Rebalance of September 28, 2012
US Treasury Aggregate constituents
Every one of the 321 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
- 321
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.073446%
- Market value
- $9.15tn
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 +0.073446% against a published month return of +0.073446%, a difference of 5.8e-9 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127955L1 | 0.000% | Nov 15, 2012 | $84.00bn | – | – | $84.00bn | 99.9810 | 99.9907 | 0.918% | +0.010% | +0.00009% |
| 9127955G2 | 0.000% | Oct 18, 2012 | $83.00bn | – | – | $83.00bn | 99.9893 | 99.9972 | 0.907% | +0.008% | +0.00007% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $6.13bn | $61.28bn | 111.3302 | 111.5853 | 0.746% | +0.229% | +0.00171% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $16.06bn | $55.53bn | 118.1658 | 118.4942 | 0.717% | +0.278% | +0.00199% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $10.26bn | $58.73bn | 102.2201 | 102.2860 | 0.656% | +0.064% | +0.00042% |
| 9127956P1 | 0.000% | Nov 1, 2012 | $60.00bn | – | – | $60.00bn | 99.9862 | 99.9953 | 0.656% | +0.009% | +0.00006% |
| 9127956S5 | 0.000% | Nov 8, 2012 | $60.00bn | – | – | $60.00bn | 99.9827 | 99.9932 | 0.656% | +0.010% | +0.00007% |
| 9127956M8 | 0.000% | Oct 11, 2012 | $59.00bn | – | – | $59.00bn | 99.9909 | 99.9982 | 0.645% | +0.007% | +0.00005% |
| 9127956T3 | 0.000% | Nov 23, 2012 | $59.00bn | – | – | $59.00bn | 99.9767 | 99.9891 | 0.645% | +0.012% | +0.00008% |
| 9127956U0 | 0.000% | Nov 29, 2012 | $59.00bn | – | – | $59.00bn | 99.9750 | 99.9897 | 0.645% | +0.015% | +0.00009% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $17.81bn | $56.40bn | 104.3587 | 104.4742 | 0.643% | +0.111% | +0.00071% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $18.39bn | $49.20bn | 118.7908 | 119.0567 | 0.639% | +0.224% | +0.00143% |
| 9127956N6 | 0.000% | Oct 25, 2012 | $58.00bn | – | – | $58.00bn | 99.9878 | 99.9963 | 0.634% | +0.008% | +0.00005% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $54.00bn | – | – | $54.00bn | 99.9422 | 99.9633 | 0.590% | +0.021% | +0.00012% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $22.75bn | $45.47bn | 118.3152 | 118.6033 | 0.588% | +0.243% | +0.00143% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $52.00bn | – | – | $52.00bn | 99.9711 | 99.9831 | 0.568% | +0.012% | +0.00007% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $52.00bn | – | – | $52.00bn | 99.9633 | 99.9769 | 0.568% | +0.014% | +0.00008% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $22.67bn | $47.43bn | 105.1712 | 105.3492 | 0.545% | +0.169% | +0.00092% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $19.97bn | $46.76bn | 106.0530 | 106.2401 | 0.542% | +0.176% | +0.00096% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $23.50bn | $44.34bn | 110.7364 | 111.0540 | 0.537% | +0.287% | +0.00154% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $510.7m | $42.91bn | 106.7912 | 105.5381 | 0.501% | -0.003% | -0.00001% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 105.2137 | 105.2346 | 0.495% | +0.020% | +0.00010% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $0.3m | $44.97bn | 100.6685 | 100.6756 | 0.495% | +0.007% | +0.00004% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $5.86bn | $41.36bn | 108.7948 | 107.6179 | 0.492% | -1.082% | -0.00532% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $32.72bn | $38.32bn | 117.1209 | 117.3998 | 0.491% | +0.238% | +0.00117% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $2.24bn | $41.68bn | 106.8505 | 105.6957 | 0.487% | -1.081% | -0.00526% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $897.2m | $42.36bn | 104.7136 | 104.7454 | 0.485% | +0.030% | +0.00015% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 105.3509 | 105.3689 | 0.484% | +0.017% | +0.00008% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $4.30bn | $40.32bn | 109.6698 | 108.5554 | 0.483% | -1.016% | -0.00491% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $1.13bn | $41.56bn | 104.9327 | 104.9728 | 0.477% | +0.038% | +0.00018% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $2.26bn | $40.98bn | 105.9708 | 105.9759 | 0.475% | +0.005% | +0.00002% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $12.78bn | $31.78bn | 135.9878 | 134.7775 | 0.472% | -0.890% | -0.00420% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $28.78bn | $37.22bn | 115.5136 | 115.7116 | 0.470% | +0.171% | +0.00081% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 105.4563 | 104.2565 | 0.469% | -0.012% | -0.00005% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $1.85bn | $42.64bn | 100.6060 | 