Rebalance of December 31, 2014
US Treasury Aggregate constituents
Every one of the 359 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
- 359
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.017846%
- Market value
- $9.72tn
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 -0.017846% against a published month return of -0.017846%, a difference of 7.5e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796DF3 | 0.000% | Jan 8, 2015 | $70.00bn | – | – | $70.00bn | 99.9989 | 99.9998 | 0.721% | +0.001% | +0.00001% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 102.2283 | 102.6535 | 0.694% | +0.416% | +0.00289% |
| 912796DG1 | 0.000% | Feb 5, 2015 | $67.00bn | – | – | $67.00bn | 99.9981 | 99.9980 | 0.690% | -0.000% | -0.00000% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 102.8917 | 103.2377 | 0.681% | +0.336% | +0.00229% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 105.2153 | 105.5209 | 0.623% | +0.290% | +0.00181% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 104.9598 | 104.6606 | 0.593% | -0.285% | -0.00169% |
| 912796DY2 | 0.000% | Apr 30, 2015 | $55.00bn | – | – | $55.00bn | 99.9788 | 99.9867 | 0.566% | +0.008% | +0.00004% |
| 912796EC9 | 0.000% | May 28, 2015 | $53.00bn | – | – | $53.00bn | 99.9648 | 99.9753 | 0.545% | +0.011% | +0.00006% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.8071 | 106.1712 | 0.543% | +0.344% | +0.00187% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 104.0187 | 102.3064 | 0.533% | -1.646% | -0.00877% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.7826 | 111.4416 | 0.525% | -0.305% | -0.00160% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.1495 | 100.2609 | 0.521% | +0.111% | +0.00058% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.3898 | 97.4820 | 0.516% | +0.095% | +0.00049% |
| 912796EU9 | 0.000% | Feb 12, 2015 | $49.00bn | – | – | $49.00bn | 100.0000 | 99.9988 | 0.504% | -0.001% | -0.00001% |
| 912796EV7 | 0.000% | Feb 19, 2015 | $49.00bn | – | – | $49.00bn | 99.9977 | 99.9986 | 0.504% | +0.001% | +0.00000% |
| 912796DP1 | 0.000% | Mar 5, 2015 | $49.00bn | – | – | $49.00bn | 99.9946 | 99.9964 | 0.504% | +0.002% | +0.00001% |
| 912796DU0 | 0.000% | Apr 2, 2015 | $49.00bn | – | – | $49.00bn | 99.9861 | 99.9898 | 0.504% | +0.004% | +0.00002% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 111.3139 | 110.9728 | 0.502% | -0.306% | -0.00154% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 116.8220 | 120.7785 | 0.499% | +3.387% | +0.01688% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 115.2201 | 119.1291 | 0.495% | +3.393% | +0.01679% |
| 912796EW5 | 0.000% | Feb 26, 2015 | $48.00bn | – | – | $48.00bn | 99.9975 | 99.9968 | 0.494% | -0.001% | -0.00000% |
| 912796EQ8 | 0.000% | Jan 22, 2015 | $48.00bn | – | – | $48.00bn | 99.9985 | 99.9982 | 0.494% | -0.000% | -0.00000% |
| 912796ER6 | 0.000% | Jan 29, 2015 | $48.00bn | – | – | $48.00bn | 99.9983 | 99.9984 | 0.494% | +0.000% | +0.00000% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.7655 | 100.2301 | 0.492% | -0.531% | -0.00262% |
| 912796EM7 | 0.000% | Jan 2, 2015 | $47.00bn | – | – | $47.00bn | 99.9990 | 100.0000 | 0.484% | +0.001% | +0.00000% |
| 912796EP0 | 0.000% | Jan 15, 2015 | $47.00bn | – | – | $47.00bn | 99.9973 | 99.9996 | 0.484% | +0.002% | +0.00001% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 106.0933 | 104.5460 | 0.480% | -1.458% | -0.00701% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.4750 | 100.9513 | 0.478% | -0.516% | -0.00246% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 109.3054 | 113.1038 | 0.472% | +3.475% | +0.01641% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 103.9212 | 104.0448 | 0.467% | +0.119% | +0.00056% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 105.1046 | 108.8451 | 0.454% | +3.559% | +0.01617% |
| 912828MW7 | 2.500% | Mar 31, 2015 | $43.42bn | – | $0.7m | $43.42bn | 101.2071 | 101.2081 | 0.452% | +0.001% | +0.00000% |
| 912828MR8 | 2.375% | Feb 28, 2015 | $43.03bn | – | $0.2m | $43.03bn | 101.1661 | 101.1573 | 0.448% | -0.009% | -0.00004% |
| 912828MH0 | 2.250% | Jan 31, 2015 | $42.68bn | – | $0.4m | $42.68bn | 101.0958 | 101.1039 | 0.444% | +0.008% | +0.00004% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 101.2141 | 101.2163 | 0.442% | +0.002% | +0.00001% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 104.1043 | 102.5129 | 0.439% | -1.529% | -0.00672% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 102.7475 | 101.0703 | 0.433% | -1.632% | -0.00708% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 102.5221 | 100.6773 | 0.429% | -1.799% | -0.00772% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 101.2061 | 99.5634 | 0.427% | -1.623% | -0.00693% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.0924 | 101.9334 | 0.426% | -0.156% | -0.00066% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.6821 | 100.5464 | 0.425% | -0.135% | -0.00057% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 101.0058 | 101.0052 | 0.425% | -0.001% | -0.00000% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 108.6307 | 107.2080 | 0.425% | -1.310% | -0.00556% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.3146 | 102.7250 | 0.424% | +3.434% | +0.01456% |
