Rebalance of November 30, 2015
US Treasury Aggregate constituents
Every one of the 370 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
- 370
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.186616%
- Market value
- $10.16tn
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 -0.186616% against a published month return of -0.186616%, a difference of 3.8e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796FP9 | 0.000% | Jan 7, 2016 | $105.00bn | – | – | $105.00bn | 99.9885 | 99.9916 | 1.034% | +0.003% | +0.00003% |
| 912796FN4 | 0.000% | Dec 10, 2015 | $71.00bn | – | – | $71.00bn | 99.9966 | 99.9981 | 0.699% | +0.001% | +0.00001% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 102.6036 | 102.3220 | 0.667% | -0.274% | -0.00183% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 101.9830 | 100.5989 | 0.663% | -0.254% | -0.00168% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 104.3804 | 102.8286 | 0.661% | -0.289% | -0.00191% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 100.6437 | 99.2809 | 0.654% | -0.298% | -0.00195% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 99.1168 | 98.8370 | 0.644% | -0.282% | -0.00182% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 98.9606 | 98.6182 | 0.643% | -0.346% | -0.00222% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 106.7466 | 105.1209 | 0.604% | -0.235% | -0.00142% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | – | $408.5m | $60.59bn | 100.2334 | 99.6892 | 0.598% | -0.231% | -0.00138% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | – | $269.0m | $60.73bn | 99.9207 | 99.6892 | 0.597% | -0.232% | -0.00138% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.1573 | 104.4591 | 0.573% | -0.363% | -0.00208% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 99.8689 | 99.6059 | 0.559% | -0.263% | -0.00147% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.9029 | 105.6196 | 0.519% | -0.267% | -0.00139% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 103.1288 | 102.9838 | 0.505% | -0.141% | -0.00071% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.8668 | 100.5870 | 0.502% | -0.277% | -0.00139% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 99.1257 | 98.0144 | 0.502% | -0.238% | -0.00120% |
| 912796GH6 | 0.000% | Apr 28, 2016 | $51.00bn | – | – | $51.00bn | 99.8894 | 99.8833 | 0.502% | -0.006% | -0.00003% |
| 912828C99 | 0.125% | Apr 15, 2019 | $50.00bn | – | $10.0m | $49.99bn | 101.4840 | 101.3731 | 0.499% | -0.109% | -0.00055% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 110.8094 | 110.3764 | 0.497% | -0.391% | -0.00194% |
| 912796GY9 | 0.000% | Jan 21, 2016 | $50.00bn | – | – | $50.00bn | 99.9839 | 99.9856 | 0.492% | +0.002% | +0.00001% |
| 912796GZ6 | 0.000% | Jan 28, 2016 | $50.00bn | – | – | $50.00bn | 99.9825 | 99.9836 | 0.492% | +0.001% | +0.00001% |
| 912796FV6 | 0.000% | Feb 4, 2016 | $49.00bn | – | – | $49.00bn | 99.9758 | 99.9762 | 0.482% | +0.000% | +0.00000% |
| 912796FZ7 | 0.000% | Mar 3, 2016 | $49.00bn | – | – | $49.00bn | 99.9722 | 99.9504 | 0.482% | -0.022% | -0.00011% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 118.1175 | 115.8211 | 0.482% | -0.357% | -0.00172% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.8407 | 109.5326 | 0.474% | -0.280% | -0.00133% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.1240 | 100.7642 | 0.473% | -0.356% | -0.00168% |
| 912796GR4 | 0.000% | Dec 3, 2015 | $48.00bn | – | – | $48.00bn | 99.9972 | 99.9995 | 0.473% | +0.002% | +0.00001% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 114.4657 | 114.0326 | 0.470% | -0.378% | -0.00178% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.6034 | 101.2854 | 0.457% | -0.313% | -0.00143% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 109.9745 | 107.8984 | 0.454% | -0.353% | -0.00161% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 104.7617 | 104.6144 | 0.454% | -0.141% | -0.00064% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.1929 | 103.9212 | 0.448% | -0.261% | -0.00117% |
| 912796GT0 | 0.000% | Dec 17, 2015 | $44.00bn | – | – | $44.00bn | 99.9960 | 99.9967 | 0.433% | +0.001% | +0.00000% |
| 912796GU7 | 0.000% | Dec 24, 2015 | $44.00bn | – | – | $44.00bn | 99.9924 | 99.9920 | 0.433% | -0.000% | -0.00000% |
| 912796GX1 | 0.000% | Jan 14, 2016 | $44.00bn | – | – | $44.00bn | 99.9831 | 99.9875 | 0.433% | +0.004% | +0.00002% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 103.9834 | 103.5734 | 0.430% | -0.394% | -0.00170% |
| 912796GD5 | 0.000% | Mar 31, 2016 | $43.00bn | – | – | $43.00bn | 99.9235 | 99.9288 | 0.423% | +0.005% | +0.00002% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 102.1753 | 100.1631 | 0.422% | -0.501% | -0.00212% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 102.1128 | 100.2256 | 0.422% | -0.379% | -0.00160% |
