Rebalance of May 31, 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
- -1.525940%
- Market value
- $9.50tn
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 -1.525940% against a published month return of -1.525940%, a difference of 2.3e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127956W6 | 0.000% | Jun 27, 2013 | $88.00bn | – | – | $88.00bn | 99.9952 | 99.9985 | 0.926% | +0.003% | +0.00003% |
| 9127957A3 | 0.000% | Jul 25, 2013 | $85.00bn | – | – | $85.00bn | 99.9881 | 99.9969 | 0.895% | +0.009% | +0.00008% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $1.96bn | $64.04bn | 103.4456 | 99.5967 | 0.697% | -3.721% | -0.02595% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $9.13bn | $58.28bn | 111.5860 | 107.0105 | 0.685% | -2.924% | -0.02002% |
| 912796AJ8 | 0.000% | Jun 6, 2013 | $63.00bn | – | – | $63.00bn | 99.9969 | 99.9998 | 0.663% | +0.003% | +0.00002% |
| 912796AN9 | 0.000% | Jul 5, 2013 | $63.00bn | – | – | $63.00bn | 99.9945 | 99.9990 | 0.663% | +0.005% | +0.00003% |
| 912796AM1 | 0.000% | Jun 20, 2013 | $63.00bn | – | – | $63.00bn | 99.9958 | 99.9989 | 0.663% | +0.003% | +0.00002% |
| 912796AL3 | 0.000% | Jun 13, 2013 | $63.00bn | – | – | $63.00bn | 99.9963 | 99.9996 | 0.663% | +0.003% | +0.00002% |
| 912796AS8 | 0.000% | Jul 11, 2013 | $63.00bn | – | – | $63.00bn | 99.9920 | 99.9977 | 0.663% | +0.006% | +0.00004% |
| 912796AT6 | 0.000% | Jul 18, 2013 | $63.00bn | – | – | $63.00bn | 99.9890 | 99.9960 | 0.663% | +0.007% | +0.00005% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $5.72bn | $60.28bn | 100.7184 | 96.1464 | 0.639% | -3.733% | -0.02385% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $20.64bn | $46.94bn | 118.5635 | 115.0815 | 0.586% | -2.937% | -0.01720% |
| 9127957E5 | 0.000% | Aug 22, 2013 | $55.00bn | – | – | $55.00bn | 99.9810 | 99.9931 | 0.579% | +0.012% | +0.00007% |
| 9127957K1 | 0.000% | Sep 19, 2013 | $55.00bn | – | – | $55.00bn | 99.9724 | 99.9846 | 0.579% | +0.012% | +0.00007% |
| 912795Z87 | 0.000% | Oct 17, 2013 | $55.00bn | – | – | $55.00bn | 99.9622 | 99.9768 | 0.579% | +0.015% | +0.00008% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $13.94bn | $52.06bn | 100.7429 | 97.0161 | 0.552% | -3.699% | -0.02042% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 117.9385 | 115.1127 | 0.544% | -2.396% | -0.01304% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 108.8985 | 106.8174 | 0.504% | -1.911% | -0.00964% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $22.07bn | $44.66bn | 106.3778 | 102.9152 | 0.500% | -3.255% | -0.01628% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 104.5867 | 104.4684 | 0.478% | -0.113% | -0.00054% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 104.9087 | 104.8667 | 0.478% | -0.040% | -0.00019% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $27.45bn | $42.65bn | 105.5789 | 101.0408 | 0.474% | -3.351% | -0.01588% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 103.9499 | 102.8299 | 0.473% | -0.055% | -0.00026% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 104.3376 | 104.2381 | 0.473% | -0.095% | -0.00045% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 110.2704 | 104.5213 | 0.472% | -5.214% | -0.02460% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 104.1219 | 104.0458 | 0.468% | -0.073% | -0.00034% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 104.5380 | 104.4185 | 0.467% | -0.114% | -0.00053% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 103.2565 | 103.2194 | 0.457% | -0.036% | -0.00016% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 111.7817 | 106.1647 | 0.456% | -5.025% | -0.02293% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $28.93bn | $38.92bn | 110.9814 | 107.8769 | 0.455% | -2.797% | -0.01272% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $1.26bn | $40.74bn | 105.6162 | 97.6511 | 0.453% | -7.542% | -0.03416% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 104.8249 | 103.6112 | 0.451% | -0.144% | -0.00065% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 116.9632 | 112.5805 | 0.450% | -2.304% | -0.01036% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 103.2949 | 103.2903 | 0.443% | -0.004% | -0.00002% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 110.2487 | 108.9924 | 0.441% | -1.140% | -0.00503% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.7m | $40.17bn | 103.3376 | 103.3319 | 0.437% | -0.006% | -0.00002% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $40.0m | $39.94bn | 103.7151 | 103.7357 | 0.436% | +0.020% | +0.00009% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 117.9409 | 112.2972 | 0.434% | -4.785% | -0.02079% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 104.1892 | 104.0164 | 