| 912828D31 | 0.090% | Apr 30, 2016 | $41.00bn | – | – | $41.00bn | 100.0239 | 100.0155 | 0.422% | -0.008% | -0.00004% |
| 912828WV8 | 0.091% | Jul 31, 2016 | $41.01bn | – | $4.9m | $41.00bn | 100.0202 | 100.0171 | 0.422% | -0.003% | -0.00001% |
| 912828WK2 | 0.066% | Jan 31, 2016 | $41.00bn | – | – | $41.00bn | 99.9966 | 99.9882 | 0.422% | -0.008% | -0.00004% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 104.0342 | 102.1601 | 0.415% | -1.801% | -0.00748% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $41.00bn | – | $4.9m | $41.00bn | 97.7562 | 96.3798 | 0.413% | -1.408% | -0.00581% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 101.7846 | 100.8541 | 0.410% | +0.007% | +0.00003% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.9617 | 108.7288 | 0.410% | -0.214% | -0.00088% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 115.1889 | 119.0666 | 0.408% | +3.366% | +0.01372% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 101.6787 | 101.6433 | 0.400% | -0.035% | -0.00014% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 108.9961 | 107.0161 | 0.393% | -1.817% | -0.00713% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.1734 | 100.1439 | 0.390% | -0.029% | -0.00011% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 102.9830 | 101.8242 | 0.390% | -0.093% | -0.00036% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 101.1614 | 101.1157 | 0.384% | -0.045% | -0.00017% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 115.4980 | 113.3609 | 0.380% | -1.850% | -0.00704% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 101.2225 | 101.1247 | 0.379% | -0.097% | -0.00037% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 101.1504 | 101.1041 | 0.376% | -0.046% | -0.00017% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.7391 | 105.3736 | 0.373% | -0.346% | -0.00129% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 101.1070 | 101.0300 | 0.372% | -0.076% | -0.00028% |
| 912828SE1 | 0.250% | Feb 15, 2015 | $35.90bn | – | $0.8m | $35.90bn | 100.1046 | 100.1264 | 0.370% | +0.022% | +0.00008% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.3764 | 102.1630 | 0.369% | -0.208% | -0.00077% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.4543 | 100.9832 | 0.365% | -0.464% | -0.00170% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.3166 | 101.0613 | 0.365% | -0.252% | -0.00092% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.2016 | 100.9770 | 0.365% | -0.222% | -0.00081% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.1169 | 100.8928 | 0.364% | -0.222% | -0.00081% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.0692 | 100.6191 | 0.364% | -0.445% | -0.00162% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.4925 | 100.2277 | 0.364% | -0.446% | -0.00162% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.0224 | 100.3798 | 0.364% | -0.203% | -0.00074% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.7212 | 100.4856 | 0.363% | -0.234% | -0.00085% |
| 912828VH0 | 0.375% | Jun 30, 2015 | $35.00bn | – | – | $35.00bn | 100.3132 | 100.1271 | 0.361% | +0.001% | +0.00001% |
| 912828VN7 | 0.250% | Jul 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1773 | 100.1678 | 0.361% | -0.009% | -0.00003% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.3166 | 99.8547 | 0.361% | -0.460% | -0.00166% |
| 912828UK4 | 0.250% | Jan 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1148 | 100.1053 | 0.361% | -0.009% | -0.00003% |
| 912828UP3 | 0.250% | Feb 28, 2015 | $35.00bn | – | – | $35.00bn | 100.0948 | 100.1169 | 0.361% | +0.022% | +0.00008% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0944 | 100.0852 | 0.361% | -0.009% | -0.00003% |
| 912828UT5 | 0.250% | Mar 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0738 | 100.0958 | 0.361% | +0.022% | +0.00008% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.0347 | 99.6048 | 0.360% | -0.430% | -0.00155% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 100.0107 | 100.0218 | 0.360% | +0.011% | +0.00004% |
| 912828DM9 | 4.000% | Feb 15, 2015 | $34.21bn | – | $0.9m | $34.21bn | 101.9552 | 101.9905 | 0.359% | +0.035% | +0.00012% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.2619 | 100.7782 | 0.358% | -0.478% | -0.00171% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 102.7622 | 102.6236 | 0.357% | -0.135% | -0.00048% |
