Rebalance of July 31, 2012
US Treasury Aggregate constituents
Every one of the 315 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
- 315
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.805639%
- Market value
- $8.95tn
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 +0.805639% against a published month return of +0.805639%, a difference of 1.1e-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 | 99.9924 | 99.9962 | 0.960% | +0.004% | +0.00004% |
| 9127955C1 | 0.000% | Sep 20, 2012 | $86.00bn | – | – | $86.00bn | 99.9816 | 99.9887 | 0.960% | +0.007% | +0.00007% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $5.91bn | $61.50bn | 110.4049 | 111.9001 | 0.758% | +1.354% | +0.01027% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $9.46bn | $64.75bn | 104.3207 | 106.0168 | 0.754% | +1.626% | +0.01227% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $15.38bn | $56.21bn | 119.1243 | 120.4856 | 0.748% | +1.143% | +0.00855% |
| 9127956A4 | 0.000% | Aug 9, 2012 | $61.00bn | – | – | $61.00bn | 99.9943 | 99.9988 | 0.681% | +0.004% | +0.00003% |
| 9127956B2 | 0.000% | Aug 16, 2012 | $61.00bn | – | – | $61.00bn | 99.9933 | 99.9982 | 0.681% | +0.005% | +0.00003% |
| 9127956C0 | 0.000% | Aug 30, 2012 | $61.00bn | – | – | $61.00bn | 99.9914 | 99.9942 | 0.681% | +0.003% | +0.00002% |
| 9127956G1 | 0.000% | Sep 6, 2012 | $61.00bn | – | – | $61.00bn | 99.9866 | 99.9918 | 0.681% | +0.005% | +0.00004% |
| 9127956H9 | 0.000% | Sep 13, 2012 | $61.00bn | – | – | $61.00bn | 99.9831 | 99.9902 | 0.681% | +0.007% | +0.00005% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $18.20bn | $49.38bn | 119.5931 | 121.2043 | 0.660% | +1.347% | +0.00889% |
| 9127955Y3 | 0.000% | Aug 2, 2012 | $59.00bn | – | – | $59.00bn | 99.9962 | 99.9998 | 0.659% | +0.004% | +0.00002% |
| 9127956J5 | 0.000% | Sep 27, 2012 | $59.00bn | – | – | $59.00bn | 99.9775 | 99.9871 | 0.659% | +0.010% | +0.00006% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $13.65bn | $56.45bn | 104.1359 | 105.7677 | 0.657% | +1.567% | +0.01029% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $22.74bn | $45.48bn | 117.4253 | 118.8356 | 0.596% | +1.201% | +0.00716% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $53.00bn | – | – | $53.00bn | 99.9692 | 99.9759 | 0.592% | +0.007% | +0.00004% |
| 9127955L1 | 0.000% | Nov 15, 2012 | $52.00bn | – | – | $52.00bn | 99.9537 | 99.9643 | 0.581% | +0.011% | +0.00006% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $52.00bn | – | – | $52.00bn | 99.9304 | 99.9513 | 0.580% | +0.021% | +0.00012% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $17.77bn | $48.96bn | 106.0869 | 107.6683 | 0.580% | +1.491% | +0.00865% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $22.77bn | $45.08bn | 111.1827 | 112.5865 | 0.560% | +1.263% | +0.00707% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $4.48bn | $38.01bn | 122.6092 | 127.1370 | 0.521% | +3.693% | +0.01922% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $5.33bn | $41.89bn | 109.1535 | 113.3798 | 0.511% | +3.872% | +0.01977% |
| 912828SV3 | 1.750% | May 15, 2022 | $47.98bn | – | $2.99bn | $45.00bn | 101.2595 | 102.9022 | 0.509% | +1.622% | +0.00826% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $0.3m | $44.97bn | 100.6168 | 100.6664 | 0.505% | +0.049% | +0.00025% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $32.25bn | $38.79bn | 116.2527 | 117.5279 | 0.504% | +1.097% | +0.00552% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $3.31bn | $41.32bn | 108.4389 | 112.6311 | 0.500% | +3.866% | +0.01935% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $11.82bn | $32.74bn | 134.3832 | 139.1148 | 0.491% | +3.521% | +0.01730% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $2.10bn | $41.32bn | 106.3540 | 106.7777 | 0.491% | +0.398% | +0.00196% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $9.64bn | $33.27bn | 131.9918 | 136.7758 | 0.490% | +3.624% | +0.01777% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $10.98bn | $32.49bn | 134.4769 | 139.2711 | 0.488% | +3.565% | +0.01740% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $28.51bn | $37.49bn | 114.4389 | 116.0061 | 0.479% | +1.370% | +0.00656% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $2.18bn | $41.09bn | 104.3733 | 104.7350 | 0.479% | +0.347% | +0.00166% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 105.1660 | 105.4544 | 0.478% | +0.274% | +0.00131% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.12bn | $39.16bn | 107.6525 | 109.6348 | 0.471% | +1.900% | +0.00895% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $3.29bn | $39.75bn | 106.0190 | 106.4001 | 0.471% | +0.359% | +0.00169% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $2.15bn | $39.86bn | 105.0628 | 105.3815 | 0.468% | +0.303% | +0.00142% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $0.8m | $41.31bn | 101.1793 | 101.2289 | 0.467% | +0.049% | +0.00023% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $3.22bn | $41.27bn | 101.2400 | 101.2909 | 0.467% | +0.050% | +0.00023% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $3.25bn | $39.43bn | 105.6957 | 104.9436 | 0.465% | +0.353% | +0.00164% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $500.1m | $41.05bn | 101.2634 | 100.6260 | 0.464% | +0.050% | +0.00023% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $4.08bn | $39.16bn | 105.6080 | 106.0095 | 0.462% | +0.380% | +0.00176% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 108.4641 | 109.3927 | 0.460% | +0.856% | +0.00394% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $0.2m | $40.47bn | 101.2510 | 101.3006 | 0.458% | +0.049% | +0.00022% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.62bn | $38.55bn | 105.1440 | 105.4314 | 0.453% | +0.273% | +0.00124% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 100.4585 | 100.5195 | 0.451% | +0.061% | +0.00027% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $12.23bn | $29.77bn | 134.7894 | 139.6148 | 0.448% | +3.580% | +0.01604% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 114.0219 | 115.4104 | 0.446% | +1.497% | +0.00667% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 104.6080 | 104.8533 | 0.445% | +0.234% | +0.00104% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 100.6368 | 100.6557 | 0.442% | +0.019% | +0.00008% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.65bn | $32.03bn | 121.6338 | 122.7415 | 0.435% | +1.397% | +0.00608% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $6.32bn | $36.58bn | 106.2717 | 106.7255 | 0.434% | +0.427% | +0.00185% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $0.3m | $38.08bn | 100.6260 | 100.6756 | 0.428% | +0.049% | +0.00021% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $3.80bn | $36.18bn | 105.8221 | 104.7884 | 0.428% | +0.263% | +0.00113% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $17.74bn | $27.17bn | 140.7534 | 145.6034 | 0.427% | +3.446% | +0.01471% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.95bn | $33.46bn | 114.1576 | 115.3186 | 0.427% | +1.017% | +0.00434% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $0.9m | $37.95bn | 100.2937 | 100.3659 | 0.425% | +0.072% | +0.00031% |
| 912828PH7 | 0.375% | Aug 31, 2012 | $37.91bn | – | $20.9m | $37.89bn | 100.1889 | 100.1882 | 0.424% | -0.001% | -0.00000% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $6.13bn | $36.80bn | 101.5605 | 101.6414 | 0.417% | +0.080% | +0.00033% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $0.2m | $37.13bn | 100.1265 | 100.1573 | 0.415% | +0.031% | +0.00013% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $5.6m | $36.92bn | 100.4918 | 100.5428 | 0.414% | +0.051% | +0.00021% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.2221 | 100.2731 | 0.411% | +0.051% | +0.00021% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.5968 | 100.6270 | 0.411% | +0.030% | +0.00012% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 102.9134 | 103.1194 | 0.409% | +0.200% | +0.00082% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 99.9594 | 100.1048 | 0.408% | +0.146% | +0.00059% |
| 912828LH1 | 1.750% | Aug 15, 2012 | $42.71bn | – | $6.46bn | $36.25bn | 100.8510 | 100.8702 | 0.408% | +0.019% | +0.00008% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $17.58bn | $25.43bn | 143.7383 | 148.7861 | 0.408% | +3.512% | +0.01433% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.8648 | 100.9570 | 0.408% | +0.091% | +0.00037% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.2555 | 104.1916 | 0.408% | +0.658% | +0.00268% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $0.1m | $36.38bn | 100.1687 | 100.2097 | 0.407% | +0.041% | +0.00017% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0115 | 100.1257 | 0.406% | +0.114% | +0.00046% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.8156 | 100.9399 | 0.406% | +0.123% | +0.00050% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.1270 | 100.2201 | 0.404% | +0.093% | +0.00038% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.2826 | 100.1885 | 0.404% | +0.093% | +0.00038% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.8443 | 99.9795 | 