Rebalance of March 31, 2015
US Treasury Aggregate constituents
Every one of the 364 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
- 364
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.340983%
- Market value
- $9.92tn
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 +0.340983% against a published month return of +0.340983%, a difference of 1.3e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796DY2 | 0.000% | Apr 30, 2015 | $79.00bn | – | – | $79.00bn | 99.9966 | 99.9967 | 0.796% | +0.000% | +0.00000% |
| 912796EC9 | 0.000% | May 28, 2015 | $79.00bn | – | – | $79.00bn | 99.9950 | 99.9984 | 0.796% | +0.003% | +0.00003% |
| 912796DU0 | 0.000% | Apr 2, 2015 | $73.00bn | – | – | $73.00bn | 99.9981 | 99.9999 | 0.736% | +0.002% | +0.00001% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 103.2859 | 104.1390 | 0.687% | +0.826% | +0.00568% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 102.7588 | 103.5703 | 0.684% | +0.790% | +0.00540% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 105.0515 | 105.8836 | 0.681% | +0.792% | +0.00539% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 107.2816 | 108.1970 | 0.622% | +0.853% | +0.00530% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 105.9946 | 106.8684 | 0.586% | +0.824% | +0.00483% |
| 912796FF1 | 0.000% | May 7, 2015 | $56.00bn | – | – | $56.00bn | 99.9981 | 99.9979 | 0.564% | -0.000% | -0.00000% |
| 912796FJ3 | 0.000% | May 21, 2015 | $54.00bn | – | – | $54.00bn | 99.9977 | 99.9986 | 0.544% | +0.001% | +0.00000% |
| 912796FE4 | 0.000% | Apr 23, 2015 | $54.00bn | – | – | $54.00bn | 99.9969 | 99.9994 | 0.544% | +0.002% | +0.00001% |
| 912796FH7 | 0.000% | May 14, 2015 | $54.00bn | – | – | $54.00bn | 99.9958 | 99.9976 | 0.544% | +0.002% | +0.00001% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 106.5827 | 107.4044 | 0.535% | +0.771% | +0.00413% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 124.6709 | 126.2629 | 0.521% | +1.277% | +0.00665% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 103.4216 | 103.1190 | 0.519% | -0.293% | -0.00152% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.9266 | 101.7799 | 0.515% | +0.845% | +0.00435% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 99.2360 | 100.0373 | 0.514% | +0.807% | +0.00415% |
| 912796FD6 | 0.000% | Apr 16, 2015 | $51.00bn | – | – | $51.00bn | 99.9987 | 99.9996 | 0.514% | +0.001% | +0.00000% |
| 912796ET2 | 0.000% | Aug 20, 2015 | $51.00bn | – | – | $51.00bn | 99.9662 | 99.9724 | 0.514% | +0.006% | +0.00003% |
| 912828C99 | 0.125% | Apr 15, 2019 | $50.00bn | – | $10.0m | $49.99bn | 101.8705 | 101.6350 | 0.513% | -0.231% | -0.00119% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.0565 | 111.9819 | 0.510% | +0.833% | +0.00425% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 121.0877 | 122.7006 | 0.510% | +1.332% | +0.00679% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 116.8101 | 118.4023 | 0.494% | +1.363% | +0.00674% |
| 912796EJ4 | 0.000% | Jun 25, 2015 | $49.00bn | – | – | $49.00bn | 99.9902 | 99.9976 | 0.494% | +0.007% | +0.00004% |
| 912796EN5 | 0.000% | Jul 23, 2015 | $49.00bn | – | – | $49.00bn | 99.9797 | 99.9905 | 0.494% | +0.011% | +0.00005% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.3690 | 111.1694 | 0.488% | +0.725% | +0.00354% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.1092 | 101.0038 | 0.484% | +0.576% | +0.00279% |
| 912796FC8 | 0.000% | Apr 9, 2015 | $48.00bn | – | – | $48.00bn | 99.9989 | 99.9998 | 0.484% | +0.001% | +0.00000% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 110.8795 | 112.3885 | 0.469% | +1.361% | +0.00639% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 105.2241 | 104.7232 | 0.467% | -0.476% | -0.00222% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.0082 | 101.6304 | 0.466% | +0.616% | +0.00287% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 109.1367 | 110.6041 | 0.462% | +1.345% | +0.00621% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.6348 | 105.4670 | 0.460% | +0.795% | +0.00366% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 106.1935 | 107.5881 | 0.444% | +1.313% | +0.00583% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 105.0073 | 104.3618 | 0.434% | -0.615% | -0.00267% |
| 912828MZ0 | 2.500% | Apr 30, 2015 | $42.90bn | – | $449.9m | $42.45bn | 101.2175 | 101.2372 | 0.433% | +0.019% | +0.00008% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 103.5177 | 102.9519 | 0.428% | -0.547% | -0.00234% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 103.1302 | 102.6075 | 0.423% | -0.507% | -0.00214% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 102.1425 | 101.5928 | 0.422% | -0.538% | -0.00227% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.8724 | 102.7569 | 0.422% | +0.868% | +0.00366% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 121.0252 | 122.5444 | 0.419% | +1.255% | +0.00526% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.2131 | 103.1079 | 0.417% | +0.875% | +0.00365% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 101.0371 | 101.0247 | 0.416% | -0.012% | -0.00005% |
