Rebalance of December 31, 2014
US Treasury Index constituents
Every one of the 249 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
- 249
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.172548%
- Market value
- $6.16tn
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 Index page, fetched separately.
These reconcile. The holdings below sum to +0.172548% against a published month return of +0.172548%, a difference of 1.6e-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 | 102.2283 | 102.6535 | 1.095% | +0.416% | +0.00456% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 102.8917 | 103.2377 | 1.074% | +0.336% | +0.00361% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 105.2153 | 105.5209 | 0.982% | +0.290% | +0.00285% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 104.9598 | 104.6606 | 0.935% | -0.285% | -0.00267% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.8071 | 106.1712 | 0.856% | +0.344% | +0.00295% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.7826 | 111.4416 | 0.827% | -0.305% | -0.00252% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.1495 | 100.2609 | 0.822% | +0.111% | +0.00091% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.3898 | 97.4820 | 0.813% | +0.095% | +0.00077% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 111.3139 | 110.9728 | 0.792% | -0.306% | -0.00243% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 116.8220 | 120.7785 | 0.786% | +3.387% | +0.02663% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 115.2201 | 119.1291 | 0.781% | +3.393% | +0.02649% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.7655 | 100.2301 | 0.777% | -0.531% | -0.00413% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.4750 | 100.9513 | 0.753% | -0.516% | -0.00389% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 109.3054 | 113.1038 | 0.745% | +3.475% | +0.02588% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 103.9212 | 104.0448 | 0.737% | +0.119% | +0.00088% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 105.1046 | 108.8451 | 0.717% | +3.559% | +0.02551% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.0924 | 101.9334 | 0.671% | -0.156% | -0.00105% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.6821 | 100.5464 | 0.671% | -0.135% | -0.00090% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.3146 | 102.7250 | 0.669% | +3.434% | +0.02297% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.9617 | 108.7288 | 0.646% | -0.214% | -0.00138% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 115.1889 | 119.0666 | 0.643% | +3.366% | +0.02164% |
| 912828PM6 | 2.125% | Dec 31, 2015 | $36.75bn | – | $0.4m | $36.75bn | 102.9830 | 101.8242 | 0.615% | -0.093% | -0.00057% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.7391 | 105.3736 | 0.588% | -0.346% | -0.00203% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.3764 | 102.1630 | 0.582% | -0.208% | -0.00121% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.4543 | 100.9832 | 0.577% | -0.464% | -0.00268% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.3166 | 101.0613 | 0.576% | -0.252% | -0.00145% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.2016 | 100.9770 | 0.575% | -0.222% | -0.00128% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.1169 | 100.8928 | 0.575% | -0.222% | -0.00127% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.0692 | 100.6191 | 0.574% | -0.445% | -0.00256% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.4925 | 100.2277 | 0.574% | -0.446% | -0.00256% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 101.0224 | 100.3798 | 0.574% | -0.203% | -0.00117% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.7212 | 100.4856 | 0.572% | -0.234% | -0.00134% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.3166 | 99.8547 | 0.569% | -0.460% | -0.00262% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.0347 | 99.6048 | 0.568% | -0.430% | -0.00244% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.2619 | 100.7782 | 0.565% | -0.478% | -0.00270% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 102.7622 | 102.6236 | 0.564% | -0.135% | -0.00076% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.8734 | 109.4953 | 0.564% | -0.344% | -0.00194% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.8862 | 100.6810 | 0.563% | -0.203% | -0.00115% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.0642 | 98.7129 | 0.562% | -0.355% | -0.00199% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.5124 | 100.2460 | 0.562% | -0.265% | -0.00149% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.5651 | 99.2141 | 0.561% | -0.353% | -0.00198% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.6892 | 99.4629 | 0.560% | -0.227% | -0.00127% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.3080 | 100.7946 | 0.559% | -0.507% | -0.00283% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.8161 | 100.5810 | 0.553% | -0.233% | -0.00129% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.4819 | 106.9769 | 0.547% | -0.470% | -0.00257% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 99.5652 | 99.1532 | 0.543% | -0.414% | -0.00225% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.3465 | 100.1020 | 