| 912828C99 | 0.125% | Apr 15, 2019 | $34.00bn | – | $10.0m | $33.99bn | 102.1399 | 100.2304 | 0.357% | -1.870% | -0.00668% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.8734 | 109.4953 | 0.357% | -0.344% | -0.00123% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.8862 | 100.6810 | 0.357% | -0.203% | -0.00073% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.0642 | 98.7129 | 0.356% | -0.355% | -0.00126% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.5124 | 100.2460 | 0.356% | -0.265% | -0.00094% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.5651 | 99.2141 | 0.356% | -0.353% | -0.00125% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.6892 | 99.4629 | 0.355% | -0.227% | -0.00081% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.3080 | 100.7946 | 0.354% | -0.507% | -0.00180% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.3294 | 100.1435 | 0.354% | +0.002% | +0.00001% |
| 912828RZ5 | 0.250% | Jan 15, 2015 | $34.27bn | – | $0.1m | $34.27bn | 100.1257 | 100.1162 | 0.353% | -0.009% | -0.00003% |
| 912828SK7 | 0.375% | Mar 15, 2015 | $34.22bn | – | $0.9m | $34.22bn | 100.1423 | 100.1754 | 0.353% | +0.033% | +0.00012% |
| 912828VU1 | 0.375% | Aug 31, 2015 | $34.00bn | – | – | $34.00bn | 100.2828 | 100.2535 | 0.351% | -0.029% | -0.00010% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.8161 | 100.5810 | 0.351% | -0.233% | -0.00082% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.0735 | 100.0956 | 0.350% | +0.022% | +0.00008% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.4819 | 106.9769 | 0.347% | -0.470% | -0.00163% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 102.0261 | 102.0157 | 0.347% | -0.010% | -0.00004% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 99.5652 | 99.1532 | 0.344% | -0.414% | -0.00142% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.3465 | 100.1020 | 0.344% | -0.488% | -0.00168% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.9203 | 100.6957 | 0.342% | -0.223% | -0.00076% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.2201 | 99.5979 | 0.341% | -0.247% | -0.00084% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.4715 | 101.5395 | 0.340% | -0.178% | -0.00060% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 97.0718 | 97.1217 | 0.340% | +0.051% | +0.00017% |
| 912828VY3 | 0.250% | Sep 30, 2015 | $33.00bn | – | – | $33.00bn | 100.1363 | 100.0958 | 0.340% | -0.040% | -0.00014% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.9750 | 100.5138 | 0.338% | -0.457% | -0.00154% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 104.1535 | 104.1168 | 0.337% | -0.035% | -0.00012% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 117.0626 | 114.8935 | 0.336% | -1.853% | -0.00623% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 151.0886 | 149.2506 | 0.333% | -1.217% | -0.00405% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.6736 | 100.4779 | 0.332% | -0.194% | -0.00064% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5897 | 100.3940 | 0.331% | -0.195% | -0.00064% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5434 | 100.1185 | 0.331% | -0.174% | -0.00058% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3291 | 100.2368 | 0.330% | -0.092% | -0.00030% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3288 | 100.1739 | 0.330% | -0.154% | -0.00051% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.3128 | 100.2204 | 0.330% | -0.092% | -0.00030% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2673 | 100.1129 | 0.330% | -0.154% | -0.00051% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2514 | 100.0656 | 0.330% | -0.185% | -0.00061% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.2353 | 100.1435 | 0.330% | -0.092% | -0.00030% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.1884 | 100.0340 | 0.330% | -0.154% | -0.00051% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1779 | 100.0124 | 0.330% | -0.041% | -0.00013% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1671 | 100.0014 | 0.330% | -0.041% | -0.00013% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1671 | 100.1264 | 0.330% | -0.041% | -0.00013% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1569 | 100.1787 | 0.330% | +0.022% | +0.00007% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1469 | 100.1065 | 0.330% | -0.040% | -0.00013% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1260 | 100.0543 | 0.330% | -0.072% | -0.00024% |
