Rebalance of January 31, 2014
US Treasury Aggregate constituents
Every one of the 340 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
- 340
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.082747%
- Market value
- $9.23tn
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 +1.082747% against a published month return of +1.082747%, a difference of 8.5e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796AR0 | 0.000% | Feb 6, 2014 | $83.00bn | – | – | $83.00bn | 99.9979 | 99.9998 | 0.899% | +0.002% | +0.00002% |
| 912796AW9 | 0.000% | Mar 6, 2014 | $82.00bn | – | – | $82.00bn | 99.9928 | 99.9953 | 0.888% | +0.003% | +0.00002% |
| 912796BY4 | 0.000% | Feb 13, 2014 | $58.00bn | – | – | $58.00bn | 99.9988 | 100.0000 | 0.628% | +0.001% | +0.00001% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $10.96bn | $56.45bn | 101.8793 | 104.1739 | 0.623% | +2.252% | +0.01403% |
| 912796BZ1 | 0.000% | Feb 20, 2014 | $57.00bn | – | – | $57.00bn | 99.9972 | 99.9994 | 0.617% | +0.002% | +0.00001% |
| 912796CA5 | 0.000% | Feb 27, 2014 | $57.00bn | – | – | $57.00bn | 99.9968 | 99.9977 | 0.617% | +0.001% | +0.00001% |
| 912796CC1 | 0.000% | Mar 13, 2014 | $57.00bn | – | – | $57.00bn | 99.9920 | 99.9943 | 0.617% | +0.002% | +0.00001% |
| 912796CD9 | 0.000% | Mar 20, 2014 | $57.00bn | – | – | $57.00bn | 99.9868 | 99.9933 | 0.617% | +0.007% | +0.00004% |
| 912796CE7 | 0.000% | Mar 27, 2014 | $57.00bn | – | – | $57.00bn | 99.9857 | 99.9924 | 0.617% | +0.007% | +0.00004% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $2.95bn | $63.05bn | 90.2633 | 93.1992 | 0.616% | +3.253% | +0.02005% |
| 912796CJ6 | 0.000% | Apr 24, 2014 | $56.00bn | – | – | $56.00bn | 99.9810 | 99.9931 | 0.606% | +0.012% | +0.00007% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $10.73bn | $55.27bn | 96.8573 | 100.0122 | 0.580% | +3.257% | +0.01888% |
| 912796BE8 | 0.000% | May 1, 2014 | $53.00bn | – | – | $53.00bn | 99.9832 | 99.9950 | 0.574% | +0.012% | +0.00007% |
| 912796BJ7 | 0.000% | May 29, 2014 | $53.00bn | – | – | $53.00bn | 99.9752 | 99.9869 | 0.574% | +0.012% | +0.00007% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $10.22bn | $55.78bn | 93.4171 | 96.3098 | 0.564% | +3.097% | +0.01747% |
| 912796BP3 | 0.000% | Jun 26, 2014 | $52.00bn | – | – | $52.00bn | 99.9607 | 99.9838 | 0.563% | +0.023% | +0.00013% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 103.0418 | 104.1089 | 0.556% | +1.036% | +0.00575% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $14.10bn | $50.81bn | 99.1051 | 100.3197 | 0.545% | +1.226% | +0.00668% |
| 912796BA6 | 0.000% | Apr 3, 2014 | $50.00bn | – | – | $50.00bn | 99.9819 | 99.9983 | 0.541% | +0.016% | +0.00009% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 109.2228 | 111.6005 | 0.539% | +2.177% | +0.01174% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.1603 | 112.0068 | 0.523% | +1.676% | +0.00877% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $17.13bn | $47.76bn | 99.9826 | 101.2089 | 0.517% | +1.227% | +0.00634% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 105.6731 | 106.2444 | 0.504% | +0.541% | +0.00272% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 103.4894 | 103.5529 | 0.487% | +0.061% | +0.00030% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 103.3448 | 103.3672 | 0.482% | +0.022% | +0.00010% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 102.4520 | 102.4965 | 0.480% | +0.043% | +0.00021% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $45.00bn | – | – | $45.00bn | 98.0834 | 101.3577 | 0.478% | +3.338% | +0.01596% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 101.9739 | 102.0045 | 0.478% | +0.030% | +0.00014% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 103.1664 | 102.1124 | 0.477% | +0.069% | +0.00033% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 103.4663 | 103.5311 | 0.476% | +0.063% | +0.00030% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 102.2571 | 102.2795 | 0.465% | +0.022% | +0.00010% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 102.8489 | 102.9420 | 0.455% | +0.090% | +0.00041% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 102.2696 | 102.2909 | 0.451% | +0.021% | +0.00009% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 108.6383 | 108.8635 | 0.447% | +0.207% | +0.00093% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.7m | $40.17bn | 102.2823 | 102.3047 | 0.445% | +0.022% | +0.00010% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $40.0m | $39.94bn | 102.5744 | 101.2405 | 0.444% | -0.021% | -0.00009% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 102.4479 | 102.5511 | 0.434% | +0.101% | +0.00044% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $293.0m | $41.71bn | 95.9416 | 101.9443 | 0.433% | +6.257% | +0.02711% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 