Rebalance of July 31, 2013
US Treasury Aggregate constituents
Every one of the 333 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
- 333
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.220569%
- Market value
- $9.17tn
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 -0.220569% against a published month return of -0.220569%, a difference of 1.0e-7 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9127957E5 | 0.000% | Aug 22, 2013 | $85.00bn | – | – | $85.00bn | 99.9939 | 99.9988 | 0.926% | +0.005% | +0.00005% |
| 9127957K1 | 0.000% | Sep 19, 2013 | $85.00bn | – | – | $85.00bn | 99.9908 | 99.9958 | 0.926% | +0.005% | +0.00005% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $9.47bn | $57.94bn | 104.4603 | 103.8064 | 0.660% | -0.626% | -0.00413% |
| 912796AY5 | 0.000% | Aug 29, 2013 | $60.00bn | – | – | $60.00bn | 99.9948 | 99.9976 | 0.654% | +0.003% | +0.00002% |
| 912796AZ2 | 0.000% | Sep 5, 2013 | $60.00bn | – | – | $60.00bn | 99.9923 | 99.9970 | 0.654% | +0.005% | +0.00003% |
| 912796BB4 | 0.000% | Sep 12, 2013 | $60.00bn | – | – | $60.00bn | 99.9937 | 99.9964 | 0.654% | +0.003% | +0.00002% |
| 912796BC2 | 0.000% | Sep 26, 2013 | $60.00bn | – | – | $60.00bn | 99.9875 | 99.9952 | 0.654% | +0.008% | +0.00005% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $5.02bn | $60.98bn | 96.8764 | 95.5477 | 0.644% | -1.372% | -0.00883% |
| 912796AX7 | 0.000% | Aug 15, 2013 | $59.00bn | – | – | $59.00bn | 99.9960 | 99.9996 | 0.643% | +0.004% | +0.00002% |
| 912796AU3 | 0.000% | Aug 1, 2013 | $57.00bn | – | – | $57.00bn | 99.9981 | 100.0000 | 0.621% | +0.002% | +0.00001% |
| 912796AV1 | 0.000% | Aug 8, 2013 | $57.00bn | – | – | $57.00bn | 99.9966 | 99.9996 | 0.621% | +0.003% | +0.00002% |
| 912795Z87 | 0.000% | Oct 17, 2013 | $55.00bn | – | – | $55.00bn | 99.9815 | 99.9935 | 0.599% | +0.012% | +0.00007% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.19bn | $46.39bn | 112.4244 | 111.6411 | 0.569% | -0.697% | -0.00396% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $11.76bn | $54.24bn | 93.4263 | 92.2194 | 0.552% | -1.292% | -0.00714% |
| 912796AK5 | 0.000% | Dec 12, 2013 | $50.00bn | – | – | $50.00bn | 99.9675 | 99.9814 | 0.545% | +0.014% | +0.00008% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 112.8306 | 112.2036 | 0.539% | -0.556% | -0.00300% |
| 912796AE9 | 0.000% | Nov 14, 2013 | $49.00bn | – | – | $49.00bn | 99.9768 | 99.9882 | 0.534% | +0.011% | +0.00006% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 104.8680 | 105.6745 | 0.503% | +0.769% | +0.00387% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 104.4409 | 104.5277 | 0.494% | +0.083% | +0.00041% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 104.2313 | 104.3376 | 0.489% | +0.102% | +0.00050% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 103.5384 | 103.6658 | 0.488% | +0.123% | +0.00060% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 102.8362 | 102.8912 | 0.485% | +0.053% | +0.00026% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 104.0323 | 103.0061 | 0.484% | +0.095% | +0.00046% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 104.3587 | 104.4755 | 0.483% | +0.112% | +0.00054% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $23.03bn | $43.71bn | 100.2983 | 99.3241 | 0.478% | -0.971% | -0.00464% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 103.2439 | 103.3502 | 0.473% | +0.103% | +0.00049% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $21.09bn | $44.91bn | 94.3292 | 93.1559 | 0.462% | -1.244% | -0.00574% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 103.5550 | 103.6412 | 0.461% | +0.083% | +0.00038% |
| 912828VB3 | 1.750% | May 15, 2023 | $45.00bn | – | – | $45.00bn | 93.7860 | 92.4022 | 0.460% | -1.476% | -0.00679% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 103.2845 | 103.3607 | 0.458% | +0.074% | +0.00034% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $27.60bn | $42.50bn | 98.4117 | 97.3614 | 0.456% | -1.067% | -0.00487% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.7m | $40.17bn | 103.2938 | 103.3689 | 0.452% | +0.073% | +0.00033% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $40.0m | $39.94bn | 103.6887 | 102.4446 | 0.451% | +0.066% | +0.00030% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 107.9090 | 108.5741 | 0.447% | +0.616% | +0.00275% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 110.3998 | 109.8716 | 0.439% | -0.478% | -0.00210% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 103.0051 | 103.1318 | 0.439% | +0.123% | +0.00054% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 98.5523 | 99.0550 | 0.437% | +0.574% | +0.00251% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 97.4300 | 97.4565 | 0.435% | +0.092% | +0.00040% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 