Rebalance of September 30, 2014
US Treasury Aggregate constituents
Every one of the 351 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
- 351
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.554243%
- Market value
- $9.36tn
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 -0.554243% against a published month return of -0.554243%, a difference of 2.3e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796CL1 | 0.000% | Nov 13, 2014 | $77.00bn | – | – | $77.00bn | 99.9958 | 99.9988 | 0.823% | +0.003% | +0.00002% |
| 912796CF4 | 0.000% | Oct 16, 2014 | $70.00bn | – | – | $70.00bn | 99.9987 | 99.9996 | 0.748% | +0.001% | +0.00001% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $692.0m | $65.31bn | 102.2473 | 101.1630 | 0.713% | -1.060% | -0.00756% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.36bn | $57.64bn | 104.7283 | 103.6950 | 0.645% | -0.987% | -0.00636% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $10.96bn | $56.45bn | 104.9409 | 104.2103 | 0.633% | -0.696% | -0.00441% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $14.87bn | $51.13bn | 103.9470 | 102.8512 | 0.568% | -1.054% | -0.00599% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 105.3141 | 104.0606 | 0.560% | -1.190% | -0.00667% |
| 912796EE5 | 0.000% | Nov 20, 2014 | $52.00bn | – | – | $52.00bn | 99.9977 | 99.9986 | 0.556% | +0.001% | +0.00000% |
| 912796EF2 | 0.000% | Nov 28, 2014 | $52.00bn | – | – | $52.00bn | 99.9924 | 99.9967 | 0.555% | +0.004% | +0.00002% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $12.27bn | $53.73bn | 96.6168 | 95.5673 | 0.555% | -1.086% | -0.00602% |
| 912796ED7 | 0.000% | Nov 6, 2014 | $51.00bn | – | – | $51.00bn | 99.9981 | 99.9979 | 0.545% | -0.000% | -0.00000% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 110.4586 | 109.6505 | 0.538% | -0.732% | -0.00394% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $14.92bn | $51.08bn | 98.4416 | 97.4429 | 0.537% | -1.014% | -0.00545% |
| 912796EB1 | 0.000% | Oct 30, 2014 | $50.00bn | – | – | $50.00bn | 100.0000 | 99.9983 | 0.534% | -0.002% | -0.00001% |
| 912796EA3 | 0.000% | Oct 23, 2014 | $49.00bn | – | – | $49.00bn | 99.9985 | 99.9994 | 0.523% | +0.001% | +0.00000% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.0211 | 109.5255 | 0.515% | -0.450% | -0.00232% |
| 912796DZ9 | 0.000% | Oct 9, 2014 | $48.00bn | – | – | $48.00bn | 100.0000 | 99.9998 | 0.513% | -0.000% | -0.00000% |
| 912796DB2 | 0.000% | Dec 11, 2014 | $48.00bn | – | – | $48.00bn | 99.9971 | 99.9980 | 0.513% | +0.001% | +0.00000% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $236.0m | $41.76bn | 114.5584 | 112.4789 | 0.511% | -1.815% | -0.00928% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.4261 | 99.4100 | 0.509% | -0.327% | -0.00167% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 107.4119 | 106.4312 | 0.505% | -0.913% | -0.00461% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $1.0m | $42.00bn | 111.1461 | 109.0567 | 0.499% | -1.880% | -0.00937% |
| 912796DF3 | 0.000% | Jan 8, 2015 | $46.00bn | – | – | $46.00bn | 99.9890 | 99.9944 | 0.491% | +0.005% | +0.00003% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 100.4458 | 100.1285 | 0.491% | -0.316% | -0.00155% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | – | $42.00bn | 107.0713 | 105.0248 | 0.480% | -1.911% | -0.00918% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.20bn | $43.80bn | 102.0910 | 101.0693 | 0.478% | -1.001% | -0.00478% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 102.4650 | 101.1944 | 0.475% | -0.020% | -0.00010% |
| 912828ME7 | 2.625% | Dec 31, 2014 | $43.24bn | – | $0.8m | $43.24bn | 101.2690 | 101.3196 | 0.468% | +0.050% | +0.00023% |
| 912828LZ1 | 2.125% | Nov 30, 2014 | $43.26bn | – | $0.2m | $43.26bn | 101.0458 | 101.0579 | 0.467% | +0.012% | +0.00006% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 101.1694 | 101.1721 | 0.465% | +0.003% | +0.00001% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 102.4429 | 102.4524 | 0.465% | +0.009% | +0.00004% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 105.9347 | 102.9456 | 0.464% | -2.822% | -0.01309% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 101.1080 | 101.0978 | 0.461% | -0.010% | -0.00005% |
| 912796DG1 | 0.000% | Feb 5, 2015 | $43.00bn | – | – | $43.00bn | 99.9867 | 99.9893 | 0.459% | +0.003% | +0.00001% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 104.4192 | 101.5307 | 0.457% | -2.766% | -0.01265% |
