Rebalance of June 29, 2012
US Treasury Aggregate constituents
Every one of the 318 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
- 318
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.358687%
- Market value
- $9.05tn
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 -0.358687% against a published month return of -0.358687%, a difference of 1.8e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795Y96 | 0.000% | Aug 23, 2012 | $86.00bn | – | – | $86.00bn | 99.9860 | 99.9924 | 0.950% | +0.006% | +0.00006% |
| 9127954B4 | 0.000% | Jul 26, 2012 | $77.00bn | – | – | $77.00bn | 99.9953 | 99.9977 | 0.851% | +0.002% | +0.00002% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $8.21bn | $66.00bn | 104.9317 | 104.3207 | 0.765% | -0.582% | -0.00446% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $5.58bn | $61.83bn | 110.9338 | 110.4049 | 0.758% | -0.477% | -0.00361% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $5.45bn | $64.65bn | 104.6549 | 104.1359 | 0.748% | -0.496% | -0.00371% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $15.38bn | $56.21bn | 119.7218 | 119.1243 | 0.744% | -0.499% | -0.00371% |
| 9127956A4 | 0.000% | Aug 9, 2012 | $61.00bn | – | – | $61.00bn | 99.9903 | 99.9943 | 0.674% | +0.004% | +0.00003% |
| 9127956B2 | 0.000% | Aug 16, 2012 | $61.00bn | – | – | $61.00bn | 99.9893 | 99.9933 | 0.674% | +0.004% | +0.00003% |
| 9127956C0 | 0.000% | Aug 30, 2012 | $61.00bn | – | – | $61.00bn | 99.9848 | 99.9914 | 0.674% | +0.007% | +0.00004% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $17.82bn | $49.76bn | 120.0968 | 119.5931 | 0.660% | -0.419% | -0.00277% |
| 9127955Y3 | 0.000% | Aug 2, 2012 | $59.00bn | – | – | $59.00bn | 99.9912 | 99.9962 | 0.652% | +0.005% | +0.00003% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $12.31bn | $54.43bn | 106.5934 | 106.0869 | 0.641% | -0.475% | -0.00305% |
| 9127955U1 | 0.000% | Jul 5, 2012 | $58.00bn | – | – | $58.00bn | 99.9971 | 99.9993 | 0.641% | +0.002% | +0.00001% |
| 9127955W7 | 0.000% | Jul 12, 2012 | $58.00bn | – | – | $58.00bn | 99.9953 | 99.9982 | 0.641% | +0.003% | +0.00002% |
| 9127955X5 | 0.000% | Jul 19, 2012 | $57.00bn | – | – | $57.00bn | 99.9959 | 99.9978 | 0.630% | +0.002% | +0.00001% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $56.00bn | – | – | $56.00bn | 99.9720 | 99.9816 | 0.619% | +0.010% | +0.00006% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $22.74bn | $45.48bn | 117.9742 | 117.4253 | 0.593% | -0.465% | -0.00276% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $53.00bn | – | – | $53.00bn | 99.9572 | 99.9692 | 0.585% | +0.012% | +0.00007% |
| 9127955L1 | 0.000% | Nov 15, 2012 | $52.00bn | – | – | $52.00bn | 99.9440 | 99.9537 | 0.574% | +0.010% | +0.00006% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $21.87bn | $45.98bn | 111.7091 | 111.1827 | 0.568% | -0.471% | -0.00267% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $2.88bn | $39.61bn | 125.3523 | 122.6092 | 0.549% | -2.188% | -0.01201% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $5.29bn | $41.92bn | 111.7311 | 109.1535 | 0.518% | -2.307% | -0.01194% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $9.47bn | $34.01bn | 137.5146 | 134.4769 | 0.517% | -2.209% | -0.01141% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $2.80bn | $41.82bn | 110.9569 | 108.4389 | 0.513% | -2.269% | -0.01164% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $8.92bn | $33.99bn | 135.0088 | 131.9918 | 0.507% | -2.235% | -0.01133% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $26.20bn | $39.80bn | 114.9569 | 114.4389 | 0.506% | -0.451% | -0.00228% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $32.25bn | $38.79bn | 116.8434 | 116.2527 | 0.501% | -0.506% | -0.00253% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $0.3m | $44.97bn | 100.6260 | 100.6168 | 0.500% | -0.009% | -0.00005% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $11.71bn | $32.85bn | 137.3896 | 134.3832 | 0.499% | -2.188% | -0.01091% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $13.79bn | $31.11bn | 143.8283 | 140.7534 | 0.494% | -2.138% | -0.01057% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.10bn | $41.32bn | 106.4547 | 106.3540 | 0.486% | -0.095% | -0.00046% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $1.44bn | $39.85bn | 108.0499 | 107.6525 | 0.476% | -0.368% | -0.00175% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.18bn | $41.09bn | 104.4746 | 104.3733 | 0.474% | -0.097% | -0.00046% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 105.2461 | 105.1660 | 0.473% | -0.076% | -0.00036% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.29bn | $39.75bn | 106.1315 | 106.0190 | 0.466% | -0.106% | -0.00049% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $11.50bn | $30.50bn | 137.7646 | 134.7894 | 0.464% | -2.160% | -0.01003% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $4.08bn | $39.16bn | 107.0409 | 105.6080 | 0.463% | -0.112% | -0.00052% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $3.22bn | $41.27bn | 101.2167 | 101.2400 | 0.462% | +0.023% | +0.00011% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $3.25bn | $39.43bn | 105.8166 | 105.6957 | 0.461% | -0.114% | -0.00053% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 108.9099 | 108.4641 | 0.457% | -0.409% | -0.00187% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $906.1m | $40.65bn | 101.3025 | 101.2634 | 0.455% | -0.039% | -0.00018% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $2.97bn | $39.04bn | 105.1440 | 105.0628 | 0.454% | -0.077% | -0.00035% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 101.0195 | 100.4585 | 0.449% | +0.002% | +0.00001% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 106.0096 | 104.6080 | 0.446% | -0.084% | -0.00037% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 114.5192 | 114.0219 | 0.443% | -0.434% | -0.00192% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $1.09bn | $39.39bn | 101.2289 | 101.2510 | 0.441% | +0.022% | +0.00010% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $2.33bn | $37.85bn | 105.2252 | 105.1440 | 0.440% | -0.077% | -0.00034% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 100.6453 | 100.6368 | 0.437% | -0.008% | -0.00004% |
| 912828NQ9 | 0.625% | Jul 31, 2012 | $39.25bn | – | $0.8m | $39.25bn | 100.2720 | 100.2940 | 0.435% | +0.022% | +0.00010% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.65bn | $32.03bn | 122.2202 | 121.6338 | 0.433% | -0.480% | -0.00208% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.32bn | $36.58bn | 106.4049 | 106.2717 | 0.430% | -0.125% | -0.00054% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.95bn | $33.46bn | 114.7694 | 114.1576 | 0.424% | -0.533% | -0.00226% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $0.3m | $38.08bn | 100.6352 | 100.6260 | 0.423% | -0.009% | -0.00004% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $4.9m | $37.94bn | 100.3139 | 100.2937 | 0.421% | -0.020% | -0.00008% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $20.9m | $37.89bn | 100.1260 | 100.1889 | 0.419% | +0.063% | +0.00026% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $3.92bn | $37.39bn | 101.1260 | 101.1793 | 0.418% | +0.053% | +0.00022% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $17.30bn | $25.70bn | 146.8650 | 143.7383 | 0.417% | -2.129% | -0.00888% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $4.62bn | $35.35bn | 105.9111 | 105.8221 | 0.414% | -0.084% | -0.00035% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $6.13bn | $36.80bn | 101.5372 | 101.5605 | 0.413% | +0.023% | +0.00009% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $0.2m | $37.13bn | 100.1573 | 100.1265 | 0.411% | -0.031% | -0.00013% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.5127 | 100.2221 | 0.408% | +0.022% | +0.00009% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.5958 | 100.5968 | 0.407% | +0.001% | +0.00000% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $14.49bn | $28.72bn | 127.9828 | 125.1878 | 0.406% | -2.184% | -0.00887% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.0007 | 99.9594 | 0.404% | -0.041% | -0.00017% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.4402 | 104.2555 | 0.404% | -0.177% | -0.00071% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $6.46bn | $36.25bn | 100.8269 | 100.8510 | 0.404% | +0.024% | +0.00010% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0530 | 100.0115 | 0.402% | -0.041% | -0.00017% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $328.6m | $35.28bn | 103.0152 | 102.9134 | 0.402% | -0.099% | -0.00040% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.7830 | 100.8156 | 0.401% | +0.032% | +0.00013% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.3139 | 100.1270 | 0.400% | +0.001% | +0.00000% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.3444 | 100.2826 | 0.400% | -0.062% | -0.00025% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $313.1m | $36.07bn | 100.1889 | 100.1687 | 0.399% | -0.020% | -0.00008% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.8650 | 99.7194 | 0.399% | -0.083% | -0.00033% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.8962 | 99.8443 | 0.398% | -0.052% | -0.00021% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.9066 | 99.8859 | 0.398% | -0.021% | -0.00008% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $1.07bn | $35.85bn | 100.4392 | 100.4918 | 0.398% | +0.052% | +0.00021% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.0217 | 99.9178 | 0.397% | -0.104% | -0.00041% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $0.4m | $35.70bn | 100.5532 | 100.5127 | 0.397% | -0.040% | -0.00016% |
