Rebalance of September 30, 2013
US Treasury Aggregate constituents
Every one of the 336 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
- 336
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.505086%
- Market value
- $9.05tn
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 +0.505086% against a published month return of +0.505086%, a difference of 5.7e-9 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912795Z87 | 0.000% | Oct 17, 2013 | $85.00bn | – | – | $85.00bn | 99.9973 | 99.9986 | 0.939% | +0.001% | +0.00001% |
| 912796AE9 | 0.000% | Nov 14, 2013 | $79.00bn | – | – | $79.00bn | 99.9958 | 99.9975 | 0.873% | +0.002% | +0.00002% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | – | $66.00bn | 91.9341 | 93.2235 | 0.670% | +1.403% | +0.00940% |
| 912796BF5 | 0.000% | Oct 10, 2013 | $60.00bn | – | – | $60.00bn | 99.9977 | 99.9994 | 0.663% | +0.002% | +0.00001% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $10.55bn | $56.86bn | 103.4168 | 104.8665 | 0.649% | +1.402% | +0.00910% |
| 912796BG3 | 0.000% | Oct 24, 2013 | $58.00bn | – | – | $58.00bn | 99.9969 | 99.9980 | 0.641% | +0.001% | +0.00001% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $5.02bn | $60.98bn | 94.1033 | 95.3804 | 0.634% | +1.357% | +0.00860% |
| 912796BL2 | 0.000% | Nov 21, 2013 | $55.00bn | – | – | $55.00bn | 99.9954 | 99.9986 | 0.608% | +0.003% | +0.00002% |
| 912796BM0 | 0.000% | Nov 29, 2013 | $55.00bn | – | – | $55.00bn | 99.9924 | 99.9983 | 0.608% | +0.006% | +0.00004% |
| 912796BH1 | 0.000% | Oct 31, 2013 | $54.00bn | – | – | $54.00bn | 99.9966 | 99.9983 | 0.596% | +0.002% | +0.00001% |
| 912796BK4 | 0.000% | Nov 7, 2013 | $54.00bn | – | – | $54.00bn | 99.9942 | 99.9979 | 0.596% | +0.004% | +0.00002% |
| 912796AK5 | 0.000% | Dec 12, 2013 | $50.00bn | – | – | $50.00bn | 99.9913 | 99.9980 | 0.552% | +0.007% | +0.00004% |
| 912796AQ2 | 0.000% | Jan 9, 2014 | $50.00bn | – | – | $50.00bn | 99.9853 | 99.9972 | 0.552% | +0.012% | +0.00007% |
| 912796AR0 | 0.000% | Feb 6, 2014 | $50.00bn | – | – | $50.00bn | 99.9822 | 99.9964 | 0.552% | +0.014% | +0.00008% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 109.4684 | 110.9630 | 0.551% | +1.365% | +0.00753% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.0622 | 111.4317 | 0.533% | +1.244% | +0.00663% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $14.86bn | $51.14bn | 91.7714 | 93.0825 | 0.518% | +1.429% | +0.00741% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 105.4927 | 106.0234 | 0.513% | +0.503% | +0.00258% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 104.5343 | 103.3819 | 0.501% | +0.093% | +0.00047% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 103.6199 | 103.7259 | 0.495% | +0.102% | +0.00051% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 102.9266 | 102.9954 | 0.492% | +0.067% | +0.00033% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 103.1447 | 103.2346 | 0.490% | +0.087% | +0.00043% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 104.4497 | 104.5774 | 0.490% | +0.122% | +0.00060% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 103.0204 | 103.1603 | 0.486% | +0.136% | +0.00066% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 103.3444 | 103.4001 | 0.480% | +0.054% | +0.00026% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 103.6453 | 103.8079 | 0.468% | +0.157% | +0.00073% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 103.3873 | 102.2253 | 0.465% | +0.025% | +0.00011% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 108.5518 | 108.6350 | 0.456% | +0.077% | +0.00035% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $24.61bn | $42.12bn | 97.8597 | 99.3339 | 0.455% | +1.506% | +0.00686% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.7m | $40.17bn | 102.2384 | 102.2659 | 0.454% | +0.027% | +0.00012% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $40.0m | $39.94bn | 102.4925 | 102.5360 | 0.452% | +0.042% | +0.00019% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $28.10bn | $41.99bn | 96.9470 | 98.3804 | 0.450% | +1.479% | +0.00665% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 103.0812 | 103.2551 | 0.445% | +0.169% | +0.00075% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.4868 | 110.8373 | 0.442% | +1.234% | +0.00545% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 98.1326 | 99.7656 | 0.441% | +1.664% | +0.00733% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 96.5661 | 98.1293 | 0.437% | +1.619% | +0.00708% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 102.7554 | 102.9198 | 0.434% | +0.160% | +0.00069% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 102.5262 | 102.5384 | 0.431% | +0.012% | +0.00005% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 99.9959 | 101.6552 | 0.428% | +1.659% | +0.00711% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 