Rebalance of July 29, 2016
US Treasury Aggregate constituents
Every one of the 376 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
- 376
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.190216%
- Market value
- $10.92tn
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 +0.190216% against a published month return of +0.190216%, a difference of 6.9e-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 | 99.9714 | 99.9900 | 0.760% | +0.019% | +0.00014% |
| 912796HE2 | 0.000% | Sep 15, 2016 | $81.00bn | – | – | $81.00bn | 99.9551 | 99.9720 | 0.741% | +0.017% | +0.00013% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 108.6439 | 108.7212 | 0.657% | +0.071% | +0.00047% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 107.1311 | 107.2894 | 0.647% | +0.148% | +0.00096% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 107.0686 | 107.1332 | 0.647% | +0.060% | +0.00039% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 109.0068 | 108.9986 | 0.642% | -0.007% | -0.00005% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 106.0214 | 106.1379 | 0.641% | +0.110% | +0.00070% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 105.4715 | 105.5793 | 0.637% | +0.102% | +0.00065% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 105.4090 | 105.5481 | 0.637% | +0.132% | +0.00084% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.95bn | $63.00bn | 101.8929 | 102.0938 | 0.588% | +0.197% | +0.00116% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 110.6637 | 110.6454 | 0.582% | -0.017% | -0.00010% |
| 912796JF7 | 0.000% | Aug 11, 2016 | $61.00bn | – | – | $61.00bn | 99.9790 | 99.9946 | 0.558% | +0.016% | +0.00009% |
| 912796JG5 | 0.000% | Aug 25, 2016 | $61.00bn | – | – | $61.00bn | 99.9689 | 99.9880 | 0.558% | +0.019% | +0.00011% |
| 912796JH3 | 0.000% | Sep 1, 2016 | $61.00bn | – | – | $61.00bn | 99.9633 | 99.9811 | 0.558% | +0.018% | +0.00010% |
| 912796JK6 | 0.000% | Sep 8, 2016 | $61.00bn | – | – | $61.00bn | 99.9592 | 99.9749 | 0.558% | +0.016% | +0.00009% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | $5.0m | $269.0m | $60.73bn | 100.3026 | 100.2928 | 0.558% | -0.010% | -0.00005% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | $9.0m | $408.5m | $60.58bn | 100.1779 | 100.1684 | 0.556% | -0.010% | -0.00005% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 107.4603 | 107.4001 | 0.540% | -0.056% | -0.00030% |
| 912796JL4 | 0.000% | Sep 22, 2016 | $59.00bn | – | – | $59.00bn | 99.9440 | 99.9633 | 0.540% | +0.019% | +0.00010% |
| 912796JD2 | 0.000% | Aug 4, 2016 | $58.00bn | – | – | $58.00bn | 99.9796 | 99.9978 | 0.531% | +0.018% | +0.00010% |
| 912796JM2 | 0.000% | Sep 29, 2016 | $57.00bn | – | – | $57.00bn | 99.9343 | 99.9621 | 0.522% | +0.028% | +0.00015% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 100.2509 | 100.2100 | 0.521% | -0.041% | -0.00021% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 100.3764 | 100.3458 | 0.512% | -0.030% | -0.00016% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 111.5038 | 111.4880 | 0.509% | -0.014% | -0.00007% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.5319 | 100.4701 | 0.507% | -0.061% | -0.00031% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 132.9789 | 134.6698 | 0.505% | +1.272% | +0.00642% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 130.8644 | 132.5168 | 0.500% | +1.263% | +0.00632% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 105.5652 | 105.5793 | 0.489% | +0.013% | +0.00007% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 103.4423 | 103.4334 | 0.487% | -0.009% | -0.00004% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 105.0195 | 104.8059 | 0.479% | -0.203% | -0.00097% |
| 912828K33 | 0.125% | Apr 15, 2020 | $50.07bn | – | $65.8m | $50.00bn | 104.4312 | 104.4479 | 0.478% | +0.016% | +0.00008% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 124.2123 | 125.9654 | 0.477% | +1.411% | +0.00674% |
| 912828C99 | 0.125% | Apr 15, 2019 | $50.00bn | – | $10.0m | $49.99bn | 104.2097 | 104.0976 | 0.477% | -0.108% | -0.00051% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 113.2706 | 113.2043 | 0.473% | -0.059% | -0.00028% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 119.3949 | 121.0673 | 0.459% | +1.401% | +0.00643% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 111.3956 | 111.2981 | 0.447% | -0.088% | -0.00039% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 115.9144 | 117.6046 | 0.446% | +1.458% | +0.00650% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 115.8832 | 117.5109 | 0.446% | +1.405% | +0.00626% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 115.8832 | 117.4796 | 0.446% | +1.378% | +0.00614% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.9706 | 101.9308 | 0.443% | -0.039% | -0.00017% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 113.8633 | 115.4832 | 0.438% | +1.423% | +0.00623% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 109.3472 | 109.3413 | 0.437% | -0.005% | -0.00002% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 113.3047 | 114.8906 | 0.430% | +1.400% | +0.00602% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 102.3764 | 102.3152 | 0.429% | -0.060% | -0.00026% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 106.0267 | 105.7728 | 0.427% | -0.240% | -0.00102% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 130.9269 | 132.5793 | 0.412% | +1.262% | +0.00520% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 105.5659 | 107.0913 | 0.406% | +1.445% | +0.00587% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 107.7082 | 108.0375 | 0.404% | +0.604% | +0.00244% |
