Rebalance of October 31, 2012
US Treasury Aggregate constituents
Every one of the 320 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
- 320
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.227471%
- Market value
- $9.19tn
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 -0.227471% against a published month return of -0.227471%, a difference of 8.3e-10 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 | 99.9907 | 99.9971 | 0.914% | +0.006% | +0.00006% |
| 9127955Q0 | 0.000% | Dec 13, 2012 | $84.00bn | – | – | $84.00bn | 99.9831 | 99.9881 | 0.914% | +0.005% | +0.00005% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $7.45bn | $59.96bn | 111.5853 | 110.8689 | 0.728% | -0.642% | -0.00468% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $16.38bn | $55.22bn | 118.4942 | 117.7058 | 0.712% | -0.665% | -0.00474% |
| 9127956P1 | 0.000% | Nov 1, 2012 | $60.00bn | – | – | $60.00bn | 99.9953 | 100.0000 | 0.653% | +0.005% | +0.00003% |
| 9127956S5 | 0.000% | Nov 8, 2012 | $60.00bn | – | – | $60.00bn | 99.9932 | 99.9987 | 0.653% | +0.006% | +0.00004% |
| 9127956T3 | 0.000% | Nov 23, 2012 | $59.00bn | – | – | $59.00bn | 99.9891 | 99.9936 | 0.642% | +0.005% | +0.00003% |
| 9127956U0 | 0.000% | Nov 29, 2012 | $59.00bn | – | – | $59.00bn | 99.9897 | 99.9919 | 0.642% | +0.002% | +0.00001% |
| 9127956V8 | 0.000% | Dec 6, 2012 | $59.00bn | – | – | $59.00bn | 99.9847 | 99.9900 | 0.642% | +0.005% | +0.00003% |
| 9127956X4 | 0.000% | Dec 20, 2012 | $59.00bn | – | – | $59.00bn | 99.9816 | 99.9861 | 0.642% | +0.005% | +0.00003% |
| 9127956Y2 | 0.000% | Dec 27, 2012 | $59.00bn | – | – | $59.00bn | 99.9775 | 99.9826 | 0.642% | +0.005% | +0.00003% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $12.70bn | $56.28bn | 102.2860 | 101.5897 | 0.627% | -0.681% | -0.00427% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $19.38bn | $48.20bn | 119.0567 | 118.2996 | 0.625% | -0.636% | -0.00397% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $54.00bn | – | – | $54.00bn | 99.9633 | 99.9670 | 0.588% | +0.004% | +0.00002% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $54.00bn | – | – | $54.00bn | 99.9422 | 99.9541 | 0.587% | +0.012% | +0.00007% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $22.80bn | $45.42bn | 118.6033 | 117.8668 | 0.586% | -0.621% | -0.00364% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $23.83bn | $50.37bn | 104.4742 | 103.7989 | 0.573% | -0.646% | -0.00370% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $52.00bn | – | – | $52.00bn | 99.9769 | 99.9822 | 0.566% | +0.005% | +0.00003% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $20.13bn | $46.60bn | 106.2401 | 105.4817 | 0.539% | -0.714% | -0.00385% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $23.84bn | $44.01bn | 111.0540 | 110.3064 | 0.532% | -0.673% | -0.00358% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $24.79bn | $45.31bn | 105.3492 | 104.6114 | 0.520% | -0.700% | -0.00364% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 105.5381 | 105.4073 | 0.499% | -0.124% | -0.00062% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 105.2346 | 105.1255 | 0.493% | -0.104% | -0.00051% |
| 912828LX6 | 1.375% | Nov 15, 2012 | $44.97bn | – | $0.3m | $44.97bn | 100.6756 | 100.6912 | 0.493% | +0.016% | +0.00008% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $45.00bn | – | – | $45.00bn | 100.3325 | 99.6257 | 0.491% | -0.705% | -0.00346% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $436.2m | $42.83bn | 104.7454 | 104.6441 | 0.488% | -0.097% | -0.00047% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $33.04bn | $37.99bn | 117.3998 | 116.6216 | 0.485% | -0.663% | -0.00322% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $379.9m | $44.11bn | 100.6131 | 100.6352 | 0.483% | +0.022% | +0.00011% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 105.3689 | 104.1316 | 0.482% | -0.047% | -0.00023% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.94bn | $41.30bn | 105.9759 | 105.8533 | 0.476% | -0.116% | -0.00055% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $2.52bn | $41.40bn | 105.6957 | 104.0734 | 0.476% | -1.535% | -0.00731% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $1.10bn | $41.59bn | 104.9728 | 104.8499 | 0.475% | -0.117% | -0.00056% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $0.2m | $42.93bn | 101.6518 | 100.8005 | 0.475% | +0.023% | +0.00011% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $7.26bn | $39.96bn | 107.6179 | 106.0686 | 0.468% | -1.440% | -0.00674% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 110.6452 | 111.1444 | 0.467% | +0.451% | +0.00211% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $2.93bn | $39.97bn | 106.7337 | 105.3507 | 0.464% | -0.125% | -0.00058% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $29.15bn | $36.85bn | 115.7116 | 114.9436 | 0.464% | -0.664% | -0.00308% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 104.2565 | 104.1775 | 0.462% | -0.076% | -0.00035% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $5.69bn | $38.94bn | 108.5554 | 106.9436 | 0.460% | -1.485% | -0.00683% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $11.00bn | $31.90bn | 132.4178 | 130.6508 | 0.460% | -1.334% | -0.00614% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $0.8m | $41.31bn | 101.2694 | 101.2602 | 0.455% | -0.009% | -0.00004% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 110.0814 | 109.9876 | 0.455% | -0.026% | -0.00012% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $0.1m | $41.55bn | 100.6352 | 100.6573 | 0.455% | +0.022% | +0.00010% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $13.83bn | $30.73bn | 134.7775 | 133.0523 | 0.451% | -1.280% | -0.00577% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $610.7m | $39.56bn | 104.2659 | 104.1880 | 0.449% | -0.075% | -0.00034% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 116.6199 | 116.9394 | 0.444% | +0.274% | +0.00122% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $1.07bn | $38.91bn | 104.7860 | 104.7259 | 0.444% | -0.057% | -0.00025% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $0.2m | $40.47bn | 100.6233 | 100.6160 | 0.443% | -0.007% | -0.00003% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 100.5195 | 100.5523 | 0.440% | +0.033% | +0.00014% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 104.8196 | 104.7595 | 0.434% | -0.057% | -0.00025% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.65bn | $32.03bn | 124.3572 | 124.6883 | 0.434% | +0.266% | +0.00115% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $14.20bn | $29.27bn | 134.9025 | 133.1461 | 0.430% | -1.302% | -0.00560% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.95bn | $33.46bn | 115.3366 | 114.6311 | 0.420% | -0.612% | -0.00257% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $4.70bn | $36.17bn | 105.5579 | 105.3941 | 0.416% | -0.155% | -0.00064% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $0.9m | $37.95bn | 100.3868 | 100.3979 | 0.415% | +0.011% | +0.00005% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $299.4m | $36.58bn | 102.8258 | 102.6516 | 0.409% | -0.169% | -0.00069% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $0.2m | $37.21bn | 100.5428 | 100.2205 | 0.407% | -0.010% | -0.00004% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $0.6m | $36.92bn | 100.2723 | 100.2633 | 0.403% | -0.009% | -0.00004% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.2829 | 100.2731 | 0.401% | -0.010% | -0.00004% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.3146 | 100.3159 | 0.399% | +0.001% | +0.00001% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1465 | 100.1364 | 0.399% | -0.010% | -0.00004% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.9882 | 100.9898 | 0.398% | +0.002% | +0.00001% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.3152 | 104.0041 | 0.397% | -0.298% | -0.00119% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $1.49bn | $36.33bn | 100.3919 | 100.0800 | 0.397% | -0.124% | -0.00049% |
| 912828PV6 | 0.500% | Nov 30, 2012 | $36.38bn | – | $0.1m | $36.38bn | 100.2305 | 100.2416 | 0.397% | +0.011% | +0.00004% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 102.2861 | 102.2476 | 0.396% | -0.038% | -0.00015% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.1671 | 100.0319 | 0.396% | -0.010% | -0.00004% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.5958 | 100.5965 | 0.395% | +0.001% | +0.00000% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2198 | 100.2514 | 0.394% | +0.032% | +0.00012% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.2194 | 100.2198 | 0.393% | +0.000% | +0.00000% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.9378 | 99.9171 | 0.393% | -0.021% | -0.00008% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.9378 | 99.9485 | 0.393% | +0.011% | +0.00004% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.9795 | 99.9589 | 0.393% | -0.021% | -0.00008% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.1359 | 99.9694 | 0.392% | -0.041% | -0.00016% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.14bn | $30.22bn | 118.9164 | 118.2948 | 0.391% | -0.523% | -0.00204% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 102.5747 | 101.7215 | 0.391% | -0.344% | -0.00135% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.0319 | 100.0220 | 0.390% | -0.010% | -0.00004% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $0.4m | $35.70bn | 100.2615 | 100.2829 | 0.390% | +0.021% | +0.00008% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 102.2419 | 101.9213 | 0.390% | -0.314% | -0.00122% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 102.1590 | 101.8379 | 0.389% | -0.314% | -0.00122% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 102.0652 | 101.6504 | 0.389% | -0.406% | -0.00158% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.1046 | 100.0944 | 0.389% | -0.010% | -0.00004% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.52bn | $21.48bn | 166.0998 | 167.4596 | 0.388% | +0.819% | +0.00318% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.9503 | 101.5557 | 0.388% | -0.387% | -0.00150% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $19.21bn | $25.69bn | 138.8094 | 137.0428 | 0.388% | -1.273% | -0.00494% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.8461 | 101.4198 | 0.388% | -0.419% | -0.00162% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $940.4m | $35.00bn | 101.8349 | 100.9712 | 0.388% | -0.419% | -0.00162% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 101.7412 | 101.3149 | 0.388% | -0.419% | -0.00162% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 101.6687 | 101.2436 | 0.387% | -0.418% | -0.00162% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.0839 | 100.0428 | 0.387% | -0.041% | -0.00016% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $30.3m | $35.33bn | 100.0944 | 100.0530 | 0.385% | -0.041% | -0.00016% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $357.3m | $35.00bn | 101.0020 | 100.5652 | 0.385% | -0.432% | -0.00166% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $13.27bn | $29.22bn | 120.9789 | 119.2636 | 0.385% | -1.418% | -0.00546% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 100.8370 | 100.8587 | 0.384% | +0.022% | +0.00008% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 100.5225 | 100.1067 | 0.383% | -0.414% | -0.00158% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 125.9802 | 126.1653 | 0.382% | +0.147% | +0.00056% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | – | $35.00bn | 100.1785 | 99.7633 | 0.382% | -0.414% | -0.00158% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.1153 | 100.0739 | 0.381% | -0.041% | -0.00016% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0527 | 99.9803 | 0.381% | -0.072% | -0.00028% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.8023 | 99.7503 | 0.380% | -0.052% | -0.00020% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.20bn | $29.55bn | 118.0880 | 117.3933 | 0.380% | -0.588% | -0.00223% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $0.2m | $33.52bn | 104.0740 | 104.0883 | 0.380% | +0.014% | +0.00005% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | – | $35.00bn | 99.6467 | 99.2201 | 0.380% | -0.428% | -0.00163% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $2.31bn | $31.90bn | 109.2921 | 109.1603 | 0.379% | -0.121% | -0.00046% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $2.52bn | $33.69bn | 103.3784 | 102.4114 | 0.379% | -0.029% | -0.00011% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $2.33bn | $33.77bn | 102.7534 | 102.5786 | 0.378% | -0.170% | -0.00064% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.3916 | 100.2982 | 0.376% | -0.093% | -0.00035% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $9.9m | $34.21bn | 100.2666 | 100.1424 | 0.373% | -0.124% | -0.00046% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $3.26bn | $32.95bn | 104.0999 | 104.0717 | 0.373% | -0.027% | -0.00010% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $2.05bn | $33.85bn | 99.9694 | 99.8655 | 0.368% | -0.104% | -0.00038% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $483.1m | $33.79bn | 100.0217 | 99.9178 | 0.368% | -0.104% | -0.00038% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $15.91bn | $27.30bn | 123.5887 | 121.9151 | 0.367% | -1.354% | -0.00497% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 104.4103 | 104.0679 | 0.367% | -0.328% | -0.00120% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.5644 | 100.5661 | 0.365% | +0.002% | +0.00001% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $28.74bn | $29.93bn | 111.9137 | 111.2704 | 0.365% | -0.575% | -0.00210% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $19.48bn | $23.53bn | 141.7942 | 139.9130 | 0.363% | -1.327% | -0.00482% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $17.42bn | $24.58bn | 135.1525 | 133.3023 | 0.362% | -1.369% | -0.00495% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0425 | 99.9699 | 0.361% | -0.073% | -0.00026% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.5326 | 100.4810 | 0.361% | -0.051% | -0.00019% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $5.51bn | $13.98bn | 235.0991 | 234.8551 | 0.358% | +1.048% | +0.00375% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $1.12bn | $32.89bn | 99.9694 | 99.8342 | 0.358% | -0.135% | -0.00048% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $1.50bn | $32.76bn | 100.2982 | 100.1737 | 0.358% | -0.124% | -0.00044% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $6.75bn | $31.46bn | 104.3573 | 104.1610 | 0.357% | -0.188% | -0.00067% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $4.06bn | $31.66bn | 103.3043 | 102.5347 | 0.356% | -0.140% | -0.00050% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $30.43bn | – | $429.9m | $30.00bn | 108.7128 | 108.7580 | 0.355% | +0.100% | +0.00035% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 101.6277 | 101.5870 | 0.354% | -0.040% | -0.00014% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 106.1365 | 106.1508 | 0.354% | +0.013% | +0.00005% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.5552 | 101.5373 | 0.354% | -0.018% | -0.00006% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.5434 | 100.3046 | 0.353% | +0.011% | +0.00004% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.0963 | 101.0661 | 0.352% | -0.030% | -0.00011% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8200 | 100.7476 | 0.351% | -0.072% | -0.00025% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.7309 | 100.4296 | 0.351% | -0.051% | -0.00018% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $942.1m | $31.92bn | 100.5014 | 100.5435 | 0.349% | +0.042% | +0.00015% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.0110 | 99.9700 | 0.348% | -0.041% | -0.00014% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8967 | 99.7303 | 0.348% | -0.167% | -0.00058% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8757 | 99.7092 | 0.348% | -0.167% | -0.00058% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7923 | 99.6575 | 0.348% | -0.135% | -0.00047% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.8057 | 105.5054 | 0.344% | -0.284% | -0.00098% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $3.00bn | $30.72bn | 102.5043 | 102.4774 | 0.343% | -0.026% | -0.00009% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $3.26bn | $30.31bn | 102.1397 | 101.4959 | 0.337% | -0.018% | -0.00006% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $9.65bn | $29.45bn | 104.7863 | 104.6005 | 0.336% | -0.177% | -0.00060% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $6.67bn | $29.71bn | 103.6808 | 103.4848 | 0.335% | -0.189% | -0.00063% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $0.5m | $30.04bn | 101.9728 | 101.9742 | 0.333% | +0.001% | +0.00000% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $28.00bn | – | – | $28.00bn | 109.0551 | 109.4847 | 0.332% | +0.394% | +0.00131% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $2.21bn | $30.25bn | 100.8463 | 100.8786 | 0.332% | +0.032% | +0.00011% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 115.2283 | 114.6793 | 0.329% | -0.476% | -0.00157% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 109.1067 | 109.0380 | 0.324% | -0.063% | -0.00020% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 112.0577 | 110.1336 | 0.324% | -0.323% | -0.00105% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 105.6984 | 105.6603 | 0.323% | -0.036% | -0.00012% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 106.3793 | 105.8836 | 0.322% | -0.466% | -0.00150% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.7140 | 111.3522 | 0.321% | -0.324% | -0.00104% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 107.0034 | 105.5677 | 0.321% | -0.466% | -0.00150% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $16.48bn | $22.30bn | 132.1053 | 130.4633 | 0.321% | -1.243% | -0.00399% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $2.49bn | $28.78bn | 102.3261 | 102.3485 | 0.321% | +0.022% | +0.00007% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $6.13bn | $26.34bn | 111.7303 | 111.5883 | 0.320% | -0.127% | -0.00041% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $3.86bn | $28.84bn | 101.2120 | 101.2024 | 0.318% | -0.009% | -0.00003% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $8.35bn | $26.12bn | 111.5268 | 111.4056 | 0.317% | -0.109% | -0.00034% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $4.15bn | $28.59bn | 101.5659 | 101.5462 | 0.316% | -0.019% | -0.00006% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $29.00bn | – | $61.0m | $28.94bn | 99.5387 | 97.9891 | 0.314% | -1.557% | -0.00488% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $2.10bn | $27.31bn | 103.0865 | 102.4542 | 0.306% | -0.613% | -0.00188% |
