Rebalance of November 30, 2012
US Treasury Aggregate constituents
Every one of the 322 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
- 322
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.460336%
- Market value
- $9.26tn
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 +0.460336% against a published month return of +0.460336%, a difference of 2.7e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127955Q0 | 0.000% | Dec 13, 2012 | $84.00bn | – | – | $84.00bn | 99.9881 | 99.9989 | 0.907% | +0.011% | +0.00010% |
| 9127955V9 | 0.000% | Jan 10, 2013 | $84.00bn | – | – | $84.00bn | 99.9822 | 99.9954 | 0.907% | +0.013% | +0.00012% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $7.96bn | $59.45bn | 110.8689 | 110.7868 | 0.712% | +1.110% | +0.00790% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $267.0m | $65.73bn | 99.6257 | 100.9232 | 0.707% | +1.302% | +0.00921% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $16.48bn | $55.11bn | 117.7058 | 118.8961 | 0.701% | +1.011% | +0.00709% |
| 9127956V8 | 0.000% | Dec 6, 2012 | $59.00bn | – | – | $59.00bn | 99.9900 | 99.9995 | 0.637% | +0.010% | +0.00006% |
| 9127956X4 | 0.000% | Dec 20, 2012 | $59.00bn | – | – | $59.00bn | 99.9861 | 99.9956 | 0.637% | +0.009% | +0.00006% |
| 9127956Z9 | 0.000% | Jan 3, 2013 | $59.00bn | – | – | $59.00bn | 99.9840 | 99.9972 | 0.637% | +0.013% | +0.00008% |
| 9127956Y2 | 0.000% | Dec 27, 2012 | $59.00bn | – | – | $59.00bn | 99.9826 | 99.9917 | 0.637% | +0.009% | +0.00006% |
| 9127957B1 | 0.000% | Jan 17, 2013 | $59.00bn | – | – | $59.00bn | 99.9805 | 99.9947 | 0.637% | +0.014% | +0.00009% |
| 9127957C9 | 0.000% | Jan 24, 2013 | $59.00bn | – | – | $59.00bn | 99.9764 | 99.9939 | 0.637% | +0.018% | +0.00011% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $19.69bn | $47.90bn | 118.2996 | 119.5523 | 0.612% | +1.059% | +0.00648% |
| 9127955Z0 | 0.000% | Feb 7, 2013 | $54.00bn | – | – | $54.00bn | 99.9670 | 99.9904 | 0.583% | +0.023% | +0.00014% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $54.00bn | – | – | $54.00bn | 99.9541 | 99.9784 | 0.583% | +0.024% | +0.00014% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $54.00bn | – | – | $54.00bn | 99.9397 | 99.9688 | 0.583% | +0.029% | +0.00017% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $23.09bn | $45.13bn | 117.8668 | 117.2990 | 0.575% | +1.003% | +0.00576% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $17.20bn | $51.79bn | 101.5897 | 102.0245 | 0.568% | +1.289% | +0.00733% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $20.45bn | $46.29bn | 105.4817 | 106.7602 | 0.527% | +1.212% | +0.00639% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $23.85bn | $44.00bn | 110.3064 | 111.4721 | 0.524% | +1.057% | +0.00554% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 105.4073 | 105.5646 | 0.494% | +0.149% | +0.00074% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $26.40bn | $43.70bn | 104.6114 | 104.9119 | 0.494% | +1.243% | +0.00614% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $30.20bn | $44.01bn | 103.7989 | 105.0978 | 0.493% | +1.251% | +0.00618% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 105.1255 | 105.2730 | 0.489% | +0.140% | +0.00069% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $433.2m | $42.83bn | 104.6441 | 103.7050 | 0.484% | +0.118% | +0.00057% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $0.9m | $44.49bn | 100.6352 | 100.6610 | 0.484% | +0.026% | +0.00012% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $32.4m | $42.65bn | 104.8499 | 105.0143 | 0.483% | +0.157% | +0.00076% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 104.1316 | 104.2165 | 0.473% | +0.082% | +0.00039% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $1.92bn | $41.32bn | 105.8533 | 105.9878 | 0.473% | +0.127% | +0.00060% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $33.81bn | $37.23bn | 116.6216 | 116.0741 | 0.469% | +0.977% | +0.00458% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $0.2m | $42.93bn | 100.8005 | 100.8293 | 0.467% | +0.029% | +0.00013% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 111.1444 | 111.9681 | 0.466% | +0.741% | +0.00345% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $2.23bn | $40.67bn | 105.3507 | 105.5092 | 0.463% | +0.150% | +0.00070% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 104.1775 | 104.2926 | 0.458% | +0.110% | +0.00051% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $29.33bn | $36.67bn | 114.9436 | 114.6554 | 0.455% | +1.109% | +0.00505% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $3.57bn | $40.35bn | 104.0734 | 104.7429 | 0.454% | +2.085% | +0.00946% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $0.8m | $41.31bn | 101.2602 | 100.5996 | 0.452% | +0.027% | +0.00012% |