| 912828R36 | 1.625% | May 15, 2026 | $48.20bn | – | $5.20bn | $43.00bn | 101.5825 | 101.7194 | 0.400% | +0.135% | +0.00054% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 106.5558 | 106.7616 | 0.400% | +0.374% | +0.00150% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 106.3792 | 106.5921 | 0.396% | +0.261% | +0.00103% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 105.0679 | 105.0489 | 0.395% | -0.018% | -0.00007% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 105.1087 | 105.4474 | 0.394% | +0.384% | +0.00151% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 106.1435 | 106.1370 | 0.394% | -0.006% | -0.00002% |
| 912828XL9 | 0.375% | Jul 15, 2025 | $41.00bn | – | – | $41.00bn | 104.1258 | 104.8008 | 0.391% | +0.830% | +0.00325% |
| 912828H45 | 0.250% | Jan 15, 2025 | $41.00bn | – | – | $41.00bn | 102.7427 | 103.4334 | 0.386% | +0.795% | +0.00307% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $41.00bn | – | $4.9m | $41.00bn | 101.9247 | 102.5374 | 0.383% | +0.663% | +0.00254% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 107.7212 | 107.9360 | 0.383% | +0.261% | +0.00100% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 105.5972 | 107.2163 | 0.377% | +1.533% | +0.00578% |
| 912828N97 | 0.541% | Jan 31, 2018 | $41.27bn | – | $273.1m | $41.00bn | 100.2920 | 100.2208 | 0.377% | +0.074% | +0.00028% |
| 912828M23 | 0.435% | Oct 31, 2017 | $41.00bn | – | – | $41.00bn | 100.1464 | 100.0999 | 0.376% | +0.071% | +0.00027% |
| 912828Q86 | 0.458% | Apr 30, 2018 | $44.99bn | – | $3.99bn | $41.00bn | 100.1040 | 100.1071 | 0.376% | +0.125% | +0.00047% |
| 912828H60 | 0.350% | Jan 31, 2017 | $41.00bn | – | – | $41.00bn | 100.0852 | 100.0311 | 0.376% | +0.042% | +0.00016% |
| 912828K41 | 0.340% | Apr 30, 2017 | $41.05bn | – | $54.9m | $41.00bn | 100.0820 | 100.0305 | 0.376% | +0.042% | +0.00016% |
| 912828XN5 | 0.343% | Jul 31, 2017 | $41.00bn | – | – | $41.00bn | 100.0728 | 100.0183 | 0.376% | +0.040% | +0.00015% |
| 912828F70 | 0.318% | Oct 31, 2016 | $41.00bn | – | – | $41.00bn | 100.0651 | 100.0124 | 0.376% | +0.035% | +0.00013% |
| 912796HU6 | 0.000% | Dec 8, 2016 | $40.00bn | – | – | $40.00bn | 99.8703 | 99.8937 | 0.366% | +0.023% | +0.00009% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.0873 | 108.9966 | 0.365% | -0.083% | -0.00030% |
| 912828N71 | 0.625% | Jan 15, 2026 | $42.43bn | – | $5.43bn | $37.00bn | 106.4285 | 106.7862 | 0.361% | +0.632% | +0.00228% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | – | $38.96bn | 100.5343 | 100.4728 | 0.359% | -0.061% | -0.00022% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 111.9371 | 111.8135 | 0.359% | +0.186% | +0.00067% |
| 912796HQ5 | 0.000% | Nov 10, 2016 | $38.00bn | – | – | $38.00bn | 99.9039 | 99.9307 | 0.348% | +0.027% | +0.00009% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 117.4626 | 116.9786 | 0.344% | +0.113% | +0.00039% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 107.8630 | 107.8365 | 0.338% | -0.025% | -0.00008% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 103.5336 | 103.4944 | 0.332% | -0.038% | -0.00013% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 103.4911 | 102.6607 | 0.332% | -0.017% | -0.00006% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 103.4110 | 103.3709 | 0.331% | -0.039% | -0.00013% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 103.2306 | 103.1800 | 0.331% | -0.049% | -0.00016% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 103.0439 | 102.9940 | 0.330% | -0.048% | -0.00016% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 102.8169 | 102.7976 | 0.330% | -0.019% | -0.00006% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.7544 | 102.7351 | 0.329% | -0.019% | -0.00006% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 102.5652 | 102.5041 | 0.329% | -0.060% | -0.00020% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 102.4395 | 102.4103 | 0.328% | -0.029% | -0.00009% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 102.4395 | 102.4416 | 0.328% | +0.002% | +0.00001% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 102.3346 | 102.2942 | 0.328% | -0.039% | -0.00013% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 102.3242 | 101.5975 | 0.328% | -0.038% | -0.00013% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 102.2721 | 102.2317 | 0.328% | -0.040% | -0.00013% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 102.2206 | 102.1808 | 0.328% | -0.039% | -0.00013% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 102.3458 | 102.3166 | 