0.402% | +0.135% | +0.00055% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.7194 | 99.9171 | 0.402% | +0.198% | +0.00080% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.8859 | 99.9898 | 0.402% | +0.104% | +0.00042% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 99.9178 | 100.0944 | 0.401% | +0.177% | +0.00071% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $0.4m | $35.70bn | 100.5127 | 100.2204 | 0.401% | +0.020% | +0.00008% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.1267 | 100.1573 | 0.399% | +0.031% | +0.00012% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.9307 | 102.6372 | 0.398% | +0.693% | +0.00276% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $14.72bn | $28.49bn | 125.1878 | 129.7572 | 0.398% | +3.650% | +0.01454% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.0113 | 100.0632 | 0.398% | +0.177% | +0.00070% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.8166 | 102.5548 | 0.398% | +0.725% | +0.00289% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.11bn | $30.25bn | 117.6766 | 118.8573 | 0.398% | +1.003% | +0.00399% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.7024 | 102.4402 | 0.398% | +0.725% | +0.00288% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $223.9m | $35.61bn | 99.9385 | 100.1153 | 0.397% | +0.177% | +0.00070% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 101.6603 | 102.4298 | 0.397% | +0.757% | +0.00301% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 99.9905 | 100.1671 | 0.396% | +0.177% | +0.00070% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 101.2428 | 101.5649 | 0.396% | +0.750% | +0.00297% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 101.2143 | 100.8274 | 0.396% | +0.112% | +0.00044% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 101.1698 | 101.9599 | 0.395% | +0.781% | +0.00309% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.0765 | 101.8357 | 0.395% | +0.751% | +0.00297% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $940.4m | $35.00bn | 100.9310 | 101.7211 | 0.395% | +0.783% | +0.00309% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.9110 | 101.6698 | 0.394% | +0.752% | +0.00297% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.08bn | $29.68bn | 118.7806 | 119.9543 | 0.394% | +0.988% | +0.00389% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $27.38bn | $31.29bn | 112.1051 | 113.2380 | 0.392% | +1.011% | +0.00396% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.47bn | $21.53bn | 162.4631 | 164.6494 | 0.391% | +2.237% | +0.00874% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 99.8969 | 100.1048 | 0.390% | +0.208% | +0.00081% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.66bn | $33.21bn | 105.0608 | 105.5475 | 0.390% | +0.463% | +0.00180% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 99.6171 | 100.3871 | 0.389% | +0.773% | +0.00301% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $2.69bn | $34.51bn | 100.4507 | 100.5017 | 0.387% | +0.051% | +0.00020% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.0802 | 100.3920 | 0.385% | +0.312% | +0.00120% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 123.1551 | 124.1769 | 0.384% | +1.365% | +0.00524% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.7846 | 100.9083 | 0.375% | +0.123% | +0.00046% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $1.83bn | $31.68bn | 106.0800 | 106.1803 | 0.375% | +0.095% | +0.00035% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $776.9m | $33.45bn | 100.0173 | 100.4229 | 0.374% | +0.406% | +0.00151% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.6019 | 104.2867 | 0.373% | +0.661% | +0.00247% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $4.13bn | $32.08bn | 103.8530 | 104.0686 | 0.372% | +0.208% | +0.00077% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $951.1m | $33.32bn | 99.8036 | 100.0428 | 0.371% | +0.365% | +0.00136% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.5333 | 100.7933 | 0.370% | +0.259% | +0.00096% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 99.7304 | 100.0634 | 0.369% | +0.334% | +0.00123% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $5.09bn | $14.40bn | 228.1890 | 234.7083 | 0.367% | +2.857% | +0.01048% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $5.00bn | $32.82bn | 99.9862 | 100.3919 | 0.367% | +0.406% | +0.00149% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $2.99bn | $32.91bn | 99.7198 | 100.1154 | 0.367% | +0.397% | +0.00145% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.9327 | 102.1284 | 