Rebalance of March 28, 2013
US Treasury Aggregate constituents
Every one of the 331 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
- 331
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.095688%
- Market value
- $9.54tn
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 +0.095688% against a published month return of +0.095688%, a difference of 3.0e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796AA7 | 0.000% | Apr 18, 2013 | $100.00bn | – | – | $100.00bn | 99.9878 | 99.9971 | 1.048% | +0.009% | +0.00010% |
| 912796AB5 | 0.000% | Apr 25, 2013 | $95.00bn | – | – | $95.00bn | 99.9860 | 99.9961 | 0.995% | +0.010% | +0.00010% |
| 9127956R7 | 0.000% | May 30, 2013 | $88.00bn | – | – | $88.00bn | 99.9722 | 99.9878 | 0.922% | +0.016% | +0.00014% |
| 9127956F3 | 0.000% | Apr 4, 2013 | $86.00bn | – | – | $86.00bn | 99.9942 | 99.9996 | 0.901% | +0.005% | +0.00005% |
| 9127956L0 | 0.000% | May 2, 2013 | $86.00bn | – | – | $86.00bn | 99.9825 | 99.9942 | 0.901% | +0.012% | +0.00011% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $33.0m | $65.97bn | 98.3821 | 98.8515 | 0.680% | +0.477% | +0.00325% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $8.74bn | $58.67bn | 109.6436 | 110.0967 | 0.674% | +0.413% | +0.00279% |
| 912796AH2 | 0.000% | May 23, 2013 | $63.00bn | – | – | $63.00bn | 99.9767 | 99.9907 | 0.660% | +0.014% | +0.00009% |
| 912796AG4 | 0.000% | May 16, 2013 | $63.00bn | – | – | $63.00bn | 99.9765 | 99.9918 | 0.660% | +0.015% | +0.00010% |
| 912795Z95 | 0.000% | Apr 11, 2013 | $60.00bn | – | – | $60.00bn | 99.9895 | 99.9988 | 0.629% | +0.009% | +0.00006% |
| 912796AF6 | 0.000% | May 9, 2013 | $60.00bn | – | – | $60.00bn | 99.9825 | 99.9930 | 0.629% | +0.011% | +0.00007% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $20.09bn | $47.49bn | 116.4527 | 116.9831 | 0.580% | +0.455% | +0.00264% |
| 9127957E5 | 0.000% | Aug 22, 2013 | $55.00bn | – | – | $55.00bn | 99.9368 | 99.9592 | 0.576% | +0.022% | +0.00013% |
| 9127956W6 | 0.000% | Jun 27, 2013 | $53.00bn | – | – | $53.00bn | 99.9636 | 99.9798 | 0.555% | +0.016% | +0.00009% |
| 9127957A3 | 0.000% | Jul 25, 2013 | $53.00bn | – | – | $53.00bn | 99.9510 | 99.9736 | 0.555% | +0.023% | +0.00013% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $12.68bn | $53.32bn | 98.4066 | 98.9385 | 0.550% | +0.541% | +0.00297% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 116.2652 | 116.6706 | 0.534% | +0.349% | +0.00186% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 109.0010 | 109.3653 | 0.503% | +0.334% | +0.00168% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $21.22bn | $45.51bn | 104.2697 | 104.7778 | 0.497% | +0.487% | +0.00242% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 105.7315 | 105.7050 | 0.481% | -0.025% | -0.00012% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $25.99bn | $41.86bn | 109.1640 | 109.5858 | 0.479% | +0.386% | +0.00185% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 104.8101 | 104.7944 | 0.475% | -0.015% | -0.00007% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 103.8438 | 103.8197 | 0.471% | -0.023% | -0.00011% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 104.2252 | 104.2497 | 0.470% | +0.023% | +0.00011% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 105.6481 | 105.6540 | 0.470% | +0.006% | +0.00003% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $26.75bn | $43.35bn | 103.3981 | 103.8966 | 0.470% | +0.482% | +0.00226% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $29.90bn | $38.32bn | 116.3686 | 116.8268 | 0.467% | +0.394% | +0.00184% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 103.9927 | 104.0418 | 0.465% | +0.047% | +0.00022% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 108.7191 | 109.0817 | 0.463% | +0.334% | +0.00154% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 104.3564 | 104.3526 | 0.459% | -0.004% | -0.00002% |
| 912828MX5 | 1.750% | Apr 15, 2013 | $42.93bn | – | $0.2m | $42.93bn | 100.8462 | 100.8558 | 0.454% | +0.010% | +0.00004% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 104.6563 | 104.6635 | 0.448% | +0.007% | +0.00003% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 110.2400 | 110.6715 | 0.448% | +0.391% | +0.00175% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 104.3668 | 104.3932 | 0.445% | +0.025% | +0.00011% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 115.4258 | 115.7806 | 0.442% | +0.307% | +0.00136% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 110.4716 | 110.8419 | 0.440% | +0.335% | +0.00147% |
