Rebalance of August 31, 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
- -0.270997%
- Market value
- $9.12tn
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 -0.270997% against a published month return of -0.270997%, a difference of 8.1e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127955C1 | 0.000% | Sep 20, 2012 | $86.00bn | – | – | $86.00bn | 99.9887 | 99.9950 | 0.943% | +0.006% | +0.00006% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $83.00bn | – | – | $83.00bn | 99.9759 | 99.9893 | 0.910% | +0.013% | +0.00012% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $5.92bn | $61.49bn | 111.9001 | 111.3302 | 0.755% | -0.509% | -0.00384% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $15.51bn | $56.09bn | 120.4856 | 118.1658 | 0.741% | -0.421% | -0.00312% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $3.65bn | $65.33bn | 102.9022 | 102.2201 | 0.737% | -0.663% | -0.00489% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $12.62bn | $61.59bn | 106.0168 | 104.3587 | 0.716% | -0.621% | -0.00445% |
| 9127956G1 | 0.000% | Sep 6, 2012 | $61.00bn | – | – | $61.00bn | 99.9918 | 99.9988 | 0.669% | +0.007% | +0.00005% |
| 9127956H9 | 0.000% | Sep 13, 2012 | $61.00bn | – | – | $61.00bn | 99.9902 | 99.9975 | 0.669% | +0.007% | +0.00005% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $18.21bn | $49.38bn | 121.2043 | 118.7908 | 0.657% | -0.496% | -0.00326% |
| 9127956J5 | 0.000% | Sep 27, 2012 | $59.00bn | – | – | $59.00bn | 99.9871 | 99.9933 | 0.647% | +0.006% | +0.00004% |
| 9127956K2 | 0.000% | Oct 4, 2012 | $59.00bn | – | – | $59.00bn | 99.9838 | 99.9915 | 0.647% | +0.008% | +0.00005% |
| 9127956M8 | 0.000% | Oct 11, 2012 | $59.00bn | – | – | $59.00bn | 99.9800 | 99.9909 | 0.647% | +0.011% | +0.00007% |
| 9127956N6 | 0.000% | Oct 25, 2012 | $58.00bn | – | – | $58.00bn | 99.9737 | 99.9878 | 0.636% | +0.014% | +0.00009% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $18.27bn | $51.82bn | 105.7677 | 105.1712 | 0.601% | -0.564% | -0.00339% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $22.74bn | $45.47bn | 118.8356 | 118.3152 | 0.593% | -0.438% | -0.00260% |
| 9127955L1 | 0.000% | Nov 15, 2012 | $52.00bn | – | – | $52.00bn | 99.9643 | 99.9810 | 0.570% | +0.017% | +0.00010% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $52.00bn | – | – | $52.00bn | 99.9513 | 99.9711 | 0.570% | +0.020% | +0.00011% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $52.00bn | – | – | $52.00bn | 99.9411 | 99.9633 | 0.570% | +0.022% | +0.00013% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $18.57bn | $48.17bn | 107.6683 | 106.0530 | 0.569% | -0.513% | -0.00292% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $22.79bn | $45.06bn | 112.5865 | 110.7364 | 0.556% | -0.478% | -0.00266% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $5.71bn | $41.51bn | 113.3798 | 108.7948 | 0.516% | -2.666% | -0.01376% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $3.84bn | $40.78bn | 112.6311 | 109.6698 | 0.504% | -2.629% | -0.01325% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $2.22bn | $41.70bn | 109.8546 | 106.8505 | 0.503% | -2.735% | -0.01374% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 106.4001 | 105.2137 | 0.502% | +0.001% | +0.00001% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $32.25bn | $38.78bn | 117.5279 | 117.1209 | 0.500% | -0.346% | -0.00173% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $811.7m | $42.61bn | 106.7777 | 106.7912 | 0.499% | +0.013% | +0.00006% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $6.86bn | $35.63bn | 127.1370 | 122.1101 | 0.497% | -2.479% | -0.01232% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $0.3m | $44.97bn | 100.6664 | 100.6685 | 0.497% | +0.002% | +0.00001% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $12.07bn | $32.49bn | 139.1148 | 135.9878 | 0.496% | -2.248% | -0.01115% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $10.34bn | $32.57bn | 136.7758 | 133.6060 | 0.489% | -2.318% | -0.01132% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $1.03bn | $42.23bn | 104.7350 | 104.7136 | 0.485% | -0.020% | -0.00010% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $12.23bn | $31.25bn | 139.2711 | 136.0815 | 0.477% | -2.290% | -0.01093% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $28.66bn | $37.34bn | 116.0061 | 115.5136 | 0.475% | -0.425% | -0.00202% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 105.4544 | 105.4563 | 0.471% | +0.002% | +0.00001% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $2.99bn | $40.25bn | 106.0095 | 105.9708 | 