| 912796GV5 | 0.000% | Dec 31, 2015 | $42.00bn | – | – | $42.00bn | 99.9914 | 99.9888 | 0.413% | -0.003% | -0.00001% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 102.1481 | 100.8692 | 0.413% | -0.273% | -0.00113% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 102.0987 | 102.2821 | 0.412% | +0.180% | +0.00074% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 99.0547 | 98.5313 | 0.410% | -0.528% | -0.00216% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.5499 | 102.3111 | 0.409% | -0.233% | -0.00095% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 100.9790 | 101.1767 | 0.407% | +0.196% | +0.00080% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.7734 | 97.9701 | 0.407% | -0.367% | -0.00149% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 101.2693 | 101.3857 | 0.405% | +0.115% | +0.00047% |
| 912828D31 | 0.090% | Apr 30, 2016 | $41.00bn | – | – | $41.00bn | 100.0125 | 100.0318 | 0.404% | +0.019% | +0.00008% |
| 912828WV8 | 0.091% | Jul 31, 2016 | $41.01bn | – | $4.9m | $41.00bn | 100.0081 | 100.0355 | 0.404% | +0.027% | +0.00011% |
| 912828WK2 | 0.066% | Jan 31, 2016 | $41.00bn | – | – | $41.00bn | 100.0041 | 100.0198 | 0.404% | +0.016% | +0.00006% |
| 912828H60 | 0.105% | Jan 31, 2017 | $41.00bn | – | – | $41.00bn | 99.9867 | 99.9901 | 0.404% | +0.003% | +0.00001% |
| 912828F70 | 0.074% | Oct 31, 2016 | $41.00bn | – | – | $41.00bn | 99.9807 | 100.0139 | 0.404% | +0.033% | +0.00013% |
| 912828K41 | 0.095% | Apr 30, 2017 | $41.05bn | – | $54.9m | $41.00bn | 99.9461 | 99.9233 | 0.403% | -0.023% | -0.00009% |
| 912828XN5 | 0.098% | Jul 31, 2017 | $41.00bn | – | – | $41.00bn | 99.9069 | 99.8966 | 0.403% | -0.010% | -0.00004% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 99.7955 | 99.9132 | 0.403% | +0.118% | +0.00047% |
| 912828QD5 | 0.125% | Apr 15, 2016 | $38.37bn | – | $367.0m | $38.00bn | 107.2261 | 107.2775 | 0.401% | +0.048% | +0.00019% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.4120 | 107.4296 | 0.393% | -0.270% | -0.00106% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 102.8269 | 102.9125 | 0.393% | +0.083% | +0.00033% |
| 912828H45 | 0.250% | Jan 15, 2025 | $41.00bn | – | – | $41.00bn | 96.7256 | 97.1649 | 0.390% | +0.454% | +0.00177% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $41.00bn | – | $4.9m | $41.00bn | 96.1020 | 96.4057 | 0.388% | +0.316% | +0.00123% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 114.5594 | 114.1576 | 0.388% | -0.351% | -0.00136% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 91.2554 | 90.8587 | 0.377% | -0.435% | -0.00164% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 107.5159 | 107.5380 | 0.370% | +0.021% | +0.00008% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 101.0343 | 101.0143 | 0.366% | -0.020% | -0.00007% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 113.5933 | 113.5528 | 0.358% | -0.036% | -0.00013% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.5323 | 105.1454 | 0.356% | -0.367% | -0.00130% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.6890 | 101.4214 | 0.350% | -0.263% | -0.00092% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.4270 | 101.1175 | 0.349% | -0.305% | -0.00107% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.4063 | 101.1295 | 0.349% | -0.273% | -0.00095% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.7707 | 101.4925 | 0.349% | -0.273% | -0.00095% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.4790 | 100.4416 | 0.349% | -0.283% | -0.00099% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.2269 | 101.1576 | 0.349% | -0.068% | -0.00024% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 101.1145 | 100.6800 | 0.348% | -0.430% | -0.00150% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.0727 | 100.0041 | 0.348% | -0.315% | -0.00110% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 100.9463 | 100.4806 | 0.348% | -0.461% | -0.00160% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.8081 | 100.1586 | 0.347% | -0.210% | -0.00073% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 100.7915 | 99.5666 | 0.347% | -0.471% | -0.00164% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.7347 | 100.5224 | 0.347% | -0.211% | -0.00073% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.6418 | 100.5340 | 0.347% | -0.107% | -0.00037% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.6214 | 100.4819 | 0.347% | -0.139% | -0.00048% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.5680 | 100.3977 | 0.347% | -0.169% | -0.00059% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.5082 | 100.2215 | 0.346% | -0.285% | -0.00099% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.9880 | 99.5975 | 0.345% | -0.391% | -0.00135% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.5713 | 101.2931 | 0.344% | -0.274% | -0.00094% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7490 | 99.3579 | 0.344% | -0.392% | -0.00135% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.9209 | 99.3455 | 0.344% | -0.263% | -0.00090% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.6442 | 99.1600 | 0.343% | -0.486% | -0.00167% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.3451 | 108.2163 | 0.343% | -0.343% | -0.00118% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.5701 | 99.1796 | 0.343% | -0.392% | -0.00135% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.5693 | 99.2303 | 0.343% | -0.340% | -0.00117% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.4052 | 98.9204 | 0.343% | -0.488% | -0.00167% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.6610 | 100.4175 | 0.341% | -0.242% | -0.00082% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.4111 | 100.1683 | 0.340% | -0.242% | -0.00082% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.5528 | 101.1815 | 0.340% | -0.366% | -0.00124% |
| 912828K33 | 0.125% | Apr 15, 2020 | $34.07bn | – | $65.8m | $34.00bn | 101.0036 | 100.9252 | 0.338% | -0.078% | -0.00026% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 100.9796 | 100.9497 | 0.336% | -0.030% | -0.00010% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.5889 | 100.3774 | 0.335% | -0.210% | -0.00070% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.9209 | 106.0436 | 0.333% | -0.292% | -0.00097% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.5172 | 99.6902 | 0.332% | -0.325% | -0.00108% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 98.8488 | 97.6964 | 0.331% | -0.344% | -0.00114% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.6658 | 101.3152 | 0.330% | -0.345% | -0.00114% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.4110 | 100.1576 | 0.326% | -0.252% | -0.00082% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.6839 | 100.4506 | 0.326% | -0.232% | -0.00076% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.3221 | 100.9416 | 0.324% | -0.376% | -0.00122% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.2595 | 101.2215 | 0.322% | -0.038% | -0.00012% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 108.9834 | 107.0124 | 0.317% | -0.375% | -0.00119% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3431 | 100.2986 | 0.316% | -0.044% | -0.00014% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3217 | 100.2147 | 0.316% | -0.107% | -0.00034% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3163 | 100.2934 | 0.316% | -0.023% | -0.00007% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1746 | 100.1416 | 0.316% | -0.033% | -0.00010% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.1583 | 100.1566 | 0.316% | -0.002% | -0.00001% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1432 | 100.1106 | 0.315% | -0.033% | -0.00010% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1430 | 100.1413 | 0.315% | -0.002% | -0.00001% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 114.9036 | 114.8041 | 0.315% | -0.087% | -0.00027% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1269 | 100.1154 | 0.315% | -0.011% | -0.00004% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1162 | 100.1046 | 0.315% | -0.012% | -0.00004% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.0963 | 100.0948 | 0.315% | -0.002% | -0.00000% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0849 | 99.9485 | 0.315% | -0.011% | -0.00004% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.0646 | 100.0319 | 0.315% | -0.033% | -0.00010% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0123 | 100.0321 | 0.315% | +0.020% | +0.00006% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 100.0745 | 100.0944 | 0.315% | +0.020% | +0.00006% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.5694 | 100.2002 | 0.311% | -0.367% | -0.00114% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 146.3237 | 146.6159 | 0.309% | +0.200% | +0.00062% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.4769 | 101.1264 | 0.308% | -0.345% | -0.00106% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.4904 | 100.3726 | 0.307% | -0.117% | -0.00036% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.1901 | 100.0010 | 0.306% | -0.002% | -0.00000% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.2222 | 98.9595 | 0.304% | -0.265% | -0.00080% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.0985 | 99.8139 | 0.303% | -0.284% | -0.00086% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.3527 | 101.0134 | 0.303% | -0.335% | -0.00101% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.8465 | 99.5734 | 0.303% | -0.274% | -0.00083% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 104.2021 | 103.7921 | 0.302% | -0.393% | -0.00119% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.5543 | 101.2432 | 0.301% | -0.306% | -0.00092% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 109.3094 | 108.9701 | 0.298% | -0.310% | -0.00092% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5367 | 100.2833 | 0.297% | -0.252% | -0.00075% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4493 | 100.2061 | 