Rebalance of November 28, 2014
US Treasury Index constituents
Every one of the 251 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
- 251
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.843725%
- Market value
- $6.19tn
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 +0.843725% against a published month return of +0.843725%, a difference of 2.0e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 100.7663 | 102.2283 | 1.074% | +1.451% | +0.01558% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 102.6372 | 102.8917 | 1.065% | +1.466% | +0.01562% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 105.1291 | 105.2153 | 0.976% | +1.390% | +0.01356% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 105.2582 | 104.9598 | 0.933% | +0.963% | +0.00899% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 104.3166 | 105.8071 | 0.839% | +1.429% | +0.01199% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 110.7255 | 111.7826 | 0.815% | +0.955% | +0.00778% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 98.8410 | 100.1495 | 0.807% | +1.324% | +0.01069% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 96.9429 | 97.3898 | 0.805% | +1.364% | +0.01098% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.4755 | 111.3139 | 0.782% | +0.759% | +0.00594% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 114.7840 | 116.8220 | 0.768% | +3.409% | +0.02620% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.2222 | 100.7655 | 0.768% | +0.542% | +0.00417% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 111.3818 | 115.2201 | 0.751% | +3.446% | +0.02587% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 100.9214 | 101.4750 | 0.745% | +0.548% | +0.00409% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 107.2649 | 109.3054 | 0.727% | +3.475% | +0.02527% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.4810 | 103.9212 | 0.722% | +1.405% | +0.01015% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 101.5231 | 105.1046 | 0.689% | +3.528% | +0.02429% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.5910 | 100.6821 | 0.667% | +1.085% | +0.00723% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.0245 | 102.0924 | 0.661% | +1.057% | +0.00699% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 97.2188 | 99.3146 | 0.651% | +3.634% | +0.02367% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.8587 | 108.9617 | 0.648% | +0.720% | +0.00466% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 111.3193 | 115.1889 | 0.618% | +3.476% | +0.02148% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 102.9463 | 102.9830 | 0.611% | +0.036% | +0.00022% |
| 912828PJ3 | 1.375% | Nov 30, 2015 | $36.38bn | – | $0.1m | $36.38bn | 101.8673 | 101.2225 | 0.598% | +0.042% | +0.00025% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 104.7894 | 105.7391 | 0.579% | +0.906% | +0.00525% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.2622 | 102.3764 | 0.578% | +0.112% | +0.00065% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.1455 | 101.3166 | 0.572% | +0.169% | +0.00097% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.0622 | 101.2016 | 0.571% | +0.138% | +0.00079% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 101.0292 | 100.7212 | 0.571% | +0.128% | +0.00073% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.9770 | 101.1169 | 0.571% | +0.138% | +0.00079% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.8933 | 101.0224 | 0.570% | +0.128% | +0.00073% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 100.7885 | 101.4543 | 0.570% | +0.661% | +0.00376% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.8376 | 101.4925 | 0.567% | +0.649% | +0.00369% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 100.3810 | 101.0692 | 0.567% | +0.686% | +0.00389% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.3893 | 100.3166 | 0.567% | +0.675% | +0.00382% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.7609 | 109.8734 | 0.565% | +0.779% | +0.00440% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 99.4187 | 100.0347 | 0.562% | +0.620% | +0.00348% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 102.7038 | 102.7622 | 0.560% | +0.057% | +0.00032% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.7571 | 100.8862 | 0.560% | +0.128% | +0.00072% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.0476 | 99.0642 | 0.559% | +0.332% | +0.00186% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.5757 | 101.2619 | 0.559% | +0.682% | +0.00381% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.3198 | 100.5124 | 0.558% | +0.192% | +0.00107% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.8289 | 99.6892 | 0.558% | +0.173% | +0.00097% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.2980 | 99.5651 | 0.557% | +0.269% | +0.00150% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 100.6205 | 101.3080 | 0.552% | +0.683% | +0.00377% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.6234 | 100.8161 | 0.549% | +0.191% | +0.00105% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 108.3356 | 107.4819 | 0.549% | +0.654% | +0.00359% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 99.6137 | 99.5652 | 0.540% | +0.453% | +0.00245% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 100.7323 | 