0.429% | -0.166% | -0.00071% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $31.26bn | $34.74bn | 115.4104 | 110.3488 | 0.422% | -3.032% | -0.01279% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 125.1540 | 119.7295 | 0.421% | -4.334% | -0.01827% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 103.8101 | 103.6259 | 0.418% | -0.177% | -0.00074% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 103.7524 | 103.7417 | 0.416% | -0.010% | -0.00004% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $31.16bn | $37.83bn | 102.7136 | 98.1529 | 0.409% | -3.588% | -0.01468% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $37.14bn | $37.07bn | 104.7581 | 101.1592 | 0.409% | -3.435% | -0.01404% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 105.5853 | 105.2790 | 0.408% | -0.290% | -0.00118% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.96bn | $33.45bn | 114.8479 | 110.8801 | 0.404% | -2.094% | -0.00847% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $2.74bn | $39.26bn | 97.8510 | 90.3517 | 0.404% | -7.664% | -0.03099% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $3.14bn | $38.86bn | 98.4561 | 89.5795 | 0.403% | -7.619% | -0.03069% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.3289 | 100.2065 | 0.399% | -0.122% | -0.00049% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 102.5543 | 102.3539 | 0.398% | -0.195% | -0.00078% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 103.3867 | 102.4175 | 0.396% | -0.272% | -0.00108% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 118.1459 | 113.3995 | 0.393% | -2.536% | -0.00997% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $36.1m | $36.17bn | 103.2208 | 102.0809 | 0.393% | -0.014% | -0.00006% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $9.69bn | $34.93bn | 106.7541 | 97.2863 | 0.393% | -7.405% | -0.02907% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 102.5121 | 102.2498 | 0.390% | -0.256% | -0.00100% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $0.8m | $36.21bn | 101.7238 | 101.7357 | 0.388% | +0.012% | +0.00005% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 107.5787 | 107.5059 | 0.387% | -0.068% | -0.00026% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1669 | 100.0645 | 0.386% | +0.023% | +0.00009% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 102.4409 | 102.1780 | 0.385% | -0.257% | -0.00099% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 104.0604 | 103.4472 | 0.383% | -0.589% | -0.00226% |
| 912828NH9 | 1.125% | Jun 15, 2013 | $36.21bn | – | $0.8m | $36.21bn | 100.5484 | 100.5567 | 0.383% | +0.008% | +0.00003% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0632 | 100.0856 | 0.383% | +0.022% | +0.00009% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 109.8092 | 107.5880 | 0.382% | -0.145% | -0.00055% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 101.6170 | 101.6185 | 0.381% | +0.002% | +0.00001% |
| 912828RA0 | 0.375% | Jun 30, 2013 | $36.13bn | – | $0.8m | $36.13bn | 100.1566 | 100.1906 | 0.381% | +0.034% | +0.00013% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.3429 | 100.3488 | 0.381% | +0.006% | +0.00002% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 100.0418 | 100.0532 | 0.380% | +0.011% | +0.00004% |
| 912828QW3 | 0.375% | Jul 31, 2013 | $36.04bn | – | $0.2m | $36.04bn | 100.1557 | 100.1899 | 0.380% | +0.034% | +0.00013% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 100.0106 | 100.0219 | 0.380% | +0.011% | +0.00004% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 100.0211 | 100.0323 | 0.380% | +0.011% | +0.00004% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.0944 | 100.1168 | 0.379% | +0.022% | +0.00008% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 100.1143 | 100.0433 | 0.378% | -0.071% | -0.00027% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.1149 | 100.1375 | 0.378% | +0.023% | +0.00009% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 102.2310 | 101.5707 | 0.377% | -0.646% | -0.00243% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 102.1784 | 101.4561 | 0.376% | -0.707% | -0.00266% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 102.0965 | 101.3424 | 0.376% | -0.739% | -0.00278% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.57bn | $21.43bn | 166.7087 | 156.8659 | 0.376% | -5.904% | -0.02221% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.1559 | 100.1787 | 0.376% | +0.023% | +0.00009% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 102.0216 | 100.7572 | 0.376% | -0.811% | -0.00305% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.9175 | 101.0285 | 0.375% | -0.872% | -0.00328% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 105.1847 | 104.7733 | 0.374% | -0.391% | -0.00146% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.1046 | 100.1583 | 0.374% | +0.054% | +0.00020% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.1773 | 100.2001 | 0.373% | +0.023% | +0.00008% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 126.9065 | 121.6145 | 0.373% | -4.170% | -0.01553% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.45bn | $29.91bn | 118.0737 | 114.0999 | 0.372% | -1.778% | -0.00661% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $28.0m | $34.97bn | 100.9069 | 99.3816 | 0.371% | -1.512% | -0.00562% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $0.5m | $35.00bn | 100.7610 | 99.3176 | 0.371% | -1.122% | -0.00417% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $13.91bn | $33.31bn | 105.8662 | 97.9636 | 0.371% | -7.465% | -0.02771% |
| 912828NN6 | 1.000% | Jul 15, 2013 | $35.01bn | – | $0.9m | $35.01bn | 100.4803 | 100.4777 | 0.370% | -0.003% | -0.00001% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $2.0m | $35.00bn | 100.4803 | 99.1301 | 0.370% | -1.344% | -0.00497% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $11.0m | $34.99bn | 100.4485 | 98.6614 | 0.370% | -1.468% | -0.00543% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.34bn | $34.60bn | 101.5649 | 100.4558 | 0.370% | -1.092% | -0.00404% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.1981 | 100.0958 | 0.369% | +0.023% | +0.00008% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.1669 | 100.0333 | 0.369% | -0.009% | -0.00003% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1359 | 100.1270 | 0.369% | -0.009% | -0.00003% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1247 | 100.0849 | 0.369% | -0.040% | -0.00015% |
| 912828UT5 | 0.250% | Mar 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1149 | 99.9812 | 0.369% | -0.134% | -0.00049% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 100.1149 | 100.1062 | 0.369% | -0.009% | -0.00003% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 100.1046 | 100.0333 | 0.369% | -0.071% | -0.00026% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0944 | 100.0856 | 0.369% | -0.009% | -0.00003% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 101.8425 | 100.8911 | 0.369% | -0.934% | -0.00345% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.9686 | 99.9800 | 0.368% | +0.011% | +0.00004% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 99.9168 | 99.8657 | 0.368% | -0.051% | -0.00019% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 99.8128 | 99.6365 | 0.368% | -0.177% | -0.00065% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | – | $35.00bn | 99.7829 | 98.1515 | 0.368% | -1.635% | -0.00601% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $363.0m | $34.64bn | 100.7833 | 99.3818 | 0.367% | -1.391% | -0.00511% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.4230 | 100.2694 | 0.364% | +0.034% | +0.00012% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 110.0055 | 109.8305 | 0.364% | -0.159% | -0.00058% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.4536 | 100.2689 | 0.362% | -0.184% | -0.00067% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $826.0m | $34.17bn | 100.6889 | 99.0686 | 0.362% | -1.609% | -0.00583% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 101.7412 | 100.7884 | 0.362% | -0.936% | -0.00339% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $731.0m | $34.27bn | 100.3342 | 98.9530 | 0.362% | -1.377% | -0.00498% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.3604 | 100.2378 | 0.362% | -0.122% | -0.00044% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.52bn | $29.23bn | 117.4073 | 114.8315 | 0.361% | -2.194% | -0.00793% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.1357 | 100.0960 | 0.361% | -0.040% | -0.00014% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $0.2m | $33.52bn | 102.0993 | 102.1117 | 0.360% | +0.012% | +0.00004% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.1778 | 99.8879 | 0.359% | -0.165% | -0.00059% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $1.17bn | $33.83bn | 100.5323 | 98.8811 | 0.358% | -1.642% | -0.00588% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $294.2m | $33.42bn | 101.7534 | 101.7653 | 0.358% | +0.012% | +0.00004% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $1.77bn | $33.59bn | 101.2194 | 100.0378 | 0.358% | -1.167% | -0.00418% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $0.2m | $33.58bn | 101.1171 | 101.1048 | 0.357% | -0.012% | -0.00004% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 104.1576 | 103.5444 | 0.354% | -0.589% | -0.00208% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 102.1472 | 101.1124 | 0.354% | -1.013% | -0.00358% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $17.13bn | $25.77bn | 130.1794 | 119.1257 | 