Rebalance of April 30, 2015
US Treasury Index constituents
Every one of the 254 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
- 254
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.699300%
- Market value
- $6.51tn
Both totals are added up on this page from the rows in the table below, not read from a stored figure, a total computed somewhere you cannot see would prove nothing. The check below compares that sum against the level published on the US Treasury Index page, fetched separately.
These reconcile. The holdings below sum to -0.699300% against a published month return of -0.699300%, a difference of 5.6e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 104.1390 | 103.1796 | 1.056% | -0.921% | -0.00972% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 103.5703 | 102.5380 | 1.050% | -0.997% | -0.01046% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 105.8836 | 104.9658 | 1.045% | -0.867% | -0.00906% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 108.1970 | 107.2999 | 0.955% | -0.829% | -0.00792% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.8684 | 106.4610 | 0.901% | -0.381% | -0.00343% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 107.4044 | 106.4760 | 0.822% | -0.864% | -0.00710% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 126.2629 | 121.1675 | 0.804% | -4.036% | -0.03245% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.7799 | 100.9769 | 0.791% | -0.789% | -0.00624% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 100.0373 | 99.2136 | 0.790% | -0.823% | -0.00651% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 122.7006 | 117.6573 | 0.787% | -4.110% | -0.03233% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.9819 | 111.5323 | 0.784% | -0.401% | -0.00315% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 118.4023 | 113.4320 | 0.763% | -4.198% | -0.03204% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 111.1694 | 110.7823 | 0.749% | -0.348% | -0.00261% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.0038 | 100.9915 | 0.737% | -0.012% | -0.00009% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 112.3885 | 107.4912 | 0.725% | -4.357% | -0.03159% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.6304 | 101.5965 | 0.714% | -0.033% | -0.00024% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 110.6041 | 105.7590 | 0.713% | -4.381% | -0.03125% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 105.4670 | 104.6117 | 0.707% | -0.811% | -0.00573% |
| 912828J27 | 2.000% | Feb 15, 2025 | $45.00bn | – | $0.9m | $45.00bn | 100.7799 | 99.6644 | 0.696% | -1.107% | -0.00771% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 107.5881 | 102.9826 | 0.685% | -4.281% | -0.02934% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 102.7569 | 102.1727 | 0.648% | -0.569% | -0.00368% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 122.5444 | 117.5635 | 0.647% | -4.065% | -0.02629% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 103.1079 | 102.5028 | 0.642% | -0.587% | -0.00377% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 110.4335 | 110.1507 | 0.619% | -0.256% | -0.00159% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.2326 | 105.8876 | 0.558% | -0.325% | -0.00181% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.8798 | 101.6795 | 0.548% | -0.197% | -0.00108% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.6861 | 101.7792 | 0.547% | +0.092% | +0.00050% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.6272 | 101.3557 | 0.546% | -0.267% | -0.00146% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.5476 | 101.3675 | 0.546% | -0.177% | -0.00097% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.9085 | 101.7307 | 0.545% | -0.175% | -0.00095% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.5340 | 101.3764 | 0.545% | -0.155% | -0.00085% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 101.3486 | 100.3791 | 0.545% | -0.217% | -0.00118% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.2636 | 100.7840 | 0.544% | +0.020% | +0.00011% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.2215 | 101.0014 | 0.544% | -0.217% | -0.00118% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.9495 | 100.9591 | 0.543% | +0.010% | +0.00005% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.8995 | 100.9185 | 0.542% | +0.019% | +0.00010% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.8762 | 100.8862 | 0.542% | +0.010% | +0.00005% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.8465 | 100.8659 | 0.542% | +0.019% | +0.00010% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 111.6058 | 111.2396 | 0.542% | -0.328% | -0.00178% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.0883 | 99.7942 | 0.538% | -0.294% | -0.00158% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.9725 | 99.5852 | 0.537% | -0.387% | -0.00208% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.7068 | 101.5290 | 0.537% | -0.175% | -0.00094% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.6134 | 99.3733 | 0.535% | -0.241% | -0.00129% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.7407 | 99.6985 | 0.535% | -0.042% | -0.00023% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.9299 | 100.5024 | 0.534% | +0.010% | +0.00005% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.8356 | 99.8240 | 0.533% | -0.012% | -0.00006% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 