Rebalance of June 30, 2016
US Treasury Aggregate constituents
Every one of the 377 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
- 377
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.807640%
- Market value
- $10.70tn
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 Aggregate page, fetched separately.
These reconcile. The holdings below sum to +1.807640% against a published month return of +1.807640%, a difference of 3.8e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796HA0 | 0.000% | Aug 18, 2016 | $83.00bn | – | – | $83.00bn | 99.9320 | 99.9714 | 0.775% | +0.039% | +0.00031% |
| 912796GW3 | 0.000% | Jul 21, 2016 | $79.00bn | – | – | $79.00bn | 99.9660 | 99.9901 | 0.738% | +0.024% | +0.00018% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 105.3231 | 108.6439 | 0.650% | +3.153% | +0.02048% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 103.6977 | 107.0686 | 0.640% | +3.251% | +0.02079% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 103.6039 | 107.1311 | 0.639% | +3.404% | +0.02175% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 105.7717 | 109.0068 | 0.635% | +3.059% | +0.01943% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 102.5982 | 106.0214 | 0.633% | +3.337% | +0.02111% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 102.1504 | 105.4715 | 0.630% | +3.251% | +0.02048% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 101.9629 | 105.4090 | 0.629% | +3.380% | +0.02125% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.95bn | $63.00bn | 98.3839 | 101.8929 | 0.579% | +3.567% | +0.02066% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 107.5645 | 110.6637 | 0.578% | +2.881% | +0.01665% |
| 912796JF7 | 0.000% | Aug 11, 2016 | $61.00bn | – | – | $61.00bn | 99.9420 | 99.9790 | 0.570% | +0.037% | +0.00021% |
| 912796JG5 | 0.000% | Aug 25, 2016 | $61.00bn | – | – | $61.00bn | 99.9259 | 99.9689 | 0.570% | +0.043% | +0.00024% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | $5.0m | $269.0m | $60.73bn | 99.9392 | 100.3026 | 0.567% | +0.364% | +0.00206% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | $9.0m | $408.5m | $60.58bn | 99.9080 | 100.1779 | 0.566% | +0.270% | +0.00153% |
| 912796JD2 | 0.000% | Aug 4, 2016 | $58.00bn | – | – | $58.00bn | 99.9494 | 99.9796 | 0.542% | +0.030% | +0.00016% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 105.5900 | 107.4603 | 0.541% | +1.771% | +0.00959% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 99.8559 | 100.2509 | 0.530% | +0.396% | +0.00210% |
| 912796JC4 | 0.000% | Jul 28, 2016 | $56.00bn | – | – | $56.00bn | 99.9581 | 99.9868 | 0.523% | +0.029% | +0.00015% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 99.9715 | 100.3764 | 0.521% | +0.405% | +0.00211% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 99.9708 | 100.5319 | 0.514% | +0.561% | +0.00289% |
| 912796HZ5 | 0.000% | Jul 7, 2016 | $54.00bn | – | – | $54.00bn | 99.9794 | 99.9988 | 0.505% | +0.019% | +0.00010% |
| 912796JB6 | 0.000% | Jul 14, 2016 | $54.00bn | – | – | $54.00bn | 99.9756 | 99.9957 | 0.505% | +0.020% | +0.00010% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 108.3084 | 111.5038 | 0.504% | +2.950% | +0.01488% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 102.9004 | 105.5652 | 0.486% | +2.590% | +0.01259% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 104.3203 | 105.0195 | 0.485% | +0.670% | +0.00325% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 100.6433 | 103.4423 | 0.484% | +2.781% | +0.01345% |
| 912828C99 | 0.125% | Apr 15, 2019 | $50.00bn | – | $10.0m | $49.99bn | 103.1359 | 104.2097 | 0.482% | +1.041% | +0.00502% |
| 912828K33 | 0.125% | Apr 15, 2020 | $50.07bn | – | $65.8m | $50.00bn | 103.0065 | 104.4312 | 0.481% | +1.383% | +0.00666% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 123.7670 | 132.9789 | 0.480% | +7.443% | +0.03569% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 121.7843 | 130.8644 | 0.475% | +7.456% | +0.03542% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.2531 | 113.2706 | 0.474% | +1.813% | +0.00860% |
| 912796HE2 | 0.000% | Sep 15, 2016 | $50.00bn | – | – | $50.00bn | 99.9019 | 99.9551 | 0.467% | +0.053% | +0.00025% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 115.4997 | 124.2123 | 0.453% | +7.543% | +0.03417% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.8468 | 111.3956 | 0.450% | +1.410% | +0.00635% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.2017 | 101.9706 | 0.449% | +0.760% | +0.00341% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 110.9186 | 119.3949 | 0.435% | +7.642% | +0.03327% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 105.6467 | 106.0267 | 0.434% | +0.360% | +0.00156% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.6291 | 102.3764 | 0.434% | +0.735% | +0.00319% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 106.3286 | 109.3472 | 0.434% | +2.839% | +0.01231% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 107.5136 | 115.8832 | 0.422% | +7.785% | +0.03285% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 107.4511 | 115.8832 | 