| 912828MG2 | 1.375% | Jan 15, 2013 | $41.55bn | – | $0.1m | $41.55bn | 100.6573 | 100.6831 | 0.452% | +0.026% | +0.00012% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 109.9876 | 110.3888 | 0.452% | +0.365% | +0.00165% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $182.7m | $39.99bn | 104.1880 | 104.3042 | 0.450% | +0.112% | +0.00050% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $6.05bn | $38.57bn | 106.9436 | 107.5304 | 0.446% | +2.010% | +0.00896% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $11.43bn | $31.48bn | 130.6508 | 130.9613 | 0.444% | +1.864% | +0.00828% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $733.0m | $39.24bn | 104.7259 | 104.8291 | 0.444% | +0.099% | +0.00044% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $840.9m | $35.00bn | 116.9394 | 117.6745 | 0.442% | +0.629% | +0.00278% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $314.0m | $41.69bn | 97.9891 | 100.0095 | 0.441% | +2.062% | +0.00910% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $0.2m | $40.47bn | 100.6160 | 100.6438 | 0.440% | +0.028% | +0.00012% |
| 912828MB3 | 1.125% | Dec 15, 2012 | $40.22bn | – | $0.1m | $40.22bn | 100.5523 | 100.5569 | 0.437% | +0.005% | +0.00002% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $9.56bn | $37.66bn | 106.0686 | 108.2466 | 0.431% | +2.053% | +0.00886% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $32.00bn | 124.6883 | 125.3781 | 0.431% | +0.553% | +0.00238% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 104.7595 | 104.8628 | 0.431% | +0.099% | +0.00042% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $15.00bn | $29.56bn | 133.0523 | 133.3738 | 0.425% | +1.886% | +0.00801% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $4.25bn | $36.62bn | 105.3941 | 104.5488 | 0.417% | +0.206% | +0.00086% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.95bn | $33.46bn | 114.6311 | 114.0929 | 0.414% | +0.894% | +0.00370% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $0.9m | $37.95bn | 100.3979 | 100.1916 | 0.412% | +0.044% | +0.00018% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $14.92bn | $28.55bn | 133.1461 | 133.4675 | 0.411% | +1.884% | +0.00774% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 102.6516 | 102.8558 | 0.409% | +0.199% | +0.00081% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $2.07bn | $36.14bn | 104.1610 | 104.3757 | 0.407% | +0.206% | +0.00084% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $0.2m | $37.21bn | 100.2205 | 100.2445 | 0.403% | +0.024% | +0.00010% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $16.8m | $36.20bn | 102.4114 | 102.4834 | 0.400% | +0.070% | +0.00028% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 102.5786 | 102.8135 | 0.400% | +0.229% | +0.00092% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $0.6m | $36.92bn | 100.2633 | 100.2873 | 0.400% | +0.024% | +0.00010% |
| 912828PW4 | 0.625% | Dec 31, 2012 | $36.75bn | – | $0.4m | $36.75bn | 100.2731 | 100.2962 | 0.398% | +0.023% | +0.00009% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $1.14bn | $36.69bn | 100.0800 | 100.2380 | 0.397% | +0.158% | +0.00063% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.3159 | 100.3506 | 0.396% | +0.035% | +0.00014% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1364 | 100.0333 | 0.396% | +0.022% | +0.00009% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 102.5347 | 102.7702 | 0.396% | +0.230% | +0.00091% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.9898 | 101.0256 | 0.395% | +0.036% | +0.00014% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 102.2476 | 102.3077 | 0.393% | +0.059% | +0.00023% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.0041 | 104.4158 | 0.393% | +0.396% | +0.00156% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0319 | 100.0853 | 0.393% | +0.053% | +0.00021% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.5965 | 100.5992 | 0.392% | +0.003% | +0.00001% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.2514 | 100.2840 | 0.391% | +0.033% | +0.00013% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.2198 | 100.2524 | 0.390% | +0.033% | +0.00013% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.9171 | 99.9592 | 0.390% | +0.042% | +0.00016% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 99.9485 | 99.9595 | 0.390% | +0.011% | +0.00004% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.9589 | 99.9700 | 0.389% | +0.011% | +0.00004% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.52bn | $21.48bn | 167.4596 | 167.9958 | 0.389% | +0.320% | +0.00124% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 99.9694 | 100.0540 | 0.388% | +0.085% | +0.00033% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.0220 | 100.0752 | 0.387% | +0.053% | +0.00021% |