| 912828NC0 | 1.375% | May 15, 2013 | $41.31bn | – | $0.8m | $41.31bn | 100.6526 | 100.6652 | 0.436% | +0.013% | +0.00005% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.7m | $40.17bn | 103.2252 | 103.2184 | 0.435% | -0.007% | -0.00003% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $40.0m | $39.94bn | 103.6478 | 103.6321 | 0.434% | -0.015% | -0.00007% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 116.2759 | 116.9551 | 0.426% | +0.584% | +0.00249% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 104.0295 | 104.0183 | 0.426% | -0.011% | -0.00005% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $30.69bn | $35.31bn | 113.3213 | 113.8130 | 0.419% | +0.434% | +0.00182% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 103.6402 | 103.6506 | 0.415% | +0.010% | +0.00004% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 123.6707 | 124.2899 | 0.415% | +0.501% | +0.00208% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 103.6538 | 103.6694 | 0.414% | +0.015% | +0.00006% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 105.3835 | 105.3916 | 0.406% | +0.008% | +0.00003% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $37.00bn | $37.20bn | 102.5461 | 103.0445 | 0.400% | +0.486% | +0.00194% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $31.07bn | $37.92bn | 100.3874 | 100.9603 | 0.399% | +0.571% | +0.00228% |
| 912828QZ6 | 0.500% | May 31, 2013 | $37.95bn | – | $0.9m | $37.95bn | 100.2188 | 100.2260 | 0.399% | +0.007% | +0.00003% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.96bn | $33.45bn | 113.5401 | 113.8755 | 0.398% | +0.295% | +0.00118% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.3599 | 100.3887 | 0.398% | +0.029% | +0.00011% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 102.3784 | 102.3798 | 0.396% | +0.001% | +0.00001% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 103.1875 | 103.1995 | 0.393% | +0.012% | +0.00005% |
| 912828QE3 | 0.625% | Apr 30, 2013 | $37.21bn | – | $0.2m | $37.21bn | 100.2714 | 100.2885 | 0.391% | +0.017% | +0.00007% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $36.1m | $36.17bn | 103.1250 | 103.1106 | 0.391% | -0.014% | -0.00005% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $8.14bn | $36.49bn | 102.0713 | 101.9380 | 0.390% | -0.131% | -0.00051% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 102.9282 | 102.9619 | 0.389% | +0.033% | +0.00013% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $0.8m | $36.21bn | 102.5642 | 102.5843 | 0.389% | +0.020% | +0.00008% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $2.56bn | $39.44bn | 93.3564 | 93.2878 | 0.386% | -0.073% | -0.00028% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 107.4672 | 107.4641 | 0.385% | -0.003% | -0.00001% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 102.8866 | 102.8895 | 0.385% | +0.003% | +0.00001% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1250 | 100.1442 | 0.384% | +0.019% | +0.00007% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $3.12bn | $38.88bn | 93.9302 | 93.8930 | 0.383% | -0.040% | -0.00015% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 102.4183 | 102.4279 | 0.382% | +0.009% | +0.00004% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.5161 | 100.5089 | 0.381% | -0.007% | -0.00003% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.1461 | 100.1654 | 0.381% | +0.019% | +0.00007% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 103.7139 | 103.7674 | 0.380% | +0.052% | +0.00020% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 109.6766 | 109.6519 | 0.380% | -0.023% | -0.00009% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.1247 | 100.1537 | 0.379% | +0.029% | +0.00011% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.3103 | 100.3058 | 0.379% | -0.004% | -0.00002% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 99.9895 | 99.9991 | 0.379% | +0.010% | +0.00004% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 100.0209 | 100.0618 | 0.378% | +0.041% | +0.00015% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.1238 | 100.1528 | 0.378% | +0.029% | +0.00011% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 99.9691 | 100.0099 | 0.378% | +0.041% | +0.00015% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.1461 | 100.1654 | 0.377% | +0.019% | +0.00007% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 99.9784 | 100.0290 | 0.376% | +0.051% | +0.00019% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.1669 | 100.1861 | 0.376% | +0.019% | +0.00007% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 102.2926 | 102.3695 | 0.375% | +0.075% | +0.00028% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 102.1780 | 102.2866 | 0.375% | +0.106% | +0.00040% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.0825 | 100.1331 | 0.374% | +0.051% | +0.00019% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.8777 | 101.9538 | 0.374% | +0.075% | +0.00028% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.5938 | 101.6923 | 