Rebalance of February 27, 2015
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
- -1.596704%
- Market value
- $6.43tn
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 -1.596704% against a published month return of -1.596704%, a difference of 7.0e-9 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 | 107.3224 | 103.2859 | 1.101% | -2.655% | -0.02924% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 105.6785 | 102.7588 | 1.085% | -2.763% | -0.02997% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 107.7956 | 105.0515 | 1.078% | -2.546% | -0.02743% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 109.8501 | 107.2816 | 0.982% | -2.338% | -0.02296% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 107.6041 | 105.9946 | 0.918% | -1.496% | -0.01373% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 133.1309 | 124.6709 | 0.858% | -6.355% | -0.05454% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 110.6841 | 106.5827 | 0.857% | -2.463% | -0.02112% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 131.3094 | 121.0877 | 0.852% | -6.404% | -0.05458% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 104.1793 | 100.9266 | 0.819% | -2.162% | -0.01772% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 125.0803 | 116.8101 | 0.816% | -6.612% | -0.05398% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 114.5907 | 111.0565 | 0.812% | -1.503% | -0.01221% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 101.5382 | 99.2360 | 0.812% | -2.267% | -0.01841% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 120.5146 | 110.8795 | 0.787% | -6.698% | -0.05272% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 113.5282 | 110.3690 | 0.774% | -1.186% | -0.00918% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 117.1234 | 109.1367 | 0.765% | -6.819% | -0.05216% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.9097 | 101.1092 | 0.752% | -0.785% | -0.00591% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 108.2867 | 104.6348 | 0.735% | -2.218% | -0.01630% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 113.6899 | 106.1935 | 0.733% | -6.594% | -0.04836% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 102.5485 | 101.0082 | 0.729% | -0.771% | -0.00562% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 131.1844 | 121.0252 | 0.701% | -6.363% | -0.04462% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 103.8427 | 101.8724 | 0.663% | -1.897% | -0.01258% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 105.1437 | 102.2131 | 0.662% | -1.777% | -0.01177% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 110.9865 | 109.6851 | 0.630% | -1.173% | -0.00739% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 108.1885 | 105.4525 | 0.576% | -1.316% | -0.00758% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 103.2572 | 102.0168 | 0.562% | -1.201% | -0.00675% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 102.8208 | 100.7901 | 0.560% | -1.185% | -0.00663% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.2106 | 100.8676 | 0.556% | -1.314% | -0.00731% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.3356 | 101.1801 | 0.555% | -1.129% | -0.00626% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 101.8895 | 100.6305 | 0.555% | -1.236% | -0.00685% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.9200 | 100.8479 | 0.554% | -1.052% | -0.00583% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.7325 | 100.4416 | 0.554% | -1.269% | -0.00703% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.7270 | 101.5931 | 0.554% | -0.132% | -0.00073% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.4282 | 100.8179 | 0.552% | -0.109% | -0.00060% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.3747 | 101.2328 | 0.552% | -0.140% | -0.00077% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 112.2326 | 110.7845 | 0.551% | -1.290% | -0.00711% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.2909 | 101.1183 | 0.551% | -0.170% | -0.00094% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.9351 | 100.7837 | 0.549% | -0.150% | -0.00082% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.8610 | 100.7099 | 0.549% | -0.150% | -0.00082% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 119.7646 | 110.5045 | 0.548% | -6.427% | -0.03525% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 102.1340 | 100.9784 | 0.546% | -1.131% | -0.00618% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 102.7768 | 101.7455 | 0.543% | -1.003% | -0.00545% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.7661 | 99.2830 | 0.542% | -0.484% | -0.00262% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 100.1426 | 99.4096 | 0.541% | -0.420% | -0.00227% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.9147 | 100.6386 | 0.540% | -0.274% | -0.00148% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 100.2349 | 99.8767 | 0.539% | -0.357% | -0.00193% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.7861 | 100.5725 | 0.539% | -0.212% | -0.00114% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 100.9171 | 98.7303 | 0.534% | -2.167% | -0.01158% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 109.0882 | 107.9862 | 0.532% | -1.010% | -0.00538% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 101.1247 | 