Rebalance of November 30, 2016
US Treasury Aggregate constituents
Every one of the 375 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
- 375
- Weights sum to
- 100.0000%
- Contributions sum to
- -2.018742%
- Market value
- $11.04tn
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 -2.018742% against a published month return of -2.018742%, a difference of 9.2e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912796HV4 | 0.000% | Jan 5, 2017 | $87.00bn | – | – | $87.00bn | 99.9542 | 99.9700 | 0.787% | +0.016% | +0.00012% |
| 912796HU6 | 0.000% | Dec 8, 2016 | $80.00bn | – | – | $80.00bn | 99.9810 | 99.9971 | 0.724% | +0.016% | +0.00012% |
| 912796KC2 | 0.000% | Jan 12, 2017 | $74.00bn | – | – | $74.00bn | 99.9513 | 99.9618 | 0.670% | +0.010% | +0.00007% |
| 912796KD0 | 0.000% | Jan 19, 2017 | $74.00bn | – | – | $74.00bn | 99.9422 | 99.9542 | 0.670% | +0.012% | +0.00008% |
| 912796KE8 | 0.000% | Jan 26, 2017 | $74.00bn | – | – | $74.00bn | 99.9299 | 99.9414 | 0.670% | +0.012% | +0.00008% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 105.4721 | 101.3220 | 0.630% | -3.935% | -0.02480% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 105.0394 | 99.6307 | 0.628% | -4.078% | -0.02560% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 104.7894 | 99.0369 | 0.626% | -4.416% | -0.02765% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 107.0924 | 101.7980 | 0.623% | -3.777% | -0.02354% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 103.8254 | 98.3127 | 0.620% | -4.286% | -0.02659% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 102.3614 | 98.0245 | 0.612% | -4.237% | -0.02592% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 102.1739 | 97.6495 | 0.611% | -4.428% | -0.02704% |
| 912796JY6 | 0.000% | Dec 15, 2016 | $66.00bn | – | – | $66.00bn | 99.9775 | 99.9938 | 0.597% | +0.016% | +0.00010% |
| 912796JZ3 | 0.000% | Dec 22, 2016 | $66.00bn | – | – | $66.00bn | 99.9653 | 99.9847 | 0.597% | +0.019% | +0.00012% |
| 912796KA6 | 0.000% | Dec 29, 2016 | $66.00bn | – | – | $66.00bn | 99.9590 | 99.9710 | 0.597% | +0.012% | +0.00007% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 108.8016 | 103.6215 | 0.566% | -3.497% | -0.01981% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.50bn | $63.00bn | 99.0007 | 93.5093 | 0.565% | -4.726% | -0.02669% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.95bn | $63.00bn | 98.7194 | 94.1019 | 0.563% | -4.677% | -0.02634% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.36bn | $63.00bn | 97.3492 | 92.5965 | 0.555% | -4.882% | -0.02711% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | $5.0m | $269.0m | $60.73bn | 100.0758 | 100.0651 | 0.550% | -0.011% | -0.00006% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | $9.0m | $408.5m | $60.58bn | 100.2630 | 100.0017 | 0.550% | +0.051% | +0.00028% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.7126 | 103.6160 | 0.530% | -1.672% | -0.00886% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 99.9924 | 99.9502 | 0.514% | -0.042% | -0.00022% |
| 912796JJ9 | 0.000% | Mar 30, 2017 | $56.00bn | – | – | $56.00bn | 99.8375 | 99.8367 | 0.506% | -0.001% | -0.00000% |
| 912796JP5 | 0.000% | Apr 27, 2017 | $56.00bn | – | – | $56.00bn | 99.7627 | 99.7739 | 0.506% | +0.011% | +0.00006% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 100.0646 | 99.9705 | 0.505% | -0.094% | -0.00047% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.0660 | 99.9094 | 0.499% | -0.156% | -0.00078% |
| 912796JE0 | 0.000% | Mar 2, 2017 | $54.00bn | – | – | $54.00bn | 99.8848 | 99.8773 | 0.488% | -0.007% | -0.00004% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 108.2079 | 104.3071 | 0.488% | -3.605% | -0.01760% |
| 912828K33 | 0.125% | Apr 15, 2020 | $50.07bn | – | $65.8m | $50.00bn | 104.8141 | 103.9490 | 0.475% | -0.825% | -0.00392% |
| 912828UX6 | 0.125% | Apr 15, 2018 | $50.00bn | – | $213.0m | $49.79bn | 105.2394 | 105.1115 | 0.474% | -0.122% | -0.00058% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 101.8709 | 97.6086 | 0.474% | -3.325% | -0.01577% |
| 912828C99 | 0.125% | Apr 15, 2019 | $50.00bn | – | $10.0m | $49.99bn | 104.4628 | 104.0162 | 0.473% | -0.428% | -0.00202% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 125.9198 | 113.5720 | 0.473% | -8.317% | -0.03932% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 103.1114 | 99.8995 | 0.472% | -3.115% | -0.01471% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 122.2371 | 111.9701 | 0.462% | -8.399% | -0.03880% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 110.6121 | 108.6576 | 0.457% | -1.767% | -0.00807% |
| 912796JA8 | 0.000% | Feb 2, 2017 | $50.00bn | – | – | $50.00bn | 99.9164 | 99.9236 | 0.452% | +0.007% | +0.00003% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 117.8404 | 106.1492 | 0.448% | -8.489% | -0.03802% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.0584 | 100.7030 | 0.434% | -0.352% | -0.00153% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.0183 | 107.7201 | 0.433% | -1.191% | -0.00515% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 111.8186 | 102.1046 | 0.425% | -8.687% | -0.03694% |