0.373% | +0.097% | +0.00036% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.4888 | 101.5877 | 0.372% | +0.097% | +0.00036% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.0632 | 100.1135 | 0.372% | +0.050% | +0.00019% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 104.9102 | 104.9712 | 0.371% | +0.058% | +0.00022% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.1039 | 100.1233 | 0.371% | +0.019% | +0.00007% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $1.20bn | $34.64bn | 102.1363 | 102.2445 | 0.371% | +0.106% | +0.00039% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.09bn | $34.85bn | 101.4487 | 101.5789 | 0.370% | +0.128% | +0.00048% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 100.4368 | 100.4829 | 0.368% | +0.046% | +0.00017% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.57bn | $21.43bn | 163.6943 | 164.4704 | 0.368% | +0.474% | +0.00174% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 100.2188 | 100.3606 | 0.368% | +0.142% | +0.00052% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | – | $35.00bn | 100.1868 | 100.3698 | 0.367% | +0.183% | +0.00067% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $116.0m | $34.88bn | 100.4694 | 100.6212 | 0.367% | +0.151% | +0.00055% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 100.1356 | 100.1549 | 0.367% | +0.019% | +0.00007% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.1250 | 100.1442 | 0.367% | +0.019% | +0.00007% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1148 | 100.1654 | 0.367% | +0.051% | +0.00019% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $183.0m | $34.82bn | 100.6326 | 100.8253 | 0.367% | +0.191% | +0.00070% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.0938 | 100.1130 | 0.367% | +0.019% | +0.00007% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 125.6117 | 126.3462 | 0.367% | +0.585% | +0.00215% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0632 | 100.0510 | 0.367% | -0.012% | -0.00004% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0513 | 100.0706 | 0.367% | +0.019% | +0.00007% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 100.0007 | 100.0197 | 0.367% | +0.019% | +0.00007% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.45bn | $29.91bn | 116.8793 | 117.2006 | 0.366% | +0.275% | +0.00101% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.8850 | 99.9259 | 0.366% | +0.041% | +0.00015% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | – | $35.00bn | 99.8770 | 100.0591 | 0.366% | +0.182% | +0.00067% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $1.0m | $35.00bn | 99.8454 | 99.9868 | 0.366% | +0.142% | +0.00052% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 99.8332 | 99.8429 | 0.366% | +0.010% | +0.00004% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $634.3m | $34.72bn | 100.6243 | 100.7761 | 0.366% | +0.151% | +0.00055% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $9.0m | $34.99bn | 99.7500 | 99.8918 | 0.366% | +0.142% | +0.00052% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 101.3513 | 101.4503 | 0.365% | +0.098% | +0.00036% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $251.0m | $34.75bn | 99.9797 | 100.1528 | 0.364% | +0.173% | +0.00063% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.3598 | 100.3888 | 0.362% | +0.029% | +0.00010% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 109.8206 | 109.8681 | 0.361% | +0.043% | +0.00016% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.4230 | 100.2643 | 0.360% | +0.029% | +0.00010% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.2970 | 100.3259 | 0.360% | +0.029% | +0.00010% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.0311 | 100.0504 | 0.359% | +0.019% | +0.00007% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 101.2524 | 101.3502 | 0.359% | +0.097% | +0.00035% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $0.2m | $33.52bn | 102.0394 | 102.0243 | 0.358% | -0.015% | -0.00005% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $13.45bn | $33.77bn | 101.1834 | 101.0501 | 0.358% | -0.132% | -0.00047% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $0.2m | $33.58bn | 101.6580 | 101.6916 | 0.358% | +0.033% | +0.00012% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $15.67bn | $27.24bn | 124.9320 | 124.7295 | 0.357% | -0.162% | -0.00058% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.0420 | 100.0300 | 0.356% | -0.012% | -0.00004% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $294.2m | $33.42bn | 101.6926 | 101.7103 | 0.356% | +0.017% | +0.00006% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.51bn | $29.24bn | 115.9527 | 116.2956 | 0.355% | +0.296% | +0.00105% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $16.93bn | $26.54bn | 127.3748 | 127.1820 | 0.354% | -0.151% | -0.00054% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.6585 | 100.3098 | 0.352% | +0.026% | +0.00009% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $1.23bn | $33.77bn | 99.3838 | 99.5475 | 0.352% | +0.165% | +0.00058% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 103.8111 | 103.8646 | 0.351% | +0.052% | +0.00018% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0834 | 100.1027 | 0.348% | +0.019% | +0.00007% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.4256 | 100.4643 | 0.347% | +0.039% | +0.00013% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $0.2m | $32.73bn | 101.0796 | 101.0825 | 0.347% | +0.003% | +0.00001% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $0.1m | $32.86bn | 100.3652 | 100.4038 | 0.346% | +0.039% | +0.00013% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $0.3m | $32.70bn | 100.8431 | 100.8579 | 0.346% | +0.015% | +0.00005% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $0.5m | $32.47bn | 100.5941 | 100.6518 | 0.342% | +0.057% | +0.00020% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $19.01bn | $25.56bn | 127.3436 | 127.1507 | 0.341% | -0.151% | -0.00052% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.6392 | 101.0788 | 0.341% | +0.064% | +0.00022% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.4069 | 100.4141 | 0.340% | +0.007% | +0.00002% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 101.2616 | 101.2764 | 0.340% | +0.015% | +0.00005% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8441 | 100.9018 | 0.338% | +0.057% | +0.00019% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.6402 | 100.6573 | 0.337% | +0.017% | +0.00006% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.6257 | 100.6329 | 0.337% | +0.007% | +0.00002% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.2661 | 100.2951 | 0.336% | +0.029% | +0.00010% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1466 | 100.0408 | 0.336% | +0.019% | +0.00006% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1404 | 100.1694 | 0.336% | +0.029% | +0.00010% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0770 | 100.1060 | 0.336% | +0.029% | +0.00010% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9591 | 99.8533 | 0.335% | +0.019% | +0.00006% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9066 | 99.9571 | 0.335% | +0.051% | +0.00017% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9061 | 99.9567 | 0.335% | +0.051% | +0.00017% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8847 | 99.9040 | 0.335% | +0.019% | +0.00006% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8334 | 99.8527 | 0.335% | +0.019% | +0.00006% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 104.1195 | 104.1357 | 0.334% | +0.016% | +0.00005% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $0.3m | $31.27bn | 101.5777 | 101.5881 | 0.333% | +0.010% | +0.00003% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $20.83bn | $24.08bn | 131.1476 | 130.9429 | 0.331% | -0.156% | -0.00052% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $5.93bn | $13.56bn | 229.5616 | 229.8919 | 0.326% | +0.144% | +0.00047% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $0.5m | $30.04bn | 101.3424 | 101.3646 | 0.319% | +0.022% | +0.00007% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $13.64bn | $30.28bn | 99.3160 | 99.2042 | 0.315% | -0.112% | -0.00035% |
| 912796AX7 | 0.000% | Aug 15, 2013 | $30.00bn | – | – | $30.00bn | 99.9393 | 99.9650 | 0.314% | +0.026% | +0.00008% |
| 912796AY5 | 0.000% | Aug 29, 2013 | $30.00bn | – | – | $30.00bn | 99.9343 | 99.9572 | 0.314% | +0.023% | +0.00007% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $31.85bn | $26.82bn | 110.2939 | 110.6003 | 0.310% | +0.278% | +0.00086% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $17.96bn | $25.25bn | 116.5249 | 116.3246 | 0.308% | -0.172% | -0.00053% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 110.6070 | 110.6925 | 0.308% | +0.077% | +0.00024% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.87bn | $27.84bn | 105.3801 | 105.5228 | 0.307% | +0.135% | +0.00042% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.02bn | $27.58bn | 106.0017 | 106.1780 | 0.306% | +0.166% | +0.00051% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 106.8596 | 106.8520 | 0.306% | -0.007% | -0.00002% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 103.8109 | 103.8078 | 0.305% | -0.003% | -0.00001% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 110.2503 | 110.3671 | 0.305% | +0.106% | +0.00032% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $17.01bn | $25.48bn | 113.8638 | 113.7163 | 0.304% | -0.129% | -0.00039% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | – | $29.00bn | 99.9409 | 100.3173 | 0.304% | +0.377% | +0.00114% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $0.2m | $27.82bn | 101.8750 | 101.8726 | 0.297% | -0.002% | -0.00001% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $21.96bn | $21.04bn | 133.7775 | 133.5824 | 0.295% | -0.146% | -0.00043% |