| 912828WB2 | 0.250% | Oct 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1152 | 100.0435 | 0.330% | -0.072% | -0.00024% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 100.0944 | 100.0227 | 0.330% | -0.072% | -0.00024% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0635 | 99.8980 | 0.330% | -0.165% | -0.00055% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 100.0948 | 99.9606 | 0.329% | -0.134% | -0.00044% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9798 | 99.7831 | 0.329% | -0.197% | -0.00065% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 107.8881 | 107.6331 | 0.328% | -0.236% | -0.00078% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.0445 | 99.5300 | 0.324% | -0.514% | -0.00167% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.9986 | 100.7635 | 0.322% | -0.233% | -0.00075% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.1264 | 100.6318 | 0.321% | -0.489% | -0.00157% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.1260 | 99.9402 | 0.319% | -0.186% | -0.00059% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 105.0734 | 108.6264 | 0.319% | +3.381% | +0.01077% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6264 | 98.9104 | 0.316% | -0.342% | -0.00108% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.0767 | 100.5953 | 0.316% | -0.476% | -0.00150% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.8451 | 110.4103 | 0.315% | -0.392% | -0.00124% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.3877 | 99.0364 | 0.315% | -0.353% | -0.00111% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 98.4910 | 98.0463 | 0.315% | -0.452% | -0.00142% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.3234 | 99.0543 | 0.315% | -0.271% | -0.00085% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.0245 | 100.9171 | 0.313% | -0.106% | -0.00033% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.6583 | 100.4110 | 0.311% | -0.246% | -0.00076% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5817 | 100.3149 | 0.311% | -0.265% | -0.00082% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.4905 | 100.0340 | 0.310% | -0.205% | -0.00064% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4761 | 99.9997 | 0.310% | -0.163% | -0.00051% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4408 | 100.1946 | 0.310% | -0.245% | -0.00076% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3932 | 100.1669 | 0.310% | -0.225% | -0.00070% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2776 | 100.0829 | 0.310% | -0.194% | -0.00060% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2147 | 99.9878 | 0.309% | -0.226% | -0.00070% |
| 912796FE4 | 0.000% | Apr 23, 2015 | $30.00bn | – | – | $30.00bn | 99.9757 | 99.9906 | 0.309% | +0.015% | +0.00005% |
| 912796FF1 | 0.000% | May 7, 2015 | $30.00bn | – | – | $30.00bn | 99.9689 | 99.9859 | 0.309% | +0.017% | +0.00005% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.0645 | 102.8539 | 0.308% | -0.204% | -0.00063% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 134.1073 | 137.6658 | 0.307% | +2.653% | +0.00816% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.7595 | 109.4035 | 0.305% | -0.324% | -0.00099% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.6267 | 99.2868 | 0.305% | -0.341% | -0.00104% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.7995 | 101.6113 | 0.304% | -0.185% | -0.00056% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.1333 | 100.9038 | 0.302% | -0.227% | -0.00068% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 99.8472 | 99.3321 | 0.302% | -0.516% | -0.00156% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.7338 | 100.5356 | 0.301% | -0.197% | -0.00059% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.4171 | 100.2418 | 0.300% | -0.175% | -0.00052% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.4137 | 100.1473 | 0.300% | -0.265% | -0.00080% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.3146 | 100.1088 | 0.299% | -0.205% | -0.00061% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.2414 | 100.0041 | 0.299% | -0.237% | -0.00071% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.1783 | 100.6416 | 0.299% | -0.530% | -0.00159% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.8446 | 99.6590 | 0.298% | -0.186% | -0.00055% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 99.2531 | 98.8507 | 0.297% | -0.405% | -0.00120% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7165 | 99.9808 | 0.290% | -0.296% | -0.00086% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 96.9340 | 100.3334 | 0.290% | +3.507% | +0.01016% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 106.4820 | 106.2537 | 0.290% | -0.214% | -0.00062% |
| 912828F70 | 0.079% | Oct 31, 2016 | $28.00bn | – | – | $28.00bn | 99.9731 | 99.9546 | 0.288% | -0.018% | -0.00005% |
| 912796FJ3 | 0.000% | May 21, 2015 | $28.00bn | – | – | $28.00bn | 99.9662 | 99.9804 | 0.288% | +0.014% | +0.00004% |