| 912828SQ4 | 0.125% | Apr 15, 2017 | $44.43bn | – | $429.9m | $44.00bn | 106.2780 | 106.2787 | 0.423% | +0.001% | +0.00000% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 106.3111 | 102.6712 | 0.420% | -3.424% | -0.01439% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.4132 | 101.0687 | 0.420% | -0.340% | -0.00143% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 109.9171 | 98.8513 | 0.418% | -8.703% | -0.03638% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 109.8546 | 98.7263 | 0.418% | -8.765% | -0.03662% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 109.8546 | 98.6638 | 0.418% | -8.821% | -0.03685% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 106.4844 | 96.9688 | 0.405% | -8.936% | -0.03619% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 107.4219 | 96.6271 | 0.403% | -8.711% | -0.03515% |
| 912828B25 | 0.625% | Jan 15, 2024 | $41.00bn | – | – | $41.00bn | 108.0583 | 105.5900 | 0.401% | -2.284% | -0.00916% |
| 912828VM9 | 0.375% | Jul 15, 2023 | $41.00bn | – | $12.0m | $40.99bn | 107.1342 | 104.8623 | 0.398% | -2.121% | -0.00843% |
| 912828TE0 | 0.125% | Jul 15, 2022 | $41.00bn | – | $355.0m | $40.65bn | 107.1945 | 105.2976 | 0.394% | -1.770% | -0.00698% |
| 912828UH1 | 0.125% | Jan 15, 2023 | $41.00bn | – | $14.0m | $40.99bn | 105.9152 | 103.8598 | 0.393% | -1.941% | -0.00763% |
| 912828XL9 | 0.375% | Jul 15, 2025 | $41.00bn | – | – | $41.00bn | 104.3731 | 101.4418 | 0.387% | -2.808% | -0.01088% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 103.9864 | 100.4946 | 0.386% | -2.396% | -0.00926% |
| 912828H45 | 0.250% | Jan 15, 2025 | $41.00bn | – | – | $41.00bn | 103.0966 | 100.3710 | 0.383% | -2.644% | -0.01012% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 104.0754 | 101.7174 | 0.382% | -2.266% | -0.00865% |
| 912828SA9 | 0.125% | Jan 15, 2022 | $41.28bn | – | $2.50bn | $38.79bn | 108.6136 | 106.8189 | 0.381% | -1.652% | -0.00630% |
| 912828WU0 | 0.125% | Jul 15, 2024 | $41.00bn | – | $4.9m | $41.00bn | 102.5168 | 99.9457 | 0.381% | -2.508% | -0.00954% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 122.2683 | 112.0014 | 0.381% | -8.397% | -0.03196% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 98.6861 | 89.7024 | 0.375% | -9.103% | -0.03416% |
| 912828N97 | 0.622% | Jan 31, 2018 | $41.27bn | – | $273.1m | $41.00bn | 100.2315 | 100.3363 | 0.372% | +0.105% | +0.00039% |
| 912828M23 | 0.517% | Oct 31, 2017 | $41.00bn | – | – | $41.00bn | 100.1286 | 100.1953 | 0.372% | +0.067% | +0.00025% |
| 912828Q86 | 0.539% | Apr 30, 2018 | $44.99bn | – | $3.99bn | $41.00bn | 100.1108 | 100.2016 | 0.372% | +0.091% | +0.00034% |
| 912828XN5 | 0.424% | Jul 31, 2017 | $41.00bn | – | – | $41.00bn | 100.0385 | 100.0924 | 0.371% | +0.054% | +0.00020% |
| 912828S84 | 0.523% | Jul 31, 2018 | $42.84bn | – | $1.84bn | $41.00bn | 100.0349 | 100.1238 | 0.371% | +0.089% | +0.00033% |
| 912828K41 | 0.421% | Apr 30, 2017 | $41.05bn | – | $54.9m | $41.00bn | 100.0294 | 100.0813 | 0.371% | +0.052% | +0.00019% |
| 912828H60 | 0.431% | Jan 31, 2017 | $41.00bn | – | – | $41.00bn | 100.0205 | 100.0721 | 0.371% | +0.052% | +0.00019% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.5904 | 105.8367 | 0.359% | -0.982% | -0.00353% |
| 912828QV5 | 0.625% | Jul 15, 2021 | $35.84bn | – | $849.9m | $34.99bn | 112.3024 | 110.7524 | 0.356% | -1.380% | -0.00491% |
| 912828N71 | 0.625% | Jan 15, 2026 | $42.43bn | – | $5.43bn | $37.00bn | 106.0165 | 103.0210 | 0.355% | -2.826% | -0.01004% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.17bn | $39.00bn | 99.2486 | 88.7667 | 0.350% | -9.302% | -0.03260% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 98.5611 | 89.4212 | 0.348% | -9.273% | -0.03228% |
| 912828PP9 | 1.125% | Jan 15, 2021 | $36.68bn | – | $4.68bn | $31.99bn | 117.4181 | 116.0427 | 0.340% | -1.171% | -0.00398% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 93.3519 | 84.4728 | 0.330% | -9.511% | -0.03135% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.9001 | 104.2704 | 0.328% | -1.539% | -0.00505% |
| 912796KM0 | 0.000% | Mar 9, 2017 | $36.00bn | – | – | $36.00bn | 99.8710 | 99.8680 | 0.326% | -0.003% | -0.00001% |
| 912796KN8 | 0.000% | Mar 16, 2017 | $36.00bn | – | – | $36.00bn | 99.8602 | 99.8557 | 0.326% | -0.005% | -0.00001% |
| 912796KP3 | 0.000% | Mar 23, 2017 | $36.00bn | – | – | $36.00bn | 99.8530 | 99.8431 | 0.325% | -0.010% | -0.00003% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | – | $36.06bn | 99.6910 | 97.1695 | 0.325% | -2.529% | -0.00823% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 102.6834 | 100.7636 | 0.325% | -1.870% | -0.00608% |
| 912796KQ1 | 0.000% | Apr 6, 2017 | $36.00bn | – | – | $36.00bn | 99.8168 | 99.8201 | 0.325% | +0.003% | +0.00001% |
| 912796KS7 | 0.000% | Apr 13, 2017 | $36.00bn | – | – | $36.00bn | 99.7996 | 99.8064 | 0.325% | +0.007% | +0.00002% |