100.4423 | 0.531% | -0.242% | -0.00129% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.4883 | 99.8777 | 0.525% | -0.608% | -0.00319% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.9180 | 101.0028 | 0.522% | -0.898% | -0.00469% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 101.3122 | 101.0766 | 0.518% | -0.233% | -0.00121% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 102.4235 | 100.6644 | 0.517% | -0.985% | -0.00510% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 149.0554 | 138.5354 | 0.516% | -5.506% | -0.02842% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.4121 | 100.0326 | 0.516% | -0.378% | -0.00195% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.8242 | 101.6903 | 0.511% | -0.132% | -0.00067% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 110.8695 | 109.0799 | 0.510% | -1.614% | -0.00823% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.7279 | 100.2759 | 0.501% | -0.139% | -0.00069% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 110.9126 | 103.6253 | 0.501% | -6.570% | -0.03291% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4686 | 100.3607 | 0.500% | -0.107% | -0.00054% |
| 912828UM0 | 0.375% | Feb 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3618 | 100.1405 | 0.499% | -0.034% | -0.00017% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3486 | 100.2308 | 0.499% | -0.117% | -0.00059% |
| 912828US7 | 0.375% | Mar 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3013 | 100.2678 | 0.499% | -0.033% | -0.00017% |
| 912828C40 | 0.375% | Mar 31, 2016 | $32.00bn | – | – | $32.00bn | 100.2850 | 100.2514 | 0.499% | -0.034% | -0.00017% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.2536 | 100.1576 | 0.499% | -0.096% | -0.00048% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 100.1068 | 100.0323 | 0.498% | -0.074% | -0.00037% |
| 912828B82 | 0.250% | Feb 29, 2016 | $32.09bn | $22.0m | $89.9m | $31.98bn | 100.1695 | 99.9701 | 0.498% | -0.074% | -0.00037% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0233 | 99.9489 | 0.498% | -0.074% | -0.00037% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.2308 | 100.4213 | 0.495% | -0.800% | -0.00396% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 104.3981 | 101.3641 | 0.488% | -1.948% | -0.00951% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.7583 | 100.8118 | 0.488% | -0.930% | -0.00454% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 101.1509 | 100.9998 | 0.488% | -0.149% | -0.00073% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.6720 | 101.5789 | 0.484% | -1.065% | -0.00516% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 112.6219 | 109.6815 | 0.484% | -1.002% | -0.00485% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.1909 | 100.0948 | 0.483% | -0.096% | -0.00046% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.3810 | 98.7731 | 0.480% | -0.612% | -0.00294% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.9959 | 99.5752 | 0.479% | -0.421% | -0.00202% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.0059 | 99.5014 | 0.479% | -0.504% | -0.00241% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6590 | 99.2602 | 0.477% | -0.400% | -0.00191% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 104.9812 | 103.0927 | 0.473% | -1.799% | -0.00852% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 104.9172 | 102.9870 | 0.473% | -1.840% | -0.00870% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.9832 | 100.7067 | 0.471% | -0.274% | -0.00129% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 104.4437 | 102.4206 | 0.471% | -1.937% | -0.00912% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.7901 | 100.5356 | 0.470% | -0.252% | -0.00119% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 104.2001 | 101.3234 | 0.470% | -1.801% | -0.00846% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5998 | 100.3766 | 0.469% | -0.222% | -0.00104% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.5639 | 100.4245 | 0.469% | -0.139% | -0.00065% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5404 | 100.0259 | 0.469% | -0.201% | -0.00094% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4801 | 100.3410 | 0.469% | -0.138% | -0.00065% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4279 | 100.2572 | 0.469% | -0.170% | -0.00080% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 103.8318 | 101.9240 | 0.468% | -1.837% | -0.00860% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.3268 | 100.2093 | 0.468% | -0.117% | -0.00055% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 111.0371 | 110.2334 | 0.466% | -0.724% | -0.00338% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 102.8609 | 100.9114 | 0.464% | -1.895% | -0.00879% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.2573 | 99.7840 | 0.463% | -0.472% | -0.00219% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.0635 | 100.2534 | 0.461% | -0.802% | -0.00370% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.8785 | 100.5711 | 0.455% | -0.305% | -0.00139% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.5076 | 100.7702 | 0.453% | -0.726% | -0.00329% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.4328 | 100.0652 | 0.453% | -0.117% | -0.00053% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.3592 | 