0.364% | +0.192% | +0.00070% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 105.9606 | 106.1196 | 0.363% | +0.150% | +0.00054% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 102.7551 | 103.3576 | 0.362% | +0.586% | +0.00212% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $5.01bn | $29.20bn | 110.8602 | 111.2837 | 0.362% | +0.382% | +0.00138% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8839 | 100.8101 | 0.361% | +0.237% | +0.00085% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8786 | 101.0651 | 0.361% | +0.185% | +0.00067% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $1.59bn | $32.41bn | 99.5639 | 99.9905 | 0.360% | +0.428% | +0.00154% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 102.8899 | 103.4293 | 0.360% | +0.524% | +0.00189% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 102.6827 | 103.2846 | 0.360% | +0.586% | +0.00211% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.4503 | 100.7725 | 0.359% | +0.321% | +0.00115% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $5.21bn | $31.01bn | 103.1335 | 103.3488 | 0.357% | +0.209% | +0.00075% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $2.26bn | $32.00bn | 99.9237 | 100.2982 | 0.357% | +0.375% | +0.00134% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.8553 | 100.1257 | 0.357% | +0.271% | +0.00097% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 106.0594 | 105.7242 | 0.354% | +0.627% | +0.00222% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $14.97bn | $23.81bn | 131.7731 | 136.3696 | 0.350% | +3.488% | +0.01222% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $1.23bn | $31.06bn | 100.3878 | 100.5225 | 0.348% | +0.134% | +0.00047% |
| 912810QW1 | 3.000% | May 15, 2042 | $30.92bn | – | $1.92bn | $29.00bn | 105.7038 | 109.8546 | 0.342% | +3.927% | +0.01344% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.0577 | 103.6704 | 0.342% | +0.595% | +0.00203% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 115.7644 | 116.8341 | 0.339% | +0.924% | +0.00313% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 107.4540 | 107.6587 | 0.337% | +0.190% | +0.00064% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $2.84bn | $30.02bn | 100.3465 | 100.5122 | 0.336% | +0.165% | +0.00056% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 108.8696 | 109.1005 | 0.332% | +0.212% | +0.00070% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 112.2823 | 111.5397 | 0.331% | +0.730% | +0.00242% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $978.5m | $29.07bn | 101.7894 | 101.9742 | 0.330% | +0.182% | +0.00060% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 106.1318 | 107.0346 | 0.330% | +0.851% | +0.00281% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.0975 | 111.9147 | 0.330% | +0.736% | +0.00242% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $5.24bn | $28.48bn | 103.1943 | 103.4096 | 0.328% | +0.209% | +0.00068% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 105.8522 | 106.7863 | 0.326% | +0.882% | +0.00288% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $3.05bn | $28.23bn | 102.9856 | 102.3173 | 0.325% | +0.201% | +0.00065% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $3.33bn | $28.67bn | 101.3804 | 101.5870 | 0.325% | +0.204% | +0.00066% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.6731 | 104.3173 | 0.324% | +0.496% | +0.00161% |
| 9127956K2 | 0.000% | Oct 4, 2012 | $29.00bn | – | – | $29.00bn | 99.9758 | 99.9838 | 0.324% | +0.008% | +0.00003% |
| 9127956M8 | 0.000% | Oct 11, 2012 | $29.00bn | – | – | $29.00bn | 99.9711 | 99.9800 | 0.324% | +0.009% | +0.00003% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $1.21bn | $28.20bn | 102.6508 | 103.7004 | 0.323% | +1.022% | +0.00331% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 113.2988 | 113.8365 | 0.318% | +0.475% | +0.00151% |
| 9127956N6 | 0.000% | Oct 25, 2012 | $28.00bn | – | – | $28.00bn | 99.9639 | 99.9737 | 0.313% | +0.010% | +0.00003% |
| 9127956P1 | 0.000% | Nov 1, 2012 | $28.00bn | – | – | $28.00bn | 99.9653 | 99.9716 | 0.313% | +0.006% | +0.00002% |
| 9127956S5 | 0.000% | Nov 8, 2012 | $28.00bn | – | – | $28.00bn | 99.9560 | 99.9667 | 0.313% | +0.011% | +0.00003% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $21.17bn | $20.26bn | 137.9873 | 142.7644 | 0.312% | +3.462% | +0.01081% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 130.4210 | 129.8548 | 0.306% | +0.520% | +0.00159% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 104.3253 | 104.4877 | 0.306% | +0.156% | +0.00048% |
| 9127956T3 | 0.000% | Nov 23, 2012 | $27.00bn | – | – | $27.00bn | 99.9469 | 99.9617 | 0.301% | +0.015% | +0.00004% |