| 912796KT5 | 0.000% | Apr 20, 2017 | $36.00bn | – | – | $36.00bn | 99.7862 | 99.7846 | 0.325% | -0.002% | -0.00001% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 102.3413 | 101.3606 | 0.324% | -0.958% | -0.00311% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.3288 | 101.2425 | 0.324% | -1.062% | -0.00344% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 102.2462 | 99.6295 | 0.324% | -1.765% | -0.00572% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 102.2351 | 100.7113 | 0.324% | -1.490% | -0.00483% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 102.0982 | 100.4806 | 0.324% | -1.584% | -0.00513% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 102.0686 | 100.2541 | 0.323% | -1.043% | -0.00337% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 102.0596 | 101.1630 | 0.323% | -0.878% | -0.00284% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 101.9124 | 99.6916 | 0.323% | -1.443% | -0.00466% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 102.0061 | 100.5666 | 0.323% | -0.676% | -0.00218% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.2663 | 101.4925 | 0.323% | -0.757% | -0.00244% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 101.4416 | 100.4410 | 0.321% | -0.986% | -0.00317% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 101.1730 | 99.9432 | 0.321% | -1.216% | -0.00390% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 101.0271 | 99.7655 | 0.320% | -1.249% | -0.00400% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 100.9542 | 99.3182 | 0.320% | -1.621% | -0.00518% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 100.9100 | 99.5240 | 0.320% | -1.374% | -0.00439% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 100.9096 | 99.7303 | 0.320% | -1.169% | -0.00374% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 100.8475 | 98.9283 | 0.320% | -1.903% | -0.00608% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 100.8084 | 99.1092 | 0.319% | -1.686% | -0.00538% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 100.6288 | 98.8990 | 0.319% | -1.719% | -0.00548% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 102.1607 | 101.3244 | 0.318% | -0.819% | -0.00260% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.3261 | 100.3974 | 0.318% | +0.071% | +0.00023% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 100.1380 | 99.7517 | 0.317% | -0.074% | -0.00023% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.8356 | 106.5922 | 0.314% | -1.360% | -0.00427% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.7991 | 101.2143 | 0.313% | -0.574% | -0.00180% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 101.3444 | 97.4781 | 0.313% | -3.013% | -0.00942% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.3149 | 100.3862 | 0.312% | +0.071% | +0.00022% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.1587 | 100.1687 | 0.312% | +0.010% | +0.00003% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 100.9848 | 98.1288 | 0.311% | -2.147% | -0.00668% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 100.3788 | 98.2740 | 0.309% | -2.097% | -0.00648% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 99.9849 | 97.9629 | 0.308% | -2.022% | -0.00622% |
| 912796KG3 | 0.000% | Feb 9, 2017 | $34.00bn | – | – | $34.00bn | 99.9130 | 99.9152 | 0.308% | +0.002% | +0.00001% |
| 912796KH1 | 0.000% | Feb 16, 2017 | $34.00bn | – | – | $34.00bn | 99.9040 | 99.9047 | 0.308% | +0.001% | +0.00000% |
| 912796KJ7 | 0.000% | Feb 23, 2017 | $34.00bn | – | – | $34.00bn | 99.8978 | 99.8937 | 0.308% | -0.004% | -0.00001% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.2749 | 100.3161 | 0.307% | +0.041% | +0.00013% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.6302 | 97.6297 | 0.307% | -2.008% | -0.00616% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 99.5353 | 97.3458 | 0.306% | -2.200% | -0.00674% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.6708 | 99.9715 | 0.306% | -0.198% | -0.00061% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 99.4093 | 97.1260 | 0.306% | -2.297% | -0.00703% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 99.3177 | 96.9734 | 0.306% | -2.360% | -0.00722% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 99.1614 | 96.7541 | 0.305% | -2.428% | -0.00741% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 106.8811 | 104.5756 | 0.304% | -0.695% | -0.00211% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.7554 | 101.3465 | 0.304% | -0.402% | -0.00122% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.3152 | 100.3451 | 0.300% | +0.030% | +0.00009% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.6007 | 101.0375 | 0.299% | -0.554% | -0.00166% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.2754 | 100.3266 | 0.299% | +0.051% | +0.00015% |
| 912828NM8 | 1.250% | Jul 15, 2020 | $32.38bn | – | $4.49bn | $27.89bn | 118.3014 | 117.2111 | 0.299% | -0.922% | -0.00275% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 111.7874 | 102.2609 | 0.298% | -8.522% | -0.02540% |
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $6.58bn | $21.42bn | 152.1907 | 148.5218 | 0.295% | -2.411% | -0.00712% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.4436 | 105.7006 | 0.293% | -1.992% | -0.00584% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.6910 | 100.3570 | 0.287% | -0.332% | -0.00095% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.6916 | 101.1889 | 0.284% | -0.494% | -0.00140% |