0.422% | +7.847% | +0.03310% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 107.4511 | 115.9144 | 0.422% | +7.876% | +0.03322% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 105.5326 | 113.8633 | 0.414% | +7.894% | +0.03270% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 105.2266 | 113.3047 | 0.408% | +7.677% | +0.03132% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 105.4889 | 107.7082 | 0.404% | +2.104% | +0.00850% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 104.4225 | 106.5558 | 0.400% | +2.043% | +0.00817% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | – | $42.67bn | 99.9725 | 101.8977 | 0.399% | +1.926% | +0.00768% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 104.3456 | 106.3792 | 0.396% | +1.949% | +0.00772% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 103.0546 | 105.1087 | 0.395% | +1.993% | +0.00787% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 102.8424 | 105.0679 | 0.394% | +2.164% | +0.00854% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 103.9997 | 106.1435 | 0.394% | +2.061% | +0.00812% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 121.9093 | 130.9269 | 0.392% | +7.397% | +0.02897% |
| 912828XL9 | 0.375% | Jul 15, 2025 | $41.00bn | – | – | $41.00bn | 101.6892 | 104.1258 | 0.390% | +2.396% | +0.00934% |
| 912828N71 | 0.625% | Jan 15, 2026 | $42.43bn | – | $2.62bn | $39.81bn | 103.8077 | 106.4285 | 0.386% | +2.525% | +0.00975% |
| 912828H45 | 0.250% | Jan 15, 2025 | $41.00bn | – | – | $41.00bn | 100.4149 | 102.7427 | 0.385% | +2.318% | +0.00892% |
| 912828N97 | 0.633% | Jan 31, 2018 | $41.27bn | – | $273.1m | $41.00bn | 100.2590 | 100.2920 | 0.384% | +0.033% | +0.00013% |
| 912828M23 | 0.527% | Oct 31, 2017 | $41.00bn | – | – | $41.00bn | 100.1230 | 100.1464 | 0.384% | +0.023% | +0.00009% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 105.8211 | 107.7212 | 0.384% | +1.796% | +0.00689% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 97.7036 | 105.5659 | 0.383% | +8.047% | +0.03086% |
| 912828H60 | 0.442% | Jan 31, 2017 | $41.00bn | – | – | $41.00bn | 100.0503 | 100.0852 | 0.383% | +0.035% | +0.00013% |
| 912828WV8 | 0.427% | Jul 31, 2016 | $41.01bn | – | $4.9m | $41.00bn | 100.0403 | 100.0645 | 0.383% | +0.024% | +0.00009% |
| 912828F70 | 0.410% | Oct 31, 2016 | $41.00bn | – | – | $41.00bn | 100.0382 | 100.0651 | 0.383% | +0.027% | +0.00010% |
| 912828K41 | 0.431% | Apr 30, 2017 | $41.05bn | – | $54.9m | $41.00bn | 100.0296 | 100.0820 | 0.383% | +0.052% | +0.00020% |
| 912828XN5 | 0.434% | Jul 31, 2017 | $41.00bn | – | – | $41.00bn | 100.0135 | 100.0728 | 0.383% | +0.059% | +0.00023% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $41.00bn | – | $4.9m | $41.00bn | 99.7410 | 101.9247 | 0.382% | +2.189% | +0.00837% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 107.6872 | 109.0873 | 0.367% | +1.300% | +0.00478% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 110.0668 | 111.9371 | 0.360% | +1.699% | +0.00612% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 97.6411 | 105.5972 | 0.356% | +8.148% | +0.02900% |
| 912796HQ5 | 0.000% | Nov 10, 2016 | $38.00bn | – | – | $38.00bn | 99.7963 | 99.9039 | 0.354% | +0.108% | +0.00038% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 115.6168 | 117.4626 | 0.346% | +1.597% | +0.00552% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.1154 | 107.8630 | 0.339% | +1.647% | +0.00559% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 102.4231 | 103.4110 | 0.335% | +1.819% | +0.00609% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 102.3589 | 103.5336 | 0.335% | +1.148% | +0.00384% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.2455 | 102.7544 | 0.334% | +1.292% | +0.00432% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 102.0982 | 103.2306 | 0.334% | +1.109% | +0.00370% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 101.9955 | 102.8169 | 0.334% | +1.602% | +0.00534% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.3705 | 102.6294 | 0.333% | +1.047% | +0.00349% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 101.8259 | 103.4911 | 0.333% | +1.635% | +0.00545% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 101.3179 | 102.5652 | 0.331% | +1.231% | +0.00408% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 101.1919 | 103.0439 | 0.331% | +1.830% | +0.00606% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.3166 | 102.3458 | 0.331% | +1.016% | +0.00336% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.1603 | 102.4395 | 0.331% | +1.265% | +0.00418% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 100.8791 | 102.4395 | 0.330% | +1.547% | +0.00510% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.8787 | 102.3346 | 0.330% | +1.443% | +0.00476% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 100.7329 | 102.2206 | 0.329% | +1.477% | +0.00487% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 100.6902 | 100.6889 | 0.329% | -0.001% | -0.00000% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 100.5883 | 102.1067 | 0.329% | +1.509% | +0.00497% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 100.5752 | 101.9595 | 0.329% | +1.376% | +0.00453% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 100.5662 | 102.2721 | 0.329% | +1.696% | +0.00558% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.5240 | 100.2211 | 0.329% | +0.134% | +0.00044% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 102.2321 | 103.3661 | 0.329% | +1.109% | +0.00364% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.4402 | 100.4280 | 0.329% | -0.012% | -0.00004% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 100.4296 | 102.3242 | 0.328% | +1.886% | +0.00620% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 100.3892 | 102.1269 | 0.328% | +1.731% | +0.00568% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.3256 | 100.4076 | 0.328% | +0.082% | +0.00027% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.2745 | 100.3872 | 0.328% | +0.112% | +0.00037% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2446 | 102.0129 | 0.328% | +1.764% | +0.00578% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.1586 | 100.2929 | 0.328% | +0.134% | +0.00044% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | – | $35.14bn | 99.7232 | 102.4814 | 0.327% | +2.766% | +0.00906% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.6892 | 100.1154 | 0.325% | +0.428% | +0.00139% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.9315 | 102.9085 | 0.324% | +0.958% | +0.00310% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.4495 | 100.6154 | 0.323% | +0.165% | +0.00053% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.2323 | 100.4599 | 0.322% | +0.227% | +0.00073% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 108.7554 | 110.3533 | 0.321% | +1.469% | +0.00472% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 100.1063 | 102.6138 | 0.319% | +2.505% | +0.00798% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 100.0258 | 101.9504 | 0.318% | +1.924% | +0.00612% |
| 912796HJ1 | 0.000% | Oct 13, 2016 | $34.00bn | – | – | $34.00bn | 99.8462 | 99.9387 | 0.317% | +0.093% | +0.00029% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.3774 | 100.5737 | 0.317% | +0.196% | +0.00062% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 99.5555 | 101.4705 | 0.316% | +1.924% | +0.00608% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.1281 | 101.0635 | 0.315% | +1.952% | +0.00615% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.1902 | 100.8347 | 0.315% | +0.643% | +0.00202% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.9117 | 102.0353 | 0.314% | +0.857% | +0.00269% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 106.1756 | 107.2741 | 0.311% | +1.035% | +0.00322% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.3152 | 100.2520 | 0.310% | +0.311% | +0.00096% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.4506 | 100.6264 | 0.309% | +0.175% | +0.00054% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.6916 | 102.6264 | 0.309% | +0.919% | +0.00284% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 111.2624 | 119.5512 | 0.306% | +7.450% | +0.02281% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | – | $32.63bn | 99.9711 | 100.6054 | 0.305% | +0.634% | +0.00193% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 116.8412 | 118.4339 | 0.304% | +1.363% | +0.00415% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 149.8146 | 153.0343 | 0.300% | +2.149% | +0.00645% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2682 | 100.2885 | 0.300% | +0.020% | +0.00006% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2462 | 100.2665 | 0.300% | +0.020% | +0.00006% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 108.3319 | 110.3991 | 0.299% | +1.908% | +0.00571% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.7649 | 101.5856 | 0.296% | +0.814% | +0.00241% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.7840 | 102.6889 | 0.293% | +0.889% | +0.00261% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 140.0470 | 149.3032 | 0.291% | +6.609% | +0.01926% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.3105 | 100.3818 | 0.291% | +0.071% | +0.00021% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 103.2442 | 105.5027 | 0.290% | +2.188% | +0.00635% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.5543 | 100.1365 | 0.289% | +0.585% | +0.00169% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.7976 | 102.8050 | 0.289% | +0.990% | +0.00286% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.1590 | 100.2520 | 0.288% | +0.467% | +0.00135% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.8238 | 100.1775 | 0.287% | +0.354% | +0.00102% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 104.7854 | 106.8771 | 0.284% | +1.996% | +0.00567% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 104.2057 | 105.4433 | 0.282% | +2.207% | +0.00623% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 104.0807 | 105.4745 | 0.282% | +2.360% | +0.00666% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 109.0968 | 110.2706 | 0.282% | +1.076% | +0.00303% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | – | $29.00bn | 103.9245 | 105.4745 | 