Rebalance of January 31, 2013
US Treasury Aggregate constituents
Every one of the 325 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
- 325
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.655269%
- Market value
- $9.42tn
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 -0.655269% against a published month return of -0.655269%, a difference of 6.9e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127955Z0 | 0.000% | Feb 7, 2013 | $86.00bn | – | – | $86.00bn | 99.9979 | 99.9998 | 0.913% | +0.002% | +0.00002% |
| 9127956E6 | 0.000% | Mar 7, 2013 | $86.00bn | – | – | $86.00bn | 99.9945 | 99.9951 | 0.913% | +0.001% | +0.00001% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $7.97bn | $59.44bn | 110.1606 | 108.4406 | 0.695% | -1.561% | -0.01085% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $16.83bn | $54.76bn | 118.2541 | 116.8621 | 0.688% | -1.177% | -0.00809% |
| 9127957F2 | 0.000% | Feb 14, 2013 | $60.00bn | – | – | $60.00bn | 99.9963 | 99.9992 | 0.637% | +0.003% | +0.00002% |
| 9127957G0 | 0.000% | Feb 21, 2013 | $60.00bn | – | – | $60.00bn | 99.9957 | 99.9988 | 0.637% | +0.003% | +0.00002% |
| 9127957L9 | 0.000% | Mar 14, 2013 | $60.00bn | – | – | $60.00bn | 99.9939 | 99.9953 | 0.637% | +0.001% | +0.00001% |
| 9127957H8 | 0.000% | Feb 28, 2013 | $60.00bn | – | – | $60.00bn | 99.9934 | 99.9969 | 0.637% | +0.003% | +0.00002% |
| 9127957M7 | 0.000% | Mar 21, 2013 | $60.00bn | – | – | $60.00bn | 99.9933 | 99.9932 | 0.637% | -0.000% | -0.00000% |
| 912795Z61 | 0.000% | Mar 28, 2013 | $60.00bn | – | – | $60.00bn | 99.9903 | 99.9907 | 0.637% | +0.000% | +0.00000% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $19.74bn | $47.85bn | 118.8791 | 117.0496 | 0.604% | -1.539% | -0.00929% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $11.16bn | $54.84bn | 100.0870 | 98.0007 | 0.583% | -2.084% | -0.01215% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $54.00bn | – | – | $54.00bn | 99.9843 | 99.9895 | 0.573% | +0.005% | +0.00003% |
| 9127956L0 | 0.000% | May 2, 2013 | $54.00bn | – | – | $54.00bn | 99.9729 | 99.9823 | 0.573% | +0.009% | +0.00005% |
| 9127956R7 | 0.000% | May 30, 2013 | $53.00bn | – | – | $53.00bn | 99.9625 | 99.9736 | 0.563% | +0.011% | +0.00006% |
| 9127956W6 | 0.000% | Jun 27, 2013 | $53.00bn | – | – | $53.00bn | 99.9506 | 99.9633 | 0.562% | +0.013% | +0.00007% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $23.41bn | $44.81bn | 116.6516 | 115.1604 | 0.555% | -1.278% | -0.00710% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $20.92bn | $45.82bn | 106.0584 | 104.1379 | 0.516% | -1.811% | -0.00934% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $24.40bn | $43.45bn | 110.8424 | 109.2751 | 0.511% | -1.414% | -0.00723% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 109.0149 | 109.0956 | 0.509% | +0.074% | +0.00038% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 105.6144 | 105.6329 | 0.487% | +0.018% | +0.00009% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 105.3135 | 105.3541 | 0.481% | +0.039% | +0.00019% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 104.7333 | 104.7633 | 0.481% | +0.029% | +0.00014% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $26.63bn | $43.46bn | 104.1714 | 102.2122 | 0.481% | -1.881% | -0.00904% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 103.7552 | 103.7740 | 0.477% | +0.018% | +0.00009% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 105.0414 | 103.9437 | 0.476% | +0.026% | +0.00012% |
| 912828MN7 | 1.375% | Feb 15, 2013 | $44.49bn | – | $0.9m | $44.49bn | 100.6793 | 100.6912 | 0.476% | +0.012% | +0.00006% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 105.5288 | 105.5485 | 0.476% | +0.019% | +0.00009% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $45.00bn | – | $22.0m | $44.98bn | 99.2467 | 97.1314 | 0.474% | -2.131% | -0.01010% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 109.3377 | 108.0644 | 0.472% | -1.107% | -0.00522% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $25.61bn | $43.37bn | 101.2320 | 99.1896 | 0.466% | -2.018% | -0.00941% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 104.2571 | 104.2977 | 0.465% | +0.039% | +0.00018% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $0.2m | $42.93bn | 100.8486 | 100.8678 | 0.460% | +0.019% | +0.00009% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 111.0905 | 109.8286 | 0.458% | -1.079% | -0.00493% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 104.5364 | 104.5553 | 0.454% | +0.018% | +0.00008% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $33.36bn | $40.84bn | 104.2921 | 102.2989 | 0.452% | -1.911% | -0.00864% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 