| 912828Q60 | 0.125% | Apr 15, 2021 | $30.96bn | – | $957.4m | $30.00bn | 103.7229 | 102.3274 | 0.282% | -1.345% | -0.00379% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 103.4239 | 100.8370 | 0.282% | -2.501% | -0.00704% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 139.5428 | 129.2636 | 0.281% | -7.366% | -0.02072% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.7205 | 99.4910 | 0.281% | -0.230% | -0.00065% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.2527 | 100.1264 | 0.279% | -0.126% | -0.00035% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.6607 | 101.0142 | 0.279% | -0.636% | -0.00178% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.0326 | 100.0109 | 0.279% | -0.022% | -0.00006% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 104.9579 | 94.5278 | 0.276% | -8.627% | -0.02381% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 104.7874 | 102.4708 | 0.275% | -2.211% | -0.00608% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 104.3723 | 101.8268 | 0.274% | -2.439% | -0.00668% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 104.2785 | 101.3893 | 0.274% | -2.771% | -0.00759% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 104.1848 | 100.9518 | 0.273% | -3.103% | -0.00848% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 103.8431 | 101.3932 | 0.273% | -2.359% | -0.00643% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3159 | 100.3458 | 0.272% | +0.030% | +0.00008% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2686 | 100.3142 | 0.272% | +0.045% | +0.00012% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.1911 | 100.2533 | 0.272% | +0.062% | +0.00017% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.1659 | 100.2067 | 0.272% | +0.041% | +0.00011% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | $1.0m | – | $30.00bn | 100.1637 | 100.2459 | 0.272% | +0.082% | +0.00022% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 103.4050 | 101.0395 | 0.272% | -2.288% | -0.00621% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $55.0m | $28.95bn | 103.5915 | 99.4742 | 0.271% | -3.009% | -0.00817% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 103.3804 | 100.4497 | 0.271% | -2.835% | -0.00770% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 103.2577 | 99.8177 | 0.271% | -2.424% | -0.00657% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 103.0993 | 100.5775 | 0.271% | -2.446% | -0.00662% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 103.0389 | 99.2864 | 0.271% | -2.732% | -0.00739% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 108.0183 | 107.1264 | 0.270% | -0.826% | -0.00223% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.2447 | 100.2222 | 0.269% | -0.393% | -0.00106% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | – | $29.69bn | 100.0045 | 96.5454 | 0.269% | -3.459% | -0.00930% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $50.0m | $28.95bn | 102.4461 | 99.4765 | 0.269% | -2.899% | -0.00778% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 102.0185 | 99.3510 | 0.268% | -2.615% | -0.00700% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 102.0677 | 99.0043 | 0.268% | -3.001% | -0.00804% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 101.8101 | 99.1106 | 0.267% | -2.652% | -0.00709% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 101.6298 | 98.8686 | 0.267% | -2.717% | -0.00725% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $580.9m | $28.95bn | 101.6298 | 98.4599 | 0.266% | -3.119% | -0.00831% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | $35.0m | $28.97bn | 101.5601 | 98.5481 | 0.266% | -2.966% | -0.00790% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 100.8791 | 98.3139 | 0.265% | -2.543% | -0.00674% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.5605 | 100.1637 | 0.264% | +0.040% | +0.00011% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.2537 | 100.9283 | 0.263% | -0.321% | -0.00085% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 107.4823 | 105.1970 | 0.263% | -0.382% | -0.00100% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 102.1298 | 100.3999 | 0.258% | -1.694% | -0.00438% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 103.9353 | 100.7555 | 0.258% | -2.097% | -0.00541% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 100.9337 | 96.7232 | 0.256% | -3.367% | -0.00861% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 104.3723 | 102.1393 | 0.256% | -2.139% | -0.00547% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.4886 | 100.5290 | 0.255% | +0.040% | +0.00010% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 100.3170 | 96.9517 | 0.254% | -3.355% | -0.00853% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 99.9132 | 96.6625 | 0.253% | -3.254% | -0.00823% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 99.7256 | 96.4117 | 0.252% | -3.323% | -0.00837% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 104.1625 | 102.0364 | 0.252% | -2.041% | -0.00513% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 99.1196 | 95.7317 | 0.251% | -3.418% | -0.00859% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 98.7667 | 95.2869 | 0.250% | -3.523% | -0.00882% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 98.5584 | 95.1092 | 0.250% | -3.500% | -0.00874% |