0.353% | -6.859% | -0.02422% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $18.23bn | $25.24bn | 132.6746 | 121.4759 | 0.352% | -6.792% | -0.02394% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.3458 | 100.3505 | 0.352% | +0.005% | +0.00002% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.1878 | 100.1480 | 0.350% | -0.040% | -0.00014% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.5098 | 100.5242 | 0.349% | +0.014% | +0.00005% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $0.2m | $32.73bn | 101.1340 | 101.1542 | 0.348% | +0.020% | +0.00007% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $0.1m | $32.86bn | 100.4494 | 100.2133 | 0.347% | +0.014% | +0.00005% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $0.3m | $32.70bn | 100.8866 | 100.9152 | 0.347% | +0.028% | +0.00010% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $0.5m | $32.47bn | 100.6573 | 100.6940 | 0.344% | +0.037% | +0.00013% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $2.37bn | $32.63bn | 99.9993 | 98.7324 | 0.343% | -1.267% | -0.00435% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 101.3363 | 100.8329 | 0.341% | -0.003% | -0.00001% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.1284 | 101.1155 | 0.341% | -0.013% | -0.00004% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.2094 | 100.2232 | 0.340% | +0.014% | +0.00005% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.9385 | 100.9440 | 0.340% | +0.005% | +0.00002% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.7143 | 100.7400 | 0.339% | +0.026% | +0.00009% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $21.30bn | $23.61bn | 136.5207 | 127.2861 | 0.339% | -6.764% | -0.02294% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.4594 | 100.4732 | 0.338% | +0.014% | +0.00005% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.4230 | 99.9569 | 0.338% | -0.277% | -0.00094% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3286 | 99.9877 | 0.338% | -0.340% | -0.00115% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2964 | 99.8931 | 0.338% | -0.402% | -0.00136% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2666 | 99.8315 | 0.338% | -0.434% | -0.00147% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1257 | 100.0856 | 0.337% | -0.040% | -0.00014% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1045 | 99.9085 | 0.337% | -0.196% | -0.00066% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0518 | 99.8558 | 0.337% | -0.196% | -0.00066% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0319 | 99.8043 | 0.337% | -0.228% | -0.00077% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0003 | 99.7105 | 0.337% | -0.290% | -0.00098% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9797 | 99.7210 | 0.337% | -0.259% | -0.00087% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.8547 | 99.3460 | 0.336% | -0.509% | -0.00171% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 104.1794 | 102.0944 | 0.336% | +0.038% | +0.00013% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $0.3m | $31.27bn | 101.6538 | 101.6571 | 0.335% | +0.003% | +0.00001% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $20.99bn | $23.58bn | 132.5496 | 121.3821 | 0.329% | -6.775% | -0.02228% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $14.51bn | $29.41bn | 103.9465 | 94.6861 | 0.322% | -7.466% | -0.02402% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $0.5m | $30.04bn | 101.4076 | 101.4506 | 0.321% | +0.042% | +0.00014% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $28.00bn | – | – | $28.00bn | 108.6342 | 102.8719 | 0.320% | -5.304% | -0.01698% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $18.50bn | $24.71bn | 121.5216 | 112.9686 | 0.316% | -7.038% | -0.02224% |
| 912796AY5 | 0.000% | Aug 29, 2013 | $30.00bn | – | – | $30.00bn | 99.9866 | 99.9925 | 0.316% | +0.006% | +0.00002% |
| 912796AX7 | 0.000% | Aug 15, 2013 | $30.00bn | – | – | $30.00bn | 99.9822 | 99.9937 | 0.316% | +0.012% | +0.00004% |
| 912796AZ2 | 0.000% | Sep 5, 2013 | $30.00bn | – | – | $30.00bn | 99.9787 | 99.9919 | 0.316% | +0.013% | +0.00004% |
| 912796BB4 | 0.000% | Sep 12, 2013 | $30.00bn | – | – | $30.00bn | 99.9737 | 99.9856 | 0.316% | +0.012% | +0.00004% |
| 912796BC2 | 0.000% | Sep 26, 2013 | $30.00bn | – | – | $30.00bn | 99.9710 | 99.9869 | 0.316% | +0.016% | +0.00005% |
| 912796BF5 | 0.000% | Oct 10, 2013 | $30.00bn | – | – | $30.00bn | 99.9638 | 99.9780 | 0.316% | +0.014% | +0.00004% |
