Rebalance of May 30, 2014
US Treasury Aggregate constituents
Every one of the 346 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
- 346
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.847018%
- Market value
- $9.25tn
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 +0.847018% against a published month return of +0.847018%, a difference of 7.8e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796BP3 | 0.000% | Jun 26, 2014 | $77.00bn | – | – | $77.00bn | 99.9984 | 99.9963 | 0.832% | -0.002% | -0.00002% |
| 912796BT5 | 0.000% | Jul 24, 2014 | $75.00bn | – | – | $75.00bn | 99.9976 | 99.9954 | 0.811% | -0.002% | -0.00002% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $2.98bn | $63.02bn | 101.3198 | 103.4691 | 0.690% | +2.121% | +0.01464% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $7.37bn | $58.63bn | 102.2374 | 103.0095 | 0.648% | +2.100% | +0.01361% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $10.96bn | $56.45bn | 104.2422 | 104.4409 | 0.636% | +1.450% | +0.00922% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $7.22bn | $58.78bn | 93.9948 | 95.0543 | 0.597% | +2.058% | +0.01229% |
| 912796BX6 | 0.000% | Aug 21, 2014 | $55.00bn | – | – | $55.00bn | 99.9906 | 99.9908 | 0.594% | +0.000% | +0.00000% |
| 912796DC0 | 0.000% | Jun 12, 2014 | $52.00bn | – | – | $52.00bn | 99.9988 | 99.9989 | 0.562% | +0.000% | +0.00000% |
| 912796DD8 | 0.000% | Jun 19, 2014 | $52.00bn | – | – | $52.00bn | 99.9986 | 99.9978 | 0.562% | -0.001% | -0.00000% |
| 912796DA4 | 0.000% | Jun 5, 2014 | $52.00bn | – | – | $52.00bn | 99.9990 | 99.9997 | 0.562% | +0.001% | +0.00000% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 104.2063 | 105.6349 | 0.561% | +1.371% | +0.00769% |
| 912796DE6 | 0.000% | Jul 3, 2014 | $51.00bn | – | – | $51.00bn | 99.9982 | 99.9972 | 0.551% | -0.001% | -0.00001% |
| 912796DH9 | 0.000% | Jul 10, 2014 | $51.00bn | – | – | $51.00bn | 99.9961 | 99.9966 | 0.551% | +0.001% | +0.00000% |
| 912796DJ5 | 0.000% | Jul 17, 2014 | $51.00bn | – | – | $51.00bn | 99.9957 | 99.9960 | 0.551% | +0.000% | +0.00000% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 109.9385 | 111.6027 | 0.542% | +1.514% | +0.00820% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $14.27bn | $51.73bn | 96.0081 | 97.9349 | 0.537% | +2.007% | +0.01077% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.1573 | 111.5090 | 0.522% | +1.227% | +0.00641% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.05bn | $47.85bn | 99.4915 | 100.4242 | 0.515% | +0.937% | +0.00482% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 106.5072 | 107.5414 | 0.506% | +0.971% | +0.00492% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 100.3152 | 101.2269 | 0.496% | +0.909% | +0.00451% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $20.66bn | $45.34bn | 99.6117 | 101.6765 | 0.488% | +2.073% | +0.01012% |
| 912796CB3 | 0.000% | Sep 18, 2014 | $45.00bn | – | – | $45.00bn | 99.9882 | 99.9877 | 0.486% | -0.001% | -0.00000% |
| 912796CF4 | 0.000% | Oct 16, 2014 | $45.00bn | – | – | $45.00bn | 99.9765 | 99.9846 | 0.486% | +0.008% | +0.00004% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $18.0m | $41.98bn | 107.0737 | 108.5584 | 0.486% | +3.138% | +0.01524% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 102.3992 | 102.4303 | 0.481% | +0.030% | +0.00015% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 102.5649 | 102.5782 | 0.479% | +0.013% | +0.00006% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 102.0749 | 101.0116 | 0.477% | -0.001% | -0.00000% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 102.2751 | 102.2942 | 0.476% | +0.019% | +0.00009% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 102.1844 | 102.1958 | 0.471% | +0.011% | +0.00005% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | – | $42.00bn | 103.7198 | 107.0090 | 0.471% | +3.171% | +0.01493% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 102.3818 | 102.4117 | 0.470% | +0.029% | +0.00014% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 101.1627 | 101.1505 | 0.459% | -0.012% | -0.00006% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 103.0436 | 102.0116 | 0.455% | +0.030% | +0.00013% |
| 912796DQ9 | 0.000% | Aug 14, 2014 | $42.00bn | – | – | $42.00bn | 99.9912 | 99.9937 | 0.454% | +0.003% | +0.00001% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 109.3964 | 109.8905 | 0.449% | +0.452% | +0.00203% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $2.10bn | $39.90bn | 103.7823 | 107.0715 | 0.448% | +3.169% | +0.01418% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 100.7135 | 103.9139 | 0.446% | +3.178% | +0.01418% |