| 912828LB4 | 1.500% | Jul 15, 2012 | $35.59bn | – | $0.6m | $35.59bn | 100.7249 | 100.7589 | 0.396% | +0.034% | +0.00013% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.11bn | $30.25bn | 118.3607 | 117.6766 | 0.396% | -0.578% | -0.00229% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.1264 | 100.1267 | 0.395% | +0.000% | +0.00000% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 102.1590 | 101.9307 | 0.395% | -0.223% | -0.00088% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 102.0444 | 101.8166 | 0.395% | -0.223% | -0.00088% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.9620 | 101.7024 | 0.394% | -0.255% | -0.00100% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 101.9506 | 101.6603 | 0.394% | -0.285% | -0.00112% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $17.6m | $35.64bn | 100.0838 | 100.0113 | 0.394% | -0.072% | -0.00029% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.6178 | 100.9110 | 0.393% | -0.265% | -0.00104% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 101.5433 | 101.2428 | 0.393% | -0.296% | -0.00116% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 101.4711 | 101.1698 | 0.392% | -0.297% | -0.00117% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $1.23bn | $34.98bn | 101.5195 | 100.8648 | 0.392% | -0.091% | -0.00036% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.3461 | 101.0765 | 0.392% | -0.266% | -0.00104% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 101.3166 | 101.2143 | 0.392% | -0.101% | -0.00040% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $940.4m | $35.00bn | 101.2323 | 100.9310 | 0.392% | -0.298% | -0.00117% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.08bn | $29.68bn | 119.3781 | 118.7806 | 0.391% | -0.501% | -0.00196% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $183.8m | $35.31bn | 100.0632 | 99.9905 | 0.390% | -0.073% | -0.00028% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $27.38bn | $31.29bn | 112.7459 | 112.1051 | 0.390% | -0.568% | -0.00222% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.47bn | $21.53bn | 163.7874 | 162.4631 | 0.390% | -0.809% | -0.00315% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $751.9m | $35.08bn | 100.0111 | 99.9385 | 0.388% | -0.073% | -0.00028% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0007 | 99.8969 | 0.387% | -0.104% | -0.00040% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | – | $35.00bn | 99.8767 | 99.6171 | 0.386% | -0.260% | -0.00100% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 105.2246 | 105.0608 | 0.386% | -0.156% | -0.00060% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $2.70bn | $34.51bn | 100.4606 | 100.4507 | 0.383% | -0.010% | -0.00004% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 123.8931 | 123.1551 | 0.382% | -0.596% | -0.00227% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.1736 | 100.0802 | 0.381% | -0.093% | -0.00036% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 104.5367 | 103.6019 | 0.373% | -0.177% | -0.00066% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.8152 | 100.7846 | 0.372% | -0.030% | -0.00011% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $776.9m | $33.45bn | 100.1732 | 100.0173 | 0.370% | -0.156% | -0.00058% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $1.94bn | $31.58bn | 106.0306 | 106.0800 | 0.370% | +0.047% | +0.00017% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $4.92bn | $14.57bn | 229.6691 | 228.1890 | 0.370% | -0.644% | -0.00238% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $951.1m | $33.32bn | 99.9073 | 99.8036 | 0.368% | -0.104% | -0.00038% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $4.26bn | $31.94bn | 103.9124 | 103.8530 | 0.367% | -0.057% | -0.00021% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $14.14bn | $24.64bn | 134.6963 | 131.7731 | 0.367% | -2.170% | -0.00796% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.6157 | 100.5333 | 0.367% | -0.082% | -0.00030% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 99.9592 | 99.7304 | 0.366% | -0.104% | -0.00038% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $5.00bn | $32.82bn | 100.1419 | 99.9862 | 0.363% | -0.156% | -0.00056% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $2.99bn | $32.91bn | 99.8547 | 99.7198 | 0.363% | -0.135% | -0.00049% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 106.0088 | 105.9606 | 0.359% | -0.045% | -0.00016% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.9617 | 102.7551 | 0.359% | -0.201% | -0.00072% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.3151 | 100.8786 | 0.358% | -0.061% | -0.00022% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $5.01bn | $29.20bn | 110.9883 | 110.8602 | 0.358% | -0.115% | -0.00041% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $1.59bn | $32.41bn | 99.7615 | 99.5639 | 0.357% | -0.198% | -0.00071% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 103.0659 | 102.8899 | 0.357% | -0.171% | -0.00061% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.9557 | 100.8839 | 0.357% | -0.071% | -0.00025% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.8587 | 102.6827 | 0.357% | -0.171% | -0.00061% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.5330 | 100.4503 | 0.356% | -0.082% | -0.00029% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.9592 | 99.8553 | 0.353% | -0.104% | -0.00037% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 106.2328 | 106.0594 | 0.351% | -0.163% | -0.00057% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $5.87bn | $30.34bn | 103.1943 | 103.1335 | 0.346% | -0.059% | -0.00020% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $1.23bn | $31.05bn | 100.4080 | 100.3878 | 0.345% | -0.020% | -0.00007% |
| 9127956G1 | 0.000% | Sep 6, 2012 | $31.00bn | – | – | $31.00bn | 99.9809 | 99.9866 | 0.343% | +0.006% | +0.00002% |
| 9127956H9 | 0.000% | Sep 13, 2012 | $31.00bn | – | – | $31.00bn | 99.9767 | 99.9831 | 0.342% | +0.006% | +0.00002% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.2225 | 103.0577 | 0.339% | -0.160% | -0.00054% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 116.1538 | 115.7644 | 0.336% | -0.335% | -0.00113% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 107.5196 | 107.4540 | 0.334% | -0.061% | -0.00020% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $20.12bn | $21.32bn | 141.0103 | 137.9873 | 0.332% | -2.144% | -0.00712% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 112.5161 | 112.2823 | 0.329% | -0.208% | -0.00068% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 108.9382 | 108.8696 | 0.329% | -0.063% | -0.00021% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $151.4m | $22.86bn | 129.7106 | 129.7847 | 0.328% | +0.057% | +0.00019% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 106.3801 | 106.1318 | 0.327% | -0.233% | -0.00076% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.3030 | 111.0975 | 0.327% | -0.185% | -0.00060% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $1.47bn | $28.57bn | 102.5992 | 101.7894 | 0.324% | -0.058% | -0.00019% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 106.1005 | 105.8522 | 0.323% | -0.234% | -0.00076% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | – | $29.00bn | 100.8468 | 100.3171 | 0.323% | -0.525% | -0.00170% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $1.21bn | $28.20bn | 103.1912 | 102.6508 | 0.322% | -0.524% | -0.00168% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.8365 | 104.6731 | 0.321% | -0.156% | -0.00050% |
| 9127956J5 | 0.000% | Sep 27, 2012 | $29.00bn | – | – | $29.00bn | 99.9669 | 99.9775 | 0.320% | +0.011% | +0.00003% |
| 9127956K2 | 0.000% | Oct 4, 2012 | $29.00bn | – | – | $29.00bn | 99.9650 | 99.9758 | 0.320% | +0.011% | +0.00003% |
| 9127956M8 | 0.000% | Oct 11, 2012 | $29.00bn | – | – | $29.00bn | 99.9594 | 99.9711 | 0.320% | +0.012% | +0.00004% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | $3.75bn | $28.25bn | 102.0149 | 101.9327 | 0.318% | -0.081% | -0.00026% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $3.62bn | $28.38bn | 101.4524 | 101.3804 | 0.318% | -0.071% | -0.00023% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $4.24bn | $28.62bn | 100.3981 | 100.3465 | 0.318% | -0.051% | -0.00016% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $3.60bn | $27.68bn | 103.0553 | 102.9856 | 0.315% | -0.068% | -0.00021% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 113.4993 | 113.2988 | 0.315% | -0.177% | -0.00056% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $6.42bn | $27.30bn | 103.2863 | 103.1943 | 0.312% | -0.089% | -0.00028% |
| 9127956N6 | 0.000% | Oct 25, 2012 | $28.00bn | – | – | $28.00bn | 99.9551 | 99.9639 | 0.309% | +0.009% | +0.00003% |
| 9127956P1 | 0.000% | Nov 1, 2012 | $28.00bn | – | – | $28.00bn | 99.9487 | 99.9653 | 0.309% | +0.017% | +0.00005% |