100.2414 | 0.453% | -0.117% | -0.00053% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.2528 | 100.1664 | 0.452% | -0.086% | -0.00039% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 153.6447 | 142.3843 | 0.452% | -5.783% | -0.02614% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 100.0711 | 99.1603 | 0.452% | -0.535% | -0.00242% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 100.0349 | 99.8764 | 0.451% | -0.158% | -0.00071% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 102.6419 | 101.1210 | 0.446% | -1.482% | -0.00661% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 103.7579 | 101.9430 | 0.442% | -1.749% | -0.00774% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7740 | 100.4351 | 0.439% | -0.336% | -0.00148% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 104.3500 | 102.5456 | 0.439% | -1.729% | -0.00759% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 105.5218 | 103.7270 | 0.438% | -1.701% | -0.00744% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.2129 | 100.0639 | 0.436% | -0.149% | -0.00065% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.5302 | 105.3344 | 0.436% | -0.186% | -0.00081% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.2673 | 105.0715 | 0.433% | -0.186% | -0.00080% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.8653 | 102.5414 | 0.433% | -0.372% | -0.00161% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 105.2224 | 102.6678 | 0.428% | -1.418% | -0.00607% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 101.1680 | 100.7766 | 0.425% | -0.387% | -0.00164% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.9378 | 100.1300 | 0.424% | -0.367% | -0.00155% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7019 | 100.2380 | 0.423% | -0.461% | -0.00195% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6685 | 100.2987 | 0.423% | -0.367% | -0.00155% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 103.5806 | 103.1319 | 0.422% | -0.433% | -0.00183% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.3695 | 100.1991 | 0.421% | -0.170% | -0.00072% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 143.3610 | 135.1682 | 0.418% | -5.715% | -0.02388% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 104.3251 | 101.6359 | 0.417% | -1.619% | -0.00675% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 105.7102 | 103.9457 | 0.416% | -1.669% | -0.00695% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 107.9966 | 105.6765 | 0.412% | -0.875% | -0.00361% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 111.6216 | 102.9890 | 0.409% | -6.502% | -0.02662% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 104.2305 | 102.5824 | 0.407% | -1.581% | -0.00644% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 102.0382 | 99.9860 | 0.407% | -2.011% | -0.00818% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5972 | 100.1024 | 0.407% | -0.492% | -0.00200% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.8534 | 100.3365 | 0.392% | -0.512% | -0.00201% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.6710 | 104.5076 | 0.391% | -0.156% | -0.00061% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.9138 | 99.3465 | 0.390% | -0.568% | -0.00221% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 105.3427 | 105.2297 | 0.389% | -0.107% | -0.00042% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 109.5951 | 107.3950 | 0.386% | -0.411% | -0.00158% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.8728 | 104.2440 | 0.383% | -1.538% | -0.00589% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.6566 | 100.9817 | 0.382% | -0.664% | -0.00253% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 100.7730 | 99.3788 | 0.380% | -1.384% | -0.00526% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 103.8829 | 102.2867 | 0.379% | -1.536% | -0.00582% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 141.5212 | 133.2875 | 0.378% | -5.818% | -0.02199% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 105.4408 | 103.8288 | 0.376% | -0.106% | -0.00040% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3560 | 99.7987 | 0.375% | -0.555% | -0.00208% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.6443 | 102.5803 | 0.374% | -0.062% | -0.00023% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 103.7064 | 103.2881 | 0.373% | -0.403% | -0.00151% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 106.9286 | 106.6786 | 0.373% | -0.234% | -0.00087% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.7257 | 99.8223 | 0.371% | -0.897% | -0.00333% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.7610 | 102.2907 | 0.371% | -1.417% | -0.00525% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.2139 | 102.1611 | 0.370% | -0.052% | -0.00019% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.6671 | 98.2854 | 0.369% | -1.386% | -0.00512% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 105.5775 | 105.3914 | 0.367% | -0.176% | -0.00065% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 104.3930 | 104.2693 | 0.366% | -0.118% | -0.00043% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.8075 | 100.1325 | 0.366% | -0.970% | -0.00355% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.5519 | 104.0999 | 0.363% | -0.432% | -0.00157% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.2944 | 103.9156 | 0.363% | -0.363% | -0.00132% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.8201 | 99.4890 | 0.360% | -1.320% | -0.00476% |