0.468% | -0.037% | -0.00017% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $2.14bn | $40.54bn | 104.9436 | 104.9327 | 0.467% | -0.010% | -0.00005% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 109.6348 | 109.3412 | 0.466% | -0.268% | -0.00125% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $2.56bn | $41.93bn | 101.2909 | 100.6060 | 0.466% | +0.003% | +0.00001% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $2.15bn | $39.86bn | 105.3815 | 105.3509 | 0.461% | -0.029% | -0.00013% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $0.8m | $41.31bn | 101.2289 | 101.2622 | 0.459% | +0.033% | +0.00015% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 109.3927 | 109.7138 | 0.456% | +0.294% | +0.00134% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $271.1m | $41.28bn | 100.6260 | 100.6281 | 0.456% | +0.002% | +0.00001% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $0.2m | $40.47bn | 101.3006 | 101.3026 | 0.450% | +0.002% | +0.00001% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $1.52bn | $38.65bn | 105.4314 | 104.2450 | 0.447% | +0.001% | +0.00000% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 100.5195 | 100.5302 | 0.443% | +0.011% | +0.00005% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 115.4104 | 115.0585 | 0.443% | -0.305% | -0.00135% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $13.26bn | $28.74bn | 139.6148 | 136.3315 | 0.440% | -2.352% | -0.01035% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 104.8533 | 104.8145 | 0.438% | -0.037% | -0.00016% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $5.75bn | $37.15bn | 106.7255 | 106.7378 | 0.435% | +0.011% | +0.00005% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 100.6557 | 100.6897 | 0.434% | +0.034% | +0.00015% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.65bn | $32.03bn | 122.7415 | 122.5523 | 0.431% | -0.154% | -0.00067% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $4.41bn | $38.52bn | 101.6414 | 101.6477 | 0.429% | +0.006% | +0.00003% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $18.04bn | $26.86bn | 145.6034 | 140.0639 | 0.429% | -2.216% | -0.00951% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.95bn | $33.46bn | 115.3186 | 115.0448 | 0.423% | -0.237% | -0.00101% |
| 912828LM0 | 1.375% | Sep 15, 2012 | $38.08bn | – | $0.3m | $38.08bn | 100.6756 | 100.6776 | 0.421% | +0.002% | +0.00001% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $0.9m | $37.95bn | 100.3659 | 100.3811 | 0.418% | +0.015% | +0.00006% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $3.80bn | $36.18bn | 104.7884 | 104.7809 | 0.416% | -0.007% | -0.00003% |
| 912828NX4 | 0.375% | Sep 30, 2012 | $37.13bn | – | $0.2m | $37.13bn | 100.1573 | 100.1916 | 0.408% | +0.034% | +0.00014% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $0.6m | $36.92bn | 100.5428 | 100.2257 | 0.407% | -0.005% | -0.00002% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.2731 | 100.2996 | 0.404% | +0.026% | +0.00011% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $581.2m | $36.63bn | 100.5017 | 100.5282 | 0.404% | +0.026% | +0.00011% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.6270 | 100.6655 | 0.404% | +0.038% | +0.00015% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 103.1194 | 103.1257 | 0.403% | +0.006% | +0.00002% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $18.39bn | $24.62bn | 148.7861 | 143.0394 | 0.402% | -2.266% | -0.00911% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1048 | 100.1281 | 0.402% | +0.023% | +0.00009% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.9570 | 100.9990 | 0.401% | +0.042% | +0.00017% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.1916 | 104.2052 | 0.400% | +0.013% | +0.00005% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $0.1m | $36.38bn | 100.2097 | 100.2249 | 0.400% | +0.015% | +0.00006% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.1257 | 100.1488 | 0.399% | +0.023% | +0.00009% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.9399 | 100.5720 | 0.399% | +0.007% | +0.00003% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $15.23bn | $27.98bn | 129.7572 | 124.7418 | 0.398% | -2.372% | -0.00945% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2201 | 100.2235 | 0.397% | +0.003% | +0.00001% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.1885 | 100.2232 | 0.396% | +0.035% | +0.00014% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.9171 | 99.8974 | 0.396% | -0.020% | -0.00008% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.9795 | 99.9911 | 0.396% | +0.012% | +0.00005% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.9898 | 99.9389 | 0.396% | +0.012% | +0.00005% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.0944 | 100.1175 | 0.395% | +0.023% | +0.00009% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.13bn | $30.23bn | 118.8573 | 118.6413 | 0.394% | -0.182% | -0.00072% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 102.6372 | 102.1360 | 0.394% | -0.001% | -0.00000% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 102.5548 | 102.5540 | 0.394% | -0.001% | -0.00000% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 102.4402 | 102.4389 | 0.393% | -0.001% | -0.00001% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 102.4298 | 102.3977 | 0.393% | -0.031% | -0.00012% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $0.4m | $35.70bn | 100.2204 | 100.2469 | 0.392% | +0.026% | +0.00010% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.1573 | 100.1607 | 0.392% | +0.003% | +0.00001% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $111.9m | $35.72bn | 100.1153 | 100.1385 | 0.392% | +0.023% | +0.00009% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 101.9599 | 101.5097 | 0.391% | -0.013% | -0.00005% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.0632 | 100.0863 | 0.391% | +0.023% | +0.00009% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.8357 | 101.8233 | 0.391% | -0.012% | -0.00005% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $940.4m | $35.00bn | 101.7211 | 101.6770 | 0.391% | -0.043% | -0.00017% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.08bn | $29.67bn | 119.9543 | 117.8220 | 0.390% | -0.267% | -0.00104% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.6698 | 101.6882 | 0.390% | +0.018% | +0.00007% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $7.16bn | $33.71bn | 105.5475 | 105.5261 | 0.390% | -0.020% | -0.00008% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.1671 | 100.0340 | 0.390% | -0.008% | -0.00003% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 101.5649 | 101.5520 | 0.390% | -0.013% | -0.00005% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $27.38bn | $31.29bn | 113.2380 | 111.6182 | 0.389% | -0.216% | -0.00084% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.50bn | $21.50bn | 164.6494 | 163.3549 | 0.388% | -0.786% | -0.00305% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $357.3m | $35.00bn | 100.8777 | 100.8220 | 0.387% | -0.055% | -0.00021% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 100.8274 | 100.8573 | 0.387% | +0.030% | +0.00011% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $2.60bn | $31.61bn | 111.2837 | 109.2799 | 0.386% | -0.003% | -0.00001% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 100.3871 | 100.3514 | 0.385% | -0.036% | -0.00014% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.1048 | 100.0968 | 0.384% | -0.008% | -0.00003% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $355.3m | $35.00bn | 100.0842 | 100.0761 | 0.384% | -0.008% | -0.00003% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.7816 | 99.7931 | 0.383% | +0.012% | +0.00004% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | – | $35.00bn | 99.5639 | 99.4851 | 0.382% | -0.079% | -0.00030% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 124.1769 | 124.1619 | 0.380% | -0.012% | -0.00005% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.3920 | 100.3641 | 0.379% | -0.028% | -0.00011% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $3.64bn | $34.18bn | 100.3919 | 100.3955 | 0.376% | +0.004% | +0.00001% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $1.32bn | $32.20bn | 106.1803 | 104.0747 | 0.375% | +0.018% | +0.00007% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $210.9m | $34.01bn | 100.4229 | 100.4263 | 0.375% | +0.003% | +0.00001% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.9083 | 100.9463 | 0.369% | +0.038% | +0.00014% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 104.2867 | 104.3003 | 0.369% | +0.013% | +0.00005% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $787.1m | $33.48bn | 100.0428 | 100.0034 | 0.367% | -0.039% | -0.00014% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $4.03bn | $32.18bn | 104.0686 | 104.0902 | 0.367% | +0.021% | +0.00008% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $5.24bn | $14.25bn | 234.7083 | 231.7749 | 0.367% | -1.250% | -0.00459% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.7933 | 100.5272 | 0.365% | -0.016% | -0.00006% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $2.72bn | $33.19bn | 100.1154 | 99.9511 | 0.364% | -0.039% | -0.00014% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0634 | 100.0241 | 