96.8550 | 99.7318 | 0.430% | +3.164% | +0.01360% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.10bn | $40.64bn | 97.5897 | 99.9932 | 0.429% | +2.463% | +0.01058% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $28.66bn | $41.44bn | 95.6402 | 98.0982 | 0.429% | +2.570% | +0.01103% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 97.2309 | 99.8681 | 0.428% | +2.777% | +0.01189% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 107.9475 | 109.7146 | 0.427% | +1.637% | +0.00699% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 103.0808 | 102.2645 | 0.427% | +0.057% | +0.00024% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 95.5096 | 98.2974 | 0.424% | +2.985% | +0.01265% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 101.2645 | 101.2778 | 0.418% | +0.013% | +0.00005% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 99.1121 | 101.6299 | 0.416% | +2.605% | +0.01085% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 103.4492 | 103.6371 | 0.412% | +0.182% | +0.00075% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.3001 | 100.3644 | 0.411% | +0.064% | +0.00026% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 102.0219 | 102.1324 | 0.407% | +0.108% | +0.00044% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $24.41bn | $41.59bn | 90.3717 | 93.1091 | 0.407% | +3.029% | +0.01233% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 102.0622 | 102.2143 | 0.402% | +0.149% | +0.00060% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 105.4050 | 107.4825 | 0.399% | +2.278% | +0.00910% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 101.9478 | 102.0889 | 0.399% | +0.138% | +0.00055% |
| 912828KV1 | 2.250% | May 31, 2014 | $36.21bn | – | $36.1m | $36.17bn | 101.0790 | 101.0893 | 0.396% | +0.010% | +0.00004% |
| 912828KN9 | 1.875% | Apr 30, 2014 | $36.21bn | – | $0.8m | $36.21bn | 100.8888 | 100.9296 | 0.396% | +0.040% | +0.00016% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 101.8738 | 102.0468 | 0.394% | +0.170% | +0.00067% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 105.7717 | 105.8383 | 0.392% | +0.063% | +0.00025% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 112.6515 | 114.3313 | 0.390% | +2.024% | +0.00790% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.9130 | 102.4499 | 0.390% | +0.279% | +0.00109% |
| 912828SR2 | 0.250% | Apr 30, 2014 | $35.94bn | – | $0.4m | $35.94bn | 100.0748 | 100.0969 | 0.390% | +0.022% | +0.00009% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 100.1576 | 100.1793 | 0.389% | +0.022% | +0.00008% |
| 912828KJ8 | 1.750% | Mar 31, 2014 | $35.61bn | – | $0.6m | $35.61bn | 100.8582 | 100.8558 | 0.389% | -0.002% | -0.00001% |
| 912828SL5 | 0.250% | Mar 31, 2014 | $35.83bn | – | $0.9m | $35.83bn | 100.0958 | 100.0865 | 0.388% | -0.009% | -0.00004% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.06bn | $34.79bn | 102.9674 | 105.0394 | 0.388% | +2.012% | +0.00781% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $31.05bn | $33.36bn | 106.9456 | 108.4094 | 0.386% | +1.369% | +0.00529% |
| 912828SG6 | 0.250% | Feb 28, 2014 | $35.50bn | – | $0.8m | $35.50bn | 100.1169 | 100.1077 | 0.385% | -0.009% | -0.00004% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.2800 | 101.5872 | 0.384% | +0.303% | +0.00116% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.1020 | 101.4712 | 0.383% | +0.365% | +0.00140% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.0639 | 100.0860 | 0.383% | +0.022% | +0.00008% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.9240 | 101.2937 | 0.383% | +0.366% | +0.00140% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 104.1236 | 103.3291 | 0.381% | +0.197% | +0.00075% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.3918 | 100.7813 | 0.381% | +0.388% | +0.00148% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.2236 | 100.6134 | 0.380% | +0.389% | +0.00148% |
| 912828VH0 | 0.375% | Jun 30, 2015 | $35.00bn | – | – | $35.00bn | 100.1896 | 100.2852 | 0.380% | +0.095% | +0.00036% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1794 | 100.1702 | 0.380% | -0.009% | -0.00003% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1678 | 100.0958 | 0.380% | +0.053% | +0.00020% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 100.1583 | 100.1803 | 0.380% | +0.022% | +0.00008% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 100.1481 | 100.2327 | 0.380% | +0.084% | +0.00032% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1373 | 100.1594 | 0.380% | +0.022% | +0.00008% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.1164 | 100.1384 | 0.379% | +0.022% | +0.00008% |
| 912828VN7 | 0.250% | Jul 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1053 | 100.0333 | 0.379% | +0.053% | +0.00020% |