| 912796FH7 | 0.000% | May 14, 2015 | $28.00bn | – | – | $28.00bn | 99.9675 | 99.9814 | 0.288% | +0.014% | +0.00004% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.3301 | 105.0439 | 0.288% | -0.272% | -0.00078% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.0561 | 99.8046 | 0.288% | -0.251% | -0.00072% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.4518 | 101.1680 | 0.285% | -0.216% | -0.00062% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.2890 | 102.9235 | 0.285% | -0.354% | -0.00101% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.8492 | 100.5876 | 0.285% | -0.259% | -0.00074% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.6302 | 102.3603 | 0.282% | -0.263% | -0.00074% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6502 | 100.3011 | 0.280% | -0.347% | -0.00097% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5805 | 100.2503 | 0.280% | -0.328% | -0.00092% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3818 | 100.0516 | 0.279% | -0.329% | -0.00092% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.1442 | 99.7837 | 0.278% | -0.360% | -0.00100% |
| 912796FD6 | 0.000% | Apr 16, 2015 | $27.00bn | – | – | $27.00bn | 99.9846 | 99.9912 | 0.278% | +0.007% | +0.00002% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.9418 | 102.6076 | 0.277% | -0.325% | -0.00090% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.7588 | 102.4154 | 0.276% | -0.334% | -0.00092% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.5258 | 106.2024 | 0.269% | -0.304% | -0.00082% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.5395 | 101.3101 | 0.268% | -0.226% | -0.00061% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 137.6753 | 141.6196 | 0.268% | +2.865% | +0.00768% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.8520 | 102.6123 | 0.268% | -0.233% | -0.00062% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.0074 | 99.5848 | 0.268% | -0.423% | -0.00113% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.5540 | 102.3013 | 0.265% | -0.246% | -0.00065% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 98.5461 | 98.4508 | 0.260% | -0.097% | -0.00025% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.4451 | 104.1868 | 0.258% | -0.247% | -0.00064% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 105.1672 | 104.9622 | 0.257% | -0.195% | -0.00050% |
| 912796EJ4 | 0.000% | Jun 25, 2015 | $25.00bn | – | – | $25.00bn | 99.9536 | 99.9609 | 0.257% | +0.007% | +0.00002% |
| 912796EN5 | 0.000% | Jul 23, 2015 | $25.00bn | – | – | $25.00bn | 99.9342 | 99.9377 | 0.257% | +0.004% | +0.00001% |
| 912796ET2 | 0.000% | Aug 20, 2015 | $25.00bn | – | – | $25.00bn | 99.9264 | 99.9033 | 0.257% | -0.023% | -0.00006% |
| 912796FB0 | 0.000% | Oct 15, 2015 | $25.00bn | – | – | $25.00bn | 99.9108 | 99.8560 | 0.257% | -0.055% | -0.00014% |
| 912796EX3 | 0.000% | Sep 17, 2015 | $25.00bn | – | – | $25.00bn | 99.9105 | 99.8844 | 0.257% | -0.026% | -0.00007% |
| 912796FG9 | 0.000% | Nov 12, 2015 | $25.00bn | – | – | $25.00bn | 99.8837 | 99.8508 | 0.257% | -0.033% | -0.00008% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.0965 | 98.6312 | 0.256% | -0.470% | -0.00120% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 108.8709 | 108.4565 | 0.254% | -0.381% | -0.00097% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.3879 | 100.1638 | 0.252% | -0.529% | -0.00133% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 104.3689 | 102.9194 | 0.250% | -0.251% | -0.00063% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 104.3551 | 104.2842 | 0.249% | -0.068% | -0.00017% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 105.2937 | 105.0901 | 0.249% | -0.193% | -0.00048% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 128.7246 | 132.1114 | 0.248% | +2.631% | +0.00653% |
| 912828G38 | 2.250% | Nov 15, 2024 | $24.03bn | – | $32.0m | $24.00bn | 100.5369 | 100.9233 | 0.248% | +0.384% | +0.00095% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.6088 | 102.4418 | 0.247% | -0.163% | -0.00040% |
| 912796FC8 | 0.000% | Apr 9, 2015 | $24.00bn | – | – | $24.00bn | 99.9817 | 99.9917 | 0.247% | +0.010% | +0.00002% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 106.9226 | 105.0492 | 0.246% | -0.232% | -0.00057% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 106.5536 | 106.3080 | 0.246% | -0.230% | -0.00057% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 105.8675 | 105.6501 | 0.246% | -0.205% | -0.00050% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 98.5038 | 98.1872 | 0.246% | -0.321% | -0.00079% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 103.0694 | 102.7967 | 0.246% | -0.265% | -0.00065% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.1923 | 101.9712 | 0.245% | -0.216% | -0.00053% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.2867 | 100.9938 | 0.245% | -0.289% | -0.00071% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | – | $19.00bn | 125.0739 | 125.1079 | 0.245% | +0.027% | +0.00007% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.0428 | 99.5265 | 