| 9127956S5 | 0.000% | Nov 8, 2012 | $28.00bn | – | – | $28.00bn | 99.9463 | 99.9560 | 0.309% | +0.010% | +0.00003% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $2.78bn | $23.13bn | 120.2476 | 117.5769 | 0.307% | -2.221% | -0.00683% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 104.3731 | 104.3253 | 0.302% | -0.046% | -0.00014% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $4.60bn | $12.18bn | 223.0642 | 221.1435 | 0.300% | -0.861% | -0.00259% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $348.0m | $20.65bn | 130.9467 | 130.4210 | 0.299% | -0.401% | -0.00120% |
| 9127956T3 | 0.000% | Nov 23, 2012 | $27.00bn | – | – | $27.00bn | 99.9462 | 99.9469 | 0.298% | +0.001% | +0.00000% |
| 9127956U0 | 0.000% | Nov 29, 2012 | $27.00bn | – | – | $27.00bn | 99.9393 | 99.9405 | 0.298% | +0.001% | +0.00000% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 106.2551 | 105.9452 | 0.297% | -0.292% | -0.00087% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $399.8m | $24.32bn | 109.9056 | 109.8300 | 0.295% | -0.069% | -0.00020% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 110.8519 | 110.6685 | 0.291% | -0.165% | -0.00048% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.5388 | 109.3342 | 0.291% | -0.187% | -0.00054% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $26.4m | $25.04bn | 103.7704 | 103.7208 | 0.287% | -0.048% | -0.00014% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $26.00bn | – | – | $26.00bn | 99.9020 | 99.8947 | 0.287% | -0.007% | -0.00002% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8833 | 99.8815 | 0.287% | -0.002% | -0.00001% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 129.8443 | 129.3355 | 0.287% | -0.392% | -0.00112% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $26.00bn | – | – | $26.00bn | 99.8546 | 99.8605 | 0.287% | +0.006% | +0.00002% |
| 9127956L0 | 0.000% | May 2, 2013 | $26.00bn | – | – | $26.00bn | 99.8413 | 99.8380 | 0.287% | -0.003% | -0.00001% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $1.87bn | $23.60bn | 109.7901 | 109.6793 | 0.286% | -0.101% | -0.00029% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 112.8630 | 112.6071 | 0.283% | -0.227% | -0.00064% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 105.3506 | 104.2602 | 0.282% | -0.145% | -0.00041% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.9769 | 110.8234 | 0.281% | -0.138% | -0.00039% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $7.47bn | $16.52bn | 153.8512 | 151.4462 | 0.281% | -1.563% | -0.00439% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 109.2023 | 108.9983 | 0.281% | -0.187% | -0.00052% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 113.2411 | 111.3927 | 0.280% | -0.197% | -0.00055% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $4.84bn | $24.71bn | 102.4815 | 101.9629 | 0.280% | -0.506% | -0.00142% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 112.1830 | 112.0223 | 0.280% | -0.143% | -0.00040% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $7.52bn | $24.94bn | 101.0963 | 100.6911 | 0.279% | -0.030% | -0.00008% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $9.07bn | $24.51bn | 101.9730 | 101.8914 | 0.276% | -0.080% | -0.00022% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $25.00bn | – | – | $25.00bn | 99.9510 | 99.9304 | 0.276% | -0.021% | -0.00006% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $25.00bn | – | – | $25.00bn | 99.9191 | 99.9188 | 0.276% | -0.000% | -0.00000% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 108.0374 | 107.6967 | 0.276% | -0.315% | -0.00087% |
| 9127956R7 | 0.000% | May 30, 2013 | $25.00bn | – | – | $25.00bn | 99.8180 | 99.8139 | 0.276% | -0.004% | -0.00001% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $8.49bn | $17.91bn | 139.2916 | 136.5810 | 0.276% | -1.946% | -0.00536% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 130.9087 | 130.4391 | 0.275% | -0.359% | -0.00099% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 104.3522 | 104.3655 | 0.275% | +0.013% | +0.00003% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 150.6916 | 149.3824 | 0.274% | -0.869% | -0.00238% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.9552 | 105.8111 | 0.274% | -0.136% | -0.00037% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.21bn | $22.26bn | 111.1906 | 111.0380 | 0.273% | -0.137% | -0.00038% |