100.6131 | 0.469% | +0.007% | +0.00003% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $10.81bn | $32.09bn | 133.6060 | 132.4178 | 0.469% | -0.889% | -0.00417% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 109.3412 | 110.6452 | 0.463% | +1.193% | +0.00553% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $1.43bn | $41.50bn | 101.6477 | 101.6518 | 0.461% | +0.004% | +0.00002% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $0.8m | $41.31bn | 101.2622 | 101.2694 | 0.457% | +0.007% | +0.00003% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $0.1m | $41.55bn | 100.6281 | 100.6352 | 0.457% | +0.007% | +0.00003% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 109.7138 | 110.0814 | 0.456% | +0.335% | +0.00153% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $0.2m | $40.47bn | 101.3026 | 100.6233 | 0.448% | +0.008% | +0.00004% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $13.37bn | $30.11bn | 136.0815 | 134.9025 | 0.448% | -0.866% | -0.00388% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $958.7m | $39.22bn | 104.2450 | 104.2659 | 0.447% | +0.020% | +0.00009% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 100.5302 | 100.5195 | 0.442% | -0.011% | -0.00005% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $5.11bn | $37.79bn | 106.7378 | 106.7337 | 0.441% | -0.004% | -0.00002% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $1.54bn | $38.44bn | 104.7809 | 104.7860 | 0.440% | +0.005% | +0.00002% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 115.0585 | 116.6199 | 0.440% | +1.357% | +0.00597% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 104.8145 | 104.8196 | 0.436% | +0.005% | +0.00002% |
| 912828LR9 | 1.375% | Oct 15, 2012 | $39.31bn | – | $0.0m | $39.31bn | 100.6897 | 100.6974 | 0.433% | +0.008% | +0.00003% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $10.26bn | $32.23bn | 122.1101 | 120.9789 | 0.430% | -0.926% | -0.00398% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.65bn | $32.03bn | 122.5523 | 124.3572 | 0.429% | +1.473% | +0.00632% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.95bn | $33.46bn | 115.0448 | 115.3366 | 0.421% | +0.254% | +0.00107% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $0.9m | $37.95bn | 100.3811 | 100.3868 | 0.416% | +0.006% | +0.00002% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $387.4m | $36.49bn | 102.7951 | 102.8258 | 0.410% | +0.030% | +0.00012% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $0.2m | $37.21bn | 100.5282 | 100.5428 | 0.409% | +0.015% | +0.00006% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $0.6m | $36.92bn | 100.2257 | 100.2723 | 0.404% | +0.047% | +0.00019% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.2996 | 100.2829 | 0.403% | -0.017% | -0.00007% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.6655 | 100.3146 | 0.402% | +0.024% | +0.00010% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 103.1257 | 102.2861 | 0.401% | +0.034% | +0.00014% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1281 | 100.1465 | 0.400% | +0.018% | +0.00007% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.9990 | 100.9882 | 0.400% | -0.011% | -0.00004% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $18.82bn | $26.09bn | 140.0639 | 138.8094 | 0.399% | -0.896% | -0.00358% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.2052 | 104.3152 | 0.399% | +0.106% | +0.00042% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $0.1m | $36.38bn | 100.2249 | 100.2305 | 0.398% | +0.006% | +0.00002% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.1488 | 100.1671 | 0.398% | +0.018% | +0.00007% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.5720 | 100.5958 | 0.396% | +0.024% | +0.00009% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2235 | 100.2198 | 0.396% | -0.004% | -0.00001% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.2232 | 100.2194 | 0.395% | -0.004% | -0.00001% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.8974 | 99.9378 | 0.395% | +0.040% | +0.00016% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.9911 | 99.9378 | 0.394% | +0.009% | +0.00004% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.9389 | 99.9795 | 0.394% | +0.041% | +0.00016% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.1175 | 100.1359 | 0.393% | +0.018% | +0.00007% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $6.82bn | $34.05bn | 105.5261 | 105.5579 | 0.393% | +0.030% | +0.00012% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 102.5540 | 102.1590 | 0.392% | +0.102% | +0.00040% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.1385 | 100.0319 | 0.392% | +0.018% | +0.00007% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.13bn | $30.23bn | 118.6413 | 118.9164 | 0.392% | +0.232% | +0.00091% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 102.4389 | 102.5747 | 0.392% | +0.133% | +0.00052% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 102.3977 | 102.0652 | 0.392% | +0.164% | +0.00064% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $0.4m | $35.70bn | 100.2469 | 100.2615 | 0.391% | +0.015% | +0.00006% |