0.297% | -0.242% | -0.00072% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4467 | 99.9650 | 0.297% | -0.168% | -0.00050% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3953 | 100.1948 | 0.296% | -0.200% | -0.00059% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3489 | 100.1274 | 0.296% | -0.221% | -0.00065% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.2636 | 100.2405 | 0.296% | -0.023% | -0.00007% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2279 | 100.0272 | 0.296% | -0.200% | -0.00059% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2182 | 100.0490 | 0.296% | -0.169% | -0.00050% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.4810 | 103.0958 | 0.295% | -0.372% | -0.00110% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 102.5343 | 102.2643 | 0.293% | -0.263% | -0.00077% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.0041 | 99.7201 | 0.293% | -0.284% | -0.00083% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.8050 | 107.5086 | 0.292% | -0.384% | -0.00112% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 102.2843 | 101.9205 | 0.292% | -0.356% | -0.00104% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.0294 | 100.0347 | 0.292% | -0.366% | -0.00107% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.2228 | 101.8912 | 0.292% | -0.324% | -0.00095% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 132.5554 | 132.1698 | 0.291% | -0.291% | -0.00085% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.7212 | 101.4117 | 0.290% | -0.304% | -0.00088% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 101.2610 | 100.9516 | 0.289% | -0.306% | -0.00088% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.2316 | 100.0051 | 0.289% | -0.285% | -0.00082% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 101.2296 | 100.8872 | 0.289% | -0.338% | -0.00098% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 100.7941 | 99.5364 | 0.288% | -0.318% | -0.00091% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.7816 | 100.1322 | 0.288% | -0.210% | -0.00060% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.3825 | 101.0533 | 0.287% | -0.325% | -0.00093% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.2215 | 100.1671 | 0.286% | -0.054% | -0.00016% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 100.1995 | 99.8177 | 0.286% | -0.381% | -0.00109% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.1490 | 100.0951 | 0.286% | -0.054% | -0.00015% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.1076 | 99.9909 | 0.286% | -0.117% | -0.00033% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | $5.0m | $5.95bn | $29.04bn | 99.8173 | 99.5646 | 0.285% | -0.253% | -0.00072% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.9396 | 99.7819 | 0.285% | -0.158% | -0.00045% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.7716 | 99.4736 | 0.285% | -0.299% | -0.00085% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.5015 | 99.2339 | 0.284% | -0.269% | -0.00076% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 99.2909 | 99.0240 | 0.283% | -0.269% | -0.00076% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | – | $29.00bn | 99.1578 | 98.8277 | 0.283% | -0.333% | -0.00094% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.4144 | 98.1576 | 0.281% | -0.261% | -0.00073% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 97.5279 | 95.7459 | 0.279% | -0.417% | -0.00116% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7097 | 100.4665 | 0.278% | -0.241% | -0.00067% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.8534 | 100.4615 | 0.277% | -0.389% | -0.00108% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 102.4720 | 101.0992 | 0.277% | -0.364% | -0.00101% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.2430 | 99.7826 | 0.276% | -0.210% | -0.00058% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.9718 | 102.6393 | 0.274% | -0.323% | -0.00089% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 104.0170 | 103.7945 | 0.271% | -0.214% | -0.00058% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 103.0436 | 102.6916 | 0.271% | -0.342% | -0.00092% |
| 912828XL9 | 0.375% | Jul 15, 2025 | $28.00bn | – | – | $28.00bn | 98.0582 | 98.5046 | 0.270% | +0.455% | +0.00123% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.4183 | 102.1614 | 0.270% | -0.251% | -0.00068% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 102.7047 | 102.5161 | 0.269% | -0.184% | -0.00049% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6319 | 100.3990 | 0.267% | -0.231% | -0.00062% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5740 | 100.3618 | 0.267% | -0.211% | -0.00056% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4691 | 100.2568 | 0.267% | -0.211% | -0.00056% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.3685 | 100.1365 | 0.267% | -0.231% | -0.00062% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.2930 | 100.0499 | 0.267% | -0.242% | -0.00065% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.0553 | 102.6621 | 0.265% | -0.382% | -0.00101% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.1978 | 101.9409 | 0.263% | -0.251% | -0.00066% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 102.1899 | 101.7555 | 0.258% | -0.425% | -0.00110% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5628 | 99.9135 | 0.257% | -0.211% | -0.00054% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.2341 | 102.8811 | 0.257% | -0.342% | -0.00088% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | – | – | $26.00bn | 100.1810 | 99.9178 | 0.256% | -0.263% | -0.00067% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1277 | 99.8859 | 0.256% | -0.242% | -0.00062% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0659 | 99.8339 | 0.256% | -0.232% | -0.00059% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 100.0240 | 99.8139 | 0.256% | -0.210% | -0.00054% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 99.9513 | 99.7097 | 0.256% | -0.242% | -0.00062% |
| 912796HM4 | 0.000% | Apr 21, 2016 | $26.00bn | – | – | $26.00bn | 99.9033 | 99.9086 | 0.256% | +0.005% | +0.00001% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | $95.1m | $26.00bn | 99.8465 | 99.6051 | 0.256% | -0.242% | -0.00062% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.7154 | 105.3696 | 0.255% | -0.327% | -0.00083% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 103.0428 | 102.6165 | 0.255% | -0.414% | -0.00105% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 100.0632 | 98.8582 | 0.253% | -0.330% | -0.00083% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 135.1447 | 134.7378 | 0.252% | -0.301% | -0.00076% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.7888 | 100.5242 | 0.248% | -0.262% | -0.00065% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.6926 | 99.4395 | 0.246% | -0.254% | -0.00063% |
| 912796GN3 | 0.000% | May 26, 2016 | $25.00bn | – | – | $25.00bn | 99.8723 | 99.8022 | 0.246% | -0.070% | -0.00017% |
| 912796GS2 | 0.000% | Jun 23, 2016 | $25.00bn | – | – | $25.00bn | 99.8222 | 99.7883 | 0.246% | -0.034% | -0.00008% |
| 912796GW3 | 0.000% | Jul 21, 2016 | $25.00bn | – | – | $25.00bn | 99.7865 | 99.7270 | 0.246% | -0.060% | -0.00015% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 103.6021 | 102.0388 | 0.245% | -0.182% | -0.00045% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.4983 | 101.2317 | 0.241% | -0.263% | -0.00063% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 102.6142 | 102.4457 | 0.240% | -0.164% | -0.00039% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 104.6192 | 104.2126 | 0.239% | -0.389% | -0.00093% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 100.0198 | 98.9413 | 0.239% | -0.391% | -0.00093% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8053 | 100.5195 | 0.238% | -0.284% | -0.00068% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 129.0329 | 126.4736 | 0.238% | -0.288% | -0.00069% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 106.6889 | 106.4334 | 0.238% | -0.239% | -0.00057% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.5897 | 99.7940 | 0.238% | -0.294% | -0.00070% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 102.8157 | 101.4117 | 0.237% | -0.393% | -0.00093% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.4959 | 100.1997 | 0.237% | -0.295% | -0.00070% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3506 | 100.0865 | 0.237% | -0.263% | -0.00062% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2928 | 100.0493 | 0.237% | -0.243% | -0.00058% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.1834 | 99.8247 | 0.237% | -0.358% | -0.00085% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0381 | 99.6803 | 0.236% | -0.358% | -0.00085% |
| 912796HB8 | 0.000% | Feb 11, 2016 | $24.00bn | – | – | $24.00bn | 99.9798 | 99.9676 | 0.236% | -0.012% | -0.00003% |
| 912796HC6 | 0.000% | Feb 18, 2016 | $24.00bn | – | – | $24.00bn | 99.9784 | 99.9644 | 0.236% | -0.014% | -0.00003% |
| 912796HD4 | 0.000% | Feb 25, 2016 | $24.00bn | – | – | $24.00bn | 99.9738 | 99.9565 | 0.236% | -0.017% | -0.00004% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 99.9490 | 99.6430 | 0.236% | -0.306% | -0.00072% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.5743 | 99.1436 | 0.235% | -0.433% | -0.00102% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.5681 | 99.3463 | 0.235% | -0.223% | -0.00052% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.6318 | 100.2928 | 0.235% | -0.337% | -0.00079% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.3253 | 102.0989 | 0.233% | -0.221% | -0.00052% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 101.5536 | 100.6923 | 0.233% | +0.013% | +0.00003% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 100.8547 | 100.8266 | 0.232% | -0.028% | -0.00006% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.6671 | 102.2622 | 