| 912828T83 | 0.750% | Oct 31, 2018 | $27.57bn | – | – | $27.57bn | 99.8146 | 99.3455 | 0.249% | -0.470% | -0.00117% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 98.0971 | 94.6990 | 0.249% | -3.464% | -0.00862% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.8640 | 102.2276 | 0.246% | -1.576% | -0.00387% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 101.3524 | 101.2890 | 0.246% | -0.063% | -0.00015% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4154 | 100.4243 | 0.245% | +0.009% | +0.00002% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3798 | 100.3690 | 0.245% | -0.011% | -0.00003% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3417 | 100.3505 | 0.245% | +0.009% | +0.00002% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.2106 | 100.2928 | 0.245% | +0.082% | +0.00020% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.1659 | 100.1442 | 0.245% | -0.022% | -0.00005% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 142.5068 | 131.7690 | 0.244% | -7.535% | -0.01840% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 101.4147 | 101.4820 | 0.243% | +0.066% | +0.00016% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 103.4050 | 101.4145 | 0.240% | -1.925% | -0.00463% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 101.1927 | 101.0668 | 0.240% | -0.124% | -0.00030% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 104.3541 | 102.2895 | 0.239% | -1.978% | -0.00473% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 102.3709 | 98.7648 | 0.238% | -2.668% | -0.00634% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 104.0995 | 102.2103 | 0.237% | -1.815% | -0.00430% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.6182 | 100.5122 | 0.237% | -0.105% | -0.00025% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5605 | 100.0387 | 0.237% | -0.084% | -0.00020% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.4932 | 100.0024 | 0.237% | -0.053% | -0.00013% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 100.4619 | 99.7837 | 0.237% | -0.240% | -0.00057% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | $2.0m | – | $26.00bn | 100.2106 | 100.2303 | 0.236% | +0.020% | +0.00005% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.2019 | 99.9928 | 0.236% | -0.209% | -0.00049% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.1583 | 100.0319 | 0.236% | -0.126% | -0.00030% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1267 | 100.1464 | 0.236% | +0.020% | +0.00005% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1264 | 100.1984 | 0.236% | +0.072% | +0.00017% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 100.0856 | 100.1583 | 0.236% | +0.073% | +0.00017% |
| 912828S68 | 0.750% | Jul 31, 2018 | $27.82bn | – | $1.82bn | $26.00bn | 100.0333 | 99.6882 | 0.235% | -0.345% | -0.00081% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0127 | 100.0539 | 0.235% | +0.041% | +0.00010% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 99.9722 | 99.5969 | 0.235% | -0.375% | -0.00088% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 99.9396 | 99.6892 | 0.235% | -0.250% | -0.00059% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | $8.0m | $95.1m | $25.99bn | 99.9701 | 100.0116 | 0.235% | +0.041% | +0.00010% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | $3.79bn | $26.00bn | 99.8668 | 99.6053 | 0.235% | -0.262% | -0.00062% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | $1.58bn | $26.00bn | 99.8472 | 99.4715 | 0.235% | -0.376% | -0.00088% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 104.7079 | 104.1508 | 0.233% | -0.532% | -0.00124% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 136.1461 | 123.7559 | 0.231% | -7.494% | -0.01732% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.6610 | 100.5555 | 0.228% | -0.105% | -0.00024% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.0034 | 99.7840 | 0.227% | -0.219% | -0.00050% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 104.3954 | 95.3383 | 0.223% | -8.676% | -0.01934% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 101.4536 | 99.3163 | 0.223% | -1.429% | -0.00318% |
| 912810RF7 | 1.375% | Feb 15, 2044 | $23.03bn | – | $2.53bn | $20.50bn | 119.9219 | 113.6883 | 0.223% | -5.198% | -0.01157% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.3940 | 103.4939 | 0.222% | -1.803% | -0.00400% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.3383 | 101.0754 | 0.221% | -0.259% | -0.00057% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 103.9040 | 101.0680 | 0.221% | -1.767% | -0.00390% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 101.2962 | 100.2740 | 0.220% | -0.392% | -0.00086% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.1935 | 100.7647 | 0.220% | -0.424% | -0.00093% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8960 | 100.6445 | 0.219% | -0.249% | -0.00055% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 100.8020 | 100.3312 | 0.219% | -0.467% | -0.00102% |