| 912828PD6 | 0.375% | Oct 31, 2012 | $35.72bn | – | $0.5m | $35.72bn | 100.1607 | 100.1569 | 0.391% | -0.004% | -0.00001% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 102.1360 | 102.2419 | 0.391% | +0.104% | +0.00040% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.0863 | 100.1046 | 0.390% | +0.018% | +0.00007% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.8233 | 101.9503 | 0.390% | +0.125% | +0.00049% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.6882 | 101.8461 | 0.389% | +0.155% | +0.00060% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $940.4m | $35.00bn | 101.6770 | 101.8349 | 0.389% | +0.155% | +0.00060% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 101.5520 | 101.7412 | 0.388% | +0.186% | +0.00072% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 101.5097 | 101.6687 | 0.388% | +0.157% | +0.00061% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $15.95bn | $26.05bn | 136.3315 | 135.1525 | 0.388% | -0.865% | -0.00336% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.0340 | 100.0839 | 0.388% | +0.050% | +0.00019% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $2.47bn | $35.35bn | 100.3955 | 100.3919 | 0.388% | -0.004% | -0.00001% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 100.8573 | 100.8370 | 0.386% | -0.020% | -0.00008% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $357.3m | $35.00bn | 100.8220 | 101.0020 | 0.386% | +0.179% | +0.00069% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $187.3m | $35.17bn | 100.0761 | 100.0944 | 0.385% | +0.018% | +0.00007% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 100.3514 | 100.5225 | 0.384% | +0.171% | +0.00065% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.52bn | $21.48bn | 163.3549 | 166.0998 | 0.384% | +1.680% | +0.00645% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.0968 | 100.1153 | 0.383% | +0.018% | +0.00007% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0340 | 100.0527 | 0.383% | +0.019% | +0.00007% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | – | $35.00bn | 100.0069 | 100.1785 | 0.383% | +0.172% | +0.00066% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.7931 | 99.8023 | 0.382% | +0.009% | +0.00004% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $2.33bn | $33.77bn | 103.3487 | 102.7534 | 0.381% | +0.029% | +0.00011% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $0.2m | $33.52bn | 104.0747 | 104.0740 | 0.381% | -0.001% | -0.00000% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $2.32bn | $31.89bn | 109.2799 | 109.2921 | 0.381% | +0.011% | +0.00004% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | – | $35.00bn | 99.4851 | 99.6467 | 0.381% | +0.163% | +0.00062% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.20bn | $29.55bn | 117.8220 | 118.0880 | 0.381% | +0.226% | +0.00086% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 124.1619 | 125.9802 | 0.378% | +1.464% | +0.00554% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.3641 | 100.3916 | 0.378% | +0.027% | +0.00010% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $27.79bn | $30.89bn | 111.6182 | 111.9137 | 0.377% | +0.265% | +0.00100% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $15.69bn | $27.52bn | 124.7418 | 123.5887 | 0.375% | -0.924% | -0.00347% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $101.9m | $34.12bn | 100.4263 | 100.2666 | 0.374% | +0.028% | +0.00010% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $3.37bn | $32.84bn | 104.0902 | 104.0999 | 0.374% | +0.009% | +0.00003% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $19.27bn | $23.74bn | 143.0394 | 141.7942 | 0.371% | -0.871% | -0.00323% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $2.06bn | $33.85bn | 99.9511 | 99.9694 | 0.370% | +0.018% | +0.00007% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.9463 | 100.5644 | 0.368% | -0.007% | -0.00003% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 104.3003 | 104.4103 | 0.368% | +0.106% | +0.00039% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $684.1m | $33.59bn | 100.0034 | 100.0217 | 0.367% | +0.018% | +0.00007% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $4.08bn | $32.14bn | 103.3658 | 103.3784 | 