| 912828D31 | 0.090% | Apr 30, 2016 | $41.00bn | – | – | $41.00bn | 100.0210 | 100.0250 | 0.413% | +0.004% | +0.00002% |
| 912828WV8 | 0.091% | Jul 31, 2016 | $41.01bn | – | $4.9m | $41.00bn | 100.0074 | 100.0187 | 0.413% | +0.011% | +0.00005% |
| 912828WK2 | 0.066% | Jan 31, 2016 | $41.00bn | – | – | $41.00bn | 100.0053 | 100.0068 | 0.413% | +0.002% | +0.00001% |
| 912828F70 | 0.074% | Oct 31, 2016 | $41.00bn | – | – | $41.00bn | 99.9601 | 99.9811 | 0.413% | +0.021% | +0.00009% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 107.5774 | 106.9329 | 0.412% | -0.599% | -0.00247% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $41.00bn | – | $4.9m | $41.00bn | 98.9841 | 98.3589 | 0.409% | -0.632% | -0.00258% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 104.5890 | 104.0588 | 0.409% | -0.507% | -0.00207% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.6851 | 110.4335 | 0.404% | +0.682% | +0.00275% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 100.9097 | 100.9088 | 0.398% | -0.001% | -0.00000% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 100.8325 | 100.8213 | 0.388% | -0.011% | -0.00004% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 109.1655 | 108.7220 | 0.385% | -0.406% | -0.00156% |
| 912828SP6 | 0.375% | Apr 15, 2015 | $37.82bn | – | $0.7m | $37.82bn | 100.1734 | 100.1731 | 0.382% | -0.000% | -0.00000% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 101.9206 | 101.9092 | 0.378% | -0.011% | -0.00004% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 100.5693 | 100.5774 | 0.374% | +0.008% | +0.00003% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 115.2260 | 114.8676 | 0.372% | -0.311% | -0.00116% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 101.2538 | 101.2421 | 0.371% | -0.012% | -0.00004% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 101.1817 | 100.5659 | 0.368% | +0.009% | +0.00003% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 101.1713 | 101.1499 | 0.364% | -0.021% | -0.00008% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.4525 | 106.2326 | 0.364% | +0.740% | +0.00269% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 102.0168 | 101.8798 | 0.360% | +0.723% | +0.00260% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.5931 | 101.6861 | 0.358% | +0.092% | +0.00033% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.2328 | 100.8465 | 0.357% | +0.112% | +0.00040% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.1183 | 101.2636 | 0.357% | +0.144% | +0.00051% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.8676 | 101.6272 | 0.356% | +0.753% | +0.00268% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.8179 | 100.8995 | 0.356% | +0.081% | +0.00029% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 100.7901 | 101.5476 | 0.356% | +0.752% | +0.00267% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.7837 | 100.9495 | 0.356% | +0.165% | +0.00059% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.1801 | 101.9085 | 0.355% | +0.720% | +0.00256% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.7099 | 100.8762 | 0.355% | +0.165% | +0.00059% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.8479 | 101.5340 | 0.355% | +0.680% | +0.00242% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.6305 | 101.3486 | 0.355% | +0.714% | +0.00253% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.4416 | 101.2215 | 0.354% | +0.776% | +0.00275% |
| 912828VH0 | 0.375% | Jun 30, 2015 | $35.00bn | – | – | $35.00bn | 100.1569 | 100.1568 | 0.353% | -0.000% | -0.00000% |
| 912828VN7 | 0.250% | Jul 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1145 | 100.1039 | 0.353% | -0.011% | -0.00004% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 100.0944 | 100.1150 | 0.353% | +0.021% | +0.00007% |
| 912828UY4 | 0.125% | Apr 30, 2015 | $35.00bn | – | – | $35.00bn | 100.0421 | 100.0525 | 0.353% | +0.010% | +0.00004% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.7845 | 111.6058 | 0.353% | +0.741% | +0.00262% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.9784 | 101.7068 | 0.350% | +0.721% | +0.00252% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.2830 | 99.7407 | 0.350% | +0.461% | +0.00161% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.6386 | 100.9299 | 0.349% | +0.289% | +0.00101% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.9161 | 99.6134 | 0.349% | +0.705% | +0.00246% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.5725 | 100.7700 | 0.349% | +0.196% | +0.00068% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.7455 | 101.6294 | 0.349% | +0.684% | +0.00239% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.8767 | 100.2095 | 0.348% | +0.333% | +0.00116% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.4096 | 99.8356 | 0.348% | +0.428% | +0.00149% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 101.7595 | 101.7690 | 0.347% | +0.009% | +0.00003% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.1731 | 100.1727 | 0.346% | -0.000% | -0.00000% |
