Rebalance of April 30, 2015
US Treasury Aggregate constituents
Every one of the 366 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
- 366
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.398553%
- Market value
- $10.00tn
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 -0.398553% against a published month return of -0.398553%, a difference of 3.1e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796EC9 | 0.000% | May 28, 2015 | $79.00bn | – | – | $79.00bn | 99.9984 | 100.0000 | 0.790% | +0.002% | +0.00001% |
| 912796EJ4 | 0.000% | Jun 25, 2015 | $73.00bn | – | – | $73.00bn | 99.9976 | 100.0000 | 0.730% | +0.002% | +0.00002% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 104.1390 | 103.1796 | 0.687% | -0.921% | -0.00633% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 103.5703 | 102.5380 | 0.684% | -0.997% | -0.00681% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 105.8836 | 104.9658 | 0.681% | -0.867% | -0.00590% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 108.1970 | 107.2999 | 0.622% | -0.829% | -0.00516% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.8684 | 106.4610 | 0.587% | -0.381% | -0.00224% |
| 912796FF1 | 0.000% | May 7, 2015 | $56.00bn | – | – | $56.00bn | 99.9979 | 100.0000 | 0.560% | +0.002% | +0.00001% |
| 912796FJ3 | 0.000% | May 21, 2015 | $54.00bn | – | – | $54.00bn | 99.9986 | 100.0000 | 0.540% | +0.001% | +0.00001% |
| 912796FH7 | 0.000% | May 14, 2015 | $54.00bn | – | – | $54.00bn | 99.9976 | 100.0000 | 0.540% | +0.002% | +0.00001% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 107.4044 | 106.4760 | 0.535% | -0.864% | -0.00463% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 126.2629 | 121.1675 | 0.524% | -4.036% | -0.02113% |
| 912796FK0 | 0.000% | Jun 4, 2015 | $52.00bn | – | – | $52.00bn | 99.9982 | 100.0000 | 0.520% | +0.002% | +0.00001% |
| 912796FR5 | 0.000% | Jun 18, 2015 | $52.00bn | – | – | $52.00bn | 99.9978 | 100.0000 | 0.520% | +0.002% | +0.00001% |
| 912796FQ7 | 0.000% | Jun 11, 2015 | $52.00bn | – | – | $52.00bn | 99.9960 | 99.9988 | 0.520% | +0.003% | +0.00001% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.7799 | 100.9769 | 0.515% | -0.789% | -0.00406% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 100.0373 | 99.2136 | 0.515% | -0.823% | -0.00424% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 103.1190 | 103.7994 | 0.513% | +0.721% | +0.00370% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 122.7006 | 117.6573 | 0.512% | -4.110% | -0.02106% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.9819 | 111.5323 | 0.511% | -0.401% | -0.00205% |
| 912796ET2 | 0.000% | Aug 20, 2015 | $51.00bn | – | – | $51.00bn | 99.9724 | 99.9938 | 0.510% | +0.021% | +0.00011% |
| 912796EX3 | 0.000% | Sep 17, 2015 | $51.00bn | – | – | $51.00bn | 99.9528 | 99.9883 | 0.510% | +0.036% | +0.00018% |
| 912828C99 | 0.125% | Apr 15, 2019 | $50.00bn | – | $10.0m | $49.99bn | 101.6350 | 102.2745 | 0.508% | +0.691% | +0.00351% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 118.4023 | 113.4320 | 0.497% | -4.198% | -0.02087% |
| 912796EN5 | 0.000% | Jul 23, 2015 | $49.00bn | – | – | $49.00bn | 99.9905 | 99.9977 | 0.490% | +0.007% | +0.00004% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 111.1694 | 110.7823 | 0.488% | -0.348% | -0.00170% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.0038 | 100.9915 | 0.480% | -0.012% | -0.00006% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 112.3885 | 107.4912 | 0.472% | -4.357% | -0.02057% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.6304 | 101.5965 | 0.465% | -0.033% | -0.00016% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 110.6041 | 105.7590 | 0.465% | -4.381% | -0.02035% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 104.7232 | 105.4470 | 0.461% | +0.753% | +0.00347% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 105.4670 | 104.6117 | 0.460% | -0.811% | -0.00373% |
| 912828J27 | 2.000% | Feb 15, 2025 | $45.00bn | – | $0.9m | $45.00bn | 100.7799 | 99.6644 | 0.454% | -1.107% | -0.00502% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 107.5881 | 102.9826 | 0.446% | -4.281% | -0.01911% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 104.3618 | 105.2130 | 0.428% | +0.816% | +0.00349% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 102.9519 | 103.6825 | 0.422% | +0.710% | +0.00300% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 102.7569 | 102.1727 | 0.422% | -0.569% | -0.00240% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 122.5444 | 117.5635 | 0.421% | -4.065% | -0.01712% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 103.1079 | 102.5028 | 0.418% | -0.587% | -0.00245% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 102.6075 | 103.3827 | 0.417% | +0.755% | +0.00315% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 101.5928 | 102.2988 | 0.416% | +0.695% | +0.00289% |