| 912828LS7 | 2.375% | Oct 31, 2014 | $42.01bn | – | $0.8m | $42.01bn | 101.1505 | 101.1814 | 0.454% | +0.031% | +0.00014% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 104.0162 | 101.3323 | 0.452% | -2.580% | -0.01165% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 102.7256 | 100.0843 | 0.450% | -2.571% | -0.01156% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 109.8856 | 109.3489 | 0.446% | -0.488% | -0.00218% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 102.0770 | 102.0891 | 0.446% | +0.012% | +0.00005% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $28.84bn | $41.25bn | 100.1916 | 99.3179 | 0.442% | -0.872% | -0.00385% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $4.85bn | $37.15bn | 111.1148 | 109.0567 | 0.441% | -1.852% | -0.00817% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 105.6179 | 103.0555 | 0.438% | -2.426% | -0.01062% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 100.7289 | 99.8964 | 0.436% | -0.827% | -0.00360% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $492.0m | $41.51bn | 97.1094 | 95.2109 | 0.431% | -1.955% | -0.00842% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.4463 | 108.9935 | 0.427% | -0.414% | -0.00177% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 101.7948 | 101.8176 | 0.425% | +0.022% | +0.00010% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 101.6569 | 101.6698 | 0.415% | +0.013% | +0.00005% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 110.6612 | 108.1610 | 0.414% | -2.259% | -0.00935% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.3309 | 100.3294 | 0.405% | -0.002% | -0.00001% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 102.8696 | 102.8808 | 0.404% | +0.011% | +0.00004% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 117.1186 | 114.6864 | 0.400% | -2.077% | -0.00831% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 101.1319 | 101.1695 | 0.398% | +0.037% | +0.00015% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 101.7906 | 101.8371 | 0.396% | +0.046% | +0.00018% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 101.7169 | 101.0972 | 0.392% | +0.005% | +0.00002% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 101.6746 | 101.6793 | 0.388% | +0.005% | +0.00002% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.18bn | $34.67bn | 104.4409 | 103.8040 | 0.387% | -0.610% | -0.00236% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 100.0747 | 100.1257 | 0.384% | +0.051% | +0.00020% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.0408 | 102.0340 | 0.382% | -0.007% | -0.00003% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.2985 | 100.7840 | 0.379% | -0.014% | -0.00005% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.1834 | 101.1372 | 0.378% | -0.046% | -0.00017% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.9430 | 100.8981 | 0.377% | -0.044% | -0.00017% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.7560 | 100.7003 | 0.377% | -0.055% | -0.00021% |
| 912828C99 | 0.125% | Apr 15, 2019 | $34.00bn | – | $10.0m | $33.99bn | 103.6079 | 102.0855 | 0.376% | -1.469% | -0.00553% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.5897 | 100.4711 | 0.376% | -0.118% | -0.00044% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | – | $35.00bn | 100.3451 | 99.9419 | 0.375% | -0.402% | -0.00151% |
| 912828VH0 | 0.375% | Jun 30, 2015 | $35.00bn | – | – | $35.00bn | 100.3152 | 100.3448 | 0.375% | +0.029% | +0.00011% |
| 912828UT5 | 0.250% | Mar 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1996 | 100.0944 | 0.375% | +0.020% | +0.00007% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1892 | 100.2090 | 0.375% | +0.020% | +0.00007% |
| 912828VN7 | 0.250% | Jul 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1787 | 100.1984 | 0.375% | +0.020% | +0.00007% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $11.4m | $35.00bn | 100.1457 | 99.7113 | 0.374% | -0.434% | -0.00162% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1162 | 100.1257 | 0.374% | +0.010% | +0.00004% |
| 912828TZ3 | 0.250% | Nov 30, 2014 | $35.00bn | – | – | $35.00bn | 100.0955 | 100.1153 | 0.374% | +0.020% | +0.00007% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 100.0951 | 100.0839 | 0.374% | -0.011% | -0.00004% |
| 912828TU4 | 0.250% | Oct 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0849 | 100.1046 | 0.374% | +0.020% | +0.00007% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 100.0737 | 100.0836 | 0.374% | +0.010% | +0.00004% |
| 912828UD0 | 0.125% | Dec 31, 2014 | $35.00bn | – | – | $35.00bn | 100.0217 | 100.0628 | 0.374% | +0.041% | +0.00015% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 99.9165 | 99.5041 | 0.373% | -0.413% | -0.00154% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 101.9457 | 101.9796 | 0.373% | +0.033% | +0.00012% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.3587 | 109.7908 | 0.373% | -0.515% | -0.00192% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 102.6168 | 102.6182 | 0.370% | +0.001% | +0.00000% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.4222 | 100.2724 | 0.369% | -0.149% | -0.00055% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.4535 | 100.3662 | 0.369% | -0.087% | -0.00032% |