| 912828PR5 | 0.625% | Jan 31, 2013 | $35.70bn | – | $0.4m | $35.70bn | 100.2829 | 100.3060 | 0.387% | +0.023% | +0.00009% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.0944 | 100.1162 | 0.386% | +0.022% | +0.00008% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.9213 | 102.3534 | 0.385% | +0.424% | +0.00163% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.8379 | 102.2696 | 0.385% | +0.424% | +0.00163% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.7215 | 102.1849 | 0.385% | +0.456% | +0.00175% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 101.6504 | 102.2071 | 0.384% | +0.548% | +0.00210% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.5557 | 101.6322 | 0.384% | +0.506% | +0.00194% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.0428 | 100.0962 | 0.384% | +0.053% | +0.00020% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.4198 | 101.9334 | 0.383% | +0.506% | +0.00194% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 101.3149 | 101.8285 | 0.383% | +0.507% | +0.00194% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.39bn | $29.97bn | 118.2948 | 117.3427 | 0.383% | +0.780% | +0.00299% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 101.2436 | 101.7897 | 0.383% | +0.539% | +0.00206% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.0530 | 100.1060 | 0.382% | +0.053% | +0.00020% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $940.4m | $35.00bn | 100.9712 | 101.5798 | 0.382% | +0.603% | +0.00230% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 100.8587 | 100.8832 | 0.381% | +0.024% | +0.00009% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $357.3m | $35.00bn | 100.5652 | 101.1929 | 0.380% | +0.624% | +0.00237% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 126.1653 | 127.0062 | 0.380% | +0.667% | +0.00253% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $2.47bn | $33.74bn | 104.0717 | 103.0185 | 0.379% | +0.069% | +0.00026% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 100.1067 | 100.3802 | 0.378% | +0.585% | +0.00222% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | – | $35.00bn | 100.0958 | 100.7559 | 0.378% | +0.659% | +0.00250% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.0739 | 100.0021 | 0.378% | +0.053% | +0.00020% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 99.9803 | 100.0649 | 0.378% | +0.085% | +0.00032% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 99.9282 | 100.0440 | 0.378% | +0.116% | +0.00044% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 99.9069 | 100.0228 | 0.378% | +0.116% | +0.00044% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $2.19bn | $32.02bn | 109.1603 | 109.3207 | 0.378% | +0.147% | +0.00055% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | – | $35.00bn | 99.7633 | 100.3810 | 0.377% | +0.619% | +0.00234% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.7503 | 99.8237 | 0.377% | +0.074% | +0.00028% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $0.2m | $33.52bn | 104.0883 | 104.1141 | 0.377% | +0.025% | +0.00009% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $3.17bn | $31.30bn | 111.4056 | 109.5489 | 0.377% | +0.185% | +0.00070% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | – | $35.00bn | 99.6174 | 100.2349 | 0.377% | +0.620% | +0.00233% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | – | $35.00bn | 99.2201 | 99.8261 | 0.375% | +0.611% | +0.00229% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.20bn | $29.55bn | 117.3933 | 118.4586 | 0.375% | +0.907% | +0.00340% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.2982 | 100.2374 | 0.373% | +0.126% | +0.00047% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $19.84bn | $25.07bn | 137.0428 | 139.6325 | 0.371% | +1.890% | +0.00701% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.1737 | 100.3627 | 0.371% | +0.189% | +0.00070% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.1424 | 100.3006 | 0.370% | +0.158% | +0.00058% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 99.9178 | 100.0333 | 0.370% | +0.116% | +0.00043% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $1.69bn | $34.21bn | 99.8655 | 100.0122 | 0.369% | +0.147% | +0.00054% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 104.0679 | 104.4796 | 0.363% | +0.396% | +0.00144% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.5661 | 100.6012 | 0.362% | +0.035% | +0.00013% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $3.98bn | $32.40bn | 103.4848 | 103.0738 | 0.362% | +0.267% | +0.00097% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $439.9m | $33.56bn | 99.8342 | 99.9187 | 0.362% | +0.210% | +0.00076% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 99.9699 | 100.0856 | 0.358% | +0.116% | +0.00041% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.4810 | 100.5870 | 0.358% | +0.105% | +0.00038% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $14.72bn | $27.77bn | 119.2636 | 121.5897 | 0.358% | +1.950% | +0.00698% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $16.20bn | $27.02bn | 121.9151 | 124.2833 | 0.356% | +1.943% | +0.00691% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $158.1m | $32.70bn | 100.5435 | 100.3061 | 0.355% | +0.013% | +0.00004% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $0.5m | $32.47bn | 100.8786 | 100.8817 | 0.354% | +0.003% | +0.00001% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $30.43bn | – | $429.9m | $30.00bn | 108.7580 | 109.2200 | 0.352% | +0.425% | +0.00150% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 106.1508 | 104.0238 | 0.351% | -0.002% | -0.00001% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 101.5870 | 101.1435 | 0.351% | +0.056% | +0.00020% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.5373 | 101.5540 | 0.351% | +0.016% | +0.00006% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $5.71bn | $13.79bn | 234.8551 | 236.1130 | 0.350% | +0.536% | +0.00187% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.3046 | 100.3173 | 0.350% | +0.013% | +0.00004% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 101.0661 | 101.1317 | 0.349% | +0.065% | +0.00023% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $1.73bn | $31.84bn | 101.4959 | 101.5433 | 0.349% | +0.047% | +0.00016% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.7476 | 100.8645 | 0.348% | +0.116% | +0.00040% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $2.27bn | $31.45bn | 102.4774 | 102.5181 | 0.348% | +0.040% | +0.00014% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.4296 | 100.5048 | 0.347% | +0.075% | +0.00026% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $20.06bn | $22.95bn | 139.9130 | 142.5136 | 0.347% | +1.859% | +0.00645% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 99.9700 | 100.0546 | 0.346% | +0.085% | +0.00029% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7303 | 99.9395 | 0.345% | +0.210% | +0.00072% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7092 | 99.9185 | 0.345% | +0.210% | +0.00072% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 99.6575 | 99.8671 | 0.345% | +0.210% | +0.00072% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 99.6054 | 99.8149 | 0.344% | +0.210% | +0.00072% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $30.26bn | $28.42bn | 111.2704 | 112.1970 | 0.342% | +0.833% | +0.00284% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $5.84bn | $29.86bn | 105.5054 | 105.8356 | 0.340% | +0.313% | +0.00106% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $1.60bn | $31.10bn | 101.2024 | 101.2582 | 0.340% | +0.055% | +0.00019% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $9.10bn | $30.00bn | 104.6005 | 104.8261 | 0.339% | +0.216% | +0.00073% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $28.00bn | – | $13.0m | $27.99bn | 109.4847 | 110.2330 | 0.331% | +0.683% | +0.00226% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $0.5m | $30.04bn | 101.9742 | 102.0109 | 0.331% | +0.036% | +0.00012% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $19.27bn | $22.73bn | 133.3023 | 133.5925 | 0.327% | +1.859% | +0.00608% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $3.09bn | $29.64bn | 101.5462 | 101.5924 | 0.325% | +0.045% | +0.00015% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 114.6793 | 115.4524 | 0.325% | +0.674% | +0.00219% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 109.0380 | 106.7674 | 0.321% | +0.096% | +0.00031% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 105.6603 | 105.6957 | 0.320% | +0.033% | +0.00011% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $2.35bn | $28.92bn | 102.3485 | 102.3757 | 0.320% | +0.027% | +0.00008% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $5.98bn | $26.49bn | 111.5883 | 111.8016 | 0.319% | +0.191% | +0.00061% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 105.8836 | 106.5181 | 0.319% | +0.599% | +0.00191% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.3522 | 111.9052 | 0.318% | +0.497% | +0.00158% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 110.1336 | 110.5974 | 0.316% | +0.421% | +0.00133% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | – | $29.00bn | 100.6285 | 101.6452 | 0.315% | +1.010% | +0.00319% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 105.5677 | 106.2334 | 0.315% | +0.631% | +0.00198% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $16.87bn | $21.91bn | 130.4633 | 130.7738 | 0.309% | +1.867% | +0.00576% |