104.3321 | 104.3091 | 0.451% | -0.022% | -0.00010% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 115.4475 | 114.1647 | 0.448% | -1.111% | -0.00497% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 110.3098 | 110.6947 | 0.445% | +0.349% | +0.00155% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.7m | $40.17bn | 104.3448 | 104.3854 | 0.445% | +0.039% | +0.00017% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $40.0m | $39.94bn | 104.8556 | 103.5698 | 0.445% | +0.025% | +0.00011% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $0.8m | $41.31bn | 100.6511 | 100.6713 | 0.442% | +0.020% | +0.00009% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $29.50bn | $36.50bn | 113.9144 | 112.0796 | 0.441% | -1.611% | -0.00711% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 116.9926 | 115.6786 | 0.435% | -0.850% | -0.00369% |
| 912828MT4 | 1.375% | Mar 15, 2013 | $40.47bn | – | $0.2m | $40.47bn | 100.6640 | 100.6842 | 0.433% | +0.020% | +0.00009% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 103.8854 | 103.9157 | 0.431% | +0.029% | +0.00013% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 124.7825 | 123.1237 | 0.424% | -0.854% | -0.00362% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 104.3933 | 103.5048 | 0.424% | -0.013% | -0.00005% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $6.89bn | $37.74bn | 105.5081 | 100.4546 | 0.423% | -4.790% | -0.02025% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 103.6083 | 103.6070 | 0.419% | -0.001% | -0.00000% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $2.06bn | $39.94bn | 98.0149 | 93.2079 | 0.416% | -4.904% | -0.02039% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 105.2617 | 105.1566 | 0.411% | -0.100% | -0.00041% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $12.98bn | $29.93bn | 128.7510 | 123.1032 | 0.409% | -4.387% | -0.01795% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.96bn | $33.46bn | 113.6956 | 112.5483 | 0.404% | -1.009% | -0.00408% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $0.9m | $37.95bn | 100.2016 | 100.2428 | 0.404% | +0.041% | +0.00017% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 102.8657 | 102.8443 | 0.403% | -0.021% | -0.00008% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.2689 | 100.2685 | 0.403% | -0.000% | -0.00000% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 103.0934 | 102.9880 | 0.398% | -0.102% | -0.00041% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $16.01bn | $28.55bn | 131.1114 | 125.5677 | 0.397% | -4.228% | -0.01681% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 109.3655 | 109.3791 | 0.397% | +0.012% | +0.00005% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $0.2m | $37.21bn | 100.2963 | 100.2856 | 0.396% | -0.011% | -0.00004% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $36.1m | $36.17bn | 103.0477 | 103.1082 | 0.396% | +0.059% | +0.00023% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $0.8m | $36.21bn | 102.5138 | 102.5442 | 0.394% | +0.030% | +0.00012% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 102.8228 | 102.7696 | 0.394% | -0.052% | -0.00020% |
| 912828QK9 | 0.625% | Feb 28, 2013 | $36.92bn | – | $0.6m | $36.92bn | 100.2766 | 100.2971 | 0.393% | +0.020% | +0.00008% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $12.60bn | $34.62bn | 106.1889 | 101.0999 | 0.390% | -4.792% | -0.01871% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 102.7800 | 102.6961 | 0.390% | -0.082% | -0.00032% |
| 912828QL7 | 0.750% | Mar 31, 2013 | $36.57bn | – | $0.6m | $36.57bn | 100.3499 | 100.3492 | 0.390% | -0.001% | -0.00000% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.0852 | 100.1058 | 0.389% | +0.021% | +0.00008% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.3505 | 103.3791 | 0.388% | -0.212% | -0.00082% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 102.3582 | 102.4087 | 0.387% | +0.049% | +0.00019% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.4931 | 100.5234 | 0.386% | +0.030% | +0.00012% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.1060 | 100.1267 | 0.386% | +0.021% | +0.00008% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $15.81bn | $27.66bn | 131.2051 | 125.5677 | 0.385% | -4.297% | -0.01656% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.6603 | 100.6902 | 0.385% | +0.030% | +0.00011% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 109.5470 | 109.5763 | 0.384% | +0.027% | +0.00010% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.1271 | 100.1581 | 0.384% | +0.031% | +0.00012% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.3142 | 100.1260 | 0.384% | -0.001% | -0.00000% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.9382 | 99.9798 | 0.383% | +0.042% | +0.00016% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 100.0010 | 100.0426 | 0.383% | +0.042% | +0.00016% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 100.0428 | 100.0532 | 0.383% | +0.010% | +0.00004% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.1060 | 100.1267 | 0.382% | +0.021% | +0.00008% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 100.0639 | 100.0842 | 0.381% | +0.020% | +0.00008% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.0958 | 100.1477 | 0.381% | +0.052% | +0.00020% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.57bn | $21.43bn | 167.1497 | 162.7669 | 0.380% | -1.752% | -0.00666% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 102.2488 | 102.0504 | 0.380% | -0.194% | -0.00074% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 102.1645 | 101.9344 | 0.380% | -0.225% | -0.00086% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 105.8111 | 104.7243 | 0.380% | -0.082% | -0.00031% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 102.0803 | 101.8194 | 0.379% | -0.256% | -0.00097% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $830.9m | $35.00bn | 102.0707 | 101.6532 | 0.379% | -0.409% | -0.00155% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.1678 | 100.0944 | 0.379% | +0.052% | +0.00020% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $658.6m | $35.00bn | 101.7123 | 100.9087 | 0.378% | -0.360% | -0.00136% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $496.8m | $35.00bn | 101.6122 | 101.2472 | 0.378% | -0.359% | -0.00136% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.1481 | 100.1689 | 0.377% | +0.021% | +0.00008% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.5168 | 101.1827 | 0.377% | -0.329% | -0.00124% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $940.4m | $35.00bn | 101.4023 | 100.9435 | 0.377% | -0.452% | -0.00170% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.3798 | 101.0461 | 0.377% | -0.329% | -0.00124% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.0639 | 100.0846 | 0.376% | +0.021% | +0.00008% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 100.9334 | 100.4532 | 0.375% | +0.020% | +0.00007% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 126.4521 | 124.9911 | 0.374% | -0.632% | -0.00237% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $357.3m | $35.00bn | 100.5979 | 100.0975 | 0.374% | -0.497% | -0.00186% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | – | $35.00bn | 100.4743 | 99.8489 | 0.373% | -0.622% | -0.00232% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 111.8043 | 111.8071 | 0.373% | +0.002% | +0.00001% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 100.2129 | 99.7332 | 0.372% | -0.479% | -0.00178% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | – | $35.00bn | 100.1916 | 99.5350 | 0.372% | -0.655% | -0.00244% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.39bn | $29.97bn | 116.9660 | 115.9955 | 0.372% | -0.830% | -0.00309% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | – | $35.00bn | 100.1203 | 99.5784 | 0.372% | -0.541% | -0.00201% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1169 | 100.1376 | 0.372% | +0.021% | +0.00008% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 100.0958 | 100.0852 | 0.372% | -0.011% | -0.00004% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.0852 | 100.1058 | 0.372% | +0.021% | +0.00008% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0748 | 100.0955 | 0.372% | +0.021% | +0.00008% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.0227 | 100.0120 | 0.372% | -0.011% | -0.00004% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | – | $35.00bn | 100.0052 | 99.4004 | 0.372% | -0.605% | -0.00225% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.8651 | 99.8753 | 0.371% | +0.073% | +0.00027% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 99.7507 | 99.7610 | 0.371% | +0.010% | +0.00004% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | – | $35.00bn | 99.7442 | 99.1082 | 0.371% | -0.638% | -0.00236% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $0.2m | $33.52bn | 104.1481 | 104.1821 | 0.371% | +0.033% | +0.00012% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | – | $35.00bn | 99.6168 | 98.8451 | 0.370% | -0.524% | -0.00194% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.20bn | $29.55bn | 117.8791 | 116.7058 | 0.370% | -0.995% | -0.00368% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.2997 | 100.2996 | 0.367% | -0.000% | -0.00000% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.3317 | 100.3315 | 0.365% | -0.000% | -0.00000% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.2060 | 100.1745 | 0.365% | -0.032% | -0.00011% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.0849 | 99.9805 | 0.364% | +0.021% | +0.00007% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $294.2m | $33.42bn | 102.5485 | 102.6102 | 0.364% | +0.060% | +0.00022% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $0.2m | $33.58bn | 101.5838 | 101.6243 | 0.362% | +0.040% | +0.00014% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 99.9081 | 99.9289 | 0.361% | +0.021% | +0.00007% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.6633 | 100.6630 | 0.357% | -0.000% | -0.00000% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.6645 | 103.5076 | 0.355% | -0.151% | -0.00054% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $20.64bn | $24.26bn | 137.3220 | 131.6053 | 0.354% | -4.163% | -0.01473% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $0.2m | $32.73bn | 101.6318 | 101.6712 | 0.353% | +0.039% | +0.00014% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.6277 | 100.6685 | 0.352% | +0.041% | +0.00014% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0124 | 100.0330 | 0.352% | +0.021% | +0.00007% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $0.3m | $32.70bn | 101.3084 | 100.8282 | 0.352% | +0.020% | +0.00007% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $0.1m | $32.86bn | 100.3475 | 100.3577 | 0.350% | +0.010% | +0.00004% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $0.5m | $32.47bn | 100.5683 | 100.5989 | 0.347% | +0.030% | +0.00011% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $16.59bn | $26.63bn | 122.1304 | 116.7276 | 0.345% | -4.424% | -0.01528% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.6264 | 101.6362 | 0.345% | +0.010% | +0.00003% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.3585 | 100.3997 | 0.344% | +0.041% | +0.00014% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 101.2263 | 101.2155 | 0.344% | -0.011% | -0.00004% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $12.40bn | $31.52bn | 102.6790 | 97.7089 | 0.344% | -4.840% | -0.01664% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8842 | 100.6231 | 0.343% | +0.051% | +0.00017% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8183 | 100.8489 | 0.343% | +0.030% | +0.00010% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.5773 | 100.5560 | 0.342% | -0.021% | -0.00007% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $5.80bn | $13.69bn | 234.7253 | 228.7135 | 0.341% | -2.561% | -0.00874% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1435 | 100.0808 | 0.340% | -0.063% | -0.00021% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1065 | 100.1272 | 0.340% | +0.021% | +0.00007% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $0.3m | $31.27bn | 102.3933 | 101.5986 | 0.340% | +0.078% | +0.00027% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9599 | 99.8242 | 0.340% | -0.011% | -0.00004% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9076 | 99.8655 | 0.339% | -0.042% | -0.00014% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8565 | 99.8147 | 0.339% | -0.042% | -0.00014% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8355 | 99.7624 | 0.339% | -0.073% | -0.00025% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7311 | 99.6267 | 0.339% | -0.105% | -0.00035% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 104.0948 | 104.1345 | 0.339% | +0.038% | +0.00013% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $16.15bn | $26.34bn | 119.3954 | 113.9823 | 0.334% | -4.534% | -0.01514% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $30.71bn | $27.96bn | 111.8274 | 110.8016 | 0.332% | -0.917% | -0.00305% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $20.71bn | $22.30bn | 140.1508 | 134.1943 | 0.332% | -4.250% | -0.01410% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $0.5m | $30.04bn | 101.3208 | 101.3513 | 0.323% | +0.030% | +0.00010% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $12.99bn | $26.21bn | 115.2065 | 114.5543 | 0.321% | -0.566% | -0.00182% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 105.7717 | 105.8166 | 0.315% | +0.042% | +0.00013% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.86bn | $27.85bn | 106.2673 | 105.7352 | 0.314% | -0.501% | -0.00157% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.09bn | $26.43bn | 111.7225 | 109.7899 | 0.314% | -0.331% | -0.00104% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 110.4814 | 110.2091 | 0.312% | -0.246% | -0.00077% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.01bn | $27.58bn | 105.9513 | 105.4192 | 0.310% | -0.502% | -0.00156% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 106.8173 | 106.8672 | 0.310% | +0.047% | +0.00014% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | – | $29.00bn | 99.7562 | 98.5057 | 0.307% | -1.254% | -0.00385% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $0.2m | $27.82bn | 101.8376 | 101.8774 | 0.301% | +0.039% | +0.00012% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $2.12bn | $27.29bn | 102.9710 | 101.9287 | 0.298% | -1.012% | -0.00302% |