| 912796AJ8 | 0.000% | Jun 6, 2013 | $28.00bn | – | – | $28.00bn | 99.9701 | 99.9864 | 0.293% | +0.016% | +0.00005% |
| 912796AL3 | 0.000% | Jun 13, 2013 | $28.00bn | – | – | $28.00bn | 99.9679 | 99.9872 | 0.293% | +0.019% | +0.00006% |
| 912796AM1 | 0.000% | Jun 20, 2013 | $28.00bn | – | – | $28.00bn | 99.9658 | 99.9837 | 0.293% | +0.018% | +0.00005% |
| 912796AN9 | 0.000% | Jul 5, 2013 | $28.00bn | – | – | $28.00bn | 99.9612 | 99.9780 | 0.293% | +0.017% | +0.00005% |
| 912796AS8 | 0.000% | Jul 11, 2013 | $28.00bn | – | – | $28.00bn | 99.9594 | 99.9825 | 0.293% | +0.023% | +0.00007% |
| 912796AT6 | 0.000% | Jul 18, 2013 | $28.00bn | – | – | $28.00bn | 99.9572 | 99.9751 | 0.293% | +0.018% | +0.00005% |
| 912796AU3 | 0.000% | Aug 1, 2013 | $28.00bn | – | – | $28.00bn | 99.9487 | 99.9685 | 0.293% | +0.020% | +0.00006% |
| 912796AV1 | 0.000% | Aug 8, 2013 | $28.00bn | – | – | $28.00bn | 99.9463 | 99.9668 | 0.293% | +0.020% | +0.00006% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $2.30bn | $27.11bn | 102.1287 | 102.4209 | 0.290% | +0.286% | +0.00083% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $14.92bn | $24.28bn | 113.4791 | 113.6561 | 0.289% | +0.156% | +0.00045% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 108.0882 | 108.0732 | 0.288% | -0.014% | -0.00004% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 129.2290 | 129.2218 | 0.284% | -0.006% | -0.00002% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 103.0237 | 103.0453 | 0.283% | +0.021% | +0.00006% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $4.95bn | $24.96bn | 106.1580 | 106.3022 | 0.278% | +0.136% | +0.00038% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 106.0394 | 106.0243 | 0.275% | -0.014% | -0.00004% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 110.1902 | 110.2648 | 0.275% | +0.068% | +0.00019% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.0000 | 109.0865 | 0.274% | +0.079% | +0.00022% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 112.5364 | 112.5407 | 0.274% | +0.004% | +0.00001% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $3.22bn | $25.78bn | 101.0477 | 101.4353 | 0.273% | +0.384% | +0.00105% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $21.70bn | $20.30bn | 127.4686 | 127.2757 | 0.271% | -0.151% | -0.00041% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 102.6379 | 102.6319 | 0.270% | -0.006% | -0.00002% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 128.4668 | 128.2867 | 0.269% | -0.140% | -0.00038% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.39bn | $22.69bn | 112.1384 | 112.2634 | 0.267% | +0.111% | +0.00030% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $5.54bn | $11.25bn | 223.8777 | 224.5165 | 0.264% | +0.285% | +0.00075% |
| 9127957K1 | 0.000% | Sep 19, 2013 | $25.00bn | – | – | $25.00bn | 99.9323 | 99.9465 | 0.262% | +0.014% | +0.00004% |
| 912795Z87 | 0.000% | Oct 17, 2013 | $25.00bn | – | – | $25.00bn | 99.9230 | 99.9436 | 0.262% | +0.021% | +0.00005% |
| 912796AE9 | 0.000% | Nov 14, 2013 | $25.00bn | – | – | $25.00bn | 99.9065 | 99.9294 | 0.262% | +0.023% | +0.00006% |
| 912796AK5 | 0.000% | Dec 12, 2013 | $25.00bn | – | – | $25.00bn | 99.8884 | 99.9209 | 0.262% | +0.033% | +0.00009% |
| 912796AQ2 | 0.000% | Jan 9, 2014 | $25.00bn | – | – | $25.00bn | 99.8688 | 99.9123 | 0.262% | +0.044% | +0.00011% |
| 912796AR0 | 0.000% | Feb 6, 2014 | $25.00bn | – | – | $25.00bn | 99.8571 | 99.8863 | 0.262% | +0.029% | +0.00008% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 108.8207 | 108.8614 | 0.262% | +0.037% | +0.00010% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $6.80bn | $23.15bn | 107.7215 | 107.8427 | 0.261% | +0.113% | +0.00029% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $3.85bn | $25.15bn | 99.0000 | 99.3582 | 0.261% | +0.362% | +0.00094% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.07bn | $24.47bn | 101.6001 | 101.8843 | 0.261% | +0.280% | +0.00073% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 110.8512 | 110.9776 | 0.260% | +0.114% | +0.00030% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.12bn | $23.02bn | 107.7500 | 107.8918 | 0.260% | +0.132% | +0.00034% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 109.7916 | 109.8555 | 0.260% | +0.058% | +0.00015% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.6998 | 105.7607 | 0.259% | +0.058% | +0.00015% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 150.4924 | 151.4000 | 