| 912828RQ5 | 0.375% | Nov 15, 2014 | $34.45bn | – | $0.5m | $34.45bn | 100.1746 | 100.1729 | 0.369% | -0.002% | -0.00001% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $857.0m | $34.14bn | 100.9694 | 99.7545 | 0.368% | -0.399% | -0.00147% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $637.0m | $34.36bn | 100.2921 | 99.9103 | 0.368% | -0.381% | -0.00140% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 98.6293 | 98.4288 | 0.368% | -0.203% | -0.00075% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.5043 | 99.3663 | 0.368% | -0.139% | -0.00051% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 104.0768 | 104.0893 | 0.367% | +0.012% | +0.00004% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 98.9410 | 98.7723 | 0.367% | -0.170% | -0.00063% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.2997 | 100.3294 | 0.367% | +0.030% | +0.00011% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.3305 | 100.1728 | 0.367% | +0.030% | +0.00011% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.0958 | 100.1155 | 0.366% | +0.020% | +0.00007% |
| 912828VU1 | 0.375% | Aug 31, 2015 | $34.00bn | – | – | $34.00bn | 100.2521 | 100.3134 | 0.364% | +0.061% | +0.00022% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.1997 | 100.2194 | 0.364% | +0.020% | +0.00007% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $32.90bn | $31.52bn | 107.9029 | 107.4929 | 0.363% | -0.380% | -0.00138% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.3173 | 100.1999 | 0.362% | -0.117% | -0.00042% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 99.1631 | 98.8361 | 0.356% | -0.330% | -0.00117% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.42bn | $34.58bn | 96.2357 | 95.2388 | 0.356% | -1.036% | -0.00368% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.9547 | 100.3152 | 0.355% | -0.138% | -0.00049% |
| 912828RV4 | 0.250% | Dec 15, 2014 | $33.17bn | – | $0.1m | $33.17bn | 100.1165 | 100.1257 | 0.355% | +0.009% | +0.00003% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 118.6905 | 116.4318 | 0.354% | -1.903% | -0.00673% |
| 912828VY3 | 0.250% | Sep 30, 2015 | $33.00bn | – | – | $33.00bn | 100.2309 | 100.0944 | 0.353% | -0.011% | -0.00004% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.1671 | 102.1603 | 0.352% | -0.007% | -0.00002% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 153.8694 | 148.9921 | 0.352% | -3.170% | -0.01116% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 99.6929 | 99.5645 | 0.352% | -0.129% | -0.00045% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 104.1454 | 104.1678 | 0.349% | +0.022% | +0.00008% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 99.8520 | 99.4722 | 0.347% | -0.380% | -0.00132% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3645 | 100.3825 | 0.343% | +0.018% | +0.00006% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.3308 | 100.3604 | 0.343% | +0.029% | +0.00010% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2806 | 100.2361 | 0.343% | -0.044% | -0.00015% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2680 | 100.0791 | 0.343% | -0.001% | -0.00000% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 100.2412 | 100.1360 | 0.343% | +0.020% | +0.00007% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2329 | 100.2725 | 0.343% | +0.040% | +0.00014% |
| 912828RL6 | 0.500% | Oct 15, 2014 | $32.00bn | – | – | $32.00bn | 100.2225 | 100.2309 | 0.343% | +0.008% | +0.00003% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2213 | 100.0323 | 0.343% | -0.002% | -0.00001% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2062 | 100.2357 | 0.343% | +0.029% | +0.00010% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.1899 | 100.1882 | 0.343% | -0.002% | -0.00001% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1894 | 100.2404 | 0.342% | +0.051% | +0.00017% |
| 912828WB2 | 0.250% | Oct 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1787 | 100.1984 | 0.342% | +0.020% | +0.00007% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1685 | 100.1569 | 0.342% | -0.012% | -0.00004% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1583 | 100.1780 | 0.342% | +0.020% | +0.00007% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1433 | 100.1729 | 0.342% | +0.030% | +0.00010% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.1274 | 100.1257 | 0.342% | -0.002% | -0.00001% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 100.1267 | 100.1465 | 0.342% | +0.020% | +0.00007% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0852 | 100.1050 | 0.342% | +0.020% | +0.00007% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.0747 | 100.0944 | 0.342% | +0.020% | +0.00007% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 108.1841 | 107.2429 | 0.342% | -0.870% | -0.00297% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | – | $89.9m | $32.00bn | 99.9389 | 99.9589 | 