| 9127957D7 | 0.000% | Jan 31, 2013 | $28.00bn | – | – | $28.00bn | 99.9693 | 99.9914 | 0.302% | +0.022% | +0.00007% |
| 9127957F2 | 0.000% | Feb 14, 2013 | $28.00bn | – | – | $28.00bn | 99.9647 | 99.9894 | 0.302% | +0.025% | +0.00007% |
| 9127957G0 | 0.000% | Feb 21, 2013 | $28.00bn | – | – | $28.00bn | 99.9592 | 99.9839 | 0.302% | +0.025% | +0.00007% |
| 9127957H8 | 0.000% | Feb 28, 2013 | $28.00bn | – | – | $28.00bn | 99.9567 | 99.9800 | 0.302% | +0.023% | +0.00007% |
| 9127957L9 | 0.000% | Mar 14, 2013 | $28.00bn | – | – | $28.00bn | 99.9479 | 99.9769 | 0.302% | +0.029% | +0.00009% |
| 9127957M7 | 0.000% | Mar 21, 2013 | $28.00bn | – | – | $28.00bn | 99.9452 | 99.9723 | 0.302% | +0.027% | +0.00008% |
| 912795Z61 | 0.000% | Mar 28, 2013 | $28.00bn | – | – | $28.00bn | 99.9424 | 99.9705 | 0.302% | +0.028% | +0.00008% |
| 912796AA7 | 0.000% | Apr 18, 2013 | $28.00bn | – | – | $28.00bn | 99.9343 | 99.9575 | 0.302% | +0.023% | +0.00007% |
| 912795Z95 | 0.000% | Apr 11, 2013 | $28.00bn | – | – | $28.00bn | 99.9325 | 99.9597 | 0.302% | +0.027% | +0.00008% |
| 912796AB5 | 0.000% | Apr 25, 2013 | $28.00bn | – | – | $28.00bn | 99.9267 | 99.9554 | 0.302% | +0.029% | +0.00009% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $2.11bn | $27.30bn | 102.4542 | 103.3883 | 0.302% | +0.912% | +0.00275% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $393.6m | $25.08bn | 109.9633 | 107.9613 | 0.298% | +0.112% | +0.00033% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 130.1345 | 130.2253 | 0.295% | +0.070% | +0.00021% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $1.48bn | $26.34bn | 102.7478 | 101.7977 | 0.292% | +0.049% | +0.00014% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 102.9310 | 102.9557 | 0.292% | +0.024% | +0.00007% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 105.7273 | 106.3609 | 0.289% | +0.599% | +0.00173% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 107.9321 | 108.0516 | 0.288% | +0.111% | +0.00032% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.9071 | 109.0227 | 0.285% | +0.446% | +0.00127% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $5.29bn | $11.50bn | 228.3200 | 229.4313 | 0.284% | +0.487% | +0.00138% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 109.7325 | 110.2150 | 0.282% | +0.440% | +0.00124% |
| 9127956L0 | 0.000% | May 2, 2013 | $26.00bn | – | – | $26.00bn | 99.9187 | 99.9490 | 0.281% | +0.030% | +0.00009% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 129.0320 | 129.0225 | 0.279% | -0.007% | -0.00002% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $3.04bn | $25.96bn | 99.3588 | 100.3534 | 0.279% | +1.001% | +0.00279% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 102.5388 | 102.5632 | 0.278% | +0.024% | +0.00007% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $804.6m | $22.42bn | 114.3601 | 112.4113 | 0.277% | +0.263% | +0.00073% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.54bn | $16.46bn | 154.2669 | 154.8627 | 0.274% | +0.386% | +0.00106% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 111.6607 | 112.2277 | 0.274% | +0.508% | +0.00139% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.4440 | 109.0567 | 0.273% | +0.565% | +0.00154% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 109.8263 | 110.2790 | 0.272% | +0.412% | +0.00112% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 112.0326 | 112.5340 | 0.271% | +0.448% | +0.00121% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 108.4155 | 107.9873 | 0.271% | +0.643% | +0.00174% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 110.9463 | 111.3539 | 0.270% | +0.367% | +0.00099% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.02bn | $24.53bn | 101.8471 | 102.7683 | 0.270% | +0.904% | +0.00244% |
| 9127956R7 | 0.000% | May 30, 2013 | $25.00bn | – | – | $25.00bn | 99.9062 | 99.9346 | 0.270% | +0.028% | +0.00008% |
| 9127956W6 | 0.000% | Jun 27, 2013 | $25.00bn | – | – | $25.00bn | 99.8871 | 99.9245 | 0.270% | +0.037% | +0.00010% |
| 9127957A3 | 0.000% | Jul 25, 2013 | $25.00bn | – | – | $25.00bn | 99.8739 | 99.9144 | 0.270% | +0.041% | +0.00011% |
| 9127957E5 | 0.000% | Aug 22, 2013 | $25.00bn | – | – | $25.00bn | 99.8607 | 99.8969 | 0.270% | +0.036% | +0.00010% |
| 9127957K1 | 0.000% | Sep 19, 2013 | $25.00bn | – | – | $25.00bn | 99.8475 | 99.8779 | 0.270% | +0.030% | +0.00008% |