| 912795Z95 | 0.000% | Apr 11, 2013 | $28.00bn | – | – | $28.00bn | 99.9832 | 99.9903 | 0.297% | +0.007% | +0.00002% |
| 912796AB5 | 0.000% | Apr 25, 2013 | $28.00bn | – | – | $28.00bn | 99.9776 | 99.9860 | 0.297% | +0.008% | +0.00002% |
| 912796AA7 | 0.000% | Apr 18, 2013 | $28.00bn | – | – | $28.00bn | 99.9790 | 99.9872 | 0.297% | +0.008% | +0.00002% |
| 912796AF6 | 0.000% | May 9, 2013 | $28.00bn | – | – | $28.00bn | 99.9713 | 99.9782 | 0.297% | +0.007% | +0.00002% |
| 912796AG4 | 0.000% | May 16, 2013 | $28.00bn | – | – | $28.00bn | 99.9660 | 99.9796 | 0.297% | +0.014% | +0.00004% |
| 912796AH2 | 0.000% | May 23, 2013 | $28.00bn | – | – | $28.00bn | 99.9603 | 99.9751 | 0.297% | +0.015% | +0.00004% |
| 912796AM1 | 0.000% | Jun 20, 2013 | $28.00bn | – | – | $28.00bn | 99.9573 | 99.9650 | 0.297% | +0.008% | +0.00002% |
| 912796AJ8 | 0.000% | Jun 6, 2013 | $28.00bn | – | – | $28.00bn | 99.9564 | 99.9720 | 0.297% | +0.016% | +0.00005% |
| 912796AL3 | 0.000% | Jun 13, 2013 | $28.00bn | – | – | $28.00bn | 99.9544 | 99.9668 | 0.297% | +0.012% | +0.00004% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $17.25bn | $21.53bn | 128.5635 | 123.1345 | 0.294% | -4.223% | -0.01241% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $21.10bn | $20.90bn | 131.3301 | 125.5677 | 0.291% | -4.388% | -0.01279% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 108.0010 | 108.0407 | 0.291% | +0.037% | +0.00011% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 130.3229 | 129.2295 | 0.291% | +0.120% | +0.00035% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 102.9945 | 103.0333 | 0.287% | +0.038% | +0.00011% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $29.00bn | – | $1.34bn | $27.66bn | 97.1459 | 92.3738 | 0.285% | -4.912% | -0.01402% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.61bn | $25.30bn | 106.0780 | 105.5762 | 0.285% | -0.473% | -0.00135% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 108.1168 | 108.1508 | 0.284% | +0.031% | +0.00009% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 110.0872 | 109.8345 | 0.278% | -0.230% | -0.00064% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 108.8743 | 108.5697 | 0.278% | -0.280% | -0.00078% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 112.4404 | 112.3446 | 0.277% | -0.085% | -0.00024% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 129.0302 | 128.2794 | 0.274% | +0.331% | +0.00091% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $5.47bn | $11.31bn | 228.1312 | 223.0617 | 0.274% | -2.222% | -0.00609% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 102.5723 | 102.6440 | 0.273% | +0.070% | +0.00019% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.38bn | $22.70bn | 112.0580 | 111.6696 | 0.270% | -0.347% | -0.00094% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 154.1351 | 149.8131 | 0.269% | -2.050% | -0.00551% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.69bn | $23.26bn | 108.8441 | 107.1628 | 0.269% | -0.454% | -0.00122% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 110.1526 | 109.9637 | 0.268% | -0.171% | -0.00046% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 111.2751 | 109.4777 | 0.267% | -0.155% | -0.00041% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.02bn | $24.52bn | 102.3702 | 100.7222 | 0.267% | -0.999% | -0.00266% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $3.75bn | $25.25bn | 99.1532 | 97.9231 | 0.266% | -1.241% | -0.00330% |
| 9127957A3 | 0.000% | Jul 25, 2013 | $25.00bn | – | – | $25.00bn | 99.9313 | 99.9465 | 0.265% | +0.015% | +0.00004% |
| 9127957E5 | 0.000% | Aug 22, 2013 | $25.00bn | – | – | $25.00bn | 99.9155 | 99.9380 | 0.265% | +0.022% | +0.00006% |
| 9127957K1 | 0.000% | Sep 19, 2013 | $25.00bn | – | – | $25.00bn | 99.9054 | 99.9294 | 0.265% | +0.024% | +0.00006% |
| 912795Z87 | 0.000% | Oct 17, 2013 | $25.00bn | – | – | $25.00bn | 99.8953 | 99.9209 | 0.265% | +0.026% | +0.00007% |
| 912796AE9 | 0.000% | Nov 14, 2013 | $25.00bn | – | – | $25.00bn | 99.8763 | 99.9043 | 0.265% | +0.028% | +0.00007% |