0.363% | +0.012% | +0.00004% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0241 | 100.0425 | 0.363% | +0.018% | +0.00007% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.5272 | 100.5326 | 0.362% | +0.005% | +0.00002% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.06bn | $31.66bn | 103.2751 | 103.3043 | 0.357% | +0.028% | +0.00010% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 102.1501 | 101.5552 | 0.357% | +0.029% | +0.00011% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $5.46bn | $14.04bn | 231.7749 | 235.0991 | 0.356% | +1.434% | +0.00510% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $1.48bn | $32.53bn | 99.9823 | 99.9694 | 0.355% | -0.013% | -0.00005% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 101.5856 | 101.6277 | 0.355% | +0.041% | +0.00015% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 106.1060 | 106.1365 | 0.355% | +0.029% | +0.00010% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $30.43bn | – | $429.9m | $30.00bn | 108.2634 | 108.7128 | 0.355% | +0.415% | +0.00147% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.5065 | 100.5434 | 0.355% | +0.037% | +0.00013% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.0722 | 101.0963 | 0.353% | +0.024% | +0.00008% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8054 | 100.8200 | 0.353% | +0.014% | +0.00005% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.7252 | 100.7309 | 0.352% | +0.006% | +0.00002% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $2.23bn | $32.03bn | 100.3017 | 100.2982 | 0.351% | -0.004% | -0.00001% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1175 | 100.0110 | 0.350% | +0.019% | +0.00006% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8784 | 99.8967 | 0.349% | +0.018% | +0.00006% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8261 | 99.8757 | 0.349% | +0.050% | +0.00017% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.6902 | 105.8057 | 0.345% | +0.109% | +0.00038% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $1.61bn | $31.25bn | 100.4959 | 100.5014 | 0.343% | +0.005% | +0.00002% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $3.45bn | $30.26bn | 102.4582 | 102.5043 | 0.339% | +0.045% | +0.00015% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.6419 | 103.6808 | 0.337% | +0.038% | +0.00013% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $33.5m | $30.01bn | 101.9565 | 101.9728 | 0.334% | +0.016% | +0.00005% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $16.07bn | $22.71bn | 133.2935 | 132.1053 | 0.331% | -0.891% | -0.00295% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 114.9715 | 115.2283 | 0.329% | +0.223% | +0.00074% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 109.0707 | 109.1067 | 0.325% | +0.033% | +0.00011% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 111.9222 | 112.0577 | 0.325% | +0.121% | +0.00039% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 105.6861 | 105.6984 | 0.324% | +0.012% | +0.00004% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 106.1145 | 106.3793 | 0.323% | +0.250% | +0.00081% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.5472 | 111.7140 | 0.322% | +0.150% | +0.00048% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $2.49bn | $28.78bn | 102.3227 | 102.3261 | 0.322% | +0.003% | +0.00001% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 106.7408 | 107.0034 | 0.322% | +0.246% | +0.00079% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $10.02bn | $28.20bn | 104.3227 | 104.3573 | 0.321% | +0.033% | +0.00011% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | – | $29.00bn | 99.7298 | 99.9919 | 0.316% | +0.263% | +0.00083% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $4.40bn | $28.33bn | 101.5679 | 101.5659 | 0.315% | -0.002% | -0.00001% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.74bn | $25.73bn | 111.6997 | 111.7303 | 0.314% | +0.027% | +0.00009% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $4.39bn | $28.31bn | 101.2011 | 101.2120 | 0.313% | +0.011% | +0.00003% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $12.03bn | $27.07bn | 104.7738 | 104.7863 | 0.310% | +0.012% | +0.00004% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $4.36bn | $28.11bn | 100.8535 | 100.8463 | 0.310% | -0.007% | -0.00002% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $1.97bn | $27.44bn | 102.7652 | 103.0865 | 0.308% | +0.313% | +0.00096% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $9.35bn | $25.12bn | 111.5054 | 111.5268 | 0.306% | +0.019% | +0.00006% |
| 9127957D7 | 0.000% | Jan 31, 2013 | $28.00bn | – | – | $28.00bn | 99.9490 | 99.9653 | 0.306% | +0.016% | +0.00005% |
