Rebalance of January 30, 2015
US Treasury Index constituents
Every one of the 253 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
- 253
- Weights sum to
- 100.0000%
- Contributions sum to
- +2.628741%
- Market value
- $6.31tn
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 +2.628741% against a published month return of +2.628741%, a difference of 3.4e-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 | 102.6535 | 107.3224 | 1.074% | +4.548% | +0.04886% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 103.2377 | 107.7956 | 1.052% | +4.415% | +0.04646% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 105.5209 | 109.8501 | 0.962% | +4.103% | +0.03946% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 104.6606 | 107.6041 | 0.911% | +2.812% | +0.02561% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 106.1712 | 110.6841 | 0.839% | +4.251% | +0.03565% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.4416 | 114.5907 | 0.806% | +2.826% | +0.02276% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.2609 | 104.1793 | 0.804% | +3.908% | +0.03142% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.4820 | 101.5382 | 0.795% | +4.161% | +0.03308% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 120.7785 | 133.1309 | 0.794% | +10.227% | +0.08120% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 119.1291 | 131.3094 | 0.788% | +10.225% | +0.08062% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.9728 | 113.5282 | 0.772% | +2.303% | +0.01777% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.2301 | 101.9097 | 0.755% | +1.676% | +0.01265% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 113.1038 | 125.0803 | 0.753% | +10.589% | +0.07971% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 100.9513 | 102.5485 | 0.732% | +1.582% | +0.01158% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 108.8451 | 120.5146 | 0.725% | +10.721% | +0.07771% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.0448 | 108.2867 | 0.720% | +4.077% | +0.02936% |
| 912828G38 | 2.250% | Nov 15, 2024 | $45.03bn | – | $32.0m | $45.00bn | 100.9233 | 105.6785 | 0.720% | +4.712% | +0.03393% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 102.7250 | 113.6899 | 0.676% | +10.674% | +0.07212% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.9334 | 105.1437 | 0.655% | +3.149% | +0.02062% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.5464 | 103.8427 | 0.654% | +3.278% | +0.02145% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 119.0666 | 131.1844 | 0.649% | +10.177% | +0.06605% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.7288 | 110.9865 | 0.630% | +2.077% | +0.01307% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.3736 | 108.1885 | 0.572% | +2.671% | +0.01528% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 102.1630 | 101.7270 | 0.567% | +0.307% | +0.00174% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.0613 | 101.4282 | 0.561% | +0.363% | +0.00204% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 100.9832 | 103.2572 | 0.560% | +2.252% | +0.01262% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.9770 | 101.3747 | 0.560% | +0.394% | +0.00221% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.8928 | 101.2909 | 0.560% | +0.395% | +0.00221% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 100.6191 | 102.8208 | 0.558% | +2.188% | +0.01222% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.4856 | 100.9351 | 0.558% | +0.447% | +0.00249% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.3798 | 100.8610 | 0.557% | +0.479% | +0.00267% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 99.8215 | 102.2106 | 0.554% | +2.393% | +0.01326% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.2277 | 102.3356 | 0.554% | +2.103% | +0.01165% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 99.8547 | 101.9200 | 0.553% | +2.068% | +0.01144% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 99.6048 | 101.8895 | 0.553% | +2.294% | +0.01268% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 99.4485 | 101.7325 | 0.552% | +2.297% | +0.01268% |
| 912828PS3 | 2.000% | Jan 31, 2016 | $35.70bn | – | $1.91bn | $33.79bn | 102.6236 | 101.7923 | 0.550% | +0.164% | +0.00090% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.7782 | 102.1340 | 0.550% | +2.152% | +0.01182% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.6810 | 100.7861 | 0.549% | +0.539% | +0.00296% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.4953 | 112.2326 | 0.549% | +2.500% | +0.01371% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.2460 | 100.9147 | 0.547% | +0.667% | +0.00365% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 98.7129 | 99.7661 | 0.547% | +1.067% | +0.00583% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.2141 | 100.1426 | 0.546% | +0.936% | +0.00511% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 99.4629 | 100.2349 | 0.546% | +0.776% | +0.00423% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 100.7946 | 102.7768 | 0.543% | +1.967% | +0.01068% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.5810 | 101.1247 | 0.539% | +0.541% | +0.00291% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 106.9769 | 109.0882 | 0.532% | +1.974% | +0.01050% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 99.1532 | 100.4883 | 