Rebalance of May 31, 2012
US Treasury Aggregate constituents
Every one of the 313 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
- 313
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.412668%
- Market value
- $8.77tn
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 +1.412668% against a published month return of +1.412668%, a difference of 9.3e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127953W9 | 0.000% | Jun 28, 2012 | $82.00bn | – | – | $82.00bn | 99.9869 | 99.9969 | 0.935% | +0.010% | +0.00009% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $77.00bn | – | – | $77.00bn | 99.9758 | 99.9953 | 0.878% | +0.020% | +0.00017% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $5.16bn | $62.25bn | 108.9615 | 110.9338 | 0.773% | +3.015% | +0.02331% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $4.32bn | $65.78bn | 101.9856 | 104.6549 | 0.765% | +3.598% | +0.02751% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $8.21bn | $66.00bn | 101.1363 | 104.9317 | 0.761% | +3.753% | +0.02856% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $15.38bn | $56.21bn | 116.5381 | 119.7218 | 0.747% | +2.732% | +0.02040% |
| 9127955R8 | 0.000% | Jun 7, 2012 | $60.00bn | – | – | $60.00bn | 99.9916 | 99.9996 | 0.684% | +0.008% | +0.00006% |
| 9127955S6 | 0.000% | Jun 14, 2012 | $60.00bn | – | – | $60.00bn | 99.9900 | 99.9996 | 0.684% | +0.010% | +0.00007% |
| 9127955T4 | 0.000% | Jun 21, 2012 | $60.00bn | – | – | $60.00bn | 99.9884 | 99.9982 | 0.684% | +0.010% | +0.00007% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $16.78bn | $50.81bn | 116.5381 | 120.0968 | 0.675% | +3.054% | +0.02061% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $9.24bn | $57.49bn | 102.9749 | 106.5934 | 0.675% | +3.514% | +0.02372% |
| 9127955U1 | 0.000% | Jul 5, 2012 | $58.00bn | – | – | $58.00bn | 99.9853 | 99.9971 | 0.661% | +0.012% | +0.00008% |
| 9127955W7 | 0.000% | Jul 12, 2012 | $58.00bn | – | – | $58.00bn | 99.9818 | 99.9953 | 0.661% | +0.014% | +0.00009% |
| 9127955X5 | 0.000% | Jul 19, 2012 | $57.00bn | – | – | $57.00bn | 99.9800 | 99.9959 | 0.650% | +0.016% | +0.00010% |
| 912795Y96 | 0.000% | Aug 23, 2012 | $56.00bn | – | – | $56.00bn | 99.9585 | 99.9860 | 0.638% | +0.028% | +0.00018% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $56.00bn | – | – | $56.00bn | 99.9484 | 99.9720 | 0.638% | +0.024% | +0.00015% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $22.41bn | $45.81bn | 116.4904 | 117.9742 | 0.608% | +2.776% | +0.01689% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $53.00bn | – | – | $53.00bn | 99.9335 | 99.9572 | 0.604% | +0.024% | +0.00014% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $20.19bn | $47.65bn | 108.4543 | 111.7091 | 0.589% | +3.001% | +0.01768% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $24.57bn | $41.43bn | 112.8798 | 114.9569 | 0.533% | +3.224% | +0.01719% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $2.07bn | $40.42bn | 113.8455 | 125.3523 | 0.525% | +10.107% | +0.05303% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $7.78bn | $35.69bn | 127.5505 | 137.5146 | 0.519% | +9.527% | +0.04945% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $32.25bn | $38.79bn | 115.4952 | 116.8434 | 0.511% | +2.628% | +0.01342% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $1.19bn | $43.79bn | 101.2909 | 100.6260 | 0.506% | +0.022% | +0.00011% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $8.11bn | $34.80bn | 125.0240 | 135.0088 | 0.496% | +9.686% | +0.04804% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $8.08bn | $33.92bn | 127.6442 | 137.7646 | 0.494% | +9.642% | +0.04760% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $10.79bn | $33.78bn | 127.5192 | 137.3896 | 0.491% | +9.456% | +0.04643% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.93bn | $40.49bn | 106.2742 | 106.4547 | 0.491% | +0.170% | +0.00083% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $2.77bn | $41.86bn | 101.9111 | 110.9569 | 0.486% | +10.409% | +0.05062% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.93bn | $40.34bn | 105.4196 | 104.4746 | 0.485% | +0.111% | +0.00054% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $5.29bn | $41.92bn | 101.0900 | 111.7311 | 0.483% | +10.526% | +0.05086% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.32bn | $39.71bn | 105.9626 | 106.1315 | 0.480% | +0.159% | +0.00076% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $1.18bn | $39.53bn | 105.1387 | 105.2461 | 0.474% | +0.102% | +0.00048% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 109.3351 | 108.9099 | 0.474% | -0.389% | -0.00184% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $13.41bn | $31.49bn | 131.4032 | 143.8283 | 0.472% | +9.456% | +0.04461% |