104.1253 | 104.3808 | 0.423% | +0.245% | +0.00104% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.2695 | 100.3607 | 0.419% | +0.091% | +0.00038% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 101.6979 | 101.8883 | 0.414% | +0.187% | +0.00078% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 102.3569 | 102.5871 | 0.411% | +0.225% | +0.00093% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 105.9599 | 107.7648 | 0.410% | +1.703% | +0.00698% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $36.1m | $36.17bn | 102.1778 | 102.1936 | 0.408% | +0.016% | +0.00006% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 102.2515 | 101.8159 | 0.408% | +0.185% | +0.00076% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $0.8m | $36.21bn | 101.8295 | 101.8159 | 0.407% | -0.013% | -0.00005% |
| 912828RS1 | 0.250% | Nov 30, 2013 | $36.59bn | – | $0.8m | $36.59bn | 100.1274 | 100.1153 | 0.405% | -0.012% | -0.00005% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 102.1467 | 102.3668 | 0.403% | +0.215% | +0.00087% |
| 912828RN2 | 0.250% | Oct 31, 2013 | $36.33bn | – | $0.7m | $36.33bn | 100.1168 | 100.1046 | 0.402% | -0.012% | -0.00005% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 113.2141 | 114.9156 | 0.400% | +1.503% | +0.00601% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 101.7147 | 100.8486 | 0.400% | +0.009% | +0.00004% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $30.96bn | $33.45bn | 108.0988 | 109.4304 | 0.399% | +1.232% | +0.00492% |
| 912828RW2 | 0.125% | Dec 31, 2013 | $36.13bn | – | $0.4m | $36.13bn | 100.0533 | 100.0628 | 0.399% | +0.010% | +0.00004% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 105.5815 | 105.6984 | 0.399% | +0.111% | +0.00044% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.1793 | 100.2296 | 0.398% | +0.050% | +0.00020% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $26.89bn | $39.11bn | 91.8964 | 93.2700 | 0.397% | +1.495% | +0.00593% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.2003 | 100.0944 | 0.397% | +0.019% | +0.00008% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 99.9817 | 100.0944 | 0.396% | +0.113% | +0.00045% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $140.0m | $41.86bn | 85.7422 | 85.9609 | 0.396% | +0.255% | +0.00101% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.06bn | $34.79bn | 103.1668 | 104.5540 | 0.396% | +1.345% | +0.00533% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.2948 | 102.7527 | 0.395% | +0.448% | +0.00177% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $2.15bn | $39.85bn | 89.7238 | 89.9929 | 0.395% | +0.300% | +0.00118% |
| 912828SB7 | 0.250% | Jan 31, 2014 | $35.66bn | – | $0.6m | $35.66bn | 100.1168 | 100.1046 | 0.394% | -0.012% | -0.00005% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 107.6505 | 107.8081 | 0.393% | +0.146% | +0.00057% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.0958 | 100.0839 | 0.392% | -0.012% | -0.00005% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.1692 | 100.1569 | 0.391% | -0.012% | -0.00005% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.9575 | 101.0027 | 0.390% | +0.540% | +0.00211% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.7486 | 101.3247 | 0.390% | +0.572% | +0.00223% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.6020 | 101.1169 | 0.389% | +0.512% | +0.00199% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 100.2003 | 100.1257 | 0.387% | +0.050% | +0.00019% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.1899 | 100.1778 | 0.387% | -0.012% | -0.00005% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1793 | 100.2609 | 0.387% | +0.081% | +0.00032% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.1334 | 100.7003 | 0.387% | +0.566% | +0.00219% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.1274 | 100.2403 | 0.387% | +0.113% | +0.00044% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1271 | 100.1464 | 0.387% | +0.019% | +0.00007% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 103.7160 | 103.9932 | 0.387% | +0.267% | +0.00103% |
| 912828VH0 | 0.375% | Jun 30, 2015 | $35.00bn | – | – | $35.00bn | 100.0975 | 100.2510 | 0.387% | +0.153% | +0.00059% |
| 912828UT5 | 0.250% | Mar 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0441 | 100.0319 | 0.387% | +0.113% | +0.00044% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0231 | 100.1671 | 0.387% | +0.144% | +0.00056% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0115 | 100.0523 | 0.387% | +0.041% | +0.00016% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 99.9708 | 100.0839 | 0.386% | +0.113% | +0.00044% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $34.00bn | – | $81.0m | $33.92bn | 103.1487 | 104.0805 | 0.386% | +0.903% | +0.00349% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 99.9358 | 100.5336 | 0.386% | +0.598% | +0.00231% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 99.9086 | 100.0528 | 0.386% | +0.144% | +0.00056% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 99.8971 | 100.0003 | 0.386% | +0.103% | +0.00040% |