0.244% | -0.516% | -0.00126% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.4810 | 101.9986 | 0.242% | -0.471% | -0.00114% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.27bn | $11.23bn | 209.4993 | 208.1197 | 0.242% | -0.659% | -0.00159% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.9501 | 104.5941 | 0.242% | -0.339% | -0.00082% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $23.03bn | – | $2.53bn | $20.50bn | 114.1628 | 115.8563 | 0.241% | +1.483% | +0.00357% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.4401 | 97.1645 | 0.239% | -0.283% | -0.00068% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.8812 | 103.5477 | 0.239% | -0.321% | -0.00077% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 109.2905 | 108.1893 | 0.239% | -1.008% | -0.00241% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.3807 | 99.8460 | 0.239% | -0.533% | -0.00127% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 97.7446 | 101.0774 | 0.237% | +3.410% | +0.00809% |
| 912796EY1 | 0.000% | Mar 12, 2015 | $23.00bn | – | – | $23.00bn | 99.9942 | 99.9961 | 0.237% | +0.002% | +0.00000% |
| 912796EZ8 | 0.000% | Mar 19, 2015 | $23.00bn | – | – | $23.00bn | 99.9938 | 99.9957 | 0.237% | +0.002% | +0.00000% |
| 912796FA2 | 0.000% | Mar 26, 2015 | $23.00bn | – | – | $23.00bn | 99.9869 | 99.9953 | 0.237% | +0.008% | +0.00002% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 139.8357 | 138.1730 | 0.237% | -1.189% | -0.00281% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.4596 | 99.1416 | 0.235% | -0.320% | -0.00075% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 103.0395 | 102.9248 | 0.234% | -0.111% | -0.00026% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 106.1062 | 105.8089 | 0.233% | -0.280% | -0.00065% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 99.8862 | 99.5248 | 0.225% | -0.362% | -0.00081% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 97.7582 | 97.7745 | 0.225% | +0.017% | +0.00004% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 126.4691 | 130.0948 | 0.224% | +2.867% | +0.00641% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.3458 | 97.4750 | 0.222% | -0.314% | -0.00070% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.1114 | 105.8564 | 0.222% | -0.240% | -0.00053% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 97.4090 | 97.0282 | 0.221% | -0.391% | -0.00086% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 105.5149 | 103.9201 | 0.221% | -0.327% | -0.00072% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 118.1102 | 115.9345 | 0.219% | -1.842% | -0.00403% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 125.3873 | 123.9101 | 0.218% | -1.178% | -0.00257% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 124.8095 | 123.4528 | 0.218% | -1.087% | -0.00237% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.0388 | 104.7806 | 0.218% | -0.246% | -0.00054% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 124.0201 | 122.5120 | 0.217% | -1.216% | -0.00264% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.7782 | 101.4540 | 0.213% | -0.319% | -0.00068% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 106.4769 | 106.3370 | 0.212% | -0.131% | -0.00028% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.2044 | 108.0508 | 0.204% | -0.142% | -0.00029% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 120.1997 | 123.6304 | 0.201% | +2.854% | +0.00574% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 143.6575 | 142.2640 | 0.199% | -0.970% | -0.00193% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 105.5109 | 108.9076 | 0.199% | +3.219% | +0.00639% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 118.3505 | 122.0204 | 0.199% | +3.101% | +0.00616% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 139.6307 | 138.7010 | 0.199% | -0.666% | -0.00132% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 105.9538 | 104.1117 | 0.197% | -0.205% | -0.00040% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.5677 | 98.2719 | 0.196% | -0.300% | -0.00059% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 131.1957 | 135.1807 | 0.196% | +3.037% | +0.00595% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 129.4434 | 133.2989 | 0.195% | +2.979% | +0.00582% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 97.7953 | 97.4770 | 0.194% | -0.326% | -0.00063% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.70bn | $9.08bn | 204.6099 | 203.1525 | 0.191% | -0.712% | -0.00136% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 126.4691 | 124.7539 | 0.191% | -1.356% | -0.00259% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 139.2962 | 141.4823 | 0.190% | +1.569% | +0.00299% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 109.9066 | 109.5635 | 0.189% | -0.312% | -0.00059% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 