| 912828QA1 | 2.250% | Mar 31, 2016 | $36.57bn | – | $14.55bn | $22.02bn | 103.0852 | 103.0395 | 0.353% | -0.044% | -0.00016% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 106.4095 | 104.6726 | 0.353% | -0.223% | -0.00079% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 101.4738 | 98.5361 | 0.352% | -2.094% | -0.00738% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 100.2236 | 99.7288 | 0.341% | -0.494% | -0.00169% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 119.8584 | 110.6295 | 0.341% | -6.396% | -0.02180% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 134.5819 | 124.7231 | 0.340% | -5.886% | -0.02003% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.7588 | 98.4708 | 0.340% | -1.291% | -0.00439% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.3008 | 98.0340 | 0.340% | -1.276% | -0.00434% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 133.3675 | 123.2179 | 0.338% | -6.204% | -0.02098% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.4990 | 106.2407 | 0.336% | -0.243% | -0.00082% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.7904 | 104.3900 | 0.331% | -0.382% | -0.00126% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.5148 | 105.1326 | 0.331% | -0.362% | -0.00120% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 145.1110 | 136.4182 | 0.331% | -5.990% | -0.01982% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 104.3118 | 102.8094 | 0.330% | -1.440% | -0.00475% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 144.8098 | 135.1240 | 0.327% | -5.135% | -0.01678% |
| 912828EW6 | 4.500% | Feb 15, 2016 | $21.84bn | – | $2.46bn | $19.38bn | 106.5285 | 104.2177 | 0.321% | -0.057% | -0.00018% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.4781 | 108.3046 | 0.308% | -0.160% | -0.00049% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 148.7164 | 141.2227 | 0.307% | -3.232% | -0.00993% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 100.6602 | 98.7255 | 0.303% | -1.301% | -0.00394% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.5622 | 98.3578 | 0.298% | -1.210% | -0.00360% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 142.7048 | 134.7619 | 0.297% | -5.566% | -0.01653% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 104.4213 | 104.3289 | 0.293% | -0.088% | -0.00026% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 110.5837 | 110.1312 | 0.287% | -0.409% | -0.00117% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.9069 | 105.4009 | 0.283% | -0.478% | -0.00135% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 145.9660 | 135.8115 | 0.282% | -5.415% | -0.01528% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 116.4047 | 108.8242 | 0.279% | -6.512% | -0.01818% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 109.2028 | 106.6083 | 0.275% | -0.144% | -0.00040% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 99.7926 | 98.5041 | 0.275% | -1.291% | -0.00355% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.4066 | 100.5129 | 0.272% | -0.881% | -0.00240% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 119.1820 | 111.5799 | 0.272% | -6.379% | -0.01733% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 112.5197 | 109.6968 | 0.271% | -0.398% | -0.00108% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.4777 | 104.3839 | 0.265% | -0.090% | -0.00024% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.3272 | 101.8785 | 0.259% | -1.402% | -0.00363% |
| 912828KT6 | 2.375% | Mar 31, 2016 | $25.14bn | – | $9.04bn | $16.10bn | 103.2843 | 103.1858 | 0.259% | -0.095% | -0.00025% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 110.4929 | 107.9729 | 0.258% | -0.188% | -0.00049% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.3895 | 104.8738 | 0.255% | -0.489% | -0.00125% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 107.2373 | 106.6772 | 0.253% | -0.522% | -0.00132% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 139.7087 | 132.1625 | 0.253% | -5.401% | -0.01365% |
| 912828QJ2 | 2.125% | Feb 29, 2016 | $36.92bn | – | $21.17bn | $15.75bn | 102.9411 | 101.8553 | 0.252% | -0.023% | -0.00006% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.3684 | 107.2336 | 0.249% | -0.126% | -0.00031% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 112.6087 | 109.8220 | 0.249% | -0.699% | -0.00174% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 125.9701 | 117.3325 | 0.246% | -5.468% | -0.01343% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.7094 | 98.0679 | 0.235% | -1.145% | -0.00269% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 105.0603 | 104.3690 | 0.231% | -0.658% | -0.00152% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.4884 | 110.3930 | 0.227% | -0.086% | -0.00020% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.7308 | 99.4838 | 0.225% | -1.238% | -0.00278% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.8486 | 97.6975 | 0.223% | -1.164% | -0.00259% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 106.9587 | 105.0462 | 0.220% | -0.503% | -0.00110% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 149.4617 | 145.4667 | 0.219% | -2.673% | -0.00587% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.6168 | 100.7538 | 0.218% | -0.849% | -0.00185% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.5879 | 103.5409 | 0.215% | -0.045% | -0.00010% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.8570 | 109.5489 | 0.211% | -0.281% | -0.00059% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 110.5644 | 109.9266 | 0.211% | -0.577% | -0.00122% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 144.1834 | 141.7709 | 0.206% | -1.673% | -0.00345% |