0.364% | -0.039% | -0.00014% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 102.1284 | 102.1501 | 0.359% | +0.021% | +0.00008% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $4.58bn | $31.53bn | 103.3576 | 103.3487 | 0.357% | -0.009% | -0.00003% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $1.48bn | $32.52bn | 99.9905 | 99.9823 | 0.357% | -0.008% | -0.00003% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 106.1196 | 106.1060 | 0.357% | -0.013% | -0.00005% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | $11.0m | $31.99bn | 101.5870 | 101.5856 | 0.356% | -0.001% | -0.00000% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.5225 | 100.5065 | 0.356% | -0.016% | -0.00006% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $4.83bn | $31.38bn | 103.3488 | 103.3658 | 0.356% | +0.016% | +0.00006% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $5.53bn | $31.35bn | 103.4293 | 102.7951 | 0.356% | -0.009% | -0.00003% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.33bn | $31.39bn | 103.2846 | 103.2751 | 0.356% | -0.009% | -0.00003% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.0651 | 101.0722 | 0.355% | +0.007% | +0.00003% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8101 | 100.8054 | 0.354% | -0.005% | -0.00002% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.7725 | 100.7252 | 0.354% | -0.047% | -0.00017% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $2.25bn | $32.01bn | 100.2982 | 100.3017 | 0.352% | +0.004% | +0.00001% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $15.28bn | $23.50bn | 136.3696 | 133.2935 | 0.352% | -2.256% | -0.00793% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1257 | 100.1175 | 0.351% | -0.008% | -0.00003% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8865 | 99.8784 | 0.351% | -0.008% | -0.00003% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.7242 | 105.6902 | 0.346% | -0.032% | -0.00011% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.6704 | 103.6419 | 0.338% | -0.028% | -0.00009% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 116.8341 | 114.9715 | 0.336% | -0.096% | -0.00032% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $4.33bn | $29.39bn | 103.4096 | 102.4582 | 0.333% | -0.013% | -0.00004% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $2.77bn | $30.09bn | 100.5122 | 100.4959 | 0.332% | -0.016% | -0.00005% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 107.6587 | 105.6861 | 0.332% | +0.026% | +0.00008% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $794.5m | $29.25bn | 101.9742 | 101.9565 | 0.327% | -0.017% | -0.00006% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 107.0346 | 106.1145 | 0.327% | +0.016% | +0.00005% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 109.1005 | 109.0707 | 0.327% | -0.027% | -0.00009% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.9147 | 111.9222 | 0.326% | +0.007% | +0.00002% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.5397 | 111.5472 | 0.323% | +0.007% | +0.00002% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 106.7863 | 106.7408 | 0.323% | -0.043% | -0.00014% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.47bn | $27.75bn | 104.3173 | 104.3227 | 0.318% | +0.005% | +0.00002% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $3.05bn | $28.23bn | 102.3173 | 102.3227 | 0.317% | +0.005% | +0.00002% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | – | $29.00bn | 99.3774 | 99.0832 | 0.316% | -0.296% | -0.00094% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $7.36bn | $25.12bn | 113.8365 | 111.6997 | 0.314% | -0.010% | -0.00003% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $1.87bn | $27.55bn | 103.7004 | 102.7652 | 0.313% | -0.239% | -0.00075% |
| 9127956P1 | 0.000% | Nov 1, 2012 | $28.00bn | – | – | $28.00bn | 99.9716 | 99.9862 | 0.307% | +0.015% | +0.00004% |
| 9127956S5 | 0.000% | Nov 8, 2012 | $28.00bn | – | – | $28.00bn | 99.9667 | 99.9827 | 0.307% | +0.016% | +0.00005% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $5.05bn | $27.42bn | 100.8463 | 100.8535 | 0.303% | +0.007% | +0.00002% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $5.51bn | $27.19bn | 101.2024 | 101.2011 | 0.302% | -0.001% | -0.00000% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 104.4877 | 104.4655 | 0.301% | -0.021% | -0.00006% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $22.25bn | $19.19bn | 142.7644 | 137.3383 | 0.300% | -2.225% | -0.00668% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $5.96bn | $26.77bn | 102.1707 | 101.5679 | 0.300% | +0.022% | +0.00007% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 129.8548 | 129.9115 | 0.299% | +0.044% | +0.00013% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 106.9114 | 106.8668 | 0.297% | -0.042% | -0.00012% |