101.3465 | 0.536% | +0.610% | +0.00327% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.7809 | 100.9203 | 0.535% | +0.138% | +0.00074% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.0380 | 100.2201 | 0.534% | +0.182% | +0.00097% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.2948 | 102.4715 | 0.533% | +0.173% | +0.00092% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 96.6033 | 97.0718 | 0.531% | +1.326% | +0.00705% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.2964 | 100.9750 | 0.526% | +0.677% | +0.00356% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5635 | 100.6736 | 0.520% | +0.109% | +0.00057% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4796 | 100.5897 | 0.519% | +0.110% | +0.00057% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4114 | 100.5434 | 0.519% | +0.131% | +0.00068% |
| 912828TX8 | 0.375% | Nov 15, 2015 | $32.00bn | – | – | $32.00bn | 100.3628 | 100.2353 | 0.519% | +0.060% | +0.00031% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3006 | 100.3291 | 0.518% | +0.028% | +0.00015% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2843 | 100.3128 | 0.518% | +0.028% | +0.00015% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2378 | 100.3288 | 0.518% | +0.091% | +0.00047% |
| 912828A26 | 0.250% | Nov 30, 2015 | $32.00bn | – | – | $32.00bn | 100.2003 | 100.0944 | 0.518% | +0.019% | +0.00010% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 108.3981 | 107.8881 | 0.518% | +0.971% | +0.00503% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1758 | 100.2673 | 0.518% | +0.091% | +0.00047% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.1600 | 100.2514 | 0.518% | +0.091% | +0.00047% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1588 | 100.1779 | 0.518% | +0.019% | +0.00010% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1481 | 100.1671 | 0.518% | +0.019% | +0.00010% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.0969 | 100.1884 | 0.517% | +0.091% | +0.00047% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9918 | 99.9798 | 0.517% | +0.113% | +0.00058% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 100.0442 | 100.0948 | 0.517% | +0.051% | +0.00026% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.8880 | 100.0635 | 0.516% | +0.176% | +0.00091% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 99.5104 | 100.0445 | 0.506% | +0.537% | +0.00271% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.8684 | 100.9986 | 0.505% | +0.129% | +0.00065% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.2223 | 100.1260 | 0.502% | +0.091% | +0.00046% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.5122 | 101.1264 | 0.500% | +0.611% | +0.00306% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.2880 | 99.6264 | 0.494% | +0.341% | +0.00168% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.1521 | 99.3877 | 0.493% | +0.238% | +0.00117% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.1291 | 99.3234 | 0.493% | +0.196% | +0.00097% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 98.0364 | 98.4910 | 0.492% | +0.464% | +0.00228% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 100.4197 | 101.0767 | 0.492% | +0.654% | +0.00322% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.0693 | 110.8451 | 0.492% | +0.705% | +0.00346% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5387 | 100.6583 | 0.487% | +0.119% | +0.00058% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4484 | 100.2776 | 0.487% | +0.141% | +0.00069% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4207 | 100.5817 | 0.486% | +0.160% | +0.00078% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3658 | 100.4761 | 0.486% | +0.110% | +0.00053% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.3587 | 100.4905 | 0.486% | +0.131% | +0.00064% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2890 | 100.4408 | 0.486% | +0.151% | +0.00074% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2826 | 100.3932 | 0.486% | +0.110% | +0.00054% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 99.8723 | 101.0245 | 0.485% | +1.154% | +0.00560% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.0734 | 100.2147 | 0.485% | +0.141% | +0.00068% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 111.0027 | 109.7595 | 0.484% | +0.569% | +0.00276% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 101.4918 | 105.0734 | 0.483% | +3.529% | +0.01703% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.9871 | 103.0645 | 0.478% | +1.056% | +0.00505% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.3187 | 99.6267 | 0.477% | +0.310% | +0.00148% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 99.9078 | 99.8472 | 0.473% | +0.565% | +0.00267% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 100.7297 | 101.7995 | 0.472% | +1.062% | +0.00501% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.6902 | 100.4137 | 0.472% | +0.160% | +0.00075% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.3166 | 100.4171 | 0.470% | +0.100% | +0.00047% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.2134 | 100.3146 | 0.469% | +0.101% | +0.00047% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.1092 | 100.2414 | 0.469% | +0.132% | +0.00062% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.0723 | 101.1333 | 0.469% | +1.060% | +0.00497% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 130.2554 | 134.1073 | 0.468% | +2.957% | +0.01385% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.7531 | 99.8446 | 0.467% | +0.092% | +0.00043% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 100.6675 | 101.1783 | 0.467% | +0.507% | +0.00237% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 99.6728 | 100.7338 | 0.467% | +1.064% | +0.00497% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 98.8513 | 99.2531 | 0.464% | +0.406% | +0.00188% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.5246 | 100.7165 | 0.455% | +0.191% | +0.00087% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 106.3380 | 106.4820 | 0.454% | +0.135% | +0.00061% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.1509 | 105.3301 | 0.451% | +0.170% | +0.00077% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 99.1083 | 100.0561 | 0.447% | +0.956% | +0.00428% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.7587 | 100.8492 | 0.446% | +1.082% | +0.00483% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.0502 | 103.2890 | 0.446% | +0.232% | +0.00103% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 94.9416 | 96.9340 | 0.445% | +3.547% | +0.01579% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.3213 | 102.4518 | 0.442% | +1.116% | +0.00494% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4166 | 100.6502 | 0.438% | +0.233% | +0.00102% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3889 | 100.5805 | 0.438% | +0.191% | +0.00084% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 101.5186 | 102.6302 | 0.437% | +1.095% | +0.00479% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.1902 | 100.3818 | 0.437% | +0.191% | +0.00084% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 99.8894 | 100.1442 | 0.436% | +0.255% | +0.00111% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.6718 | 102.9418 | 0.434% | +0.263% | +0.00114% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 101.7819 | 102.7588 | 0.430% | +0.960% | +0.00412% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.8166 | 106.5258 | 0.419% | +0.670% | +0.00281% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.4786 | 101.5395 | 0.417% | +1.056% | +0.00440% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 101.7727 | 102.8520 | 0.416% | +1.061% | +0.00441% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.4861 | 102.5540 | 0.412% | +1.052% | +0.00433% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 105.7034 | 104.4451 | 0.410% | +0.110% | +0.00045% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 133.3451 | 137.6753 | 0.407% | +3.247% | +0.01323% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 98.2242 | 98.5461 | 0.407% | +1.219% | +0.00495% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 105.0302 | 105.1672 | 0.403% | +0.130% | +0.00053% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 98.6638 | 99.0965 | 0.400% | +0.439% | +0.00175% |
| 912828EN6 | 4.500% | Nov 15, 2015 | $23.22bn | – | $0.6m | $23.22bn | 106.5408 | 104.3551 | 0.399% | +0.060% | +0.00024% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 108.4484 | 108.8709 | 0.397% | +0.390% | +0.00155% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.8770 | 101.3879 | 0.393% | +0.506% | +0.00199% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 105.1554 | 105.2937 | 0.390% | +0.132% | +0.00051% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 103.3444 | 104.3689 | 0.388% | +0.991% | +0.00384% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.4853 | 102.6088 | 0.387% | +0.120% | +0.00047% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.9022 | 102.1923 | 0.387% | +0.160% | +0.00062% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 106.7690 | 106.9226 | 0.386% | +0.144% | +0.00055% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 106.3661 | 106.5536 | 0.386% | +0.176% | +0.00068% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 105.7452 | 105.8675 | 0.385% | +0.116% | +0.00045% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 98.3048 | 98.5038 | 0.385% | +0.902% | +0.00347% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.8001 | 103.0694 | 0.384% | +0.262% | +0.00101% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 126.8886 | 128.7246 | 0.384% | +3.171% | +0.01218% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.2587 | 101.2867 | 0.384% | +1.015% | +0.00390% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 99.3852 | 100.0428 | 0.380% | +0.662% | +0.00252% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.7069 | 104.9501 | 0.378% | +0.232% | +0.00088% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.6778 | 103.8812 | 0.378% | +0.314% | +0.00118% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.4851 | 102.4810 | 0.377% | +0.981% | +0.00369% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 99.7118 | 100.3807 | 0.372% | +0.671% | +0.00249% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 96.5718 | 97.4401 | 0.372% | +0.899% | +0.00334% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.6362 | 99.4596 | 0.366% | +0.835% | +0.00306% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 102.9602 | 103.0395 | 