| 912828LQ1 | 2.375% | Sep 30, 2014 | $40.71bn | – | $0.5m | $40.71bn | 101.1699 | 101.1588 | 0.445% | -0.011% | -0.00005% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 100.7287 | 103.5515 | 0.442% | +2.802% | +0.01240% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $28.66bn | $41.43bn | 98.4539 | 99.1916 | 0.441% | +1.765% | +0.00778% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 99.2095 | 102.2383 | 0.439% | +3.053% | +0.01342% |
| 912828LK4 | 2.375% | Aug 31, 2014 | $40.17bn | – | $4.7m | $40.17bn | 101.1501 | 101.1692 | 0.439% | +0.019% | +0.00008% |
| 912828LC2 | 2.625% | Jul 31, 2014 | $39.98bn | – | $40.0m | $39.94bn | 101.2776 | 101.2909 | 0.437% | +0.013% | +0.00006% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.21bn | $40.52bn | 99.1903 | 100.9406 | 0.434% | +1.765% | +0.00767% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 102.6267 | 102.6987 | 0.434% | +0.070% | +0.00030% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.6820 | 109.2276 | 0.433% | +1.124% | +0.00487% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 102.3758 | 105.2115 | 0.429% | +2.770% | +0.01189% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 102.4038 | 102.4960 | 0.423% | +0.090% | +0.00038% |
| 912828KY5 | 2.625% | Jun 30, 2014 | $38.07bn | – | $0.5m | $38.07bn | 101.2837 | 101.2970 | 0.417% | +0.013% | +0.00005% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 103.7415 | 103.8669 | 0.412% | +0.121% | +0.00050% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.2664 | 100.2992 | 0.410% | +0.033% | +0.00013% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 108.0711 | 110.7702 | 0.409% | +2.497% | +0.01021% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $272.0m | $41.73bn | 90.3576 | 91.8281 | 0.408% | +3.218% | +0.01312% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 101.6481 | 101.7255 | 0.405% | +0.076% | +0.00031% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 102.3554 | 101.7263 | 0.402% | +0.057% | +0.00023% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 114.8583 | 117.4736 | 0.397% | +2.277% | +0.00904% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 101.6059 | 101.6527 | 0.396% | +0.046% | +0.00018% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 101.5346 | 101.6121 | 0.392% | +0.076% | +0.00030% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.18bn | $34.67bn | 103.7939 | 105.2134 | 0.389% | +1.368% | +0.00532% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 100.1768 | 100.1989 | 0.389% | +0.022% | +0.00009% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $31.26bn | $33.16bn | 108.2854 | 107.8404 | 0.388% | +1.032% | +0.00400% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.5604 | 102.7868 | 0.388% | +0.221% | +0.00086% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 103.9225 | 103.9323 | 0.384% | +0.009% | +0.00004% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.1372 | 101.4742 | 0.383% | +0.333% | +0.00127% |
| 912828TA8 | 0.250% | Jun 30, 2014 | $35.36bn | – | $0.3m | $35.36bn | 100.1148 | 100.1271 | 0.383% | +0.012% | +0.00005% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.0222 | 101.3284 | 0.382% | +0.303% | +0.00116% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.8465 | 101.1522 | 0.381% | +0.303% | +0.00116% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.8341 | 100.7548 | 0.381% | +0.355% | +0.00135% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.6675 | 101.0261 | 0.381% | +0.356% | +0.00136% |
| 912828VH0 | 0.375% | Jun 30, 2015 | $35.00bn | – | – | $35.00bn | 100.4066 | 100.4397 | 0.380% | +0.033% | +0.00013% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.2294 | 100.0951 | 0.379% | -0.009% | -0.00004% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 100.2294 | 100.1264 | 0.379% | +0.022% | +0.00008% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1872 | 100.2093 | 0.379% | +0.022% | +0.00008% |
| 912828VN7 | 0.250% | Jul 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1872 | 100.2718 | 0.379% | +0.084% | +0.00032% |
| 912828UT5 | 0.250% | Mar 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1774 | 100.1680 | 0.379% | -0.009% | -0.00004% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 100.1671 | 100.1889 | 0.379% | +0.022% | +0.00008% |
| 912828TQ3 | 0.250% | Sep 30, 2014 | $35.00bn | – | – | $35.00bn | 100.1149 | 100.1055 | 0.379% | -0.009% | -0.00004% |
| 912828TL4 | 0.250% | Aug 31, 2014 | $35.00bn | – | – | $35.00bn | 100.1046 | 100.0951 | 0.379% | -0.010% | -0.00004% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0944 | 100.0849 | 0.379% | -0.010% | -0.00004% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0730 | 100.0841 | 0.379% | +0.011% | +0.00004% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 106.0592 | 104.0143 | 0.379% | +0.017% | +0.00006% |