| 9127956T3 | 0.000% | Nov 23, 2012 | $27.00bn | – | – | $27.00bn | 99.9617 | 99.9767 | 0.296% | +0.015% | +0.00004% |
| 9127956U0 | 0.000% | Nov 29, 2012 | $27.00bn | – | – | $27.00bn | 99.9563 | 99.9750 | 0.296% | +0.019% | +0.00006% |
| 9127956V8 | 0.000% | Dec 6, 2012 | $27.00bn | – | – | $27.00bn | 99.9538 | 99.9731 | 0.296% | +0.019% | +0.00006% |
| 9127956X4 | 0.000% | Dec 20, 2012 | $27.00bn | – | – | $27.00bn | 99.9487 | 99.9692 | 0.296% | +0.020% | +0.00006% |
| 9127956Z9 | 0.000% | Jan 3, 2013 | $27.00bn | – | – | $27.00bn | 99.9437 | 99.9653 | 0.296% | +0.022% | +0.00006% |
| 9127956Y2 | 0.000% | Dec 27, 2012 | $27.00bn | – | – | $27.00bn | 99.9421 | 99.9639 | 0.296% | +0.022% | +0.00006% |
| 9127957C9 | 0.000% | Jan 24, 2013 | $27.00bn | – | – | $27.00bn | 99.9312 | 99.9554 | 0.296% | +0.024% | +0.00007% |
| 9127957B1 | 0.000% | Jan 17, 2013 | $27.00bn | – | – | $27.00bn | 99.9339 | 99.9614 | 0.296% | +0.028% | +0.00008% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $4.92bn | $11.86bn | 227.3970 | 225.0225 | 0.296% | -1.044% | -0.00309% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $288.8m | $24.43bn | 110.1490 | 107.9810 | 0.295% | -0.039% | -0.00012% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $3.98bn | $21.93bn | 121.8341 | 117.2215 | 0.293% | -2.350% | -0.00689% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $7.59bn | $25.98bn | 102.0876 | 102.1100 | 0.291% | +0.022% | +0.00006% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 111.4457 | 111.4744 | 0.291% | +0.026% | +0.00007% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 110.0908 | 110.1276 | 0.290% | +0.033% | +0.00010% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $1.45bn | $24.02bn | 110.0258 | 110.0122 | 0.290% | -0.012% | -0.00004% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 103.8825 | 103.8865 | 0.286% | +0.004% | +0.00001% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $26.00bn | – | – | $26.00bn | 99.9257 | 99.9422 | 0.285% | +0.017% | +0.00005% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $26.00bn | – | – | $26.00bn | 99.9087 | 99.9321 | 0.285% | +0.023% | +0.00007% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $26.00bn | – | – | $26.00bn | 99.8902 | 99.9220 | 0.285% | +0.032% | +0.00009% |
| 9127956L0 | 0.000% | May 2, 2013 | $26.00bn | – | – | $26.00bn | 99.8778 | 99.9051 | 0.285% | +0.027% | +0.00008% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $2.57bn | $25.25bn | 102.7138 | 102.7433 | 0.285% | +0.029% | +0.00008% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 113.4985 | 113.5504 | 0.283% | +0.046% | +0.00013% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 128.6770 | 128.9961 | 0.282% | +0.248% | +0.00070% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 111.5367 | 110.1269 | 0.281% | +0.081% | +0.00023% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $14.86bn | $24.24bn | 104.7568 | 104.7738 | 0.279% | +0.016% | +0.00005% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.6940 | 108.6634 | 0.277% | -0.028% | -0.00008% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $4.89bn | $24.65bn | 102.3784 | 102.1501 | 0.277% | -0.223% | -0.00062% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $11.90bn | $22.57bn | 111.4993 | 111.5054 | 0.276% | +0.005% | +0.00002% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 108.6936 | 108.6214 | 0.276% | -0.066% | -0.00018% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 112.2201 | 112.2391 | 0.276% | +0.017% | +0.00005% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.1651 | 111.1841 | 0.275% | +0.017% | +0.00005% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $8.26bn | $15.73bn | 159.4276 | 153.9721 | 0.275% | -2.723% | -0.00749% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 151.7906 | 150.2035 | 0.274% | -1.046% | -0.00287% |
| 9127956R7 | 0.000% | May 30, 2013 | $25.00bn | – | – | $25.00bn | 99.8569 | 99.8867 | 0.274% | +0.030% | +0.00008% |
| 9127956W6 | 0.000% | Jun 27, 2013 | $25.00bn | – | – | $25.00bn | 99.8437 | 99.8833 | 0.274% | +0.040% | +0.00011% |