| 912795Z87 | 0.000% | Oct 17, 2013 | $25.00bn | – | – | $25.00bn | 99.8342 | 99.8573 | 0.270% | +0.023% | +0.00006% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $3.85bn | $25.15bn | 99.1817 | 100.1758 | 0.269% | +1.002% | +0.00270% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $4.30bn | $21.61bn | 114.5543 | 116.7962 | 0.267% | +1.957% | +0.00523% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 130.1998 | 130.3389 | 0.267% | +0.107% | +0.00029% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.2555 | 105.6511 | 0.266% | +0.376% | +0.00100% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 102.9415 | 102.9990 | 0.265% | +0.056% | +0.00015% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $1.44bn | $21.68bn | 113.0772 | 114.1585 | 0.265% | +0.956% | +0.00253% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 129.0373 | 129.3266 | 0.265% | +0.224% | +0.00059% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 105.1426 | 104.6707 | 0.264% | +0.383% | +0.00101% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 110.6701 | 111.2165 | 0.261% | +0.494% | +0.00129% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $0.4m | $23.31bn | 103.2279 | 103.2714 | 0.260% | +0.042% | +0.00011% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.86bn | $23.04bn | 102.6834 | 103.4918 | 0.256% | +0.787% | +0.00201% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 111.0818 | 111.3213 | 0.255% | +0.216% | +0.00055% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.2291 | 106.5831 | 0.253% | +0.333% | +0.00084% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 110.9461 | 111.5661 | 0.252% | +0.559% | +0.00141% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $5.40bn | $23.60bn | 98.7211 | 99.7035 | 0.252% | +0.995% | +0.00250% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $6.88bn | $15.78bn | 145.3247 | 147.1182 | 0.248% | +1.234% | +0.00306% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 127.3444 | 127.9705 | 0.248% | +0.492% | +0.00122% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 103.2622 | 103.2745 | 0.247% | +0.012% | +0.00003% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 110.6259 | 109.8664 | 0.245% | +0.556% | +0.00136% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 135.1101 | 135.3175 | 0.243% | +1.819% | +0.00442% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 109.2174 | 109.8410 | 0.242% | +0.571% | +0.00138% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 132.3177 | 132.9032 | 0.242% | +0.443% | +0.00107% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $9.62bn | $16.78bn | 133.3913 | 135.7201 | 0.242% | +1.746% | +0.00422% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 114.1413 | 114.5014 | 0.239% | +0.315% | +0.00075% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 130.0545 | 130.4165 | 0.239% | +0.278% | +0.00066% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 129.7464 | 130.2699 | 0.238% | +0.403% | +0.00096% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 118.3240 | 116.4800 | 0.234% | +0.396% | +0.00093% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $25.35bn | $16.08bn | 134.4226 | 136.9389 | 0.234% | +1.872% | +0.00437% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $282.3m | $13.87bn | 155.3780 | 156.2342 | 0.233% | +0.551% | +0.00128% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 159.7743 | 160.5770 | 0.232% | +0.502% | +0.00116% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $0.5m | $20.52bn | 103.4102 | 101.6538 | 0.229% | -0.006% | -0.00001% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 119.2758 | 117.8988 | 0.228% | +0.627% | +0.00143% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $10.58bn | $13.40bn | 157.5506 | 158.9075 | 0.228% | +0.861% | +0.00196% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $0.8m | $20.74bn | 101.4774 | 101.5036 | 0.227% | +0.026% | +0.00006% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $16.95bn | $19.81bn | 105.9973 | 106.3071 | 0.227% | +0.292% | +0.00066% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $8.30bn | $13.72bn | 152.3607 | 151.6796 | 0.226% | +1.563% | +0.00353% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $0.0m | $20.57bn | 101.1885 | 101.2208 | 0.225% | +0.032% | +0.00007% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $9.85bn | $20.03bn | 103.5694 | 104.3583 | 0.224% | +0.762% | +0.00171% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 144.2157 | 144.9547 | 0.218% | +0.512% | +0.00112% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.57bn | $13.86bn | 144.8268 | 147.4192 | 0.217% | +1.790% | +0.00388% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 