| 912828TF7 | 0.125% | Jul 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0623 | 100.0421 | 0.379% | -0.020% | -0.00008% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 100.0316 | 100.0737 | 0.378% | +0.042% | +0.00016% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | – | $35.00bn | 99.8876 | 100.9047 | 0.378% | +1.018% | +0.00385% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 103.4347 | 103.5490 | 0.378% | +0.111% | +0.00042% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $103.0m | $34.90bn | 100.0014 | 101.0090 | 0.377% | +1.008% | +0.00380% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | – | $35.00bn | 99.6607 | 100.6770 | 0.377% | +1.020% | +0.00384% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.2709 | 109.9212 | 0.377% | +1.270% | +0.00478% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $28.97bn | $37.03bn | 93.8434 | 94.8607 | 0.376% | +1.950% | +0.00732% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.4988 | 100.8886 | 0.374% | +0.388% | +0.00145% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.3292 | 100.1433 | 0.374% | +0.002% | +0.00001% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 99.9711 | 100.3910 | 0.372% | +0.420% | +0.00156% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.4224 | 100.4554 | 0.372% | +0.033% | +0.00012% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.3235 | 99.4722 | 0.371% | +0.464% | +0.00172% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 98.3235 | 98.6597 | 0.371% | +0.660% | +0.00245% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.1982 | 100.1891 | 0.371% | -0.009% | -0.00003% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.2666 | 100.2993 | 0.371% | +0.033% | +0.00012% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 98.6678 | 99.2534 | 0.370% | +0.594% | +0.00220% |
| 912828VU1 | 0.375% | Aug 31, 2015 | $34.00bn | – | – | $34.00bn | 100.3132 | 100.3770 | 0.369% | +0.064% | +0.00023% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.2716 | 100.1685 | 0.368% | +0.022% | +0.00008% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.3037 | 100.7235 | 0.366% | +0.419% | +0.00153% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $1.44bn | $33.66bn | 99.5340 | 100.5707 | 0.362% | +1.042% | +0.00377% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 106.1305 | 106.2250 | 0.360% | +0.089% | +0.00032% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $1.62bn | $33.38bn | 99.7479 | 100.7555 | 0.360% | +1.010% | +0.00364% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.1878 | 100.2098 | 0.359% | +0.022% | +0.00008% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 98.8863 | 99.1617 | 0.359% | +0.784% | +0.00281% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.6576 | 102.9152 | 0.358% | +0.251% | +0.00090% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.5222 | 100.9221 | 0.357% | +0.398% | +0.00142% |
| 912828RB8 | 0.500% | Aug 15, 2014 | $32.98bn | – | $0.9m | $32.98bn | 100.2286 | 100.2415 | 0.357% | +0.013% | +0.00005% |
| 912828VY3 | 0.250% | Sep 30, 2015 | $33.00bn | – | – | $33.00bn | 100.1149 | 100.1680 | 0.357% | +0.053% | +0.00019% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 99.5632 | 100.0670 | 0.355% | +0.506% | +0.00180% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 116.9648 | 119.3407 | 0.353% | +2.031% | +0.00716% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4330 | 100.6758 | 0.347% | +0.242% | +0.00084% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.3917 | 100.2996 | 0.347% | +0.095% | +0.00033% |
| 912828QS2 | 0.750% | Jun 15, 2014 | $32.00bn | – | – | $32.00bn | 100.3760 | 100.3795 | 0.347% | +0.003% | +0.00001% |
| 912828QU7 | 0.625% | Jul 15, 2014 | $32.00bn | – | – | $32.00bn | 100.3080 | 100.3008 | 0.347% | -0.007% | -0.00003% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2857 | 100.5597 | 0.347% | +0.273% | +0.00095% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2507 | 100.4821 | 0.347% | +0.231% | +0.00080% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2348 | 100.3617 | 0.347% | +0.127% | +0.00044% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2182 | 100.3139 | 0.347% | +0.095% | +0.00033% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.2094 | 100.2218 | 0.347% | +0.012% | +0.00004% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1982 | 100.2516 | 0.347% | +0.053% | +0.00018% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1768 | 100.1989 | 0.346% | +0.022% | +0.00008% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1402 | 100.2983 | 0.346% | +0.158% | +0.00055% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1257 | 100.1787 | 0.346% | +0.053% | +0.00018% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 100.1044 | 100.0639 | 0.346% | +0.084% | +0.00029% |
| 912828RG7 | 0.250% | Sep 15, 2014 | $32.00bn | – | – | $32.00bn | 100.0944 | 100.1162 | 0.346% | +0.022% | +0.00008% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0791 | 100.2055 | 0.346% | +0.126% | +0.00044% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0734 | 100.1578 | 0.346% | +0.084% | +0.00029% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.0523 | 100.1369 | 0.346% | +0.085% | +0.00029% |