| 912828VU1 | 0.375% | Aug 31, 2015 | $34.00bn | – | – | $34.00bn | 100.1583 | 100.1264 | 0.343% | -0.032% | -0.00011% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.1051 | 100.0946 | 0.343% | -0.011% | -0.00004% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.4423 | 100.6698 | 0.342% | +0.227% | +0.00078% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.9862 | 108.7139 | 0.341% | +0.674% | +0.00230% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 102.0318 | 102.0299 | 0.340% | -0.002% | -0.00001% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 98.7303 | 99.5525 | 0.339% | +0.833% | +0.00282% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 99.8777 | 100.4289 | 0.338% | +0.552% | +0.00187% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.0028 | 101.6583 | 0.335% | +0.649% | +0.00218% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 101.0766 | 100.8465 | 0.335% | +0.267% | +0.00090% |
| 912828VY3 | 0.250% | Sep 30, 2015 | $33.00bn | – | – | $33.00bn | 100.1676 | 100.0319 | 0.333% | -0.011% | -0.00004% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.0326 | 100.3760 | 0.333% | +0.343% | +0.00114% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.6903 | 101.7521 | 0.331% | +0.061% | +0.00020% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.6644 | 101.3179 | 0.330% | +0.649% | +0.00214% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 110.5045 | 111.9510 | 0.328% | +1.309% | +0.00429% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 116.6386 | 116.3523 | 0.328% | -0.245% | -0.00080% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 151.5897 | 150.7946 | 0.327% | -0.525% | -0.00172% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.0799 | 109.9639 | 0.325% | +0.810% | +0.00264% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3607 | 100.4437 | 0.324% | +0.083% | +0.00027% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2759 | 100.3589 | 0.323% | +0.083% | +0.00027% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2678 | 100.1111 | 0.323% | +0.031% | +0.00010% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.2671 | 100.2357 | 0.323% | -0.031% | -0.00010% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2514 | 100.0948 | 0.323% | +0.031% | +0.00010% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2308 | 100.3032 | 0.323% | +0.072% | +0.00023% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2039 | 100.2037 | 0.323% | -0.000% | -0.00000% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1785 | 100.0740 | 0.323% | +0.020% | +0.00007% |
| 912828WB2 | 0.250% | Oct 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1780 | 100.1362 | 0.323% | -0.042% | -0.00013% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 102.0824 | 102.0596 | 0.323% | -0.022% | -0.00007% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.1576 | 100.2200 | 0.323% | +0.062% | +0.00020% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1573 | 100.1779 | 0.323% | +0.021% | +0.00007% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.1561 | 100.1872 | 0.323% | +0.031% | +0.00010% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1405 | 100.1404 | 0.323% | -0.000% | -0.00000% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 100.1257 | 100.1150 | 0.323% | -0.011% | -0.00003% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0943 | 100.0837 | 0.323% | -0.011% | -0.00003% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0841 | 100.1047 | 0.323% | +0.021% | +0.00007% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.0734 | 100.0628 | 0.323% | -0.011% | -0.00003% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0729 | 100.0936 | 0.323% | +0.021% | +0.00007% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0323 | 100.0529 | 0.323% | +0.021% | +0.00007% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9489 | 99.9696 | 0.322% | +0.021% | +0.00007% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 99.9701 | 100.0217 | 0.322% | +0.052% | +0.00017% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.4213 | 101.0249 | 0.318% | +0.601% | +0.00191% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.9998 | 100.6654 | 0.316% | +0.102% | +0.00032% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.8118 | 101.4986 | 0.313% | +0.681% | +0.00213% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.0948 | 100.1569 | 0.313% | +0.062% | +0.00019% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 138.5354 | 