0.342% | +0.020% | +0.00007% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9081 | 99.9279 | 0.342% | +0.020% | +0.00007% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.8247 | 99.8444 | 0.341% | +0.020% | +0.00007% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 99.6433 | 99.3043 | 0.335% | -0.340% | -0.00114% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 101.0628 | 100.6012 | 0.335% | -0.024% | -0.00008% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.0338 | 100.0323 | 0.331% | -0.002% | -0.00001% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.0720 | 99.6902 | 0.330% | -0.382% | -0.00126% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $38.82bn | $27.93bn | 109.6461 | 109.2130 | 0.327% | -0.395% | -0.00129% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.63bn | $30.37bn | 100.7395 | 100.3363 | 0.327% | -0.400% | -0.00131% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.0459 | 98.5642 | 0.326% | -0.171% | -0.00056% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.8804 | 98.6270 | 0.325% | -0.256% | -0.00083% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 97.8998 | 97.6365 | 0.325% | -0.269% | -0.00087% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.7636 | 98.5842 | 0.325% | -0.182% | -0.00059% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5534 | 100.4040 | 0.322% | -0.149% | -0.00048% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3485 | 99.8456 | 0.322% | -0.127% | -0.00041% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3328 | 100.2573 | 0.322% | -0.075% | -0.00024% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2249 | 100.1277 | 0.321% | -0.097% | -0.00031% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1868 | 100.1111 | 0.321% | -0.076% | -0.00024% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.1807 | 100.1889 | 0.321% | +0.008% | +0.00003% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.02bn | $30.18bn | 99.5041 | 98.5992 | 0.321% | -0.909% | -0.00292% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.38bn | $29.62bn | 101.3716 | 99.4304 | 0.321% | -1.915% | -0.00614% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.0412 | 99.9969 | 0.321% | -0.044% | -0.00014% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 99.7806 | 99.6736 | 0.320% | -0.107% | -0.00034% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 110.5584 | 110.1977 | 0.319% | -0.326% | -0.00104% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.2860 | 99.0951 | 0.315% | -0.192% | -0.00061% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.6393 | 100.8166 | 0.315% | -0.809% | -0.00255% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 99.4148 | 99.0763 | 0.312% | -0.340% | -0.00106% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.3553 | 100.2368 | 0.311% | -0.118% | -0.00037% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.0761 | 100.1155 | 0.310% | +0.039% | +0.00012% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 129.9450 | 127.7469 | 0.309% | -1.692% | -0.00523% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 100.1858 | 99.8567 | 0.307% | -0.329% | -0.00101% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 98.4104 | 98.1892 | 0.305% | -0.225% | -0.00069% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 106.4677 | 106.4015 | 0.302% | -0.062% | -0.00019% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.1889 | 100.0394 | 0.300% | -0.149% | -0.00045% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 106.0302 | 105.9327 | 0.299% | -0.092% | -0.00028% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 99.5944 | 98.9511 | 0.297% | -0.646% | -0.00192% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.39bn | $27.63bn | 100.4199 | 99.6096 | 0.296% | -0.807% | -0.00239% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.77bn | $29.23bn | 94.8220 | 92.9762 | 0.296% | -1.947% | -0.00576% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $1.94bn | $27.06bn | 102.3580 | 101.5353 | 0.296% | -0.804% | -0.00238% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.66bn | $27.34bn | 101.0258 | 100.2245 | 0.295% | -0.793% | -0.00234% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.6354 | 102.5043 | 0.294% | -0.128% | -0.00037% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 99.9915 | 99.9042 | 0.288% | -0.087% | -0.00025% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 103.1369 | 103.0346 | 0.288% | -0.099% | -0.00029% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 99.8865 | 99.6743 | 0.288% | -0.213% | -0.00061% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 101.4180 | 100.8070 | 0.283% | -0.602% | -0.00171% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.42bn | $25.58bn | 102.6091 | 100.6937 | 0.280% | -0.770% | -0.00216% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $2.97bn | $26.11bn | 100.1673 | 99.3900 | 0.279% | -0.776% | -0.00217% |
