn | 129.6916 | 129.6361 | 0.327% | -0.043% | -0.00014% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $1.10bn | $28.31bn | 99.0608 | 100.8879 | 0.326% | +1.844% | +0.00601% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $5.24bn | $27.61bn | 100.5034 | 100.6058 | 0.322% | +0.102% | +0.00033% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $4.80bn | $27.20bn | 101.6944 | 101.9303 | 0.321% | +0.232% | +0.00075% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $19.28bn | $22.15bn | 124.6123 | 128.9083 | 0.321% | +3.448% | +0.01106% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $3.27bn | $26.78bn | 102.4457 | 102.5652 | 0.319% | +0.117% | +0.00037% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $5.03bn | $26.24bn | 102.8918 | 103.0313 | 0.314% | +0.136% | +0.00043% |
| 9127955U1 | 0.000% | Jul 5, 2012 | $27.00bn | – | – | $27.00bn | 99.9784 | 99.9853 | 0.314% | +0.007% | +0.00002% |
| 9127955W7 | 0.000% | Jul 12, 2012 | $27.00bn | – | – | $27.00bn | 99.9769 | 99.9818 | 0.314% | +0.005% | +0.00002% |
| 9127955X5 | 0.000% | Jul 19, 2012 | $27.00bn | – | – | $27.00bn | 99.9753 | 99.9800 | 0.314% | +0.005% | +0.00001% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $4.24bn | $12.54bn | 210.8071 | 214.5286 | 0.307% | +2.973% | +0.00913% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $8.20bn | $25.52bn | 103.0744 | 103.2221 | 0.306% | +0.143% | +0.00044% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 103.7915 | 105.0651 | 0.305% | +1.227% | +0.00374% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.1504 | 110.1808 | 0.304% | +0.944% | +0.00287% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.11bn | $19.89bn | 131.6884 | 131.5211 | 0.304% | -0.127% | -0.00039% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $1.17bn | $25.06bn | 104.2358 | 104.3272 | 0.303% | +0.088% | +0.00027% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 130.4067 | 130.2559 | 0.303% | -0.116% | -0.00035% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 109.2351 | 110.2228 | 0.302% | +0.904% | +0.00273% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8517 | 99.8664 | 0.302% | +0.015% | +0.00004% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8385 | 99.8445 | 0.302% | +0.006% | +0.00002% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 104.6353 | 105.1284 | 0.295% | +0.471% | +0.00139% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 110.9240 | 111.9940 | 0.293% | +0.965% | +0.00282% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 109.4253 | 110.3804 | 0.292% | +0.873% | +0.00255% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 131.5682 | 131.6034 | 0.290% | +0.027% | +0.00008% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $3.04bn | $22.43bn | 111.4042 | 111.7740 | 0.290% | +0.332% | +0.00096% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $25.00bn | – | – | $25.00bn | 99.9271 | 99.9335 | 0.290% | +0.006% | +0.00002% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 110.7098 | 111.6250 | 0.290% | +0.827% | +0.00240% |
| 9127955L1 | 0.000% | Nov 15, 2012 | $25.00bn | – | – | $25.00bn | 99.9106 | 99.9226 | 0.290% | +0.012% | +0.00004% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $25.00bn | – | – | $25.00bn | 99.8925 | 99.9054 | 0.290% | +0.013% | +0.00004% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $25.00bn | – | – | $25.00bn | 99.8729 | 99.8937 | 0.290% | +0.021% | +0.00006% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 111.4554 | 112.4955 | 0.290% | +0.933% | +0.00270% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 106.9358 | 108.1563 | 0.289% | +1.141% | +0.00330% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $2.03bn | $22.69bn | 109.5800 | 109.8561 | 0.289% | +0.252% | +0.00073% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.7524 | 105.5054 | 0.288% | +0.712% | +0.00205% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.50bn | $21.97bn | 112.6065 | 113.0601 | 0.287% | +0.403% | +0.00116% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $5.09bn | $24.81bn | 99.6950 | 101.3352 | 0.287% | +1.645% | +0.00473% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 106.5123 | 107.9093 | 0.286% | +1.312% | +0.00375% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.64bn | $23.27bn | 105.7019 | 109.4495 | 0.286% | +3.545% | +0.01013% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $4.67bn | $24.87bn | 98.4942 | 100.2500 | 0.285% | +1.783% | +0.00507% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $7.95bn | $24.06bn | 101.8111 | 102.0346 | 0.285% | +0.220% | +0.00062% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.4679 | 105.2941 | 0.283% | +0.791% | +0.00223% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 109.8940 | 110.9117 | 0.279% | +0.926% | +0.00258% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $6.08bn | $23.81bn | 100.7595 | 102.3465 | 0.279% | +1.575% | +0.00439% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $5.55bn | $17.10bn | 140.1508 | 143.3049 | 0.278% | +2.251% | +0.00627% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $862.8m | $22.97bn | 104.2802 | 104.3390 | 0.278% | +0.056% | +0.00016% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $9.01bn | $23.45bn | 100.9734 | 101.0640 | 0.275% | +0.090% | +0.00025% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $2.53bn | $22.54bn | 105.0072 | 103.7262 | 0.275% | +0.090% | +0.00025% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 115.4059 | 116.0144 | 0.274% | +0.527% | +0.00145% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $6.99bn | $17.00bn | 138.7731 | 144.0235 | 0.274% | +3.783% | +0.01037% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 111.6346 | 111.1960 | 0.273% | +1.007% | +0.00275% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 111.2255 | 111.2480 | 0.271% | +0.256% | +0.00069% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 105.9185 | 106.6593 | 0.271% | +0.699% | +0.00190% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 141.5853 | 145.5966 | 0.271% | +2.833% | +0.00767% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $10.86bn | $22.72bn | 102.3931 | 101.9609 | 0.270% | +0.188% | +0.00051% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $1.16bn | $17.85bn | 129.8600 | 130.0453 | 0.269% | +0.143% | +0.00038% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $7.87bn | $18.53bn | 124.0498 | 128.1583 | 0.267% | +3.312% | +0.00885% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $1.86bn | $21.45bn | 104.6999 | 104.7813 | 0.261% | +0.078% | +0.00020% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.4004 | 110.5871 | 0.261% | +1.085% | +0.00283% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.7629 | 132.7243 | 0.259% | +0.730% | +0.00189% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $861.3m | $21.28bn | 104.7373 | 104.7874 | 0.259% | +0.048% | +0.00012% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 114.9873 | 115.6271 | 0.259% | +0.556% | +0.00144% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 107.8262 | 109.0254 | 0.257% | +1.112% | +0.00286% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 121.0967 | 123.3065 | 0.253% | +1.825% | +0.00462% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 130.5292 | 131.0035 | 0.252% | +0.363% | +0.00092% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 118.4224 | 119.5096 | 0.252% | +0.918% | +0.00231% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $6.98bn | $20.84bn | 103.4588 | 103.5861 | 0.251% | +0.123% | +0.00031% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $7.13bn | $14.88bn | 144.8702 | 149.0457 | 0.251% | +2.882% | +0.00722% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.5566 | 130.3624 | 0.248% | +0.622% | +0.00154% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $11.88bn | $20.86bn | 101.8802 | 102.0110 | 0.247% | +0.128% | +0.00032% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 118.2792 | 119.6803 | 0.243% | +1.185% | +0.00288% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 125.6247 | 129.8582 | 0.243% | +3.370% | +0.00820% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $12.14bn | $20.56bn | 101.4018 | 101.5440 | 0.242% | +0.140% | +0.00034% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $889.8m | $19.85bn | 104.4471 | 102.9147 | 0.241% | +0.029% | +0.00007% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 110.8929 | 111.7143 | 0.233% | +0.741% | +0.00172% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $10.38bn | $19.93bn | 99.8721 | 101.5748 | 0.231% | +1.705% | +0.00394% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 146.0077 | 150.3701 | 0.228% | +2.988% | +0.00681% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 141.1970 | 145.6537 | 0.228% | +3.156% | +0.00718% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 132.3770 | 133.8243 | 0.225% | +1.093% | +0.00246% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 117.8482 | 118.8304 | 0.222% | +0.833% | +0.00185% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 136.5690 | 140.8723 | 0.221% | +3.151% | +0.00696% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $2.41bn | $18.12bn | 104.9358 | 105.0256 | 0.221% | +0.086% | +0.00019% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 119.6133 | 120.9293 | 0.219% | +1.100% | +0.00241% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 109.2339 | 110.6717 | 0.219% | +1.316% | +0.00288% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 103.8712 | 103.9087 | 0.219% | +0.036% | +0.00008% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 126.9713 | 129.1370 | 