| 912828KS8 | 2.625% | Feb 29, 2016 | $23.18bn | – | $10.58bn | $12.60bn | 103.6865 | 102.3580 | 0.203% | -0.015% | -0.00003% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 157.5202 | 152.9099 | 0.203% | -2.927% | -0.00594% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 103.1732 | 102.3710 | 0.197% | -0.777% | -0.00153% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.2603 | 99.1593 | 0.189% | -1.098% | -0.00208% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 106.3066 | 105.6659 | 0.187% | -0.603% | -0.00112% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 141.0520 | 137.1143 | 0.184% | -2.792% | -0.00512% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 102.2651 | 101.1617 | 0.182% | -1.079% | -0.00196% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 114.1055 | 113.9669 | 0.181% | -0.122% | -0.00022% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 145.2568 | 138.8111 | 0.181% | -2.372% | -0.00430% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 105.2301 | 104.5690 | 0.179% | -0.628% | -0.00113% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.5599 | 98.4185 | 0.173% | -1.146% | -0.00198% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 144.0445 | 136.1739 | 0.171% | -5.464% | -0.00937% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 120.4095 | 120.1488 | 0.155% | -0.217% | -0.00034% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 100.9808 | 99.9213 | 0.155% | -1.049% | -0.00162% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.4812 | 103.7802 | 0.154% | -0.671% | -0.00103% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 153.7787 | 145.5404 | 0.154% | -5.357% | -0.00823% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 142.6267 | 132.7438 | 0.150% | -5.395% | -0.00811% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 144.9932 | 138.3217 | 0.149% | -2.705% | -0.00403% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 140.3730 | 134.3215 | 0.148% | -2.085% | -0.00309% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 142.7833 | 136.1238 | 0.137% | -2.826% | -0.00388% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 151.1060 | 147.4525 | 0.120% | -2.418% | -0.00290% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 155.4399 | 147.9413 | 0.119% | -2.854% | -0.00340% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 134.8067 | 129.4304 | 0.119% | -0.975% | -0.00116% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 135.4052 | 129.9302 | 0.118% | -0.766% | -0.00090% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 149.8635 | 139.4468 | 0.116% | -5.366% | -0.00625% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 144.0659 | 137.9251 | 0.114% | -1.226% | -0.00140% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 145.6858 | 139.3890 | 0.107% | -1.877% | -0.00201% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 154.6992 | 151.0919 | 0.101% | -2.332% | -0.00235% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 144.8064 | 138.5504 | 0.100% | -1.817% | -0.00182% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 153.3998 | 146.2329 | 0.094% | -2.594% | -0.00243% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 124.7802 | 119.9615 | 0.093% | -0.306% | -0.00029% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 153.1634 | 146.0349 | 0.093% | -2.410% | -0.00224% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 154.8553 | 147.7797 | 0.093% | -2.390% | -0.00222% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 158.7619 | 151.2847 | 0.092% | -2.308% | -0.00214% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 154.9222 | 147.7120 | 0.084% | -2.516% | -0.00212% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 131.8703 | 130.9102 | 0.068% | -0.728% | -0.00050% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 142.2419 | 140.1516 | 0.067% | -1.470% | -0.00098% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 141.5656 | 135.6701 | 0.067% | -1.383% | -0.00092% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 145.8067 | 139.5242 | 0.065% | -1.523% | -0.00098% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 139.7310 | 133.9147 | 0.062% | -1.121% | -0.00069% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 128.7101 | 128.1659 | 0.057% | -0.423% | -0.00024% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 146.9453 | 144.2225 | 0.055% | -1.853% | -0.00102% |
| 912810DV7 | 9.250% | Feb 15, 2016 | $7.25bn | $1.84bn | $2.41bn | $3.01bn | 113.6107 | 108.9770 | 0.053% | -0.008% | -0.00000% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 140.4720 | 138.8051 | 0.050% | -1.187% | -0.00059% |
| Total | $6.00tn | 100.000% | -1.59670% | ||||||||
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.