103.5425 | 102.7860 | 0.431% | +0.114% | +0.00049% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $30.45bn | $37.40bn | 105.4237 | 104.7735 | 0.430% | -0.617% | -0.00265% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 102.4134 | 102.5095 | 0.425% | +0.094% | +0.00040% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 100.3569 | 100.9646 | 0.424% | +0.670% | +0.00284% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 103.9745 | 104.1848 | 0.417% | +0.202% | +0.00084% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.1414 | 100.2669 | 0.413% | +0.125% | +0.00052% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 102.1990 | 102.3668 | 0.411% | +0.164% | +0.00067% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $1.95bn | $40.05bn | 94.0490 | 90.9729 | 0.411% | -3.271% | -0.01343% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 106.4348 | 106.9052 | 0.406% | +0.745% | +0.00302% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 102.2102 | 102.3892 | 0.405% | +0.175% | +0.00071% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $36.1m | $36.17bn | 102.0656 | 102.1311 | 0.402% | +0.064% | +0.00026% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 102.1267 | 102.2951 | 0.402% | +0.165% | +0.00066% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $0.8m | $36.21bn | 101.7221 | 101.7863 | 0.402% | +0.063% | +0.00025% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 107.4715 | 107.5953 | 0.401% | +0.115% | +0.00046% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.0837 | 100.1048 | 0.399% | +0.021% | +0.00008% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 102.0231 | 102.2221 | 0.397% | +0.195% | +0.00077% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 113.8926 | 114.0972 | 0.397% | +0.705% | +0.00280% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.96bn | $33.45bn | 108.8366 | 108.4749 | 0.397% | -0.332% | -0.00132% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.0734 | 100.0944 | 0.396% | +0.021% | +0.00008% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 101.6274 | 101.6819 | 0.394% | +0.054% | +0.00021% |
| 912828NU0 | 0.750% | Aug 15, 2013 | $36.04bn | – | $0.0m | $36.04bn | 100.3755 | 100.3771 | 0.394% | +0.002% | +0.00001% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 100.0003 | 100.0421 | 0.394% | +0.042% | +0.00016% |
| 912828RK8 | 0.125% | Sep 30, 2013 | $36.09bn | – | $0.7m | $36.09bn | 100.0314 | 100.0420 | 0.394% | +0.011% | +0.00004% |
| 912828RD4 | 0.125% | Aug 31, 2013 | $36.07bn | – | $0.5m | $36.07bn | 100.0418 | 100.0523 | 0.393% | +0.011% | +0.00004% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.9694 | 102.4728 | 0.393% | +0.246% | +0.00097% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.1046 | 100.1569 | 0.392% | +0.052% | +0.00020% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 100.0314 | 100.1153 | 0.391% | +0.084% | +0.00033% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.1566 | 100.1778 | 0.391% | +0.021% | +0.00008% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.1668 | 100.0944 | 0.389% | +0.053% | +0.00020% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.1461 | 100.1984 | 0.387% | +0.052% | +0.00020% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 107.5581 | 107.6556 | 0.387% | +0.091% | +0.00035% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $38.26bn | $35.95bn | 98.4701 | 97.3602 | 0.386% | -1.127% | -0.00435% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.0530 | 101.3247 | 0.386% | +0.269% | +0.00104% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.0319 | 100.1155 | 0.386% | +0.084% | +0.00032% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 104.5843 | 103.7554 | 0.385% | +0.164% | +0.00063% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.8764 | 101.1798 | 0.385% | +0.301% | +0.00116% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.6997 | 101.0027 | 0.384% | +0.301% | +0.00116% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 111.0095 | 110.3356 | 0.382% | -0.607% | -0.00232% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $32.26bn | $36.72bn | 95.4735 | 94.3397 | 0.382% | -1.188% | -0.00454% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1148 | 100.1984 | 0.382% | +0.083% | +0.00032% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.1054 | 100.3670 | 0.382% | +0.261% | +0.00100% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 100.0941 | 100.1778 | 0.382% | +0.084% | +0.00032% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.0837 | 100.1361 | 0.382% | +0.052% | +0.00020% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0734 | 100.1569 | 0.382% | +0.083% | +0.00032% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0730 | 100.0319 | 0.382% | +0.084% | +0.00032% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.0524 | 100.1048 | 0.382% | +0.052% | +0.00020% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 99.9898 | 100.0734 | 0.381% | +0.084% | +0.00032% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 99.9584 | 99.9691 | 0.381% | +0.073% | +0.00028% |