| 912828VN7 | 0.250% | Jul 31, 2015 | $35.00bn | – | – | $35.00bn | 99.8043 | 99.9484 | 0.386% | +0.144% | +0.00056% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 99.7303 | 99.8336 | 0.386% | +0.104% | +0.00040% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.0557 | 111.4783 | 0.384% | +1.293% | +0.00496% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | – | $35.00bn | 99.2208 | 100.3254 | 0.384% | +1.113% | +0.00427% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.3319 | 100.4229 | 0.382% | +0.091% | +0.00035% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.3315 | 100.2353 | 0.379% | +0.091% | +0.00035% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.1132 | 100.2669 | 0.379% | +0.154% | +0.00058% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 99.7058 | 100.3349 | 0.379% | +0.631% | +0.00239% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.0652 | 100.1467 | 0.379% | +0.081% | +0.00031% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 99.5183 | 100.2099 | 0.378% | +0.695% | +0.00263% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $18.0m | $34.98bn | 97.2247 | 98.0850 | 0.376% | +0.885% | +0.00332% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 98.2872 | 99.0225 | 0.376% | +0.748% | +0.00281% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 99.9504 | 100.0632 | 0.375% | +0.113% | +0.00042% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $0.2m | $33.58bn | 101.2003 | 101.2022 | 0.375% | +0.002% | +0.00001% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 97.5989 | 98.4285 | 0.374% | +0.850% | +0.00318% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 107.6882 | 107.8865 | 0.374% | +0.184% | +0.00069% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $294.2m | $33.42bn | 100.8905 | 100.9106 | 0.372% | +0.020% | +0.00007% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 99.5073 | 100.1687 | 0.371% | +0.665% | +0.00247% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $746.0m | $34.25bn | 97.9158 | 98.9611 | 0.370% | +1.068% | +0.00395% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0859 | 100.1988 | 0.367% | +0.113% | +0.00041% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.3696 | 100.4076 | 0.366% | +0.038% | +0.00014% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.4524 | 102.9103 | 0.365% | +0.447% | +0.00163% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.2387 | 100.3777 | 0.364% | +0.637% | +0.00232% |
| 912828PU8 | 0.500% | Nov 15, 2013 | $32.86bn | – | $0.1m | $32.86bn | 100.2446 | 100.2201 | 0.364% | -0.024% | -0.00009% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $0.2m | $32.73bn | 100.5958 | 100.5971 | 0.364% | +0.001% | +0.00000% |
| 912828PQ7 | 1.000% | Jan 15, 2014 | $32.70bn | – | $0.3m | $32.70bn | 100.4796 | 100.4620 | 0.363% | -0.018% | -0.00006% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $28.03bn | $29.33bn | 111.5999 | 112.8852 | 0.362% | +1.152% | +0.00416% |
| 912828PL8 | 0.750% | Dec 15, 2013 | $32.47bn | – | $0.5m | $32.47bn | 100.3827 | 100.3770 | 0.360% | -0.006% | -0.00002% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 98.5700 | 99.3145 | 0.360% | +0.755% | +0.00272% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 101.2092 | 100.5865 | 0.358% | +0.002% | +0.00001% |
| 912828PB0 | 0.500% | Oct 15, 2013 | $32.28bn | – | $0.2m | $32.28bn | 100.2551 | 100.2309 | 0.357% | -0.024% | -0.00009% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 100.9266 | 100.9402 | 0.357% | +0.013% | +0.00005% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.6639 | 100.6901 | 0.356% | +0.026% | +0.00009% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 115.4859 | 117.2704 | 0.356% | +1.545% | +0.00550% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.5676 | 100.6371 | 0.355% | +0.069% | +0.00025% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.5224 | 100.5387 | 0.355% | +0.016% | +0.00006% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.2106 | 100.1048 | 0.354% | +0.019% | +0.00007% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $37.65bn | $29.11bn | 109.9997 | 111.3380 | 0.354% | +1.217% | +0.00430% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9256 | 100.1416 | 0.353% | +0.216% | +0.00076% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8152 | 99.9905 | 0.353% | +0.176% | +0.00062% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 99.8043 | 99.8548 | 0.353% | +0.176% | +0.00062% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 99.8037 | 