0.216% | +1.706% | +0.00369% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $12.56bn | $17.37bn | 106.7318 | 108.3585 | 0.215% | +1.524% | +0.00328% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 130.6310 | 134.7010 | 0.212% | +3.116% | +0.00662% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.0698 | 111.8899 | 0.211% | +0.738% | +0.00156% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $7.93bn | $13.48bn | 134.5343 | 138.9952 | 0.211% | +3.316% | +0.00699% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $3.10bn | $17.47bn | 102.2637 | 102.3055 | 0.208% | +0.041% | +0.00008% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $2.15bn | $17.49bn | 102.1274 | 102.1322 | 0.208% | +0.005% | +0.00001% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.04bn | $17.90bn | 99.6638 | 101.3984 | 0.207% | +1.740% | +0.00361% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 117.8784 | 119.0282 | 0.207% | +0.975% | +0.00202% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 119.5508 | 120.3341 | 0.207% | +0.655% | +0.00136% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 108.2596 | 109.7188 | 0.205% | +1.348% | +0.00276% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $1.59bn | $16.66bn | 105.1655 | 105.2043 | 0.204% | +0.037% | +0.00008% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $2.62bn | $16.88bn | 103.6566 | 103.7153 | 0.203% | +0.057% | +0.00012% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 109.2657 | 110.8373 | 0.201% | +1.438% | +0.00289% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 125.0224 | 126.6800 | 0.200% | +1.326% | +0.00265% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $211.2m | $15.07bn | 114.2681 | 113.4490 | 0.200% | -0.130% | -0.00026% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 106.3255 | 107.0762 | 0.199% | +0.706% | +0.00140% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 132.2480 | 133.8987 | 0.198% | +1.248% | +0.00248% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 128.8935 | 129.7212 | 0.198% | +0.642% | +0.00127% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 121.0428 | 122.7623 | 0.197% | +1.421% | +0.00280% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 105.5343 | 106.2330 | 0.193% | +0.662% | +0.00128% |
| 912828GU8 | 4.750% | May 31, 2012 | $16.24bn | – | $0.8m | $16.24bn | 102.3593 | 102.3607 | 0.193% | +0.001% | +0.00000% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 116.7665 | 118.4602 | 0.193% | +1.450% | +0.00279% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 127.2200 | 129.1670 | 0.192% | +1.530% | +0.00294% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $24.7m | $14.98bn | 110.3806 | 109.7929 | 0.192% | -0.228% | -0.00044% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 122.0962 | 126.2572 | 0.188% | +3.408% | +0.00641% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $0.9m | $15.51bn | 103.7644 | 101.8543 | 0.187% | +0.026% | +0.00005% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $20.42bn | $10.22bn | 155.6487 | 158.5048 | 0.185% | +1.835% | +0.00339% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $14.79bn | $15.32bn | 102.6779 | 103.4735 | 0.183% | +1.627% | +0.00297% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $2.71bn | $15.08bn | 102.5279 | 102.5571 | 0.180% | +0.028% | +0.00005% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 118.9372 | 120.1707 | 0.179% | +1.037% | +0.00186% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $15.33bn | $14.54bn | 105.6957 | 107.3125 | 0.179% | +1.530% | +0.00273% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $17.09bn | $14.35bn | 106.9921 | 108.6178 | 0.178% | +1.519% | +0.00271% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 105.8554 | 106.5247 | 0.178% | +0.632% | +0.00112% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $834.0m | $14.87bn | 102.6772 | 102.7188 | 0.177% | +0.040% | +0.00007% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $20.99bn | $13.09bn | 116.6360 | 118.2572 | 0.177% | +1.390% | +0.00246% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $1.01bn | $14.89bn | 102.4018 | 102.4152 | 0.177% | +0.013% | +0.00002% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $1.37bn | $14.59bn | 103.2372 | 103.2546 | 0.175% | +0.017% | +0.00003% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.15bn | $9.89bn | 150.2304 | 154.7596 | 0.173% | +3.015% | +0.00521% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.26bn | $13.57bn | 108.8918 | 109.1634 | 0.172% | +1.455% | +0.00250% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 108.7779 | 110.2758 | 0.168% | +1.377% | +0.00231% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 108.4543 | 107.8821 | 0.168% | +0.683% | +0.00115% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.54bn | $10.30bn | 139.8372 | 143.5652 | 0.167% | +2.666% | +0.00446% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $2.36bn | $13.29bn | 103.4574 | 103.4962 | 0.160% | +0.038% | +0.00006% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $2.38bn | $13.42bn | 102.2565 | 102.2813 | 0.159% | +0.024% | +0.00004% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 132.5828 | 133.6490 | 0.157% | +0.804% | +0.00127% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 107.4854 | 108.1923 | 0.157% | +0.658% | +0.00103% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $3.20bn | $12.68bn | 102.0545 | 102.0475 | 0.150% | -0.007% | -0.00001% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.13bn | $9.04bn | 140.1454 | 145.2330 | 0.147% | +3.630% | +0.00534% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 141.8413 | 143.2260 | 0.143% | +0.976% | +0.00140% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $4.04bn | $12.05bn | 101.9949 | 102.0075 | 0.143% | +0.012% | +0.00002% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.83bn | $7.95bn | 148.2950 | 151.4876 | 0.137% | +2.153% | +0.00295% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.15bn | $8.80bn | 133.9111 | 137.9856 | 0.137% | +3.043% | +0.00417% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $7.55bn | $9.04bn | 128.6758 | 132.9918 | 0.135% | +3.354% | +0.00453% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.63bn | $8.72bn | 132.8654 | 136.9399 | 0.135% | +3.067% | +0.00413% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.82bn | $7.32bn | 148.5299 | 151.5762 | 0.126% | +2.051% | +0.00259% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.91bn | $7.03bn | 146.7991 | 149.1027 | 0.120% | +1.569% | +0.00188% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $4.54bn | $6.64bn | 149.7627 | 153.5292 | 0.116% | +2.515% | +0.00291% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.50bn | $7.28bn | 135.8039 | 139.9296 | 0.115% | +3.038% | +0.00349% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.41bn | $6.18bn | 157.6453 | 161.3365 | 0.113% | +2.342% | +0.00265% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $3.25bn | $7.27bn | 131.9839 | 132.4427 | 0.111% | +0.348% | +0.00039% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $401.0m | $4.60bn | 198.4468 | 203.1623 | 0.106% | +3.464% | +0.00367% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.01bn | $6.07bn | 149.8022 | 152.0405 | 0.106% | +1.494% | +0.00158% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $4.78bn | $6.05bn | 148.5134 | 152.5313 | 0.104% | +2.705% | +0.00283% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.30bn | $5.87bn | 145.7284 | 150.1538 | 0.099% | +3.037% | +0.00302% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $3.82bn | $5.70bn | 148.8242 | 152.9145 | 0.099% | +2.748% | +0.00271% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 146.3231 | 150.4873 | 0.098% | +2.846% | +0.00278% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.21bn | $5.29bn | 157.5783 | 161.3733 | 0.097% | +2.408% | +0.00233% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $9.13bn | – | $741.8m | $8.39bn | 97.3820 | 101.7294 | 0.095% | +4.464% | +0.00424% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 155.4423 | 158.0144 | 0.092% | +1.655% | +0.00153% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 141.8334 | 143.3530 | 0.083% | +1.071% | +0.00089% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.08bn | $4.34bn | 154.6930 | 157.8630 | 0.078% | +2.049% | +0.00160% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.64bn | $4.18bn | 149.6841 | 153.7218 | 0.073% | +2.698% | +0.00196% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 151.8118 | 153.9351 | 0.063% | +1.399% | +0.00088% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 149.9533 | 151.8990 | 0.058% | +1.298% | +0.00076% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 155.0714 | 157.9063 | 0.054% | +1.828% | +0.00099% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.50bn | $3.00bn | 153.9554 | 156.7902 | 0.054% | +1.841% | +0.00099% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 150.1106 | 152.8005 | 0.053% | +1.792% | +0.00094% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 151.5038 | 153.9310 | 0.050% | +1.602% | +0.00080% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 133.8819 | 134.5876 | 0.047% | +0.527% | +0.00025% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 136.8647 | 137.5264 | 0.044% | +0.484% | +0.00021% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 156.5913 | 159.1322 | 0.041% | +1.623% | +0.00067% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 134.8719 | 135.4997 | 0.029% | +0.465% | +0.00014% |
| Total | $7.99tn | 100.000% | +0.87953% | ||||||||
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.