0.542% | -0.488% | -0.00264% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.9203 | 100.6957 | 0.539% | -0.223% | -0.00120% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.2201 | 99.5979 | 0.537% | -0.247% | -0.00133% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 102.4715 | 101.5395 | 0.537% | -0.178% | -0.00095% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 97.0718 | 97.1217 | 0.537% | +0.051% | +0.00028% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.9750 | 100.5138 | 0.533% | -0.457% | -0.00243% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.6736 | 100.4779 | 0.523% | -0.194% | -0.00102% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5897 | 100.3940 | 0.523% | -0.195% | -0.00102% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5434 | 100.1185 | 0.522% | -0.174% | -0.00091% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3291 | 100.2368 | 0.521% | -0.092% | -0.00048% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3288 | 100.1739 | 0.521% | -0.154% | -0.00080% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.3128 | 100.2204 | 0.521% | -0.092% | -0.00048% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2673 | 100.1129 | 0.521% | -0.154% | -0.00080% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2514 | 100.0656 | 0.521% | -0.185% | -0.00097% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.1884 | 100.0340 | 0.521% | -0.154% | -0.00080% |
| 912828UC2 | 0.250% | Dec 15, 2015 | $32.00bn | – | – | $32.00bn | 100.1779 | 100.0124 | 0.520% | -0.041% | -0.00021% |
| 912828A67 | 0.250% | Dec 31, 2015 | $32.00bn | – | – | $32.00bn | 100.1671 | 100.0014 | 0.520% | -0.041% | -0.00021% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0635 | 99.8980 | 0.520% | -0.165% | -0.00086% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 100.0948 | 99.9606 | 0.520% | -0.134% | -0.00070% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9798 | 99.7831 | 0.519% | -0.197% | -0.00102% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 107.8881 | 107.6331 | 0.518% | -0.236% | -0.00122% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.0445 | 99.5300 | 0.511% | -0.514% | -0.00263% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.9986 | 100.7635 | 0.508% | -0.233% | -0.00118% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.1264 | 100.6318 | 0.506% | -0.489% | -0.00248% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.1260 | 99.9402 | 0.504% | -0.186% | -0.00094% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 105.0734 | 108.6264 | 0.502% | +3.381% | +0.01699% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6264 | 98.9104 | 0.498% | -0.342% | -0.00170% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.0767 | 100.5953 | 0.498% | -0.476% | -0.00237% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.8451 | 110.4103 | 0.498% | -0.392% | -0.00195% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.3877 | 99.0364 | 0.497% | -0.353% | -0.00176% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 98.4910 | 98.0463 | 0.497% | -0.452% | -0.00224% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.3234 | 99.0543 | 0.496% | -0.271% | -0.00134% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.0245 | 100.9171 | 0.493% | -0.106% | -0.00052% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.6583 | 100.4110 | 0.490% | -0.246% | -0.00120% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5817 | 100.3149 | 0.490% | -0.265% | -0.00130% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.4905 | 100.0340 | 0.489% | -0.205% | -0.00101% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4761 | 99.9997 | 0.489% | -0.163% | -0.00080% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4408 | 100.1946 | 0.489% | -0.245% | -0.00120% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3932 | 100.1669 | 0.489% | -0.225% | -0.00110% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2776 | 100.0829 | 0.488% | -0.194% | -0.00095% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2147 | 99.9878 | 0.488% | -0.226% | -0.00111% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.0645 | 102.8539 | 0.485% | -0.204% | -0.00099% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 134.1073 | 137.6658 | 0.485% | +2.653% | +0.01286% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.7595 | 109.4035 | 0.481% | -0.324% | -0.00156% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.6267 | 99.2868 | 0.481% | -0.341% | -0.00164% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.7995 | 101.6113 | 0.479% | -0.185% | -0.00089% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.1333 | 100.9038 | 0.476% | -0.227% | -0.00108% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 99.8472 | 99.3321 | 0.476% | -0.516% | -0.00245% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.7338 | 100.5356 | 0.474% | -0.197% | -0.00093% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.4171 | 100.2418 | 0.473% | -0.175% | -0.00083% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.4137 | 100.1473 | 0.473% | -0.265% | -0.00125% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.3146 | 100.1088 | 0.472% | -0.205% | -0.00097% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.2414 | 100.0041 | 0.472% | -0.237% | -0.00112% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.1783 | 100.6416 | 0.472% | -0.530% | -0.00250% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.8446 | 99.6590 | 0.470% | -0.186% | -0.00087% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 99.2531 | 98.8507 | 0.468% | -0.405% | -0.00190% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7165 | 99.9808 | 0.458% | -0.296% | -0.00136% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 96.9340 | 100.3334 | 0.457% | +3.507% | +0.01603% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 106.4820 | 106.2537 | 0.457% | -0.214% | -0.00098% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.3301 | 105.0439 | 0.454% | -0.272% | -0.00123% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.0561 | 99.8046 | 0.454% | -0.251% | -0.00114% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.4518 | 101.1680 | 0.450% | -0.216% | -0.00097% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.2890 | 102.9235 | 0.449% | -0.354% | -0.00159% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.8492 | 100.5876 | 0.449% | -0.259% | -0.00116% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.6302 | 102.3603 | 0.444% | -0.263% | -0.00117% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6502 | 100.3011 | 0.441% | -0.347% | -0.00153% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5805 | 100.2503 | 0.441% | -0.328% | -0.00145% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3818 | 100.0516 | 0.440% | -0.329% | -0.00145% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.1442 | 99.7837 | 0.439% | -0.360% | -0.00158% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.9418 | 102.6076 | 0.437% | -0.325% | -0.00142% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.7588 | 102.4154 | 0.436% | -0.334% | -0.00146% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.5258 | 106.2024 | 0.424% | -0.304% | -0.00129% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.5395 | 101.3101 | 0.423% | -0.226% | -0.00096% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 137.6753 | 141.6196 | 0.423% | +2.865% | +0.01212% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.8520 | 102.6123 | 0.423% | -0.233% | -0.00099% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.0074 | 99.5848 | 0.422% | -0.423% | -0.00178% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.5540 | 102.3013 | 0.418% | -0.246% | -0.00103% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 98.5461 | 98.4508 | 0.410% | -0.097% | -0.00040% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.4451 | 104.1868 | 0.407% | -0.247% | -0.00101% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 105.1672 | 104.9622 | 0.406% | -0.195% | -0.00079% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.0965 | 98.6312 | 0.404% | -0.470% | -0.00190% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 108.8709 | 108.4565 | 0.400% | -0.381% | -0.00152% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.3879 | 100.1638 | 0.397% | -0.529% | -0.00210% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 104.3689 | 102.9194 | 0.394% | -0.251% | -0.00099% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 105.2937 | 105.0901 | 0.392% | -0.193% | -0.00076% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 128.7246 | 132.1114 | 0.392% | +2.631% | +0.01031% |
| 912828G38 | 2.250% | Nov 15, 2024 | $24.03bn | – | $32.0m | $24.00bn | 100.5369 | 100.9233 | 0.392% | +0.384% | +0.00151% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.6088 | 102.4418 | 0.390% | -0.163% | -0.00063% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 106.9226 | 105.0492 | 0.389% | -0.232% | -0.00090% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 106.5536 | 106.3080 | 0.388% | -0.230% | -0.00089% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 105.8675 | 105.6501 | 0.388% | -0.205% | -0.00080% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 98.5038 | 98.1872 | 0.388% | -0.321% | -0.00125% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 103.0694 | 102.7967 | 0.388% | -0.265% | -0.00103% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.1923 | 101.9712 | 0.386% | -0.216% | -0.00084% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.2867 | 100.9938 | 0.386% | -0.289% | -0.00112% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.0428 | 99.5265 | 0.385% | -0.516% | -0.00199% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.4810 | 101.9986 | 0.382% | -0.471% | -0.00180% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.9501 | 104.5941 | 0.381% | -0.339% | -0.00129% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.4401 | 97.1645 | 0.377% | -0.283% | -0.00107% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.8812 | 103.5477 | 0.377% | -0.321% | -0.00121% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.3807 | 99.8460 | 0.376% | -0.533% | -0.00201% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 97.7446 | 101.0774 | 0.374% | +3.410% | +0.01276% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.4596 | 99.1416 | 0.371% | -0.320% | -0.00119% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 