100.2262 | 0.353% | +0.423% | +0.00149% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7317 | 99.9069 | 0.353% | +0.176% | +0.00062% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7213 | 99.9279 | 0.352% | +0.207% | +0.00073% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 99.7072 | 99.9857 | 0.352% | +0.279% | +0.00098% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 99.6573 | 100.1111 | 0.352% | +0.455% | +0.00160% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 99.6440 | 99.7978 | 0.352% | +0.343% | +0.00121% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 99.6131 | 99.8916 | 0.352% | +0.280% | +0.00098% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 99.6093 | 100.0225 | 0.352% | +0.415% | +0.00146% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 99.4921 | 99.7613 | 0.352% | +0.270% | +0.00095% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $35.13bn | $33.86bn | 93.8716 | 95.2548 | 0.351% | +1.473% | +0.00517% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.18bn | $29.82bn | 106.4113 | 107.9304 | 0.351% | +1.427% | +0.00500% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.1588 | 99.5217 | 0.350% | +0.366% | +0.00128% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $4.03bn | $37.97bn | 83.5482 | 83.7887 | 0.350% | +0.288% | +0.00101% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.0129 | 99.4069 | 0.350% | +0.398% | +0.00139% |
| 912828JZ4 | 1.750% | Jan 31, 2014 | $31.27bn | – | $0.3m | $31.27bn | 100.8492 | 100.8261 | 0.348% | -0.023% | -0.00008% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $41.55bn | $32.66bn | 95.9470 | 97.3492 | 0.346% | +1.461% | +0.00506% |
| 912828BR0 | 4.250% | Nov 15, 2013 | $30.63bn | – | $0.9m | $30.63bn | 102.1257 | 102.1053 | 0.346% | -0.020% | -0.00007% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 145.7654 | 148.0180 | 0.345% | +1.545% | +0.00533% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $3.12bn | $31.88bn | 97.5387 | 98.4083 | 0.343% | +0.892% | +0.00306% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $3.78bn | $31.22bn | 99.4616 | 100.5350 | 0.343% | +1.079% | +0.00370% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $2.85bn | $32.15bn | 96.3390 | 97.3865 | 0.342% | +1.087% | +0.00372% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $3.61bn | $31.39bn | 97.0375 | 98.0330 | 0.336% | +1.026% | +0.00345% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $3.93bn | $31.07bn | 97.6726 | 98.2205 | 0.335% | +0.881% | +0.00295% |
| 912828JW1 | 1.500% | Dec 31, 2013 | $30.04bn | – | $0.5m | $30.04bn | 100.7337 | 100.7228 | 0.334% | -0.011% | -0.00004% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 97.3587 | 98.1467 | 0.331% | +0.809% | +0.00268% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $6.28bn | $35.72bn | 82.9857 | 83.2262 | 0.327% | +0.290% | +0.00095% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $4.88bn | $30.12bn | 97.9755 | 98.8764 | 0.326% | +0.919% | +0.00300% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 108.1012 | 108.6827 | 0.317% | +0.538% | +0.00171% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 101.9878 | 101.9796 | 0.316% | -0.008% | -0.00003% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 104.6827 | 104.7004 | 0.316% | +0.017% | +0.00005% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 107.4762 | 108.1827 | 0.314% | +0.657% | +0.00206% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $13.67bn | $30.96bn | 91.0988 | 91.3366 | 0.311% | +0.261% | +0.00081% |
| 912828JT8 | 2.000% | Nov 30, 2013 | $27.82bn | – | $0.2m | $27.82bn | 100.9879 | 100.9846 | 0.310% | -0.003% | -0.00001% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $6.59bn | $28.41bn | 97.1634 | 97.7833 | 0.305% | +1.024% | +0.00312% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $32.49bn | $26.19bn | 105.3607 | 106.6325 | 0.305% | +1.207% | +0.00368% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.5155 | 103.3481 | 0.303% | +0.812% | +0.00246% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $19.58bn | $23.89bn | 114.3509 | 114.7463 | 0.302% | +0.346% | +0.00104% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.25bn | $26.34bn | 102.9857 | 103.8471 | 0.300% | +0.836% | +0.00251% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $17.18bn | $30.04bn | 90.1613 | 90.3991 | 0.299% | +0.264% | +0.00079% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 106.1257 | 106.1678 | 0.298% | +0.040% | +0.00012% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | – | $21.00bn | 127.9436 | 127.5509 | 0.297% | -0.307% | -0.00091% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.20bn | $22.70bn | 117.7075 | 118.1844 | 0.295% | +0.405% | +0.00120% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $19.10bn | $23.81bn | 112.0319 | 112.4178 | 0.295% | +0.344% | +0.00101% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $15.48bn | $23.73bn | 109.2745 | 110.2283 | 0.286% | +0.873% | +0.00250% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 104.1257 | 104.1678 | 0.284% | +0.040% | +0.00011% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 107.8724 | 106.9145 | 0.283% | +0.502% | +0.00142% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 106.6513 | 107.2054 | 0.283% | +0.520% | +0.00147% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 110.2011 | 110.4185 | 0.283% | +0.197% | +0.00056% |