| 912828WB2 | 0.250% | Oct 31, 2015 | $32.00bn | – | – | $32.00bn | 100.0319 | 100.1474 | 0.346% | +0.115% | +0.00040% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0316 | 100.1786 | 0.346% | +0.147% | +0.00051% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.0005 | 100.1895 | 0.346% | +0.189% | +0.00065% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 99.9073 | 100.0961 | 0.346% | +0.189% | +0.00065% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | – | $89.9m | $32.00bn | 99.8546 | 100.0326 | 0.345% | +0.178% | +0.00062% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.7403 | 99.7935 | 0.345% | +0.179% | +0.00062% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.7297 | 99.8765 | 0.345% | +0.147% | +0.00051% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 148.7356 | 153.7342 | 0.344% | +3.361% | +0.01157% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 107.2229 | 107.3716 | 0.343% | +1.596% | +0.00547% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.13bn | $31.87bn | 98.7221 | 99.6121 | 0.340% | +0.901% | +0.00307% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $3.40bn | $31.60bn | 99.0532 | 99.4131 | 0.338% | +0.994% | +0.00336% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.7680 | 101.0628 | 0.338% | +0.293% | +0.00099% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $38.40bn | $28.35bn | 110.1260 | 111.3215 | 0.337% | +1.086% | +0.00366% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.5944 | 99.2545 | 0.328% | +0.669% | +0.00220% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 98.4592 | 99.0451 | 0.328% | +0.595% | +0.00195% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.4681 | 99.0123 | 0.328% | +0.553% | +0.00181% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 97.1892 | 97.9310 | 0.327% | +0.763% | +0.00249% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 111.5112 | 110.6522 | 0.326% | +0.911% | +0.00297% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $10.16bn | $31.84bn | 94.4912 | 97.5487 | 0.325% | +3.236% | +0.01052% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2196 | 100.5672 | 0.325% | +0.347% | +0.00113% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1321 | 100.1868 | 0.325% | +0.367% | +0.00119% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.0695 | 100.4898 | 0.324% | +0.420% | +0.00136% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 99.9961 | 100.3007 | 0.324% | +0.305% | +0.00099% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 99.9852 | 100.3527 | 0.324% | +0.367% | +0.00119% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 99.8770 | 100.3173 | 0.324% | +0.441% | +0.00143% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 99.6920 | 100.0597 | 0.323% | +0.369% | +0.00119% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.02bn | $30.18bn | 97.6019 | 99.3724 | 0.318% | +1.814% | +0.00578% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 98.6895 | 99.2860 | 0.317% | +0.604% | +0.00192% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | – | $29.00bn | 100.0061 | 101.6080 | 0.313% | +1.602% | +0.00502% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.25bn | $28.75bn | 100.0294 | 100.8696 | 0.311% | +0.840% | +0.00261% |
| 912828B25 | 0.625% | Jan 15, 2024 | $28.00bn | – | – | $28.00bn | 102.0006 | 105.3834 | 0.309% | +3.316% | +0.01024% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 98.1576 | 98.8166 | 0.308% | +0.671% | +0.00207% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 107.1832 | 107.6157 | 0.306% | +0.404% | +0.00124% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $9.91bn | $32.09bn | 88.2374 | 89.6970 | 0.306% | +3.212% | +0.00983% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 106.1647 | 106.4677 | 0.305% | +0.285% | +0.00087% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $1.01bn | $27.99bn | 100.2843 | 101.8873 | 0.303% | +1.598% | +0.00485% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $1.14bn | $27.94bn | 98.9307 | 100.5109 | 0.299% | +1.597% | +0.00477% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.0346 | 103.5414 | 0.298% | +0.492% | +0.00147% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.63bn | $22.27bn | 122.7082 | 126.2421 | 0.295% | +2.880% | +0.00851% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 97.5985 | 99.0632 | 0.295% | +1.501% | +0.00442% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.5988 | 103.1994 | 0.290% | +0.585% | +0.00170% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 104.2106 | 102.0829 | 0.286% | -0.003% | -0.00001% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.70bn | $26.30bn | 100.5143 | 101.9490 | 0.286% | +1.427% | +0.00408% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $2.62bn | $26.38bn | 100.0283 | 101.5912 | 0.285% | +1.562% | +0.00446% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.12bn | $24.55bn | 105.7573 | 106.7191 | 0.281% | +0.909% | +0.00255% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 106.4296 | 105.4213 | 0.276% | +0.345% | +0.00095% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $42.32bn | $26.66bn | 95.7136 | 96.6481 | 0.276% | +1.891% | +0.00521% |