0.528% | +1.347% | +0.00711% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.6957 | 101.3122 | 0.525% | +0.612% | +0.00322% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 97.1217 | 100.9171 | 0.525% | +3.908% | +0.02050% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 100.1020 | 101.9180 | 0.523% | +1.814% | +0.00949% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 99.5979 | 100.4121 | 0.522% | +0.818% | +0.00426% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.5395 | 101.8242 | 0.520% | +0.280% | +0.00146% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.5138 | 102.4235 | 0.518% | +1.900% | +0.00984% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4779 | 100.4686 | 0.510% | +0.302% | +0.00154% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3940 | 100.7279 | 0.509% | +0.333% | +0.00169% |
| 912828UG3 | 0.375% | Jan 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2368 | 100.2061 | 0.509% | +0.157% | +0.00080% |
| 912828B41 | 0.375% | Jan 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2204 | 100.1896 | 0.509% | +0.156% | +0.00079% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1739 | 100.3618 | 0.508% | +0.188% | +0.00095% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1185 | 100.3486 | 0.508% | +0.230% | +0.00117% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1129 | 100.3013 | 0.508% | +0.188% | +0.00096% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.0656 | 100.2850 | 0.508% | +0.219% | +0.00111% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.0340 | 100.2536 | 0.508% | +0.220% | +0.00111% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 108.6264 | 119.7646 | 0.507% | +10.254% | +0.05201% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 99.8980 | 100.1068 | 0.507% | +0.209% | +0.00106% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 99.9606 | 100.1695 | 0.507% | +0.209% | +0.00106% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.7831 | 100.0233 | 0.506% | +0.241% | +0.00122% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 107.6331 | 110.8695 | 0.505% | +3.007% | +0.01518% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 99.5300 | 101.2308 | 0.496% | +1.709% | +0.00848% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.7635 | 101.1509 | 0.495% | +0.384% | +0.00190% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.6318 | 101.7583 | 0.492% | +1.865% | +0.00917% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 99.9402 | 100.1909 | 0.491% | +0.251% | +0.00123% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 137.6658 | 149.0554 | 0.486% | +8.273% | +0.04021% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $29.02bn | – | $21.4m | $29.00bn | 105.5228 | 117.1234 | 0.485% | +10.994% | +0.05334% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.4103 | 112.6219 | 0.484% | +2.003% | +0.00970% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 100.5953 | 102.6720 | 0.484% | +2.064% | +0.00999% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.0364 | 99.9959 | 0.484% | +0.969% | +0.00469% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.0543 | 99.6590 | 0.483% | +0.863% | +0.00417% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 98.0463 | 99.3810 | 0.483% | +1.361% | +0.00658% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 98.9104 | 100.0059 | 0.483% | +1.108% | +0.00535% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 100.9171 | 104.3981 | 0.481% | +3.449% | +0.01660% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4110 | 100.5998 | 0.478% | +0.561% | +0.00268% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3149 | 100.9832 | 0.477% | +0.666% | +0.00318% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.1946 | 100.7901 | 0.477% | +0.594% | +0.00283% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1669 | 100.5639 | 0.476% | +0.396% | +0.00189% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.0829 | 100.4801 | 0.476% | +0.397% | +0.00189% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.0340 | 100.3268 | 0.476% | +0.293% | +0.00139% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 99.9997 | 100.4279 | 0.476% | +0.428% | +0.00204% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 99.9878 | 100.5404 | 0.476% | +0.553% | +0.00263% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.8539 | 104.9812 | 0.473% | +3.162% | +0.01495% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.4035 | 111.0371 | 0.469% | +1.493% | +0.00700% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.2868 | 100.2573 | 0.468% | +0.977% | +0.00457% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.6113 | 104.9172 | 0.467% | +3.254% | +0.01520% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 100.9492 | 104.4437 | 0.464% | +3.462% | +0.01607% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.9038 | 104.2001 | 0.464% | +3.267% | +0.01516% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.5356 | 103.8318 | 0.462% | +3.279% | +0.01516% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 99.3321 | 101.0635 | 0.462% | +1.743% | +0.00806% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 100.3334 | 110.9126 | 0.462% | +10.544% | +0.04872% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.2418 | 100.2528 | 0.461% | +0.260% | +0.00120% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.1473 | 100.8785 | 0.461% | +0.730% | +0.00336% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.1088 | 100.4328 | 0.460% | +0.324% | +0.00149% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.0041 | 100.3592 | 0.460% | +0.355% | +0.00163% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 100.6416 | 101.5076 | 0.458% | +1.544% | +0.00708% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.6590 | 100.0349 | 0.458% | +0.377% | +0.00173% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 99.5450 | 102.8609 | 0.458% | +3.331% | +0.01525% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 98.8507 | 100.0711 | 0.455% | +1.235% | +0.00562% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 106.2537 | 105.2673 | 0.445% | +0.542% | +0.00241% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 99.9808 | 100.7740 | 0.444% | +0.793% | +0.00352% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 99.7953 | 100.2129 | 0.443% | +0.418% | +0.00185% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.0439 | 105.5302 | 0.442% | +0.463% | +0.00205% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 99.8046 | 102.6419 | 0.442% | +2.843% | +0.01257% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.5876 | 103.7579 | 0.437% | +3.152% | +0.01378% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.9235 | 103.8653 | 0.437% | +0.915% | +0.00400% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.1680 | 104.3500 | 0.434% | +3.145% | +0.01364% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.3603 | 105.5218 | 0.433% | +3.089% | +0.01337% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3011 | 101.1680 | 0.429% | +0.864% | +0.00371% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.2503 | 100.6685 | 0.429% | +0.854% | +0.00366% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.0516 | 100.9378 | 0.428% | +0.886% | +0.00379% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 99.9097 | 100.3695 | 0.428% | +0.460% | +0.00197% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 99.7837 | 100.7019 | 0.427% | +0.920% | +0.00393% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.6076 | 103.5806 | 0.426% | +0.948% | +0.00404% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 141.6196 | 153.6447 | 0.425% | +8.491% | +0.03608% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.4154 | 105.2224 | 0.424% | +2.741% | +0.01163% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.2024 | 107.9966 | 0.413% | +1.689% | +0.00698% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.3101 | 104.3251 | 0.413% | +2.976% | +0.01228% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.6123 | 105.7102 | 0.412% | +3.019% | +0.01243% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 99.5848 | 100.5972 | 0.411% | +1.017% | +0.00417% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.3013 | 104.2305 | 0.408% | +2.924% | +0.01192% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 98.4508 | 102.0382 | 0.400% | +3.644% | +0.01458% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.1868 | 104.6710 | 0.397% | +0.465% | +0.00184% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 99.8307 | 100.8534 | 0.396% | +1.024% | +0.00405% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 104.9622 | 105.3427 | 0.396% | +0.363% | +0.00143% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 132.1114 | 143.3610 | 0.393% | +8.515% | +0.03344% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 98.6312 | 99.9138 | 0.393% | +1.300% | +0.00510% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 108.4565 | 109.5951 | 0.389% | +1.050% | +0.00409% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.1638 | 101.6566 | 0.383% | +1.490% | +0.00571% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 105.0901 | 105.4408 | 0.382% | +0.334% | +0.00128% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.4418 | 102.6443 | 0.380% | +0.198% | +0.00075% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 102.9194 | 105.8728 | 0.379% | +2.870% | +0.01088% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 106.3080 | 106.9286 | 0.378% | +0.584% | +0.00221% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 105.6501 | 104.3930 | 0.378% | +0.348% | +0.00132% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 101.0774 | 111.6216 | 0.378% | +10.432% | +0.03943% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.7967 | 103.7064 | 0.377% | +0.885% | +0.00334% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 98.1872 | 100.7730 | 0.377% | +2.634% | +0.00994% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 101.9712 | 102.2139 | 0.376% | +0.238% | +0.00090% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 100.9938 | 103.8829 | 0.376% | +2.861% | +0.01075% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 99.5265 | 100.7257 | 0.374% | +1.833% | +0.00686% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 105.0492 | 105.5775 | 0.373% | +0.503% | +0.00187% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.9986 | 103.7610 | 0.372% | +2.708% | +0.01006% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.5941 | 104.2944 | 0.371% | +0.849% | +0.00315% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.1645 | 99.6671 | 0.367% | +2.576% | +0.00946% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.5477 | 104.5519 | 0.367% | +0.970% | +0.00356% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 99.8460 | 101.8075 | 0.366% | +1.965% | +0.00718% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.1416 | 100.8201 | 0.361% | +2.386% | +0.00862% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 102.9248 | 103.0852 | 0.359% | +0.156% | +0.00056% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 105.8089 | 106.4095 | 0.358% | +0.568% | +0.00203% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 130.0948 | 141.5212 | 0.354% | +8.783% | +0.03112% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 97.7745 | 101.4738 | 0.346% | +3.784% | +0.01310% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 99.5248 | 100.2236 | 0.346% | +1.142% | +0.00395% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 105.8564 | 106.4990 | 0.341% | +0.607% | +0.00207% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 97.4750 | 99.7588 | 0.339% | +2.343% | +0.00794% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 97.0282 | 99.3008 | 0.339% | +2.342% | +0.00793% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 104.7806 | 105.5148 | 0.335% | +0.701% | +0.00235% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 103.9201 | 104.7904 | 0.335% | +0.838% | +0.00280% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.4540 | 104.3118 | 0.327% | +2.817% | +0.00922% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 106.3370 | 106.5285 | 0.327% | +0.180% | +0.00059% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 123.6304 | 134.5819 | 0.319% | +8.858% | +0.02824% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 108.9076 | 119.8584 | 0.316% | +10.055% | +0.03175% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 122.0204 | 133.3675 | 0.315% | +9.299% | +0.02933% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.0508 | 108.4781 | 0.313% | +0.395% | +0.00124% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 135.1807 | 144.8098 | 0.311% | +7.123% | +0.02216% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 133.2989 | 145.1110 | 0.310% | +8.861% | +0.02746% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.2719 | 100.6602 | 0.302% | +2.430% | +0.00733% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 104.1117 | 104.4213 | 0.298% | +0.297% | +0.00089% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 141.4823 | 148.7164 | 0.298% | +5.113% | +0.01524% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 97.4770 | 99.5622 | 0.298% | +2.139% | +0.00636% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 109.5635 | 110.5837 | 0.290% | +0.931% | +0.00270% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 104.7964 | 105.9069 | 0.285% | +1.060% | +0.00302% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 108.8546 | 109.2028 | 0.280% | +0.320% | +0.00089% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 131.7051 | 142.7048 | 0.279% | +8.352% | +0.02334% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 111.5883 | 112.5197 | 0.274% | +0.835% | +0.00229% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 97.3843 | 99.7926 | 0.273% | +2.473% | +0.00676% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 99.5701 | 101.4066 | 0.272% | +1.844% | +0.00502% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.2321 | 104.4777 | 0.270% | +0.236% | +0.00064% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 135.0557 | 145.9660 | 0.266% | +8.078% | +0.02151% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 103.0821 | 103.2843 | 0.263% | +0.196% | +0.00052% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 109.9470 | 110.4929 | 0.262% | +0.496% | +0.00130% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.5119 | 105.3895 | 0.261% | +1.128% | +0.00294% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 105.5853 | 116.4047 | 0.258% | +10.247% | +0.02645% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 100.6041 | 103.3272 | 0.257% | +2.707% | +0.00697% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 102.7592 | 102.9411 | 0.257% | +0.177% | +0.00045% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.9299 | 107.2373 | 0.255% | +1.234% | +0.00315% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.0546 | 107.3684 | 0.253% | +0.293% | +0.00074% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 108.4144 | 119.1820 | 0.252% | +9.932% | +0.02503% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 111.1155 | 112.6087 | 0.250% | +1.344% | +0.00336% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 129.1885 | 139.7087 | 0.238% | +8.143% | +0.01941% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 97.5613 | 99.7094 | 0.234% | +2.202% | +0.00516% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.6069 | 105.0603 | 0.232% | +1.403% | +0.00326% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 116.2378 | 125.9701 | 0.231% | +8.373% | +0.01936% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.1801 | 110.4884 | 0.231% | +0.280% | +0.00065% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.5300 | 100.7308 | 0.224% | +2.234% | +0.00501% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 97.2123 | 98.8486 | 0.223% | +2.133% | +0.00476% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 105.7232 | 106.9587 | 