| 912828JQ4 | 2.750% | Oct 31, 2013 | $25.06bn | – | $0.4m | $25.06bn | 101.3791 | 101.3383 | 0.281% | -0.040% | -0.00011% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $2.32bn | $26.68bn | 94.1352 | 95.4083 | 0.277% | +1.352% | +0.00375% |
| 912796BN8 | 0.000% | Dec 5, 2013 | $25.00bn | – | – | $25.00bn | 99.9919 | 99.9982 | 0.276% | +0.006% | +0.00002% |
| 912796BS7 | 0.000% | Jan 2, 2014 | $25.00bn | – | – | $25.00bn | 99.9896 | 99.9974 | 0.276% | +0.008% | +0.00002% |
| 912796BQ1 | 0.000% | Dec 19, 2013 | $25.00bn | – | – | $25.00bn | 99.9908 | 99.9978 | 0.276% | +0.007% | +0.00002% |
| 912796BR9 | 0.000% | Dec 26, 2013 | $25.00bn | – | – | $25.00bn | 99.9869 | 99.9976 | 0.276% | +0.011% | +0.00003% |
| 912796BU2 | 0.000% | Jan 16, 2014 | $25.00bn | – | – | $25.00bn | 99.9884 | 99.9970 | 0.276% | +0.009% | +0.00002% |
| 912796BW8 | 0.000% | Jan 30, 2014 | $25.00bn | – | – | $25.00bn | 99.9830 | 99.9966 | 0.276% | +0.014% | +0.00004% |
| 912796BV0 | 0.000% | Jan 23, 2014 | $25.00bn | – | – | $25.00bn | 99.9838 | 99.9968 | 0.276% | +0.013% | +0.00004% |
| 912796BY4 | 0.000% | Feb 13, 2014 | $25.00bn | – | – | $25.00bn | 99.9814 | 99.9962 | 0.276% | +0.015% | +0.00004% |
| 912796BZ1 | 0.000% | Feb 20, 2014 | $25.00bn | – | – | $25.00bn | 99.9758 | 99.9960 | 0.276% | +0.020% | +0.00006% |
| 912796AW9 | 0.000% | Mar 6, 2014 | $25.00bn | – | – | $25.00bn | 99.9687 | 99.9913 | 0.276% | +0.023% | +0.00006% |
| 912796CA5 | 0.000% | Feb 27, 2014 | $25.00bn | – | – | $25.00bn | 99.9698 | 99.9958 | 0.276% | +0.026% | +0.00007% |
| 912796BA6 | 0.000% | Apr 3, 2014 | $25.00bn | – | – | $25.00bn | 99.9520 | 99.9794 | 0.276% | +0.027% | +0.00008% |
| 912796BJ7 | 0.000% | May 29, 2014 | $25.00bn | – | – | $25.00bn | 99.9396 | 99.9665 | 0.276% | +0.027% | +0.00007% |
| 912796BP3 | 0.000% | Jun 26, 2014 | $25.00bn | – | – | $25.00bn | 99.9250 | 99.9626 | 0.276% | +0.038% | +0.00010% |
| 912796BT5 | 0.000% | Jul 24, 2014 | $25.00bn | – | – | $25.00bn | 99.8998 | 99.9505 | 0.276% | +0.051% | +0.00014% |
| 912796BX6 | 0.000% | Aug 21, 2014 | $25.00bn | – | – | $25.00bn | 99.8813 | 99.9368 | 0.276% | +0.056% | +0.00015% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $2.93bn | $26.07bn | 95.5131 | 96.8371 | 0.275% | +1.386% | +0.00381% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $4.36bn | $25.05bn | 97.9489 | 99.2427 | 0.271% | +1.321% | +0.00358% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 109.1040 | 108.1964 | 0.271% | +0.658% | +0.00178% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 106.5561 | 107.0694 | 0.270% | +0.482% | +0.00130% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 104.2785 | 104.6807 | 0.270% | +0.386% | +0.00104% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 127.8171 | 127.5879 | 0.268% | -0.179% | -0.00048% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 107.4878 | 108.0163 | 0.268% | +0.492% | +0.00132% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 108.1053 | 108.7901 | 0.267% | +0.633% | +0.00169% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $7.57bn | $11.92bn | 202.8020 | 205.6510 | 0.267% | +1.405% | +0.00375% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 127.1095 | 126.8487 | 0.267% | -0.205% | -0.00055% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 103.3605 | 103.7756 | 0.266% | +0.402% | +0.00107% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.63bn | $23.28bn | 103.2367 | 103.1302 | 0.266% | +0.805% | +0.00214% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $4.14bn | $24.86bn | 96.0333 | 97.3254 | 0.264% | +1.345% | +0.00355% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.47bn | $22.67bn | 104.3965 | 105.2561 | 0.261% | +0.823% | +0.00215% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $3.93bn | $25.07bn | 94.3533 | 95.6173 | 0.261% | +1.340% | +0.00350% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $24.00bn | – | – | $24.00bn | 97.9416 | 99.1943 | 0.260% | +1.279% | +0.00332% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 110.5516 | 110.3640 | 0.259% | -0.170% | -0.00044% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.7194 | 105.4939 | 0.259% | +0.740% | +0.00191% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $23.69bn | $19.32bn | 120.0265 | 120.4192 | 0.256% | +0.327% | +0.00084% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 105.1778 | 104.4437 | 0.256% | +0.372% | +0.00095% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 97.6155 | 98.8356 | 0.256% | +1.250% | +0.00319% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $11.45bn | $23.55bn | 97.8308 | 98.7724 | 0.254% | +0.962% | +0.00245% |