| 9127956U0 | 0.000% | Nov 29, 2012 | $27.00bn | – | – | $27.00bn | 99.9405 | 99.9563 | 0.301% | +0.016% | +0.00005% |
| 9127956V8 | 0.000% | Dec 6, 2012 | $27.00bn | – | – | $27.00bn | 99.9378 | 99.9538 | 0.301% | +0.016% | +0.00005% |
| 9127956X4 | 0.000% | Dec 20, 2012 | $27.00bn | – | – | $27.00bn | 99.9275 | 99.9487 | 0.301% | +0.021% | +0.00006% |
| 9127956Y2 | 0.000% | Dec 27, 2012 | $27.00bn | – | – | $27.00bn | 99.9196 | 99.9421 | 0.301% | +0.023% | +0.00007% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 105.9452 | 106.9114 | 0.299% | +0.912% | +0.00273% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $391.8m | $24.33bn | 109.8300 | 110.1490 | 0.298% | +0.290% | +0.00087% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $6.13bn | $26.33bn | 100.6911 | 100.8463 | 0.296% | +0.154% | +0.00046% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $4.81bn | $11.97bn | 221.1435 | 227.3970 | 0.296% | +2.828% | +0.00836% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 110.6685 | 111.4457 | 0.294% | +0.702% | +0.00206% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.3342 | 110.0908 | 0.293% | +0.692% | +0.00203% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8947 | 99.9257 | 0.290% | +0.031% | +0.00009% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $22.4m | $25.04bn | 103.7208 | 103.8825 | 0.290% | +0.156% | +0.00045% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $26.00bn | – | – | $26.00bn | 99.8815 | 99.9087 | 0.290% | +0.027% | +0.00008% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $26.00bn | – | – | $26.00bn | 99.8605 | 99.8902 | 0.290% | +0.030% | +0.00009% |
| 9127956L0 | 0.000% | May 2, 2013 | $26.00bn | – | – | $26.00bn | 99.8380 | 99.8778 | 0.290% | +0.040% | +0.00012% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $3.87bn | $22.04bn | 117.5769 | 121.8341 | 0.289% | +3.621% | +0.01048% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $1.87bn | $23.60bn | 109.6793 | 110.0258 | 0.289% | +0.316% | +0.00091% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 129.3355 | 128.6770 | 0.289% | +0.398% | +0.00115% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 112.6071 | 113.4985 | 0.286% | +0.792% | +0.00226% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $7.70bn | $25.03bn | 101.9739 | 102.1707 | 0.285% | +0.193% | +0.00055% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.8234 | 111.5367 | 0.284% | +0.644% | +0.00183% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.9983 | 108.6940 | 0.283% | +0.810% | +0.00229% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $8.75bn | $24.82bn | 101.8914 | 102.0876 | 0.282% | +0.193% | +0.00054% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 112.0223 | 111.1651 | 0.282% | +0.685% | +0.00193% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 104.2602 | 104.7568 | 0.282% | +0.476% | +0.00134% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $4.85bn | $24.69bn | 101.9629 | 102.3784 | 0.281% | +1.020% | +0.00287% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $25.00bn | – | – | $25.00bn | 99.9188 | 99.9411 | 0.279% | +0.022% | +0.00006% |
| 9127956R7 | 0.000% | May 30, 2013 | $25.00bn | – | – | $25.00bn | 99.8139 | 99.8569 | 0.279% | +0.043% | +0.00012% |
| 9127956W6 | 0.000% | Jun 27, 2013 | $25.00bn | – | – | $25.00bn | 99.7883 | 99.8437 | 0.279% | +0.056% | +0.00015% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 111.3927 | 112.2201 | 0.278% | +0.743% | +0.00207% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 107.6967 | 108.6936 | 0.278% | +0.926% | +0.00257% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $8.18bn | $24.52bn | 101.5268 | 101.2024 | 0.278% | +0.173% | +0.00048% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 104.3655 | 104.4952 | 0.278% | +0.124% | +0.00035% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 130.4391 | 129.9192 | 0.277% | +0.537% | +0.00149% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.8111 | 106.4742 | 0.277% | +0.627% | +0.00173% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $12.21bn | $22.26bn | 111.0380 | 111.4993 | 0.276% | +0.415% | +0.00115% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $7.67bn | $16.31bn | 151.4462 | 159.4276 | 0.276% | +5.270% | +0.01454% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 149.3824 | 151.7906 | 0.275% | +2.388% | +0.00656% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.7155 | 105.3902 | 0.272% | +0.644% | +0.00175% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 