Rebalance of October 31, 2014
US Treasury Index constituents
Every one of the 250 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
- 250
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.806141%
- Market value
- $6.11tn
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 Index page, fetched separately.
These reconcile. The holdings below sum to +0.806141% against a published month return of +0.806141%, a difference of 8.3e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $692.0m | $65.31bn | 101.1630 | 102.6372 | 1.082% | +1.457% | +0.01576% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.36bn | $57.64bn | 103.6950 | 105.1291 | 0.979% | +1.383% | +0.01354% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.12bn | $55.29bn | 104.2103 | 105.2582 | 0.944% | +1.006% | +0.00949% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $15.60bn | $50.40bn | 102.8512 | 104.3166 | 0.849% | +1.425% | +0.01209% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $12.94bn | $53.06bn | 95.5673 | 96.9429 | 0.830% | +1.439% | +0.01195% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 109.6505 | 110.7255 | 0.819% | +0.980% | +0.00803% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.13bn | $50.87bn | 97.4429 | 98.8410 | 0.812% | +1.435% | +0.01165% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.5255 | 110.4755 | 0.786% | +0.867% | +0.00682% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 99.4100 | 100.2222 | 0.773% | +0.817% | +0.00631% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $428.0m | $41.57bn | 112.4789 | 114.7840 | 0.766% | +2.049% | +0.01569% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 100.1285 | 100.9214 | 0.750% | +0.792% | +0.00594% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $38.0m | $41.96bn | 109.0567 | 111.3818 | 0.749% | +2.132% | +0.01598% |
| 912828D56 | 2.375% | Aug 15, 2024 | $45.00bn | – | – | $45.00bn | 99.3033 | 100.7663 | 0.732% | +1.473% | +0.01078% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.20bn | $43.80bn | 101.0693 | 102.4810 | 0.725% | +1.397% | +0.01012% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | – | $42.00bn | 105.0248 | 107.2649 | 0.722% | +2.133% | +0.01541% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $28.87bn | $41.22bn | 99.3179 | 100.5910 | 0.670% | +1.282% | +0.00859% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 99.8964 | 101.0245 | 0.663% | +1.129% | +0.00748% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.9935 | 109.8587 | 0.652% | +0.794% | +0.00517% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $507.0m | $41.49bn | 95.2109 | 97.2188 | 0.647% | +2.109% | +0.01364% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $6.98bn | $35.02bn | 109.0567 | 111.3193 | 0.625% | +2.075% | +0.01297% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 102.8808 | 102.9463 | 0.619% | +0.064% | +0.00039% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 101.8371 | 101.8673 | 0.607% | +0.030% | +0.00018% |
| 912828PE4 | 1.250% | Oct 31, 2015 | $35.72bn | – | $0.5m | $35.72bn | 101.6793 | 101.0729 | 0.595% | +0.018% | +0.00011% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.18bn | $34.67bn | 103.8040 | 104.7894 | 0.589% | +0.949% | +0.00559% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.0340 | 102.2622 | 0.585% | +0.224% | +0.00131% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.1372 | 100.9770 | 0.580% | +0.336% | +0.00195% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.8981 | 101.1455 | 0.578% | +0.245% | +0.00142% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.7840 | 101.0622 | 0.578% | +0.276% | +0.00159% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.7003 | 101.0292 | 0.577% | +0.327% | +0.00188% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.4711 | 100.8933 | 0.576% | +0.420% | +0.00242% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 99.9111 | 100.7885 | 0.573% | +0.878% | +0.00503% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 99.9419 | 100.8376 | 0.570% | +0.896% | +0.00511% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 99.5142 | 100.3810 | 0.570% | +0.871% | +0.00497% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 99.5041 | 100.3893 | 0.569% | +0.890% | +0.00507% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.7908 | 110.7609 | 0.568% | +0.884% | +0.00502% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 102.6182 | 102.7038 | 0.568% | +0.083% | +0.00047% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.3662 | 100.7571 | 0.565% | +0.390% | +0.00220% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.2724 | 100.3198 | 0.565% | +0.484% | +0.00273% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 98.4288 | 99.0476 | 0.563% | +0.629% | +0.00354% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.3663 | 99.8289 | 0.563% | +0.466% | +0.00262% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 98.7723 | 99.2980 | 0.562% | +0.532% | +0.00299% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 99.7113 | 100.5757 | 0.561% | +0.867% | +0.00487% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 99.7545 | 100.6205 | 0.555% | +0.868% | +0.00482% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $32.90bn | $31.52bn | 107.4929 | 108.3356 | 0.555% | +0.784% | +0.00435% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.1999 | 100.6234 | 0.555% | +0.423% | +0.00234% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 98.8361 | 99.6137 | 0.544% | +0.787% | +0.00428% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $1.95bn | $33.05bn | 99.9103 | 100.7323 | 0.541% | +0.823% | +0.00445% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.3152 | 100.7809 | 0.540% | +0.464% | +0.00251% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.1603 | 102.2948 | 0.540% | +0.132% | +0.00071% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 99.5645 | 100.0380 | 0.538% | +0.476% | +0.00256% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.61bn | $34.39bn | 95.2388 | 96.6033 | 0.536% | +1.433% | +0.00768% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 99.4722 | 100.2964 | 0.529% | +0.829% | +0.00439% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3825 | 100.5635 | 0.526% | +0.180% | +0.00095% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.3604 | 100.3628 | 0.526% | +0.002% | +0.00001% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2725 | 100.4114 | 0.525% | +0.138% | +0.00073% |
| 912828TT7 | 0.250% | Oct 15, 2015 | $32.00bn | – | – | $32.00bn | 100.2404 | 100.1068 | 0.525% | -0.009% | -0.00005% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2361 | 100.4796 | 0.525% | +0.243% | +0.00128% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2357 | 100.3006 | 0.525% | +0.065% | +0.00034% |
| 912828WB2 | 0.250% | Oct 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1984 | 100.0958 | 0.525% | +0.022% | +0.00012% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.1882 | 100.2843 | 0.525% | +0.096% | +0.00050% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1729 | 100.2378 | 0.525% | +0.065% | +0.00034% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 100.1465 | 100.2003 | 0.525% | +0.054% | +0.00028% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.1257 | 100.0969 | 0.525% | +0.158% | +0.00083% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1050 | 100.1588 | 0.525% | +0.054% | +0.00028% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.0944 | 100.1481 | 0.524% | +0.054% | +0.00028% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0791 | 100.1758 | 0.524% | +0.097% | +0.00051% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.0323 | 100.1600 | 0.524% | +0.128% | +0.00067% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | – | $89.9m | $32.00bn | 99.9589 | 100.0442 | 0.524% | +0.085% | +0.00045% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9279 | 99.8880 | 0.524% | +0.085% | +0.00045% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.8444 | 99.9918 | 0.523% | +0.148% | +0.00077% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 107.2429 | 108.3981 | 0.519% | +1.077% | +0.00559% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 99.3043 | 99.5104 | 0.512% | +0.837% | +0.00428% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.6012 | 100.8684 | 0.511% | +0.266% | +0.00136% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.0323 | 100.2223 | 0.508% | +0.190% | +0.00096% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 99.6902 | 100.5122 | 0.503% | +0.825% | +0.00415% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 100.3363 | 100.4197 | 0.498% | +0.893% | +0.00445% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 98.5642 | 99.1521 | 0.497% | +0.596% | +0.00297% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.6270 | 99.2880 | 0.497% | +0.670% | +0.00333% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 97.6365 | 98.0364 | 0.497% | +0.730% | +0.00363% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.5842 | 99.1291 | 0.497% | +0.553% | +0.00275% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.06bn | $27.69bn | 109.2130 | 110.0693 | 0.495% | +0.784% | +0.00388% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4040 | 100.4207 | 0.493% | +0.452% | +0.00223% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2573 | 100.2826 | 0.493% | +0.337% | +0.00166% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.1889 | 100.3587 | 0.492% | +0.170% | +0.00083% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.1277 | 100.5387 | 0.492% | +0.410% | +0.00202% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1111 | 100.4484 | 0.492% | +0.337% | +0.00166% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 99.9969 | 100.3658 | 0.491% | +0.369% | +0.00181% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 99.8456 | 100.2890 | 0.490% | +0.444% | +0.00218% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 99.6736 | 100.0734 | 0.490% | +0.401% | +0.00196% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 110.1977 | 111.0027 | 0.487% | +0.731% | +0.00356% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.02bn | $30.18bn | 98.5992 | 99.8723 | 0.487% | +1.291% | +0.00629% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.0951 | 99.3187 | 0.482% | +0.604% | +0.00291% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.39bn | $29.61bn | 99.4304 | 101.4918 | 0.482% | +2.073% | +0.01000% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 100.8166 | 101.9871 | 0.479% | +1.161% | +0.00556% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 99.0763 | 99.9078 | 0.476% | +0.839% | +0.00400% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.2368 | 100.6902 | 0.476% | +0.452% | +0.00215% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.1155 | 100.3166 | 0.475% | +0.201% | +0.00095% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 99.9491 | 100.2134 | 