| 9127957A3 | 0.000% | Jul 25, 2013 | $25.00bn | – | – | $25.00bn | 99.8305 | 99.8542 | 0.274% | +0.024% | +0.00007% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 106.4742 | 106.4715 | 0.273% | -0.003% | -0.00001% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 104.4952 | 102.9408 | 0.273% | +0.008% | +0.00002% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 129.9192 | 130.0846 | 0.271% | +0.127% | +0.00034% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $8.88bn | $17.51bn | 140.8582 | 135.8071 | 0.271% | -1.989% | -0.00538% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 112.4117 | 110.9394 | 0.269% | +0.025% | +0.00007% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 105.3902 | 105.3653 | 0.269% | -0.024% | -0.00006% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.56bn | $23.34bn | 103.8058 | 103.6523 | 0.266% | -0.148% | -0.00039% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $201.0m | $18.80bn | 128.8342 | 129.0301 | 0.266% | +0.152% | +0.00040% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $6.55bn | $16.10bn | 150.3534 | 146.2147 | 0.266% | -0.674% | -0.00179% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $5.61bn | $23.69bn | 100.3995 | 100.1168 | 0.261% | -0.281% | -0.00073% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 112.7897 | 112.7660 | 0.260% | -0.021% | -0.00005% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 107.5686 | 107.5589 | 0.260% | -0.009% | -0.00002% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 111.1073 | 111.2732 | 0.259% | +0.149% | +0.00039% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 141.0163 | 137.9321 | 0.258% | -2.187% | -0.00564% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $2.75bn | $20.47bn | 114.5163 | 114.5258 | 0.257% | +0.008% | +0.00002% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $7.25bn | $14.77bn | 155.4857 | 154.0204 | 0.252% | -0.942% | -0.00237% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $1.14bn | $22.18bn | 103.1654 | 103.1960 | 0.251% | +0.030% | +0.00007% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 103.1997 | 103.2303 | 0.251% | +0.030% | +0.00007% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 110.8096 | 110.8151 | 0.249% | +0.005% | +0.00001% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 116.5769 | 114.3696 | 0.248% | +0.037% | +0.00009% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $8.34bn | $21.55bn | 104.7527 | 103.8603 | 0.248% | -0.136% | -0.00034% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 125.3057 | 125.4352 | 0.247% | +0.103% | +0.00026% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 109.4361 | 109.4171 | 0.246% | -0.017% | -0.00004% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.3537 | 131.8636 | 0.244% | +0.388% | +0.00095% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 118.5115 | 118.5326 | 0.238% | +0.018% | +0.00004% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 129.6622 | 129.9134 | 0.237% | +0.194% | +0.00046% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $10.8m | $20.73bn | 103.0085 | 103.0160 | 0.234% | +0.007% | +0.00002% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 153.7260 | 151.7860 | 0.234% | -1.262% | -0.00295% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.0670 | 129.5038 | 0.233% | +0.338% | +0.00079% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $8.05bn | $20.95bn | 101.4406 | 101.1388 | 0.233% | -0.297% | -0.00069% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $0.5m | $20.52bn | 103.3429 | 103.3555 | 0.233% | +0.012% | +0.00003% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 119.5883 | 119.4810 | 0.232% | -0.090% | -0.00021% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 157.4597 | 155.6035 | 0.232% | -1.179% | -0.00274% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.52bn | $13.90bn | 151.6683 | 146.9796 | 0.231% | -1.319% | -0.00305% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $930.0m | $19.64bn | 102.4027 | 102.4162 | 0.221% | +0.013% | +0.00003% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.2201 | 111.2704 | 0.221% | +0.045% | +0.00010% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 142.1146 | 140.4512 | 0.218% | -1.170% | -0.00255% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $11.21bn | $19.10bn | 103.4829 | 103.3294 | 0.217% | -0.148% | -0.00032% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $11.00bn | $18.69bn | 104.3478 | 104.1122 | 0.214% | -0.226% | -0.00048% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 132.6737 | 133.2405 | 0.213% | +0.427% | +0.00091% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 119.9688 | 117.5462 | 0.213% | +0.012% | +0.00003% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 122.7548 | 120.3207 | 0.212% | -0.048% | -0.00010% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 111.2391 | 111.1807 | 0.210% | -0.053% | -0.00011% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 130.4967 | 