111.0326 | 111.4402 | 0.217% | +0.367% | +0.00080% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $1.5m | $19.50bn | 101.8838 | 101.9083 | 0.215% | +0.024% | +0.00005% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 133.9275 | 134.7228 | 0.212% | +0.594% | +0.00126% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 132.5029 | 133.3014 | 0.210% | +0.603% | +0.00126% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 110.9579 | 111.6658 | 0.207% | +0.638% | +0.00132% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 117.3145 | 117.7385 | 0.205% | +0.361% | +0.00074% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $10.25bn | $19.04bn | 99.7745 | 100.7052 | 0.205% | +0.933% | +0.00191% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.1005 | 120.7636 | 0.204% | +0.552% | +0.00113% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $0.7m | $18.25bn | 103.5183 | 101.7427 | 0.204% | +0.036% | +0.00007% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.13bn | $17.81bn | 102.8383 | 103.7079 | 0.198% | +0.846% | +0.00167% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 111.1175 | 109.8705 | 0.196% | +0.340% | +0.00067% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $0.7m | $17.78bn | 101.3147 | 101.3391 | 0.195% | +0.024% | +0.00005% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 110.1009 | 110.8291 | 0.194% | +0.661% | +0.00128% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 117.9490 | 118.5075 | 0.193% | +0.473% | +0.00091% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 128.4358 | 129.1617 | 0.191% | +0.565% | +0.00108% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 118.5863 | 116.4111 | 0.191% | +0.327% | +0.00062% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 111.1277 | 111.9117 | 0.190% | +0.705% | +0.00134% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 124.9981 | 125.8487 | 0.189% | +0.680% | +0.00129% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $9.26bn | $13.26bn | 131.4898 | 133.9327 | 0.188% | +1.858% | +0.00350% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 134.3216 | 135.2073 | 0.187% | +0.659% | +0.00124% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $0.2m | $15.28bn | 112.5953 | 112.8050 | 0.186% | +0.186% | +0.00035% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 106.6463 | 107.0113 | 0.186% | +0.342% | +0.00063% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.75bn | $13.01bn | 131.7190 | 132.3342 | 0.185% | +0.467% | +0.00086% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 118.5353 | 119.3832 | 0.182% | +0.715% | +0.00130% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 127.0054 | 123.7980 | 0.181% | +0.329% | +0.00060% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $14.05bn | $16.27bn | 103.0161 | 103.1988 | 0.181% | +0.845% | +0.00153% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.59bn | $15.35bn | 109.0815 | 109.8818 | 0.181% | +0.734% | +0.00133% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 105.8640 | 106.2393 | 0.180% | +0.355% | +0.00064% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $12.62bn | $16.38bn | 100.8171 | 101.1968 | 0.178% | +0.935% | +0.00167% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.5039 | 109.5026 | 0.177% | -0.001% | -0.00000% |
| 912828HQ6 | 2.875% | Jan 31, 2013 | $15.70bn | – | $1.0m | $15.70bn | 101.4141 | 101.4141 | 0.172% | 0.000% | 0.00000% |
| 912828HM5 | 3.625% | Dec 31, 2012 | $15.66bn | – | $381.4m | $15.28bn | 101.7840 | 101.7867 | 0.168% | +0.003% | +0.00000% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 119.2663 | 117.5988 | 0.167% | +0.488% | +0.00082% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.01bn | $13.07bn | 118.2276 | 117.0989 | 0.167% | +0.684% | +0.00114% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 109.6010 | 110.3643 | 0.161% | +0.696% | +0.00112% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 110.6272 | 111.3703 | 0.159% | +0.672% | +0.00107% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 159.0394 | 156.6165 | 0.158% | +0.992% | +0.00157% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.05bn | $13.39bn | 109.2493 | 108.8633 | 0.158% | +0.734% | +0.00116% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.87bn | $9.18bn | 158.5435 | 158.1233 | 0.157% | +1.706% | +0.00268% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.38bn | $13.72bn | 104.6923 | 105.5658 | 0.155% | +0.834% | +0.00129% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 107.4448 | 107.8018 | 0.155% | +0.332% | +0.00051% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $15.88bn | $13.81bn | 103.0381 | 