| 912796BD0 | 0.000% | Oct 3, 2013 | $30.00bn | – | – | $30.00bn | 99.9653 | 99.9826 | 0.316% | +0.017% | +0.00005% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $31.88bn | $26.79bn | 111.5385 | 109.2892 | 0.315% | -2.017% | -0.00634% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $6.79bn | $12.70bn | 233.2621 | 216.9614 | 0.312% | -6.988% | -0.02179% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.93bn | $27.78bn | 106.0659 | 104.7653 | 0.310% | -1.226% | -0.00380% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 110.7769 | 109.8743 | 0.308% | -0.815% | -0.00251% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 106.9725 | 104.5890 | 0.307% | -0.008% | -0.00002% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 103.8912 | 103.9121 | 0.307% | +0.020% | +0.00006% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 109.4772 | 108.7262 | 0.306% | -0.686% | -0.00210% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $18.05bn | $24.44bn | 118.9019 | 110.4313 | 0.306% | -7.124% | -0.02179% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | – | $29.00bn | 100.1906 | 97.4477 | 0.306% | -2.738% | -0.00837% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.37bn | $27.23bn | 105.8488 | 104.4232 | 0.303% | -1.347% | -0.00409% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $0.2m | $27.82bn | 101.9289 | 100.9539 | 0.298% | +0.025% | +0.00007% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $22.88bn | $20.13bn | 139.3591 | 129.8859 | 0.295% | -6.798% | -0.02007% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $7.38bn | $27.62bn | 101.4050 | 99.8286 | 0.295% | -1.555% | -0.00458% |
| 912796AU3 | 0.000% | Aug 1, 2013 | $28.00bn | – | – | $28.00bn | 99.9871 | 99.9948 | 0.295% | +0.008% | +0.00002% |
| 912796AV1 | 0.000% | Aug 8, 2013 | $28.00bn | – | – | $28.00bn | 99.9833 | 99.9962 | 0.295% | +0.013% | +0.00004% |
| 912796BG3 | 0.000% | Oct 24, 2013 | $28.00bn | – | – | $28.00bn | 99.9607 | 99.9757 | 0.295% | +0.015% | +0.00004% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $2.54bn | $26.88bn | 103.3567 | 101.1675 | 0.292% | -2.118% | -0.00619% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 108.1794 | 106.0319 | 0.289% | -0.021% | -0.00006% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $15.39bn | $23.81bn | 114.3501 | 112.7629 | 0.287% | -1.388% | -0.00398% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 128.8580 | 128.6677 | 0.285% | -0.148% | -0.00042% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 101.5147 | 101.5464 | 0.280% | +0.031% | +0.00009% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 109.4609 | 107.2413 | 0.277% | -0.772% | -0.00213% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 106.1305 | 106.1430 | 0.276% | +0.012% | +0.00003% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 112.7322 | 110.2011 | 0.276% | -0.249% | -0.00069% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $3.60bn | $25.41bn | 102.5606 | 99.8734 | 0.274% | -2.620% | -0.00719% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 109.1291 | 108.3996 | 0.273% | -0.668% | -0.00183% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | – | $20.00bn | 127.7337 | 127.8398 | 0.269% | +0.083% | +0.00022% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 101.3200 | 101.3166 | 0.267% | -0.003% | -0.00001% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 154.3955 | 144.4845 | 0.267% | -6.419% | -0.01714% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.01bn | $23.91bn | 105.9401 | 104.5466 | 0.267% | -1.315% | -0.00351% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $3.85bn | $25.15bn | 100.4176 | 97.3832 | 0.266% | -2.524% | -0.00671% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.08bn | $24.46bn | 102.7483 | 100.6747 | 0.265% | -2.018% | -0.00534% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 109.1929 | 108.5245 | 0.264% | -0.612% | -0.00161% |
| 912796AE9 | 0.000% | Nov 14, 2013 | $25.00bn | – | – | $25.00bn | 99.9560 | 99.9675 | 0.263% | +0.012% | +0.00003% |
| 912796AK5 | 0.000% | Dec 12, 2013 | $25.00bn | – | – | $25.00bn | 99.9435 | 99.9621 | 0.263% | +0.019% | +0.00005% |
| 912796AQ2 | 0.000% | Jan 9, 2014 | $25.00bn | – | – | $25.00bn | 99.9365 | 99.9566 | 0.263% | +0.020% | +0.00005% |
| 912796AR0 | 0.000% | Feb 6, 2014 | $25.00bn | – | – | $25.00bn | 99.9217 | 99.9373 | 0.263% | +0.016% | +0.00004% |
| 912796AW9 | 0.000% | Mar 6, 2014 | $25.00bn | – | – | $25.00bn | 99.9053 | 99.9225 | 0.263% | +0.017% | +0.00005% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.13bn | $23.01bn | 108.5333 | 105.9247 | 0.263% | -1.367% | -0.00359% |