| 912828SV3 | 1.750% | May 15, 2022 | $25.50bn | – | $1.50bn | $24.00bn | 101.9558 | 101.2595 | 0.270% | -0.683% | -0.00185% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.9110 | 104.7155 | 0.270% | -0.186% | -0.00050% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 111.7894 | 111.5421 | 0.270% | -0.221% | -0.00060% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.35bn | $23.56bn | 103.2329 | 102.7869 | 0.269% | -0.432% | -0.00116% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $6.42bn | $16.23bn | 148.8372 | 147.9008 | 0.267% | -0.629% | -0.00168% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 112.1467 | 111.8787 | 0.261% | -0.239% | -0.00062% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 107.0686 | 106.9155 | 0.261% | -0.143% | -0.00037% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 110.5830 | 110.2943 | 0.259% | -0.261% | -0.00068% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $883.0m | $18.12bn | 129.3597 | 128.9333 | 0.259% | -0.330% | -0.00085% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 114.0829 | 113.8995 | 0.258% | -0.161% | -0.00041% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 139.3329 | 136.4620 | 0.257% | -2.060% | -0.00529% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $5.21bn | $22.61bn | 102.5992 | 102.5811 | 0.256% | -0.018% | -0.00005% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 104.7311 | 103.1121 | 0.256% | +0.065% | +0.00017% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $7.76bn | $22.12bn | 104.1916 | 103.7242 | 0.255% | -0.449% | -0.00114% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $10.03bn | $22.68bn | 101.5666 | 101.5268 | 0.255% | -0.039% | -0.00010% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $7.25bn | $14.77bn | 154.5329 | 152.4552 | 0.252% | -1.345% | -0.00339% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $1.56bn | $21.76bn | 104.8499 | 104.7624 | 0.252% | -0.084% | -0.00021% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $10.42bn | $22.32bn | 102.0237 | 101.9739 | 0.252% | -0.049% | -0.00012% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 110.1638 | 109.9592 | 0.250% | -0.186% | -0.00046% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 110.0508 | 108.5761 | 0.249% | -0.204% | -0.00051% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 125.1628 | 124.3973 | 0.249% | -0.612% | -0.00152% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $8.01bn | $21.68bn | 103.7853 | 103.2561 | 0.249% | -0.510% | -0.00127% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 116.0416 | 115.9248 | 0.249% | -0.101% | -0.00025% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 132.2703 | 131.6613 | 0.247% | -0.460% | -0.00114% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 130.1229 | 129.5910 | 0.239% | -0.409% | -0.00098% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 117.9324 | 117.6345 | 0.238% | -0.253% | -0.00060% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.8157 | 129.2774 | 0.237% | -0.415% | -0.00098% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $14.8m | $20.73bn | 102.9905 | 102.9412 | 0.236% | -0.048% | -0.00011% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 118.9776 | 118.5231 | 0.233% | -0.382% | -0.00089% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 151.7948 | 150.4334 | 0.233% | -0.897% | -0.00209% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.50bn | $13.93bn | 150.7050 | 148.3503 | 0.232% | -1.562% | -0.00362% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 156.1850 | 154.8147 | 0.232% | -0.877% | -0.00203% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $10.47bn | $19.84bn | 102.9725 | 102.4640 | 0.226% | -0.494% | -0.00112% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 112.3036 | 110.5177 | 0.224% | -0.143% | -0.00032% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 140.2325 | 138.8918 | 0.217% | -0.956% | -0.00207% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 133.4000 | 132.8165 | 0.216% | -0.437% | -0.00095% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $10.68bn | $19.10bn | 101.9212 | 101.4015 | 0.215% | -0.510% | -0.00110% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 119.4330 | 119.1607 | 0.214% | -0.228% | -0.00049% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 112.0309 | 110.2337 | 0.214% | -0.377% | -0.00080% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $1.86bn | $18.66bn | 103.2283 | 103.3060 | 0.213% | +0.075% | +0.00016% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 122.1775 | 121.7696 | 0.213% | -0.334% | -0.00071% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 130.7929 | 129.8062 | 0.212% | -0.754% | -0.00160% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.04bn | $17.90bn | 103.5467 | 102.3200 | 0.205% | -0.521% | -0.00107% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $2.51bn | $18.06bn | 102.2985 | 102.3540 | 