| 912828NF3 | 2.125% | May 31, 2015 | $40.87bn | – | $0.2m | $40.87bn | 101.0247 | 101.0436 | 0.413% | +0.019% | +0.00008% |
| 912828H60 | 0.121% | Jan 31, 2017 | $41.00bn | – | – | $41.00bn | 100.0295 | 100.0252 | 0.410% | +0.022% | +0.00009% |
| 912828D31 | 0.105% | Apr 30, 2016 | $41.00bn | – | – | $41.00bn | 100.0250 | 100.0119 | 0.410% | +0.010% | +0.00004% |
| 912828WV8 | 0.106% | Jul 31, 2016 | $41.01bn | – | $4.9m | $41.00bn | 100.0187 | 100.0066 | 0.410% | +0.011% | +0.00005% |
| 912828WK2 | 0.081% | Jan 31, 2016 | $41.00bn | – | – | $41.00bn | 100.0068 | 99.9964 | 0.410% | +0.006% | +0.00003% |
| 912828F70 | 0.089% | Oct 31, 2016 | $41.00bn | – | – | $41.00bn | 99.9811 | 99.9743 | 0.410% | +0.012% | +0.00005% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 106.9329 | 107.6077 | 0.406% | +0.693% | +0.00282% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 104.0588 | 104.7483 | 0.404% | +0.663% | +0.00267% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $41.00bn | – | $4.9m | $41.00bn | 98.3589 | 99.1670 | 0.403% | +0.822% | +0.00331% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 110.4335 | 110.1507 | 0.403% | -0.256% | -0.00103% |
| 912828NL0 | 1.875% | Jun 30, 2015 | $39.10bn | – | $0.7m | $39.10bn | 100.9088 | 100.9392 | 0.395% | +0.030% | +0.00012% |
| 912828NP1 | 1.750% | Jul 31, 2015 | $38.22bn | – | $0.9m | $38.21bn | 100.8213 | 100.8413 | 0.385% | +0.020% | +0.00008% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 108.7220 | 109.4434 | 0.380% | +0.664% | +0.00252% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 101.9092 | 101.9915 | 0.375% | +0.081% | +0.00030% |
| 912828NV8 | 1.250% | Aug 31, 2015 | $36.88bn | – | $0.4m | $36.88bn | 100.5774 | 100.6168 | 0.371% | +0.039% | +0.00015% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 101.2421 | 101.2929 | 0.368% | +0.050% | +0.00018% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 114.8676 | 115.5671 | 0.368% | +0.609% | +0.00224% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.2326 | 105.8876 | 0.364% | -0.325% | -0.00118% |
| 912828NZ9 | 1.250% | Sep 30, 2015 | $36.10bn | – | $0.7m | $36.10bn | 100.5659 | 100.5746 | 0.363% | +0.009% | +0.00003% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 101.1499 | 100.5659 | 0.361% | +0.041% | +0.00015% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.8798 | 101.6795 | 0.357% | -0.197% | -0.00070% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.6861 | 101.7792 | 0.356% | +0.092% | +0.00033% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.6272 | 101.3557 | 0.356% | -0.267% | -0.00095% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.5476 | 101.3675 | 0.355% | -0.177% | -0.00063% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.9085 | 101.7307 | 0.355% | -0.175% | -0.00062% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.5340 | 101.3764 | 0.355% | -0.155% | -0.00055% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 101.3486 | 100.3791 | 0.355% | -0.217% | -0.00077% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.2636 | 100.7840 | 0.354% | +0.020% | +0.00007% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.2215 | 101.0014 | 0.354% | -0.217% | -0.00077% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.9495 | 100.9591 | 0.353% | +0.010% | +0.00003% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.8995 | 100.9185 | 0.353% | +0.019% | +0.00007% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.8762 | 100.8862 | 0.353% | +0.010% | +0.00004% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.8465 | 100.8659 | 0.353% | +0.019% | +0.00007% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 111.6058 | 111.2396 | 0.353% | -0.328% | -0.00116% |
| 912828VH0 | 0.375% | Jun 30, 2015 | $35.00bn | – | – | $35.00bn | 100.1568 | 100.1878 | 0.351% | +0.031% | +0.00011% |
| 912828VD9 | 0.250% | May 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1150 | 100.1044 | 0.350% | -0.011% | -0.00004% |
| 912828VN7 | 0.250% | Jul 31, 2015 | $35.00bn | – | – | $35.00bn | 100.1039 | 100.1247 | 0.350% | +0.021% | +0.00007% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.0883 | 99.7942 | 0.350% | -0.294% | -0.00103% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.9725 | 99.5852 | 0.350% | -0.387% | -0.00136% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.7068 | 101.5290 | 0.350% | -0.175% | -0.00061% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.6134 | 99.3733 | 0.349% | -0.241% | -0.00084% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.7407 | 99.6985 | 0.348% | -0.042% | -0.00015% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.9299 | 100.5024 | 0.347% | +0.010% | +0.00003% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.8356 | 99.8240 | 0.347% | -0.012% | -0.00004% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 100.2095 | 100.1985 | 0.347% | -0.011% | -0.00004% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.7700 | 100.7800 | 0.347% | +0.010% | +0.00003% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.6294 | 101.5126 | 0.346% | -0.115% | -0.00040% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 101.7690 | 101.8410 | 0.344% | +0.071% | +0.00024% |