| 912796BA6 | 0.000% | Apr 3, 2014 | $25.00bn | – | – | $25.00bn | 99.8967 | 99.9062 | 0.263% | +0.009% | +0.00002% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 111.1190 | 110.0683 | 0.263% | -0.946% | -0.00248% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $23.22bn | $18.78bn | 132.8308 | 121.5696 | 0.263% | -6.831% | -0.01793% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 111.3676 | 110.4763 | 0.262% | -0.800% | -0.00210% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 110.1830 | 109.5730 | 0.262% | -0.554% | -0.00145% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 105.0054 | 104.4973 | 0.259% | -0.484% | -0.00125% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 129.2385 | 128.7892 | 0.258% | -0.348% | -0.00090% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.32bn | $22.63bn | 108.4030 | 107.1507 | 0.258% | -1.155% | -0.00298% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 105.0745 | 103.6393 | 0.257% | -0.533% | -0.00137% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $6.06bn | $10.72bn | 227.5637 | 212.2432 | 0.257% | -6.732% | -0.01729% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 128.3597 | 127.8766 | 0.257% | -0.376% | -0.00097% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $5.03bn | $23.97bn | 101.4606 | 98.7602 | 0.256% | -2.662% | -0.00681% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $4.82bn | $24.19bn | 100.3034 | 97.8311 | 0.255% | -2.465% | -0.00629% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 101.5265 | 101.5567 | 0.255% | +0.030% | +0.00008% |
| 912828JG6 | 3.375% | Jul 31, 2013 | $23.31bn | – | $0.4m | $23.31bn | 101.6828 | 101.6780 | 0.250% | -0.005% | -0.00001% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 111.0045 | 110.4963 | 0.248% | -0.458% | -0.00114% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 110.1929 | 109.1807 | 0.247% | -0.919% | -0.00227% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $7.34bn | $22.56bn | 103.4290 | 101.5217 | 0.246% | -1.844% | -0.00453% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 105.8468 | 105.3622 | 0.245% | -0.458% | -0.00112% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $5.82bn | $23.18bn | 100.4497 | 98.0394 | 0.245% | -2.400% | -0.00588% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $5.91bn | $23.09bn | 100.4078 | 97.6967 | 0.244% | -2.700% | -0.00659% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $6.18bn | $22.82bn | 101.0635 | 98.4473 | 0.243% | -2.589% | -0.00628% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 127.4884 | 122.5660 | 0.241% | -3.861% | -0.00932% |
| 912828JD3 | 3.375% | Jun 30, 2013 | $22.14bn | – | $0.3m | $22.14bn | 101.6594 | 101.6858 | 0.237% | +0.026% | +0.00006% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 110.5085 | 109.4137 | 0.236% | -0.991% | -0.00234% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 131.8255 | 130.0465 | 0.235% | -1.349% | -0.00317% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.46bn | $20.41bn | 109.0856 | 107.9073 | 0.234% | -1.080% | -0.00253% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 110.3046 | 107.8038 | 0.234% | -1.021% | -0.00239% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 129.6756 | 128.7518 | 0.232% | -0.712% | -0.00165% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 129.1000 | 127.8100 | 0.231% | -0.999% | -0.00231% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 112.6511 | 112.1863 | 0.230% | -0.413% | -0.00095% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $6.85bn | $19.06bn | 114.1939 | 106.1379 | 0.229% | -7.055% | -0.01616% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $22.16bn | $16.62bn | 129.9606 | 119.0319 | 0.227% | -6.774% | -0.01540% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 159.6731 | 148.6433 | 0.226% | -6.908% | -0.01560% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $3.92bn | $19.21bn | 111.6070 | 98.1203 | 0.226% | -12.084% | -0.02726% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 116.9149 | 113.8325 | 0.225% | -0.658% | -0.00148% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $307.3m | $13.84bn | 154.4447 | 143.0917 | 0.225% | -7.351% | -0.01654% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $10.88bn | $15.51bn | 132.7761 | 124.4363 | 0.217% | -6.281% | -0.01362% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 143.8040 | 133.3758 | 0.212% | -7.252% | -0.01537% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $8.83bn | $13.82bn | 144.8261 | 139.9896 | 0.211% | -3.340% | -0.00703% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $10.67bn | $14.83bn | 134.5760 | 123.4823 | 0.210% | -6.571% | -0.01381% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $9.04bn | $19.96bn | 99.8738 | 97.5161 | 0.210% | -2.361% | -0.00495% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 110.2426 | 109.6326 | 0.210% | -0.553% | -0.00116% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $26.63bn | $14.81bn | 133.9011 | 124.8113 | 0.209% | -6.788% | -0.01417% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $10.98bn | $16.69bn | 118.4606 | 114.8444 | 