0.282% | +2.514% | +0.00708% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3781 | 100.5337 | 0.281% | +0.155% | +0.00044% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3511 | 100.1523 | 0.281% | +0.113% | +0.00032% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 103.7350 | 105.9092 | 0.281% | +2.096% | +0.00589% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2686 | 100.4966 | 0.281% | +0.227% | +0.00064% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.1902 | 100.4076 | 0.281% | +0.217% | +0.00061% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | $1.0m | – | $30.00bn | 100.1525 | 100.3290 | 0.281% | +0.176% | +0.00049% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1115 | 100.1940 | 0.281% | +0.082% | +0.00023% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.0601 | 100.1736 | 0.281% | +0.113% | +0.00032% |
| 912796JH3 | 0.000% | Sep 1, 2016 | $30.00bn | – | – | $30.00bn | 99.9122 | 99.9633 | 0.280% | +0.051% | +0.00014% |
| 912796JK6 | 0.000% | Sep 8, 2016 | $30.00bn | – | – | $30.00bn | 99.9111 | 99.9592 | 0.280% | +0.048% | +0.00013% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 103.2554 | 105.3560 | 0.280% | +2.034% | +0.00569% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 102.9708 | 110.8512 | 0.279% | +7.653% | +0.02139% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 103.0766 | 105.5852 | 0.279% | +2.434% | +0.00680% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 102.8927 | 105.0557 | 0.279% | +2.102% | +0.00586% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | – | $29.00bn | 102.2555 | 104.8569 | 0.277% | +2.544% | +0.00705% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 102.1301 | 104.5954 | 0.277% | +2.414% | +0.00668% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 102.0364 | 104.2838 | 0.277% | +2.203% | +0.00609% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.6597 | 101.4809 | 0.276% | +0.816% | +0.00225% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 101.7864 | 104.1901 | 0.276% | +2.362% | +0.00651% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | – | $29.00bn | 101.6943 | 104.2534 | 0.276% | +2.516% | +0.00694% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 101.6610 | 103.9599 | 0.276% | +2.261% | +0.00623% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 101.4527 | 103.7836 | 0.275% | +2.298% | +0.00632% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 101.2772 | 103.6386 | 0.274% | +2.332% | +0.00640% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $527.9m | $29.00bn | 101.2428 | 103.8558 | 0.274% | +2.581% | +0.00708% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | – | $29.00bn | 101.1402 | 103.6586 | 0.274% | +2.490% | +0.00683% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.3984 | 102.1054 | 0.272% | +0.697% | +0.00190% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 100.3777 | 102.6576 | 0.272% | +2.271% | +0.00618% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.1988 | 100.2088 | 0.272% | +0.010% | +0.00003% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.1889 | 100.1984 | 0.272% | +0.009% | +0.00003% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.1654 | 100.4243 | 0.271% | +0.258% | +0.00070% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.0847 | 100.1882 | 0.271% | +0.103% | +0.00028% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.9701 | 100.0632 | 0.271% | +0.093% | +0.00025% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 106.9232 | 107.7914 | 0.270% | +0.812% | +0.00219% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 101.8397 | 103.6386 | 0.266% | +1.766% | +0.00470% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 104.2995 | 105.3183 | 0.264% | +1.996% | +0.00526% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 102.8180 | 104.8569 | 0.263% | +1.983% | +0.00522% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.5603 | 100.4133 | 0.263% | +0.289% | +0.00076% |
| 912828Q86 | 0.549% | Apr 30, 2018 | $31.99bn | – | $3.99bn | $28.00bn | 100.0455 | 100.1040 | 0.262% | +0.058% | +0.00015% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.0014 | 100.1048 | 0.262% | +0.103% | +0.00027% |
| 912796JL4 | 0.000% | Sep 22, 2016 | $28.00bn | – | – | $28.00bn | 99.8923 | 99.9440 | 0.261% | +0.052% | +0.00014% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 99.8601 | 102.5863 | 0.261% | +2.730% | +0.00713% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.38bn | $28.00bn | 99.4103 | 102.0326 | 0.260% | +2.638% | +0.00686% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 104.2269 | 106.1916 | 0.260% | +1.885% | +0.00490% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.67bn | $28.00bn | 99.1916 | 101.8770 | 0.260% | +2.707% | +0.00703% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 101.7863 | 102.1892 | 0.255% | +0.396% | +0.00101% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.8495 | 105.5853 | 0.254% | +1.671% | +0.00424% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 102.7036 | 102.8674 | 0.254% | +0.159% | +0.00040% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4620 | 100.8560 | 0.253% | +0.392% | +0.00099% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4567 | 100.7476 | 0.253% | +0.290% | +0.00073% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3510 | 100.7043 | 0.253% | +0.352% | +0.00089% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.2940 | 100.0954 | 0.253% | +0.114% | +0.00029% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.1749 | 100.5903 | 0.253% | +0.415% | +0.00105% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 142.8650 | 152.4440 | 0.253% | +6.705% | +0.01694% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 101.3342 | 101.4327 | 0.252% | +0.097% | +0.00024% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 101.6005 | 102.0346 | 0.249% | +0.427% | +0.00106% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 103.3179 | 105.2622 | 0.248% | +1.882% | +0.00467% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 104.4124 | 106.3468 | 0.247% | +1.853% | +0.00458% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.6391 | 100.6277 | 0.245% | +0.486% | +0.00119% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 104.0872 | 106.0124 | 0.244% | +1.850% | +0.00452% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | $2.0m | – | $26.00bn | 100.1377 | 100.1267 | 0.243% | +0.301% | +0.00073% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.1170 | 100.6887 | 0.243% | +0.571% | +0.00139% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1051 | 100.2400 | 0.243% | +0.135% | +0.00033% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.1029 | 100.5180 | 0.243% | +0.415% | +0.00101% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.0649 | 100.4804 | 0.243% | +0.415% | +0.00101% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.0639 | 100.5632 | 0.243% | +0.499% | +0.00121% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0220 | 100.3547 | 0.243% | +0.333% | +0.00081% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 100.0014 | 100.1984 | 0.243% | +0.197% | +0.00048% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 99.9284 | 100.1569 | 0.243% | +0.229% | +0.00056% |
| 912796JM2 | 0.000% | Sep 29, 2016 | $26.00bn | – | – | $26.00bn | 99.8824 | 99.9343 | 0.243% | +0.052% | +0.00013% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | $8.0m | $95.1m | $25.99bn | 99.8560 | 100.0842 | 0.243% | +0.229% | +0.00055% |
| 912796JU4 | 0.000% | Nov 17, 2016 | $26.00bn | – | – | $26.00bn | 99.7875 | 99.8989 | 0.242% | +0.112% | +0.00027% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 99.7840 | 100.4076 | 0.242% | +0.625% | +0.00152% |
| 912796JV2 | 0.000% | Nov 25, 2016 | $26.00bn | – | – | $26.00bn | 99.7726 | 99.8890 | 0.242% | +0.117% | +0.00028% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 101.1746 | 103.5673 | 0.242% | +2.365% | +0.00573% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 105.4959 | 106.4100 | 0.242% | +0.867% | +0.00210% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 134.3271 | 143.4338 | 0.235% | +6.779% | +0.01595% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.6805 | 100.6375 | 0.235% | +0.454% | +0.00107% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.8770 | 100.4385 | 0.234% | +0.562% | +0.00132% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.4670 | 106.1315 | 0.229% | +1.756% | +0.00402% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.4842 | 101.5037 | 0.229% | +0.697% | +0.00159% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 103.8396 | 111.6913 | 0.229% | +7.561% | +0.01730% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 100.4413 | 101.9602 | 0.228% | +1.512% | +0.00344% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.2334 | 101.4921 | 0.227% | +0.873% | +0.00198% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 101.1013 | 101.2017 | 0.227% | +0.099% | +0.00023% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.9257 | 101.0492 | 0.226% | +0.680% | +0.00154% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 100.7390 | 101.6442 | 0.226% | +0.899% | +0.00203% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.7140 | 101.5346 | 0.226% | +0.815% | +0.00184% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.5127 | 101.0326 | 0.225% | +0.517% | +0.00117% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 102.7867 | 104.6381 | 0.225% | +1.801% | +0.00406% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.4190 | 101.1576 | 0.225% | +0.736% | +0.00166% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3995 | 100.9810 | 0.225% | +0.579% | +0.00130% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 101.3207 | 101.4103 | 0.225% | +0.088% | +0.00020% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3630 | 100.8413 | 0.225% | +0.477% | +0.00107% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3057 | 101.0747 | 0.225% | +0.767% | +0.00172% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.2337 | 100.8777 | 0.225% | +0.643% | +0.00144% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2067 | 100.9038 | 0.225% | +0.696% | +0.00156% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 100.1495 | 101.1060 | 0.225% | +0.955% | +0.00215% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.8936 | 100.6841 | 0.224% | +0.791% | +0.00177% |