0.328% | -0.029% | -0.00009% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.6294 | 102.5788 | 0.327% | -0.049% | -0.00016% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 102.1269 | 102.1183 | 0.327% | -0.008% | -0.00003% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 102.1067 | 102.0662 | 0.327% | -0.040% | -0.00013% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 102.0129 | 101.9725 | 0.327% | -0.040% | -0.00013% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 101.9595 | 101.3159 | 0.327% | -0.018% | -0.00006% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 103.3661 | 102.4732 | 0.325% | -0.078% | -0.00025% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 119.5512 | 121.2236 | 0.322% | +1.399% | +0.00451% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.4280 | 100.4810 | 0.322% | +0.053% | +0.00017% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.4076 | 100.4611 | 0.322% | +0.053% | +0.00017% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.3872 | 100.4090 | 0.322% | +0.022% | +0.00007% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.2929 | 100.3045 | 0.321% | +0.012% | +0.00004% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.2211 | 100.2636 | 0.321% | +0.042% | +0.00014% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 102.9085 | 102.8586 | 0.320% | -0.048% | -0.00016% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 100.1154 | 100.1059 | 0.320% | -0.010% | -0.00003% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 102.6138 | 102.6569 | 0.320% | +0.042% | +0.00013% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.3533 | 110.3043 | 0.319% | -0.044% | -0.00014% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 101.9504 | 101.9100 | 0.317% | -0.040% | -0.00013% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 101.8977 | 101.8579 | 0.317% | -0.039% | -0.00012% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.6154 | 100.2524 | 0.317% | +0.074% | +0.00023% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.4599 | 100.4711 | 0.317% | +0.011% | +0.00004% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 101.4705 | 101.4201 | 0.316% | -0.050% | -0.00016% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 101.0635 | 101.0020 | 0.315% | -0.061% | -0.00019% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.5737 | 100.6474 | 0.311% | +0.073% | +0.00023% |
| 912796HJ1 | 0.000% | Oct 13, 2016 | $34.00bn | – | – | $34.00bn | 99.9387 | 99.9514 | 0.311% | +0.013% | +0.00004% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.8347 | 100.7631 | 0.310% | -0.071% | -0.00022% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.2741 | 107.2561 | 0.308% | -0.017% | -0.00005% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 102.0353 | 102.0367 | 0.308% | +0.001% | +0.00000% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 102.6264 | 102.5965 | 0.305% | -0.029% | -0.00009% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 149.3032 | 150.6659 | 0.304% | +0.913% | +0.00278% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.2520 | 100.2215 | 0.303% | -0.030% | -0.00009% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.6264 | 100.6798 | 0.303% | +0.053% | +0.00016% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 118.4339 | 117.7903 | 0.302% | +0.037% | +0.00011% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 153.0343 | 152.5158 | 0.300% | +0.648% | +0.00194% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 110.3991 | 110.3811 | 0.299% | -0.016% | -0.00005% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | – | $32.08bn | 100.5975 | 100.6196 | 0.296% | +0.022% | +0.00006% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 110.8512 | 112.3954 | 0.295% | +1.393% | +0.00411% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.2665 | 100.2885 | 0.294% | +0.022% | +0.00006% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.5856 | 101.5346 | 0.293% | -0.050% | -0.00015% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 105.5027 | 105.5793 | 0.291% | +0.073% | +0.00021% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 102.6889 | 101.9103 | 0.290% | -0.028% | -0.00008% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.8050 | 102.7857 | 0.286% | -0.019% | -0.00005% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 100.1365 | 100.0954 | 0.285% | -0.041% | -0.00012% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.3818 | 100.3930 | 0.285% | +0.011% | +0.00003% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 106.8771 | 105.7561 | 0.284% | +0.004% | +0.00001% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.2520 | 100.2215 | 0.283% | -0.030% | -0.00009% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.1775 | 99.9076 | 0.282% | -0.020% | -0.00006% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 105.9092 | 105.9016 | 0.281% | -0.007% | -0.00002% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 105.5852 | 104.6617 | 0.280% | +0.072% | +0.00020% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 105.4745 | 105.5285 | 