| 912796BE8 | 0.000% | May 1, 2014 | $23.00bn | – | – | $23.00bn | 99.9458 | 99.9763 | 0.254% | +0.031% | +0.00008% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $21.22bn | $21.99bn | 104.2938 | 104.6824 | 0.253% | +0.373% | +0.00094% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $4.93bn | $24.07bn | 94.9262 | 95.6902 | 0.252% | +1.332% | +0.00336% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 106.8374 | 107.5382 | 0.251% | +0.656% | +0.00165% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.0285 | 100.4620 | 0.251% | +1.447% | +0.00364% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $5.22bn | $23.78bn | 94.9479 | 96.2320 | 0.249% | +1.353% | +0.00337% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $24.84bn | $19.72bn | 114.3821 | 114.8400 | 0.249% | +0.400% | +0.00100% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $20.47bn | $22.02bn | 101.7874 | 102.1039 | 0.248% | +0.311% | +0.00077% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 108.4137 | 109.1515 | 0.243% | +0.681% | +0.00165% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 133.8165 | 135.8838 | 0.243% | +1.545% | +0.00375% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 127.4470 | 127.2148 | 0.239% | -0.182% | -0.00044% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 127.8713 | 128.1745 | 0.239% | +0.237% | +0.00057% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $6.27bn | $22.73bn | 94.8237 | 96.0656 | 0.238% | +1.310% | +0.00312% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 106.7138 | 107.4867 | 0.238% | +0.724% | +0.00172% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $29.90bn | – | $8.25bn | $21.66bn | 99.3986 | 99.8475 | 0.238% | +1.143% | +0.00272% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 126.2060 | 126.3579 | 0.237% | +0.120% | +0.00029% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 105.5041 | 106.2880 | 0.237% | +0.743% | +0.00176% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 109.8261 | 110.1685 | 0.235% | +0.312% | +0.00073% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 116.9252 | 118.6003 | 0.232% | +1.433% | +0.00333% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $20.44bn | $23.48bn | 88.4986 | 88.7269 | 0.229% | +0.258% | +0.00059% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 113.2075 | 113.8094 | 0.229% | +0.532% | +0.00122% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $6.46bn | $10.32bn | 198.8611 | 201.5913 | 0.227% | +1.373% | +0.00311% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $7.42bn | $21.59bn | 94.6645 | 95.9294 | 0.226% | +1.336% | +0.00302% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $8.27bn | $20.73bn | 98.5187 | 99.8801 | 0.226% | +1.382% | +0.00312% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $24.31bn | $17.69bn | 114.2884 | 114.6525 | 0.223% | +0.319% | +0.00071% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $8.30bn | $20.70bn | 94.4795 | 95.1906 | 0.216% | +1.348% | +0.00291% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 107.6678 | 108.1338 | 0.215% | +0.433% | +0.00093% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $10.99bn | $16.68bn | 113.3757 | 114.2928 | 0.209% | +0.809% | +0.00169% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 128.3231 | 128.9778 | 0.208% | +0.510% | +0.00106% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 137.5498 | 139.5839 | 0.204% | +1.479% | +0.00302% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 106.3607 | 107.3200 | 0.202% | +0.902% | +0.00182% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $335.3m | $13.82bn | 131.9702 | 133.8578 | 0.201% | +1.430% | +0.00288% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 112.1892 | 112.7476 | 0.201% | +0.498% | +0.00100% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 122.6286 | 124.1973 | 0.199% | +1.279% | +0.00254% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $9.99bn | $19.01bn | 94.2996 | 95.5224 | 0.198% | +1.297% | +0.00257% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 113.9952 | 114.8567 | 0.195% | +0.756% | +0.00147% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 107.8436 | 108.2485 | 0.195% | +0.375% | +0.00073% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.24bn | $15.16bn | 115.4198 | 116.0747 | 0.193% | +0.567% | +0.00110% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 122.9788 | 124.8799 | 