| 912796JN0 | 0.000% | Oct 6, 2016 | $24.00bn | – | – | $24.00bn | 99.8649 | 99.9374 | 0.224% | +0.073% | +0.00016% |
| 912796JQ3 | 0.000% | Oct 20, 2016 | $24.00bn | – | – | $24.00bn | 99.8304 | 99.9284 | 0.224% | +0.098% | +0.00022% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.0752 | 101.9907 | 0.224% | +0.906% | +0.00203% |
| 912796JR1 | 0.000% | Oct 27, 2016 | $24.00bn | – | – | $24.00bn | 99.8179 | 99.9273 | 0.224% | +0.110% | +0.00025% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.8151 | 100.4078 | 0.224% | +0.594% | +0.00133% |
| 912796JS9 | 0.000% | Nov 3, 2016 | $24.00bn | – | – | $24.00bn | 99.8050 | 99.9125 | 0.224% | +0.108% | +0.00024% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.6436 | 100.6528 | 0.223% | +1.013% | +0.00226% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.5404 | 100.5805 | 0.223% | +1.045% | +0.00233% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.5330 | 100.4698 | 0.223% | +0.941% | +0.00210% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 105.4351 | 106.0048 | 0.223% | +0.540% | +0.00121% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.4828 | 105.1789 | 0.222% | +1.639% | +0.00364% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.6291 | 101.1583 | 0.222% | +1.535% | +0.00341% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 101.7239 | 102.1276 | 0.220% | +0.397% | +0.00087% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.3162 | 102.2721 | 0.219% | +0.943% | +0.00206% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 101.4144 | 101.4402 | 0.217% | +0.025% | +0.00006% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 101.0859 | 102.4804 | 0.217% | +1.380% | +0.00300% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $23.03bn | – | $2.53bn | $20.50bn | 113.1270 | 119.6822 | 0.217% | +5.795% | +0.01256% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.27bn | $11.23bn | 205.4190 | 211.1763 | 0.216% | +2.803% | +0.00604% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 102.6755 | 102.8794 | 0.215% | +0.199% | +0.00043% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 102.8973 | 101.3838 | 0.215% | +0.108% | +0.00023% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 102.6398 | 102.9605 | 0.215% | +0.312% | +0.00067% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 139.6734 | 143.0583 | 0.214% | +2.423% | +0.00520% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 101.5580 | 101.5759 | 0.214% | +0.018% | +0.00004% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 102.0686 | 102.5343 | 0.213% | +0.456% | +0.00097% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 132.0713 | 141.1365 | 0.212% | +6.864% | +0.01455% |
| 912828R36 | 1.625% | May 15, 2026 | $28.20bn | – | $5.20bn | $23.00bn | 98.0438 | 101.5825 | 0.211% | +3.609% | +0.00761% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 100.7277 | 103.1741 | 0.210% | +2.429% | +0.00511% |
| 912810RL4 | 0.750% | Feb 15, 2045 | $23.00bn | – | – | $23.00bn | 96.6087 | 102.7809 | 0.208% | +6.389% | +0.01327% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 100.2854 | 101.0656 | 0.205% | +1.339% | +0.00275% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.2933 | 100.8029 | 0.205% | +0.508% | +0.00104% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.4715 | 100.7097 | 0.205% | +1.245% | +0.00255% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 102.5082 | 102.6590 | 0.204% | +0.147% | +0.00030% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 117.3021 | 118.7443 | 0.197% | +1.229% | +0.00243% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 103.1825 | 104.9090 | 0.196% | +1.673% | +0.00328% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 102.9258 | 101.9443 | 0.195% | +0.261% | +0.00051% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 102.4592 | 102.6827 | 0.194% | +0.218% | +0.00042% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 101.9763 | 102.2642 | 0.192% | +0.282% | +0.00054% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 126.0141 | 134.7084 | 0.191% | +6.900% | +0.01321% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 111.6374 | 119.8324 | 0.191% | +7.341% | +0.01401% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.07bn | $16.93bn | 120.1016 | 120.0636 | 0.190% | -0.032% | -0.00006% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 123.7586 | 132.4114 | 0.189% | +6.992% | +0.01318% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 137.7291 | 146.3187 | 0.187% | +6.237% | +0.01165% |
| 912796JE0 | 0.000% | Mar 2, 2017 | $20.00bn | – | – | $20.00bn | 99.5646 | 99.7346 | 0.186% | +0.171% | +0.00032% |
| 912796JJ9 | 0.000% | Mar 30, 2017 | $20.00bn | – | – | $20.00bn | 99.4866 | 99.6967 | 0.186% | +0.211% | +0.00039% |
| 912796JP5 | 0.000% | Apr 27, 2017 | $20.00bn | – | – | $20.00bn | 99.4116 | 99.6656 | 0.186% | +0.256% | +0.00047% |