| 9127957G0 | 0.000% | Feb 21, 2013 | $28.00bn | – | – | $28.00bn | 99.9420 | 99.9513 | 0.306% | +0.009% | +0.00003% |
| 9127957F2 | 0.000% | Feb 14, 2013 | $28.00bn | – | – | $28.00bn | 99.9397 | 99.9614 | 0.306% | +0.022% | +0.00007% |
| 9127957H8 | 0.000% | Feb 28, 2013 | $28.00bn | – | – | $28.00bn | 99.9346 | 99.9447 | 0.306% | +0.010% | +0.00003% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 104.4655 | 102.9148 | 0.299% | +0.011% | +0.00003% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 129.9115 | 130.0191 | 0.298% | +0.083% | +0.00025% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $7.01bn | $26.57bn | 102.1100 | 102.1397 | 0.296% | +0.029% | +0.00009% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 106.8668 | 106.1927 | 0.296% | +0.246% | +0.00073% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $1.51bn | $26.31bn | 102.7433 | 102.7659 | 0.295% | +0.022% | +0.00006% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $1.74bn | $27.26bn | 99.0832 | 99.3349 | 0.295% | +0.254% | +0.00075% |
| 9127956V8 | 0.000% | Dec 6, 2012 | $27.00bn | – | – | $27.00bn | 99.9731 | 99.9847 | 0.295% | +0.012% | +0.00003% |
| 9127956X4 | 0.000% | Dec 20, 2012 | $27.00bn | – | – | $27.00bn | 99.9692 | 99.9816 | 0.295% | +0.012% | +0.00004% |
| 9127956Z9 | 0.000% | Jan 3, 2013 | $27.00bn | – | – | $27.00bn | 99.9653 | 99.9784 | 0.295% | +0.013% | +0.00004% |
| 9127956Y2 | 0.000% | Dec 27, 2012 | $27.00bn | – | – | $27.00bn | 99.9639 | 99.9775 | 0.295% | +0.014% | +0.00004% |
| 9127957B1 | 0.000% | Jan 17, 2013 | $27.00bn | – | – | $27.00bn | 99.9614 | 99.9753 | 0.295% | +0.014% | +0.00004% |
| 9127957C9 | 0.000% | Jan 24, 2013 | $27.00bn | – | – | $27.00bn | 99.9554 | 99.9738 | 0.295% | +0.018% | +0.00005% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $44.8m | $24.67bn | 107.9810 | 108.0115 | 0.291% | +0.028% | +0.00008% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 111.4744 | 110.0707 | 0.290% | +0.086% | +0.00025% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $1.42bn | $24.05bn | 110.0122 | 110.0428 | 0.289% | +0.028% | +0.00008% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 110.1276 | 110.2679 | 0.289% | +0.127% | +0.00037% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $5.09bn | $11.70bn | 225.0225 | 228.1699 | 0.288% | +1.399% | +0.00402% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 103.8865 | 103.9008 | 0.285% | +0.014% | +0.00004% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $26.00bn | – | – | $26.00bn | 99.9321 | 99.9422 | 0.284% | +0.010% | +0.00003% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $26.00bn | – | – | $26.00bn | 99.9220 | 99.9269 | 0.284% | +0.005% | +0.00001% |
| 9127956L0 | 0.000% | May 2, 2013 | $26.00bn | – | – | $26.00bn | 99.9051 | 99.9100 | 0.284% | +0.005% | +0.00001% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 128.9961 | 128.9005 | 0.282% | -0.074% | -0.00021% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 113.5504 | 112.1027 | 0.282% | +0.156% | +0.00044% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $4.00bn | $21.91bn | 117.2215 | 116.0720 | 0.281% | -0.981% | -0.00275% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.6634 | 108.9314 | 0.276% | +0.247% | +0.00068% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.1269 | 110.2257 | 0.276% | +0.090% | +0.00025% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $4.91bn | $24.63bn | 102.1501 | 102.4606 | 0.275% | +0.304% | +0.00084% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 112.2391 | 112.4151 | 0.275% | +0.157% | +0.00043% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 108.6214 | 108.9124 | 0.274% | +0.268% | +0.00074% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.1841 | 111.2976 | 0.274% | +0.102% | +0.00028% |
| 9127956R7 | 0.000% | May 30, 2013 | $25.00bn | – | – | $25.00bn | 99.8867 | 99.8983 | 0.273% | +0.012% | +0.00003% |
| 9127956W6 | 0.000% | Jun 27, 2013 | $25.00bn | – | – | $25.00bn | 99.8833 | 99.8867 | 0.273% | +0.003% | +0.00001% |
| 9127957A3 | 0.000% | Jul 25, 2013 | $25.00bn | – | – | $25.00bn | 99.8542 | 99.8750 | 0.273% | +0.021% | +0.00006% |