0.280% | +0.051% | +0.00014% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | – | $29.00bn | 105.4745 | 105.5285 | 0.280% | +0.051% | +0.00014% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 105.4433 | 105.4660 | 0.280% | +0.022% | +0.00006% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 105.3560 | 105.3995 | 0.280% | +0.041% | +0.00012% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.2706 | 110.1731 | 0.279% | -0.088% | -0.00025% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 105.0557 | 105.0992 | 0.279% | +0.041% | +0.00012% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | – | $29.00bn | 104.8569 | 104.9013 | 0.278% | +0.042% | +0.00012% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 104.5954 | 104.6909 | 0.278% | +0.091% | +0.00025% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 104.2838 | 104.2864 | 0.277% | +0.002% | +0.00001% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | – | $29.00bn | 104.2534 | 104.3176 | 0.277% | +0.062% | +0.00017% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 104.1901 | 104.2864 | 0.277% | +0.092% | +0.00026% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5337 | 100.1909 | 0.276% | +0.032% | +0.00009% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4966 | 100.5082 | 0.276% | +0.012% | +0.00003% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 103.9599 | 104.0136 | 0.276% | +0.052% | +0.00014% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4076 | 100.4708 | 0.276% | +0.063% | +0.00017% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $527.9m | $29.00bn | 103.8558 | 103.0048 | 0.276% | +0.023% | +0.00006% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | $1.0m | – | $30.00bn | 100.3290 | 100.3822 | 0.276% | +0.053% | +0.00015% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 103.7836 | 103.8381 | 0.276% | +0.052% | +0.00014% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | – | $29.00bn | 103.6586 | 103.7131 | 0.275% | +0.053% | +0.00014% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1940 | 100.2469 | 0.275% | +0.053% | +0.00015% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 103.6386 | 103.6923 | 0.275% | +0.052% | +0.00014% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1736 | 100.2262 | 0.275% | +0.053% | +0.00014% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.1523 | 100.1740 | 0.275% | +0.022% | +0.00006% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | – | $29.79bn | 100.0329 | 99.9918 | 0.273% | -0.041% | -0.00011% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.4809 | 101.4617 | 0.273% | -0.019% | -0.00005% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 102.6576 | 101.9416 | 0.273% | +0.033% | +0.00009% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 102.1054 | 101.3787 | 0.269% | -0.038% | -0.00010% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 107.7914 | 107.7323 | 0.267% | -0.055% | -0.00015% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.4243 | 100.4355 | 0.267% | +0.011% | +0.00003% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.1984 | 100.2092 | 0.266% | +0.011% | +0.00003% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.1882 | 100.1993 | 0.266% | +0.011% | +0.00003% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 100.0632 | 100.1260 | 0.266% | +0.063% | +0.00017% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 103.6386 | 103.5985 | 0.265% | -0.039% | -0.00010% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 152.4440 | 153.9736 | 0.264% | +1.003% | +0.00265% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 104.8569 | 104.8075 | 0.263% | -0.047% | -0.00012% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 102.5863 | 102.5669 | 0.263% | -0.019% | -0.00005% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 102.4814 | 102.4628 | 0.263% | -0.018% | -0.00005% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.38bn | $28.00bn | 102.0326 | 102.0652 | 0.262% | +0.032% | +0.00008% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.67bn | $28.00bn | 101.8770 | 101.8791 | 0.261% | +0.002% | +0.00001% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 105.3183 | 105.2785 | 0.261% | -0.038% | -0.00010% |
| 912810RS9 | 2.500% | May 15, 2046 | $30.39bn | – | $3.39bn | $27.00bn | 105.1005 | 106.7799 | 0.260% | +1.598% | +0.00415% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 106.1916 | 106.1936 | 0.259% | +0.002% | +0.00000% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.4133 | 100.3936 | 0.257% | -0.020% | -0.00005% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.1048 | 100.1472 | 0.257% | +0.042% | +0.00011% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 105.5853 | 105.5455 | 0.253% | -0.038% | -0.00010% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.1892 | 102.1284 | 0.251% | -0.059% | -0.00015% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.8560 | 100.8152 | 0.249% | -0.040% | -0.00010% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7476 | 100.3217 | 0.249% | +0.011% | +0.00003% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7043 | 100.6851 | 