| 912828UT5 | 0.250% | Mar 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0958 | 100.1803 | 0.379% | +0.084% | +0.00032% |
| 912828SW1 | 0.250% | May 31, 2014 | $35.00bn | – | $0.5m | $35.00bn | 100.0852 | 100.0759 | 0.379% | -0.009% | -0.00004% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0539 | 100.1384 | 0.379% | +0.084% | +0.00032% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0526 | 100.0010 | 0.379% | +0.011% | +0.00004% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 99.9694 | 100.0117 | 0.379% | +0.042% | +0.00016% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 99.8968 | 99.9703 | 0.379% | +0.074% | +0.00028% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 105.8595 | 105.9429 | 0.379% | +0.079% | +0.00030% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | – | $35.00bn | 98.8520 | 100.2034 | 0.375% | +1.367% | +0.00512% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.4935 | 100.4448 | 0.374% | +0.387% | +0.00145% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.2372 | 100.2704 | 0.374% | +0.033% | +0.00012% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 99.8398 | 100.3546 | 0.372% | +0.516% | +0.00192% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.2373 | 100.3015 | 0.372% | +0.064% | +0.00024% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.1787 | 100.1381 | 0.372% | +0.084% | +0.00031% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.3004 | 100.3961 | 0.372% | +0.095% | +0.00035% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | – | $35.00bn | 97.9571 | 99.2545 | 0.371% | +1.324% | +0.00492% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 108.2766 | 110.2422 | 0.371% | +1.815% | +0.00673% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 98.7442 | 99.2679 | 0.370% | +0.530% | +0.00196% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 98.3391 | 98.9881 | 0.370% | +0.660% | +0.00244% |
| 912828VU1 | 0.375% | Aug 31, 2015 | $34.00bn | – | – | $34.00bn | 100.2847 | 100.3804 | 0.369% | +0.095% | +0.00035% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 97.5254 | 98.3616 | 0.369% | +0.857% | +0.00316% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $241.0m | $41.76bn | 81.5375 | 86.9791 | 0.369% | +6.674% | +0.02461% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.0956 | 100.1490 | 0.369% | +0.053% | +0.00020% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 107.9918 | 108.1427 | 0.367% | +0.140% | +0.00051% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.2685 | 100.7208 | 0.367% | +0.451% | +0.00166% |
| 912828QC7 | 1.250% | Apr 15, 2014 | $33.58bn | – | $0.2m | $33.58bn | 100.5838 | 100.5999 | 0.366% | +0.016% | +0.00006% |
| 912828KF6 | 1.875% | Feb 28, 2014 | $33.71bn | – | $294.2m | $33.42bn | 100.9235 | 100.9330 | 0.365% | +0.009% | +0.00003% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $1.10bn | $33.90bn | 98.2175 | 99.4843 | 0.361% | +1.290% | +0.00465% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.0749 | 100.1281 | 0.359% | +0.053% | +0.00019% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.4402 | 100.4524 | 0.359% | +0.012% | +0.00004% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.4770 | 100.9712 | 0.358% | +0.492% | +0.00176% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.3208 | 102.5784 | 0.358% | +0.252% | +0.00090% |
| 912828VY3 | 0.250% | Sep 30, 2015 | $33.00bn | – | – | $33.00bn | 99.9708 | 100.0865 | 0.357% | +0.116% | +0.00041% |
| 912828QH6 | 1.250% | Feb 15, 2014 | $32.73bn | – | $0.2m | $32.73bn | 100.6005 | 100.6155 | 0.357% | +0.015% | +0.00005% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 97.8719 | 98.9911 | 0.356% | +1.143% | +0.00407% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 98.9416 | 99.5392 | 0.354% | +0.604% | +0.00214% |
| 912828PZ7 | 1.250% | Mar 15, 2014 | $32.00bn | – | – | $32.00bn | 100.6264 | 100.6119 | 0.349% | -0.014% | -0.00005% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.5717 | 100.2516 | 0.349% | -0.008% | -0.00003% |
| 912828QM5 | 1.000% | May 15, 2014 | $32.00bn | – | – | $32.00bn | 100.4763 | 100.4710 | 0.348% | -0.005% | -0.00002% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4154 | 100.3453 | 0.348% | +0.241% | +0.00084% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.3898 | 100.4337 | 0.348% | +0.044% | +0.00015% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 115.1330 | 116.6251 | 0.348% | +1.877% | +0.00653% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.3183 | 100.3218 | 0.348% | +0.003% | +0.00001% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2690 | 100.5421 | 0.347% | +0.272% | +0.00095% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.1690 | 100.1599 | 0.347% | -0.009% | -0.00003% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1430 | 100.1134 | 