| 912796JT7 | 0.000% | May 25, 2017 | $20.00bn | – | – | $20.00bn | 99.3319 | 99.6253 | 0.186% | +0.295% | +0.00055% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 134.6709 | 143.9338 | 0.185% | +6.878% | +0.01269% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 100.4721 | 101.8865 | 0.182% | +1.408% | +0.00256% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 143.3902 | 146.9719 | 0.180% | +2.498% | +0.00450% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.7944 | 101.0014 | 0.180% | +1.209% | +0.00217% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 138.7232 | 142.7102 | 0.179% | +2.874% | +0.00515% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 143.6738 | 150.6480 | 0.178% | +4.854% | +0.00865% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 102.0574 | 102.1532 | 0.174% | +0.094% | +0.00016% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.71bn | $13.92bn | 131.0117 | 134.6172 | 0.170% | +2.752% | +0.00469% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.70bn | $9.08bn | 200.8735 | 206.1485 | 0.170% | +2.626% | +0.00448% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.35bn | $17.78bn | 101.0087 | 106.8467 | 0.168% | +5.780% | +0.00970% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 134.2021 | 143.2463 | 0.168% | +6.739% | +0.01131% |
| 912796JA8 | 0.000% | Feb 2, 2017 | $18.00bn | – | – | $18.00bn | 99.6226 | 99.7830 | 0.168% | +0.161% | +0.00027% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 104.0934 | 103.2262 | 0.167% | +0.488% | +0.00081% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 121.8403 | 122.1311 | 0.167% | +0.239% | +0.00040% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 120.8594 | 122.1308 | 0.166% | +1.052% | +0.00174% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 99.8156 | 101.2828 | 0.165% | +1.470% | +0.00243% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 105.1338 | 105.5740 | 0.164% | +0.419% | +0.00069% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.5467 | 101.7537 | 0.164% | +0.881% | +0.00144% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 137.7603 | 146.8499 | 0.160% | +6.598% | +0.01056% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 108.2011 | 116.3832 | 0.156% | +7.562% | +0.01179% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.1319 | 103.8488 | 0.155% | +1.604% | +0.00249% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 102.3705 | 102.3973 | 0.155% | +0.026% | +0.00004% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 106.1463 | 106.4753 | 0.154% | +0.310% | +0.00048% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 118.6671 | 119.3827 | 0.153% | +0.603% | +0.00092% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 116.2170 | 117.0324 | 0.152% | +0.702% | +0.00107% |
| 912828Q60 | 0.125% | Apr 15, 2021 | $16.00bn | – | – | $16.00bn | 101.6211 | 103.3436 | 0.152% | +1.695% | +0.00258% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 110.8944 | 118.9929 | 0.152% | +7.303% | +0.01110% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 103.7548 | 104.2837 | 0.151% | +0.510% | +0.00077% |
| 912796HV4 | 0.000% | Jan 5, 2017 | $16.00bn | – | – | $16.00bn | 99.7262 | 99.8162 | 0.149% | +0.090% | +0.00013% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 104.0808 | 104.6602 | 0.148% | +0.557% | +0.00082% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 104.1408 | 104.3345 | 0.146% | +0.186% | +0.00027% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 121.0675 | 121.5666 | 0.146% | +0.412% | +0.00060% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 119.5022 | 120.5425 | 0.145% | +0.871% | +0.00126% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 108.0508 | 108.7555 | 0.144% | +0.652% | +0.00094% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 131.9776 | 140.8553 | 0.143% | +6.727% | +0.00965% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.9402 | 101.0842 | 0.141% | +1.145% | +0.00162% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 119.5601 | 128.0048 | 0.140% | +7.063% | +0.00990% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.9983 | 103.5065 | 0.137% | +0.669% | +0.00092% |
| 912810RS9 | 2.500% | May 15, 2046 | $18.39bn | – | $3.39bn | $15.00bn | 97.1155 | 105.1005 | 0.136% | +8.222% | +0.01119% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.6683 | 100.7716 | 0.135% | +1.107% | +0.00149% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.5149 | 101.7731 | 0.135% | +1.252% | +0.00169% |