0.249% | -0.019% | -0.00005% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 102.8674 | 101.3522 | 0.249% | +0.046% | +0.00011% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5903 | 100.5394 | 0.249% | -0.051% | -0.00013% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 105.2622 | 105.1807 | 0.248% | -0.077% | -0.00019% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.0954 | 100.1481 | 0.247% | +0.053% | +0.00013% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 101.4327 | 101.4772 | 0.247% | +0.044% | +0.00011% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 106.3468 | 106.3186 | 0.247% | -0.026% | -0.00007% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 143.4338 | 144.7398 | 0.246% | +0.911% | +0.00224% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.0346 | 102.0051 | 0.245% | -0.029% | -0.00007% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 106.0124 | 104.8495 | 0.244% | -0.095% | -0.00023% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 103.5673 | 103.6209 | 0.243% | +0.052% | +0.00013% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 111.6913 | 113.2380 | 0.241% | +1.385% | +0.00334% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.6887 | 100.6378 | 0.240% | -0.051% | -0.00012% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.6277 | 100.5870 | 0.240% | -0.041% | -0.00010% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 100.6054 | 100.5232 | 0.240% | -0.082% | -0.00020% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.5632 | 100.1583 | 0.239% | -0.030% | -0.00007% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5180 | 100.4980 | 0.239% | -0.020% | -0.00005% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.4804 | 100.4920 | 0.239% | +0.012% | +0.00003% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 106.4100 | 106.3942 | 0.239% | -0.015% | -0.00004% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 100.4076 | 100.3458 | 0.239% | -0.062% | -0.00015% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 100.3547 | 100.0329 | 0.239% | -0.009% | -0.00002% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.2400 | 100.0639 | 0.239% | +0.074% | +0.00018% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 100.1984 | 100.2405 | 0.239% | +0.042% | +0.00010% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1569 | 100.1680 | 0.238% | +0.011% | +0.00003% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | $2.0m | – | $26.00bn | 100.1267 | 100.0856 | 0.238% | -0.041% | -0.00010% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | $8.0m | $95.1m | $25.99bn | 100.0842 | 100.0951 | 0.238% | +0.011% | +0.00003% |
| 912796JU4 | 0.000% | Nov 17, 2016 | $26.00bn | – | – | $26.00bn | 99.8989 | 99.9198 | 0.238% | +0.021% | +0.00005% |
| 912796JV2 | 0.000% | Nov 25, 2016 | $26.00bn | – | – | $26.00bn | 99.8890 | 99.9141 | 0.238% | +0.025% | +0.00006% |
| 912796JW0 | 0.000% | Dec 1, 2016 | $26.00bn | – | – | $26.00bn | 99.8759 | 99.9028 | 0.238% | +0.027% | +0.00006% |
| 912796JY6 | 0.000% | Dec 15, 2016 | $26.00bn | – | – | $26.00bn | 99.8693 | 99.8919 | 0.238% | +0.023% | +0.00005% |
| 912796JZ3 | 0.000% | Dec 22, 2016 | $26.00bn | – | – | $26.00bn | 99.8590 | 99.8783 | 0.238% | +0.019% | +0.00005% |
| 912796KA6 | 0.000% | Dec 29, 2016 | $26.00bn | – | – | $26.00bn | 99.8231 | 99.8555 | 0.238% | +0.033% | +0.00008% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.4385 | 100.3770 | 0.231% | -0.061% | -0.00014% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.6375 | 100.6284 | 0.230% | -0.009% | -0.00002% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 101.9602 | 101.9204 | 0.226% | -0.039% | -0.00009% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 106.1315 | 106.1128 | 0.226% | -0.018% | -0.00004% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 104.6381 | 104.5888 | 0.225% | -0.047% | -0.00011% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $23.03bn | – | $2.53bn | $20.50bn | 119.6822 | 123.5437 | 0.225% | +3.226% | +0.00725% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.5037 | 101.4321 | 0.224% | -0.071% | -0.00016% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 101.6442 | 101.0207 | 0.223% | -0.060% | -0.00013% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 101.5346 | 101.4837 | 0.223% | -0.050% | -0.00011% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.4921 | 101.4418 | 0.223% | -0.050% | -0.00011% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 101.2017 | 101.2783 | 0.222% | +0.076% | +0.00017% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 101.1576 | 101.0865 | 0.222% | -0.070% | -0.00016% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 101.1060 | 101.0652 | 0.222% | -0.040% | -0.00009% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 101.0747 | 101.0340 | 0.222% | -0.040% | -0.00009% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 101.0492 | 100.9882 | 0.222% | -0.060% | -0.00013% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 101.0326 | 100.9928 | 0.222% | -0.039% | -0.00009% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 