| 9127957D7 | 0.000% | Jan 31, 2013 | $28.00bn | – | – | $28.00bn | 99.9653 | 99.9693 | 0.305% | +0.004% | +0.00001% |
| 9127957F2 | 0.000% | Feb 14, 2013 | $28.00bn | – | – | $28.00bn | 99.9614 | 99.9647 | 0.305% | +0.003% | +0.00001% |
| 9127957G0 | 0.000% | Feb 21, 2013 | $28.00bn | – | – | $28.00bn | 99.9513 | 99.9592 | 0.305% | +0.008% | +0.00002% |
| 9127957H8 | 0.000% | Feb 28, 2013 | $28.00bn | – | – | $28.00bn | 99.9447 | 99.9567 | 0.305% | +0.012% | +0.00004% |
| 9127957L9 | 0.000% | Mar 14, 2013 | $28.00bn | – | – | $28.00bn | 99.9397 | 99.9479 | 0.305% | +0.008% | +0.00002% |
| 9127957M7 | 0.000% | Mar 21, 2013 | $28.00bn | – | – | $28.00bn | 99.9372 | 99.9452 | 0.305% | +0.008% | +0.00002% |
| 912795Z61 | 0.000% | Mar 28, 2013 | $28.00bn | – | – | $28.00bn | 99.9346 | 99.9424 | 0.305% | +0.008% | +0.00002% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $1.09bn | $27.91bn | 99.9919 | 99.3588 | 0.304% | -0.633% | -0.00192% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $510.6m | $24.96bn | 110.0428 | 109.9633 | 0.299% | -0.072% | -0.00022% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 130.0191 | 130.1345 | 0.297% | +0.089% | +0.00026% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $1.50bn | $26.32bn | 102.7659 | 102.7478 | 0.294% | -0.018% | -0.00005% |
| 9127956Z9 | 0.000% | Jan 3, 2013 | $27.00bn | – | – | $27.00bn | 99.9784 | 99.9840 | 0.294% | +0.006% | +0.00002% |
| 9127957C9 | 0.000% | Jan 24, 2013 | $27.00bn | – | – | $27.00bn | 99.9738 | 99.9764 | 0.294% | +0.003% | +0.00001% |
| 9127957B1 | 0.000% | Jan 17, 2013 | $27.00bn | – | – | $27.00bn | 99.9753 | 99.9805 | 0.294% | +0.005% | +0.00002% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 102.9148 | 102.9310 | 0.294% | +0.016% | +0.00005% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 106.1927 | 105.7273 | 0.292% | -0.438% | -0.00128% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 108.0115 | 107.9321 | 0.291% | -0.074% | -0.00021% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 110.2679 | 109.9071 | 0.288% | -0.327% | -0.00094% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $5.20bn | $11.58bn | 228.1699 | 228.3200 | 0.288% | +1.194% | +0.00343% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 110.0707 | 109.7325 | 0.285% | -0.307% | -0.00088% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 103.9008 | 102.5388 | 0.283% | +0.013% | +0.00004% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $26.00bn | – | – | $26.00bn | 99.9269 | 99.9397 | 0.283% | +0.013% | +0.00004% |
| 9127956L0 | 0.000% | May 2, 2013 | $26.00bn | – | – | $26.00bn | 99.9100 | 99.9187 | 0.283% | +0.009% | +0.00002% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 128.9005 | 129.0320 | 0.281% | +0.102% | +0.00029% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 112.1027 | 111.6607 | 0.277% | -0.394% | -0.00109% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.9314 | 108.4440 | 0.276% | -0.447% | -0.00123% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.2257 | 109.8263 | 0.275% | -0.362% | -0.00100% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $4.13bn | $21.78bn | 116.0720 | 114.5543 | 0.275% | -1.308% | -0.00360% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 108.9124 | 108.4155 | 0.274% | -0.456% | -0.00125% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 112.4151 | 112.0326 | 0.274% | -0.340% | -0.00093% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.53bn | $16.47bn | 152.7136 | 154.2669 | 0.274% | +1.017% | +0.00278% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.01bn | $24.53bn | 102.4606 | 101.8471 | 0.274% | -0.599% | -0.00164% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.2976 | 110.9463 | 0.273% | -0.316% | -0.00086% |
| 9127956R7 | 0.000% | May 30, 2013 | $25.00bn | – | – | $25.00bn | 99.8983 | 99.9062 | 0.272% | +0.008% | +0.00002% |
| 9127956W6 | 0.000% | Jun 27, 2013 | $25.00bn | – | – | $25.00bn | 99.8867 | 99.8871 | 0.272% | +0.000% | +0.00000% |
| 9127957A3 | 0.000% | Jul 25, 2013 | $25.00bn | – | – | $25.00bn | 99.8750 | 99.8739 | 0.272% | -0.001% | -0.00000% |
| 9127957E5 | 0.000% | Aug 22, 2013 | $25.00bn | – | – | $25.00bn | 99.8633 | 99.8607 | 0.272% | -0.003% | -0.00001% |