| 912828UT5 | 0.250% | Mar 31, 2015 | $35.00bn | – | – | $35.00bn | 99.9378 | 100.0528 | 0.381% | +0.115% | +0.00044% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 99.9086 | 100.1698 | 0.381% | +0.261% | +0.00100% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 99.8337 | 99.9486 | 0.381% | +0.115% | +0.00044% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 99.8128 | 99.8859 | 0.381% | +0.073% | +0.00028% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 99.6461 | 99.7503 | 0.380% | +0.105% | +0.00040% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.2354 | 100.2982 | 0.376% | +0.063% | +0.00024% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 109.7529 | 109.8356 | 0.376% | +0.075% | +0.00028% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.1775 | 99.9711 | 0.376% | +0.231% | +0.00087% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.0m | $35.00bn | 98.3034 | 98.2319 | 0.375% | -0.073% | -0.00027% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $2.0m | $35.00bn | 98.0839 | 98.1990 | 0.374% | +0.117% | +0.00044% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.0841 | 100.0428 | 0.374% | +0.084% | +0.00031% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 99.6162 | 99.7836 | 0.374% | +0.168% | +0.00063% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.2038 | 100.2979 | 0.374% | +0.094% | +0.00035% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.0476 | 100.1419 | 0.374% | +0.094% | +0.00035% |
| 912828BH2 | 4.250% | Aug 15, 2013 | $33.52bn | – | $0.2m | $33.52bn | 102.1279 | 102.1169 | 0.373% | -0.011% | -0.00004% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $18.0m | $34.98bn | 97.4592 | 97.5121 | 0.372% | +0.054% | +0.00020% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 98.4279 | 98.5746 | 0.371% | +0.149% | +0.00055% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $34.41bn | $31.59bn | 107.6804 | 106.7874 | 0.371% | -0.829% | -0.00308% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $294.2m | $33.42bn | 101.7829 | 101.8159 | 0.371% | +0.032% | +0.00012% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 99.8444 | 99.9592 | 0.370% | +0.115% | +0.00043% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $0.2m | $33.58bn | 101.1067 | 101.1814 | 0.370% | +0.074% | +0.00027% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.0112 | 100.2099 | 0.368% | +0.199% | +0.00073% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $3.22bn | $38.78bn | 86.9081 | 84.0186 | 0.367% | -3.325% | -0.01221% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $27.45bn | $29.91bn | 112.1977 | 111.9511 | 0.366% | -0.220% | -0.00080% |
| 912828NY2 | 0.750% | Sep 15, 2013 | $33.36bn | – | $0.0m | $33.36bn | 100.3451 | 100.3770 | 0.365% | +0.032% | +0.00012% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $976.0m | $34.02bn | 98.1889 | 98.2833 | 0.364% | +0.096% | +0.00035% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $3.38bn | $38.62bn | 86.1325 | 83.2079 | 0.363% | -3.395% | -0.01231% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0109 | 100.0946 | 0.362% | +0.084% | +0.00030% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.5003 | 100.5744 | 0.361% | +0.074% | +0.00027% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $0.2m | $32.73bn | 101.1571 | 101.2017 | 0.361% | +0.044% | +0.00016% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.3791 | 102.6304 | 0.360% | +0.246% | +0.00088% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.3139 | 100.4923 | 0.360% | +0.178% | +0.00064% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $0.3m | $32.70bn | 100.9301 | 100.4837 | 0.360% | +0.053% | +0.00019% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.52bn | $29.23bn | 112.6744 | 112.2036 | 0.359% | -0.418% | -0.00150% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $0.1m | $32.86bn | 100.1889 | 100.2310 | 0.359% | +0.042% | +0.00015% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.04bn | $33.32bn | 98.7208 | 98.8465 | 0.359% | +0.127% | +0.00046% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $0.5m | $32.47bn | 100.3140 | 100.3151 | 0.355% | +0.001% | +0.00000% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 116.1018 | 116.2550 | 0.353% | +0.706% | +0.00249% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.1481 | 101.1596 | 0.353% | +0.011% | +0.00004% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.2302 | 100.2413 | 