111.5421 | 112.4117 | 0.272% | +0.780% | +0.00212% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $201.0m | $18.80bn | 128.9333 | 128.8342 | 0.271% | +0.682% | +0.00185% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $8.65bn | $17.75bn | 136.5810 | 140.8582 | 0.271% | +3.132% | +0.00848% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.49bn | $23.41bn | 102.7869 | 103.8058 | 0.269% | +0.991% | +0.00266% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $4.41bn | $23.41bn | 102.5811 | 102.7138 | 0.268% | +0.129% | +0.00035% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $6.52bn | $16.13bn | 147.9008 | 150.3534 | 0.266% | +1.658% | +0.00442% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $5.38bn | $23.62bn | 100.3171 | 101.4406 | 0.265% | +1.120% | +0.00296% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.9155 | 107.5686 | 0.263% | +0.611% | +0.00161% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 111.8787 | 112.7897 | 0.263% | +0.814% | +0.00214% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 110.2943 | 111.1073 | 0.262% | +0.737% | +0.00193% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 113.8995 | 114.5163 | 0.260% | +0.542% | +0.00141% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $1.45bn | $21.86bn | 104.7624 | 103.1654 | 0.256% | +0.086% | +0.00022% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 103.1121 | 103.1997 | 0.255% | +0.085% | +0.00022% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $7.88bn | $22.00bn | 103.7242 | 104.7527 | 0.255% | +0.992% | +0.00253% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 136.4620 | 141.0163 | 0.254% | +3.337% | +0.00848% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.9592 | 110.8096 | 0.252% | +0.773% | +0.00195% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $7.25bn | $14.77bn | 152.4552 | 155.4857 | 0.251% | +1.988% | +0.00500% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 115.9248 | 116.5769 | 0.251% | +0.563% | +0.00141% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 124.3973 | 125.3057 | 0.250% | +1.318% | +0.00329% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.6613 | 131.3537 | 0.249% | +0.847% | +0.00211% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 108.5761 | 109.4361 | 0.249% | +0.792% | +0.00197% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 129.5910 | 129.6622 | 0.241% | +0.910% | +0.00219% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 117.6345 | 118.5115 | 0.240% | +0.746% | +0.00179% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $14.8m | $20.73bn | 102.9412 | 103.0085 | 0.238% | +0.065% | +0.00016% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.2774 | 129.0670 | 0.238% | +0.733% | +0.00175% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 118.5231 | 119.5883 | 0.235% | +0.899% | +0.00211% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 150.4334 | 153.7260 | 0.233% | +3.079% | +0.00717% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $9.51bn | $20.18bn | 103.2561 | 104.3478 | 0.233% | +1.057% | +0.00246% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 154.8147 | 157.4597 | 0.232% | +2.583% | +0.00600% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.51bn | $13.92bn | 148.3503 | 151.6683 | 0.231% | +2.237% | +0.00516% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $10.47bn | $19.84bn | 102.4640 | 103.4829 | 0.227% | +0.994% | +0.00226% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $849.5m | $19.67bn | 103.3060 | 103.3429 | 0.227% | +0.036% | +0.00008% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 110.5177 | 111.2201 | 0.223% | +0.636% | +0.00142% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $1.13bn | $19.43bn | 102.3540 | 102.4027 | 0.222% | +0.048% | +0.00011% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 132.8165 | 132.6737 | 0.217% | +0.912% | +0.00198% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 138.8918 | 142.1146 | 0.217% | +3.012% | +0.00654% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 119.1607 | 119.9688 | 0.216% | +0.678% | +0.00146% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 121.7696 | 122.7548 | 0.214% | +0.809% | +0.00173% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 129.8062 | 130.4967 | 0.213% | +1.310% | +0.00278% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 110.2337 | 111.2391 | 0.212% | +0.912% | +0.00194% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 101.9280 | 101.9728 | 0.206% | +0.044% | +0.00009% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.04bn | $17.90bn | 102.3200 | 103.3383 | 0.205% | +0.995% | +0.00204% |