0.190% | +1.546% | +0.00294% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $0.2m | $15.28bn | 112.1789 | 111.9463 | 0.189% | -0.207% | -0.00039% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.93bn | $13.50bn | 126.7463 | 128.0927 | 0.189% | +1.062% | +0.00201% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $26.63bn | $14.81bn | 115.5448 | 116.0122 | 0.189% | +0.405% | +0.00076% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 105.5748 | 104.7565 | 0.188% | +0.350% | +0.00066% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 98.5554 | 99.7537 | 0.188% | +1.216% | +0.00228% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 112.5513 | 113.2157 | 0.187% | +0.590% | +0.00110% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 113.5459 | 113.9671 | 0.187% | +0.371% | +0.00069% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 121.7751 | 122.8289 | 0.185% | +0.865% | +0.00160% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $13.69bn | $15.89bn | 105.5238 | 106.4735 | 0.185% | +0.900% | +0.00167% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $14.83bn | $15.48bn | 107.5692 | 107.1329 | 0.184% | +0.931% | +0.00171% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 117.9645 | 119.1029 | 0.182% | +0.965% | +0.00176% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $4.22bn | $18.91bn | 87.3309 | 88.0358 | 0.182% | +0.807% | +0.00147% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 127.7159 | 128.4106 | 0.182% | +0.544% | +0.00099% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 103.8926 | 104.2132 | 0.181% | +0.309% | +0.00056% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $10.43bn | $12.22bn | 131.3227 | 133.0170 | 0.177% | +1.290% | +0.00229% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 111.9565 | 113.1671 | 0.176% | +1.081% | +0.00190% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 122.3985 | 123.8095 | 0.176% | +1.153% | +0.00202% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $16.00bn | – | – | $16.00bn | 98.9997 | 99.3067 | 0.175% | +0.310% | +0.00054% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 119.8431 | 120.3322 | 0.175% | +0.408% | +0.00071% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $29.89bn | – | $14.14bn | $15.74bn | 99.5749 | 100.6910 | 0.173% | +1.121% | +0.00194% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.11bn | $14.82bn | 104.3257 | 105.4127 | 0.171% | +1.042% | +0.00178% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $10.71bn | $11.31bn | 135.5350 | 137.1885 | 0.169% | +1.220% | +0.00206% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $15.00bn | – | – | $15.00bn | 97.9144 | 99.5474 | 0.162% | +1.668% | +0.00271% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.43bn | $12.65bn | 112.1063 | 113.1824 | 0.157% | +0.960% | +0.00150% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 106.1175 | 106.5360 | 0.156% | +0.394% | +0.00062% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $11.55bn | $14.35bn | 98.1182 | 98.5095 | 0.156% | +0.399% | +0.00062% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 113.6698 | 114.4497 | 0.155% | +0.686% | +0.00106% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.34bn | $13.26bn | 105.8665 | 106.8605 | 0.155% | +0.939% | +0.00146% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $14.64bn | $14.66bn | 95.3329 | 96.5340 | 0.154% | +1.260% | +0.00194% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 96.2405 | 97.5231 | 0.152% | +1.333% | +0.00203% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 98.8569 | 100.0558 | 0.150% | +1.213% | +0.00182% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $13.85bn | $11.65bn | 116.5136 | 117.0122 | 0.150% | +0.428% | +0.00064% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $26.72bn | $12.05bn | 112.1882 | 112.6365 | 0.149% | +0.400% | +0.00060% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $14.98bn | $14.02bn | 96.3233 | 97.5343 | 0.149% | +1.257% | +0.00188% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $13.35bn | $10.64bn | 125.2406 | 126.0589 | 0.147% | +0.653% | +0.00096% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 144.1943 | 145.9592 | 0.147% | +1.224% | +0.00179% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 105.1155 | 105.4435 | 0.146% | +0.312% | +0.00046% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.47bn | $12.63bn | 101.1304 | 102.2948 | 0.141% | +1.151% | +0.00162% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $18.96bn | $11.87bn | 106.0550 | 107.0985 | 0.139% | +0.984% | +0.00137% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 123.1060 | 123.7704 | 0.139% | +0.540% | +0.00075% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $19.65bn | $11.79bn | 104.6165 | 105.6732 | 0.136% | +1.010% | +0.00138% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 