| 9127957K1 | 0.000% | Sep 19, 2013 | $25.00bn | – | – | $25.00bn | 99.8517 | 99.8475 | 0.272% | -0.004% | -0.00001% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 106.5557 | 105.2555 | 0.272% | -0.282% | -0.00077% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 130.1481 | 130.1998 | 0.269% | +0.040% | +0.00011% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $1.74bn | $21.48bn | 114.6060 | 114.3601 | 0.268% | -0.215% | -0.00057% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 105.4631 | 105.1426 | 0.267% | -0.304% | -0.00081% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 102.9551 | 102.9415 | 0.267% | -0.013% | -0.00004% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $4.39bn | $24.61bn | 99.3349 | 98.7211 | 0.266% | -0.618% | -0.00164% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $201.0m | $18.80bn | 129.0213 | 129.0373 | 0.264% | +0.012% | +0.00003% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 111.0694 | 110.6701 | 0.264% | -0.360% | -0.00095% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $0.4m | $23.31bn | 103.1936 | 103.2279 | 0.262% | +0.033% | +0.00009% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.86bn | $23.04bn | 103.2850 | 102.6834 | 0.259% | -0.583% | -0.00151% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 112.9640 | 110.9461 | 0.259% | -0.403% | -0.00104% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 111.3141 | 111.0818 | 0.257% | +0.029% | +0.00008% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.5374 | 106.2291 | 0.255% | -0.289% | -0.00074% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $6.73bn | $15.92bn | 146.2357 | 145.3247 | 0.253% | -0.623% | -0.00158% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 127.1791 | 127.3444 | 0.249% | +0.130% | +0.00032% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 103.2279 | 103.2622 | 0.249% | +0.033% | +0.00008% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $9.44bn | $16.96bn | 134.7935 | 133.3913 | 0.249% | -1.040% | -0.00259% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $24.68bn | $16.76bn | 136.1060 | 134.4226 | 0.248% | -1.237% | -0.00307% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 136.7310 | 135.1101 | 0.248% | -1.185% | -0.00294% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 111.0804 | 110.6259 | 0.248% | -0.409% | -0.00101% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $7.25bn | $14.77bn | 153.3448 | 152.3607 | 0.246% | -0.642% | -0.00158% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 109.6630 | 109.2174 | 0.245% | -0.406% | -0.00100% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 132.3037 | 132.3177 | 0.244% | +0.011% | +0.00003% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 114.4185 | 114.1413 | 0.241% | -0.242% | -0.00058% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $9.95bn | $14.03bn | 155.7070 | 157.5506 | 0.238% | +1.184% | +0.00282% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 118.6532 | 118.3240 | 0.236% | -0.277% | -0.00066% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $358.0m | $16.64bn | 130.0320 | 130.0545 | 0.236% | +0.017% | +0.00004% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $7.85bn | $21.44bn | 100.3777 | 99.7745 | 0.234% | -0.601% | -0.00141% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $513.0m | $16.49bn | 129.8800 | 129.7464 | 0.233% | -0.103% | -0.00024% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $0.8m | $20.74bn | 103.0265 | 101.4774 | 0.233% | +0.013% | +0.00003% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 154.0263 | 155.3780 | 0.233% | +0.878% | +0.00204% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 158.0937 | 159.7743 | 0.231% | +1.063% | +0.00246% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 119.7615 | 119.2758 | 0.231% | -0.406% | -0.00094% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $0.5m | $20.52bn | 103.3637 | 103.4102 | 0.231% | +0.045% | +0.00010% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $9.85bn | $20.03bn | 104.1597 | 103.5694 | 0.227% | -0.567% | -0.00129% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $0.0m | $20.57bn | 101.1631 | 101.1885 | 0.226% | +0.025% | +0.00006% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.57bn | $13.86bn | 145.9677 | 144.8268 | 0.220% | -0.782% | -0.00172% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.3526 | 111.0326 | 0.219% | -0.287% | -0.00063% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 142.7774 | 144.2157 | 0.218% | +1.007% | +0.00219% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $4.5m | $19.49bn | 101.8699 | 101.8838 | 0.216% | +0.014% | +0.00003% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 133.8110 | 133.9275 | 0.214% | +0.087% | +0.00019% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 132.3378 | 132.5029 | 0.211% | +0.125% | +0.00026% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 111.4762 | 110.9579 | 0.209% | -0.465% | -0.00097% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 117.6226 | 117.3145 | 0.207% | -0.262% | -0.00054% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.6067 | 120.1005 | 0.207% | -0.420% | -0.00087% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $0.7m | $18.25bn | 103.4942 | 103.5183 | 0.206% | +0.023% | +0.00005% |