0.475% | +0.264% | +0.00126% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 99.8451 | 100.1092 | 0.474% | +0.264% | +0.00125% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 99.4746 | 100.7297 | 0.472% | +1.262% | +0.00596% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $29.00bn | – | – | $29.00bn | 99.2741 | 101.5231 | 0.471% | +2.265% | +0.01068% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 99.8567 | 100.6675 | 0.470% | +0.812% | +0.00381% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 98.9213 | 100.0723 | 0.470% | +1.164% | +0.00547% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 98.1892 | 98.8513 | 0.467% | +0.674% | +0.00315% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 127.7469 | 130.2554 | 0.466% | +1.964% | +0.00915% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 106.4015 | 105.1509 | 0.463% | +0.293% | +0.00136% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.0394 | 100.5246 | 0.459% | +0.485% | +0.00222% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.9327 | 106.3380 | 0.458% | +0.383% | +0.00175% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.9511 | 99.1083 | 0.453% | +1.043% | +0.00472% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.39bn | $27.62bn | 99.6096 | 100.7587 | 0.451% | +1.154% | +0.00520% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.5043 | 103.0502 | 0.450% | +0.533% | +0.00239% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.00bn | $27.00bn | 101.5353 | 101.5186 | 0.449% | +1.092% | +0.00490% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.89bn | $27.11bn | 100.2245 | 101.3213 | 0.445% | +1.094% | +0.00487% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.83bn | $29.17bn | 92.9762 | 94.9416 | 0.444% | +2.114% | +0.00939% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 99.9192 | 100.4166 | 0.442% | +0.498% | +0.00220% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 99.9042 | 100.3889 | 0.442% | +0.485% | +0.00214% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 103.0346 | 102.6718 | 0.442% | +0.558% | +0.00246% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 99.6743 | 100.1902 | 0.441% | +0.518% | +0.00228% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 100.8070 | 101.7819 | 0.432% | +0.967% | +0.00417% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.0387 | 105.8166 | 0.422% | +0.741% | +0.00312% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 99.3900 | 100.4786 | 0.418% | +1.095% | +0.00458% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 100.6937 | 101.7727 | 0.417% | +1.072% | +0.00447% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 105.3304 | 105.7034 | 0.414% | +0.354% | +0.00147% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $42.92bn | $26.07bn | 96.9423 | 98.2242 | 0.414% | +1.322% | +0.00547% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 100.4518 | 101.4861 | 0.413% | +1.030% | +0.00426% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 104.7895 | 105.0302 | 0.408% | +0.230% | +0.00094% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 106.5122 | 106.5408 | 0.405% | +0.027% | +0.00011% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 130.7004 | 133.3451 | 0.405% | +2.023% | +0.00819% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 97.9708 | 98.6638 | 0.403% | +0.707% | +0.00285% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 107.7595 | 108.4484 | 0.400% | +0.639% | +0.00255% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 103.3682 | 102.4853 | 0.396% | +0.113% | +0.00045% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.0975 | 100.8770 | 0.396% | +0.779% | +0.00308% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 104.9132 | 105.1554 | 0.394% | +0.231% | +0.00091% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.7444 | 102.9022 | 0.392% | +0.154% | +0.00060% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 105.5476 | 105.7452 | 0.390% | +0.187% | +0.00073% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 106.4151 | 106.7690 | 0.390% | +0.333% | +0.00130% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 102.2877 | 103.3444 | 0.389% | +1.033% | +0.00402% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 105.8839 | 106.3661 | 0.389% | +0.455% | +0.00177% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.2864 | 102.8001 | 0.388% | +0.502% | +0.00195% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 97.3683 | 98.3048 | 0.387% | +0.962% | +0.00372% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.51bn | $23.49bn | 100.2346 | 101.2587 | 0.386% | +1.022% | +0.00394% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.68bn | $18.79bn | 124.4338 | 126.8886 | 0.383% | +1.973% | +0.00755% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 98.5856 | 99.3852 | 0.383% | +0.811% | +0.00310% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.1814 | 104.7069 | 0.382% | +0.504% | +0.00193% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $5.89bn | $23.52bn | 98.8677 | 99.7118 | 0.381% | +0.854% | +0.00325% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.0374 | 104.6778 | 0.381% | +0.616% | +0.00234% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 100.4620 | 101.4851 | 0.378% | +1.018% | +0.00385% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 96.1583 | 96.5718 | 0.375% | +1.015% | +0.00381% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 102.8499 | 102.9602 | 0.371% | +0.107% | +0.00040% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 