0.353% | +0.011% | +0.00004% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $1.58bn | $33.42bn | 96.6678 | 96.6579 | 0.352% | -0.010% | -0.00004% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 100.8152 | 100.8995 | 0.352% | +0.084% | +0.00029% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.7258 | 100.4664 | 0.351% | +0.053% | +0.00019% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.5640 | 100.6276 | 0.351% | +0.063% | +0.00022% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.4802 | 100.5225 | 0.350% | +0.042% | +0.00015% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1046 | 100.1882 | 0.349% | +0.083% | +0.00029% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8341 | 99.8553 | 0.348% | +0.146% | +0.00051% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7979 | 99.9545 | 0.348% | +0.157% | +0.00055% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 99.7667 | 99.7673 | 0.348% | +0.189% | +0.00066% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7502 | 99.8966 | 0.348% | +0.147% | +0.00051% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 99.6721 | 99.8292 | 0.348% | +0.158% | +0.00055% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 99.6671 | 99.8132 | 0.348% | +0.147% | +0.00051% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 99.5844 | 99.7517 | 0.347% | +0.168% | +0.00058% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 99.5838 | 99.7300 | 0.347% | +0.147% | +0.00051% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 99.5476 | 99.7354 | 0.347% | +0.189% | +0.00066% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 99.3859 | 99.5634 | 0.347% | +0.179% | +0.00062% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $0.3m | $31.27bn | 101.6675 | 100.8485 | 0.347% | +0.055% | +0.00019% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.0526 | 99.2613 | 0.346% | +0.211% | +0.00073% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.57bn | $21.43bn | 147.8039 | 146.6556 | 0.345% | +0.215% | +0.00074% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 98.9382 | 99.1467 | 0.345% | +0.211% | +0.00073% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $2.65bn | $32.35bn | 97.7833 | 97.8152 | 0.345% | +0.033% | +0.00011% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $10.87bn | $33.75bn | 93.7116 | 90.7249 | 0.345% | -3.187% | -0.01099% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $2.89bn | $32.11bn | 97.7194 | 97.7514 | 0.342% | +0.033% | +0.00011% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 102.0740 | 102.1196 | 0.341% | +0.045% | +0.00015% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $3.38bn | $31.62bn | 97.8446 | 97.9600 | 0.337% | +0.118% | +0.00040% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.00bn | $31.00bn | 97.7711 | 97.6264 | 0.330% | +0.108% | +0.00036% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $0.5m | $30.04bn | 100.6916 | 100.7242 | 0.330% | +0.032% | +0.00011% |
| 912796BD0 | 0.000% | Oct 3, 2013 | $30.00bn | – | – | $30.00bn | 99.9892 | 99.9947 | 0.327% | +0.005% | +0.00002% |
| 912796BF5 | 0.000% | Oct 10, 2013 | $30.00bn | – | – | $30.00bn | 99.9827 | 99.9941 | 0.327% | +0.011% | +0.00004% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $15.43bn | $31.78bn | 94.3615 | 91.3791 | 0.327% | -3.161% | -0.01033% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $4.57bn | $30.43bn | 97.4385 | 97.4708 | 0.323% | +0.033% | +0.00011% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 103.9090 | 103.9391 | 0.318% | +0.029% | +0.00009% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 109.1473 | 107.7272 | 0.314% | +0.131% | +0.00041% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $1.93bn | $27.78bn | 103.5954 | 103.7534 | 0.314% | +0.152% | +0.00048% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 108.0577 | 108.3210 | 0.313% | +0.244% | +0.00076% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $21.61bn | $23.29bn | 123.0501 | 119.5711 | 0.312% | -2.827% | -0.00883% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $32.03bn | $26.64bn | 107.4081 | 107.1124 | 0.312% | -0.275% | -0.00086% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $19.08bn | $24.39bn | 117.3088 | 113.8961 | 0.312% | -2.909% | -0.00907% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 104.5754 | 104.6318 | 0.311% | +0.054% | +0.00017% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $18.34bn | $24.57bn | 115.0115 | 111.5883 | 0.308% | -2.976% | -0.00917% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $0.2m | $27.82bn | 100.9506 | 100.9638 | 0.306% | +0.013% | +0.00004% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $2.37bn | $27.23bn | 103.1284 | 103.2551 | 0.306% | +0.123% | +0.00038% |