| 912828DC1 | 4.250% | Nov 15, 2014 | $25.47bn | – | $87.6m | $25.38bn | 102.0829 | 102.1365 | 0.277% | +0.053% | +0.00015% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.13bn | $24.55bn | 105.4158 | 105.0387 | 0.276% | -0.358% | -0.00099% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $42.80bn | $26.19bn | 97.8356 | 96.9423 | 0.274% | -0.913% | -0.00250% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.71bn | $25.29bn | 101.1906 | 100.4518 | 0.273% | -0.730% | -0.00200% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 105.4250 | 105.3304 | 0.270% | -0.090% | -0.00024% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 106.3017 | 104.7895 | 0.270% | -0.012% | -0.00003% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 132.9823 | 130.7004 | 0.269% | -1.716% | -0.00461% |
| 912796EU9 | 0.000% | Feb 12, 2015 | $25.00bn | – | – | $25.00bn | 99.9814 | 99.9925 | 0.267% | +0.011% | +0.00003% |
| 912796EV7 | 0.000% | Feb 19, 2015 | $25.00bn | – | – | $25.00bn | 99.9807 | 99.9921 | 0.267% | +0.011% | +0.00003% |
| 912796DP1 | 0.000% | Mar 5, 2015 | $25.00bn | – | – | $25.00bn | 99.9791 | 99.9870 | 0.267% | +0.008% | +0.00002% |
| 912796DU0 | 0.000% | Apr 2, 2015 | $25.00bn | – | – | $25.00bn | 99.9760 | 99.9744 | 0.267% | -0.002% | -0.00000% |
| 912796DY2 | 0.000% | Apr 30, 2015 | $25.00bn | – | – | $25.00bn | 99.9729 | 99.9823 | 0.267% | +0.009% | +0.00003% |
| 912796EC9 | 0.000% | May 28, 2015 | $25.00bn | – | – | $25.00bn | 99.9698 | 99.9800 | 0.267% | +0.010% | +0.00003% |
| 912796EJ4 | 0.000% | Jun 25, 2015 | $25.00bn | – | – | $25.00bn | 99.9583 | 99.9702 | 0.267% | +0.012% | +0.00003% |
| 912796EN5 | 0.000% | Jul 23, 2015 | $25.00bn | – | – | $25.00bn | 99.9362 | 99.9507 | 0.267% | +0.014% | +0.00004% |
| 912796ET2 | 0.000% | Aug 20, 2015 | $25.00bn | – | – | $25.00bn | 99.9110 | 99.9370 | 0.267% | +0.026% | +0.00007% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 98.5989 | 97.9708 | 0.264% | -0.257% | -0.00068% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 106.5014 | 106.5122 | 0.264% | +0.010% | +0.00003% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 107.9837 | 107.7595 | 0.261% | -0.208% | -0.00054% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.23bn | $11.26bn | 216.5849 | 207.8007 | 0.261% | -4.056% | -0.01057% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.3954 | 100.0975 | 0.259% | -0.297% | -0.00077% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 103.3668 | 103.3682 | 0.259% | +0.001% | +0.00000% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 107.6264 | 105.8839 | 0.258% | -0.109% | -0.00028% |
| 912828D56 | 2.375% | Aug 15, 2024 | $24.00bn | – | – | $24.00bn | 100.4599 | 99.3033 | 0.258% | -1.151% | -0.00297% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 104.9228 | 104.9132 | 0.257% | -0.009% | -0.00002% |
| 912796ER6 | 0.000% | Jan 29, 2015 | $24.00bn | – | – | $24.00bn | 99.9915 | 99.9966 | 0.256% | +0.005% | +0.00001% |
| 912796EQ8 | 0.000% | Jan 22, 2015 | $24.00bn | – | – | $24.00bn | 99.9878 | 99.9937 | 0.256% | +0.006% | +0.00001% |
| 912796EW5 | 0.000% | Feb 26, 2015 | $24.00bn | – | – | $24.00bn | 99.9749 | 99.9917 | 0.256% | +0.017% | +0.00004% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 103.0068 | 102.2877 | 0.256% | -0.698% | -0.00179% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 103.3566 | 102.2864 | 0.256% | -0.128% | -0.00033% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.7620 | 102.7444 | 0.256% | -0.017% | -0.00004% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 125.6373 | 125.3598 | 0.255% | -0.221% | -0.00056% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 106.5027 | 106.4151 | 0.255% | -0.082% | -0.00021% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 105.5414 | 105.5476 | 0.254% | +0.006% | +0.00001% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.68bn | $18.80bn | 126.5577 | 124.4338 | 0.254% | -1.678% | -0.00426% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 97.9469 | 97.3683 | 0.254% | -0.591% | -0.00150% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.49bn | $23.51bn | 100.9199 | 100.2346 | 0.253% | -0.679% | -0.00172% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 110.7745 | 110.3984 | 0.251% | -0.340% | -0.00085% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 98.9558 | 98.5856 | 0.251% | -0.374% | -0.00094% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $5.79bn | $23.62bn | 99.2888 | 98.8677 | 0.251% | -0.424% | -0.00106% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 142.6570 | 137.5032 | 0.250% | -3.613% | -0.00905% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.2755 | 104.1814 | 0.249% | -0.090% | -0.00022% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.2029 | 104.0374 | 0.249% | -0.159% | -0.00039% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.0543 | 100.4620 | 0.248% | -0.586% | -0.00145% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $17.40bn | $24.60bn | 94.2595 | 92.4450 | 0.248% | -1.925% | -0.00477% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.14bn | $23.86bn | 96.6946 | 96.1583 | 0.246% | -0.555% | -0.00137% |