106.5571 | 104.7964 | 0.188% | -0.362% | -0.00068% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.71bn | $13.92bn | 130.3145 | 129.3215 | 0.187% | -0.762% | -0.00142% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 122.5122 | 120.3145 | 0.185% | -1.794% | -0.00332% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.35bn | $17.78bn | 100.9981 | 102.4040 | 0.185% | +1.392% | +0.00257% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 109.0245 | 108.8546 | 0.182% | -0.156% | -0.00028% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 100.7942 | 99.5701 | 0.179% | -0.532% | -0.00095% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 111.9253 | 111.5883 | 0.178% | -0.301% | -0.00054% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 97.7229 | 97.3843 | 0.178% | -0.346% | -0.00062% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 128.1934 | 131.7051 | 0.177% | +2.739% | +0.00484% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.4464 | 104.2321 | 0.176% | -0.205% | -0.00036% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 121.2417 | 119.4118 | 0.172% | -1.509% | -0.00260% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 103.2483 | 103.0821 | 0.171% | -0.161% | -0.00028% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 110.2011 | 109.9470 | 0.171% | -0.231% | -0.00039% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.9086 | 105.5119 | 0.170% | -0.375% | -0.00064% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 117.8213 | 115.9163 | 0.170% | -1.617% | -0.00275% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.9096 | 100.6041 | 0.169% | -0.361% | -0.00061% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 131.4769 | 135.0557 | 0.168% | +2.722% | +0.00458% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $16.02bn | – | $21.4m | $16.00bn | 101.9763 | 105.5228 | 0.168% | +3.478% | +0.00584% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 125.8212 | 124.1340 | 0.167% | -1.341% | -0.00224% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 102.9151 | 102.7592 | 0.167% | -0.151% | -0.00025% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 106.4272 | 105.9299 | 0.166% | -0.467% | -0.00078% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.2578 | 107.0546 | 0.164% | -0.189% | -0.00031% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 122.0467 | 119.9191 | 0.163% | -1.743% | -0.00284% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 111.4552 | 111.1155 | 0.163% | -0.305% | -0.00050% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 102.1951 | 105.5853 | 0.162% | +3.317% | +0.00538% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 104.9819 | 108.4144 | 0.158% | +3.270% | +0.00518% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 105.3064 | 103.6069 | 0.153% | -0.486% | -0.00074% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.0041 | 97.5613 | 0.153% | -0.452% | -0.00069% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 125.7191 | 129.1885 | 0.151% | +2.760% | +0.00415% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.3204 | 110.1801 | 0.150% | -0.127% | -0.00019% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.8883 | 98.5300 | 0.146% | -0.362% | -0.00053% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 112.9022 | 116.2378 | 0.146% | +2.954% | +0.00431% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 97.6050 | 97.2123 | 0.146% | -0.402% | -0.00059% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 106.1676 | 105.7232 | 0.144% | -0.419% | -0.00060% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 100.3788 | 99.8747 | 0.142% | -0.502% | -0.00071% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.19bn | $9.80bn | 140.9611 | 142.4765 | 0.142% | +1.075% | +0.00153% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.5373 | 103.3318 | 0.142% | -0.198% | -0.00028% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.4176 | 109.1592 | 0.139% | -0.236% | -0.00033% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 109.6400 | 109.2013 | 0.139% | -0.400% | -0.00055% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 141.7707 | 143.0622 | 0.138% | +0.911% | +0.00126% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 103.6671 | 103.4929 | 0.134% | -0.168% | -0.00023% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 140.2911 | 140.0920 | 0.133% | -0.142% | -0.00019% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 95.8599 | 97.3043 | 0.132% | +1.507% | +0.00199% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.9936 | 101.5546 | 0.129% | -0.430% | -0.00056% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 148.3387 | 150.2975 | 0.127% | +1.320% | +0.00167% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 98.6906 | 98.2895 | 0.123% | -0.406% | -0.00050% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.3810 | 104.9568 | 0.122% | -0.403% | -0.00049% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 113.8940 | 113.7132 | 0.120% | -0.159% | -0.00019% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 100.7555 | 100.3249 | 0.119% | -0.427% | -0.00051% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.3190 | 103.8403 | 0.118% | -0.459% | -0.00054% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 133.2008 | 134.8211 | 0.115% | +1.216% | +0.00140% |