130.6718 | 0.210% | +0.134% | +0.00028% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $0.7m | $18.25bn | 103.4871 | 103.5095 | 0.207% | +0.022% | +0.00004% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 139.3942 | 134.2065 | 0.203% | -2.152% | -0.00437% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.06bn | $17.88bn | 103.3383 | 103.1529 | 0.203% | -0.179% | -0.00036% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 101.9728 | 101.9674 | 0.203% | -0.005% | -0.00001% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 120.4784 | 118.2201 | 0.200% | +0.045% | +0.00009% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.3318 | 111.3525 | 0.199% | +0.019% | +0.00004% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 110.4134 | 110.3747 | 0.197% | -0.035% | -0.00007% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 112.9037 | 112.8583 | 0.196% | -0.040% | -0.00008% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $2.42bn | $17.08bn | 103.7885 | 101.8668 | 0.194% | +0.015% | +0.00003% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 118.8050 | 118.8098 | 0.194% | +0.004% | +0.00001% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 126.7501 | 127.3926 | 0.192% | +0.507% | +0.00097% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 108.0169 | 108.0188 | 0.191% | +0.002% | +0.00000% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $16.13bn | – | $962.8m | $15.17bn | 114.2628 | 110.2123 | 0.190% | -3.211% | -0.00610% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $922.7m | $16.86bn | 102.6508 | 101.3116 | 0.190% | +0.035% | +0.00007% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 123.3266 | 123.8261 | 0.189% | +0.405% | +0.00077% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $16.43bn | – | $429.9m | $16.00bn | 107.8908 | 108.2634 | 0.189% | +0.345% | +0.00065% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $18.2m | $15.26bn | 113.0979 | 113.1073 | 0.189% | +0.008% | +0.00002% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 121.0649 | 118.9361 | 0.189% | -0.106% | -0.00020% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 132.9878 | 133.5240 | 0.188% | +0.403% | +0.00076% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 107.1393 | 106.0547 | 0.185% | -0.021% | -0.00004% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 129.7241 | 130.0565 | 0.185% | +0.256% | +0.00047% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.59bn | $15.35bn | 109.4878 | 109.3635 | 0.184% | -0.114% | -0.00021% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 127.1617 | 127.2378 | 0.184% | +0.060% | +0.00011% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $13.65bn | $16.13bn | 102.4721 | 102.2126 | 0.181% | -0.253% | -0.00046% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.4386 | 109.8322 | 0.180% | +0.360% | +0.00065% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $15.00bn | – | – | $15.00bn | 108.3735 | 107.8654 | 0.178% | -0.469% | -0.00084% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $100.2m | $15.85bn | 101.6655 | 101.6665 | 0.177% | +0.001% | +0.00000% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.0m | $15.70bn | 101.3828 | 101.3984 | 0.175% | +0.015% | +0.00003% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.32bn | $9.73bn | 162.6685 | 160.6522 | 0.174% | -1.240% | -0.00215% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $0.9m | $15.51bn | 101.9168 | 101.8998 | 0.173% | -0.017% | -0.00003% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $381.4m | $15.28bn | 101.7527 | 101.7751 | 0.171% | +0.022% | +0.00004% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.01bn | $13.07bn | 118.7276 | 118.5543 | 0.170% | -0.146% | -0.00025% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.4851 | 119.4946 | 0.170% | +0.008% | +0.00001% |
| 912828HE3 | 4.250% | Sep 30, 2012 | $15.88bn | – | $825.2m | $15.05bn | 102.1158 | 102.1043 | 0.169% | -0.011% | -0.00002% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.1848 | 106.1936 | 0.168% | +0.008% | +0.00001% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 111.2571 | 111.1872 | 0.166% | -0.063% | -0.00010% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 112.3383 | 110.9054 | 0.164% | -0.052% | -0.00008% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.11bn | $14.00bn | 106.0673 | 105.8852 | 0.163% | -0.172% | -0.00028% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 160.3519 | 159.6223 | 0.162% | -0.455% | -0.00074% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.05bn | $13.39bn | 109.6523 | 109.5292 | 0.161% | -0.112% | -0.00018% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 