0.232% | -0.394% | -0.00092% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 102.6442 | 102.5395 | 0.232% | -0.102% | -0.00024% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.5062 | 98.1271 | 0.231% | -0.385% | -0.00089% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 104.0430 | 103.8630 | 0.230% | -0.173% | -0.00040% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 104.2914 | 104.0476 | 0.230% | -0.234% | -0.00054% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.8942 | 100.5038 | 0.229% | -0.387% | -0.00089% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 102.9552 | 102.8363 | 0.229% | -0.115% | -0.00026% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.9216 | 102.5686 | 0.229% | -0.219% | -0.00050% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 103.5129 | 103.2938 | 0.228% | -0.212% | -0.00048% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.1012 | 99.7721 | 0.227% | -0.329% | -0.00074% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 97.0279 | 96.6508 | 0.225% | -0.389% | -0.00088% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.27bn | $11.23bn | 200.7727 | 201.3222 | 0.222% | +0.274% | +0.00061% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 135.5292 | 136.0387 | 0.219% | +0.376% | +0.00082% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 101.0466 | 101.0374 | 0.219% | -0.009% | -0.00002% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 103.7380 | 103.5395 | 0.218% | -0.191% | -0.00042% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.6301 | 98.3519 | 0.217% | -0.282% | -0.00061% |
| 912796HF9 | 0.000% | Mar 10, 2016 | $22.00bn | – | – | $22.00bn | 99.9670 | 99.9495 | 0.217% | -0.018% | -0.00004% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.2860 | 100.0112 | 0.216% | -0.274% | -0.00059% |
| 912796HA0 | 0.000% | Aug 18, 2016 | $22.00bn | – | – | $22.00bn | 99.7558 | 99.6943 | 0.216% | -0.062% | -0.00013% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.8922 | 98.0652 | 0.214% | -0.331% | -0.00071% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 126.6936 | 124.2806 | 0.214% | -0.227% | -0.00049% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.2259 | 98.9083 | 0.214% | -0.320% | -0.00069% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $23.03bn | – | $2.53bn | $20.50bn | 105.9708 | 106.9109 | 0.214% | +0.887% | +0.00190% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 103.8492 | 103.6399 | 0.208% | -0.201% | -0.00042% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 104.4771 | 102.8825 | 0.207% | -0.210% | -0.00044% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 103.7672 | 103.5474 | 0.207% | -0.212% | -0.00044% |
| 912796HK8 | 0.000% | Apr 7, 2016 | $21.00bn | – | – | $21.00bn | 99.9333 | 99.9248 | 0.207% | -0.009% | -0.00002% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 115.8532 | 115.7293 | 0.205% | -0.107% | -0.00022% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.3366 | 101.9325 | 0.205% | -0.395% | -0.00081% |
| 912810RL4 | 0.750% | Feb 15, 2045 | $23.00bn | – | – | $23.00bn | 89.6915 | 90.5323 | 0.203% | +0.937% | +0.00190% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | – | $17.00bn | 120.6336 | 120.7159 | 0.202% | +0.068% | +0.00014% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 121.0578 | 120.9604 | 0.202% | -0.080% | -0.00016% |
| 912796HG7 | 0.000% | Mar 17, 2016 | $20.00bn | – | – | $20.00bn | 99.9614 | 99.9430 | 0.197% | -0.018% | -0.00004% |
| 912796HH5 | 0.000% | Mar 24, 2016 | $20.00bn | – | – | $20.00bn | 99.9473 | 99.9393 | 0.197% | -0.008% | -0.00002% |
| 912796HL6 | 0.000% | Apr 14, 2016 | $20.00bn | – | – | $20.00bn | 99.9211 | 99.9244 | 0.197% | +0.003% | +0.00001% |
| 912796HE2 | 0.000% | Sep 15, 2016 | $20.00bn | – | – | $20.00bn | 99.7236 | 99.6536 | 0.196% | -0.070% | -0.00014% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 102.2160 | 102.1957 | 0.195% | -0.020% | -0.00004% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 106.3991 | 103.9220 | 0.192% | -0.155% | -0.00030% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 118.6756 | 118.4185 | 0.190% | -0.217% | -0.00041% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.3726 | 99.0347 | 0.189% | -0.340% | -0.00064% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 104.9209 | 104.5109 | 0.189% | -0.391% | -0.00074% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 116.8363 | 116.3818 | 0.188% | -0.389% | -0.00073% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.7464 | 98.4506 | 0.187% | -0.300% | -0.00056% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 129.5329 | 126.8486 | 0.187% | -0.384% | -0.00072% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 130.6223 | 130.2582 | 0.187% | -0.279% | -0.00052% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 139.2062 | 139.6979 | 0.184% | +0.353% | +0.00065% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 103.0102 | 102.9538 | 