0.204% | +0.054% | +0.00011% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 101.9348 | 101.9280 | 0.204% | -0.007% | -0.00001% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $1.74bn | $17.90bn | 102.1611 | 102.1587 | 0.202% | -0.002% | -0.00000% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 137.7548 | 134.9399 | 0.202% | -2.043% | -0.00413% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 119.8908 | 119.5659 | 0.200% | -0.271% | -0.00054% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 111.1298 | 110.7284 | 0.200% | -0.361% | -0.00072% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 110.7589 | 110.6279 | 0.200% | -0.118% | -0.00024% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $13.73bn | $16.20bn | 110.0608 | 108.4817 | 0.197% | -0.356% | -0.00070% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 112.3308 | 111.8868 | 0.197% | -0.395% | -0.00078% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 118.2680 | 118.0747 | 0.195% | -0.163% | -0.00032% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $2.55bn | $16.95bn | 103.7328 | 103.7503 | 0.194% | +0.017% | +0.00003% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $1.27bn | $16.98bn | 103.3862 | 103.4103 | 0.194% | +0.023% | +0.00005% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 126.8697 | 126.0617 | 0.193% | -0.637% | -0.00123% |
| 912810QW1 | 3.000% | May 15, 2042 | $17.00bn | – | $1.00bn | $16.00bn | 108.3261 | 105.7038 | 0.192% | -2.421% | -0.00464% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 107.4961 | 107.3535 | 0.191% | -0.133% | -0.00025% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 123.2541 | 122.4464 | 0.191% | -0.655% | -0.00125% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 133.5720 | 133.1085 | 0.191% | -0.347% | -0.00066% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $72.2m | $15.21bn | 112.9011 | 112.5036 | 0.190% | -0.352% | -0.00067% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $16.43bn | – | $429.9m | $16.00bn | 107.0084 | 106.8635 | 0.189% | -0.135% | -0.00026% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 120.4571 | 119.9227 | 0.189% | -0.444% | -0.00084% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 130.2746 | 129.2162 | 0.187% | -0.812% | -0.00152% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.6308 | 106.4660 | 0.186% | -0.154% | -0.00029% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 126.6787 | 126.3207 | 0.185% | -0.283% | -0.00052% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.5311 | 109.1671 | 0.182% | -0.332% | -0.00060% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.0m | $15.70bn | 102.7761 | 102.7397 | 0.178% | -0.035% | -0.00006% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $2.13bn | $15.65bn | 102.6012 | 102.6141 | 0.177% | +0.013% | +0.00002% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.20bn | $9.84bn | 161.6950 | 159.2527 | 0.176% | -1.510% | -0.00266% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $0.9m | $15.51bn | 101.8682 | 101.8821 | 0.175% | +0.014% | +0.00002% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $690.2m | $15.26bn | 101.6342 | 101.6076 | 0.171% | -0.026% | -0.00004% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.8620 | 105.5740 | 0.171% | -0.211% | -0.00036% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.01bn | $13.07bn | 118.0853 | 117.6304 | 0.171% | -0.385% | -0.00066% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 118.9266 | 118.5557 | 0.170% | -0.312% | -0.00053% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 110.7283 | 110.2306 | 0.166% | -0.449% | -0.00075% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.27bn | $9.37bn | 159.1196 | 158.2622 | 0.165% | -0.539% | -0.00089% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.03bn | $14.08bn | 105.4959 | 105.0183 | 0.164% | -0.453% | -0.00074% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 111.7262 | 111.3016 | 0.164% | -0.380% | -0.00062% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.05bn | $13.39bn | 109.0377 | 108.6139 | 0.161% | -0.389% | -0.00063% |