| 912796BG3 | 0.000% | Oct 24, 2013 | $28.00bn | – | – | $28.00bn | 99.9836 | 99.9929 | 0.305% | +0.009% | +0.00003% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 128.6982 | 127.8412 | 0.295% | +0.313% | +0.00092% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 106.0428 | 106.1196 | 0.293% | +0.072% | +0.00021% |
| 912828JM3 | 3.125% | Sep 30, 2013 | $26.22bn | – | $0.8m | $26.22bn | 101.5355 | 101.5502 | 0.290% | +0.014% | +0.00004% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $15.39bn | $23.81bn | 111.2837 | 111.3334 | 0.289% | +0.045% | +0.00013% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 106.1279 | 106.2106 | 0.286% | +0.078% | +0.00022% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $8.60bn | $26.40bn | 98.5212 | 98.0961 | 0.283% | +0.013% | +0.00004% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 107.8791 | 108.0707 | 0.280% | +0.178% | +0.00050% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $19.72bn | $23.49bn | 109.0496 | 105.8501 | 0.279% | -2.934% | -0.00819% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 106.5454 | 106.8096 | 0.279% | +0.248% | +0.00069% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 110.0435 | 110.2038 | 0.279% | +0.146% | +0.00041% |
| 912810RB6 | 2.875% | May 15, 2043 | $29.00bn | – | $129.0m | $28.87bn | 88.4297 | 85.4219 | 0.278% | -3.401% | -0.00947% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $18.60bn | $23.89bn | 106.5026 | 103.2612 | 0.277% | -3.043% | -0.00844% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $2.30bn | $26.70bn | 95.2208 | 94.4718 | 0.277% | -0.787% | -0.00218% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 101.3383 | 101.3512 | 0.277% | +0.013% | +0.00004% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $2.81bn | $26.19bn | 96.5540 | 95.8267 | 0.276% | -0.753% | -0.00208% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $4.05bn | $25.37bn | 99.2721 | 99.0129 | 0.274% | -0.261% | -0.00072% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $16.31bn | $27.61bn | 91.1019 | 88.1359 | 0.274% | -3.256% | -0.00893% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $7.21bn | $12.28bn | 203.8216 | 203.0114 | 0.273% | -0.398% | -0.00108% |
| 912796BL2 | 0.000% | Nov 21, 2013 | $25.00bn | – | – | $25.00bn | 99.9716 | 99.9874 | 0.272% | +0.016% | +0.00004% |
| 912796BN8 | 0.000% | Dec 5, 2013 | $25.00bn | – | – | $25.00bn | 99.9689 | 99.9859 | 0.272% | +0.017% | +0.00005% |
| 912796BM0 | 0.000% | Nov 29, 2013 | $25.00bn | – | – | $25.00bn | 99.9701 | 99.9866 | 0.272% | +0.017% | +0.00004% |
| 912796AQ2 | 0.000% | Jan 9, 2014 | $25.00bn | – | – | $25.00bn | 99.9729 | 99.9685 | 0.272% | -0.004% | -0.00001% |
| 912796BQ1 | 0.000% | Dec 19, 2013 | $25.00bn | – | – | $25.00bn | 99.9565 | 99.9765 | 0.272% | +0.020% | +0.00005% |
| 912796BR9 | 0.000% | Dec 26, 2013 | $25.00bn | – | – | $25.00bn | 99.9497 | 99.9712 | 0.272% | +0.022% | +0.00006% |
| 912796AR0 | 0.000% | Feb 6, 2014 | $25.00bn | – | – | $25.00bn | 99.9504 | 99.9631 | 0.272% | +0.013% | +0.00003% |
| 912796AW9 | 0.000% | Mar 6, 2014 | $25.00bn | – | – | $25.00bn | 99.9233 | 99.9516 | 0.272% | +0.028% | +0.00008% |
| 912796BA6 | 0.000% | Apr 3, 2014 | $25.00bn | – | – | $25.00bn | 99.9225 | 99.9385 | 0.272% | +0.016% | +0.00004% |
| 912796BJ7 | 0.000% | May 29, 2014 | $25.00bn | – | – | $25.00bn | 99.8883 | 99.9245 | 0.272% | +0.036% | +0.00010% |
| 912796BP3 | 0.000% | Jun 26, 2014 | $25.00bn | – | – | $25.00bn | 99.8487 | 99.9083 | 0.272% | +0.060% | +0.00016% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 108.0340 | 108.2554 | 0.270% | +0.205% | +0.00055% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 109.0432 | 107.6963 | 0.268% | +0.255% | +0.00068% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 109.1919 | 109.3422 | 0.267% | +0.138% | +0.00037% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 128.4696 | 127.6337 | 0.266% | +0.310% | +0.00083% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.30bn | $23.62bn | 103.3463 | 103.5051 | 0.266% | +0.154% | +0.00041% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 104.1495 | 104.3804 | 0.266% | +0.222% | +0.00059% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $23.62bn | $19.39bn | 125.5033 | 121.9100 | 0.265% | -2.863% | -0.00759% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $4.14bn | $24.86bn | 97.7298 | 96.3787 | 0.265% | -0.679% | -0.00180% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 127.4108 | 127.0053 | 0.264% | +0.459% | +0.00121% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 108.1651 | 108.3764 | 0.264% | +0.195% | +0.00052% |