| 912828AP5 | 4.000% | Nov 15, 2012 | $18.11bn | – | $0.9m | $18.11bn | 101.9796 | 102.0041 | 0.201% | +0.024% | +0.00005% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.12bn | $17.82bn | 103.4725 | 102.8383 | 0.201% | -0.613% | -0.00123% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.4360 | 111.1175 | 0.198% | -0.286% | -0.00057% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 110.6298 | 110.1009 | 0.196% | -0.478% | -0.00094% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 118.3094 | 117.9490 | 0.195% | -0.305% | -0.00059% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $212.7m | $17.57bn | 101.2980 | 101.3147 | 0.194% | +0.017% | +0.00003% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 118.8733 | 118.5863 | 0.193% | -0.241% | -0.00047% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 111.6954 | 111.1277 | 0.193% | -0.508% | -0.00098% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 128.3955 | 128.4358 | 0.193% | +0.031% | +0.00006% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 133.0588 | 131.4898 | 0.192% | -1.179% | -0.00227% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 124.9136 | 124.9981 | 0.190% | +0.068% | +0.00013% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 134.1973 | 134.3216 | 0.189% | +0.093% | +0.00017% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $18.2m | $15.26bn | 113.1765 | 112.5953 | 0.188% | +0.086% | +0.00016% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 106.9440 | 106.6463 | 0.187% | -0.278% | -0.00052% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 131.4993 | 131.7190 | 0.186% | +0.167% | +0.00031% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $12.17bn | $16.83bn | 101.4718 | 100.8171 | 0.186% | -0.645% | -0.00120% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 119.1671 | 118.5353 | 0.184% | -0.530% | -0.00098% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $14.04bn | $16.27bn | 103.6496 | 103.0161 | 0.184% | -0.611% | -0.00112% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.59bn | $15.35bn | 109.6627 | 109.0815 | 0.183% | -0.530% | -0.00097% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 127.3322 | 127.0054 | 0.183% | -0.257% | -0.00047% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.1507 | 105.8640 | 0.182% | -0.270% | -0.00049% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $16.13bn | – | $1.28bn | $14.85bn | 111.5322 | 113.0772 | 0.180% | +1.385% | +0.00250% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.7549 | 109.5039 | 0.179% | +0.081% | +0.00014% |
| 912828HK9 | 3.375% | Nov 30, 2012 | $15.95bn | – | $100.2m | $15.85bn | 101.6655 | 101.6701 | 0.175% | +0.005% | +0.00001% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.0m | $15.70bn | 101.3906 | 101.4141 | 0.173% | +0.023% | +0.00004% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $381.4m | $15.28bn | 101.7599 | 101.7840 | 0.169% | +0.024% | +0.00004% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.01bn | $13.07bn | 118.8387 | 118.2276 | 0.169% | -0.514% | -0.00087% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.7310 | 119.2663 | 0.169% | -0.388% | -0.00066% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $22.30bn | $14.46bn | 106.2558 | 105.9973 | 0.167% | -0.243% | -0.00041% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 111.4735 | 109.6010 | 0.165% | -0.502% | -0.00083% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.75bn | $9.29bn | 159.7045 | 158.5435 | 0.162% | -0.727% | -0.00117% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 111.1730 | 110.6272 | 0.161% | -0.491% | -0.00079% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.23bn | $13.88bn | 106.2323 | 104.6923 | 0.160% | -0.626% | -0.00100% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 159.9280 | 159.0394 | 0.160% | -0.556% | -0.00089% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.05bn | $13.39bn | 109.7982 | 109.2493 | 0.160% | -0.500% | -0.00080% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $15.57bn | $14.12bn | 103.6604 | 103.0381 | 0.159% | -0.600% | -0.00096% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 109.0360 | 107.4448 | 