| 912796EK1 | 0.000% | Dec 18, 2014 | $23.00bn | – | – | $23.00bn | 99.9969 | 99.9978 | 0.246% | +0.001% | +0.00000% |
| 912796EG0 | 0.000% | Dec 4, 2014 | $23.00bn | – | – | $23.00bn | 99.9973 | 99.9982 | 0.246% | +0.001% | +0.00000% |
| 912796EM7 | 0.000% | Jan 2, 2015 | $23.00bn | – | – | $23.00bn | 99.9930 | 99.9948 | 0.246% | +0.002% | +0.00000% |
| 912796EP0 | 0.000% | Jan 15, 2015 | $23.00bn | – | – | $23.00bn | 99.9923 | 99.9970 | 0.246% | +0.005% | +0.00001% |
| 912796EL9 | 0.000% | Dec 26, 2014 | $23.00bn | – | – | $23.00bn | 99.9901 | 99.9952 | 0.246% | +0.005% | +0.00001% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 103.9529 | 102.8499 | 0.245% | +0.021% | +0.00005% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.1858 | 97.7317 | 0.241% | -0.463% | -0.00112% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 105.6103 | 105.4757 | 0.240% | -0.128% | -0.00031% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $24.82bn | $18.08bn | 124.3641 | 122.2303 | 0.240% | -1.716% | -0.00412% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 107.0927 | 106.9952 | 0.232% | -0.091% | -0.00021% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 99.1097 | 98.8662 | 0.232% | -0.246% | -0.00057% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.59bn | $22.42bn | 96.2357 | 95.3013 | 0.230% | -0.971% | -0.00224% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 119.6839 | 117.6579 | 0.230% | -1.693% | -0.00389% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 126.2476 | 125.8068 | 0.229% | -0.349% | -0.00080% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 126.7093 | 125.9354 | 0.229% | -0.611% | -0.00140% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.8000 | 105.6742 | 0.228% | -0.119% | -0.00027% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.03bn | $21.97bn | 97.1019 | 96.6281 | 0.228% | -0.488% | -0.00111% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 125.4325 | 124.8616 | 0.228% | -0.455% | -0.00104% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.8410 | 104.7880 | 0.228% | -0.051% | -0.00011% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.97bn | $22.03bn | 96.6631 | 96.2111 | 0.227% | -0.468% | -0.00106% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.4407 | 99.8180 | 0.221% | -0.614% | -0.00135% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 106.2826 | 106.3560 | 0.220% | +0.069% | +0.00015% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 110.1012 | 110.0594 | 0.215% | -0.038% | -0.00008% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 146.6289 | 140.7776 | 0.210% | -3.991% | -0.00840% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 142.5330 | 136.4904 | 0.210% | -4.239% | -0.00892% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.28bn | $16.94bn | 116.2520 | 114.1824 | 0.210% | -1.780% | -0.00374% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.12bn | $19.88bn | 97.1110 | 96.1902 | 0.206% | -0.433% | -0.00089% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.65bn | $9.13bn | 211.2945 | 203.0753 | 0.206% | -3.890% | -0.00802% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 105.6277 | 105.6338 | 0.204% | +0.006% | +0.00001% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.59bn | $18.63bn | 101.7779 | 99.8991 | 0.203% | -1.846% | -0.00374% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.63bn | $19.37bn | 97.2569 | 96.7633 | 0.201% | -0.508% | -0.00102% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.57bn | $14.83bn | 126.5639 | 124.4810 | 0.201% | -1.646% | -0.00330% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 127.8303 | 126.8218 | 0.200% | -0.789% | -0.00158% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 126.9952 | 124.8400 | 0.199% | -1.697% | -0.00338% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.18bn | $16.31bn | 113.9959 | 112.0102 | 0.199% | -1.742% | -0.00346% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.18bn | $17.94bn | 103.5729 | 97.3026 | 0.199% | -6.054% | -0.01202% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.66bn | $13.97bn | 133.0181 | 127.4029 | 0.199% | -4.221% | -0.00838% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 111.2079 | 111.0740 | 0.198% | -0.120% | -0.00024% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 124.2174 | 122.3479 | 0.195% | -1.505% | -0.00293% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.6970 | 105.5700 | 0.194% | -0.120% | -0.00023% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 135.3567 | 133.4365 | 