100.2095 | 100.1985 | 0.532% | -0.011% | -0.00006% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.7700 | 100.7800 | 0.532% | +0.010% | +0.00005% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.6294 | 101.5126 | 0.531% | -0.115% | -0.00061% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 108.7139 | 108.5979 | 0.524% | -0.107% | -0.00056% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.6698 | 100.6787 | 0.523% | +0.009% | +0.00005% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 99.5525 | 98.8434 | 0.521% | -0.712% | -0.00371% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.4289 | 100.4176 | 0.518% | -0.011% | -0.00006% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.6583 | 101.5951 | 0.514% | -0.062% | -0.00032% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.8465 | 100.8659 | 0.510% | +0.019% | +0.00010% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.3760 | 100.3757 | 0.509% | -0.000% | -0.00000% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 111.9510 | 107.2412 | 0.506% | -4.207% | -0.02130% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.3179 | 101.2215 | 0.506% | -0.095% | -0.00048% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.7521 | 101.8451 | 0.504% | +0.091% | +0.00046% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.9639 | 109.4416 | 0.499% | -0.475% | -0.00237% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4437 | 100.5268 | 0.494% | +0.083% | +0.00041% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3589 | 100.4107 | 0.493% | +0.052% | +0.00025% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.3032 | 100.4069 | 0.493% | +0.103% | +0.00051% |
| 912828C81 | 0.375% | Apr 30, 2016 | $32.00bn | – | – | $32.00bn | 100.2200 | 100.1260 | 0.493% | +0.093% | +0.00046% |
| 912828UW8 | 0.250% | Apr 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0529 | 100.0109 | 0.492% | +0.083% | +0.00041% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 99.9696 | 100.0841 | 0.491% | +0.115% | +0.00056% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.0249 | 100.3471 | 0.488% | -0.052% | -0.00025% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.4986 | 101.4042 | 0.481% | -0.093% | -0.00045% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 140.1687 | 135.1457 | 0.479% | -3.584% | -0.01718% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.6654 | 100.7055 | 0.479% | +0.040% | +0.00019% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.1569 | 100.2503 | 0.477% | +0.093% | +0.00044% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.2761 | 101.3169 | 0.476% | -0.143% | -0.00068% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.3249 | 98.9704 | 0.474% | -0.042% | -0.00020% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.9698 | 99.9382 | 0.473% | -0.032% | -0.00015% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 102.2174 | 101.5394 | 0.472% | -0.663% | -0.00313% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.7205 | 99.6467 | 0.472% | -0.074% | -0.00035% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6766 | 99.6243 | 0.471% | -0.052% | -0.00025% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.3881 | 110.2198 | 0.469% | -0.152% | -0.00071% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 104.9470 | 100.4874 | 0.468% | -4.249% | -0.01989% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.9976 | 100.5695 | 0.465% | +0.009% | +0.00004% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5637 | 100.5634 | 0.463% | -0.000% | -0.00000% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.5385 | 100.2461 | 0.463% | +0.020% | +0.00009% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.9979 | 103.4344 | 0.463% | -0.542% | -0.00251% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4865 | 100.4758 | 0.463% | -0.011% | -0.00005% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4096 | 100.4083 | 0.463% | -0.001% | -0.00001% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4025 | 100.3915 | 0.463% | -0.011% | -0.00005% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.2819 | 100.3859 | 0.462% | +0.104% | +0.00048% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2339 | 100.2232 | 0.462% | -0.011% | -0.00005% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 103.2529 | 102.6478 | 0.460% | -0.586% | -0.00270% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 110.8254 | 110.7925 | 0.460% | -0.030% | -0.00014% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 102.8085 | 101.2242 | 0.458% | -0.568% | -0.00260% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.7871 | 102.2112 | 0.458% | -0.560% | -0.00256% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.2524 | 99.8145 | 0.458% | -0.063% | -0.00029% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 102.2052 | 101.6495 | 0.455% | -0.544% | -0.00248% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.8565 | 100.8032 | 0.455% | -0.053% | -0.00024% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.7847 | 101.1892 | 0.453% | -0.585% | -0.00265% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.8936 | 100.8724 | 0.449% | -0.021% | -0.00009% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.3529 | 101.3419 | 0.447% | -0.011% | -0.00005% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.3397 | 99.7011 | 0.447% | -0.636% | -0.00284% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.2391 | 100.3118 | 0.446% | +0.073% | +0.00032% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.1923 | 99.5232 | 0.446% | -0.668% | -0.00298% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.1685 | 100.1780 | 0.446% | +0.009% | +0.00004% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.0951 | 100.1048 | 0.446% | +0.010% | +0.00004% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 100.0012 | 99.8448 | 0.445% | +0.031% | +0.00014% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | – | $5.95bn | $29.05bn | 99.6902 | 99.6264 | 0.445% | -0.064% | -0.00028% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $29.00bn | – | $0.6m | $29.00bn | 99.3733 | 94.7367 | 0.443% | -4.666% | -0.02065% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.8736 | 98.2479 | 0.440% | -0.633% | -0.00279% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 101.9848 | 100.6923 | 0.438% | -0.409% | -0.00179% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7572 | 100.7668 | 0.433% | +0.010% | +0.00004% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 102.8578 | 102.3664 | 0.433% | -0.478% | -0.00207% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.1988 | 100.2088 | 0.431% | +0.010% | +0.00004% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 105.5309 | 103.9460 | 0.431% | -0.021% | -0.00009% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 103.4092 | 102.8978 | 0.429% | -0.495% | -0.00212% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 104.6635 | 103.0374 | 0.429% | -0.479% | -0.00205% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.2367 | 105.2457 | 0.427% | +0.009% | +0.00004% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.9443 | 102.9409 | 0.423% | -0.003% | -0.00001% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 143.9655 | 138.6404 | 0.418% | -3.699% | -0.01547% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7163 | 100.2258 | 0.418% | -0.053% | -0.00022% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7024 | 100.6590 | 0.418% | -0.043% | -0.00018% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6525 | 100.6312 | 0.417% | -0.021% | -0.00009% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5463 | 100.4938 | 0.417% | -0.052% | -0.00022% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 103.6310 | 102.6301 | 0.417% | -0.061% | -0.00026% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.3759 | 100.3964 | 0.416% | +0.020% | +0.00009% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.5285 | 103.1705 | 0.416% | -0.346% | -0.00144% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 102.5489 | 102.0557 | 0.405% | -0.481% | -0.00195% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.7561 | 103.2531 | 0.403% | -0.485% | -0.00196% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5499 | 100.4974 | 0.402% | -0.052% | -0.00021% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.2481 | 106.1635 | 0.400% | -0.080% | -0.00032% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0516 | 100.0306 | 0.400% | -0.021% | -0.00008% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 103.4460 | 102.9971 | 0.399% | -0.434% | -0.00173% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 99.9497 | 99.9592 | 0.399% | +0.010% | +0.00004% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 99.8764 | 99.8861 | 0.399% | +0.010% | +0.00004% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 100.8498 | 100.1511 | 0.397% | -0.693% | -0.00275% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 136.7807 | 131.7996 | 0.394% | -3.642% | -0.01434% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.7940 | 100.7514 | 0.387% | -0.042% | -0.00016% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.6717 | 104.6796 | 0.386% | +0.008% | +0.00003% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.5020 | 99.5010 | 0.384% | -0.001% | -0.00000% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 103.8207 | 103.8166 | 0.379% | -0.004% | -0.00001% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 104.2794 | 99.8510 | 0.378% | -4.247% | -0.01604% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.5644 | 101.5221 | 0.377% | -0.042% | -0.00016% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.1595 | 104.7001 | 0.375% | -0.437% | -0.00164% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 107.9038 | 107.8814 | 0.375% | -0.021% | -0.00008% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 100.2109 | 99.8867 | 0.373% | -0.323% | -0.00121% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 103.2016 | 102.7727 | 0.372% | -0.416% | -0.00155% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.4993 | 100.4572 | 0.370% | -0.042% | -0.00016% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3899 | 100.3152 | 0.370% | -0.074% | -0.00028% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2462 | 100.2250 | 0.369% | -0.021% | -0.00008% |