| 912828SZ4 | 0.375% | Jun 15, 2015 | $34.26bn | – | $0.4m | $34.26bn | 100.1727 | 100.1724 | 0.343% | -0.000% | -0.00000% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 108.7139 | 108.5979 | 0.341% | -0.107% | -0.00036% |
| 912828VU1 | 0.375% | Aug 31, 2015 | $34.00bn | – | – | $34.00bn | 100.1264 | 100.1882 | 0.340% | +0.062% | +0.00021% |
| 912828SU5 | 0.250% | May 15, 2015 | $34.00bn | – | $0.9m | $34.00bn | 100.0946 | 100.0841 | 0.340% | -0.011% | -0.00004% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.6698 | 100.6787 | 0.340% | +0.009% | +0.00003% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 99.5525 | 98.8434 | 0.339% | -0.712% | -0.00242% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.4289 | 100.4176 | 0.337% | -0.011% | -0.00004% |
| 912828DV9 | 4.125% | May 15, 2015 | $34.47bn | – | $1.45bn | $33.02bn | 102.0299 | 102.0280 | 0.337% | -0.002% | -0.00001% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.6583 | 101.5951 | 0.335% | -0.062% | -0.00021% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.8465 | 100.8659 | 0.332% | +0.019% | +0.00006% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.3760 | 100.3757 | 0.332% | -0.000% | -0.00000% |
| 912828VY3 | 0.250% | Sep 30, 2015 | $33.00bn | – | – | $33.00bn | 100.0319 | 100.0837 | 0.330% | +0.052% | +0.00017% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 111.9510 | 107.2412 | 0.330% | -4.207% | -0.01387% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.3179 | 101.2215 | 0.329% | -0.095% | -0.00031% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.7521 | 101.8451 | 0.328% | +0.091% | +0.00030% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.9639 | 109.4416 | 0.325% | -0.475% | -0.00154% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 116.3523 | 117.2045 | 0.325% | +0.732% | +0.00238% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 150.7946 | 151.8113 | 0.323% | +0.674% | +0.00218% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4437 | 100.5268 | 0.321% | +0.083% | +0.00027% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3589 | 100.4107 | 0.321% | +0.052% | +0.00017% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3032 | 100.4069 | 0.321% | +0.103% | +0.00033% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.2357 | 100.2980 | 0.321% | +0.062% | +0.00020% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.2200 | 100.1260 | 0.321% | +0.093% | +0.00030% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2037 | 100.2661 | 0.321% | +0.062% | +0.00020% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.1872 | 100.2495 | 0.321% | +0.062% | +0.00020% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1779 | 100.1047 | 0.321% | +0.052% | +0.00017% |
| 912828EE6 | 4.250% | Aug 15, 2015 | $32.47bn | – | $1.07bn | $31.40bn | 102.0596 | 102.0993 | 0.321% | +0.039% | +0.00012% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1404 | 100.2027 | 0.320% | +0.062% | +0.00020% |
| 912828WB2 | 0.250% | Oct 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1362 | 100.0632 | 0.320% | +0.052% | +0.00017% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 100.1150 | 100.1981 | 0.320% | +0.083% | +0.00027% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1111 | 100.1729 | 0.320% | +0.062% | +0.00020% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1047 | 100.1566 | 0.320% | +0.052% | +0.00017% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.0948 | 100.1568 | 0.320% | +0.062% | +0.00020% |
| 912828TK6 | 0.250% | Aug 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0936 | 100.1143 | 0.320% | +0.021% | +0.00007% |
| 912828TD2 | 0.250% | Jul 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0837 | 100.1257 | 0.320% | +0.042% | +0.00013% |
| 912828TP5 | 0.250% | Sep 15, 2015 | $32.00bn | – | – | $32.00bn | 100.0740 | 100.0632 | 0.320% | -0.011% | -0.00003% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.0628 | 100.1148 | 0.320% | +0.052% | +0.00017% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0529 | 100.0109 | 0.320% | +0.083% | +0.00027% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9696 | 100.0841 | 0.320% | +0.115% | +0.00037% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 100.0217 | 100.0734 | 0.320% | +0.052% | +0.00017% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.0249 | 100.3471 | 0.318% | -0.052% | -0.00017% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.4986 | 101.4042 | 0.313% | -0.093% | -0.00029% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 140.1687 | 135.1457 | 0.312% | -3.584% | -0.01119% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.6654 | 100.7055 | 0.312% | +0.040% | +0.00012% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.1569 | 100.2503 | 0.311% | +0.093% | +0.00029% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.2761 | 101.3169 | 0.310% | -0.143% | -0.00044% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.3249 | 98.9704 | 0.309% | -0.042% | -0.00013% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.9698 | 99.9382 | 0.308% | -0.032% | -0.00010% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 102.2174 | 101.5394 | 0.307% | -0.663% | -0.00204% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.7205 | 99.6467 | 0.307% | -0.074% | -0.00023% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6766 | 99.6243 | 0.307% | -0.052% | -0.00016% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.3881 | 110.2198 | 0.305% | -0.152% | -0.00047% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 104.9470 | 100.4874 | 0.305% | -4.249% | -0.01295% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.9976 | 100.5695 | 0.303% | +0.009% | +0.00003% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5637 | 100.5634 | 0.302% | -0.000% | -0.00000% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.5385 | 100.2461 | 0.302% | +0.020% | +0.00006% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.9979 | 103.4344 | 0.302% | -0.542% | -0.00163% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4865 | 100.4758 | 0.302% | -0.011% | -0.00003% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4096 | 100.4083 | 0.301% | -0.001% | -0.00000% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4025 | 100.3915 | 0.301% | -0.011% | -0.00003% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.2819 | 100.3859 | 0.301% | +0.104% | +0.00031% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2339 | 100.2232 | 0.301% | -0.011% | -0.00003% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 103.2529 | 102.6478 | 0.299% | -0.586% | -0.00176% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 110.8254 | 110.7925 | 0.299% | -0.030% | -0.00009% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 102.8085 | 101.2242 | 0.298% | -0.568% | -0.00169% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.7871 | 102.2112 | 0.298% | -0.560% | -0.00167% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.2524 | 99.8145 | 0.298% | -0.063% | -0.00019% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 102.2052 | 101.6495 | 0.296% | -0.544% | -0.00161% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.8565 | 100.8032 | 0.296% | -0.053% | -0.00016% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.7847 | 101.1892 | 0.295% | -0.585% | -0.00173% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.8936 | 100.8724 | 0.293% | -0.021% | -0.00006% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.3529 | 101.3419 | 0.291% | -0.011% | -0.00003% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.3397 | 99.7011 | 0.291% | -0.636% | -0.00185% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.2391 | 100.3118 | 0.291% | +0.073% | +0.00021% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.1923 | 99.5232 | 0.291% | -0.668% | -0.00194% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.1685 | 100.1780 | 0.291% | +0.009% | +0.00003% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.0951 | 100.1048 | 0.290% | +0.010% | +0.00003% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 100.0012 | 99.8448 | 0.290% | +0.031% | +0.00009% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 99.6902 | 99.6264 | 0.290% | -0.064% | -0.00019% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $29.00bn | – | $0.6m | $29.00bn | 99.3733 | 94.7367 | 0.288% | -4.666% | -0.01345% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.8736 | 98.2479 | 0.287% | -0.633% | -0.00181% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 101.9848 | 100.6923 | 0.285% | -0.409% | -0.00117% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7572 | 100.7668 | 0.282% | +0.010% | +0.00003% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 102.8578 | 102.3664 | 0.282% | -0.478% | -0.00135% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.1988 | 100.2088 | 0.281% | +0.010% | +0.00003% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.5309 | 103.9460 | 0.280% | -0.021% | -0.00006% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 103.4092 | 102.8978 | 0.280% | -0.495% | -0.00138% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 104.6635 | 103.0374 | 0.279% | -0.479% | -0.00134% |