0.183% | -0.055% | -0.00010% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 134.5078 | 134.9394 | 0.183% | +0.321% | +0.00059% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 138.2164 | 137.9212 | 0.181% | -0.214% | -0.00039% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 108.9436 | 106.6243 | 0.179% | -0.178% | -0.00032% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.0591 | 104.7758 | 0.178% | -0.270% | -0.00048% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 122.2938 | 122.0356 | 0.176% | -0.211% | -0.00037% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.70bn | $9.08bn | 195.9907 | 196.5330 | 0.175% | +0.277% | +0.00048% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.71bn | $13.92bn | 126.7520 | 127.1074 | 0.174% | +0.280% | +0.00049% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 119.7323 | 119.6123 | 0.173% | -0.100% | -0.00017% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.6639 | 98.3156 | 0.172% | -0.353% | -0.00061% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.2483 | 100.8879 | 0.172% | -0.356% | -0.00061% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 129.0642 | 126.4736 | 0.170% | -0.312% | -0.00053% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 104.5465 | 104.4620 | 0.167% | -0.081% | -0.00013% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 103.0639 | 101.4151 | 0.166% | -0.023% | -0.00004% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 108.1760 | 107.9878 | 0.165% | -0.174% | -0.00029% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.35bn | $17.78bn | 94.1958 | 95.0712 | 0.165% | +0.929% | +0.00153% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 102.2931 | 101.8784 | 0.162% | -0.405% | -0.00066% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 118.3556 | 118.1809 | 0.161% | -0.148% | -0.00024% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 104.5768 | 104.3461 | 0.160% | -0.221% | -0.00035% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 101.1204 | 101.0586 | 0.160% | -0.061% | -0.00010% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 130.2785 | 129.8832 | 0.159% | -0.303% | -0.00048% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 115.3846 | 115.2270 | 0.159% | -0.137% | -0.00022% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 106.1804 | 105.9823 | 0.157% | -0.187% | -0.00029% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 104.9780 | 104.7058 | 0.157% | -0.259% | -0.00041% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 101.0240 | 101.0058 | 0.157% | -0.018% | -0.00003% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 102.9565 | 101.0694 | 0.156% | -0.376% | -0.00059% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 121.4157 | 121.3629 | 0.154% | -0.044% | -0.00007% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 104.9440 | 102.3815 | 0.154% | +0.000% | +0.00000% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 105.7646 | 103.8249 | 0.153% | -0.357% | -0.00054% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 109.2024 | 108.9239 | 0.153% | -0.255% | -0.00039% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 118.8442 | 118.7470 | 0.152% | -0.082% | -0.00012% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.9543 | 98.6277 | 0.148% | -0.330% | -0.00049% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.4630 | 104.1814 | 0.145% | -0.270% | -0.00039% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 126.7874 | 124.2493 | 0.145% | -0.326% | -0.00047% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.6610 | 98.3237 | 0.141% | -0.342% | -0.00048% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.6006 | 99.2940 | 0.141% | -0.308% | -0.00043% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 107.0564 | 103.4124 | 0.139% | -0.018% | -0.00002% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 112.5639 | 112.1522 | 0.139% | -0.366% | -0.00051% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.4573 | 100.4100 | 0.138% | -0.355% | -0.00049% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 104.7572 | 104.5076 | 0.136% | -0.238% | -0.00032% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 143.0649 | 139.6442 | 0.133% | -0.250% | -0.00033% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 101.1707 | 101.1611 | 0.133% | -0.010% | -0.00001% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 109.2069 | 106.9516 | 0.132% | -0.291% | -0.00038% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 107.9973 | 105.5728 | 0.131% | -0.162% | -0.00021% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.19bn | $9.80bn | 131.3513 | 132.2860 | 0.127% | +0.712% | +0.00090% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 139.4674 | 134.9766 | 0.126% | -0.352% | -0.00044% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 101.2668 | 101.2885 | 0.126% | +0.021% | +0.00003% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.0721 | 101.7428 | 