0.347% | +0.158% | +0.00055% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1162 | 100.1069 | 0.347% | +0.116% | +0.00040% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1122 | 100.2391 | 0.347% | +0.127% | +0.00044% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0639 | 100.1481 | 0.347% | +0.084% | +0.00029% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $5.16bn | $36.84bn | 86.9076 | 92.5856 | 0.347% | +6.533% | +0.02265% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0489 | 100.2065 | 0.347% | +0.158% | +0.00055% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9815 | 100.0974 | 0.346% | +0.116% | +0.00040% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9567 | 100.1461 | 0.346% | +0.189% | +0.00066% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9310 | 100.1624 | 0.346% | +0.232% | +0.00080% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 99.9293 | 100.0762 | 0.346% | +0.147% | +0.00051% |
| 912828WB2 | 0.250% | Oct 31, 2015 | $32.00bn | – | – | $32.00bn | 99.9185 | 100.0656 | 0.346% | +0.147% | +0.00051% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 99.8352 | 99.9821 | 0.346% | +0.147% | +0.00051% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 99.7936 | 99.9406 | 0.346% | +0.147% | +0.00051% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 99.7514 | 99.9297 | 0.346% | +0.179% | +0.00062% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.5230 | 99.7637 | 0.345% | +0.242% | +0.00083% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.4081 | 99.6490 | 0.344% | +0.242% | +0.00083% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $38.01bn | $28.74bn | 110.2853 | 111.9755 | 0.343% | +1.533% | +0.00526% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.8572 | 101.1533 | 0.339% | +0.294% | +0.00099% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.30bn | $29.70bn | 104.5706 | 106.9719 | 0.336% | +2.296% | +0.00772% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 143.6097 | 146.9444 | 0.333% | +3.346% | +0.01115% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $3.61bn | $31.39bn | 97.6007 | 98.5732 | 0.332% | +0.996% | +0.00331% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $29.79bn | $27.57bn | 110.2160 | 111.5475 | 0.329% | +1.208% | +0.00398% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 98.0677 | 98.7788 | 0.327% | +0.725% | +0.00237% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.1168 | 98.4729 | 0.327% | +0.618% | +0.00202% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $4.71bn | $30.29bn | 99.6729 | 100.1676 | 0.327% | +1.186% | +0.00388% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 97.7854 | 98.6329 | 0.326% | +0.867% | +0.00283% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 96.5150 | 97.6015 | 0.325% | +1.126% | +0.00366% |
| 912796CH0 | 0.000% | Apr 17, 2014 | $30.00bn | – | – | $30.00bn | 99.9911 | 99.9937 | 0.325% | +0.003% | +0.00001% |
| 912796CG2 | 0.000% | Apr 10, 2014 | $30.00bn | – | – | $30.00bn | 99.9889 | 99.9962 | 0.325% | +0.007% | +0.00002% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 99.9481 | 100.2843 | 0.325% | +0.336% | +0.00109% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 99.7704 | 100.1694 | 0.324% | +0.400% | +0.00130% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 99.6247 | 100.0234 | 0.324% | +0.400% | +0.00130% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 98.3180 | 99.0718 | 0.316% | +0.767% | +0.00243% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $5.35bn | $36.65bn | 79.5209 | 84.9202 | 0.316% | +6.790% | +0.02143% |
| 912796CK3 | 0.000% | May 8, 2014 | $29.00bn | – | – | $29.00bn | 99.9787 | 99.9919 | 0.314% | +0.013% | +0.00004% |
| 912796CM9 | 0.000% | May 15, 2014 | $29.00bn | – | – | $29.00bn | 99.9775 | 99.9884 | 0.314% | +0.011% | +0.00003% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $43.96bn | $30.25bn | 95.5734 | 98.0910 | 0.313% | +2.634% | +0.00825% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | – | $29.00bn | 99.5444 | 101.8793 | 0.313% | +2.346% | +0.00733% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | – | $29.00bn | 99.3842 | 101.4782 | 0.312% | +2.107% | +0.00658% |
| 912828CA6 | 4.000% | Feb 15, 2014 | $28.07bn | – | $0.4m | $28.07bn | 101.9905 | 101.9946 | 0.310% | +0.004% | +0.00001% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 108.2225 | 107.1196 | 0.310% | +0.425% | +0.00132% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 107.2314 | 107.6326 | 0.309% | +0.374% | +0.00115% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $38.25bn | $30.74bn | 92.6070 | 95.1680 | 0.308% | +2.765% | +0.00852% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | – | $29.00bn | 97.4626 | 99.7009 | 0.306% | +2.297% | +0.00703% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $29.00bn | – | – | $29.00bn | 97.2785 | 103.3912 | 0.306% | +6.284% | +0.01920% |