103.9512 | 0.154% | +0.886% | +0.00136% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.56bn | $8.61bn | 158.2303 | 160.0336 | 0.147% | +1.140% | +0.00168% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 107.6371 | 107.9629 | 0.146% | +0.303% | +0.00044% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 131.0584 | 127.8729 | 0.145% | +0.431% | +0.00062% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 127.2283 | 127.3940 | 0.145% | +0.130% | +0.00019% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.10bn | $8.74bn | 146.6780 | 148.8560 | 0.138% | +1.485% | +0.00206% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $17.21bn | $12.57bn | 101.2535 | 102.1765 | 0.138% | +0.912% | +0.00125% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $18.42bn | $11.44bn | 108.1624 | 108.9830 | 0.134% | +0.759% | +0.00101% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 140.2609 | 136.5913 | 0.132% | +0.503% | +0.00066% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.42bn | $8.53bn | 141.4878 | 141.2298 | 0.130% | +1.673% | +0.00218% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.10bn | $8.25bn | 140.4565 | 142.8818 | 0.125% | +1.727% | +0.00216% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $8.60bn | $7.18bn | 152.9789 | 154.7235 | 0.119% | +1.140% | +0.00135% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.58bn | $7.19bn | 143.4158 | 145.8003 | 0.111% | +1.663% | +0.00185% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 216.6716 | 218.0200 | 0.108% | +0.622% | +0.00067% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.56bn | $6.86bn | 144.4348 | 144.4361 | 0.107% | +1.732% | +0.00185% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $9.60bn | $6.99bn | 138.3505 | 140.7948 | 0.104% | +1.767% | +0.00185% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.50bn | $6.44bn | 148.1596 | 149.3349 | 0.103% | +0.793% | +0.00082% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.87bn | $5.72bn | 163.5584 | 161.9354 | 0.101% | +1.300% | +0.00131% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $4.11bn | $6.02bn | 152.8179 | 154.4796 | 0.099% | +1.087% | +0.00108% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.19bn | $5.89bn | 150.3186 | 151.4029 | 0.096% | +0.721% | +0.00069% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $5.60bn | $5.58bn | 156.3010 | 158.4925 | 0.094% | +1.402% | +0.00132% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.33bn | $5.50bn | 155.7527 | 154.8232 | 0.093% | +1.490% | +0.00138% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 157.6046 | 159.0217 | 0.087% | +0.899% | +0.00078% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.94bn | $5.24bn | 153.7982 | 156.4246 | 0.087% | +1.708% | +0.00149% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.85bn | $4.65bn | 163.7412 | 165.9042 | 0.082% | +1.321% | +0.00109% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.33bn | $4.86bn | 153.7887 | 156.1868 | 0.081% | +1.559% | +0.00126% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.95bn | $4.57bn | 156.1230 | 158.5115 | 0.077% | +1.530% | +0.00118% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 140.4749 | 141.2154 | 0.076% | +0.527% | +0.00040% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.26bn | $4.16bn | 159.0537 | 157.0041 | 0.071% | +1.108% | +0.00079% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.76bn | $4.05bn | 156.8370 | 159.1427 | 0.069% | +1.470% | +0.00101% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.62bn | $3.55bn | 151.7826 | 148.2913 | 0.058% | +0.665% | +0.00039% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 149.2154 | 145.5787 | 0.054% | +0.620% | +0.00034% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 158.1284 | 155.5603 | 0.052% | +0.945% | +0.00049% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 152.9817 | 154.4477 | 0.050% | +0.958% | +0.00048% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 157.1284 | 158.6787 | 0.048% | +0.987% | +0.00048% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $647.4m | $3.38bn | 130.6270 | 130.8322 | 0.048% | +0.157% | +0.00007% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 153.2391 | 154.5408 | 0.047% | +0.849% | +0.00040% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $2.47bn | $3.11bn | 133.0618 | 128.4285 | 0.045% | +0.229% | +0.00010% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 130.6481 | 131.0462 | 0.042% | +0.305% | +0.00013% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 158.5421 | 155.5601 | 0.039% | +0.879% | +0.00034% |
| Total | $8.57tn | 100.000% | +0.46034% | ||||||||
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.