0.222% | +1.169% | +0.00259% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.3318 | 103.5879 | 0.218% | +0.248% | +0.00054% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 99.8747 | 101.6168 | 0.218% | +1.744% | +0.00380% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 143.0622 | 149.4617 | 0.214% | +4.473% | +0.00958% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.1592 | 109.8570 | 0.214% | +0.639% | +0.00137% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 109.2013 | 110.5644 | 0.213% | +1.248% | +0.00265% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 103.4929 | 103.6865 | 0.207% | +0.187% | +0.00039% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 140.0920 | 144.1834 | 0.204% | +2.920% | +0.00597% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.5546 | 103.1732 | 0.198% | +1.594% | +0.00315% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 150.2975 | 157.5202 | 0.198% | +4.806% | +0.00949% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 98.2895 | 100.2603 | 0.189% | +2.005% | +0.00379% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.9568 | 106.3066 | 0.188% | +1.286% | +0.00242% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 113.7132 | 114.1055 | 0.184% | +0.345% | +0.00064% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 100.3249 | 102.2651 | 0.182% | +1.934% | +0.00352% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 103.8403 | 105.2301 | 0.181% | +1.338% | +0.00242% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 134.8211 | 141.0520 | 0.179% | +4.622% | +0.00827% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 139.2514 | 145.2568 | 0.177% | +4.313% | +0.00764% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 97.5368 | 99.5599 | 0.172% | +2.074% | +0.00357% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 133.9092 | 144.0445 | 0.163% | +7.569% | +0.01230% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 119.6915 | 120.4095 | 0.157% | +0.600% | +0.00094% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.1352 | 104.4812 | 0.156% | +1.413% | +0.00221% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 98.9988 | 100.9808 | 0.155% | +2.002% | +0.00310% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 143.4130 | 153.7787 | 0.146% | +7.228% | +0.01056% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 135.4402 | 140.3730 | 0.146% | +3.642% | +0.00531% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 138.6549 | 144.9932 | 0.145% | +4.571% | +0.00664% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 132.6019 | 142.6267 | 0.143% | +7.560% | +0.01078% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 136.4660 | 142.7833 | 0.134% | +4.629% | +0.00619% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 132.2785 | 134.8067 | 0.119% | +1.911% | +0.00228% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 133.0951 | 135.4052 | 0.118% | +1.736% | +0.00205% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 144.7369 | 151.1060 | 0.117% | +4.400% | +0.00515% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 148.5489 | 155.4399 | 0.116% | +4.639% | +0.00539% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 140.7038 | 144.0659 | 0.114% | +2.389% | +0.00272% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 139.8383 | 149.8635 | 0.111% | +7.169% | +0.00794% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 140.7731 | 145.6858 | 0.106% | +3.490% | +0.00368% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 148.6820 | 154.6992 | 0.099% | +4.047% | +0.00400% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 140.1957 | 144.8064 | 0.099% | +3.289% | +0.00325% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 123.7514 | 124.7802 | 0.095% | +0.831% | +0.00079% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 146.8940 | 153.3998 | 0.091% | +4.429% | +0.00405% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 146.9905 | 153.1634 | 0.091% | +4.200% | +0.00382% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 152.5883 | 158.7619 | 0.091% | +4.046% | +0.00367% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 148.4429 | 154.8553 | 0.091% | +4.320% | +0.00391% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 148.3954 | 154.9222 | 0.082% | +4.398% | +0.00362% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 129.9746 | 131.8703 | 0.069% | +1.459% | +0.00100% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 138.5461 | 142.2419 | 0.066% | +2.668% | +0.00177% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 137.9959 | 141.5656 | 0.066% | +2.587% | +0.00171% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 141.9035 | 145.8067 | 0.064% | +2.751% | +0.00176% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 136.8274 | 139.7310 | 0.062% | +2.122% | +0.00131% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 127.2412 | 128.7101 | 0.057% | +1.154% | +0.00066% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 113.4253 | 113.6107 | 0.054% | +0.164% | +0.00009% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 142.1048 | 146.9453 | 0.054% | +3.406% | +0.00184% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 137.3165 | 140.4720 | 0.050% | +2.298% | +0.00114% |
| Total | $6.03tn | 100.000% | +2.62874% | ||||||||
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.