| 912796CZ0 | 0.000% | May 22, 2014 | $28.00bn | – | – | $28.00bn | 99.9763 | 99.9908 | 0.303% | +0.014% | +0.00004% |
| 912828CJ7 | 4.750% | May 15, 2014 | $27.29bn | – | $0.3m | $27.29bn | 102.3486 | 102.3310 | 0.303% | -0.017% | -0.00005% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.2673 | 103.9330 | 0.300% | +0.645% | +0.00193% |
| 912796DC0 | 0.000% | Jun 12, 2014 | $27.00bn | – | – | $27.00bn | 99.9774 | 99.9853 | 0.292% | +0.008% | +0.00002% |
| 912796DA4 | 0.000% | Jun 5, 2014 | $27.00bn | – | – | $27.00bn | 99.9740 | 99.9861 | 0.292% | +0.012% | +0.00004% |
| 912796DD8 | 0.000% | Jun 19, 2014 | $27.00bn | – | – | $27.00bn | 99.9669 | 99.9846 | 0.292% | +0.018% | +0.00005% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $945.0m | $28.06bn | 96.1796 | 98.3655 | 0.292% | +2.273% | +0.00664% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.8263 | 103.5546 | 0.291% | +0.708% | +0.00206% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $33.51bn | $25.17bn | 105.7962 | 107.2541 | 0.288% | +1.378% | +0.00397% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 104.0948 | 104.1267 | 0.286% | +0.031% | +0.00009% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.33bn | $22.58bn | 114.8533 | 121.2242 | 0.281% | +5.547% | +0.01558% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 104.1481 | 104.1739 | 0.279% | +0.025% | +0.00007% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $9.08bn | $25.92bn | 99.2263 | 100.4104 | 0.278% | +1.193% | +0.00332% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $10.10bn | $31.90bn | 80.3899 | 85.7853 | 0.278% | +6.712% | +0.01864% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 107.0560 | 107.4135 | 0.276% | +0.334% | +0.00092% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 105.9681 | 106.3661 | 0.276% | +0.376% | +0.00103% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.29bn | $22.92bn | 109.8940 | 110.8546 | 0.273% | +0.874% | +0.00238% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 108.3154 | 108.4632 | 0.272% | +0.136% | +0.00037% |
| 912796BT5 | 0.000% | Jul 24, 2014 | $25.00bn | – | – | $25.00bn | 99.9544 | 99.9710 | 0.271% | +0.017% | +0.00004% |
| 912796BX6 | 0.000% | Aug 21, 2014 | $25.00bn | – | – | $25.00bn | 99.9547 | 99.9663 | 0.271% | +0.012% | +0.00003% |
| 912796CL1 | 0.000% | Nov 13, 2014 | $25.00bn | – | – | $25.00bn | 99.9119 | 99.9364 | 0.271% | +0.025% | +0.00007% |
| 912796DB2 | 0.000% | Dec 11, 2014 | $25.00bn | – | – | $25.00bn | 99.8754 | 99.9215 | 0.270% | +0.046% | +0.00012% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 107.2464 | 107.5741 | 0.266% | +0.306% | +0.00081% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $4.45bn | $24.96bn | 98.3772 | 99.7800 | 0.266% | +1.426% | +0.00379% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.88bn | $25.13bn | 97.3499 | 98.3534 | 0.265% | +1.031% | +0.00273% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 108.1501 | 106.8394 | 0.264% | +0.291% | +0.00077% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 108.3080 | 108.7813 | 0.263% | +0.437% | +0.00115% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 103.7856 | 104.0561 | 0.263% | +0.261% | +0.00069% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 127.7913 | 126.3254 | 0.263% | -0.178% | -0.00047% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 126.9332 | 125.7877 | 0.261% | -0.120% | -0.00031% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 107.2680 | 107.7115 | 0.260% | +0.413% | +0.00108% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $39.73bn | $26.27bn | 91.3682 | 94.0408 | 0.260% | +2.925% | +0.00760% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 103.0337 | 103.2813 | 0.260% | +0.240% | +0.00062% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 103.0155 | 103.7428 | 0.258% | +0.706% | +0.00182% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 105.4691 | 104.8947 | 0.256% | +0.581% | +0.00149% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 110.2349 | 110.1644 | 0.253% | -0.064% | -0.00016% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.9852 | 104.7768 | 0.252% | +0.761% | +0.00192% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 98.0265 | 98.7604 | 0.252% | +1.386% | +0.00349% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 104.5810 | 104.7788 | 0.249% | +0.189% | +0.00047% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 94.8434 | 96.7455 | 0.249% | +2.006% | +0.00499% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 107.5901 | 108.0741 | 0.248% | +0.450% | +0.00112% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $21.59bn | $21.31bn | 107.1260 | 113.3767 | 0.247% | +5.835% | +0.01442% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 