141.1365 | 142.5571 | 0.222% | +1.006% | +0.00223% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.9810 | 100.9090 | 0.222% | -0.071% | -0.00016% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.9038 | 100.4154 | 0.222% | -0.050% | -0.00011% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.8777 | 100.8057 | 0.222% | -0.071% | -0.00016% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8413 | 100.3842 | 0.222% | -0.020% | -0.00004% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.9907 | 101.3159 | 0.221% | -0.049% | -0.00011% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 100.6841 | 100.6644 | 0.221% | -0.020% | -0.00004% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 105.1789 | 104.1304 | 0.221% | -0.046% | -0.00010% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 100.6528 | 100.6019 | 0.221% | -0.051% | -0.00011% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 100.5805 | 100.5292 | 0.221% | -0.051% | -0.00011% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 100.5070 | 100.4249 | 0.221% | -0.082% | -0.00018% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 100.4698 | 100.4087 | 0.221% | -0.061% | -0.00013% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 101.4103 | 101.4457 | 0.221% | +0.035% | +0.00008% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 101.1583 | 101.0968 | 0.221% | -0.061% | -0.00013% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4078 | 100.3463 | 0.221% | -0.061% | -0.00014% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 106.0048 | 105.9591 | 0.220% | -0.043% | -0.00009% |
| 912796JN0 | 0.000% | Oct 6, 2016 | $24.00bn | – | – | $24.00bn | 99.9374 | 99.9559 | 0.220% | +0.019% | +0.00004% |
| 912796JQ3 | 0.000% | Oct 20, 2016 | $24.00bn | – | – | $24.00bn | 99.9284 | 99.9424 | 0.220% | +0.014% | +0.00003% |
| 912796JR1 | 0.000% | Oct 27, 2016 | $24.00bn | – | – | $24.00bn | 99.9273 | 99.9400 | 0.220% | +0.013% | +0.00003% |
| 912796JS9 | 0.000% | Nov 3, 2016 | $24.00bn | – | – | $24.00bn | 99.9125 | 99.9326 | 0.220% | +0.020% | +0.00004% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.27bn | $11.23bn | 211.1763 | 213.3384 | 0.217% | +1.024% | +0.00222% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.1276 | 102.0676 | 0.217% | -0.059% | -0.00013% |
| 912810RL4 | 0.750% | Feb 15, 2045 | $23.00bn | – | – | $23.00bn | 102.7809 | 106.3573 | 0.216% | +3.480% | +0.00753% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 102.2721 | 102.2317 | 0.216% | -0.040% | -0.00009% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 102.4804 | 101.7225 | 0.216% | -0.069% | -0.00015% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 143.0583 | 142.8964 | 0.215% | +0.731% | +0.00157% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 101.4402 | 101.4742 | 0.213% | +0.033% | +0.00007% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 102.8794 | 102.9047 | 0.211% | +0.025% | +0.00005% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 103.1741 | 103.2188 | 0.211% | +0.043% | +0.00009% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 102.9605 | 101.7565 | 0.211% | -0.016% | -0.00003% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 102.5343 | 102.5061 | 0.210% | -0.027% | -0.00006% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 101.3838 | 101.4389 | 0.208% | +0.054% | +0.00011% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 100.7097 | 100.7006 | 0.203% | -0.009% | -0.00002% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 101.0656 | 101.0041 | 0.203% | -0.061% | -0.00012% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.8029 | 100.3461 | 0.202% | -0.019% | -0.00004% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 119.8324 | 121.3798 | 0.201% | +1.291% | +0.00259% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 134.7084 | 136.1010 | 0.201% | +1.034% | +0.00207% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 102.6590 | 102.7242 | 0.200% | +0.064% | +0.00013% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 132.4114 | 133.8870 | 0.198% | +1.114% | +0.00220% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 118.7443 | 118.0349 | 0.196% | +0.044% | +0.00009% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 104.9090 | 104.8596 | 0.195% | -0.047% | -0.00009% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 146.3187 | 147.0457 | 0.194% | +0.497% | +0.00097% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 143.9338 | 145.4273 | 0.193% | +1.038% | +0.00201% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 102.6827 | 102.6960 | 0.191% | +0.013% | +0.00002% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 101.9443 | 101.9361 | 0.190% | -0.008% | -0.00002% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 102.2642 | 102.2783 | 0.189% | +0.014% | +0.00003% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 150.6480 | 151.2620 | 0.183% | +0.408% | +0.00075% |
| 912796JE0 | 0.000% | Mar 2, 2017 | $20.00bn | – | – | $20.00bn | 99.7346 | 99.7540 | 0.183% | +0.019% | +0.00004% |