| 912828CT5 | 4.250% | Aug 15, 2014 | $24.72bn | – | $0.8m | $24.72bn | 102.0993 | 102.1000 | 0.273% | +0.001% | +0.00000% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 108.6072 | 106.5014 | 0.273% | +0.133% | +0.00036% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 106.0041 | 106.2976 | 0.272% | +0.277% | +0.00075% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $3.82bn | $25.18bn | 99.8039 | 100.3234 | 0.272% | +1.522% | +0.00414% |
| 912796DS5 | 0.000% | Sep 4, 2014 | $25.00bn | – | – | $25.00bn | 99.9894 | 99.9919 | 0.270% | +0.003% | +0.00001% |
| 912796DR7 | 0.000% | Aug 28, 2014 | $25.00bn | – | – | $25.00bn | 99.9900 | 99.9900 | 0.270% | 0.000% | 0.00000% |
| 912796CL1 | 0.000% | Nov 13, 2014 | $25.00bn | – | – | $25.00bn | 99.9726 | 99.9768 | 0.270% | +0.004% | +0.00001% |
| 912796DB2 | 0.000% | Dec 11, 2014 | $25.00bn | – | – | $25.00bn | 99.9688 | 99.9729 | 0.270% | +0.004% | +0.00001% |
| 912796DP1 | 0.000% | Mar 5, 2015 | $25.00bn | – | – | $25.00bn | 99.9227 | 99.9458 | 0.270% | +0.023% | +0.00006% |
| 912796DU0 | 0.000% | Apr 2, 2015 | $25.00bn | – | – | $25.00bn | 99.9158 | 99.9403 | 0.270% | +0.025% | +0.00007% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 109.0376 | 109.7845 | 0.267% | +0.685% | +0.00183% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 97.9073 | 98.5978 | 0.266% | +0.705% | +0.00187% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 106.1304 | 106.4538 | 0.263% | +0.305% | +0.00080% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.2721 | 101.1124 | 0.262% | +0.838% | +0.00219% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $4.96bn | $24.45bn | 98.9192 | 99.9137 | 0.261% | +1.005% | +0.00263% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 103.1304 | 103.3356 | 0.261% | +0.199% | +0.00052% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | – | $19.00bn | 127.0354 | 127.1489 | 0.261% | +0.089% | +0.00023% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 106.9018 | 107.1578 | 0.261% | +0.240% | +0.00062% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 107.7738 | 108.1549 | 0.261% | +0.354% | +0.00092% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 107.2440 | 107.6532 | 0.260% | +0.382% | +0.00099% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 103.3870 | 102.7283 | 0.260% | +0.209% | +0.00054% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 126.5394 | 126.8500 | 0.260% | +0.245% | +0.00064% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $14.60bn | $27.40bn | 87.7260 | 90.5316 | 0.260% | +3.198% | +0.00831% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $23.92bn | $19.09bn | 125.3279 | 128.9665 | 0.259% | +2.903% | +0.00751% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.7838 | 103.3852 | 0.257% | +0.585% | +0.00151% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.75bn | $23.25bn | 102.0126 | 103.5663 | 0.256% | +1.523% | +0.00390% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $7.95bn | $11.54bn | 204.5595 | 211.8663 | 0.255% | +3.572% | +0.00911% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 96.8554 | 97.4763 | 0.254% | +1.351% | +0.00343% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.9342 | 105.4879 | 0.254% | +0.528% | +0.00134% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 110.3927 | 110.7887 | 0.253% | +0.359% | +0.00091% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.7521 | 104.2623 | 0.253% | +0.606% | +0.00153% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 98.5608 | 99.5463 | 0.252% | +1.000% | +0.00252% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 100.1535 | 101.5490 | 0.249% | +1.393% | +0.00347% |
| 912796DW6 | 0.000% | Sep 25, 2014 | $23.00bn | – | – | $23.00bn | 99.9877 | 99.9902 | 0.249% | +0.003% | +0.00001% |
| 912796DV8 | 0.000% | Sep 11, 2014 | $23.00bn | – | – | $23.00bn | 99.9888 | 99.9884 | 0.249% | -0.000% | -0.00000% |
| 912796DX4 | 0.000% | Oct 2, 2014 | $23.00bn | – | – | $23.00bn | 99.9828 | 99.9896 | 0.249% | +0.007% | +0.00002% |
| 912796EA3 | 0.000% | Oct 23, 2014 | $23.00bn | – | – | $23.00bn | 99.9804 | 99.9838 | 0.249% | +0.003% | +0.00001% |
| 912796DZ9 | 0.000% | Oct 9, 2014 | $23.00bn | – | – | $23.00bn | 99.9775 | 99.9890 | 0.249% | +0.012% | +0.00003% |