| 912810DP0 | 11.250% | Feb 15, 2015 | $12.67bn | $2.15bn | $0.7m | $10.52bn | 105.5829 | 105.5924 | 0.114% | +0.009% | +0.00001% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.4171 | 139.2514 | 0.114% | +0.603% | +0.00069% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 98.4185 | 97.5368 | 0.113% | -0.388% | -0.00044% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.57bn | $7.60bn | 141.8571 | 143.2933 | 0.111% | +1.012% | +0.00112% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 130.0114 | 133.9092 | 0.102% | +2.998% | +0.00307% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 119.9492 | 119.6915 | 0.102% | -0.215% | -0.00022% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.5645 | 104.1352 | 0.102% | -0.411% | -0.00042% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 99.4820 | 98.9988 | 0.101% | -0.486% | -0.00049% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 135.2092 | 135.4402 | 0.095% | +0.171% | +0.00016% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 137.1141 | 138.6549 | 0.093% | +1.124% | +0.00105% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 139.1272 | 143.4130 | 0.092% | +3.080% | +0.00283% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 191.8055 | 190.8515 | 0.091% | -0.497% | -0.00045% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 128.7527 | 132.6019 | 0.090% | +2.990% | +0.00269% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 134.7283 | 136.4660 | 0.086% | +1.290% | +0.00111% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 132.7283 | 132.2785 | 0.078% | -0.339% | -0.00026% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 133.5734 | 133.0951 | 0.077% | -0.358% | -0.00027% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 143.7248 | 144.7369 | 0.075% | +0.704% | +0.00053% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 146.5788 | 148.5489 | 0.074% | +1.344% | +0.00100% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 141.0992 | 140.7038 | 0.074% | -0.280% | -0.00021% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 135.6753 | 139.8383 | 0.070% | +3.068% | +0.00214% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 140.8410 | 140.7731 | 0.069% | -0.048% | -0.00003% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 140.1902 | 140.1957 | 0.064% | +0.004% | +0.00000% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 148.1440 | 148.6820 | 0.064% | +0.363% | +0.00023% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 124.1359 | 123.7514 | 0.062% | -0.310% | -0.00019% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 109.7177 | 109.6219 | 0.059% | -0.087% | -0.00005% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 145.6522 | 146.8940 | 0.059% | +0.853% | +0.00050% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 146.2052 | 146.9905 | 0.059% | +0.537% | +0.00032% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 151.9565 | 152.5883 | 0.059% | +0.416% | +0.00024% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.4497 | 148.4429 | 0.058% | +0.674% | +0.00039% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 147.2880 | 148.3954 | 0.053% | +0.752% | +0.00040% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 130.4603 | 129.9746 | 0.045% | -0.372% | -0.00017% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 110.5245 | 110.4796 | 0.043% | -0.041% | -0.00002% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 138.8279 | 138.5461 | 0.043% | -0.203% | -0.00009% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 138.2799 | 137.9959 | 0.043% | -0.205% | -0.00009% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 142.1345 | 141.9035 | 0.042% | -0.163% | -0.00007% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 137.2446 | 136.8274 | 0.040% | -0.304% | -0.00012% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 127.7158 | 127.2412 | 0.037% | -0.372% | -0.00014% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 113.5272 | 113.4253 | 0.035% | -0.090% | -0.00003% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 142.0558 | 142.1048 | 0.035% | +0.035% | +0.00001% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 137.7617 | 137.3165 | 0.032% | -0.323% | -0.00010% |
| Total | $9.30tn | 100.000% | -0.01785% | ||||||||
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.