116.4246 | 116.5306 | 0.135% | +0.091% | +0.00012% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.30bn | $8.75bn | 139.5414 | 141.0795 | 0.135% | +1.102% | +0.00149% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.65bn | $12.04bn | 99.0768 | 99.5979 | 0.132% | +1.283% | +0.00169% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.38bn | $8.45bn | 131.2473 | 132.8913 | 0.123% | +1.253% | +0.00153% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 130.4518 | 131.2738 | 0.120% | +0.630% | +0.00075% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $19.69bn | $10.17bn | 103.4579 | 104.5666 | 0.116% | +1.072% | +0.00125% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.56bn | $8.38bn | 125.3023 | 126.8893 | 0.116% | +1.267% | +0.00147% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $6.99bn | $8.19bn | 126.7582 | 127.5528 | 0.115% | +0.627% | +0.00072% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.66bn | $10.12bn | 97.3655 | 98.5856 | 0.109% | +1.253% | +0.00136% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $16.00bn | – | $4.25bn | $11.75bn | 82.1417 | 82.8558 | 0.107% | +0.869% | +0.00093% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $3.85bn | $7.50bn | 124.0523 | 125.5455 | 0.103% | +1.204% | +0.00124% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.68bn | $7.10bn | 126.9715 | 128.5774 | 0.100% | +1.265% | +0.00126% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 182.6397 | 185.7193 | 0.093% | +1.686% | +0.00156% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.39bn | $7.14bn | 113.2571 | 113.7463 | 0.089% | +0.432% | +0.00039% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 124.8207 | 125.3886 | 0.089% | +0.455% | +0.00040% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.19bn | $5.75bn | 135.9507 | 137.4440 | 0.086% | +1.098% | +0.00095% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.49bn | $5.59bn | 138.0207 | 139.4460 | 0.085% | +1.033% | +0.00088% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.53bn | $5.30bn | 139.0231 | 140.7677 | 0.081% | +1.255% | +0.00102% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 143.5768 | 145.3363 | 0.081% | +1.225% | +0.00099% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.04bn | $5.10bn | 138.3743 | 140.0197 | 0.078% | +1.189% | +0.00093% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $4.86bn | $4.73bn | 146.9185 | 148.7079 | 0.077% | +1.218% | +0.00093% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 135.5975 | 137.1885 | 0.074% | +1.173% | +0.00087% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 138.2429 | 139.9412 | 0.072% | +1.229% | +0.00089% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $6.53bn | $4.65bn | 139.9487 | 141.6593 | 0.072% | +1.222% | +0.00088% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 123.5724 | 123.8550 | 0.072% | +0.229% | +0.00016% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.10bn | $4.40bn | 146.7687 | 148.5051 | 0.071% | +1.183% | +0.00084% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.29bn | $5.30bn | 119.4640 | 120.0442 | 0.070% | +0.486% | +0.00034% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.58bn | $4.61bn | 136.7354 | 138.4079 | 0.070% | +1.223% | +0.00085% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 130.2395 | 131.1022 | 0.069% | +0.662% | +0.00046% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $5.27bn | $4.25bn | 139.0608 | 140.7836 | 0.065% | +1.239% | +0.00081% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.88bn | $3.93bn | 139.9110 | 141.6746 | 0.061% | +1.261% | +0.00077% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.74bn | $3.43bn | 139.6522 | 141.0245 | 0.053% | +0.983% | +0.00052% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 120.3923 | 120.6382 | 0.051% | +0.204% | +0.00010% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.34bn | $3.08bn | 143.9874 | 145.7238 | 0.049% | +1.206% | +0.00059% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 143.8257 | 145.5690 | 0.048% | +1.212% | +0.00058% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 139.2816 | 141.0683 | 0.046% | +1.283% | +0.00060% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 142.5132 | 144.3190 | 0.045% | +1.267% | +0.00057% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 140.0951 | 141.6793 | 0.044% | +1.131% | +0.00050% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.82bn | $2.89bn | 137.6899 | 138.9154 | 0.044% | +0.890% | +0.00039% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 121.6338 | 121.9939 | 0.040% | +0.296% | +0.00012% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 144.8580 | 146.5550 | 0.036% | +1.171% | +0.00043% |
| Total | $8.76tn | 100.000% | +0.50509% | ||||||||
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.