140.1687 | 0.311% | +1.179% | +0.00367% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.5789 | 102.2761 | 0.311% | +0.686% | +0.00213% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 98.7731 | 99.3249 | 0.310% | +0.559% | +0.00173% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.5752 | 99.7205 | 0.309% | +0.460% | +0.00142% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.5014 | 99.9698 | 0.309% | +0.471% | +0.00145% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.2602 | 99.6766 | 0.308% | +0.420% | +0.00129% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.3641 | 102.2174 | 0.307% | +0.842% | +0.00259% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 109.6815 | 110.3881 | 0.306% | +0.644% | +0.00197% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.7067 | 100.9976 | 0.305% | +0.289% | +0.00088% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5356 | 100.4096 | 0.304% | +0.248% | +0.00075% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4245 | 100.5385 | 0.304% | +0.114% | +0.00034% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3766 | 100.5637 | 0.304% | +0.186% | +0.00057% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3410 | 100.4865 | 0.303% | +0.145% | +0.00044% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 103.6253 | 104.9470 | 0.303% | +1.275% | +0.00387% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2572 | 100.4025 | 0.303% | +0.145% | +0.00044% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.2093 | 100.2819 | 0.303% | +0.073% | +0.00022% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.0259 | 100.2339 | 0.302% | +0.208% | +0.00063% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.0927 | 103.9979 | 0.301% | +0.878% | +0.00265% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.9870 | 102.7871 | 0.301% | +0.838% | +0.00252% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 110.2334 | 110.8254 | 0.300% | +0.537% | +0.00161% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 102.4206 | 103.2529 | 0.299% | +0.813% | +0.00243% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.7840 | 100.2524 | 0.299% | +0.469% | +0.00140% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 101.9240 | 102.8085 | 0.298% | +0.868% | +0.00259% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.2534 | 100.8565 | 0.297% | +0.601% | +0.00178% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.3234 | 102.2052 | 0.296% | +0.870% | +0.00258% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.9114 | 101.7847 | 0.295% | +0.865% | +0.00255% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.5711 | 100.8936 | 0.294% | +0.321% | +0.00094% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.2414 | 100.0951 | 0.293% | +0.103% | +0.00030% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.1664 | 100.2391 | 0.293% | +0.073% | +0.00021% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.0652 | 100.1685 | 0.293% | +0.103% | +0.00030% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.8764 | 100.0012 | 0.292% | +0.125% | +0.00036% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 100.7702 | 101.3529 | 0.292% | +0.578% | +0.00169% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 99.1603 | 99.6902 | 0.290% | +0.534% | +0.00155% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.0306 | 98.8736 | 0.287% | +0.860% | +0.00246% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 101.1210 | 101.9848 | 0.285% | +0.854% | +0.00243% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.4351 | 100.7572 | 0.283% | +0.321% | +0.00091% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.0639 | 100.1988 | 0.282% | +0.135% | +0.00038% |
| 912828H60 | 0.105% | Jan 31, 2017 | $28.00bn | – | – | $28.00bn | 100.0064 | 100.0295 | 0.282% | +0.023% | +0.00007% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.3344 | 105.5309 | 0.282% | +0.187% | +0.00053% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.9430 | 102.8578 | 0.282% | +0.897% | +0.00253% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.0715 | 105.2367 | 0.280% | +0.157% | +0.00044% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.5456 | 103.4092 | 0.279% | +0.842% | +0.00235% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 103.7270 | 104.6635 | 0.279% | +0.903% | +0.00252% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.5414 | 102.9443 | 0.277% | +0.393% | +0.00109% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7766 | 100.7024 | 0.274% | +0.423% | +0.00116% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.2987 | 100.6525 | 0.273% | +0.353% | +0.00096% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.2380 | 100.7163 | 0.273% | +0.477% | +0.00130% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.1991 | 100.3759 | 0.273% | +0.176% | +0.00048% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.1300 | 100.5463 | 0.273% | +0.416% | +0.00113% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 103.1319 | 103.6310 | 0.272% | +0.484% | +0.00132% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 142.3843 | 143.9655 | 0.272% | +1.110% | +0.00302% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.6678 | 103.5285 | 0.271% | +0.838% | +0.00227% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.9457 | 103.7561 | 0.265% | +0.900% | +0.00239% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.6359 | 102.5489 | 0.263% | +0.898% | +0.00236% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.1024 | 100.5499 | 0.262% | +0.447% | +0.00117% |