| 9127957E5 | 0.000% | Aug 22, 2013 | $25.00bn | – | – | $25.00bn | 99.8418 | 99.8633 | 0.273% | +0.022% | +0.00006% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 106.4715 | 106.5557 | 0.272% | +0.079% | +0.00022% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 150.2035 | 152.7136 | 0.270% | +1.671% | +0.00452% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 130.0846 | 130.1481 | 0.270% | +0.049% | +0.00013% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $1.74bn | $21.48bn | 114.5258 | 114.6060 | 0.269% | +0.070% | +0.00019% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 102.9408 | 102.9551 | 0.268% | +0.014% | +0.00004% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 105.3653 | 105.4631 | 0.268% | +0.093% | +0.00025% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $201.0m | $18.80bn | 129.0301 | 129.0213 | 0.265% | -0.007% | -0.00002% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 110.9394 | 111.0694 | 0.265% | +0.117% | +0.00031% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.66bn | $23.24bn | 103.6523 | 103.2850 | 0.263% | +0.309% | +0.00081% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $24.00bn | – | – | $24.00bn | 100.3383 | 100.3325 | 0.263% | -0.006% | -0.00002% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $9.4m | $23.30bn | 103.1960 | 103.1936 | 0.263% | -0.002% | -0.00001% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $24.09bn | $17.35bn | 137.3383 | 136.1060 | 0.260% | -0.897% | -0.00234% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 112.7660 | 112.9640 | 0.259% | +0.176% | +0.00046% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 107.5589 | 106.5374 | 0.259% | +0.096% | +0.00025% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 111.2732 | 111.3141 | 0.258% | +0.037% | +0.00010% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $6.68bn | $15.97bn | 146.2147 | 146.2357 | 0.255% | +0.014% | +0.00004% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $9.24bn | $17.16bn | 135.8071 | 134.7935 | 0.255% | -0.746% | -0.00190% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $8.88bn | $15.10bn | 153.9721 | 155.7070 | 0.254% | +1.127% | +0.00286% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $6.29bn | $23.01bn | 100.1168 | 100.3777 | 0.252% | +0.261% | +0.00066% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 137.9321 | 136.7310 | 0.251% | -0.871% | -0.00219% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 103.2303 | 103.2279 | 0.250% | -0.002% | -0.00001% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $7.25bn | $14.77bn | 154.0204 | 153.3448 | 0.249% | -0.439% | -0.00109% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 110.8151 | 111.0804 | 0.248% | +0.239% | +0.00059% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 125.4352 | 127.1791 | 0.247% | +1.390% | +0.00343% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 109.4171 | 109.6630 | 0.245% | +0.225% | +0.00055% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.8636 | 132.3037 | 0.244% | +0.334% | +0.00081% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 114.3696 | 114.4185 | 0.242% | +0.043% | +0.00010% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 118.5326 | 118.6532 | 0.237% | +0.102% | +0.00024% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 129.9134 | 130.0320 | 0.236% | +0.091% | +0.00022% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $2.8m | $20.74bn | 103.0160 | 103.0265 | 0.234% | +0.010% | +0.00002% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.5038 | 129.8800 | 0.233% | +0.290% | +0.00068% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $0.5m | $20.52bn | 103.3555 | 103.3637 | 0.232% | +0.008% | +0.00002% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 119.4810 | 119.7615 | 0.231% | +0.235% | +0.00054% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 151.7860 | 154.0263 | 0.230% | +1.476% | +0.00340% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 155.6035 | 158.0937 | 0.228% | +1.600% | +0.00366% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $9.85bn | $20.04bn | 103.8603 | 104.1597 | 0.227% | +0.288% | +0.00066% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.53bn | $13.90bn | 146.9796 | 145.9677 | 0.223% | -0.688% | -0.00154% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $805.0m | $19.76bn | 102.4162 | 101.1631 | 0.221% | -0.003% | -0.00001% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.2704 | 111.3526 | 0.220% | +0.074% | +0.00016% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $6.5m | $19.49bn | 101.8668 | 101.8699 | 0.217% | +0.003% | +0.00001% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 140.4512 | 142.7774 | 0.215% | +1.656% | +0.00356% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 133.2405 | 133.8110 | 0.213% | +0.428% | +0.00091% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 111.1807 | 111.4762 | 0.210% | +0.266% | +0.00056% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 130.6718 | 132.3378 | 0.209% | +1.275% | +0.00267% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 117.5462 | 117.6226 | 0.208% | +0.065% | +0.00014% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $10.19bn | $18.81bn | 