103.0395 | 102.9248 | 0.368% | -0.111% | -0.00041% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 106.1062 | 105.8089 | 0.367% | -0.280% | -0.00103% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 99.8862 | 99.5248 | 0.355% | -0.362% | -0.00129% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 97.7582 | 97.7745 | 0.355% | +0.017% | +0.00006% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 126.4691 | 130.0948 | 0.353% | +2.867% | +0.01011% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.3458 | 97.4750 | 0.350% | -0.314% | -0.00110% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.1114 | 105.8564 | 0.350% | -0.240% | -0.00084% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 97.4090 | 97.0282 | 0.348% | -0.391% | -0.00136% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 105.5149 | 103.9201 | 0.348% | -0.327% | -0.00114% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.0388 | 104.7806 | 0.344% | -0.246% | -0.00085% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.7782 | 101.4540 | 0.336% | -0.319% | -0.00107% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 106.4769 | 106.3370 | 0.335% | -0.131% | -0.00044% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.2044 | 108.0508 | 0.321% | -0.142% | -0.00046% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 120.1997 | 123.6304 | 0.317% | +2.854% | +0.00906% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 105.5109 | 108.9076 | 0.313% | +3.219% | +0.01009% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 118.3505 | 122.0204 | 0.313% | +3.101% | +0.00971% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 105.9538 | 104.1117 | 0.311% | -0.205% | -0.00064% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.5677 | 98.2719 | 0.310% | -0.300% | -0.00093% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 131.1957 | 135.1807 | 0.309% | +3.037% | +0.00939% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 129.4434 | 133.2989 | 0.308% | +2.979% | +0.00918% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 97.7953 | 97.4770 | 0.306% | -0.326% | -0.00099% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 139.2962 | 141.4823 | 0.300% | +1.569% | +0.00472% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 109.9066 | 109.5635 | 0.297% | -0.312% | -0.00093% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 106.5571 | 104.7964 | 0.297% | -0.362% | -0.00107% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 109.0245 | 108.8546 | 0.287% | -0.156% | -0.00045% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 100.7942 | 99.5701 | 0.282% | -0.532% | -0.00150% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 111.9253 | 111.5883 | 0.281% | -0.301% | -0.00085% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 97.7229 | 97.3843 | 0.281% | -0.346% | -0.00097% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 128.1934 | 131.7051 | 0.278% | +2.739% | +0.00763% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.4464 | 104.2321 | 0.277% | -0.205% | -0.00057% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 103.2483 | 103.0821 | 0.270% | -0.161% | -0.00043% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 110.2011 | 109.9470 | 0.269% | -0.231% | -0.00062% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.9086 | 105.5119 | 0.268% | -0.375% | -0.00100% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.9096 | 100.6041 | 0.267% | -0.361% | -0.00096% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 131.4769 | 135.0557 | 0.265% | +2.722% | +0.00723% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $16.02bn | – | $21.4m | $16.00bn | 101.9763 | 105.5228 | 0.265% | +3.478% | +0.00921% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 102.9151 | 102.7592 | 0.263% | -0.151% | -0.00040% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 106.4272 | 105.9299 | 0.263% | -0.467% | -0.00123% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.2578 | 107.0546 | 0.259% | -0.189% | -0.00049% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 111.4552 | 111.1155 | 0.257% | -0.305% | -0.00078% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 102.1951 | 105.5853 | 0.256% | +3.317% | +0.00849% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 104.9819 | 108.4144 | 0.250% | +3.270% | +0.00817% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 105.3064 | 103.6069 | 0.242% | -0.486% | -0.00117% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.0041 | 97.5613 | 0.241% | -0.452% | -0.00109% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 125.7191 | 129.1885 | 0.237% | +2.760% | +0.00655% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.3204 | 110.1801 | 0.236% | -0.127% | -0.00030% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.8883 | 98.5300 | 0.230% | -0.362% | -0.00083% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 112.9022 | 116.2378 | 0.230% | +2.954% | +0.00679% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 97.6050 | 97.2123 | 0.230% | -0.402% | -0.00092% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 106.1676 | 105.7232 | 0.228% | -0.419% | -0.00095% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 100.3788 | 99.8747 | 