| 912828JK7 | 3.125% | Aug 31, 2013 | $23.83bn | – | $0.8m | $23.83bn | 101.5445 | 101.5577 | 0.264% | +0.013% | +0.00003% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $24.02bn | $20.55bn | 117.3088 | 113.9273 | 0.263% | -2.883% | -0.00757% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.13bn | $23.01bn | 104.6281 | 104.6624 | 0.262% | +0.033% | +0.00009% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 103.2420 | 103.5152 | 0.262% | +0.265% | +0.00069% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.32bn | $22.63bn | 106.0532 | 105.0065 | 0.262% | +0.133% | +0.00035% |
| 912796BH1 | 0.000% | Oct 31, 2013 | $24.00bn | – | – | $24.00bn | 99.9826 | 99.9898 | 0.262% | +0.007% | +0.00002% |
| 912796BK4 | 0.000% | Nov 7, 2013 | $24.00bn | – | – | $24.00bn | 99.9780 | 99.9890 | 0.262% | +0.011% | +0.00003% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $3.93bn | $25.07bn | 95.2722 | 94.7319 | 0.260% | -0.567% | -0.00148% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.67bn | $23.87bn | 98.8339 | 97.9409 | 0.257% | -0.271% | -0.00070% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 109.9942 | 110.5043 | 0.255% | +0.464% | +0.00118% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 105.0656 | 105.2874 | 0.252% | +0.211% | +0.00053% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 108.4090 | 108.5992 | 0.252% | +0.175% | +0.00044% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $4.93bn | $24.07bn | 95.8139 | 95.3048 | 0.251% | -0.531% | -0.00134% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $5.21bn | $23.79bn | 96.6053 | 95.8981 | 0.251% | -0.732% | -0.00183% |
| 912796BE8 | 0.000% | May 1, 2014 | $23.00bn | – | – | $23.00bn | 99.9062 | 99.9315 | 0.250% | +0.025% | +0.00006% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 135.7388 | 134.4558 | 0.243% | -0.081% | -0.00020% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $7.85bn | $22.06bn | 99.8144 | 99.7121 | 0.240% | -0.102% | -0.00025% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 108.4327 | 108.6335 | 0.240% | +0.185% | +0.00044% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $6.21bn | $22.79bn | 95.7531 | 95.1603 | 0.238% | -0.619% | -0.00147% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 127.9410 | 127.4985 | 0.237% | +0.531% | +0.00126% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 128.4159 | 127.9160 | 0.237% | +0.732% | +0.00174% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 111.9406 | 112.1385 | 0.236% | +0.177% | +0.00042% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 106.8267 | 106.9658 | 0.235% | +0.130% | +0.00031% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.46bn | $20.40bn | 105.6005 | 105.7486 | 0.235% | +0.140% | +0.00033% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 126.6957 | 126.3136 | 0.235% | +0.624% | +0.00146% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $23.95bn | $18.05bn | 117.3088 | 113.8648 | 0.231% | -2.936% | -0.00678% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 117.5209 | 117.6202 | 0.231% | +0.714% | +0.00165% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $7.40bn | $21.60bn | 96.0217 | 95.6060 | 0.226% | -0.433% | -0.00098% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 113.2157 | 113.4178 | 0.226% | +0.179% | +0.00040% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $6.45bn | $10.33bn | 199.6310 | 199.0785 | 0.225% | -0.277% | -0.00062% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $8.28bn | $20.72bn | 95.5015 | 94.7843 | 0.216% | -0.751% | -0.00162% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 107.6026 | 107.8451 | 0.212% | +0.225% | +0.00048% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $10.99bn | $16.68bn | 113.6053 | 113.6821 | 0.207% | +0.068% | +0.00014% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 128.8565 | 128.4885 | 0.206% | +0.778% | +0.00160% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 139.2702 | 137.7653 | 0.204% | -0.097% | -0.00020% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 114.6127 | 114.8427 | 0.202% | +0.201% | +0.00041% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $335.3m | $13.82bn | 134.0243 | 132.0860 | 0.202% | -0.435% | -0.00088% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $18.00bn | – | $81.0m | $17.92bn | 103.0086 | 103.5805 | 0.201% | +0.555% | +0.00112% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.21bn | $17.24bn | 106.6012 | 106.6141 | 0.200% | +0.012% | +0.00002% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.14bn | $15.25bn | 120.3469 | 117.2010 | 0.200% | -2.614% | -0.00523% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.27bn | $15.73bn | 116.5033 | 116.6288 | 0.200% | +0.108% | +0.00022% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $9.98bn | $19.02bn | 95.5212 | 94.6899 | 0.198% | -0.412% | -0.00082% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $9.36bn | $13.29bn | 136.3793 | 134.7583 | 0.198% | -1.189% | -0.00235% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 