105.4757 | 105.8741 | 0.368% | +0.378% | +0.00139% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 97.7317 | 98.6362 | 0.368% | +0.926% | +0.00340% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $17.84bn | $24.16bn | 92.4450 | 94.3791 | 0.366% | +2.092% | +0.00765% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.9952 | 105.9009 | 0.356% | +0.438% | +0.00156% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 98.8662 | 99.5071 | 0.355% | +0.648% | +0.00230% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.41bn | $17.50bn | 122.2303 | 124.7052 | 0.350% | +2.025% | +0.00709% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.59bn | $22.42bn | 95.3013 | 96.6033 | 0.350% | +1.366% | +0.00478% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.6742 | 106.2034 | 0.349% | +0.501% | +0.00175% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.7880 | 105.2622 | 0.349% | +0.453% | +0.00158% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.97bn | $22.03bn | 96.2111 | 97.1137 | 0.347% | +0.938% | +0.00326% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 96.6281 | 97.5414 | 0.347% | +0.945% | +0.00328% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 106.3560 | 106.4158 | 0.338% | +0.056% | +0.00019% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 99.8180 | 100.8118 | 0.333% | +0.996% | +0.00331% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 110.0594 | 110.3804 | 0.330% | +0.292% | +0.00096% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.12bn | $19.88bn | 96.1902 | 97.0309 | 0.313% | +0.874% | +0.00274% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 105.6338 | 105.8315 | 0.313% | +0.187% | +0.00059% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.55bn | $16.66bn | 114.1824 | 116.4986 | 0.312% | +2.029% | +0.00632% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 96.7633 | 97.7522 | 0.307% | +1.022% | +0.00314% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.63bn | $18.59bn | 99.8991 | 101.9606 | 0.304% | +2.064% | +0.00628% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 111.0740 | 111.6739 | 0.303% | +0.540% | +0.00164% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.61bn | $14.79bn | 124.4810 | 127.3220 | 0.301% | +2.282% | +0.00688% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 124.8400 | 127.3573 | 0.300% | +2.016% | +0.00604% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 112.0102 | 114.3465 | 0.299% | +2.086% | +0.00624% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.5700 | 106.1916 | 0.297% | +0.589% | +0.00175% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 133.4365 | 136.0122 | 0.290% | +1.930% | +0.00560% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 108.6539 | 108.9035 | 0.288% | +0.230% | +0.00066% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 105.7485 | 105.8852 | 0.283% | +0.129% | +0.00037% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 111.1067 | 111.5951 | 0.282% | +0.440% | +0.00124% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 99.3787 | 100.1895 | 0.281% | +0.816% | +0.00229% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 95.8781 | 96.8551 | 0.278% | +1.019% | +0.00283% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.15bn | $13.41bn | 124.1838 | 126.6073 | 0.273% | +1.952% | +0.00532% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 103.0378 | 103.0656 | 0.272% | +0.027% | +0.00007% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 109.5907 | 110.0054 | 0.270% | +0.378% | +0.00102% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 104.8798 | 105.5526 | 0.268% | +0.642% | +0.00172% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 109.5608 | 109.6766 | 0.267% | +0.106% | +0.00028% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 102.7445 | 102.8132 | 0.265% | +0.067% | +0.00018% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 100.0051 | 100.9545 | 0.264% | +0.949% | +0.00251% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.2891 | 105.9873 | 0.262% | +0.663% | +0.00174% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.1359 | 110.9321 | 0.256% | +0.723% | +0.00185% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 125.1997 | 127.6033 | 0.255% | +1.920% | +0.00489% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.19bn | $15.73bn | 98.1644 | 100.1834 | 0.253% | +2.057% | +0.00520% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.74bn | $14.88bn | 100.8366 | 102.9293 | 0.246% | +2.075% | +0.00510% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 113.6760 | 113.8573 | 0.246% | +0.160% | +0.00039% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.46bn | $15.54bn | 96.3981 | 97.2705 | 0.245% | +0.905% | +0.00222% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.0065 | 104.7507 | 0.241% | +0.716% | +0.00172% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 121.7303 | 124.0802 | 0.232% | +1.930% | +0.00448% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 97.8356 | 98.1354 | 0.230% | +0.945% | +0.00217% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.46bn | $14.54bn | 95.9912 | 96.8821 | 0.229% | +0.928% | +0.00212% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 104.6298 | 103.3968 | 0.228% | +0.076% | +0.00017% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 105.0792 | 105.7362 | 0.227% | +0.625% | +0.00142% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 99.6496 | 100.4923 | 0.225% | +0.846% | +0.00190% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 110.9810 | 111.4783 | 0.225% | +0.448% | +0.00101% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 110.3387 | 111.0924 | 0.222% | +0.683% | +0.00152% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 107.3220 | 109.4796 | 0.220% | +2.010% | +0.00443% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.45bn | $9.57bn | 140.0323 | 141.9878 | 0.219% | +1.396% | +0.00306% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 103.5060 | 103.5578 | 0.214% | +0.050% | +0.00011% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 141.6155 | 143.0829 | 0.213% | +1.036% | +0.00221% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.4823 | 101.4208 | 0.204% | +0.802% | +0.00164% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 145.6107 | 148.2024 | 0.198% | +1.780% | +0.00352% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 117.1766 | 117.5054 | 0.196% | +0.281% | +0.00055% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.5360 | 104.9280 | 0.195% | +0.668% | +0.00130% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 97.6906 | 98.5733 | 0.194% | +0.904% | +0.00175% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $17.96bn | $11.73bn | 99.2541 | 100.0776 | 0.191% | +0.830% | +0.00158% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.2669 | 104.9810 | 0.187% | +0.685% | +0.00128% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 130.9518 | 133.0788 | 0.179% | +1.624% | +0.00291% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.10bn | $11.20bn | 96.8465 | 97.7486 | 0.178% | +0.932% | +0.00165% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.79bn | $8.05bn | 134.4851 | 136.1481 | 0.177% | +1.237% | +0.00219% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 123.7113 | 124.1209 | 0.168% | +0.331% | +0.00056% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.3166 | 104.0496 | 0.160% | +0.709% | +0.00114% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 98.5856 | 98.7916 | 0.159% | +0.843% | +0.00134% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 125.8247 | 128.3845 | 0.158% | +2.034% | +0.00321% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.62bn | $7.04bn | 131.8607 | 133.5149 | 0.152% | +1.255% | +0.00191% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.16bn | $6.61bn | 132.2649 | 134.2894 | 0.143% | +1.531% | +0.00219% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 134.3573 | 137.3995 | 0.141% | +2.264% | +0.00320% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 122.4338 | 124.9511 | 0.136% | +2.056% | +0.00280% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 129.7643 | 131.9226 | 0.131% | +1.663% | +0.00218% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 131.0377 | 132.0163 | 0.122% | +0.747% | +0.00091% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 132.0397 | 132.9606 | 0.121% | +0.697% | +0.00084% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 142.6427 | 144.5380 | 0.119% | +1.329% | +0.00158% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 138.8988 | 140.1522 | 0.116% | +0.902% | +0.00105% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 141.2510 | 143.5815 | 0.114% | +1.650% | +0.00188% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 137.5662 | 139.2364 | 0.106% | +1.214% | +0.00129% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 128.8254 | 131.6576 | 0.105% | +2.198% | +0.00232% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 148.1141 | 149.9117 | 0.102% | +1.214% | +0.00123% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 137.0822 | 138.7011 | 0.100% | +1.181% | +0.00118% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 114.5425 | 114.5530 | 0.098% | +0.009% | +0.00001% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 123.3522 | 123.8668 | 0.097% | +0.417% | +0.00041% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 148.1301 | 149.9389 | 0.091% | +1.221% | +0.00111% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.94bn | $3.88bn | 143.1746 | 145.0299 | 0.091% | +1.296% | +0.00118% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 142.2843 | 144.0571 | 0.091% | +1.246% | +0.00113% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 141.0017 | 142.9796 | 0.091% | +1.403% | +0.00127% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 142.7836 | 144.7215 | 0.082% | +1.357% | +0.00111% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 133.4932 | 134.3628 | 0.073% | +0.651% | +0.00047% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 140.5065 | 141.8913 | 0.069% | +0.986% | +0.00068% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 135.9745 | 137.2745 | 0.067% | +0.956% | +0.00064% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 139.5690 | 141.0476 | 0.065% | +1.059% | +0.00069% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 135.2731 | 136.3791 | 0.063% | +0.818% | +0.00051% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 131.1029 | 131.8587 | 0.061% | +0.576% | +0.00035% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 142.6613 | 144.3139 | 0.056% | +1.158% | +0.00065% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 113.4001 | 113.4796 | 0.056% | +0.070% | +0.00004% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 140.0238 | 141.2147 | 0.052% | +0.850% | +0.00044% |
| Total | $5.92tn | 100.000% | +0.80614% | ||||||||
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.