98.9986 | 100.0478 | 0.246% | +2.070% | +0.00510% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $7.95bn | $11.54bn | 195.7670 | 202.7285 | 0.245% | +3.556% | +0.00870% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $4.91bn | $24.09bn | 93.6020 | 95.4827 | 0.244% | +2.009% | +0.00491% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $5.05bn | $23.95bn | 93.9657 | 95.6786 | 0.244% | +1.823% | +0.00444% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $6.14bn | $22.86bn | 98.2040 | 100.3486 | 0.243% | +2.184% | +0.00531% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $23.92bn | $19.09bn | 117.0258 | 123.6889 | 0.242% | +5.694% | +0.01378% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $5.79bn | $23.21bn | 96.1729 | 97.2614 | 0.242% | +1.847% | +0.00446% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $21.81bn | $25.41bn | 87.5014 | 93.1481 | 0.241% | +6.453% | +0.01554% |
| 912796CB3 | 0.000% | Sep 18, 2014 | $22.00bn | – | – | $22.00bn | 99.9493 | 99.9617 | 0.238% | +0.012% | +0.00003% |
| 912796CF4 | 0.000% | Oct 16, 2014 | $22.00bn | – | – | $22.00bn | 99.9438 | 99.9570 | 0.238% | +0.013% | +0.00003% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 107.5751 | 108.1326 | 0.236% | +0.518% | +0.00123% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 128.1826 | 127.0638 | 0.235% | +0.254% | +0.00060% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 127.5980 | 126.4190 | 0.235% | -0.043% | -0.00010% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $6.13bn | $22.87bn | 94.6020 | 96.2524 | 0.234% | +1.745% | +0.00409% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 131.2560 | 134.6514 | 0.234% | +3.483% | +0.00813% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 98.4310 | 98.9135 | 0.233% | +0.935% | +0.00218% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 126.4760 | 125.4407 | 0.233% | +0.111% | +0.00026% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 106.0931 | 106.6473 | 0.232% | +0.522% | +0.00121% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $23.91bn | $19.57bn | 109.3614 | 115.6231 | 0.232% | +5.726% | +0.01327% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 110.3370 | 110.5720 | 0.232% | +0.213% | +0.00049% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.9513 | 105.5473 | 0.231% | +0.568% | +0.00131% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $6.44bn | $22.56bn | 94.3812 | 96.1369 | 0.231% | +1.860% | +0.00429% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 116.6137 | 117.8935 | 0.227% | +1.734% | +0.00394% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 111.6133 | 112.0221 | 0.221% | +0.366% | +0.00081% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $6.47bn | $10.31bn | 191.9962 | 198.4695 | 0.214% | +3.372% | +0.00723% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $24.19bn | $19.03bn | 101.6304 | 107.5924 | 0.209% | +5.866% | +0.01228% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $22.41bn | $22.22bn | 86.8831 | 92.5031 | 0.209% | +6.468% | +0.01352% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 106.7055 | 106.9615 | 0.209% | +0.240% | +0.00050% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $27.24bn | $17.33bn | 109.4239 | 115.5919 | 0.205% | +5.637% | +0.01157% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 128.6959 | 127.8872 | 0.204% | +0.439% | +0.00090% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.35bn | $19.65bn | 95.0219 | 96.8512 | 0.202% | +1.925% | +0.00389% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 111.9073 | 112.7517 | 0.202% | +0.755% | +0.00152% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $23.90bn | $18.59bn | 99.0204 | 105.0652 | 0.199% | +6.105% | +0.01217% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 112.9484 | 113.2160 | 0.198% | +0.237% | +0.00047% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.6714 | 106.5708 | 0.196% | +0.851% | +0.00167% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 134.6312 | 137.8914 | 0.196% | +3.442% | +0.00674% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 122.4250 | 123.1124 | 0.194% | +1.398% | +0.00272% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 128.9675 | 132.3760 | 0.193% | +3.696% | +0.00713% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 114.7758 | 115.4701 | 0.193% | +0.605% | +0.00116% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $10.46bn | $18.54bn | 94.8738 | 96.4934 | 0.190% | +1.707% | +0.00325% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 106.7634 | 107.0804 | 0.189% | +0.297% | +0.00056% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $10.61bn | $18.40bn | 93.9468 | 95.7957 | 0.187% | +1.968% | +0.00368% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 113.2908 | 113.7867 | 