| 912796AK5 | 0.000% | Dec 12, 2013 | $25.00bn | – | – | $25.00bn | 99.8654 | 99.8863 | 0.265% | +0.021% | +0.00006% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.02bn | $23.12bn | 107.7352 | 107.1082 | 0.264% | -0.582% | -0.00154% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 130.5866 | 129.6544 | 0.263% | +0.224% | +0.00059% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 110.7680 | 110.4435 | 0.263% | -0.293% | -0.00077% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.5668 | 105.4513 | 0.262% | -0.109% | -0.00029% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 129.5717 | 129.0633 | 0.261% | +0.366% | +0.00096% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $4.46bn | $21.45bn | 114.7690 | 109.7731 | 0.261% | -4.353% | -0.01138% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 103.0392 | 103.0482 | 0.261% | +0.009% | +0.00002% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $4.39bn | $24.61bn | 99.7800 | 98.6442 | 0.261% | -1.138% | -0.00297% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $4.54bn | $24.46bn | 99.6020 | 98.4032 | 0.259% | -1.204% | -0.00311% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.6274 | 104.4904 | 0.259% | -0.131% | -0.00034% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $10.95bn | $21.83bn | 111.0276 | 110.6825 | 0.257% | -0.311% | -0.00080% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $0.4m | $23.31bn | 103.2965 | 101.6343 | 0.256% | +0.024% | +0.00006% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $6.86bn | $23.04bn | 103.1676 | 102.2809 | 0.252% | -0.859% | -0.00217% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 111.4412 | 111.8702 | 0.251% | +0.385% | +0.00097% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.5498 | 106.4540 | 0.249% | -0.090% | -0.00022% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $2.36bn | $20.76bn | 112.9465 | 107.7462 | 0.249% | -4.604% | -0.01147% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.65bn | $21.04bn | 111.3876 | 110.9591 | 0.249% | -0.385% | -0.00096% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 127.4561 | 126.0605 | 0.244% | -0.519% | -0.00126% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 101.6436 | 101.6421 | 0.239% | -0.002% | -0.00000% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 132.9248 | 132.0154 | 0.239% | +0.391% | +0.00093% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.18bn | $20.50bn | 109.5931 | 109.1635 | 0.239% | -0.392% | -0.00094% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $6.39bn | $22.61bn | 99.1810 | 97.5962 | 0.238% | -1.157% | -0.00275% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.35bn | $20.52bn | 108.3576 | 107.9085 | 0.236% | -0.414% | -0.00098% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 130.6424 | 130.1519 | 0.236% | +0.476% | +0.00112% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 114.4620 | 114.3601 | 0.236% | -0.089% | -0.00021% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 133.1279 | 127.6884 | 0.236% | -4.086% | -0.00962% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 130.2833 | 129.6592 | 0.235% | +0.414% | +0.00097% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $10.19bn | $16.21bn | 133.6807 | 128.4538 | 0.230% | -3.910% | -0.00900% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $307.3m | $13.84bn | 155.0596 | 149.6098 | 0.228% | -2.648% | -0.00604% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 159.6399 | 154.6358 | 0.228% | -2.283% | -0.00520% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $8.01bn | $14.64bn | 145.9402 | 143.1685 | 0.227% | -1.899% | -0.00431% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 116.3320 | 116.0278 | 0.226% | -0.262% | -0.00059% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $0.8m | $20.74bn | 101.5439 | 101.5528 | 0.224% | +0.009% | +0.00002% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $0.5m | $20.52bn | 101.7236 | 101.7308 | 0.222% | +0.007% | +0.00002% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $9.85bn | $20.03bn | 104.0763 | 103.2319 | 0.221% | -0.811% | -0.00180% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $9.96bn | $17.72bn | 117.6573 | 117.0095 | 0.221% | -0.551% | -0.00122% |
| 912828HV5 | 2.500% | Mar 31, 2013 | $20.57bn | – | $0.0m | $20.57bn | 101.2394 | 101.2266 | 0.221% | -0.013% | -0.00003% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $26.24bn | $15.19bn | 134.6495 | 129.0788 | 0.217% | -4.137% | -0.00899% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 144.0369 | 139.5171 | 0.214% | -2.469% | -0.00529% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.57bn | $13.86bn | 145.1386 | 140.3268 | 0.214% | -3.315% | -0.00708% |