0.208% | -1.259% | -0.00262% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.75bn | $13.68bn | 144.2699 | 136.2286 | 0.208% | -5.574% | -0.01158% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 133.1942 | 130.9698 | 0.206% | -1.670% | -0.00343% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $18.00bn | – | – | $18.00bn | 108.3185 | 105.6163 | 0.205% | -2.495% | -0.00512% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 132.6743 | 128.0884 | 0.205% | -3.456% | -0.00708% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.24bn | 110.8879 | 109.3261 | 0.201% | -1.408% | -0.00283% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 115.7600 | 115.0482 | 0.197% | -0.615% | -0.00121% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.27bn | $15.73bn | 118.9529 | 117.6359 | 0.197% | -1.107% | -0.00218% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.16bn | $17.78bn | 103.6783 | 101.6162 | 0.194% | -1.989% | -0.00386% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 110.2946 | 108.1204 | 0.190% | -0.498% | -0.00094% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $10.23bn | $11.78bn | 152.1069 | 141.9412 | 0.189% | -4.670% | -0.00881% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $12.85bn | $17.03bn | 104.2840 | 102.4185 | 0.187% | -1.789% | -0.00334% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $12.61bn | $11.38bn | 155.4820 | 139.4767 | 0.186% | -10.294% | -0.01917% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 128.2139 | 125.2328 | 0.186% | -2.325% | -0.00432% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.58bn | $16.00bn | 110.1214 | 108.5169 | 0.185% | -1.457% | -0.00270% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 116.6457 | 115.6611 | 0.185% | -0.844% | -0.00156% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 125.2225 | 121.7974 | 0.185% | -2.735% | -0.00505% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 116.8643 | 113.7646 | 0.183% | -0.460% | -0.00084% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 133.8483 | 131.1236 | 0.182% | -2.036% | -0.00370% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.82bn | $15.49bn | 111.0873 | 109.3777 | 0.181% | -1.539% | -0.00279% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $0.2m | $15.28bn | 111.9562 | 111.8495 | 0.180% | -0.095% | -0.00017% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 106.2012 | 105.7591 | 0.180% | -0.416% | -0.00075% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 131.3813 | 127.3182 | 0.180% | -3.093% | -0.00555% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 118.0475 | 116.1309 | 0.176% | -1.624% | -0.00286% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 105.5143 | 105.0798 | 0.175% | -0.412% | -0.00072% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.77bn | $15.16bn | 109.3564 | 107.5416 | 0.175% | -1.659% | -0.00290% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 124.2196 | 120.0618 | 0.173% | -0.429% | -0.00074% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $13.91bn | $15.39bn | 100.8655 | 98.5504 | 0.163% | -2.295% | -0.00375% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $15.86bn | $14.46bn | 103.8554 | 101.1363 | 0.158% | -1.956% | -0.00309% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $14.27bn | $14.73bn | 101.8760 | 99.0092 | 0.158% | -2.262% | -0.00357% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.42bn | $12.65bn | 117.7876 | 114.0438 | 0.157% | -1.534% | -0.00241% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 101.7221 | 99.2405 | 0.155% | -2.440% | -0.00378% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.33bn | $13.26bn | 110.6508 | 108.9912 | 0.154% | -1.500% | -0.00232% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.22bn | $12.36bn | 118.1385 | 114.7323 | 0.154% | -0.979% | -0.00150% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 157.5031 | 149.1943 | 0.153% | -2.736% | -0.00417% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 106.8821 | 106.3363 | 0.150% | -0.511% | -0.00077% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $16.72bn | $13.38bn | 105.3485 | 103.3492 | 0.148% | -1.898% | -0.00282% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.19bn | $8.85bn | 157.9770 | 146.6039 | 0.147% | -5.221% | -0.00769% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $18.92bn | $12.52bn | 109.5230 | 106.5820 | 0.144% | -1.601% | -0.00231% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $18.48bn | $12.35bn | 109.6946 | 107.9925 | 0.143% | -1.552% | -0.00221% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 107.0360 | 106.5839 | 0.142% | -0.422% | -0.00060% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.80bn | $8.37bn | 156.6275 | 140.9463 | 0.138% | -10.012% | -0.01382% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 