101.1388 | 101.4718 | 0.208% | +0.329% | +0.00068% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.3207 | 120.6067 | 0.207% | +0.238% | +0.00049% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $0.7m | $18.25bn | 103.5095 | 103.4942 | 0.206% | -0.015% | -0.00003% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 101.9674 | 101.9796 | 0.202% | +0.012% | +0.00002% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.07bn | $17.87bn | 103.1529 | 103.4725 | 0.201% | +0.310% | +0.00062% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.3525 | 111.4360 | 0.199% | +0.075% | +0.00015% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 110.3747 | 110.6298 | 0.197% | +0.231% | +0.00045% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $12.97bn | $17.34bn | 103.3294 | 103.6496 | 0.196% | +0.310% | +0.00061% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 112.8583 | 111.6954 | 0.195% | +0.243% | +0.00048% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 118.2201 | 118.3094 | 0.195% | +0.076% | +0.00015% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 134.2065 | 133.0588 | 0.195% | -0.855% | -0.00166% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $214.7m | $17.57bn | 101.3116 | 101.2980 | 0.195% | -0.013% | -0.00003% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 118.8098 | 118.8733 | 0.193% | +0.053% | +0.00010% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 127.3926 | 128.3955 | 0.192% | +0.787% | +0.00151% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 108.0188 | 106.9440 | 0.190% | +0.104% | +0.00020% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 123.8261 | 124.9136 | 0.189% | +0.878% | +0.00166% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $18.2m | $15.26bn | 113.1073 | 113.1765 | 0.189% | +0.061% | +0.00012% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 133.5240 | 134.1973 | 0.189% | +0.504% | +0.00095% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 130.0565 | 131.4993 | 0.185% | +1.109% | +0.00205% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 118.9361 | 119.1671 | 0.185% | +0.194% | +0.00036% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 127.2378 | 127.3322 | 0.184% | +0.074% | +0.00014% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.59bn | $15.35bn | 109.3635 | 109.6627 | 0.183% | +0.274% | +0.00050% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.0547 | 106.1507 | 0.183% | +0.091% | +0.00017% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.8322 | 109.7549 | 0.180% | -0.070% | -0.00013% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $16.13bn | – | $1.19bn | $14.94bn | 110.2123 | 111.5322 | 0.180% | +1.198% | +0.00216% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $14.14bn | $15.55bn | 104.1122 | 103.6604 | 0.177% | +0.286% | +0.00051% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $15.00bn | – | – | $15.00bn | 107.8654 | 109.0551 | 0.177% | +1.103% | +0.00195% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $100.2m | $15.85bn | 101.6665 | 101.6655 | 0.176% | -0.001% | -0.00000% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $16.00bn | – | $1.0m | $16.00bn | 100.6495 | 99.5387 | 0.176% | -1.104% | -0.00194% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.0m | $15.70bn | 101.3984 | 101.3906 | 0.174% | -0.008% | -0.00001% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $14.25bn | $15.53bn | 102.2126 | 102.5231 | 0.173% | +0.304% | +0.00053% |
| 912828HG8 | 3.875% | Oct 31, 2012 | $15.51bn | – | $0.9m | $15.51bn | 101.8998 | 101.9341 | 0.173% | +0.034% | +0.00006% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $381.4m | $15.28bn | 101.7751 | 101.7599 | 0.170% | -0.015% | -0.00003% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.4946 | 119.7310 | 0.169% | +0.198% | +0.00034% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.01bn | $13.07bn | 118.5543 | 118.8387 | 0.169% | +0.240% | +0.00041% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.1936 | 106.2558 | 0.168% | +0.059% | +0.00010% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.54bn | $9.51bn | 160.6522 | 159.7045 | 0.167% | -0.590% | -0.00098% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 111.1872 | 111.4735 | 0.165% | +0.258% | +0.00042% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.16bn | $13.95bn | 105.8852 | 106.2323 | 0.161% | +0.328% | +0.00053% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 110.9054 | 111.1730 | 0.161% | +0.241% | +0.00039% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 159.6223 | 159.9280 | 0.160% | +0.192% | +0.00031% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.05bn | $13.39bn | 109.5292 | 