0.224% | -0.502% | -0.00113% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.5373 | 103.3318 | 0.224% | -0.198% | -0.00044% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.4176 | 109.1592 | 0.220% | -0.236% | -0.00052% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 109.6400 | 109.2013 | 0.219% | -0.400% | -0.00087% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 141.7707 | 143.0622 | 0.217% | +0.911% | +0.00198% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 103.6671 | 103.4929 | 0.212% | -0.168% | -0.00036% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 140.2911 | 140.0920 | 0.210% | -0.142% | -0.00030% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.9936 | 101.5546 | 0.204% | -0.430% | -0.00088% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 148.3387 | 150.2975 | 0.200% | +1.320% | +0.00264% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 98.6906 | 98.2895 | 0.194% | -0.406% | -0.00079% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.3810 | 104.9568 | 0.193% | -0.403% | -0.00078% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 113.8940 | 113.7132 | 0.189% | -0.159% | -0.00030% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 100.7555 | 100.3249 | 0.187% | -0.427% | -0.00080% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.3190 | 103.8403 | 0.186% | -0.459% | -0.00085% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 133.2008 | 134.8211 | 0.181% | +1.216% | +0.00220% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.4171 | 139.2514 | 0.180% | +0.603% | +0.00109% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 98.4185 | 97.5368 | 0.178% | -0.388% | -0.00069% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 130.0114 | 133.9092 | 0.162% | +2.998% | +0.00484% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 119.9492 | 119.6915 | 0.162% | -0.215% | -0.00035% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.5645 | 104.1352 | 0.161% | -0.411% | -0.00066% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 99.4820 | 98.9988 | 0.159% | -0.486% | -0.00077% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 135.2092 | 135.4402 | 0.149% | +0.171% | +0.00025% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 137.1141 | 138.6549 | 0.147% | +1.124% | +0.00165% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 139.1272 | 143.4130 | 0.145% | +3.080% | +0.00447% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 128.7527 | 132.6019 | 0.142% | +2.990% | +0.00424% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 134.7283 | 136.4660 | 0.135% | +1.290% | +0.00174% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 132.7283 | 132.2785 | 0.122% | -0.339% | -0.00041% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 133.5734 | 133.0951 | 0.121% | -0.358% | -0.00043% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 143.7248 | 144.7369 | 0.119% | +0.704% | +0.00084% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 146.5788 | 148.5489 | 0.117% | +1.344% | +0.00158% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 141.0992 | 140.7038 | 0.117% | -0.280% | -0.00033% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 135.6753 | 139.8383 | 0.110% | +3.068% | +0.00338% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 140.8410 | 140.7731 | 0.108% | -0.048% | -0.00005% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 140.1902 | 140.1957 | 0.101% | +0.004% | +0.00000% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 148.1440 | 148.6820 | 0.101% | +0.363% | +0.00037% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 124.1359 | 123.7514 | 0.097% | -0.310% | -0.00030% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 145.6522 | 146.8940 | 0.093% | +0.853% | +0.00079% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 146.2052 | 146.9905 | 0.093% | +0.537% | +0.00050% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 151.9565 | 152.5883 | 0.092% | +0.416% | +0.00038% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.4497 | 148.4429 | 0.092% | +0.674% | +0.00062% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 147.2880 | 148.3954 | 0.084% | +0.752% | +0.00063% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 130.4603 | 129.9746 | 0.070% | -0.372% | -0.00026% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 138.8279 | 138.5461 | 0.068% | -0.203% | -0.00014% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 138.2799 | 137.9959 | 0.068% | -0.205% | -0.00014% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 142.1345 | 141.9035 | 0.066% | -0.163% | -0.00011% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 137.2446 | 136.8274 | 0.063% | -0.304% | -0.00019% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 127.7158 | 127.2412 | 0.059% | -0.372% | -0.00022% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 113.5272 | 113.4253 | 0.056% | -0.090% | -0.00005% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 142.0558 | 142.1048 | 0.055% | +0.035% | +0.00002% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 137.7617 | 137.3165 | 0.051% | -0.323% | -0.00016% |
| Total | $5.89tn | 100.000% | +0.17255% | ||||||||
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.