| 912828QF0 | 2.000% | Apr 30, 2016 | $37.21bn | – | $13.80bn | $23.41bn | 102.6210 | 101.7242 | 0.369% | +0.101% | +0.00037% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 103.9171 | 103.9429 | 0.366% | +0.025% | +0.00009% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.5197 | 100.4358 | 0.366% | -0.083% | -0.00031% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.7864 | 102.7838 | 0.366% | -0.002% | -0.00001% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.2115 | 102.2933 | 0.365% | +0.080% | +0.00029% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.1127 | 102.7472 | 0.364% | -0.354% | -0.00129% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 105.3214 | 105.3065 | 0.363% | -0.014% | -0.00005% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 105.5982 | 105.5863 | 0.363% | -0.011% | -0.00004% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.0974 | 98.1906 | 0.363% | -0.347% | -0.00126% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 104.3199 | 104.3705 | 0.362% | +0.048% | +0.00018% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.5666 | 104.5333 | 0.359% | -0.032% | -0.00011% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.2999 | 104.3092 | 0.358% | +0.009% | +0.00003% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.8071 | 100.7004 | 0.358% | -0.106% | -0.00038% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 134.7334 | 129.8044 | 0.355% | -3.658% | -0.01300% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.3217 | 99.9981 | 0.354% | -0.323% | -0.00114% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 104.9171 | 104.9117 | 0.343% | -0.005% | -0.00002% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 99.2958 | 98.6492 | 0.341% | -0.651% | -0.00222% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | – | $13.10bn | $21.90bn | 100.2075 | 100.1550 | 0.337% | -0.052% | -0.00018% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.2516 | 98.9073 | 0.334% | -0.347% | -0.00116% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.7727 | 98.5113 | 0.334% | -0.265% | -0.00088% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 106.4997 | 104.9460 | 0.332% | +0.008% | +0.00003% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.7222 | 104.7106 | 0.327% | -0.011% | -0.00004% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.4530 | 105.4921 | 0.327% | +0.037% | +0.00012% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.6617 | 102.2944 | 0.321% | -0.358% | -0.00115% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 126.2942 | 121.5216 | 0.315% | -3.779% | -0.01192% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 111.9822 | 107.3974 | 0.315% | -4.094% | -0.01288% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 124.7162 | 119.8082 | 0.312% | -3.935% | -0.01229% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 137.9370 | 132.7996 | 0.311% | -3.724% | -0.01157% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 136.7156 | 132.6823 | 0.305% | -2.950% | -0.00899% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.5003 | 108.4774 | 0.305% | -0.021% | -0.00006% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.5149 | 99.1481 | 0.296% | -0.369% | -0.00109% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.5965 | 98.3972 | 0.291% | -0.202% | -0.00059% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 142.5432 | 139.9574 | 0.291% | -1.814% | -0.00528% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 104.4107 | 104.4613 | 0.290% | +0.048% | +0.00014% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 110.6084 | 110.5856 | 0.283% | -0.021% | -0.00006% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 136.3745 | 131.5183 | 0.280% | -3.561% | -0.00998% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.9413 | 105.8879 | 0.279% | -0.050% | -0.00014% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.7531 | 98.3765 | 0.268% | -0.381% | -0.00102% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.1581 | 101.0846 | 0.268% | -0.073% | -0.00019% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 106.7310 | 106.7913 | 0.266% | +0.056% | +0.00015% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 137.4344 | 132.6198 | 0.262% | -3.503% | -0.00919% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 110.1217 | 110.1091 | 0.262% | -0.011% | -0.00003% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.4643 | 104.5134 | 0.262% | +0.047% | +0.00012% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 110.1354 | 105.6027 | 0.261% | -4.116% | -0.01073% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 102.6901 | 102.3455 | 0.254% | -0.336% | -0.00085% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 112.9327 | 108.3791 | 0.254% | -4.032% | -0.01025% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.3726 | 105.3714 | 0.252% | -0.001% | -0.00000% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 108.1999 | 108.1770 | 0.250% | -0.021% | -0.00005% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.7891 | 105.7748 | 0.247% | -0.014% | -0.00003% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.2833 | 107.3643 | 0.245% | +0.075% | +0.00019% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.4660 | 110.4537 | 0.241% | -0.011% | -0.00003% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 133.6709 | 128.9919 | 0.239% | -3.500% | -0.00836% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.7745 | 98.5747 | 0.230% | -0.202% | -0.00046% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 118.8101 | 114.3814 | 0.229% | -3.728% | -0.00853% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.9720 | 104.9814 | 0.228% | +0.009% | +0.00002% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.4625 | 110.5009 | 0.224% | +0.035% | +0.00008% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.2124 | 99.3159 | 0.221% | -0.271% | -0.00060% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.4888 | 98.2488 | 0.219% | -0.244% | -0.00053% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.3984 | 101.3242 | 0.214% | -0.073% | -0.00016% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | – | $17.38bn | $13.21bn | 105.6141 | 105.5883 | 0.214% | -0.024% | -0.00005% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 146.8493 | 144.9819 | 0.213% | -1.272% | -0.00271% |