109.7982 | 0.160% | +0.246% | +0.00039% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 108.9684 | 109.0360 | 0.159% | +0.062% | +0.00010% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 107.8103 | 107.8810 | 0.148% | +0.066% | +0.00010% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.42bn | $8.75bn | 154.8421 | 156.7010 | 0.148% | +1.201% | +0.00178% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 131.3139 | 131.4891 | 0.147% | +0.133% | +0.00020% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $1.7m | $10.52bn | 127.3302 | 127.3431 | 0.146% | +0.010% | +0.00001% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $3.88bn | $8.95bn | 147.9198 | 147.5476 | 0.145% | -0.252% | -0.00036% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $18.42bn | $11.44bn | 108.4640 | 108.7228 | 0.136% | +0.239% | +0.00032% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.33bn | $8.61bn | 143.3166 | 142.4830 | 0.135% | -0.582% | -0.00078% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 140.5068 | 140.7425 | 0.133% | +0.168% | +0.00022% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.06bn | $8.29bn | 142.3166 | 141.4830 | 0.129% | -0.586% | -0.00075% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $8.34bn | $7.44bn | 153.7622 | 153.8787 | 0.125% | +0.076% | +0.00009% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $13.91bn | $7.50bn | 147.1780 | 146.0136 | 0.121% | -0.791% | -0.00095% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $3.14bn | $6.99bn | 153.5503 | 153.7697 | 0.117% | +0.143% | +0.00017% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $9.05bn | $7.54bn | 141.0082 | 139.8567 | 0.116% | -0.817% | -0.00095% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.58bn | $7.19bn | 145.2052 | 144.4212 | 0.114% | -0.540% | -0.00062% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 214.3286 | 217.6441 | 0.108% | +1.547% | +0.00167% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.73bn | $5.86bn | 164.6576 | 164.4579 | 0.105% | -0.121% | -0.00013% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.49bn | $6.45bn | 148.5978 | 148.9440 | 0.105% | +0.233% | +0.00024% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $5.11bn | $6.07bn | 157.4674 | 157.1906 | 0.104% | -0.176% | -0.00018% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.17bn | $5.91bn | 150.6073 | 151.0397 | 0.097% | +0.287% | +0.00028% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.33bn | $5.51bn | 157.1970 | 156.7052 | 0.095% | -0.313% | -0.00030% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.81bn | $5.36bn | 155.7391 | 154.8760 | 0.091% | -0.554% | -0.00051% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 158.1318 | 158.4300 | 0.088% | +0.189% | +0.00017% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.15bn | $5.04bn | 155.4090 | 154.7517 | 0.086% | -0.423% | -0.00036% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.75bn | $4.75bn | 164.8832 | 164.6613 | 0.086% | -0.135% | -0.00012% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.68bn | $4.83bn | 157.6413 | 157.0961 | 0.083% | -0.346% | -0.00029% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 140.6698 | 140.9460 | 0.077% | +0.196% | +0.00015% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.24bn | $4.19bn | 159.8832 | 160.0051 | 0.073% | +0.076% | +0.00006% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.76bn | $4.06bn | 158.2418 | 157.7996 | 0.070% | -0.279% | -0.00020% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.60bn | $3.57bn | 152.1141 | 152.4307 | 0.059% | +0.208% | +0.00012% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 149.4647 | 149.7904 | 0.055% | +0.218% | +0.00012% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 158.5978 | 158.9127 | 0.052% | +0.199% | +0.00010% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 153.4905 | 153.8495 | 0.051% | +0.234% | +0.00012% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 157.6603 | 158.0065 | 0.049% | +0.220% | +0.00011% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 153.7120 | 154.0231 | 0.048% | +0.202% | +0.00010% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 130.8465 | 130.9626 | 0.043% | +0.089% | +0.00004% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.70bn | $2.87bn | 133.2242 | 133.3237 | 0.042% | +0.075% | +0.00003% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 159.0380 | 159.3675 | 0.040% | +0.207% | +0.00008% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $2.00bn | $2.03bn | 130.7337 | 130.7945 | 0.029% | +0.047% | +0.00001% |
| Total | $8.42tn | 100.000% | +0.07345% | ||||||||
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.