| 912828AU4 | 3.875% | Feb 15, 2013 | $19.50bn | – | $0.5m | $19.50bn | 101.9429 | 101.9463 | 0.211% | +0.003% | +0.00001% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 109.7055 | 109.5998 | 0.211% | -0.096% | -0.00020% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 134.5169 | 133.3026 | 0.209% | +0.108% | +0.00023% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 132.7888 | 131.4027 | 0.207% | -0.281% | -0.00058% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $11.63bn | $12.35bn | 157.3246 | 151.3322 | 0.206% | -3.809% | -0.00786% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 117.6046 | 117.4708 | 0.202% | -0.114% | -0.00023% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.25bn | $15.75bn | 120.5571 | 120.0068 | 0.202% | -0.456% | -0.00092% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.25bn | 110.0777 | 109.3993 | 0.202% | -0.616% | -0.00124% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $0.7m | $18.25bn | 101.7619 | 101.7811 | 0.197% | +0.019% | +0.00004% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.14bn | $17.80bn | 102.6326 | 101.6840 | 0.194% | -0.924% | -0.00179% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $9.88bn | $12.14bn | 149.6872 | 145.6635 | 0.193% | -2.688% | -0.00519% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.27bn | $16.30bn | 110.5744 | 108.6010 | 0.191% | -0.598% | -0.00114% |
| 912828HT0 | 2.750% | Feb 28, 2013 | $17.78bn | – | $0.7m | $17.78bn | 101.3482 | 101.3574 | 0.191% | +0.009% | +0.00002% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 109.7946 | 109.7188 | 0.190% | -0.069% | -0.00013% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.07bn | $15.12bn | 118.3220 | 117.9490 | 0.190% | -0.315% | -0.00060% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 128.8273 | 127.9026 | 0.189% | -0.023% | -0.00004% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.45bn | $15.85bn | 111.6174 | 110.9169 | 0.188% | -0.628% | -0.00118% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 125.5017 | 124.7466 | 0.187% | -0.015% | -0.00003% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 135.0275 | 133.7110 | 0.185% | +0.108% | +0.00020% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 116.3358 | 116.2293 | 0.184% | -0.092% | -0.00017% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $0.2m | $15.28bn | 112.9276 | 113.0997 | 0.183% | +0.152% | +0.00028% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 106.9571 | 106.8716 | 0.183% | -0.080% | -0.00015% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 131.8802 | 130.4576 | 0.182% | -0.213% | -0.00039% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.60bn | $14.20bn | 119.0217 | 118.1603 | 0.179% | -0.724% | -0.00130% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 106.1967 | 106.0915 | 0.178% | -0.099% | -0.00018% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.59bn | $15.35bn | 108.3881 | 107.5849 | 0.177% | -0.741% | -0.00131% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $12.72bn | $16.58bn | 99.7555 | 98.6509 | 0.176% | -1.107% | -0.00194% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.4340 | 109.4307 | 0.174% | -0.003% | -0.00001% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $10.11bn | $12.42bn | 131.7582 | 126.3961 | 0.174% | -4.070% | -0.00707% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 123.7738 | 123.5622 | 0.173% | -0.171% | -0.00030% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $14.56bn | $15.75bn | 102.8122 | 101.8942 | 0.172% | -0.893% | -0.00154% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $13.22bn | $15.78bn | 101.0925 | 99.8836 | 0.169% | -1.196% | -0.00203% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $13.56bn | $15.45bn | 100.7582 | 99.6635 | 0.165% | -1.087% | -0.00180% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.01bn | $13.07bn | 116.7326 | 115.9912 | 0.162% | -0.635% | -0.00103% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.62bn | $12.97bn | 117.4092 | 117.0009 | 0.162% | -0.348% | -0.00056% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $17.27bn | $13.56bn | 110.0506 | 109.3619 | 0.158% | -0.626% | -0.00099% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.31bn | $13.29bn | 111.0982 | 110.4199 | 0.157% | -0.611% | -0.00096% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.05bn | $13.39bn | 108.5591 | 107.7861 | 0.154% | -0.712% | -0.00110% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.38bn | $13.72bn | 105.2108 | 104.2933 | 0.153% | -0.872% | -0.00134% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 107.7068 | 107.6119 | 0.152% | -0.088% | -0.00013% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 155.5920 | 153.3488 | 0.152% | -1.442% | -0.00219% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $7.98bn | $9.07bn | 155.8287 | 150.9404 | 0.150% | -3.137% | -0.00471% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 