| 912796FK0 | 0.000% | Jun 4, 2015 | $26.00bn | – | – | $26.00bn | 99.9946 | 99.9982 | 0.262% | +0.004% | +0.00001% |
| 912796FQ7 | 0.000% | Jun 11, 2015 | $26.00bn | – | – | $26.00bn | 99.9913 | 99.9960 | 0.262% | +0.005% | +0.00001% |
| 912796FR5 | 0.000% | Jun 18, 2015 | $26.00bn | – | – | $26.00bn | 99.9908 | 99.9978 | 0.262% | +0.007% | +0.00002% |
| 912796FY0 | 0.000% | Aug 6, 2015 | $26.00bn | – | – | $26.00bn | 99.9778 | 99.9858 | 0.262% | +0.008% | +0.00002% |
| 912796GA1 | 0.000% | Aug 13, 2015 | $26.00bn | – | – | $26.00bn | 99.9722 | 99.9813 | 0.262% | +0.009% | +0.00002% |
| 912796GB9 | 0.000% | Aug 27, 2015 | $26.00bn | – | – | $26.00bn | 99.9598 | 99.9669 | 0.262% | +0.007% | +0.00002% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 99.8539 | 100.0516 | 0.262% | +0.198% | +0.00052% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.6765 | 106.2481 | 0.261% | +0.541% | +0.00141% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.5824 | 103.4460 | 0.260% | +0.842% | +0.00219% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 99.9860 | 100.8498 | 0.258% | +0.864% | +0.00223% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 135.1682 | 136.7807 | 0.255% | +1.193% | +0.00305% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.5076 | 104.6717 | 0.253% | +0.157% | +0.00040% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.3365 | 100.7940 | 0.253% | +0.456% | +0.00115% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 105.2297 | 103.8207 | 0.252% | +0.086% | +0.00022% |
| 912796EX3 | 0.000% | Sep 17, 2015 | $25.00bn | – | – | $25.00bn | 99.9551 | 99.9528 | 0.252% | -0.002% | -0.00001% |
| 912796FB0 | 0.000% | Oct 15, 2015 | $25.00bn | – | – | $25.00bn | 99.9425 | 99.9285 | 0.252% | -0.014% | -0.00004% |
| 912796FG9 | 0.000% | Nov 12, 2015 | $25.00bn | – | – | $25.00bn | 99.9212 | 99.8996 | 0.252% | -0.022% | -0.00005% |
| 912796FN4 | 0.000% | Dec 10, 2015 | $25.00bn | – | – | $25.00bn | 99.8888 | 99.8801 | 0.252% | -0.009% | -0.00002% |
| 912796FP9 | 0.000% | Jan 7, 2016 | $25.00bn | – | – | $25.00bn | 99.8343 | 99.8512 | 0.252% | +0.017% | +0.00004% |
| 912796FV6 | 0.000% | Feb 4, 2016 | $25.00bn | – | – | $25.00bn | 99.8195 | 99.8192 | 0.252% | -0.000% | -0.00000% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.3465 | 99.5020 | 0.251% | +0.534% | +0.00134% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $23.03bn | – | $2.53bn | $20.50bn | 119.4622 | 117.9981 | 0.247% | -1.226% | -0.00302% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.9817 | 101.5644 | 0.246% | +0.577% | +0.00142% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 107.3950 | 107.9038 | 0.245% | +0.474% | +0.00116% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 102.9890 | 104.2794 | 0.245% | +1.253% | +0.00307% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 104.3614 | 104.3593 | 0.244% | -0.002% | -0.00000% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 104.2440 | 105.1595 | 0.244% | +0.878% | +0.00214% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.3788 | 100.2109 | 0.243% | +0.837% | +0.00203% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.5803 | 102.6210 | 0.242% | +0.040% | +0.00010% |
| 912828J27 | 2.000% | Feb 15, 2025 | $24.00bn | – | $0.9m | $24.00bn | 100.0516 | 100.7799 | 0.242% | +0.728% | +0.00176% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.0414 | 100.4993 | 0.242% | +0.458% | +0.00111% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 102.2867 | 103.2016 | 0.242% | +0.894% | +0.00216% |
| 912796FS3 | 0.000% | Jul 2, 2015 | $24.00bn | – | – | $24.00bn | 99.9896 | 99.9897 | 0.242% | +0.000% | +0.00000% |
| 912796FT1 | 0.000% | Jul 9, 2015 | $24.00bn | – | – | $24.00bn | 99.9853 | 99.9944 | 0.242% | +0.009% | +0.00002% |
| 912796FX2 | 0.000% | Jul 30, 2015 | $24.00bn | – | – | $24.00bn | 99.9830 | 99.9866 | 0.242% | +0.004% | +0.00001% |