| 912828NS5 | 0.625% | Jun 30, 2012 | $41.16bn | – | $0.3m | $41.16bn | 100.3032 | 100.2940 | 0.471% | -0.009% | -0.00004% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $3.82bn | $38.86bn | 105.6563 | 105.8166 | 0.468% | +0.152% | +0.00071% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $4.15bn | $40.34bn | 101.2246 | 101.2167 | 0.466% | -0.008% | -0.00004% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $1.28bn | $40.28bn | 101.2479 | 101.3025 | 0.465% | +0.054% | +0.00025% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 101.0179 | 101.0195 | 0.463% | +0.002% | +0.00001% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 105.9423 | 106.0096 | 0.460% | +0.064% | +0.00029% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $5.67bn | $37.57bn | 106.8486 | 107.0409 | 0.458% | +0.180% | +0.00082% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $1.30bn | $39.18bn | 101.2069 | 101.2289 | 0.452% | +0.022% | +0.00010% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $4.34bn | $37.67bn | 105.0065 | 105.1440 | 0.451% | +0.131% | +0.00059% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 100.6226 | 100.6453 | 0.451% | +0.023% | +0.00010% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $0.8m | $39.25bn | 100.2813 | 100.2720 | 0.449% | -0.009% | -0.00004% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 111.6767 | 114.5192 | 0.446% | +2.545% | +0.01134% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $3.44bn | $36.74bn | 105.1501 | 105.2252 | 0.440% | +0.071% | +0.00031% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.53bn | $36.36bn | 106.2255 | 106.4049 | 0.440% | +0.169% | +0.00074% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.65bn | $32.03bn | 119.6707 | 122.2202 | 0.437% | +2.130% | +0.00931% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $0.3m | $38.08bn | 100.6444 | 100.6352 | 0.437% | -0.009% | -0.00004% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $18.9m | $37.93bn | 100.5215 | 100.3139 | 0.435% | +0.042% | +0.00018% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.95bn | $33.46bn | 113.6923 | 114.7694 | 0.434% | +2.322% | +0.01007% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $663.9m | $37.24bn | 100.1257 | 100.1260 | 0.425% | +0.000% | +0.00000% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $0.2m | $37.13bn | 100.1255 | 100.1573 | 0.424% | +0.032% | +0.00013% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $15.34bn | $27.67bn | 134.0543 | 146.8650 | 0.423% | +9.556% | +0.04041% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.5220 | 100.5127 | 0.421% | -0.009% | -0.00004% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $5.08bn | $36.23bn | 101.8221 | 101.1260 | 0.421% | -0.008% | -0.00004% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.5635 | 100.5958 | 0.419% | +0.032% | +0.00013% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $5.23bn | $34.74bn | 105.8438 | 105.9111 | 0.419% | +0.064% | +0.00027% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1045 | 100.0007 | 0.418% | +0.021% | +0.00009% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 103.8438 | 104.4402 | 0.414% | +0.574% | +0.00238% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0007 | 100.0530 | 0.414% | +0.052% | +0.00022% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2819 | 100.3139 | 0.413% | +0.032% | +0.00013% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $321.1m | $36.06bn | 100.3965 | 100.1889 | 0.413% | +0.042% | +0.00017% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $130.0m | $35.91bn | 100.8128 | 100.7830 | 0.413% | -0.030% | -0.00012% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.2813 | 100.3444 | 0.412% | +0.063% | +0.00026% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.8231 | 99.8650 | 0.411% | +0.042% | +0.00017% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | – | $35.94bn | 100.2836 | 101.2323 | 0.411% | +0.946% | +0.00389% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.8543 | 99.8962 | 0.411% | +0.042% | +0.00017% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.8648 | 99.9066 | 0.411% | +0.042% | +0.00017% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | – | $35.94bn | 99.9694 | 100.0217 | 0.410% | +0.052% | +0.00021% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $752.6m | $34.86bn | 102.9920 | 103.0152 | 0.409% | +0.023% | +0.00009% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $0.4m | $35.70bn | 100.4688 | 100.5532 | 0.409% | +0.084% | +0.00034% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $0.6m | $35.59bn | 100.7222 | 100.7249 | 0.409% | +0.003% | +0.00001% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.0948 | 100.1264 | 0.408% | +0.032% | +0.00013% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.11bn | $30.25bn | 118.0120 | 118.3607 | 0.407% | +1.884% | +0.00767% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $24.6m | $35.63bn | 100.0313 | 100.0838 | 0.406% | +0.053% | +0.00021% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $7.86bn | $35.07bn | 101.5453 | 101.5372 | 0.406% | -0.008% | -0.00003% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.5435 | 102.1590 | 0.405% | +0.606% | +0.00246% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.4284 | 102.0444 | 0.405% | +0.607% | +0.00246% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.2840 | 101.9620 | 0.404% | +0.669% | +0.00271% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 101.0222 | 101.9506 | 0.403% | +0.919% | +0.00370% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.0220 | 101.3461 | 0.403% | +0.754% | +0.00304% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $195.8m | $35.30bn | 100.0109 | 100.0632 | 0.402% | +0.052% | +0.00021% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.8558 | 101.6178 | 0.402% | +0.756% | +0.00304% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 100.7188 | 101.5433 | 0.402% | +0.819% | +0.00329% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 106.0758 | 105.2246 | 0.402% | +0.199% | +0.00080% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 100.6162 | 101.4711 | 0.401% | +0.850% | +0.00341% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $2.06bn | $34.86bn | 100.4490 | 100.4392 | 0.399% | -0.010% | -0.00004% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $828.9m | $35.00bn | 100.0212 | 100.0111 | 0.399% | -0.010% | -0.00004% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $8.25bn | $34.47bn | 100.8341 | 100.8269 | 0.396% | -0.007% | -0.00003% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.08bn | $29.68bn | 116.5069 | 119.3781 | 0.394% | +2.464% | +0.00971% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $857.9m | $34.15bn | 101.2315 | 101.3166 | 0.394% | +0.084% | +0.00033% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $27.38bn | $31.29bn | 110.3867 | 112.7459 | 0.394% | +2.137% | +0.00842% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $2.31bn | $33.89bn | 101.4242 | 101.5195 | 0.392% | +0.094% | +0.00037% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $13.73bn | $29.49bn | 116.4966 | 127.9828 | 0.392% | +9.860% | +0.03861% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $3.02bn | $34.19bn | 100.4079 | 100.4606 | 0.391% | +0.052% | +0.00021% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.47bn | $21.53bn | 158.6475 | 163.7874 | 0.389% | +3.240% | +0.01262% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $467.5m | $33.98bn | 100.2668 | 100.1736 | 0.388% | +0.094% | +0.00037% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 121.7063 | 123.8931 | 0.387% | +1.797% | +0.00695% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.8145 | 100.8152 | 0.383% | +0.001% | +0.00000% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 104.0027 | 104.5367 | 0.383% | +0.513% | +0.00196% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.5106 | 100.6157 | 0.378% | +0.105% | +0.00040% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 99.8443 | 99.9592 | 0.378% | +0.115% | +0.00043% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 108.0865 | 106.0088 | 0.377% | +0.044% | +0.00017% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $1.15bn | $33.12bn | 99.7610 | 99.9073 | 0.377% | +0.147% | +0.00055% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $1.57bn | $32.65bn | 100.0479 | 100.1732 | 0.372% | +0.125% | +0.00047% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $5.14bn | $31.07bn | 105.0031 | 103.9124 | 0.372% | +0.033% | +0.00012% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $3.36bn | $32.54bn | 99.7084 | 99.8547 | 0.370% | +0.147% | +0.00054% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $2.94bn | $30.58bn | 106.0436 | 106.0306 | 0.370% | -0.012% | -0.00005% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.2828 | 101.3151 | 0.369% | +0.032% | +0.00012% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $4.82bn | $14.68bn | 220.6453 | 229.6691 | 0.369% | +4.090% | +0.01510% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.6996 | 102.9617 | 0.369% | +0.255% | +0.00094% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | $4.0m | $32.00bn | 100.9025 | 100.9557 | 0.368% | +0.053% | +0.00019% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 102.8356 | 103.0659 | 0.367% | +0.224% | +0.00082% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.5659 | 102.8587 | 0.367% | +0.285% | +0.00105% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.3969 | 100.5330 | 0.366% | +0.136% | +0.00050% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $5.82bn | $32.00bn | 99.9851 | 100.1419 | 0.365% | +0.157% | +0.00057% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.8757 | 99.9592 | 0.364% | +0.084% | +0.00030% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.8125 | 106.2328 | 0.360% | +0.397% | +0.00143% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $5.93bn | $30.29bn | 103.1926 | 103.1943 | 0.356% | +0.002% | +0.00001% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $13.84bn | $24.94bn | 125.0553 | 134.6963 | 0.356% | +9.409% | +0.03345% |
| 912828KX7 | 1.875% | Jun 15, 2012 | $35.37bn | – | $4.66bn | $30.71bn | 100.9257 | 100.9283 | 0.353% | +0.003% | +0.00001% |
| 9127956A4 | 0.000% | Aug 9, 2012 | $31.00bn | – | – | $31.00bn | 99.9691 | 99.9903 | 0.353% | +0.021% | +0.00007% |
| 9127956B2 | 0.000% | Aug 16, 2012 | $31.00bn | – | – | $31.00bn | 99.9640 | 99.9893 | 0.353% | +0.025% | +0.00009% |
| 9127956C0 | 0.000% | Aug 30, 2012 | $31.00bn | – | – | $31.00bn | 99.9593 | 99.9848 | 0.353% | +0.026% | +0.00009% |
| 9127956G1 | 0.000% | Sep 6, 2012 | $31.00bn | – | – | $31.00bn | 99.9534 | 99.9809 | 0.353% | +0.028% | +0.00010% |
| 9127956H9 | 0.000% | Sep 13, 2012 | $31.00bn | – | – | $31.00bn | 99.9509 | 99.9767 | 0.353% | +0.026% | +0.00009% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.6060 | 103.2225 | 0.351% | +0.293% | +0.00103% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $1.81bn | $30.47bn | 100.3969 | 100.4080 | 0.349% | +0.011% | +0.00004% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $7.3m | $27.29bn | 111.2548 | 108.9382 | 0.346% | +0.052% | +0.00018% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 107.4914 | 107.5196 | 0.344% | +0.026% | +0.00009% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 114.6370 | 116.1538 | 0.343% | +1.323% | +0.00453% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $151.4m | $22.86bn | 129.6361 | 129.7106 | 0.338% | +0.058% | +0.00019% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | – | $29.78bn | 99.5034 | 101.9212 | 0.338% | +2.430% | +0.00821% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.7500 | 112.5161 | 0.337% | +0.686% | +0.00231% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 110.6335 | 111.3030 | 0.335% | +0.605% | +0.00203% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 105.2534 | 106.3801 | 0.334% | +1.070% | +0.00358% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $28.28bn | – | $574.3m | $27.71bn | 105.2131 | 108.0499 | 0.332% | +2.696% | +0.00896% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.6250 | 104.8365 | 0.331% | +0.202% | +0.00067% |
| 9127955Y3 | 0.000% | Aug 2, 2012 | $29.00bn | – | – | $29.00bn | 99.9739 | 99.9912 | 0.331% | +0.017% | +0.00006% |
| 9127956J5 | 0.000% | Sep 27, 2012 | $29.00bn | – | – | $29.00bn | 99.9458 | 99.9669 | 0.330% | +0.021% | +0.00007% |
| 9127956M8 | 0.000% | Oct 11, 2012 | $29.00bn | – | – | $29.00bn | 99.9408 | 99.9594 | 0.330% | +0.019% | +0.00006% |
| 9127956K2 | 0.000% | Oct 4, 2012 | $29.00bn | – | – | $29.00bn | 99.9389 | 99.9650 | 0.330% | +0.026% | +0.00009% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 104.8801 | 106.1005 | 0.330% | +1.164% | +0.00384% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $8.23bn | $25.98bn | 110.8352 | 110.9883 | 0.328% | +0.138% | +0.00045% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $2.10bn | $27.94bn | 102.5652 | 102.5992 | 0.327% | +0.033% | +0.00011% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $4.07bn | $27.93bn | 101.9303 | 101.4524 | 0.325% | +0.022% | +0.00007% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $1.21bn | $28.20bn | 100.8879 | 103.1912 | 0.324% | +2.283% | +0.00741% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 113.2311 | 113.4993 | 0.324% | +0.237% | +0.00077% |