| 912828AJ9 | 4.375% | Aug 15, 2012 | $19.64bn | – | $1.74bn | $17.90bn | 102.1587 | 102.1755 | 0.204% | +0.016% | +0.00003% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $11.93bn | $17.85bn | 101.4015 | 102.4721 | 0.202% | +1.056% | +0.00213% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 119.5659 | 120.4784 | 0.202% | +0.763% | +0.00154% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 110.6279 | 111.3318 | 0.202% | +0.636% | +0.00128% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 110.7284 | 110.4134 | 0.202% | +0.901% | +0.00182% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 134.9399 | 139.3942 | 0.200% | +3.301% | +0.00660% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 111.8868 | 112.9037 | 0.198% | +0.909% | +0.00180% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 118.0747 | 118.8050 | 0.196% | +0.619% | +0.00122% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $2.55bn | $16.95bn | 103.7503 | 103.7885 | 0.196% | +0.037% | +0.00007% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $1.26bn | $16.99bn | 103.4103 | 103.4871 | 0.196% | +0.074% | +0.00015% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 126.0617 | 126.7501 | 0.194% | +1.254% | +0.00243% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 107.3535 | 108.0169 | 0.193% | +0.618% | +0.00119% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 133.1085 | 132.9878 | 0.192% | +1.003% | +0.00193% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $18.2m | $15.26bn | 112.5036 | 113.0979 | 0.192% | +0.528% | +0.00101% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 122.4464 | 123.3266 | 0.191% | +1.318% | +0.00252% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $16.43bn | – | $429.9m | $16.00bn | 106.8635 | 107.8908 | 0.191% | +0.961% | +0.00184% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 119.9227 | 121.0649 | 0.190% | +0.952% | +0.00181% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 129.2162 | 129.7241 | 0.188% | +1.274% | +0.00239% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.4660 | 107.1393 | 0.187% | +0.632% | +0.00118% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.52bn | $15.41bn | 108.4817 | 109.4878 | 0.187% | +0.927% | +0.00173% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 126.3207 | 127.1617 | 0.186% | +0.666% | +0.00124% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $1.68bn | $16.10bn | 102.6141 | 102.6508 | 0.185% | +0.036% | +0.00007% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $16.13bn | – | $901.8m | $15.23bn | 107.6152 | 114.2628 | 0.183% | +6.177% | +0.01130% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.1671 | 109.4386 | 0.183% | +0.249% | +0.00045% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.0m | $15.70bn | 102.7397 | 101.3828 | 0.180% | +0.078% | +0.00014% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $100.2m | $15.85bn | 101.6076 | 101.6655 | 0.180% | +0.057% | +0.00010% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $0.9m | $15.51bn | 101.8821 | 101.9168 | 0.176% | +0.034% | +0.00006% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.25bn | $9.79bn | 159.2527 | 162.6685 | 0.174% | +2.145% | +0.00374% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $381.4m | $15.28bn | 101.7072 | 101.7527 | 0.174% | +0.045% | +0.00008% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 118.5557 | 119.4851 | 0.172% | +0.784% | +0.00135% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.01bn | $13.07bn | 117.6304 | 118.7276 | 0.172% | +0.933% | +0.00160% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $825.2m | $15.05bn | 102.0799 | 102.1158 | 0.172% | +0.035% | +0.00006% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 105.5740 | 106.1848 | 0.170% | +0.578% | +0.00099% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 110.2306 | 111.2571 | 0.167% | +0.931% | +0.00155% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 111.3016 | 112.3383 | 0.165% | +0.931% | +0.00154% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.03bn | $14.07bn | 105.0183 | 106.0673 | 0.165% | +0.999% | +0.00165% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 158.2622 | 160.3519 | 0.163% | +1.320% | +0.00215% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.05bn | $13.39bn | 108.6139 | 109.6523 | 0.162% | +0.956% | +0.00155% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 108.2619 | 108.9759 | 0.161% | +0.660% | +0.00106% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $3.66bn | $9.17bn | 149.3060 | 152.1755 | 0.153% | +1.922% | +0.00294% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 108.5095 | 109.1610 | 0.153% | +0.600% | +0.00092% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.31bn | $8.86bn | 152.6458 | 160.3007 | 0.151% | +5.015% | +0.00757% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 130.3220 | 131.2772 | 0.149% | +0.733% | +0.00109% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $17.87bn | $11.99bn | 108.6645 | 108.5686 | 0.146% | +0.947% | +0.00138% |