123.3915 | 123.2734 | 0.197% | +0.732% | +0.00144% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.82bn | $13.61bn | 131.9881 | 129.0734 | 0.196% | -2.208% | -0.00432% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $26.63bn | $14.81bn | 120.7219 | 117.3260 | 0.195% | -2.813% | -0.00548% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 107.7753 | 107.9880 | 0.192% | +0.197% | +0.00038% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 124.5168 | 123.2014 | 0.190% | -0.276% | -0.00052% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $3.92bn | $19.21bn | 90.0450 | 87.7585 | 0.189% | -2.539% | -0.00479% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 114.8938 | 115.1024 | 0.188% | +0.182% | +0.00034% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.59bn | $17.35bn | 99.0975 | 98.8696 | 0.187% | -0.230% | -0.00043% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.58bn | $16.00bn | 107.1575 | 105.8509 | 0.187% | +0.006% | +0.00001% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $0.2m | $15.28bn | 111.5714 | 111.9897 | 0.186% | +0.375% | +0.00070% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 105.4407 | 105.6732 | 0.185% | +0.220% | +0.00041% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 113.4046 | 113.6488 | 0.184% | +0.215% | +0.00040% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 122.0943 | 122.1523 | 0.183% | +0.787% | +0.00144% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.82bn | $15.48bn | 107.9102 | 107.9037 | 0.182% | -0.006% | -0.00001% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 128.3492 | 127.8798 | 0.181% | +0.782% | +0.00141% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 118.2220 | 118.4235 | 0.180% | +0.798% | +0.00144% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 104.8040 | 105.0455 | 0.180% | +0.230% | +0.00041% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $13.52bn | $16.36bn | 100.7201 | 100.6590 | 0.180% | -0.061% | -0.00011% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 114.3465 | 114.3141 | 0.177% | -0.028% | -0.00005% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $10.09bn | $15.82bn | 102.5024 | 99.4896 | 0.177% | -2.939% | -0.00520% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 123.2436 | 122.9466 | 0.174% | +0.694% | +0.00121% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 119.7385 | 119.9742 | 0.172% | +0.197% | +0.00034% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $14.91bn | $15.02bn | 104.7565 | 104.6440 | 0.172% | -0.107% | -0.00018% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $10.59bn | $11.42bn | 137.7510 | 135.2670 | 0.172% | -1.803% | -0.00309% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $12.75bn | $12.75bn | 119.4185 | 116.0788 | 0.166% | -2.797% | -0.00464% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $25.75bn | $13.03bn | 115.0428 | 111.7446 | 0.163% | -2.867% | -0.00468% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.33bn | $13.26bn | 107.5442 | 107.5883 | 0.155% | +0.041% | +0.00006% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.42bn | $12.65bn | 112.4637 | 112.4463 | 0.155% | -0.015% | -0.00002% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $13.03bn | $10.95bn | 129.1300 | 126.3955 | 0.154% | -2.118% | -0.00326% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 106.0048 | 106.2571 | 0.154% | +0.238% | +0.00037% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $14.61bn | $14.68bn | 96.0652 | 95.6807 | 0.154% | -0.400% | -0.00062% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 113.7935 | 113.9226 | 0.153% | +0.113% | +0.00017% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.24bn | $14.07bn | 99.3665 | 99.1704 | 0.152% | -0.197% | -0.00030% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 97.1481 | 96.6284 | 0.152% | -0.535% | -0.00081% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $14.98bn | $14.02bn | 97.0640 | 96.7218 | 0.148% | -0.353% | -0.00052% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 145.8967 | 144.6332 | 0.146% | -0.866% | -0.00127% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 106.3149 | 106.5048 | 0.146% | +0.179% | +0.00026% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $18.49bn | $12.34bn | 106.4423 | 106.3821 | 0.143% | -0.056% | -0.00008% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.22bn | $12.88bn | 101.6386 | 101.4735 | 0.143% | -0.162% | -0.00023% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $19.08bn | $12.36bn | 104.9824 | 104.9336 | 0.141% | -0.047% | -0.00007% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 121.9140 | 122.0337 | 0.140% | +0.098% | +0.00014% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 123.1454 | 123.3397 | 0.137% | +0.158% | +0.00022% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.20bn | $8.85bn | 142.1420 | 139.1997 | 0.137% | -2.070% | -0.00284% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.27bn | $12.42bn | 99.7520 | 99.4416 | 0.135% | -0.311% | -0.00042% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.32bn | $8.52bn | 136.3166 | 134.2055 | 0.127% | -1.549% | -0.00196% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $16.00bn | – | $2.61bn | $13.39bn | 84.4997 | 82.2663 | 0.123% | -2.643% | -0.00326% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.84bn | $8.34bn | 130.5648 | 127.9279 | 0.119% | -2.020% | -0.00240% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $19.53bn | $10.33bn | 105.0010 | 103.7874 | 0.118% | -0.084% | -0.00010% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 130.6175 | 130.7296 | 0.118% | +0.086% | +0.00010% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.56bn | $8.38bn | 127.5455 | 125.0190 | 0.117% | -1.981% | -0.00231% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.46bn | $7.89bn | 128.9411 | 126.3907 | 0.111% | -1.978% | -0.00219% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.61bn | $10.17bn | 98.0543 | 97.7221 | 0.109% | -0.339% | -0.00037% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.58bn | $7.19bn | 131.9413 | 129.4435 | 0.103% | -1.893% | -0.00196% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $14.57bn | $7.95bn | 118.2686 | 115.0183 | 0.103% | -2.748% | -0.00282% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 183.6794 | 182.9882 | 0.092% | -0.376% | -0.00035% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.00bn | $5.94bn | 140.8025 | 140.3733 | 0.091% | -0.305% | -0.00028% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 127.8261 | 124.4035 | 0.090% | -2.678% | -0.00240% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.46bn | $5.62bn | 143.0843 | 142.8130 | 0.088% | -0.190% | -0.00017% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $4.73bn | $5.40bn | 143.7238 | 142.3759 | 0.085% | -0.938% | -0.00079% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 149.1310 | 148.2866 | 0.083% | -0.566% | -0.00047% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.46bn | $5.38bn | 141.2364 | 138.9402 | 0.083% | -1.626% | -0.00135% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $4.62bn | $4.97bn | 149.0829 | 147.0584 | 0.081% | -1.358% | -0.00110% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $10.65bn | $5.12bn | 143.7393 | 142.1619 | 0.080% | -1.097% | -0.00088% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $6.33bn | $4.85bn | 145.5829 | 143.4529 | 0.077% | -1.463% | -0.00113% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.23bn | $4.94bn | 141.1449 | 138.3569 | 0.076% | -1.975% | -0.00150% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.05bn | $5.54bn | 124.7220 | 121.3788 | 0.075% | -2.681% | -0.00202% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.09bn | $4.41bn | 152.8334 | 150.7364 | 0.073% | -1.372% | -0.00101% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.49bn | $4.70bn | 142.1450 | 139.6910 | 0.073% | -1.726% | -0.00126% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.13bn | $4.83bn | 134.8343 | 134.9068 | 0.071% | +0.054% | +0.00004% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 123.3550 | 123.5618 | 0.071% | +0.168% | +0.00012% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $5.17bn | $4.35bn | 144.6764 | 142.2750 | 0.069% | -1.660% | -0.00114% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.87bn | $3.95bn | 145.5047 | 143.2389 | 0.063% | -1.557% | -0.00098% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $3.92bn | $3.50bn | 145.8176 | 144.3974 | 0.056% | -0.974% | -0.00054% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.68bn | $3.49bn | 140.2120 | 140.0326 | 0.053% | -0.128% | -0.00007% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 125.6167 | 125.7453 | 0.052% | +0.102% | +0.00005% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.52bn | $3.19bn | 137.9467 | 137.9341 | 0.048% | -0.009% | -0.00000% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 145.3815 | 144.2221 | 0.048% | -0.797% | -0.00038% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 144.5523 | 143.5392 | 0.048% | -0.701% | -0.00033% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 148.1150 | 146.9358 | 0.046% | -0.796% | -0.00037% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 145.3496 | 144.6713 | 0.045% | -0.467% | -0.00021% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 125.9751 | 126.2985 | 0.041% | +0.257% | +0.00011% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 145.9300 | 145.1359 | 0.036% | -0.544% | -0.00020% |
| Total | $8.81tn | 100.000% | -0.22057% | ||||||||
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.