| 9127956N6 | 0.000% | Oct 25, 2012 | $28.00bn | – | – | $28.00bn | 99.9308 | 99.9551 | 0.319% | +0.024% | +0.00008% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $5.17bn | $27.69bn | 100.6058 | 100.3981 | 0.318% | +0.042% | +0.00013% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $19.87bn | $21.56bn | 128.9083 | 141.0103 | 0.317% | +9.388% | +0.02975% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $4.91bn | $27.09bn | 102.0346 | 102.0149 | 0.315% | -0.019% | -0.00006% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $4.50bn | $26.78bn | 103.0313 | 103.0553 | 0.314% | +0.023% | +0.00007% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 105.0651 | 106.2551 | 0.303% | +1.133% | +0.00343% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 110.1808 | 109.5388 | 0.302% | +0.665% | +0.00201% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $8.19bn | $25.52bn | 103.2221 | 103.2863 | 0.300% | +0.062% | +0.00019% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $4.52bn | $12.27bn | 214.5286 | 223.0642 | 0.300% | +3.979% | +0.01193% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $1.06bn | $19.94bn | 131.5211 | 130.9467 | 0.299% | -0.437% | -0.00131% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 110.2228 | 110.8519 | 0.299% | +0.571% | +0.00171% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $1.16bn | $25.06bn | 104.3272 | 104.3731 | 0.298% | +0.044% | +0.00013% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 130.2559 | 129.8443 | 0.297% | -0.316% | -0.00094% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8664 | 99.9020 | 0.296% | +0.036% | +0.00011% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8445 | 99.8833 | 0.296% | +0.039% | +0.00012% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $26.00bn | – | – | $26.00bn | 99.8211 | 99.8546 | 0.296% | +0.034% | +0.00010% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $2.64bn | $22.83bn | 111.7740 | 109.7901 | 0.291% | +0.126% | +0.00037% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 105.1284 | 105.3506 | 0.291% | +0.211% | +0.00061% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 111.9940 | 112.8630 | 0.290% | +0.776% | +0.00225% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.71bn | $23.20bn | 109.4495 | 120.2476 | 0.289% | +9.866% | +0.02856% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.3804 | 110.9769 | 0.289% | +0.540% | +0.00156% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.6250 | 112.1830 | 0.287% | +0.500% | +0.00144% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 112.4955 | 113.2411 | 0.287% | +0.663% | +0.00190% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.1563 | 109.2023 | 0.287% | +0.967% | +0.00277% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $1.89bn | $22.82bn | 109.8561 | 109.9056 | 0.286% | +0.045% | +0.00013% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 131.6034 | 130.9087 | 0.285% | -0.528% | -0.00150% |
| 9127955L1 | 0.000% | Nov 15, 2012 | $25.00bn | – | – | $25.00bn | 99.9226 | 99.9440 | 0.285% | +0.021% | +0.00006% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $25.00bn | – | – | $25.00bn | 99.9054 | 99.9510 | 0.285% | +0.046% | +0.00013% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $25.00bn | – | – | $25.00bn | 99.8937 | 99.9191 | 0.285% | +0.025% | +0.00007% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 107.9093 | 108.0374 | 0.284% | +1.161% | +0.00330% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 104.3390 | 104.3522 | 0.283% | +0.013% | +0.00004% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.50bn | $21.97bn | 113.0601 | 111.1906 | 0.283% | +0.171% | +0.00048% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $4.84bn | $24.71bn | 100.2500 | 102.4815 | 0.282% | +2.226% | +0.00628% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.5054 | 105.9552 | 0.282% | +0.426% | +0.00120% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 105.2941 | 104.9110 | 0.279% | +0.467% | +0.00131% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 110.9117 | 111.7894 | 0.276% | +0.791% | +0.00218% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $7.25bn | $16.73bn | 144.0235 | 153.8512 | 0.275% | +6.824% | +0.01875% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $5.88bn | $16.77bn | 143.3049 | 148.8372 | 0.274% | +3.860% | +0.01058% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.19bn | $23.71bn | 101.3352 | 103.2329 | 0.274% | +1.873% | +0.00513% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $1.91bn | $23.15bn | 103.7262 | 103.7704 | 0.274% | +0.043% | +0.00012% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 145.5966 | 150.6916 | 0.273% | +3.499% | +0.00956% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $6.46bn | $23.42bn | 102.3465 | 104.1916 | 0.273% | +1.803% | +0.00493% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 