0.259% | +0.603% | +0.00156% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 129.6840 | 129.7613 | 0.258% | +0.060% | +0.00015% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 128.8293 | 128.9859 | 0.257% | +0.122% | +0.00031% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 104.7813 | 104.8221 | 0.256% | +0.039% | +0.00010% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $19.28bn | $19.50bn | 124.8695 | 124.6982 | 0.255% | -0.137% | -0.00035% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $24.00bn | – | $3.0m | $24.00bn | 101.0773 | 101.5133 | 0.254% | +0.431% | +0.00110% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 101.4772 | 101.4963 | 0.253% | +0.019% | +0.00005% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $4.68bn | $24.32bn | 99.1277 | 99.4538 | 0.253% | +0.329% | +0.00083% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $4.80bn | $24.20bn | 99.4488 | 99.8070 | 0.252% | +0.360% | +0.00091% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.01bn | $21.77bn | 109.6644 | 109.7677 | 0.250% | +0.094% | +0.00024% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 111.6428 | 111.8491 | 0.248% | +0.185% | +0.00046% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $0.4m | $23.31bn | 101.6454 | 101.6252 | 0.248% | -0.020% | -0.00005% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 106.6583 | 106.7376 | 0.246% | +0.074% | +0.00018% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $11.78bn | $20.91bn | 111.4508 | 111.5675 | 0.244% | +0.105% | +0.00026% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $7.34bn | $22.56bn | 103.0742 | 103.3987 | 0.244% | +0.315% | +0.00077% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $6.15bn | $22.85bn | 99.6240 | 99.9610 | 0.239% | +0.338% | +0.00081% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 126.4643 | 127.1149 | 0.238% | +0.514% | +0.00123% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $5.27bn | $20.64bn | 109.5729 | 109.3748 | 0.237% | -0.181% | -0.00043% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 101.6219 | 101.6329 | 0.236% | +0.011% | +0.00003% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.21bn | $20.47bn | 109.6875 | 109.8053 | 0.235% | +0.107% | +0.00025% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.9508 | 132.4168 | 0.234% | +0.353% | +0.00083% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.37bn | $20.50bn | 108.4144 | 108.5452 | 0.233% | +0.121% | +0.00028% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 130.0095 | 130.2695 | 0.232% | +0.200% | +0.00046% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 129.3806 | 129.7243 | 0.230% | +0.266% | +0.00061% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 112.3615 | 112.3658 | 0.228% | +0.004% | +0.00001% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $8.84bn | $16.66bn | 129.4427 | 129.2595 | 0.226% | -0.142% | -0.00032% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 116.4793 | 116.5245 | 0.223% | +0.039% | +0.00009% |
| 912828HY9 | 3.125% | Apr 30, 2013 | $20.74bn | – | $0.8m | $20.74bn | 101.5133 | 101.5050 | 0.221% | -0.008% | -0.00002% |
| 912828JB7 | 3.500% | May 31, 2013 | $20.52bn | – | $0.5m | $20.52bn | 101.7188 | 101.7067 | 0.219% | -0.012% | -0.00003% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 155.0339 | 155.8359 | 0.218% | +0.517% | +0.00113% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $307.3m | $13.84bn | 150.1166 | 150.3219 | 0.218% | +0.137% | +0.00030% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $3.92bn | $19.21bn | 108.1182 | 106.4598 | 0.218% | -1.534% | -0.00334% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $8.09bn | $20.91bn | 98.5701 | 98.8878 | 0.216% | +0.322% | +0.00070% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $10.57bn | $15.83bn | 127.8303 | 127.7408 | 0.212% | -0.070% | -0.00015% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $8.41bn | $14.25bn | 141.7417 | 142.2876 | 0.212% | +0.385% | +0.00082% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 109.8824 | 109.9463 | 0.208% | +0.058% | +0.00012% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $10.89bn | $16.78bn | 117.6820 | 117.8232 | 0.207% | +0.120% | +0.00025% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 139.6321 | 140.0498 | 0.205% | +0.299% | +0.00061% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 133.3306 | 133.6824 | 0.205% | +0.264% | +0.00054% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 131.8769 | 132.3855 | 0.203% | +0.386% | +0.00078% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.73bn | $13.69bn | 139.4266 | 139.7799 | 0.200% | +0.253% | +0.00051% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $26.63bn | $14.81bn | 128.6428 | 128.4283 | 0.200% | -0.167% | -0.00033% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.24bn | 110.0808 | 110.2623 | 0.199% | +0.165% | +0.00033% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 115.3760 | 115.4406 | 0.196% | +0.056% | +0.00011% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.26bn | $15.74bn | 118.2462 | 118.3949 | 0.195% | +0.126% | +0.00025% |