| 912828H45 | 0.250% | Jan 15, 2025 | $28.00bn | – | – | $28.00bn | 99.3706 | 100.1634 | 0.278% | +0.798% | +0.00222% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.2367 | 105.2457 | 0.278% | +0.009% | +0.00002% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.9443 | 102.9409 | 0.276% | -0.003% | -0.00001% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 143.9655 | 138.6404 | 0.272% | -3.699% | -0.01008% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7163 | 100.2258 | 0.272% | -0.053% | -0.00014% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7024 | 100.6590 | 0.272% | -0.043% | -0.00012% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6525 | 100.6312 | 0.272% | -0.021% | -0.00006% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5463 | 100.4938 | 0.272% | -0.052% | -0.00014% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 103.6310 | 102.6301 | 0.271% | -0.061% | -0.00017% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.3759 | 100.3964 | 0.271% | +0.020% | +0.00006% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.5285 | 103.1705 | 0.271% | -0.346% | -0.00094% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 102.5489 | 102.0557 | 0.263% | -0.481% | -0.00127% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.7561 | 103.2531 | 0.263% | -0.485% | -0.00127% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5499 | 100.4974 | 0.261% | -0.052% | -0.00014% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.2481 | 106.1635 | 0.261% | -0.080% | -0.00021% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0516 | 100.0306 | 0.260% | -0.021% | -0.00005% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 103.4460 | 102.9971 | 0.260% | -0.434% | -0.00113% |
| 912796FY0 | 0.000% | Aug 6, 2015 | $26.00bn | – | – | $26.00bn | 99.9858 | 99.9973 | 0.260% | +0.012% | +0.00003% |
| 912796GA1 | 0.000% | Aug 13, 2015 | $26.00bn | – | – | $26.00bn | 99.9813 | 99.9942 | 0.260% | +0.013% | +0.00003% |
| 912796GB9 | 0.000% | Aug 27, 2015 | $26.00bn | – | – | $26.00bn | 99.9669 | 99.9934 | 0.260% | +0.027% | +0.00007% |
| 912796GC7 | 0.000% | Sep 3, 2015 | $26.00bn | – | – | $26.00bn | 99.9653 | 99.9895 | 0.260% | +0.024% | +0.00006% |
| 912796GE3 | 0.000% | Sep 10, 2015 | $26.00bn | – | – | $26.00bn | 99.9592 | 99.9889 | 0.260% | +0.030% | +0.00008% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 99.9497 | 99.9592 | 0.260% | +0.010% | +0.00002% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 99.8764 | 99.8861 | 0.260% | +0.010% | +0.00003% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 100.8498 | 100.1511 | 0.259% | -0.693% | -0.00179% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 136.7807 | 131.7996 | 0.256% | -3.642% | -0.00934% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.7940 | 100.7514 | 0.252% | -0.042% | -0.00011% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.6717 | 104.6796 | 0.251% | +0.008% | +0.00002% |
| 912796FB0 | 0.000% | Oct 15, 2015 | $25.00bn | – | – | $25.00bn | 99.9285 | 99.9767 | 0.250% | +0.048% | +0.00012% |
| 912796FG9 | 0.000% | Nov 12, 2015 | $25.00bn | – | – | $25.00bn | 99.8996 | 99.9619 | 0.250% | +0.062% | +0.00016% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.5020 | 99.5010 | 0.250% | -0.001% | -0.00000% |
| 912796FN4 | 0.000% | Dec 10, 2015 | $25.00bn | – | – | $25.00bn | 99.8801 | 99.9378 | 0.250% | +0.058% | +0.00014% |
| 912796FP9 | 0.000% | Jan 7, 2016 | $25.00bn | – | – | $25.00bn | 99.8512 | 99.9020 | 0.250% | +0.051% | +0.00013% |
| 912796FV6 | 0.000% | Feb 4, 2016 | $25.00bn | – | – | $25.00bn | 99.8192 | 99.8833 | 0.250% | +0.064% | +0.00016% |
| 912796FZ7 | 0.000% | Mar 3, 2016 | $25.00bn | – | – | $25.00bn | 99.7747 | 99.8717 | 0.249% | +0.097% | +0.00024% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 103.8207 | 103.8166 | 0.247% | -0.004% | -0.00001% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 104.2794 | 99.8510 | 0.246% | -4.247% | -0.01045% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.5644 | 101.5221 | 0.245% | -0.042% | -0.00010% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.1595 | 104.7001 | 0.244% | -0.437% | -0.00107% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 107.9038 | 107.8814 | 0.244% | -0.021% | -0.00005% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 100.2109 | 99.8867 | 0.243% | -0.323% | -0.00079% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 104.3593 | 104.4197 | 0.242% | +0.058% | +0.00014% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 103.2016 | 102.7727 | 0.242% | -0.416% | -0.00101% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $23.03bn | – | $2.53bn | $20.50bn | 117.9981 | 116.4857 | 0.242% | -1.282% | -0.00310% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.4993 | 100.4572 | 0.241% | -0.042% | -0.00010% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3899 | 100.3152 | 0.241% | -0.074% | -0.00018% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2462 | 100.2250 | 0.241% | -0.021% | -0.00005% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.6210 | 101.7242 | 0.240% | +0.101% | +0.00024% |
| 912796FT1 | 0.000% | Jul 9, 2015 | $24.00bn | – | – | $24.00bn | 99.9944 | 99.9981 | 0.240% | +0.004% | +0.00001% |