0.366% | +0.077% | +0.00028% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 105.8741 | 106.1062 | 0.364% | +0.219% | +0.00080% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 94.3791 | 97.7446 | 0.359% | +3.566% | +0.01282% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 99.5071 | 99.8862 | 0.352% | +0.381% | +0.00134% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 96.6033 | 97.7582 | 0.348% | +1.195% | +0.00417% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 105.9009 | 106.1114 | 0.347% | +0.199% | +0.00069% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 106.2034 | 105.0388 | 0.346% | +0.198% | +0.00069% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 124.7052 | 126.4691 | 0.346% | +3.119% | +0.01079% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 105.2622 | 105.5149 | 0.345% | +0.240% | +0.00083% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 97.1137 | 97.4090 | 0.345% | +0.819% | +0.00283% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 97.5414 | 98.3458 | 0.345% | +0.825% | +0.00285% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 106.4158 | 106.4769 | 0.333% | +0.057% | +0.00019% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 100.8118 | 101.7782 | 0.331% | +0.959% | +0.00318% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 110.3804 | 108.2044 | 0.326% | +0.124% | +0.00040% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 105.8315 | 105.9538 | 0.309% | +0.116% | +0.00036% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 116.4986 | 120.1997 | 0.306% | +3.177% | +0.00972% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 97.7522 | 98.5677 | 0.306% | +0.834% | +0.00255% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 97.0309 | 97.7953 | 0.302% | +0.788% | +0.00238% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 127.3573 | 129.4434 | 0.302% | +3.356% | +0.01012% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 101.9606 | 105.5109 | 0.301% | +3.482% | +0.01048% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 114.3465 | 118.3505 | 0.301% | +3.502% | +0.01054% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 111.6739 | 109.9066 | 0.301% | +0.320% | +0.00096% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 127.3220 | 131.1957 | 0.298% | +3.042% | +0.00908% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 106.1916 | 106.5571 | 0.294% | +0.344% | +0.00101% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 136.0122 | 139.2962 | 0.292% | +2.414% | +0.00705% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 108.9035 | 109.0245 | 0.285% | +0.111% | +0.00032% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 105.8852 | 104.4464 | 0.279% | +0.176% | +0.00049% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 111.5951 | 111.9253 | 0.279% | +0.296% | +0.00083% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 100.1895 | 100.7942 | 0.279% | +0.603% | +0.00168% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 96.8551 | 97.7229 | 0.277% | +0.896% | +0.00248% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 126.6073 | 128.1934 | 0.274% | +2.981% | +0.00815% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 103.0656 | 103.2483 | 0.268% | +0.177% | +0.00048% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 110.0054 | 110.2011 | 0.267% | +0.178% | +0.00047% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.5526 | 105.9086 | 0.266% | +0.337% | +0.00090% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 109.6766 | 107.2578 | 0.264% | +0.131% | +0.00035% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 100.9545 | 101.9096 | 0.263% | +0.946% | +0.00249% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 102.8132 | 102.9151 | 0.262% | +0.099% | +0.00026% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.9873 | 106.4272 | 0.260% | +0.415% | +0.00108% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 127.6033 | 131.4769 | 0.256% | +3.036% | +0.00778% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.9321 | 111.4552 | 0.254% | +0.472% | +0.00120% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 100.1834 | 102.1951 | 0.249% | +3.505% | +0.00874% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 102.9293 | 104.9819 | 0.244% | +3.512% | +0.00856% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 113.8573 | 110.3204 | 0.243% | +0.077% | +0.00019% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.7507 | 105.3064 | 0.239% | +0.531% | +0.00127% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 97.2705 | 98.0041 | 0.238% | +0.754% | +0.00179% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 124.0802 | 125.7191 | 0.233% | +3.033% | +0.00707% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.1354 | 98.8883 | 0.227% | +0.767% | +0.00174% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 96.8821 | 97.6050 | 0.227% | +0.746% | +0.00169% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 105.7362 | 106.1676 | 0.226% | +0.408% | +0.00092% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 100.4923 | 100.3788 | 0.223% | +0.571% | +0.00128% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 111.4783 | 109.4176 | 0.223% | +0.170% | +0.00038% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.3968 | 103.5373 | 0.222% | +0.136% | +0.00030% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 109.4796 | 112.9022 | 0.222% | +3.126% | +0.00693% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 111.0924 | 109.6400 | 0.220% | +0.437% | +0.00096% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 141.9878 | 141.7707 | 0.217% | +2.004% | +0.00434% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 143.0829 | 140.2911 | 0.213% | +0.844% | +0.00179% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 103.5578 | 103.6671 | 0.211% | +0.106% | +0.00022% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.4208 | 101.9936 | 0.201% | +0.565% | +0.00114% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 148.2024 | 148.3387 | 0.198% | +2.201% | +0.00437% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 117.5054 | 113.8940 | 0.194% | +0.118% | +0.00023% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 98.5733 | 98.6906 | 0.193% | +0.690% | +0.00133% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.9280 | 105.3810 | 0.191% | +0.432% | +0.00083% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.9810 | 104.3190 | 0.186% | +0.501% | +0.00093% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 100.0776 | 100.7555 | 0.185% | +0.677% | +0.00125% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 133.0788 | 133.2008 | 0.180% | +2.064% | +0.00371% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 136.1481 | 138.4171 | 0.176% | +1.667% | +0.00294% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 97.7486 | 98.4185 | 0.176% | +0.685% | +0.00121% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 124.1209 | 119.9492 | 0.166% | +0.164% | +0.00027% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.0496 | 104.5645 | 0.159% | +0.495% | +0.00079% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 128.3845 | 130.0114 | 0.159% | +3.020% | +0.00479% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 98.7916 | 99.4820 | 0.157% | +0.699% | +0.00110% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 133.5149 | 135.2092 | 0.146% | +1.269% | +0.00186% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 134.2894 | 137.1141 | 0.143% | +2.103% | +0.00301% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 137.3995 | 139.1272 | 0.143% | +3.077% | +0.00439% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 124.9511 | 128.7527 | 0.137% | +3.042% | +0.00416% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 131.9226 | 134.7283 | 0.132% | +2.127% | +0.00280% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 132.0163 | 132.7283 | 0.121% | +0.539% | +0.00065% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 132.9606 | 133.5734 | 0.120% | +0.461% | +0.00055% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 144.5380 | 143.7248 | 0.119% | +1.686% | +0.00201% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 140.1522 | 141.0992 | 0.116% | +0.676% | +0.00078% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 143.5815 | 146.5788 | 0.114% | +2.088% | +0.00239% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 139.2364 | 140.8410 | 0.106% | +1.152% | +0.00122% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 131.6576 | 135.6753 | 0.106% | +3.052% | +0.00324% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.9117 | 148.1440 | 0.101% | +1.322% | +0.00134% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 138.7011 | 140.1902 | 0.099% | +1.074% | +0.00107% |
| 912810DT2 | 9.875% | Nov 15, 2015 | $6.89bn | $1.31bn | $325.5m | $5.25bn | 114.5530 | 109.7177 | 0.097% | +0.089% | +0.00009% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 123.8668 | 124.1359 | 0.096% | +0.217% | +0.00021% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 144.0571 | 146.2052 | 0.091% | +1.491% | +0.00135% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.9389 | 151.9565 | 0.091% | +1.346% | +0.00122% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 142.9796 | 145.6522 | 0.091% | +1.869% | +0.00169% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 145.0299 | 147.4497 | 0.090% | +1.669% | +0.00150% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 144.7215 | 147.2880 | 0.082% | +1.773% | +0.00145% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 134.3628 | 130.4603 | 0.072% | +0.445% | +0.00032% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 141.8913 | 138.8279 | 0.069% | +0.704% | +0.00049% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 137.2745 | 138.2799 | 0.067% | +0.732% | +0.00049% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 141.0476 | 142.1345 | 0.065% | +0.771% | +0.00050% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 136.3791 | 137.2446 | 0.063% | +0.635% | +0.00040% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 131.8587 | 127.7158 | 0.060% | +0.318% | +0.00019% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 144.3139 | 142.0558 | 0.056% | +1.077% | +0.00060% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 113.4796 | 113.5272 | 0.055% | +0.042% | +0.00002% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 141.2147 | 137.7617 | 0.052% | +0.653% | +0.00034% |
| Total | $5.96tn | 100.000% | +0.84373% | ||||||||
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.