| 912828BA7 | 3.625% | May 15, 2013 | $18.25bn | – | $0.7m | $18.25bn | 101.7802 | 101.7481 | 0.195% | -0.032% | -0.00006% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.16bn | $17.78bn | 102.5404 | 102.8343 | 0.191% | +0.287% | +0.00055% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 109.9688 | 110.0000 | 0.188% | +0.028% | +0.00005% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $10.01bn | $12.00bn | 147.6060 | 148.2360 | 0.186% | +0.427% | +0.00079% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 128.2439 | 128.4499 | 0.185% | +0.161% | +0.00030% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $12.84bn | $17.05bn | 103.2541 | 103.5557 | 0.184% | +0.292% | +0.00054% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 125.0896 | 125.3037 | 0.184% | +0.171% | +0.00031% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.57bn | $16.01bn | 109.2728 | 109.4758 | 0.183% | +0.186% | +0.00034% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 116.1164 | 116.2241 | 0.183% | +0.093% | +0.00017% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 116.5007 | 116.5221 | 0.182% | +0.018% | +0.00003% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $12.52bn | $11.47bn | 151.0630 | 149.0439 | 0.182% | -1.337% | -0.00243% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.81bn | $15.49bn | 111.6068 | 111.8280 | 0.181% | +0.198% | +0.00036% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 133.7835 | 134.1929 | 0.181% | +0.306% | +0.00055% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $0.2m | $15.28bn | 113.0012 | 112.9997 | 0.181% | -0.001% | -0.00000% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 107.0855 | 107.1432 | 0.181% | +0.054% | +0.00010% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 130.8836 | 131.2419 | 0.178% | +0.274% | +0.00049% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 116.9672 | 117.2453 | 0.174% | +0.238% | +0.00041% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 105.2558 | 105.2925 | 0.174% | +0.035% | +0.00006% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.73bn | $15.21bn | 108.3624 | 108.5773 | 0.173% | +0.198% | +0.00034% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $0.7m | $15.00bn | 109.6635 | 109.6344 | 0.172% | -0.027% | -0.00005% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 123.8729 | 123.9025 | 0.171% | +0.024% | +0.00004% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $15.00bn | – | – | $15.00bn | 107.2887 | 107.5849 | 0.169% | +0.276% | +0.00047% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $16.00bn | – | $39.0m | $15.96bn | 100.7771 | 100.7376 | 0.169% | -0.039% | -0.00007% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $13.54bn | $15.76bn | 99.5720 | 99.8993 | 0.164% | +0.329% | +0.00054% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $13.89bn | $15.11bn | 100.5938 | 100.9303 | 0.159% | +0.335% | +0.00053% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $15.52bn | $14.79bn | 102.7188 | 103.0120 | 0.159% | +0.286% | +0.00045% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $12.76bn | $12.83bn | 117.5364 | 117.6032 | 0.158% | +0.057% | +0.00009% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.41bn | $12.66bn | 116.7284 | 116.9969 | 0.155% | +0.230% | +0.00036% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 100.9178 | 101.2958 | 0.153% | +0.374% | +0.00057% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.33bn | $13.26bn | 109.7262 | 109.9667 | 0.152% | +0.219% | +0.00033% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 107.8774 | 107.9242 | 0.151% | +0.043% | +0.00007% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 154.8738 | 155.3988 | 0.149% | +0.339% | +0.00051% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.59bn | $13.52bn | 105.1162 | 105.4391 | 0.149% | +0.307% | +0.00046% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.81bn | $12.63bn | 108.5625 | 108.7764 | 0.144% | +0.197% | +0.00028% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.08bn | $8.97bn | 152.8614 | 153.3760 | 0.144% | +0.337% | +0.00048% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $18.42bn | $12.41bn | 110.0962 | 110.2992 | 0.143% | +0.184% | +0.00026% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $11.79bn | $10.74bn | 125.9192 | 125.7576 | 0.142% | -0.128% | -0.00018% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 106.7571 | 106.8006 | 