0.158% | -0.256% | -0.00040% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $15.89bn | $13.89bn | 102.5231 | 101.2535 | 0.155% | -0.629% | -0.00097% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.44bn | $8.73bn | 156.7010 | 158.2303 | 0.149% | +0.976% | +0.00145% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 107.8810 | 107.6371 | 0.148% | -0.226% | -0.00033% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 131.4891 | 131.0584 | 0.146% | -0.328% | -0.00048% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $1.7m | $10.52bn | 127.3431 | 127.2283 | 0.146% | -0.090% | -0.00013% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.10bn | $8.74bn | 147.5476 | 146.6780 | 0.140% | -0.589% | -0.00083% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $18.42bn | $11.44bn | 108.7228 | 108.1624 | 0.135% | -0.515% | -0.00070% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 140.7425 | 140.2609 | 0.133% | -0.342% | -0.00046% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.42bn | $8.53bn | 142.4830 | 141.4878 | 0.132% | -0.699% | -0.00092% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.09bn | $8.26bn | 141.4830 | 140.4565 | 0.127% | -0.726% | -0.00092% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $8.45bn | $7.32bn | 153.8787 | 152.9789 | 0.123% | -0.585% | -0.00072% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.28bn | $7.13bn | 146.0136 | 144.4348 | 0.113% | -1.081% | -0.00123% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.58bn | $7.19bn | 144.4212 | 143.4158 | 0.113% | -0.696% | -0.00079% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $9.20bn | $7.39bn | 139.8567 | 138.3505 | 0.112% | -1.077% | -0.00121% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 217.6441 | 216.6716 | 0.109% | +0.556% | +0.00061% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.50bn | $6.44bn | 148.9440 | 148.1596 | 0.104% | -0.527% | -0.00055% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $3.92bn | $6.22bn | 153.7697 | 152.8179 | 0.104% | -0.619% | -0.00064% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.79bn | $5.80bn | 164.4579 | 163.5584 | 0.104% | -0.547% | -0.00057% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.19bn | $5.89bn | 151.0397 | 150.3186 | 0.097% | -0.477% | -0.00046% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $5.59bn | $5.59bn | 157.1906 | 156.3010 | 0.096% | -0.566% | -0.00054% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.33bn | $5.50bn | 156.7052 | 155.7527 | 0.094% | -0.608% | -0.00057% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.92bn | $5.26bn | 154.8760 | 153.7982 | 0.089% | -0.696% | -0.00062% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 158.4300 | 157.6046 | 0.088% | -0.521% | -0.00046% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.83bn | $4.68bn | 164.6613 | 163.7412 | 0.084% | -0.559% | -0.00047% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.32bn | $4.87bn | 154.7517 | 153.7887 | 0.082% | -0.622% | -0.00051% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.83bn | $4.69bn | 157.0961 | 156.1230 | 0.080% | -0.619% | -0.00050% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 140.9460 | 140.4749 | 0.077% | -0.334% | -0.00026% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.24bn | $4.18bn | 160.0051 | 159.0537 | 0.073% | -0.595% | -0.00043% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.76bn | $4.05bn | 157.7996 | 156.8370 | 0.070% | -0.610% | -0.00042% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.61bn | $3.56bn | 152.4307 | 151.7826 | 0.059% | -0.425% | -0.00025% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 149.7904 | 149.2154 | 0.055% | -0.384% | -0.00021% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 158.9127 | 158.1284 | 0.052% | -0.494% | -0.00026% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 153.8495 | 152.9817 | 0.051% | -0.564% | -0.00029% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 158.0065 | 157.1284 | 0.049% | -0.556% | -0.00027% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 154.0231 | 153.2391 | 0.048% | -0.509% | -0.00024% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 130.9626 | 130.6481 | 0.043% | -0.240% | -0.00010% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.70bn | $2.87bn | 133.3237 | 133.0618 | 0.042% | -0.196% | -0.00008% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 159.3675 | 158.5421 | 0.039% | -0.518% | -0.00020% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $1.27bn | $2.75bn | 130.7945 | 130.6270 | 0.039% | -0.128% | -0.00005% |
| Total | $8.46tn | 100.000% | -0.22747% | ||||||||
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.