| 912796HU6 | 0.000% | Dec 8, 2016 | $14.00bn | – | – | $14.00bn | 99.7666 | 99.8703 | 0.131% | +0.104% | +0.00014% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.9725 | 101.8352 | 0.130% | +0.854% | +0.00111% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 103.9450 | 104.4817 | 0.128% | +0.516% | +0.00066% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.19bn | $9.80bn | 138.7463 | 145.5015 | 0.127% | +4.869% | +0.00618% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 143.1892 | 148.5635 | 0.126% | +3.753% | +0.00473% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 106.0540 | 106.6824 | 0.122% | +0.593% | +0.00072% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 96.2570 | 101.9378 | 0.120% | +5.902% | +0.00709% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 103.7391 | 104.0122 | 0.120% | +0.263% | +0.00032% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 151.4762 | 158.2357 | 0.117% | +4.462% | +0.00524% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.0272 | 102.8261 | 0.117% | +0.783% | +0.00092% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 134.5883 | 137.1780 | 0.116% | +1.924% | +0.00223% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.2218 | 101.3140 | 0.114% | +1.090% | +0.00124% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 103.5095 | 104.0985 | 0.109% | +0.569% | +0.00062% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 101.5978 | 102.5958 | 0.109% | +0.982% | +0.00107% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 135.9613 | 141.6393 | 0.106% | +4.176% | +0.00443% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 102.9127 | 103.5762 | 0.106% | +0.645% | +0.00068% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.2328 | 100.8152 | 0.104% | +1.080% | +0.00113% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.8575 | 143.2270 | 0.104% | +3.147% | +0.00328% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.57bn | $7.60bn | 139.5431 | 146.1406 | 0.099% | +4.728% | +0.00469% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 103.4090 | 103.5829 | 0.099% | +0.168% | +0.00017% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 136.9266 | 146.1060 | 0.098% | +6.704% | +0.00657% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 100.7337 | 101.7418 | 0.093% | +1.001% | +0.00093% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 103.5979 | 104.3146 | 0.092% | +0.692% | +0.00064% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 145.6685 | 154.9198 | 0.087% | +6.351% | +0.00555% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 135.7236 | 144.7716 | 0.086% | +6.667% | +0.00573% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 139.6168 | 145.2576 | 0.086% | +4.040% | +0.00346% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 133.0872 | 136.4773 | 0.084% | +2.547% | +0.00215% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 107.9667 | 108.2425 | 0.084% | +0.255% | +0.00021% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 192.2192 | 198.7688 | 0.083% | +3.407% | +0.00281% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 137.7620 | 143.6010 | 0.078% | +4.238% | +0.00332% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 144.2690 | 149.1114 | 0.069% | +3.357% | +0.00231% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 149.2380 | 155.5553 | 0.069% | +4.233% | +0.00291% |
| 912810RR1 | 1.000% | Feb 15, 2046 | $9.35bn | – | $2.35bn | $7.00bn | 103.3718 | 109.8465 | 0.068% | +6.264% | +0.00424% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 142.0525 | 151.1003 | 0.066% | +6.369% | +0.00423% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 124.4821 | 125.8080 | 0.066% | +1.065% | +0.00070% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 123.6714 | 124.7466 | 0.065% | +0.869% | +0.00056% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 133.0096 | 135.0745 | 0.064% | +1.552% | +0.00099% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 137.2194 | 140.3692 | 0.061% | +2.295% | +0.00139% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 145.6590 | 149.7704 | 0.057% | +2.823% | +0.00161% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 135.8499 | 138.8850 | 0.056% | +2.234% | +0.00126% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 146.7177 | 152.0556 | 0.054% | +3.638% | +0.00195% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.5780 | 152.4468 | 0.053% | +3.299% | +0.00175% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 145.1147 | 149.4001 | 0.053% | +2.953% | +0.00156% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.5539 | 153.8073 | 0.052% | +2.844% | +0.00149% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 112.2964 | 112.6216 | 0.051% | +0.290% | +0.00015% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 147.9162 | 152.9935 | 0.048% | +3.433% | +0.00166% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 132.5003 | 134.9127 | 0.037% | +1.821% | +0.00068% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 119.9470 | 120.8995 | 0.037% | +0.794% | +0.00030% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 131.9087 | 134.0889 | 0.037% | +1.653% | +0.00062% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 135.8884 | 138.4330 | 0.036% | +1.873% | +0.00068% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 129.0299 | 130.6367 | 0.034% | +1.245% | +0.00043% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 137.4772 | 140.5676 | 0.031% | +2.248% | +0.00069% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 116.3903 | 117.1342 | 0.031% | +0.639% | +0.00020% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 129.2480 | 131.0238 | 0.027% | +1.374% | +0.00038% |
| Total | $10.26tn | 100.000% | +1.80764% | ||||||||
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.