| 912828KR0 | 2.625% | Apr 30, 2016 | $26.90bn | – | $13.58bn | $13.33bn | 103.5710 | 102.3509 | 0.212% | +0.089% | +0.00019% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.8905 | 109.8885 | 0.209% | -0.002% | -0.00000% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 110.4665 | 110.5064 | 0.208% | +0.036% | +0.00008% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 142.6839 | 142.0656 | 0.202% | -0.433% | -0.00087% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 154.2403 | 151.6645 | 0.196% | -1.670% | -0.00328% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 103.0473 | 102.0985 | 0.195% | -0.072% | -0.00014% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.9396 | 99.7510 | 0.186% | -0.189% | -0.00035% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 106.2272 | 104.8821 | 0.184% | -0.031% | -0.00006% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 114.2134 | 114.1474 | 0.179% | -0.058% | -0.00010% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 138.3306 | 136.2970 | 0.178% | -1.470% | -0.00261% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.1916 | 101.0645 | 0.178% | -0.126% | -0.00022% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 105.1710 | 105.1480 | 0.177% | -0.022% | -0.00004% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 139.9021 | 138.4618 | 0.172% | -1.029% | -0.00177% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.1889 | 99.0218 | 0.170% | -0.168% | -0.00029% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 137.8280 | 133.4197 | 0.162% | -3.198% | -0.00518% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 120.4990 | 120.4116 | 0.154% | -0.073% | -0.00011% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 100.6186 | 99.9409 | 0.152% | -0.052% | -0.00008% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.3729 | 104.3719 | 0.152% | -0.001% | -0.00000% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 147.2673 | 142.8691 | 0.145% | -2.986% | -0.00434% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 139.6212 | 137.6083 | 0.142% | -1.442% | -0.00204% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 135.3707 | 134.3574 | 0.141% | -0.749% | -0.00106% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 134.5126 | 130.1877 | 0.140% | -3.215% | -0.00450% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 137.3089 | 135.2127 | 0.130% | -1.527% | -0.00199% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 148.6474 | 146.9361 | 0.116% | -1.151% | -0.00134% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 130.3225 | 130.0271 | 0.114% | -0.227% | -0.00026% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 149.2301 | 146.8627 | 0.113% | -1.586% | -0.00179% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 130.7282 | 130.4950 | 0.112% | -0.178% | -0.00020% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 138.9315 | 138.4691 | 0.109% | -0.333% | -0.00036% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 141.3405 | 136.9529 | 0.108% | -3.104% | -0.00337% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 140.4482 | 139.5699 | 0.102% | -0.625% | -0.00064% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 152.3384 | 151.0224 | 0.098% | -0.864% | -0.00085% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 139.6512 | 138.8146 | 0.095% | -0.599% | -0.00057% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 120.4157 | 120.3700 | 0.089% | -0.038% | -0.00003% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 147.5425 | 145.6958 | 0.089% | -1.252% | -0.00111% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 147.1359 | 145.7369 | 0.088% | -0.951% | -0.00084% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 149.0266 | 147.3985 | 0.088% | -1.092% | -0.00096% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 152.7291 | 151.3923 | 0.088% | -0.875% | -0.00077% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 148.9486 | 147.2163 | 0.080% | -1.163% | -0.00093% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 131.7498 | 131.5894 | 0.067% | -0.122% | -0.00008% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 141.1999 | 140.5920 | 0.065% | -0.431% | -0.00028% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 136.6977 | 136.1941 | 0.063% | -0.368% | -0.00023% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 140.5413 | 139.8709 | 0.061% | -0.477% | -0.00029% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 134.8691 | 134.4798 | 0.059% | -0.289% | -0.00017% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 128.8596 | 128.7721 | 0.056% | -0.068% | -0.00004% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 145.3545 | 144.4551 | 0.054% | -0.619% | -0.00033% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 139.7177 | 139.2866 | 0.049% | -0.309% | -0.00015% |
| Total | $6.17tn | 100.000% | -0.69930% | ||||||||
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.