| 912796FW4 | 0.000% | Jul 16, 2015 | $24.00bn | – | – | $24.00bn | 99.9807 | 99.9911 | 0.242% | +0.010% | +0.00003% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 99.7987 | 100.2462 | 0.241% | +0.448% | +0.00108% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 106.6786 | 105.3214 | 0.241% | +0.251% | +0.00061% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 103.2881 | 102.7864 | 0.241% | +0.422% | +0.00102% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.27bn | $11.23bn | 212.2578 | 211.3444 | 0.240% | -0.430% | -0.00103% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 103.8288 | 103.9171 | 0.240% | +0.085% | +0.00020% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.1611 | 102.2115 | 0.240% | +0.049% | +0.00012% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 99.8223 | 100.5197 | 0.238% | +0.699% | +0.00167% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 105.3914 | 105.5982 | 0.238% | +0.196% | +0.00047% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 104.2693 | 104.3199 | 0.237% | +0.049% | +0.00012% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.2907 | 103.1127 | 0.237% | +0.804% | +0.00190% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.2854 | 99.0974 | 0.236% | +0.826% | +0.00195% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.0999 | 104.5666 | 0.234% | +0.448% | +0.00105% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 103.9156 | 104.2999 | 0.234% | +0.370% | +0.00087% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.1325 | 100.8071 | 0.233% | +0.674% | +0.00157% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 140.6206 | 139.8809 | 0.233% | -0.526% | -0.00123% |
| 912828MY3 | 0.500% | Apr 15, 2015 | $21.23bn | – | $0.7m | $21.23bn | 108.2362 | 108.2595 | 0.232% | +0.021% | +0.00005% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 133.2875 | 134.7334 | 0.231% | +1.085% | +0.00250% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.4890 | 100.3217 | 0.231% | +0.837% | +0.00193% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 103.0395 | 101.9436 | 0.229% | +0.028% | +0.00006% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 104.6726 | 104.9171 | 0.225% | +0.234% | +0.00053% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.5361 | 99.2958 | 0.222% | +0.771% | +0.00171% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 99.7288 | 100.2075 | 0.220% | +0.480% | +0.00106% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.0340 | 98.7727 | 0.218% | +0.753% | +0.00164% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.4708 | 99.2516 | 0.218% | +0.793% | +0.00172% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.2407 | 106.4997 | 0.217% | +0.244% | +0.00053% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.1326 | 105.4530 | 0.214% | +0.305% | +0.00065% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.3900 | 104.7222 | 0.214% | +0.318% | +0.00068% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 117.3425 | 117.0663 | 0.213% | -0.235% | -0.00050% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.8094 | 102.6617 | 0.211% | +0.829% | +0.00175% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 122.6866 | 122.4647 | 0.210% | -0.181% | -0.00038% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 122.7264 | 122.0817 | 0.209% | -0.525% | -0.00110% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 121.7314 | 121.2249 | 0.209% | -0.416% | -0.00087% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 124.7231 | 126.2942 | 0.204% | +1.260% | +0.00258% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 110.6295 | 111.9822 | 0.204% | +1.223% | +0.00249% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 104.2177 | 104.2469 | 0.204% | +0.028% | +0.00006% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 123.2179 | 124.7162 | 0.202% | +1.216% | +0.00246% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 136.4182 | 137.9370 | 0.202% | +1.113% | +0.00224% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.3046 | 108.5003 | 0.200% | +0.181% | +0.00036% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 135.1240 | 136.7156 | 0.198% | +1.178% | +0.00233% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 144.3107 | 143.4110 | 0.195% | -0.623% | -0.00122% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 140.2825 | 139.5970 | 0.195% | -0.489% | -0.00095% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.7255 | 99.5149 | 0.193% | +0.800% | +0.00154% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.3578 | 98.5965 | 0.191% | +0.751% | +0.00143% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 104.3289 | 104.4107 | 0.190% | +0.078% | +0.00015% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.35bn | $17.78bn | 105.8814 | 104.6880 | 0.190% | -1.127% | -0.00214% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.70bn | $9.08bn | 207.2106 | 206.2006 | 0.190% | -0.487% | -0.00092% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 141.2227 | 142.5432 | 0.189% | +0.935% | +0.00177% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 110.1312 | 110.6084 | 0.185% | +0.433% | +0.00080% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.71bn | $13.92bn | 131.4376 | 130.8270 | 0.184% | -0.465% | -0.00086% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 123.9013 | 123.2753 | 0.183% | -0.505% | -0.00092% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.4009 | 105.9413 | 0.182% | +0.513% | +0.00094% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 134.7619 | 136.3745 | 0.182% | +1.197% | +0.00218% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 121.3168 | 121.0369 | 0.179% | -0.231% | -0.00041% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.5041 | 98.7531 | 0.176% | +0.824% | +0.00145% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 100.5129 | 101.1581 | 0.175% | +0.642% | +0.00112% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 106.6083 | 106.7310 | 0.174% | +0.115% | +0.00020% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.3839 | 104.4643 | 0.172% | +0.077% | +0.00013% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 109.6968 | 110.1217 | 0.171% | +0.387% | +0.00066% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 135.8115 | 137.4344 | 0.170% | +1.195% | +0.00203% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 108.8242 | 110.1354 | 0.169% | +1.205% | +0.00204% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 103.1858 | 102.0690 | 0.167% | +0.069% | +0.00011% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 119.5827 | 119.1186 | 0.166% | -0.388% | -0.00064% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.8785 | 102.6901 | 0.166% | +0.797% | +0.00132% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 111.5799 | 112.9327 | 0.165% | +1.212% | +0.00200% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 104.8738 | 105.3726 | 0.165% | +0.476% | +0.00078% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 116.5836 | 116.1761 | 0.165% | -0.350% | -0.00058% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 107.9729 | 108.1999 | 0.164% | +0.210% | +0.00034% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 106.6772 | 105.7891 | 0.163% | +0.515% | +0.00084% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 101.8553 | 101.8723 | 0.162% | +0.017% | +0.00003% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.2336 | 107.2833 | 0.161% | +0.046% | +0.00007% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 123.5325 | 122.9333 | 0.161% | -0.485% | -0.00078% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $16.00bn | – | $0.6m | $16.00bn | 97.9161 | 99.3733 | 0.158% | +1.488% | +0.00235% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 120.4447 | 120.1559 | 0.158% | -0.240% | -0.00038% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 109.8220 | 110.4660 | 0.157% | +0.586% | +0.00092% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 132.1625 | 133.6709 | 0.155% | +1.141% | +0.00177% |
| 912828H45 | 0.250% | Jan 15, 2025 | $15.00bn | – | – | $15.00bn | 99.9287 | 99.3706 | 0.151% | -0.558% | -0.00084% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.0679 | 98.7745 | 0.150% | +0.720% | +0.00108% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.3690 | 104.9720 | 0.149% | +0.578% | +0.00086% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 117.3325 | 118.8101 | 0.148% | +1.259% | +0.00187% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.3930 | 110.4625 | 0.147% | +0.063% | +0.00009% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.4838 | 100.2124 | 0.144% | +0.732% | +0.00105% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.19bn | $9.80bn | 145.5623 | 144.0538 | 0.144% | -1.036% | -0.00149% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 97.6975 | 98.4888 | 0.143% | +0.810% | +0.00116% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 105.0462 | 105.6141 | 0.140% | +0.541% | +0.00076% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 100.7538 | 101.3984 | 0.140% | +0.640% | +0.00089% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.5409 | 103.5710 | 0.139% | +0.029% | +0.00004% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 145.4667 | 146.8493 | 0.138% | +0.950% | +0.00132% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.5489 | 109.8905 | 0.136% | +0.312% | +0.00043% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 109.9266 | 110.4665 | 0.136% | +0.491% | +0.00067% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 100.8022 | 99.6970 | 0.136% | -1.096% | -0.00149% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 141.7709 | 142.6839 | 0.131% | +0.644% | +0.00085% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 102.3580 | 102.3533 | 0.130% | -0.005% | -0.00001% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 152.9099 | 154.2403 | 0.128% | +0.870% | +0.00111% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.3710 | 103.0473 | 0.127% | +0.661% | +0.00084% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.1593 | 99.9396 | 0.121% | +0.787% | +0.00095% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.6659 | 106.2272 | 0.120% | +0.531% | +0.00064% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 113.9669 | 114.2134 | 0.117% | +0.216% | +0.00025% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.1617 | 101.1916 | 0.117% | +0.771% | +0.00090% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 137.1143 | 138.3306 | 0.116% | +0.887% | +0.00103% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.5690 | 105.1710 | 0.116% | +0.576% | +0.00067% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.8111 | 139.9021 | 0.112% | +0.786% | +0.00088% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.57bn | $7.60bn | 145.9220 | 144.6027 | 0.112% | -0.904% | -0.00101% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 98.4185 | 99.1889 | 0.111% | +0.783% | +0.00087% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 136.1739 | 137.8280 | 0.105% | +1.215% | +0.00128% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 120.1488 | 120.4990 | 0.100% | +0.291% | +0.00029% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 99.9213 | 100.6186 | 0.099% | +0.698% | +0.00069% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.7802 | 104.3729 | 0.099% | +0.571% | +0.00057% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 145.5404 | 147.2673 | 0.094% | +1.187% | +0.00112% |
| 912810RL4 | 0.750% | Feb 15, 2045 | $9.00bn | – | – | $9.00bn | 101.6637 | 100.9513 | 0.092% | -0.701% | -0.00065% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 138.3217 | 139.6212 | 0.092% | +0.940% | +0.00087% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 134.3215 | 135.3707 | 0.092% | +0.781% | +0.00072% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 196.0437 | 195.2297 | 0.091% | -0.415% | -0.00038% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 132.7438 | 134.5126 | 0.091% | +1.333% | +0.00121% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 136.1238 | 137.3089 | 0.085% | +0.871% | +0.00074% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 147.4525 | 148.6474 | 0.076% | +0.810% | +0.00061% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 129.4304 | 130.3225 | 0.074% | +0.689% | +0.00051% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 147.9413 | 149.2301 | 0.074% | +0.871% | +0.00064% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 129.9302 | 130.7282 | 0.073% | +0.614% | +0.00045% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 137.9251 | 138.9315 | 0.071% | +0.730% | +0.00052% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 139.4468 | 141.3405 | 0.070% | +1.358% | +0.00095% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 139.3890 | 140.4482 | 0.066% | +0.760% | +0.00050% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 151.0919 | 152.3384 | 0.064% | +0.825% | +0.00053% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 138.5504 | 139.6512 | 0.062% | +0.795% | +0.00049% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 119.9615 | 120.4157 | 0.058% | +0.379% | +0.00022% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 109.7001 | 109.6747 | 0.058% | -0.023% | -0.00001% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 146.2329 | 147.5425 | 0.058% | +0.896% | +0.00052% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 146.0349 | 147.1359 | 0.057% | +0.754% | +0.00043% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.7797 | 149.0266 | 0.057% | +0.844% | +0.00048% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 151.2847 | 152.7291 | 0.057% | +0.955% | +0.00055% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 147.7120 | 148.9486 | 0.052% | +0.837% | +0.00044% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 130.9102 | 131.7498 | 0.044% | +0.641% | +0.00028% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 140.1516 | 141.1999 | 0.043% | +0.748% | +0.00032% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 135.6701 | 136.6977 | 0.041% | +0.757% | +0.00031% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 105.2215 | 105.1958 | 0.040% | -0.024% | -0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 139.5242 | 140.5413 | 0.040% | +0.729% | +0.00029% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 133.9147 | 134.8691 | 0.038% | +0.713% | +0.00027% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 128.1659 | 128.8596 | 0.036% | +0.541% | +0.00020% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 144.2225 | 145.3545 | 0.035% | +0.785% | +0.00027% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 108.9770 | 108.9311 | 0.033% | -0.042% | -0.00001% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 138.8051 | 139.7177 | 0.032% | +0.657% | +0.00021% |
| Total | $9.47tn | 100.000% | +0.34098% | ||||||||
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.