116.0144 | 114.0829 | 0.271% | +0.274% | +0.00074% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $9.01bn | $23.46bn | 101.0640 | 101.0963 | 0.270% | +0.032% | +0.00009% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $7.98bn | $18.42bn | 128.1583 | 139.2916 | 0.269% | +8.687% | +0.02337% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.6593 | 107.0686 | 0.268% | +0.384% | +0.00103% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $6.60bn | $23.09bn | 101.4708 | 103.7853 | 0.267% | +2.281% | +0.00609% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 111.1960 | 112.1467 | 0.267% | +0.855% | +0.00228% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $234.7m | $21.00bn | 111.2480 | 110.5830 | 0.266% | -0.598% | -0.00159% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $1.15bn | $17.85bn | 130.0453 | 129.3597 | 0.265% | -0.527% | -0.00140% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 104.7874 | 104.7311 | 0.265% | -0.054% | -0.00014% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $10.86bn | $22.72bn | 101.9609 | 101.9730 | 0.264% | +0.012% | +0.00003% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $1.60bn | $21.72bn | 104.7813 | 104.8499 | 0.259% | +0.066% | +0.00017% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 110.5871 | 110.1638 | 0.258% | +0.861% | +0.00222% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 132.7243 | 132.2703 | 0.256% | -0.342% | -0.00088% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 115.6271 | 116.0416 | 0.255% | +0.358% | +0.00092% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $6.22bn | $21.60bn | 103.5861 | 102.5992 | 0.255% | +0.013% | +0.00003% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 109.0254 | 110.0508 | 0.255% | +0.941% | +0.00240% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 123.3065 | 125.1628 | 0.253% | +1.505% | +0.00381% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $7.25bn | $14.77bn | 149.0457 | 154.5329 | 0.251% | +5.736% | +0.01439% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 119.5096 | 117.9324 | 0.249% | +0.615% | +0.00153% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 131.0035 | 130.1229 | 0.249% | -0.672% | -0.00167% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $11.25bn | $21.45bn | 101.5440 | 101.5666 | 0.248% | +0.022% | +0.00006% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $11.50bn | $21.24bn | 102.0110 | 102.0237 | 0.247% | +0.012% | +0.00003% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 129.8582 | 139.3329 | 0.247% | +9.029% | +0.02227% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 130.3624 | 129.8157 | 0.245% | -0.419% | -0.00103% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 119.6803 | 118.9776 | 0.242% | +1.188% | +0.00287% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $270.8m | $20.47bn | 102.9147 | 102.9905 | 0.240% | +0.074% | +0.00018% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 150.3701 | 156.1850 | 0.230% | +3.867% | +0.00891% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 145.6537 | 151.7948 | 0.230% | +4.216% | +0.00971% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.7143 | 112.3036 | 0.230% | +0.527% | +0.00121% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $10.47bn | $19.84bn | 101.5748 | 102.9725 | 0.230% | +2.053% | +0.00472% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 140.8723 | 150.7050 | 0.224% | +6.980% | +0.01561% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 133.8243 | 133.4000 | 0.224% | -0.317% | -0.00071% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $1.90bn | $18.63bn | 105.0256 | 103.2283 | 0.223% | -0.045% | -0.00010% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 118.8304 | 119.4330 | 0.220% | +0.507% | +0.00111% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 110.6717 | 112.0309 | 0.218% | +1.228% | +0.00267% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.9293 | 122.1775 | 0.217% | +1.032% | +0.00224% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 129.1370 | 130.7929 | 0.216% | +1.282% | +0.00277% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 134.7010 | 140.2325 | 0.215% | +4.106% | +0.00883% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 103.9087 | 101.9348 | 0.215% | +0.025% | +0.00005% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.8899 | 110.7589 | 0.208% | +0.442% | +0.00092% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.04bn | $17.90bn | 101.3984 | 103.5467 | 0.207% | +2.119% | +0.00438% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $1.91bn | $17.74bn | 102.1322 | 102.1611 | 0.207% | +0.028% | +0.00006% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 119.0282 | 119.8908 | 0.205% | +0.725% | +0.00149% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $2.98bn | $17.59bn | 102.3055 | 102.2985 | 0.205% | -0.007% | -0.00001% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 120.3341 | 118.2680 | 0.204% | +0.412% | +0.00084% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 109.7188 | 111.1298 | 0.204% | +1.286% | +0.00262% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $1.43bn | $16.83bn | 105.2043 | 103.3862 | 0.202% | -0.005% | -0.00001% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $16.43bn | – | – | $16.43bn | 107.3502 | 107.0084 | 0.201% | -0.318% | -0.00064% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $13.66bn | $16.28bn | 108.3585 | 110.0608 | 0.201% | +1.571% | +0.00316% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $2.55bn | $16.95bn | 103.7153 | 103.7328 | 0.200% | +0.017% | +0.00003% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 110.8373 | 112.3308 | 0.200% | +1.347% | +0.00270% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 126.6800 | 126.8697 | 0.199% | +0.150% | +0.00030% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 133.8987 | 133.5720 | 0.197% | -0.244% | -0.00048% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 107.0762 | 107.4961 | 0.197% | +0.392% | +0.00077% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 122.7623 | 123.2541 | 0.196% | +0.401% | +0.00078% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 129.7212 | 126.6787 | 0.195% | +0.449% | +0.00088% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $201.2m | $15.08bn | 113.4490 | 112.9011 | 0.195% | -0.483% | -0.00094% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 118.4602 | 120.4571 | 0.192% | +1.686% | +0.00323% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 129.1670 | 130.2746 | 0.192% | +0.857% | +0.00164% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 126.2572 | 137.7548 | 0.191% | +9.106% | +0.01739% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.2330 | 106.6308 | 0.191% | +0.374% | +0.00071% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.7929 | 109.5311 | 0.188% | -0.238% | -0.00045% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $0.9m | $15.51bn | 101.8543 | 101.8682 | 0.180% | +0.014% | +0.00002% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 120.1707 | 118.9266 | 0.178% | +0.837% | +0.00149% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $904.2m | $15.05bn | 103.2546 | 101.6342 | 0.177% | +0.065% | +0.00012% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $2.64bn | $15.15bn | 102.5571 | 102.6012 | 0.177% | +0.043% | +0.00008% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.00bn | $13.07bn | 118.2572 | 118.0853 | 0.176% | +1.493% | +0.00263% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $10.33bn | $11.09bn | 138.9952 | 148.5747 | 0.176% | +8.691% | +0.01527% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.5247 | 106.8620 | 0.176% | +0.317% | +0.00056% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $786.0m | $14.92bn | 102.7188 | 102.7761 | 0.175% | +0.056% | +0.00010% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $20.98bn | $9.66bn | 158.5048 | 159.1196 | 0.175% | +2.911% | +0.00508% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.19bn | $9.86bn | 154.7596 | 161.6950 | 0.174% | +6.501% | +0.01130% |
| 912828GW4 | 4.875% | Jun 30, 2012 | $15.90bn | – | $1.01bn | $14.89bn | 102.4152 | 102.4241 | 0.174% | +0.009% | +0.00002% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $15.72bn | $14.38bn | 103.4735 | 105.4959 | 0.170% | +1.955% | +0.00332% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 109.1634 | 110.7283 | 0.169% | +1.434% | +0.00242% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $17.89bn | $13.55bn | 108.6178 | 109.0377 | 0.168% | +1.480% | +0.00248% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $2.60bn | $10.23bn | 143.5652 | 150.7950 | 0.167% | +5.036% | +0.00843% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 110.2758 | 111.7262 | 0.167% | +1.315% | +0.00220% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $1.64bn | $14.17bn | 102.2813 | 102.3001 | 0.165% | +0.018% | +0.00003% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 107.8821 | 108.3845 | 0.164% | +0.466% | +0.00076% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $16.87bn | $12.99bn | 107.3125 | 109.1291 | 0.159% | +1.693% | +0.00269% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $2.36bn | $13.29bn | 103.4962 | 103.5237 | 0.157% | +0.027% | +0.00004% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 133.6490 | 130.7527 | 0.156% | +0.639% | +0.00099% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 108.1923 | 108.5384 | 0.155% | +0.320% | +0.00050% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $2.86bn | $13.02bn | 102.0475 | 102.0949 | 0.151% | +0.047% | +0.00007% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.28bn | $8.89bn | 145.2330 | 155.0172 | 0.147% | +6.737% | +0.00991% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 143.2260 | 139.9980 | 0.142% | +0.801% | +0.00114% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $3.91bn | $12.18bn | 102.0075 | 102.0112 | 0.142% | +0.004% | +0.00001% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.15bn | $8.80bn | 137.9856 | 144.0550 | 0.138% | +6.301% | +0.00872% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.63bn | $8.72bn | 136.9399 | 145.7308 | 0.136% | +6.420% | +0.00874% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.92bn | $7.86bn | 151.4876 | 156.8132 | 0.136% | +3.516% | +0.00477% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $8.07bn | $8.52bn | 132.9918 | 144.6775 | 0.129% | +8.787% | +0.01136% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.88bn | $7.25bn | 151.5762 | 156.5999 | 0.125% | +3.314% | +0.00415% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $2.59bn | $7.93bn | 132.4427 | 132.5883 | 0.120% | +0.110% | +0.00013% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $11.91bn | $7.03bn | 149.1027 | 152.2009 | 0.120% | +2.078% | +0.00248% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.50bn | $7.28bn | 139.9296 | 148.6793 | 0.116% | +6.253% | +0.00726% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.41bn | $6.18bn | 161.3365 | 164.3777 | 0.114% | +4.209% | +0.00478% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $4.77bn | $6.42bn | 153.5292 | 160.7709 | 0.112% | +4.717% | +0.00530% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $401.0m | $4.60bn | 203.1623 | 212.8286 | 0.107% | +4.758% | +0.00507% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.01bn | $6.07bn | 152.0405 | 154.7964 | 0.105% | +1.813% | +0.00191% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.00bn | $5.83bn | 152.5313 | 157.2690 | 0.101% | +5.237% | +0.00531% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.33bn | $5.85bn | 150.1538 | 159.7692 | 0.100% | +6.404% | +0.00641% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 150.4873 | 158.9990 | 0.099% | +5.656% | +0.00558% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $9.13bn | – | $796.8m | $8.33bn | 101.7294 | 109.5471 | 0.097% | +7.685% | +0.00742% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.09bn | $5.43bn | 152.9145 | 161.1975 | 0.095% | +5.417% | +0.00513% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.39bn | $5.11bn | 161.3733 | 168.4289 | 0.094% | +4.372% | +0.00411% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 158.0144 | 161.9471 | 0.092% | +2.489% | +0.00229% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 143.3530 | 144.7026 | 0.082% | +0.941% | +0.00077% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.12bn | $4.30bn | 157.8630 | 159.2897 | 0.077% | +3.319% | +0.00257% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.64bn | $4.18bn | 153.7218 | 161.6405 | 0.073% | +5.151% | +0.00377% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 153.9351 | 151.9783 | 0.063% | +1.652% | +0.00104% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 151.8990 | 149.3278 | 0.058% | +1.311% | +0.00076% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 157.9063 | 158.0941 | 0.054% | +2.692% | +0.00146% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 152.8005 | 156.9399 | 0.053% | +2.709% | +0.00143% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 156.7902 | 161.2009 | 0.051% | +2.813% | +0.00143% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 153.9310 | 157.4361 | 0.050% | +2.277% | +0.00114% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 134.5876 | 135.0003 | 0.046% | +0.307% | +0.00014% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 137.5264 | 132.9562 | 0.044% | +0.267% | +0.00012% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 159.1322 | 158.4667 | 0.041% | +2.331% | +0.00096% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 135.4997 | 135.7795 | 0.029% | +0.207% | +0.00006% |
| Total | $8.10tn | 100.000% | +1.41267% | ||||||||
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.