128.3349 | 123.7622 | 0.138% | -0.641% | -0.00088% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.07bn | $12.62bn | 103.9083 | 101.6685 | 0.138% | -2.156% | -0.00298% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 122.0496 | 121.9189 | 0.135% | -0.107% | -0.00014% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.30bn | $8.53bn | 146.4306 | 140.2588 | 0.132% | -4.215% | -0.00554% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.56bn | $8.38bn | 141.4532 | 131.5836 | 0.125% | -5.122% | -0.00639% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $19.23bn | $10.63bn | 108.4969 | 106.6708 | 0.121% | -1.683% | -0.00204% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $13.76bn | $8.77bn | 130.9689 | 122.2740 | 0.121% | -6.639% | -0.00802% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 137.1304 | 131.5768 | 0.120% | -0.859% | -0.00103% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.44bn | $7.91bn | 140.3377 | 133.0350 | 0.117% | -5.204% | -0.00608% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.10bn | $10.68bn | 102.2221 | 99.9905 | 0.115% | -2.183% | -0.00251% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.58bn | $7.19bn | 143.2645 | 136.0471 | 0.108% | -5.038% | -0.00547% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 214.5791 | 197.0022 | 0.104% | -8.191% | -0.00850% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 143.6816 | 132.1019 | 0.097% | -6.319% | -0.00614% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $12.76bn | $6.18bn | 146.1521 | 143.2990 | 0.095% | -1.952% | -0.00186% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $9.96bn | $5.81bn | 152.1324 | 147.3132 | 0.093% | -3.168% | -0.00295% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $4.22bn | $5.37bn | 162.8037 | 153.1372 | 0.092% | -3.634% | -0.00335% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $4.56bn | $5.57bn | 151.7833 | 147.2255 | 0.089% | -3.003% | -0.00267% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.43bn | $5.41bn | 155.3424 | 145.3668 | 0.088% | -4.329% | -0.00383% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.46bn | $5.62bn | 147.7762 | 145.2415 | 0.087% | -1.715% | -0.00150% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $9.00bn | – | $1.25bn | $7.75bn | 105.6559 | 92.4419 | 0.086% | -12.507% | -0.01078% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $10.74bn | $5.85bn | 137.6716 | 128.8546 | 0.085% | -6.404% | -0.00543% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 155.6878 | 152.0792 | 0.084% | -2.318% | -0.00194% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $6.17bn | $5.02bn | 155.7369 | 149.6136 | 0.082% | -3.932% | -0.00323% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.21bn | $4.97bn | 153.4252 | 145.5148 | 0.080% | -5.156% | -0.00414% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $4.99bn | $4.51bn | 162.9860 | 156.8999 | 0.077% | -3.734% | -0.00289% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.44bn | $4.75bn | 153.4770 | 146.3394 | 0.077% | -4.651% | -0.00357% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $5.13bn | $4.39bn | 155.7476 | 148.8828 | 0.072% | -4.408% | -0.00317% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 128.8681 | 123.5411 | 0.071% | -0.302% | -0.00022% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.13bn | $4.83bn | 137.3387 | 135.9915 | 0.070% | -0.981% | -0.00069% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.85bn | $3.97bn | 156.3360 | 149.6701 | 0.065% | -4.264% | -0.00279% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.74bn | $3.68bn | 157.9864 | 149.4249 | 0.061% | -3.006% | -0.00184% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.68bn | $3.49bn | 149.1207 | 142.2772 | 0.055% | -1.572% | -0.00086% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 125.9201 | 125.7636 | 0.050% | -0.124% | -0.00006% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 156.5608 | 148.4820 | 0.050% | -2.565% | -0.00127% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.52bn | $3.19bn | 146.3033 | 139.7836 | 0.049% | -1.338% | -0.00066% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 151.4753 | 147.5994 | 0.048% | -2.559% | -0.00123% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 155.5896 | 151.4240 | 0.047% | -2.677% | -0.00125% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 151.2611 | 148.0047 | 0.045% | -2.153% | -0.00097% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 126.8227 | 126.3222 | 0.040% | -0.395% | -0.00016% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 156.5054 | 148.7018 | 0.037% | -2.191% | -0.00082% |
| Total | $8.84tn | 100.000% | -1.52594% | ||||||||
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.