| 912796FS3 | 0.000% | Jul 2, 2015 | $24.00bn | – | – | $24.00bn | 99.9897 | 99.9982 | 0.240% | +0.009% | +0.00002% |
| 912796FW4 | 0.000% | Jul 16, 2015 | $24.00bn | – | – | $24.00bn | 99.9911 | 99.9979 | 0.240% | +0.007% | +0.00002% |
| 912796FX2 | 0.000% | Jul 30, 2015 | $24.00bn | – | – | $24.00bn | 99.9866 | 99.9949 | 0.240% | +0.008% | +0.00002% |
| 912796GF0 | 0.000% | Sep 24, 2015 | $24.00bn | – | – | $24.00bn | 99.9410 | 99.9878 | 0.240% | +0.047% | +0.00011% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 103.9171 | 103.9429 | 0.238% | +0.025% | +0.00006% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.5197 | 100.4358 | 0.238% | -0.083% | -0.00020% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.7864 | 102.7838 | 0.238% | -0.002% | -0.00001% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.2115 | 102.2933 | 0.238% | +0.080% | +0.00019% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.27bn | $11.23bn | 211.3444 | 209.3268 | 0.237% | +0.351% | +0.00083% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.1127 | 102.7472 | 0.237% | -0.354% | -0.00084% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 105.3214 | 105.3065 | 0.236% | -0.014% | -0.00003% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 105.5982 | 105.5863 | 0.236% | -0.011% | -0.00003% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.0974 | 98.1906 | 0.236% | -0.347% | -0.00082% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 104.3199 | 104.3705 | 0.235% | +0.048% | +0.00011% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.5666 | 104.5333 | 0.234% | -0.032% | -0.00007% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.2999 | 104.3092 | 0.233% | +0.009% | +0.00002% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.8071 | 100.7004 | 0.233% | -0.106% | -0.00025% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 134.7334 | 129.8044 | 0.231% | -3.658% | -0.00847% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.3217 | 99.9981 | 0.231% | -0.323% | -0.00074% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 139.8809 | 140.7214 | 0.230% | +0.601% | +0.00138% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 101.9436 | 102.0031 | 0.224% | +0.058% | +0.00013% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 104.9171 | 104.9117 | 0.224% | -0.005% | -0.00001% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 99.2958 | 98.6492 | 0.222% | -0.651% | -0.00144% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 100.2075 | 100.1550 | 0.219% | -0.052% | -0.00011% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.2516 | 98.9073 | 0.218% | -0.347% | -0.00075% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.7727 | 98.5113 | 0.218% | -0.265% | -0.00058% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.4997 | 104.9460 | 0.216% | +0.008% | +0.00002% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.7222 | 104.7106 | 0.213% | -0.011% | -0.00002% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.4530 | 105.4921 | 0.213% | +0.037% | +0.00008% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 117.0663 | 117.9019 | 0.211% | +0.714% | +0.00150% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.6617 | 102.2944 | 0.209% | -0.358% | -0.00075% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | – | $17.00bn | 122.4647 | 122.7692 | 0.208% | +0.249% | +0.00052% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 122.0817 | 122.8890 | 0.207% | +0.661% | +0.00137% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 121.2249 | 121.8735 | 0.206% | +0.535% | +0.00110% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 126.2942 | 121.5216 | 0.205% | -3.779% | -0.00776% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 111.9822 | 107.3974 | 0.205% | -4.094% | -0.00839% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 124.7162 | 119.8082 | 0.203% | -3.935% | -0.00800% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 137.9370 | 132.7996 | 0.202% | -3.724% | -0.00753% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 104.2469 | 104.3386 | 0.202% | +0.088% | +0.00018% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 136.7156 | 132.6823 | 0.198% | -2.950% | -0.00586% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.5003 | 108.4774 | 0.198% | -0.021% | -0.00004% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 139.5970 | 140.1226 | 0.193% | +0.377% | +0.00073% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.5149 | 99.1481 | 0.193% | -0.369% | -0.00071% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 143.4110 | 144.2626 | 0.193% | +0.594% | +0.00114% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.5965 | 98.3972 | 0.190% | -0.202% | -0.00038% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 142.5432 | 139.9574 | 0.189% | -1.814% | -0.00344% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 104.4107 | 104.4613 | 0.189% | +0.048% | +0.00009% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.70bn | $9.08bn | 206.2006 | 204.4452 | 0.187% | +0.421% | +0.00079% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.35bn | $17.78bn | 104.6880 | 103.1944 | 0.186% | -1.427% | -0.00266% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 110.6084 | 110.5856 | 0.184% | -0.021% | -0.00004% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 136.3745 | 131.5183 | 0.183% | -3.561% | -0.00650% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.71bn | $13.92bn | 130.8270 | 131.4870 | 0.182% | +0.505% | +0.00092% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.9413 | 105.8879 | 0.182% | -0.050% | -0.00009% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 123.2753 | 124.1125 | 0.181% | +0.679% | +0.00123% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 121.0369 | 121.9052 | 0.177% | +0.717% | +0.00127% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.7531 | 98.3765 | 0.175% | -0.381% | -0.00067% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.1581 | 101.0846 | 0.174% | -0.073% | -0.00013% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 106.7310 | 106.7913 | 0.173% | +0.056% | +0.00010% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 137.4344 | 132.6198 | 0.171% | -3.503% | -0.00599% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 110.1217 | 110.1091 | 0.171% | -0.011% | -0.00002% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.4643 | 104.5134 | 0.171% | +0.047% | +0.00008% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 110.1354 | 105.6027 | 0.170% | -4.116% | -0.00699% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 102.6901 | 102.3455 | 0.166% | -0.336% | -0.00056% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 112.9327 | 108.3791 | 0.166% | -4.032% | -0.00668% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 102.0690 | 102.1074 | 0.164% | +0.038% | +0.00006% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 119.1186 | 119.9969 | 0.164% | +0.737% | +0.00121% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.3726 | 105.3714 | 0.164% | -0.001% | -0.00000% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 108.1999 | 108.1770 | 0.163% | -0.021% | -0.00003% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 116.1761 | 117.0088 | 0.163% | +0.717% | +0.00117% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.7891 | 105.7748 | 0.161% | -0.014% | -0.00002% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 101.8723 | 101.9518 | 0.161% | +0.078% | +0.00013% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.2833 | 107.3643 | 0.160% | +0.075% | +0.00012% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 122.9333 | 123.8197 | 0.159% | +0.721% | +0.00115% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.4660 | 110.4537 | 0.157% | -0.011% | -0.00002% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 120.1559 | 120.9727 | 0.156% | +0.680% | +0.00106% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 133.6709 | 128.9919 | 0.156% | -3.500% | -0.00544% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.7745 | 98.5747 | 0.150% | -0.202% | -0.00030% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 118.8101 | 114.3814 | 0.149% | -3.728% | -0.00556% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.9720 | 104.9814 | 0.148% | +0.009% | +0.00001% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.4625 | 110.5009 | 0.146% | +0.035% | +0.00005% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.2124 | 99.3159 | 0.144% | -0.271% | -0.00039% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.4888 | 98.2488 | 0.143% | -0.244% | -0.00035% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.19bn | $9.80bn | 144.0538 | 142.5564 | 0.141% | -1.039% | -0.00147% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.3984 | 101.3242 | 0.140% | -0.073% | -0.00010% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 105.6141 | 105.5883 | 0.140% | -0.024% | -0.00003% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 146.8493 | 144.9819 | 0.139% | -1.272% | -0.00176% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.5710 | 102.3509 | 0.138% | +0.089% | +0.00012% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.8905 | 109.8885 | 0.136% | -0.002% | -0.00000% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 110.4665 | 110.5064 | 0.136% | +0.036% | +0.00005% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 99.6970 | 98.1734 | 0.133% | -1.528% | -0.00203% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 142.6839 | 142.0656 | 0.131% | -0.433% | -0.00057% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 102.3533 | 102.4423 | 0.129% | +0.087% | +0.00011% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 154.2403 | 151.6645 | 0.128% | -1.670% | -0.00214% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 103.0473 | 102.0985 | 0.127% | -0.072% | -0.00009% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.9396 | 99.7510 | 0.121% | -0.189% | -0.00023% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 106.2272 | 104.8821 | 0.120% | -0.031% | -0.00004% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 114.2134 | 114.1474 | 0.117% | -0.058% | -0.00007% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 138.3306 | 136.2970 | 0.116% | -1.470% | -0.00170% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.1916 | 101.0645 | 0.116% | -0.126% | -0.00015% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 105.1710 | 105.1480 | 0.115% | -0.022% | -0.00003% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 139.9021 | 138.4618 | 0.112% | -1.029% | -0.00116% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.1889 | 99.0218 | 0.111% | -0.168% | -0.00019% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.57bn | $7.60bn | 144.6027 | 143.2492 | 0.110% | -0.936% | -0.00103% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 137.8280 | 133.4197 | 0.106% | -3.198% | -0.00338% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 120.4990 | 120.4116 | 0.100% | -0.073% | -0.00007% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 100.6186 | 99.9409 | 0.099% | -0.052% | -0.00005% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.3729 | 104.3719 | 0.099% | -0.001% | -0.00000% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 147.2673 | 142.8691 | 0.095% | -2.986% | -0.00283% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 139.6212 | 137.6083 | 0.092% | -1.442% | -0.00133% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 135.3707 | 134.3574 | 0.092% | -0.749% | -0.00069% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 134.5126 | 130.1877 | 0.091% | -3.215% | -0.00293% |
| 912810RL4 | 0.750% | Feb 15, 2045 | $9.00bn | – | – | $9.00bn | 100.9513 | 99.4581 | 0.091% | -1.479% | -0.00134% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 195.2297 | 193.6345 | 0.090% | +0.323% | +0.00029% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 137.3089 | 135.2127 | 0.085% | -1.527% | -0.00130% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 148.6474 | 146.9361 | 0.076% | -1.151% | -0.00087% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 130.3225 | 130.0271 | 0.074% | -0.227% | -0.00017% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 149.2301 | 146.8627 | 0.074% | -1.586% | -0.00117% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 130.7282 | 130.4950 | 0.073% | -0.178% | -0.00013% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 138.9315 | 138.4691 | 0.071% | -0.333% | -0.00024% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 141.3405 | 136.9529 | 0.071% | -3.104% | -0.00219% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 140.4482 | 139.5699 | 0.066% | -0.625% | -0.00042% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 152.3384 | 151.0224 | 0.064% | -0.864% | -0.00055% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 139.6512 | 138.8146 | 0.062% | -0.599% | -0.00037% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 120.4157 | 120.3700 | 0.058% | -0.038% | -0.00002% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 147.5425 | 145.6958 | 0.058% | -1.252% | -0.00072% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 109.6747 | 109.7431 | 0.058% | +0.062% | +0.00004% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 147.1359 | 145.7369 | 0.057% | -0.951% | -0.00055% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 149.0266 | 147.3985 | 0.057% | -1.092% | -0.00063% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 152.7291 | 151.3923 | 0.057% | -0.875% | -0.00050% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 148.9486 | 147.2163 | 0.052% | -1.163% | -0.00061% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 131.7498 | 131.5894 | 0.044% | -0.122% | -0.00005% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 141.1999 | 140.5920 | 0.043% | -0.431% | -0.00018% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 136.6977 | 136.1941 | 0.041% | -0.368% | -0.00015% |
| 912810DS4 | 10.625% | Aug 15, 2015 | $7.15bn | $3.13bn | $217.4m | $3.81bn | 105.1958 | 105.2326 | 0.040% | +0.035% | +0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 140.5413 | 139.8709 | 0.040% | -0.477% | -0.00019% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 134.8691 | 134.4798 | 0.038% | -0.289% | -0.00011% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 128.8596 | 128.7721 | 0.036% | -0.068% | -0.00002% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 145.3545 | 144.4551 | 0.035% | -0.619% | -0.00022% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 108.9311 | 108.9477 | 0.033% | +0.015% | +0.00000% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 139.7177 | 139.2866 | 0.032% | -0.309% | -0.00010% |
| Total | $9.52tn | 100.000% | -0.39855% | ||||||||
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.