0.192% | -1.419% | -0.00273% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 108.6760 | 108.6539 | 0.188% | -0.020% | -0.00004% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 105.7097 | 105.7485 | 0.184% | +0.037% | +0.00007% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.20bn | $17.80bn | 96.9452 | 95.8781 | 0.184% | -0.520% | -0.00096% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 111.2323 | 111.1067 | 0.184% | -0.113% | -0.00021% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 99.7704 | 99.3787 | 0.184% | -0.393% | -0.00072% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.11bn | $13.46bn | 126.2452 | 124.1838 | 0.181% | -1.633% | -0.00296% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 122.6534 | 121.2601 | 0.181% | -1.136% | -0.00205% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 104.1621 | 103.0378 | 0.179% | +0.061% | +0.00011% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 119.2950 | 117.8160 | 0.178% | -1.240% | -0.00221% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 109.6950 | 109.5907 | 0.176% | -0.095% | -0.00017% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 127.1868 | 126.0475 | 0.176% | -0.896% | -0.00157% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.0791 | 104.8798 | 0.175% | -0.190% | -0.00033% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 109.5007 | 109.5608 | 0.174% | +0.055% | +0.00010% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 106.9676 | 105.2891 | 0.174% | -0.225% | -0.00039% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 100.5761 | 100.0051 | 0.173% | -0.568% | -0.00098% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $16.00bn | – | – | $16.00bn | 101.2466 | 99.2741 | 0.173% | -1.948% | -0.00337% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 102.6992 | 102.7445 | 0.173% | +0.044% | +0.00008% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $16.03bn | – | $2.28bn | $13.75bn | 117.2912 | 110.2333 | 0.172% | -6.017% | -0.01037% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 123.5708 | 121.8721 | 0.171% | -1.375% | -0.00236% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 127.3139 | 125.1997 | 0.169% | -1.661% | -0.00281% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.17bn | $15.75bn | 100.0217 | 98.1644 | 0.168% | -1.857% | -0.00312% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.4769 | 110.1359 | 0.168% | -0.309% | -0.00052% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.57bn | $15.06bn | 102.7154 | 100.8366 | 0.165% | -1.829% | -0.00302% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.46bn | $15.54bn | 96.8180 | 96.3981 | 0.161% | -0.434% | -0.00070% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 113.6984 | 113.6760 | 0.160% | -0.020% | -0.00003% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $15.00bn | – | $4.9m | $15.00bn | 99.5776 | 96.5712 | 0.160% | -3.019% | -0.00482% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.3193 | 104.0065 | 0.158% | -0.300% | -0.00047% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.00bn | $15.00bn | 96.4847 | 95.9912 | 0.155% | -0.512% | -0.00079% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 123.8016 | 121.7303 | 0.154% | -1.673% | -0.00257% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.08bn | $9.91bn | 144.2855 | 136.4578 | 0.153% | -5.425% | -0.00828% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.2683 | 97.8356 | 0.151% | -0.440% | -0.00066% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.16bn | $9.85bn | 141.7996 | 140.0323 | 0.149% | -1.246% | -0.00186% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 104.5791 | 104.6298 | 0.149% | +0.048% | +0.00007% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 105.2964 | 105.0792 | 0.149% | -0.206% | -0.00031% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 100.0094 | 99.6496 | 0.147% | -0.360% | -0.00053% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 111.0639 | 110.9810 | 0.147% | -0.075% | -0.00011% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 109.2337 | 107.3220 | 0.146% | -1.750% | -0.00256% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 110.5958 | 110.3387 | 0.145% | -0.232% | -0.00034% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 98.4496 | 92.1812 | 0.140% | -6.367% | -0.00894% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 142.5788 | 141.6155 | 0.140% | -0.676% | -0.00095% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 103.4520 | 103.5060 | 0.139% | +0.052% | +0.00007% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.8444 | 101.4823 | 0.134% | -0.356% | -0.00048% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 147.5557 | 145.6107 | 0.131% | -1.318% | -0.00172% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 117.2106 | 117.1766 | 0.128% | -0.029% | -0.00004% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.7666 | 105.5360 | 0.128% | -0.218% | -0.00028% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 98.1014 | 97.6906 | 0.127% | -0.419% | -0.00053% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.96bn | $11.73bn | 100.3540 | 99.2541 | 0.126% | -0.349% | -0.00044% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.5162 | 104.2669 | 0.122% | -0.239% | -0.00029% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 132.7255 | 130.9518 | 0.119% | -1.336% | -0.00159% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 105.5503 | 105.5931 | 0.119% | +0.041% | +0.00005% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.53bn | $7.65bn | 144.9487 | 137.4666 | 0.118% | -5.162% | -0.00611% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $17.97bn | $11.33bn | 97.2677 | 96.8465 | 0.118% | -0.433% | -0.00051% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.79bn | $8.05bn | 136.0122 | 134.4851 | 0.117% | -1.123% | -0.00131% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 123.7717 | 123.7113 | 0.110% | -0.049% | -0.00005% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.6080 | 103.3166 | 0.105% | -0.281% | -0.00029% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 127.9389 | 125.8247 | 0.105% | -1.652% | -0.00173% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 98.9871 | 98.5856 | 0.104% | -0.406% | -0.00042% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.43bn | $7.22bn | 133.1182 | 131.8607 | 0.103% | -0.945% | -0.00097% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 198.8674 | 189.3356 | 0.098% | -4.793% | -0.00468% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.16bn | $6.61bn | 134.0503 | 132.2649 | 0.095% | -1.332% | -0.00126% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 136.5883 | 134.3573 | 0.094% | -1.633% | -0.00153% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 124.5265 | 122.4338 | 0.090% | -1.681% | -0.00152% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 131.5068 | 129.7643 | 0.087% | -1.325% | -0.00115% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 131.5537 | 131.0377 | 0.080% | -0.392% | -0.00031% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 132.4341 | 132.0397 | 0.079% | -0.298% | -0.00024% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 144.3179 | 142.6427 | 0.079% | -1.161% | -0.00091% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 139.6155 | 138.8988 | 0.076% | -0.513% | -0.00039% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 143.1746 | 141.2510 | 0.075% | -1.344% | -0.00101% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 138.7235 | 137.5662 | 0.070% | -0.834% | -0.00058% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 130.9823 | 128.8254 | 0.070% | -1.647% | -0.00115% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.5543 | 148.1141 | 0.067% | -0.963% | -0.00064% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 138.1984 | 137.0822 | 0.066% | -0.808% | -0.00053% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 114.5455 | 114.5425 | 0.064% | -0.003% | -0.00000% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 123.4654 | 123.3522 | 0.064% | -0.092% | -0.00006% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.94bn | $3.88bn | 144.8302 | 143.1746 | 0.060% | -1.143% | -0.00069% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.6230 | 148.1301 | 0.060% | -0.998% | -0.00060% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 143.8050 | 142.2843 | 0.060% | -1.057% | -0.00063% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 142.7493 | 141.0017 | 0.060% | -1.224% | -0.00073% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 144.5428 | 142.7836 | 0.054% | -1.217% | -0.00066% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 133.9090 | 133.4932 | 0.048% | -0.310% | -0.00015% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 141.4287 | 140.5065 | 0.046% | -0.652% | -0.00030% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 110.4572 | 110.5132 | 0.045% | +0.051% | +0.00002% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 136.8227 | 135.9745 | 0.044% | -0.620% | -0.00027% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 140.5224 | 139.5690 | 0.043% | -0.679% | -0.00029% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 135.8220 | 135.2731 | 0.041% | -0.404% | -0.00017% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 131.4151 | 131.1029 | 0.040% | -0.238% | -0.00009% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.01bn | $2.41bn | 143.8105 | 142.6613 | 0.037% | -0.799% | -0.00030% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 113.3274 | 113.4001 | 0.036% | +0.064% | +0.00002% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 140.6467 | 140.0238 | 0.034% | -0.443% | -0.00015% |
| Total | $8.97tn | 100.000% | -0.55424% | ||||||||
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.