| 912828GZ7 | 4.625% | Jul 31, 2012 | $15.80bn | – | $1.64bn | $14.17bn | 102.3001 | 102.2878 | 0.160% | -0.012% | -0.00002% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 108.3845 | 108.2619 | 0.160% | -0.113% | -0.00018% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $3.40bn | $9.44bn | 150.7950 | 149.3060 | 0.157% | -0.987% | -0.00155% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $2.15bn | $13.51bn | 103.5237 | 101.7072 | 0.155% | -0.004% | -0.00001% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.28bn | $8.89bn | 155.0172 | 152.6458 | 0.152% | -1.530% | -0.00233% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $2.39bn | $13.49bn | 102.0949 | 102.0799 | 0.152% | -0.015% | -0.00002% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 108.5384 | 108.5095 | 0.151% | -0.027% | -0.00004% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 130.7527 | 130.3220 | 0.148% | -0.329% | -0.00049% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $17.66bn | $12.20bn | 109.1291 | 108.6645 | 0.147% | -0.426% | -0.00063% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $12.72bn | $8.69bn | 148.5747 | 145.5584 | 0.143% | -2.030% | -0.00290% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $3.54bn | $12.56bn | 102.0112 | 102.0462 | 0.142% | +0.034% | +0.00005% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.63bn | $8.72bn | 145.7308 | 143.5841 | 0.140% | -1.473% | -0.00207% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.15bn | $8.79bn | 144.0550 | 141.9660 | 0.140% | -1.450% | -0.00203% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $7.96bn | $7.82bn | 156.8132 | 155.9200 | 0.135% | -0.570% | -0.00077% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 139.9980 | 139.4851 | 0.134% | -0.366% | -0.00049% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $8.41bn | $8.18bn | 144.6775 | 141.7696 | 0.131% | -2.010% | -0.00263% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $2.88bn | $7.25bn | 156.5999 | 155.8424 | 0.125% | -0.484% | -0.00061% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.50bn | $7.28bn | 148.6793 | 146.5852 | 0.120% | -1.408% | -0.00168% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $2.42bn | $8.10bn | 132.5883 | 132.4214 | 0.119% | -0.126% | -0.00015% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.03bn | $6.91bn | 152.2009 | 151.5179 | 0.116% | -0.449% | -0.00052% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $4.81bn | $6.37bn | 160.7709 | 159.2315 | 0.113% | -0.958% | -0.00108% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.43bn | $6.16bn | 164.3777 | 162.9783 | 0.112% | -0.851% | -0.00095% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $401.0m | $4.60bn | 212.8286 | 210.6737 | 0.108% | -1.013% | -0.00110% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.01bn | $6.07bn | 154.7964 | 153.9584 | 0.104% | -0.541% | -0.00056% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.34bn | $5.83bn | 159.7692 | 157.3846 | 0.103% | -1.493% | -0.00154% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 158.9990 | 156.9794 | 0.101% | -1.270% | -0.00128% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $9.13bn | – | $855.8m | $8.27bn | 109.5471 | 107.6152 | 0.100% | -1.764% | -0.00177% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.11bn | $5.73bn | 157.2690 | 155.5041 | 0.100% | -1.122% | -0.00112% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.10bn | $5.42bn | 161.1975 | 159.2929 | 0.097% | -1.181% | -0.00114% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.47bn | $5.03bn | 168.4289 | 166.9845 | 0.094% | -0.858% | -0.00080% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 161.9471 | 161.1923 | 0.091% | -0.466% | -0.00043% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 144.7026 | 144.1147 | 0.081% | -0.406% | -0.00033% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.16bn | $4.26bn | 159.2897 | 158.4321 | 0.075% | -0.538% | -0.00040% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.72bn | $4.10bn | 161.6405 | 159.9028 | 0.073% | -1.075% | -0.00079% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 151.9783 | 151.0802 | 0.060% | -0.591% | -0.00035% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 149.3278 | 148.3777 | 0.055% | -0.636% | -0.00035% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 158.0941 | 157.2785 | 0.053% | -0.516% | -0.00027% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 156.9399 | 156.1418 | 0.052% | -0.509% | -0.00027% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 161.2009 | 160.3929 | 0.051% | -0.501% | -0.00025% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 157.4361 | 156.6288 | 0.049% | -0.513% | -0.00025% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 135.0003 | 134.6006 | 0.045% | -0.296% | -0.00013% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 132.9562 | 132.6005 | 0.041% | -0.267% | -0.00011% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 158.4667 | 157.7038 | 0.040% | -0.481% | -0.00019% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 135.7795 | 135.4969 | 0.028% | -0.208% | -0.00006% |
| Total | $8.28tn | 100.000% | -0.35869% | ||||||||
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.