| 912828HC7 | 4.125% | Aug 31, 2012 | $16.09bn | – | $3.54bn | $12.56bn | 102.0462 | 102.0387 | 0.143% | -0.007% | -0.00001% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.21bn | $8.74bn | 141.9660 | 144.9253 | 0.139% | +2.084% | +0.00289% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.71bn | $8.64bn | 143.5841 | 146.6106 | 0.139% | +2.108% | +0.00292% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $12.90bn | $8.51bn | 145.5584 | 150.2473 | 0.138% | +3.221% | +0.00446% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 139.4851 | 140.4796 | 0.135% | +0.713% | +0.00096% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $8.11bn | $7.67bn | 155.9200 | 158.2572 | 0.133% | +1.499% | +0.00200% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $8.55bn | $8.04bn | 141.7696 | 146.3486 | 0.127% | +3.230% | +0.00411% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $3.03bn | $7.10bn | 155.8424 | 158.0337 | 0.124% | +1.406% | +0.00174% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $2.42bn | $8.10bn | 132.4214 | 132.9111 | 0.120% | +0.370% | +0.00044% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.50bn | $7.28bn | 146.5852 | 149.5697 | 0.119% | +2.036% | +0.00243% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.13bn | $6.81bn | 151.5179 | 152.9375 | 0.115% | +0.937% | +0.00108% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $4.85bn | $6.33bn | 159.2315 | 162.1418 | 0.113% | +1.828% | +0.00206% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.60bn | $5.99bn | 162.9783 | 165.8397 | 0.109% | +1.756% | +0.00192% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $401.0m | $4.60bn | 210.6737 | 217.7521 | 0.108% | +3.360% | +0.00364% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.01bn | $6.07bn | 153.9584 | 155.3149 | 0.104% | +0.881% | +0.00092% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.42bn | $5.75bn | 157.3846 | 160.6394 | 0.101% | +2.068% | +0.00209% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.44bn | $5.76bn | 156.9794 | 159.9736 | 0.101% | +1.907% | +0.00192% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.28bn | $5.56bn | 155.5041 | 158.5027 | 0.097% | +1.928% | +0.00186% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.32bn | $5.20bn | 159.2929 | 162.3389 | 0.093% | +1.912% | +0.00177% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 161.1923 | 163.1010 | 0.092% | +1.184% | +0.00109% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.57bn | $4.93bn | 166.9845 | 169.9255 | 0.092% | +1.761% | +0.00162% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 144.1147 | 145.1274 | 0.081% | +0.703% | +0.00057% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.23bn | $4.19bn | 158.4321 | 160.7412 | 0.074% | +1.457% | +0.00108% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.73bn | $4.09bn | 159.9028 | 162.9279 | 0.073% | +1.892% | +0.00138% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 151.0802 | 152.3451 | 0.060% | +0.837% | +0.00050% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 148.3777 | 149.5904 | 0.056% | +0.817% | +0.00045% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 157.2785 | 159.2221 | 0.053% | +1.236% | +0.00065% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 156.1418 | 158.0409 | 0.053% | +1.216% | +0.00064% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 160.3929 | 162.3750 | 0.051% | +1.236% | +0.00063% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 156.6288 | 158.3606 | 0.050% | +1.106% | +0.00055% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 134.6006 | 135.3942 | 0.045% | +0.590% | +0.00027% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 132.6005 | 133.2181 | 0.041% | +0.466% | +0.00019% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 157.7038 | 159.5421 | 0.040% | +1.166% | +0.00047% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 135.4969 | 136.0288 | 0.028% | +0.393% | +0.00011% |
| Total | $8.23tn | 100.000% | +0.80564% | ||||||||
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.