0.141% | +0.041% | +0.00006% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.05bn | $12.64bn | 103.4076 | 103.7105 | 0.137% | +0.293% | +0.00040% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 127.8524 | 127.9012 | 0.137% | +0.038% | +0.00005% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 121.9351 | 121.8677 | 0.134% | -0.055% | -0.00007% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.74bn | $8.43bn | 152.0597 | 150.2781 | 0.134% | -1.172% | -0.00157% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.11bn | $8.72bn | 142.4820 | 143.0711 | 0.130% | +0.413% | +0.00054% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $6.87bn | $8.68bn | 136.4997 | 136.5514 | 0.124% | +0.038% | +0.00005% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $19.02bn | $10.84bn | 107.4927 | 107.7605 | 0.122% | +0.249% | +0.00030% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.52bn | $8.43bn | 136.8810 | 137.4121 | 0.121% | +0.388% | +0.00047% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.25bn | $8.10bn | 135.7343 | 136.2654 | 0.115% | +0.391% | +0.00045% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.04bn | $10.74bn | 101.6053 | 101.9208 | 0.114% | +0.310% | +0.00035% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.58bn | $7.19bn | 138.7127 | 139.2631 | 0.105% | +0.397% | +0.00041% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 210.4269 | 210.5143 | 0.101% | +0.042% | +0.00004% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $9.33bn | $6.44bn | 149.0881 | 149.6392 | 0.101% | +0.370% | +0.00037% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $9.00bn | – | – | $9.00bn | 102.2611 | 100.4861 | 0.096% | -1.736% | -0.00167% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $3.95bn | $5.64bn | 159.0086 | 159.6200 | 0.094% | +0.384% | +0.00036% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.76bn | $6.18bn | 144.5330 | 144.8802 | 0.094% | +0.240% | +0.00022% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 138.3703 | 138.2571 | 0.093% | -0.082% | -0.00008% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.22bn | $5.87bn | 146.3745 | 146.6234 | 0.090% | +0.170% | +0.00015% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $4.41bn | $5.72bn | 148.9054 | 149.4349 | 0.089% | +0.356% | +0.00032% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.37bn | $5.47bn | 151.0908 | 151.6873 | 0.087% | +0.395% | +0.00034% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $10.43bn | $6.16bn | 132.5275 | 132.3949 | 0.086% | -0.100% | -0.00009% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 153.6196 | 154.0464 | 0.082% | +0.278% | +0.00023% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $6.08bn | $5.10bn | 151.8284 | 152.4227 | 0.081% | +0.391% | +0.00032% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.06bn | $5.11bn | 148.4244 | 148.9919 | 0.080% | +0.382% | +0.00030% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.98bn | $4.52bn | 159.1074 | 159.7284 | 0.075% | +0.390% | +0.00029% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.42bn | $4.78bn | 148.9340 | 149.5834 | 0.075% | +0.436% | +0.00032% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $5.99bn | $4.98bn | 136.5932 | 136.6859 | 0.071% | +0.068% | +0.00005% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 128.5791 | 128.5929 | 0.071% | +0.011% | +0.00001% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $5.13bn | $4.39bn | 151.3500 | 151.9874 | 0.070% | +0.421% | +0.00029% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.80bn | $4.01bn | 152.1048 | 152.7206 | 0.064% | +0.405% | +0.00026% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.55bn | $3.87bn | 154.9827 | 155.5413 | 0.063% | +0.360% | +0.00023% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.62bn | $3.54bn | 147.8541 | 148.0502 | 0.055% | +0.133% | +0.00007% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.41bn | $3.30bn | 145.2657 | 145.4090 | 0.050% | +0.099% | +0.00005% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 125.6922 | 125.6702 | 0.050% | -0.017% | -0.00001% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 154.1604 | 154.6638 | 0.049% | +0.327% | +0.00016% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 149.2108 | 149.6324 | 0.047% | +0.283% | +0.00013% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 153.0955 | 153.5677 | 0.046% | +0.308% | +0.00014% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 149.4225 | 149.8299 | 0.044% | +0.273% | +0.00012% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 126.5452 | 126.5420 | 0.040% | -0.003% | -0.00000% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 154.5622 | 154.9889 | 0.037% | +0.276% | +0.00010% |
| Total | $8.94tn | 100.000% | +0.09569% | ||||||||
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.