108.9759 | 108.9684 | 0.159% | -0.007% | -0.00001% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.31bn | $8.86bn | 160.3007 | 154.8421 | 0.156% | -2.701% | -0.00421% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $3.69bn | $9.14bn | 152.1755 | 147.9198 | 0.153% | -0.825% | -0.00126% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 109.1610 | 107.8103 | 0.151% | -0.035% | -0.00005% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 131.2772 | 131.3139 | 0.147% | +0.028% | +0.00004% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $471.7m | $10.05bn | 132.9111 | 127.3302 | 0.147% | +0.033% | +0.00005% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $18.32bn | $11.54bn | 108.5686 | 108.4640 | 0.137% | -0.096% | -0.00013% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.33bn | $8.62bn | 144.9253 | 143.3166 | 0.137% | -1.110% | -0.00152% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $2.96bn | $8.39bn | 146.6106 | 142.3166 | 0.135% | -1.138% | -0.00154% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 140.4796 | 140.5068 | 0.134% | +0.019% | +0.00003% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $13.43bn | $7.98bn | 150.2473 | 147.1780 | 0.132% | -2.043% | -0.00269% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $8.25bn | $7.52bn | 158.2572 | 153.7622 | 0.131% | -0.589% | -0.00077% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $8.86bn | $7.73bn | 146.3486 | 141.0082 | 0.124% | -2.026% | -0.00251% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $3.03bn | $7.10bn | 158.0337 | 153.5503 | 0.123% | -0.543% | -0.00067% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.57bn | $7.20bn | 149.5697 | 145.2052 | 0.118% | -1.079% | -0.00128% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.32bn | $6.62bn | 152.9375 | 148.5978 | 0.111% | -0.181% | -0.00020% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $4.95bn | $6.24bn | 162.1418 | 157.4674 | 0.111% | -0.763% | -0.00085% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $401.0m | $4.60bn | 217.7521 | 214.3286 | 0.110% | -1.572% | -0.00173% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.67bn | $5.92bn | 165.8397 | 164.6576 | 0.108% | -0.713% | -0.00077% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.14bn | $5.94bn | 155.3149 | 150.6073 | 0.101% | -0.174% | -0.00018% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.29bn | $5.55bn | 158.5027 | 157.1970 | 0.096% | -0.824% | -0.00079% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.70bn | $5.47bn | 160.6394 | 155.7391 | 0.096% | -1.144% | -0.00110% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $3.87bn | $5.32bn | 159.9736 | 155.4090 | 0.093% | -0.861% | -0.00080% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.38bn | $5.14bn | 162.3389 | 157.6413 | 0.092% | -0.853% | -0.00078% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 163.1010 | 158.1318 | 0.091% | -0.364% | -0.00033% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.70bn | $4.80bn | 169.9255 | 164.8832 | 0.089% | -0.724% | -0.00065% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 145.1274 | 140.6698 | 0.080% | -0.014% | -0.00001% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.23bn | $4.19bn | 160.7412 | 159.8832 | 0.074% | -0.534% | -0.00039% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.76bn | $4.06bn | 162.9279 | 158.2418 | 0.073% | -0.805% | -0.00058% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 152.3451 | 152.1141 | 0.060% | -0.152% | -0.00009% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 149.5904 | 149.4647 | 0.055% | -0.084% | -0.00005% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 159.2221 | 158.5978 | 0.053% | -0.392% | -0.00021% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 158.0409 | 153.4905 | 0.052% | -0.388% | -0.00020% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 162.3750 | 157.6603 | 0.051% | -0.402% | -0.00020% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 158.3606 | 153.7120 | 0.049% | -0.252% | -0.00012% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 135.3942 | 130.8465 | 0.045% | +0.057% | +0.00003% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.78bn | $2.80bn | 133.2181 | 133.2242 | 0.041% | +0.005% | +0.00000% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 159.5421 | 159.0380 | 0.040% | -0.316% | -0.00013% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.16bn | $1.87bn | 136.0288 | 130.7337 | 0.028% | +0.013% | +0.00000% |
| Total | $8.33tn | 100.000% | -0.27100% | ||||||||
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.