0.123% | -0.323% | -0.00040% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 149.4667 | 146.0560 | 0.122% | -0.191% | -0.00023% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.0389 | 99.1906 | 0.120% | -0.286% | -0.00034% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 89.1809 | 89.9709 | 0.117% | +0.886% | +0.00104% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.2332 | 103.9736 | 0.116% | -0.249% | -0.00029% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.1665 | 100.8166 | 0.114% | -0.346% | -0.00039% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.6308 | 103.1627 | 0.113% | -0.268% | -0.00030% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 110.7038 | 106.7984 | 0.111% | -0.140% | -0.00016% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 134.5020 | 131.5745 | 0.111% | -0.225% | -0.00025% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.3709 | 99.1060 | 0.109% | -0.267% | -0.00029% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 136.5068 | 136.1984 | 0.108% | -0.226% | -0.00024% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 131.7785 | 129.1978 | 0.099% | -0.251% | -0.00025% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.57bn | $7.60bn | 132.3611 | 133.3438 | 0.099% | +0.742% | +0.00074% |
| 912796HJ1 | 0.000% | Oct 13, 2016 | $10.00bn | – | – | $10.00bn | 99.6995 | 99.6113 | 0.098% | -0.088% | -0.00009% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 100.1006 | 99.7627 | 0.097% | -0.338% | -0.00033% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.9810 | 103.6895 | 0.097% | -0.280% | -0.00027% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 116.4409 | 111.8846 | 0.095% | -0.156% | -0.00015% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 140.9484 | 138.0323 | 0.089% | -0.295% | -0.00026% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 132.2792 | 131.8967 | 0.088% | -0.289% | -0.00026% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 135.7432 | 135.3954 | 0.088% | -0.256% | -0.00023% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 128.4392 | 128.0652 | 0.086% | -0.291% | -0.00025% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 185.2024 | 185.8688 | 0.084% | +0.360% | +0.00030% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 133.5333 | 133.2595 | 0.081% | -0.205% | -0.00017% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 144.8016 | 141.1607 | 0.073% | -0.270% | -0.00020% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 127.0255 | 126.6033 | 0.071% | -0.332% | -0.00024% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 144.7836 | 144.5163 | 0.070% | -0.185% | -0.00013% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 126.9990 | 126.5734 | 0.070% | -0.335% | -0.00023% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 135.1909 | 134.6617 | 0.068% | -0.391% | -0.00027% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 135.1135 | 134.7065 | 0.066% | -0.301% | -0.00020% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 137.1546 | 136.7160 | 0.064% | -0.320% | -0.00020% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 148.1101 | 144.0172 | 0.061% | -0.232% | -0.00014% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 135.9001 | 135.4402 | 0.059% | -0.338% | -0.00020% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 143.7123 | 143.3397 | 0.055% | -0.259% | -0.00014% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 116.4365 | 116.2296 | 0.055% | -0.178% | -0.00010% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 143.6321 | 143.2364 | 0.055% | -0.276% | -0.00015% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 145.1053 | 144.6685 | 0.055% | -0.301% | -0.00017% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 148.2931 | 147.9565 | 0.055% | -0.227% | -0.00012% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 145.0785 | 144.7255 | 0.050% | -0.243% | -0.00012% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 127.9946 | 123.0831 | 0.042% | -0.321% | -0.00013% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 137.8380 | 133.2946 | 0.041% | -0.349% | -0.00014% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 133.3156 | 132.8111 | 0.040% | -0.378% | -0.00015% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 136.9942 | 136.5720 | 0.038% | -0.308% | -0.00012% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 131.3560 | 130.8696 | 0.037% | -0.370% | -0.00014% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 124.9276 | 119.9948 | 0.035% | -0.296% | -0.00010% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 141.6681 | 137.2727 | 0.033% | -0.412% | -0.00014% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 104.5482 | 104.5584 | 0.031% | +0.010% | +0.00000% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 135.9409 | 131.0409 | 0.030% | -0.386% | -0.00012% |
| Total | $9.80tn | 100.000% | -0.18662% | ||||||||
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.