| 912796DF3 | 0.000% | Jan 8, 2015 | $23.00bn | – | – | $23.00bn | 99.9578 | 99.9752 | 0.248% | +0.017% | +0.00004% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 103.7531 | 103.9185 | 0.247% | +0.159% | +0.00039% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.40bn | $19.08bn | 119.3621 | 120.6202 | 0.246% | +2.887% | +0.00710% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 106.6304 | 107.0476 | 0.246% | +0.391% | +0.00096% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.14bn | $23.86bn | 95.0343 | 96.2571 | 0.245% | +1.287% | +0.00315% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $5.82bn | $23.19bn | 97.2481 | 98.4946 | 0.244% | +1.282% | +0.00312% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 136.9862 | 141.8149 | 0.243% | +3.525% | +0.00858% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $23.87bn | $19.03bn | 117.1169 | 118.4266 | 0.241% | +2.933% | +0.00707% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 98.8738 | 99.5449 | 0.234% | +0.679% | +0.00159% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.6335 | 107.0927 | 0.234% | +0.431% | +0.00101% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 127.6065 | 128.3353 | 0.233% | +0.571% | +0.00133% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 126.9870 | 127.4128 | 0.233% | +0.335% | +0.00078% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 106.6796 | 105.7963 | 0.233% | +0.461% | +0.00107% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 105.5856 | 106.1191 | 0.232% | +0.505% | +0.00117% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 126.0813 | 126.6340 | 0.232% | +0.438% | +0.00102% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 118.2708 | 120.4078 | 0.230% | +1.807% | +0.00416% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.03bn | $21.97bn | 96.0948 | 97.3192 | 0.228% | +1.274% | +0.00291% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.55bn | $22.45bn | 93.8679 | 95.6991 | 0.228% | +1.951% | +0.00444% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.97bn | $22.03bn | 95.6363 | 96.3492 | 0.228% | +1.268% | +0.00289% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 108.4323 | 108.5489 | 0.227% | +0.107% | +0.00024% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.20bn | $20.80bn | 99.4506 | 100.8755 | 0.224% | +1.433% | +0.00320% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 112.1336 | 110.1637 | 0.222% | +0.306% | +0.00068% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $26.14bn | $21.07bn | 95.0537 | 98.0174 | 0.216% | +3.118% | +0.00675% |
| 912796DL0 | 0.000% | Aug 7, 2014 | $20.00bn | – | – | $20.00bn | 99.9972 | 99.9942 | 0.216% | -0.003% | -0.00001% |
| 912796DK2 | 0.000% | Jul 31, 2014 | $20.00bn | – | – | $20.00bn | 99.9949 | 99.9948 | 0.216% | -0.000% | -0.00000% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $8.39bn | $20.61bn | 95.7097 | 96.8596 | 0.213% | +1.201% | +0.00256% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 107.0551 | 107.2799 | 0.209% | +0.210% | +0.00044% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.24bn | $9.54bn | 200.0972 | 206.9380 | 0.206% | +3.419% | +0.00706% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $25.85bn | $17.36bn | 109.2403 | 112.5204 | 0.205% | +3.003% | +0.00615% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 140.8071 | 145.4536 | 0.204% | +3.300% | +0.00675% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 128.3276 | 129.4509 | 0.203% | +0.875% | +0.00178% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 112.7731 | 111.2704 | 0.203% | +0.552% | +0.00112% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 135.5097 | 140.4939 | 0.202% | +3.678% | +0.00744% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $24.97bn | $17.52bn | 106.8082 | 110.1397 | 0.202% | +3.119% | +0.00631% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.63bn | $19.37bn | 96.2731 | 97.5380 | 0.202% | +1.314% | +0.00265% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $29.15bn | $15.41bn | 119.2683 | 120.4952 | 0.199% | +2.863% | +0.00569% |
| 912828C99 | 0.125% | Apr 15, 2019 | $18.00bn | – | – | $18.00bn | 102.1124 | 103.7693 | 0.199% | +1.623% | +0.00322% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 106.4817 | 107.1623 | 0.198% | +0.639% | +0.00126% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 123.5508 | 125.4775 | 0.196% | +1.559% | +0.00305% |