| 912828S50 | 0.125% | Jul 15, 2026 | $24.67bn | – | $670.5m | $24.00bn | 100.7999 | 97.7161 | 0.219% | -3.059% | -0.00670% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.7432 | 100.0129 | 0.219% | -0.229% | -0.00050% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.5245 | 100.3247 | 0.218% | -0.199% | -0.00043% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.4620 | 100.1372 | 0.218% | -0.323% | -0.00071% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4423 | 100.2440 | 0.218% | -0.198% | -0.00043% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4154 | 100.2680 | 0.218% | -0.147% | -0.00032% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3486 | 99.9940 | 0.218% | -0.353% | -0.00077% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3217 | 100.0180 | 0.218% | -0.303% | -0.00066% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 100.2861 | 99.7440 | 0.218% | -0.541% | -0.00118% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 100.2480 | 99.1012 | 0.218% | -0.708% | -0.00154% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 100.1136 | 99.3728 | 0.218% | -0.740% | -0.00161% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0721 | 99.6755 | 0.217% | -0.396% | -0.00086% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 100.0467 | 99.0354 | 0.217% | -1.011% | -0.00220% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.9725 | 99.7218 | 0.217% | -0.251% | -0.00054% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.8534 | 99.2692 | 0.217% | -0.585% | -0.00127% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.7840 | 99.2826 | 0.217% | -0.502% | -0.00109% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.0346 | 100.5428 | 0.217% | -0.487% | -0.00106% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 99.7699 | 98.8736 | 0.217% | -0.898% | -0.00195% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 99.6284 | 98.8145 | 0.217% | -0.817% | -0.00177% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 99.5340 | 98.6576 | 0.216% | -0.880% | -0.00190% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 100.0344 | 98.6901 | 0.216% | -1.344% | -0.00290% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.5679 | 101.9810 | 0.215% | -1.532% | -0.00330% |
| 912810RL4 | 0.750% | Feb 15, 2045 | $23.00bn | – | – | $23.00bn | 102.8591 | 96.8555 | 0.214% | -5.837% | -0.01250% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 104.2106 | 104.0584 | 0.214% | -0.146% | -0.00031% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $8.27bn | $11.23bn | 208.9503 | 202.3919 | 0.212% | -3.139% | -0.00667% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 101.2898 | 101.1944 | 0.212% | -0.094% | -0.00020% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.2667 | 100.7244 | 0.212% | -0.536% | -0.00113% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.57bn | $16.43bn | 142.1276 | 138.3341 | 0.211% | -2.669% | -0.00564% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 101.3475 | 100.1783 | 0.211% | -1.154% | -0.00243% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 133.9946 | 121.5941 | 0.208% | -7.669% | -0.01598% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 102.5717 | 101.3499 | 0.208% | -0.094% | -0.00020% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 101.8502 | 101.8876 | 0.206% | +0.037% | +0.00008% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 101.4107 | 101.4598 | 0.206% | +0.048% | +0.00010% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 101.5326 | 101.5788 | 0.206% | +0.045% | +0.00009% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 101.1882 | 98.2582 | 0.205% | -2.896% | -0.00593% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 100.3270 | 98.8152 | 0.200% | -1.008% | -0.00202% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 100.6291 | 99.5020 | 0.200% | -1.120% | -0.00224% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.3774 | 100.1987 | 0.199% | -0.178% | -0.00035% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 101.3263 | 101.3874 | 0.196% | +0.060% | +0.00012% |
| 912828MF4 | 1.375% | Jan 15, 2020 | $18.97bn | – | $979.9m | $17.99bn | 118.5831 | 117.7373 | 0.193% | -0.713% | -0.00138% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 103.2383 | 101.5594 | 0.190% | -1.626% | -0.00309% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 102.0611 | 102.0774 | 0.188% | +0.016% | +0.00003% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 102.3759 | 101.0388 | 0.187% | +0.037% | +0.00007% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 101.2899 | 101.2989 | 0.186% | +0.009% | +0.00002% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 125.8526 | 115.9810 | 0.185% | -7.844% | -0.01453% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 111.8811 | 102.3859 | 0.185% | -8.487% | -0.01572% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 123.7323 | 113.7568 | 0.183% | -8.062% | -0.01472% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 136.6148 | 123.9746 | 0.181% | -7.651% | -0.01388% |