0.184% | +0.438% | +0.00081% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $0.2m | $15.28bn | 111.3705 | 111.1674 | 0.184% | -0.182% | -0.00034% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 98.3201 | 99.6604 | 0.184% | +1.363% | +0.00250% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.43bn | $14.97bn | 113.0870 | 118.7908 | 0.183% | +5.044% | +0.00925% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 104.9258 | 105.0721 | 0.183% | +0.139% | +0.00026% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 120.1815 | 123.6603 | 0.182% | +3.706% | +0.00675% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $2.93bn | $13.50bn | 124.5448 | 130.1997 | 0.182% | +4.540% | +0.00827% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 121.9634 | 122.1237 | 0.182% | +0.873% | +0.00159% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $26.63bn | $14.81bn | 112.7120 | 118.9158 | 0.181% | +5.504% | +0.00995% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $11.40bn | $17.60bn | 94.4935 | 95.6635 | 0.180% | +1.701% | +0.00306% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 111.4921 | 111.7888 | 0.180% | +0.266% | +0.00048% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 106.2306 | 105.8343 | 0.179% | +0.862% | +0.00155% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 128.1010 | 127.4385 | 0.179% | +0.636% | +0.00114% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 118.0583 | 118.5965 | 0.179% | +1.086% | +0.00194% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $26.93bn | $15.07bn | 109.2051 | 115.6544 | 0.178% | +5.906% | +0.01053% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 104.3529 | 104.5407 | 0.178% | +0.180% | +0.00032% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.07bn | $15.23bn | 106.7424 | 107.7764 | 0.176% | +0.969% | +0.00171% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 112.4280 | 113.6508 | 0.173% | +1.088% | +0.00188% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $25.06bn | $18.85bn | 84.3665 | 89.9442 | 0.172% | +6.611% | +0.01139% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 122.4895 | 122.8562 | 0.172% | +1.242% | +0.00214% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.80bn | $16.20bn | 97.5104 | 99.5199 | 0.171% | +2.061% | +0.00353% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 116.7426 | 117.0397 | 0.167% | +0.255% | +0.00042% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $4.87bn | $18.26bn | 83.3947 | 89.4208 | 0.165% | +7.226% | +0.01192% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.67bn | $14.26bn | 103.7006 | 104.8481 | 0.160% | +1.106% | +0.00177% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 106.5670 | 107.4663 | 0.153% | +0.844% | +0.00129% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 105.3631 | 105.6264 | 0.152% | +0.250% | +0.00038% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 112.1904 | 112.8070 | 0.150% | +0.550% | +0.00083% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $11.48bn | $10.54bn | 130.8122 | 135.9473 | 0.149% | +3.926% | +0.00586% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 95.8113 | 97.4843 | 0.149% | +1.746% | +0.00260% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.76bn | $12.32bn | 110.7013 | 111.8251 | 0.148% | +1.015% | +0.00150% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 98.6247 | 99.9018 | 0.147% | +1.295% | +0.00190% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 105.6492 | 105.7875 | 0.144% | +0.131% | +0.00019% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 139.8420 | 142.9555 | 0.139% | +2.226% | +0.00310% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $15.91bn | $13.39bn | 95.0680 | 96.5939 | 0.138% | +1.605% | +0.00221% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.47bn | $12.63bn | 100.7421 | 101.9905 | 0.138% | +1.239% | +0.00171% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $12.77bn | $13.14bn | 95.6440 | 101.1984 | 0.136% | +5.807% | +0.00790% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 107.3448 | 113.3455 | 0.135% | +5.590% | +0.00756% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 120.1507 | 120.5637 | 0.133% | +0.344% | +0.00046% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 116.5924 | 116.6644 | 0.133% | +0.062% | +0.00008% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.34bn | $12.66bn | 96.0707 | 97.5446 | 0.132% | +1.534% | +0.00202% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $13.96bn | $10.03bn | 120.6977 | 128.0390 | 0.131% | +6.082% | +0.00797% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.44bn | $11.39bn | 105.3943 | 106.4389 | 0.130% | +0.991% | +0.00129% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $7.76bn | $15.24bn | 78.3583 | 84.3090 | 0.129% | +7.594% | +0.00982% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.96bn | $11.73bn | 98.6999 | 100.1442 | 0.125% | +1.463% | +0.00183% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.51bn | $8.54bn | 134.3287 | 140.1000 | 0.124% | +4.296% | +0.00534% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 103.9966 | 105.0804 | 0.124% | +1.042% | +0.00129% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.49bn | $8.35bn | 129.8451 | 134.3668 | 0.117% | +3.482% | +0.00409% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 126.8165 | 127.4962 | 0.114% | +0.536% | +0.00061% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $14.62bn | $8.03bn | 130.6902 | 134.3899 | 0.114% | +2.831% | +0.00322% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.00bn | $9.86bn | 104.0102 | 104.0499 | 0.111% | +1.120% | +0.00124% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.56bn | $8.38bn | 120.9774 | 126.0977 | 0.110% | +4.232% | +0.00465% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $16.57bn | $8.93bn | 111.6279 | 117.6820 | 0.108% | +5.423% | +0.00586% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.24bn | $7.93bn | 122.2902 | 129.4248 | 0.105% | +5.834% | +0.00612% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 97.0613 | 98.5155 | 0.104% | +1.498% | +0.00156% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.79bn | $6.98bn | 125.2486 | 130.3832 | 0.095% | +4.099% | +0.00388% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $4.36bn | $6.99bn | 122.2785 | 127.4538 | 0.093% | +4.232% | +0.00392% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 175.8656 | 183.4564 | 0.088% | +4.316% | +0.00378% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 136.2785 | 138.1726 | 0.084% | +1.390% | +0.00117% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 138.5326 | 140.1793 | 0.084% | +1.189% | +0.00100% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 119.7880 | 126.0112 | 0.083% | +5.195% | +0.00433% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 110.6332 | 116.5761 | 0.081% | +5.372% | +0.00436% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 143.6101 | 146.1522 | 0.079% | +1.770% | +0.00141% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.64bn | $5.20bn | 134.2994 | 139.2177 | 0.076% | +3.662% | +0.00277% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 133.5802 | 139.1753 | 0.071% | +4.189% | +0.00299% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 137.4606 | 141.1427 | 0.070% | +2.679% | +0.00188% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.49bn | $4.64bn | 137.7582 | 141.1698 | 0.069% | +2.477% | +0.00171% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 130.9389 | 131.7106 | 0.068% | +0.589% | +0.00040% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.17bn | $4.42bn | 142.1195 | 146.5950 | 0.068% | +3.149% | +0.00214% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 118.9969 | 119.2448 | 0.068% | +0.208% | +0.00014% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.41bn | $4.09bn | 145.6508 | 150.1889 | 0.064% | +3.116% | +0.00201% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $6.96bn | $4.23bn | 138.6467 | 143.2133 | 0.063% | +3.294% | +0.00209% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 116.9633 | 123.0326 | 0.063% | +5.189% | +0.00328% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $4.90bn | $4.30bn | 135.0815 | 140.2296 | 0.063% | +3.811% | +0.00240% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.92bn | $3.89bn | 138.4742 | 143.3424 | 0.058% | +3.516% | +0.00205% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $5.76bn | $3.75bn | 137.5204 | 142.5652 | 0.056% | +3.668% | +0.00205% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 120.6671 | 120.8723 | 0.050% | +0.170% | +0.00008% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 135.7246 | 137.2389 | 0.049% | +1.116% | +0.00055% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 139.4211 | 142.3581 | 0.046% | +2.107% | +0.00096% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 138.9647 | 141.7745 | 0.045% | +2.022% | +0.00092% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 142.0910 | 145.1726 | 0.044% | +2.169% | +0.00095% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 140.2649 | 142.5041 | 0.043% | +1.596% | +0.00069% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 133.8349 | 135.0478 | 0.041% | +0.906% | +0.00037% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 122.0815 | 122.3546 | 0.040% | +0.224% | +0.00009% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.81bn | $2.61bn | 139.4486 | 143.0601 | 0.039% | +2.590% | +0.00102% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 140.6290 | 143.0275 | 0.035% | +1.706% | +0.00059% |
| Total | $9.00tn | 100.000% | +1.08275% | ||||||||
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.