| 912796JJ9 | 0.000% | Mar 30, 2017 | $20.00bn | – | – | $20.00bn | 99.6967 | 99.7289 | 0.183% | +0.032% | +0.00006% |
| 912796JP5 | 0.000% | Apr 27, 2017 | $20.00bn | – | – | $20.00bn | 99.6656 | 99.6827 | 0.183% | +0.017% | +0.00003% |
| 912796JT7 | 0.000% | May 25, 2017 | $20.00bn | – | – | $20.00bn | 99.6253 | 99.6333 | 0.182% | +0.008% | +0.00001% |
| 912796JX8 | 0.000% | Jun 22, 2017 | $20.00bn | – | – | $20.00bn | 99.5637 | 99.5900 | 0.182% | +0.026% | +0.00005% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 146.9719 | 146.8430 | 0.181% | +0.873% | +0.00158% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 101.8865 | 101.8043 | 0.181% | -0.081% | -0.00015% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 142.7102 | 142.8290 | 0.181% | +1.061% | +0.00192% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 101.0014 | 100.9298 | 0.178% | -0.071% | -0.00013% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 143.2463 | 144.5523 | 0.176% | +0.912% | +0.00160% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.35bn | $17.78bn | 106.8467 | 110.3739 | 0.174% | +3.301% | +0.00574% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.71bn | $13.92bn | 134.6172 | 134.9768 | 0.172% | +1.011% | +0.00173% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.70bn | $9.08bn | 206.1485 | 208.0947 | 0.171% | +0.944% | +0.00162% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 102.1532 | 102.1990 | 0.171% | +0.045% | +0.00008% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 146.8499 | 148.0144 | 0.167% | +0.793% | +0.00133% |
| 912796JA8 | 0.000% | Feb 2, 2017 | $18.00bn | – | – | $18.00bn | 99.7830 | 99.8016 | 0.164% | +0.019% | +0.00003% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 116.3832 | 117.9484 | 0.164% | +1.345% | +0.00221% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 101.2828 | 101.2531 | 0.164% | -0.029% | -0.00005% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 122.1308 | 120.9752 | 0.164% | -0.084% | -0.00014% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 122.1311 | 120.4822 | 0.164% | -0.194% | -0.00032% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 103.2262 | 103.1766 | 0.162% | -0.048% | -0.00008% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 105.5740 | 105.5571 | 0.161% | -0.016% | -0.00003% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.7537 | 101.6821 | 0.161% | -0.070% | -0.00011% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 118.9929 | 120.4749 | 0.160% | +1.245% | +0.00199% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.8488 | 103.7880 | 0.153% | -0.059% | -0.00009% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 102.3973 | 102.4063 | 0.152% | +0.009% | +0.00001% |
| 912828Q60 | 0.125% | Apr 15, 2021 | $16.00bn | – | – | $16.00bn | 103.3436 | 103.4557 | 0.151% | +0.108% | +0.00016% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 106.4753 | 106.4423 | 0.151% | -0.031% | -0.00005% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 119.3827 | 118.2317 | 0.151% | -0.185% | -0.00028% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 140.8553 | 142.0571 | 0.150% | +0.853% | +0.00128% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 117.0324 | 115.9645 | 0.150% | -0.259% | -0.00039% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 104.2837 | 102.9446 | 0.149% | -0.025% | -0.00004% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 128.0048 | 129.1779 | 0.147% | +0.916% | +0.00135% |
| 912796HV4 | 0.000% | Jan 5, 2017 | $16.00bn | – | – | $16.00bn | 99.8162 | 99.8533 | 0.146% | +0.037% | +0.00005% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 104.6602 | 104.6224 | 0.146% | -0.036% | -0.00005% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 121.5666 | 119.6356 | 0.144% | -0.340% | -0.00049% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 104.3345 | 104.3846 | 0.144% | +0.048% | +0.00007% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 120.5425 | 119.2734 | 0.143% | -0.069% | -0.00010% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 108.7555 | 108.6899 | 0.142% | -0.060% | -0.00009% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 101.0842 | 101.0435 | 0.140% | -0.040% | -0.00006% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.5065 | 103.4253 | 0.134% | -0.078% | -0.00011% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 101.7731 | 101.6909 | 0.134% | -0.081% | -0.00011% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 100.7716 | 100.2836 | 0.134% | -0.050% | -0.00007% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.19bn | $9.80bn | 145.5015 | 149.4808 | 0.130% | +2.735% | +0.00357% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 101.8352 | 101.7642 | 0.129% | -0.070% | -0.00009% |