107.9304 | 107.8042 | 0.144% | -0.117% | -0.00017% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.62bn | $8.55bn | 158.2642 | 152.2636 | 0.144% | -3.791% | -0.00545% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 127.4361 | 127.4470 | 0.142% | +0.009% | +0.00001% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $16.93bn | $12.76bn | 103.5436 | 102.5110 | 0.140% | -0.997% | -0.00140% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 127.7445 | 127.4285 | 0.139% | -0.247% | -0.00034% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.10bn | $8.74bn | 147.2514 | 143.6780 | 0.137% | -2.427% | -0.00331% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $18.42bn | $11.44bn | 108.6664 | 106.7250 | 0.132% | -0.751% | -0.00099% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.42bn | $8.52bn | 139.1961 | 135.0062 | 0.126% | -3.010% | -0.00379% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.69bn | 136.4102 | 135.9166 | 0.126% | -0.362% | -0.00046% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.12bn | $8.23bn | 140.8098 | 136.5503 | 0.123% | -3.025% | -0.00372% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $18.58bn | $11.20bn | 101.7488 | 100.6649 | 0.121% | -1.065% | -0.00129% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $8.92bn | $6.86bn | 153.6793 | 150.9477 | 0.112% | -1.778% | -0.00199% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.58bn | $7.19bn | 143.7486 | 139.5720 | 0.110% | -2.906% | -0.00319% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 216.1123 | 209.6852 | 0.105% | -2.974% | -0.00314% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.50bn | $6.44bn | 148.6848 | 147.3471 | 0.102% | -0.900% | -0.00092% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 142.1317 | 136.5461 | 0.097% | -3.930% | -0.00381% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.92bn | $5.67bn | 160.4632 | 157.1473 | 0.097% | -2.066% | -0.00200% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $4.22bn | $5.91bn | 153.4457 | 150.9117 | 0.096% | -1.651% | -0.00159% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $10.05bn | $6.54bn | 138.6196 | 133.1630 | 0.096% | -3.936% | -0.00379% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.20bn | $5.88bn | 150.8139 | 149.7249 | 0.094% | -0.722% | -0.00068% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.36bn | $5.48bn | 153.0181 | 149.1506 | 0.089% | -2.528% | -0.00225% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $5.89bn | $5.29bn | 156.8655 | 153.3947 | 0.088% | -2.213% | -0.00195% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 158.2038 | 156.4796 | 0.086% | -1.090% | -0.00094% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $5.95bn | $5.23bn | 154.2052 | 149.5482 | 0.086% | -3.020% | -0.00259% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.89bn | $4.61bn | 164.3696 | 160.9599 | 0.080% | -2.074% | -0.00167% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.36bn | $4.83bn | 154.2378 | 150.1637 | 0.079% | -2.641% | -0.00209% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $4.97bn | $4.55bn | 156.6454 | 152.6855 | 0.076% | -2.528% | -0.00191% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.93bn | $5.04bn | 140.9076 | 140.3811 | 0.075% | -0.374% | -0.00028% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 128.4656 | 128.3778 | 0.072% | -0.068% | -0.00005% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.78bn | $4.04bn | 157.3492 | 153.5245 | 0.068% | -2.431% | -0.00164% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.52bn | $3.91bn | 155.9486 | 153.2680 | 0.065% | -1.719% | -0.00111% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.62bn | $3.55bn | 147.8496 | 146.8455 | 0.056% | -0.679% | -0.00038% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 130.8859 | 130.8145 | 0.053% | -0.054% | -0.00003% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.36bn | $3.36bn | 145.1474 | 144.4037 | 0.052% | -0.512% | -0.00027% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 154.6398 | 152.6257 | 0.050% | -1.302% | -0.00064% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 153.5897 | 151.6379 | 0.049% | -1.271% | -0.00063% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 157.7160 | 155.5971 | 0.048% | -1.343% | -0.00064% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 153.7962 | 152.2391 | 0.046% | -1.012% | -0.00047% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 130.9878 | 130.8356 | 0.042% | -0.116% | -0.00005% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 154.7852 | 153.1354 | 0.037% | -1.066% | -0.00040% |
| Total | $8.74tn | 100.000% | -0.65527% | ||||||||
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.