| 912796JT7 | 0.000% | May 25, 2017 | $20.00bn | – | – | $20.00bn | 99.7311 | 99.7116 | 0.181% | -0.020% | -0.00004% |
| 912796JX8 | 0.000% | Jun 22, 2017 | $20.00bn | – | – | $20.00bn | 99.6685 | 99.6657 | 0.180% | -0.003% | -0.00001% |
| 912796KB4 | 0.000% | Jul 20, 2017 | $20.00bn | – | – | $20.00bn | 99.6070 | 99.6004 | 0.180% | -0.007% | -0.00001% |
| 912796KF5 | 0.000% | Aug 17, 2017 | $20.00bn | – | – | $20.00bn | 99.5489 | 99.5306 | 0.180% | -0.018% | -0.00003% |
| 912796KL2 | 0.000% | Sep 14, 2017 | $20.00bn | – | – | $20.00bn | 99.4700 | 99.4800 | 0.180% | +0.010% | +0.00002% |
| 912796KR9 | 0.000% | Oct 12, 2017 | $20.00bn | – | – | $20.00bn | 99.3849 | 99.3768 | 0.180% | -0.008% | -0.00001% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 136.8913 | 127.9769 | 0.180% | -6.512% | -0.01172% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $3.05bn | $13.43bn | 146.0259 | 141.8923 | 0.178% | -2.831% | -0.00503% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $336.3m | $13.81bn | 141.6880 | 137.1603 | 0.177% | -3.196% | -0.00566% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 100.7766 | 99.5677 | 0.177% | -1.200% | -0.00212% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 100.1192 | 99.1391 | 0.174% | -0.979% | -0.00171% |
| 912810QV3 | 0.750% | Feb 15, 2042 | $23.13bn | – | $5.35bn | $17.78bn | 107.3600 | 101.6711 | 0.173% | -5.299% | -0.00916% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 143.1705 | 135.1087 | 0.172% | -5.631% | -0.00969% |
| 912810RR1 | 1.000% | Feb 15, 2046 | $20.38bn | – | $3.08bn | $17.30bn | 109.6163 | 103.0507 | 0.172% | -5.990% | -0.01029% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.71bn | $13.92bn | 133.9588 | 129.8328 | 0.169% | -3.080% | -0.00520% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $7.70bn | $9.08bn | 203.7059 | 197.6871 | 0.167% | -2.955% | -0.00495% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 135.9898 | 123.7246 | 0.165% | -7.411% | -0.01221% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $528.0m | $14.66bn | 121.5694 | 120.9745 | 0.161% | -0.489% | -0.00079% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.59bn | $14.66bn | 121.0544 | 121.0909 | 0.161% | +0.030% | +0.00005% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 100.1927 | 98.9104 | 0.161% | -1.280% | -0.00206% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 103.2391 | 103.1196 | 0.161% | -0.116% | -0.00019% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 105.5883 | 103.3753 | 0.159% | -0.083% | -0.00013% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.4633 | 101.0442 | 0.158% | -0.413% | -0.00065% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 137.1101 | 127.0082 | 0.154% | -7.368% | -0.01137% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 110.1671 | 99.3201 | 0.154% | -8.484% | -0.01305% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.2255 | 101.7534 | 0.151% | -1.426% | -0.00215% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 112.5686 | 101.6069 | 0.149% | -8.350% | -0.01248% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.63bn | $13.78bn | 118.8961 | 118.7944 | 0.148% | -0.086% | -0.00013% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 116.6826 | 116.4939 | 0.148% | -0.162% | -0.00024% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 104.1943 | 104.1753 | 0.146% | -0.018% | -0.00003% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 102.9446 | 102.8149 | 0.145% | -0.126% | -0.00018% |
| 912828T75 | 0.519% | Oct 31, 2018 | $15.91bn | – | – | $15.91bn | 99.9974 | 100.0593 | 0.144% | +0.062% | +0.00009% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 103.1590 | 102.9584 | 0.142% | -0.194% | -0.00028% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $1.78bn | $12.98bn | 119.9318 | 119.5364 | 0.141% | -0.330% | -0.00046% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 133.7133 | 121.7816 | 0.141% | -7.334% | -0.01033% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $1.08bn | $12.92bn | 120.4164 | 120.4092 | 0.141% | -0.006% | -0.00001% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 102.1678 | 102.2011 | 0.139% | +0.033% | +0.00005% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 100.2338 | 99.3166 | 0.137% | -0.915% | -0.00126% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 106.5353 | 106.1739 | 0.137% | -0.339% | -0.00047% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 119.6481 | 110.4959 | 0.136% | -7.649% | -0.01039% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.3315 | 103.0251 | 0.132% | -0.297% | -0.00039% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.9399 | 99.1362 | 0.131% | -0.804% | -0.00105% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.7222 | 99.7320 | 0.131% | -0.983% | -0.00129% |
| 912810QP6 | 2.125% | Feb 15, 2041 | $23.99bn | – | $14.19bn | $9.80bn | 145.1230 | 138.3572 | 0.129% | -4.662% | -0.00600% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 101.5473 | 100.4725 | 0.127% | -0.381% | -0.00048% |