| 912796DG1 | 0.000% | Feb 5, 2015 | $18.00bn | – | – | $18.00bn | 99.9454 | 99.9582 | 0.194% | +0.013% | +0.00002% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 110.8850 | 111.1597 | 0.194% | +0.248% | +0.00048% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.54bn | $14.86bn | 119.9948 | 123.2989 | 0.193% | +2.753% | +0.00531% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $26.63bn | $14.81bn | 120.3073 | 123.7364 | 0.193% | +2.850% | +0.00549% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 126.5468 | 131.1105 | 0.191% | +3.606% | +0.00690% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.31bn | $14.69bn | 119.5496 | 120.9015 | 0.190% | +2.961% | +0.00562% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $10.61bn | $18.40bn | 95.2828 | 96.5061 | 0.189% | +1.284% | +0.00243% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 113.0466 | 113.6540 | 0.189% | +0.537% | +0.00102% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 107.1696 | 105.7990 | 0.189% | +0.237% | +0.00045% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.12bn | $13.31bn | 130.2386 | 133.5575 | 0.187% | +2.548% | +0.00477% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 99.4596 | 100.4249 | 0.185% | +0.971% | +0.00180% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 122.3735 | 123.8307 | 0.182% | +1.191% | +0.00217% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.12bn | $18.00bn | 93.3504 | 98.1159 | 0.182% | +5.105% | +0.00927% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 111.6145 | 112.0233 | 0.181% | +0.366% | +0.00066% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 104.0137 | 104.2213 | 0.181% | +0.200% | +0.00036% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 111.8643 | 109.5319 | 0.180% | +0.206% | +0.00037% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 118.8414 | 120.4381 | 0.180% | +1.343% | +0.00242% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 127.7802 | 128.9531 | 0.178% | +0.918% | +0.00164% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.7464 | 106.4784 | 0.178% | +0.692% | +0.00123% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 103.6080 | 103.7928 | 0.176% | +0.178% | +0.00031% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $12.12bn | $16.88bn | 95.9497 | 97.0679 | 0.175% | +1.165% | +0.00204% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 106.2748 | 107.0261 | 0.175% | +0.707% | +0.00123% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 99.6267 | 100.9800 | 0.174% | +1.358% | +0.00236% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 123.1902 | 124.9951 | 0.173% | +1.465% | +0.00253% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $26.90bn | $17.02bn | 93.3527 | 94.8030 | 0.172% | +3.160% | +0.00543% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 111.5787 | 112.4948 | 0.171% | +0.821% | +0.00141% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 117.1884 | 113.7609 | 0.167% | +0.169% | +0.00028% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $28.93bn | $15.69bn | 95.9416 | 97.4029 | 0.163% | +3.152% | +0.00513% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.7626 | 105.5975 | 0.160% | +0.797% | +0.00128% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $13.94bn | $15.06bn | 95.5925 | 96.7011 | 0.156% | +1.160% | +0.00180% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $11.74bn | $10.28bn | 138.4819 | 138.5496 | 0.154% | +2.260% | +0.00348% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 106.0258 | 106.7962 | 0.151% | +0.727% | +0.00110% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 112.8572 | 111.0951 | 0.151% | +0.432% | +0.00065% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 104.4134 | 104.6104 | 0.150% | +0.189% | +0.00028% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 96.8159 | 97.9871 | 0.150% | +1.210% | +0.00182% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 99.7617 | 99.9763 | 0.148% | +0.904% | +0.00134% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 111.7876 | 110.6583 | 0.148% | +0.723% | +0.00107% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 116.9294 | 118.1454 | 0.147% | +2.857% | +0.00420% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 143.3156 | 141.3913 | 0.142% | +1.448% | +0.00206% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 104.5985 | 104.7643 | 0.142% | +0.158% | +0.00023% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.06bn | $9.92bn | 132.4408 | 138.4355 | 0.142% | +4.526% | +0.00643% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 102.6939 | 105.8158 | 0.139% | +3.040% | +0.00423% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.47bn | $12.63bn | 100.9735 | 101.9069 | 0.138% | +0.924% | +0.00127% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 120.7099 | 117.3043 | 0.133% | +0.285% | +0.00038% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.73bn | $8.32bn | 142.8520 | 143.1182 | 0.128% | +2.374% | +0.00305% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.0071 | 105.7666 | 0.128% | +0.723% | +0.00093% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 97.5010 | 98.0061 | 0.128% | +1.095% | +0.00140% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 88.2728 | 92.9230 | 0.127% | +5.268% | +0.00671% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 111.1746 | 111.1690 | 0.126% | -0.005% | -0.00001% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.96bn | $11.73bn | 99.2833 | 100.3207 | 0.126% | +1.045% | +0.00131% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.9918 | 104.6067 | 0.124% | +0.764% | +0.00095% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $17.72bn | $11.58bn | 96.5218 | 97.6102 | 0.121% | +1.128% | +0.00136% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.64bn | $8.20bn | 133.4618 | 136.2735 | 0.118% | +2.107% | +0.00249% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 128.5470 | 129.0068 | 0.116% | +2.400% | +0.00279% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 127.6304 | 123.8030 | 0.114% | +0.429% | +0.00049% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.27bn | $7.90bn | 133.5099 | 139.3043 | 0.114% | +4.340% | +0.00495% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $14.68bn | $7.97bn | 132.1699 | 134.5036 | 0.114% | +1.766% | +0.00201% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.8719 | 104.7895 | 0.106% | +0.883% | +0.00094% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 97.8471 | 98.8933 | 0.104% | +1.069% | +0.00111% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 121.2322 | 122.3764 | 0.100% | +2.800% | +0.00281% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $4.97bn | $6.81bn | 130.1083 | 133.1882 | 0.096% | +2.367% | +0.00227% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 186.1186 | 193.7628 | 0.092% | +4.107% | +0.00380% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $9.03bn | – | $969.3m | $8.06bn | 106.0000 | 111.3173 | 0.092% | +5.016% | +0.00463% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 129.6191 | 130.6196 | 0.090% | +2.701% | +0.00243% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $4.91bn | $6.44bn | 127.3065 | 130.3955 | 0.089% | +2.426% | +0.00215% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 117.8752 | 121.1994 | 0.086% | +2.820% | +0.00244% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 133.9334 | 135.2766 | 0.082% | +1.003% | +0.00082% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 135.6200 | 136.7795 | 0.082% | +0.855% | +0.00070% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 141.6253 | 143.3363 | 0.078% | +1.208% | +0.00095% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 141.5299 | 141.3179 | 0.078% | +2.147% | +0.00168% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 138.7690 | 142.0917 | 0.074% | +2.394% | +0.00177% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 138.2574 | 140.6060 | 0.071% | +1.699% | +0.00120% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.53bn | $4.60bn | 138.1896 | 140.3930 | 0.069% | +1.594% | +0.00109% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 119.3993 | 114.5768 | 0.068% | +0.096% | +0.00007% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 124.2029 | 127.6228 | 0.067% | +2.753% | +0.00185% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 148.0849 | 147.1793 | 0.067% | +1.921% | +0.00129% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 127.3387 | 127.9358 | 0.066% | +0.469% | +0.00031% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.42bn | $4.08bn | 148.0798 | 150.8788 | 0.065% | +1.890% | +0.00124% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.22bn | $3.97bn | 141.6744 | 144.5634 | 0.061% | +2.039% | +0.00124% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.92bn | $3.89bn | 142.2422 | 145.2139 | 0.060% | +2.089% | +0.00125% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.26bn | $3.93bn | 139.5083 | 142.6343 | 0.059% | +2.241% | +0.00133% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $5.92bn | $3.59bn | 141.5913 | 144.7395 | 0.055% | +2.223% | +0.00122% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 137.1519 | 133.7215 | 0.049% | +0.780% | +0.00038% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 115.7326 | 115.7655 | 0.048% | +0.028% | +0.00001% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 142.6545 | 140.5224 | 0.046% | +1.353% | +0.00063% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 138.0691 | 139.9214 | 0.045% | +1.342% | +0.00060% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 141.4021 | 143.4641 | 0.044% | +1.458% | +0.00063% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 138.1361 | 139.6374 | 0.042% | +1.087% | +0.00046% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 135.0533 | 131.3526 | 0.041% | +0.638% | +0.00026% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.89bn | $2.53bn | 143.7989 | 142.2480 | 0.039% | +1.573% | +0.00062% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 117.8852 | 118.0466 | 0.038% | +0.137% | +0.00005% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 142.9429 | 140.1467 | 0.035% | +1.105% | +0.00039% |
| Total | $8.93tn | 100.000% | +0.84702% | ||||||||
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.