| 912810RR1 | 1.000% | Feb 15, 2046 | $15.08bn | – | $2.35bn | $12.73bn | 109.8465 | 113.6434 | 0.128% | +3.457% | +0.00443% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 148.5635 | 148.7982 | 0.128% | +0.158% | +0.00020% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 104.4817 | 104.4633 | 0.126% | -0.018% | -0.00002% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 101.9378 | 105.6088 | 0.125% | +3.601% | +0.00449% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 158.2357 | 158.7622 | 0.120% | +0.333% | +0.00040% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 106.6824 | 106.6338 | 0.120% | -0.046% | -0.00005% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 104.0122 | 104.0476 | 0.118% | +0.034% | +0.00004% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.8261 | 102.7860 | 0.116% | -0.039% | -0.00005% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 137.1780 | 137.1957 | 0.116% | +0.013% | +0.00001% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 101.3140 | 101.2218 | 0.113% | -0.091% | -0.00010% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 141.6393 | 141.9565 | 0.108% | +0.224% | +0.00024% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 102.5958 | 102.5353 | 0.108% | -0.059% | -0.00006% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.0985 | 104.0696 | 0.108% | -0.028% | -0.00003% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 143.2270 | 143.4567 | 0.105% | +0.160% | +0.00017% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 103.5762 | 103.4961 | 0.104% | -0.077% | -0.00008% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.8152 | 100.7745 | 0.103% | -0.040% | -0.00004% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 146.1060 | 147.2976 | 0.102% | +0.816% | +0.00084% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.57bn | $7.60bn | 146.1406 | 150.0992 | 0.102% | +2.709% | +0.00276% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 103.5829 | 103.5584 | 0.097% | -0.024% | -0.00002% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 101.7418 | 101.6909 | 0.092% | -0.050% | -0.00005% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 154.9198 | 155.8723 | 0.091% | +0.615% | +0.00056% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 104.3146 | 103.1311 | 0.091% | -0.056% | -0.00005% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 144.7716 | 145.8630 | 0.090% | +0.754% | +0.00068% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 145.2576 | 145.5697 | 0.087% | +0.215% | +0.00019% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 136.4773 | 136.4159 | 0.085% | -0.045% | -0.00004% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 198.7688 | 201.0649 | 0.084% | +1.155% | +0.00097% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 108.2425 | 108.2609 | 0.082% | +0.017% | +0.00001% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 143.6010 | 143.8918 | 0.080% | +0.203% | +0.00016% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 155.5553 | 155.9519 | 0.070% | +0.255% | +0.00018% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 149.1114 | 149.3777 | 0.070% | +0.179% | +0.00012% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 151.1003 | 152.0361 | 0.069% | +0.619% | +0.00043% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 125.8080 | 125.7813 | 0.065% | -0.021% | -0.00001% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 124.7466 | 124.6899 | 0.064% | -0.045% | -0.00003% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 135.0745 | 135.0385 | 0.063% | -0.027% | -0.00002% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 140.3692 | 140.3822 | 0.061% | +0.009% | +0.00001% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.7704 | 149.9022 | 0.057% | +0.088% | +0.00005% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 138.8850 | 138.9087 | 0.056% | +0.017% | +0.00001% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 152.0556 | 152.2861 | 0.054% | +0.152% | +0.00008% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 152.4468 | 152.8341 | 0.054% | +0.254% | +0.00014% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 149.4001 | 149.5793 | 0.053% | +0.120% | +0.00006% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 153.8073 | 153.9567 | 0.053% | +0.097% | +0.00005% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 112.6216 | 112.6587 | 0.050% | +0.033% | +0.00002% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 152.9935 | 153.2452 | 0.049% | +0.165% | +0.00008% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 134.9127 | 134.9096 | 0.037% | -0.002% | -0.00000% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 134.0889 | 134.0721 | 0.037% | -0.013% | -0.00000% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 120.8995 | 120.8764 | 0.037% | -0.019% | -0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 138.4330 | 138.3750 | 0.036% | -0.042% | -0.00002% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 130.6367 | 130.6106 | 0.034% | -0.020% | -0.00001% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 140.5676 | 140.6162 | 0.031% | +0.035% | +0.00001% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 117.1342 | 116.9966 | 0.030% | -0.117% | -0.00004% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 131.0238 | 131.0109 | 0.027% | -0.010% | -0.00000% |
| Total | $10.29tn | 100.000% | +0.19022% | ||||||||
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.