| 912810RA8 | 0.625% | Feb 15, 2043 | $23.00bn | – | $9.65bn | $13.35bn | 102.5080 | 96.6696 | 0.124% | -5.695% | -0.00706% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 144.8920 | 135.2395 | 0.123% | -4.548% | -0.00561% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 103.0335 | 102.8864 | 0.123% | -0.143% | -0.00018% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 106.5713 | 104.3275 | 0.119% | -0.287% | -0.00034% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 104.2038 | 101.9489 | 0.117% | -0.005% | -0.00001% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 153.3872 | 142.2137 | 0.115% | -5.247% | -0.00604% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 136.0394 | 129.1348 | 0.113% | -2.135% | -0.00242% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.6923 | 101.3061 | 0.113% | -0.380% | -0.00043% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.9109 | 99.5968 | 0.111% | -0.745% | -0.00083% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 101.4756 | 100.8805 | 0.105% | -0.586% | -0.00062% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 102.6948 | 102.4748 | 0.105% | -0.214% | -0.00022% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 137.7065 | 128.1383 | 0.104% | -5.042% | -0.00525% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 103.4056 | 101.9753 | 0.103% | -0.235% | -0.00024% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.4307 | 99.6372 | 0.101% | -0.790% | -0.00080% |
| 912810QF8 | 2.125% | Feb 15, 2040 | $15.17bn | – | $7.57bn | $7.60bn | 145.8536 | 139.4140 | 0.100% | -4.415% | -0.00443% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 137.3342 | 131.7921 | 0.100% | -4.035% | -0.00403% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 138.7976 | 126.6676 | 0.096% | -7.118% | -0.00685% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 100.7847 | 100.1070 | 0.090% | -0.672% | -0.00061% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 103.0061 | 102.7208 | 0.088% | -0.277% | -0.00025% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 146.9348 | 134.6897 | 0.085% | -6.632% | -0.00567% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 135.3336 | 125.7215 | 0.083% | -7.103% | -0.00590% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 138.5408 | 131.7079 | 0.082% | -4.932% | -0.00406% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $405.0m | $4.60bn | 196.7129 | 189.2724 | 0.082% | -3.782% | -0.00310% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 108.3859 | 104.0117 | 0.081% | +0.001% | +0.00000% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 131.4497 | 127.4905 | 0.081% | -3.012% | -0.00243% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 136.8940 | 129.9158 | 0.075% | -5.098% | -0.00384% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 145.8465 | 136.5998 | 0.067% | -4.112% | -0.00277% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 148.2045 | 140.5476 | 0.066% | -5.166% | -0.00341% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 141.1318 | 131.6753 | 0.064% | -6.700% | -0.00428% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 121.3159 | 120.3533 | 0.062% | -0.793% | -0.00050% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 120.0999 | 119.5734 | 0.061% | -0.438% | -0.00027% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 130.0109 | 128.1929 | 0.060% | -1.398% | -0.00084% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 135.2289 | 131.4973 | 0.058% | -2.760% | -0.00160% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 147.6209 | 138.6752 | 0.056% | -3.520% | -0.00197% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 133.8179 | 130.4090 | 0.054% | -2.547% | -0.00137% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 145.1950 | 138.7459 | 0.051% | -4.442% | -0.00228% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 145.7432 | 139.7935 | 0.051% | -4.082% | -0.00207% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 143.4885 | 138.0489 | 0.051% | -3.791% | -0.00192% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 147.6787 | 142.3940 | 0.050% | -3.578% | -0.00179% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 108.2249 | 108.2609 | 0.047% | +0.033% | +0.00002% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 146.2480 | 139.9755 | 0.046% | -4.289% | -0.00198% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 133.8784 | 127.2966 | 0.037% | -1.882% | -0.00069% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 120.6889 | 115.6790 | 0.036% | -0.422% | -0.00015% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 129.2942 | 127.0924 | 0.035% | -1.703% | -0.00060% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 133.1909 | 130.4783 | 0.034% | -2.037% | -0.00070% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 125.8016 | 124.4321 | 0.032% | -1.089% | -0.00035% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 139.0849 | 131.6495 | 0.030% | -2.605% | -0.00079% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 116.9341 | 112.0283 | 0.030% | -0.294% | -0.00009% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 130.4484 | 124.4805 | 0.027% | -1.221% | -0.00033% |
| Total | $10.57tn | 100.000% | -2.01874% | ||||||||
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.