Rebalance of May 29, 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
- -0.042693%
- 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 -0.042693% against a published month return of -0.042693%, a difference of 3.5e-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 | 103.1796 | 103.1329 | 1.047% | -0.045% | -0.00047% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 102.5380 | 101.3539 | 1.040% | -0.058% | -0.00060% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 104.9658 | 103.6780 | 1.037% | -0.036% | -0.00037% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 99.6644 | 99.5856 | 1.011% | -0.079% | -0.00080% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 107.2999 | 105.9395 | 0.948% | +0.014% | +0.00013% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.4610 | 105.3713 | 0.898% | +0.209% | +0.00188% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 106.4760 | 106.4927 | 0.815% | +0.016% | +0.00013% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.9769 | 101.0856 | 0.785% | +0.108% | +0.00085% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 99.2136 | 98.4246 | 0.784% | +0.087% | +0.00068% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.5323 | 111.7490 | 0.781% | +0.194% | +0.00152% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 121.1675 | 117.6732 | 0.772% | -1.336% | -0.01032% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 117.6573 | 116.0302 | 0.755% | -1.383% | -0.01044% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.7823 | 111.0302 | 0.747% | +0.224% | +0.00167% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.9915 | 101.1704 | 0.737% | +0.177% | +0.00131% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 113.4320 | 110.1247 | 0.732% | -1.428% | -0.01045% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.5965 | 101.7853 | 0.714% | +0.186% | +0.00133% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.6117 | 104.7008 | 0.702% | +0.085% | +0.00060% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 107.4912 | 105.9776 | 0.694% | -1.408% | -0.00977% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 105.7590 | 102.7323 | 0.683% | -1.444% | -0.00985% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 102.9826 | 99.9766 | 0.657% | -1.523% | -0.01000% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 102.1727 | 101.3111 | 0.645% | +0.136% | +0.00087% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.5028 | 102.7160 | 0.638% | +0.208% | +0.00133% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 117.5635 | 115.9677 | 0.621% | -1.357% | -0.00843% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 110.1507 | 108.6872 | 0.618% | +0.203% | +0.00126% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 94.7367 | 93.2633 | 0.612% | -1.555% | -0.00951% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.8876 | 106.0811 | 0.557% | +0.183% | +0.00102% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.7792 | 101.8139 | 0.547% | +0.034% | +0.00019% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.6795 | 101.9214 | 0.547% | +0.238% | +0.00130% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.3675 | 101.5669 | 0.545% | +0.197% | +0.00107% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.3557 | 101.5886 | 0.545% | +0.230% | +0.00125% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.7307 | 101.9636 | 0.545% | +0.229% | +0.00125% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.3764 | 100.8478 | 0.545% | +0.218% | +0.00119% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.0014 | 100.4416 | 0.543% | +0.188% | +0.00102% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.9591 | 100.5961 | 0.543% | +0.074% | +0.00040% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 100.9185 | 101.0027 | 0.543% | +0.083% | +0.00045% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.8862 | 100.9924 | 0.543% | +0.105% | +0.00057% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.8659 | 100.9506 | 0.543% | +0.084% | +0.00046% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.7840 | 100.8682 | 0.542% | +0.084% | +0.00045% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 111.2396 | 109.6929 | 0.540% | +0.183% | +0.00099% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.3791 | 100.5992 | 0.540% | +0.219% | +0.00118% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | – | $35.13bn | 99.4725 | 99.5883 | 0.537% | +0.116% | +0.00063% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.7942 | 100.0037 | 0.537% | +0.210% | +0.00113% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.5290 | 101.7619 | 0.537% | +0.229% | +0.00123% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.5852 | 99.7954 | 0.536% | +0.211% | +0.00113% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.6985 | 99.5642 | 0.535% | +0.179% | +0.00096% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3733 | 99.5741 | 0.535% | +0.202% | +0.00108% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.8240 | 99.9392 | 0.533% | +0.115% | +0.00061% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.7800 | 100.8550 | 0.533% | +0.074% | +0.00040% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 100.1985 | 100.0330 | 0.533% | +0.147% | +0.00078% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.5024 | 100.6386 | 0.532% | +0.136% | +0.00072% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.5126 | 101.7128 | 0.530% | +0.197% | +0.00105% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 108.5979 | 107.2694 | 0.524% | +0.215% | +0.00113% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.6787 | 100.7836 | 0.523% | +0.104% | +0.00055% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.4176 | 100.0965 | 0.518% | +0.178% | +0.00092% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 98.8434 | 98.1063 | 0.517% | +0.076% | +0.00039% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.5951 | 101.8173 | 0.514% | +0.219% | +0.00112% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.8659 | 100.9819 | 0.510% | +0.115% | +0.00059% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.3757 | 100.5024 | 0.509% | +0.126% | +0.00064% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.2215 | 101.4416 | 0.505% | +0.217% | +0.00110% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.8451 | 101.8486 | 0.505% | +0.003% | +0.00002% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.4416 | 108.1131 | 0.497% | +0.214% | +0.00106% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5268 | 100.5178 | 0.494% | -0.009% | -0.00004% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4107 | 100.4643 | 0.494% | +0.053% | +0.00026% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4069 | 100.4183 | 0.494% | +0.011% | +0.00006% |
| 912828VC1 | 0.250% | May 15, 2016 | $32.00bn | – | – | $32.00bn | 100.0841 | 99.9803 | 0.492% | +0.021% | +0.00010% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 107.2412 | 105.6963 | 0.485% | -1.441% | -0.00699% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.3471 | 100.5774 | 0.485% | +0.230% | +0.00111% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.4042 | 101.6264 | 0.480% | +0.219% | +0.00105% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.7055 | 100.7792 | 0.480% | +0.073% | +0.00035% |
| 912828WM8 | 0.375% | May 31, 2016 | $31.01bn | – | $11.9m | $31.00bn | 100.2503 | 100.0323 | 0.478% | -0.030% | -0.00015% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 98.9704 | 99.1793 | 0.473% | +0.211% | +0.00100% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.9382 | 100.1274 | 0.473% | +0.189% | +0.00090% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.3169 | 101.5476 | 0.472% | +0.228% | +0.00108% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.6467 | 99.8246 | 0.472% | +0.179% | +0.00084% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6243 | 99.7921 | 0.471% | +0.168% | +0.00079% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.5394 | 101.7106 | 0.469% | +0.169% | +0.00079% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.2198 | 110.4365 | 0.468% | +0.197% | +0.00092% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5695 | 100.6749 | 0.464% | +0.105% | +0.00049% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5634 | 100.6588 | 0.464% | +0.095% | +0.00044% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4758 | 100.2476 | 0.463% | +0.084% | +0.00039% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4083 | 100.5027 | 0.463% | +0.094% | +0.00044% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3915 | 100.4760 | 0.463% | +0.084% | +0.00039% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.3859 | 100.3974 | 0.463% | +0.012% | +0.00005% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 135.1457 | 133.8855 | 0.462% | -0.932% | -0.00431% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2461 | 100.3303 | 0.462% | +0.084% | +0.00039% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2232 | 100.3393 | 0.462% | +0.116% | +0.00053% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.4344 | 103.6583 | 0.461% | +0.216% | +0.00100% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 110.7925 | 109.1420 | 0.460% | +0.203% | +0.00093% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 102.6478 | 102.7985 | 0.457% | +0.147% | +0.00067% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 99.8145 | 100.0027 | 0.456% | +0.189% | +0.00086% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.2112 | 102.3912 | 0.456% | +0.176% | +0.00080% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.8032 | 100.4097 | 0.455% | +0.230% | +0.00104% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.6495 | 101.8492 | 0.453% | +0.196% | +0.00089% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 101.2242 | 101.3927 | 0.451% | +0.166% | +0.00075% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.1892 | 100.3801 | 0.451% | +0.127% | +0.00057% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.8724 | 100.5717 | 0.450% | +0.136% | +0.00061% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 100.4874 | 97.5333 | 0.449% | -1.571% | -0.00705% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.3419 | 101.5533 | 0.447% | +0.209% | +0.00093% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.3118 | 100.3234 | 0.447% | +0.012% | +0.00005% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.1780 | 100.2514 | 0.446% | +0.073% | +0.00033% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.1048 | 100.1784 | 0.446% | +0.074% | +0.00033% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.8448 | 99.9389 | 0.445% | +0.094% | +0.00042% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | $5.0m | $5.95bn | $29.04bn | 99.6264 | 99.8145 | 0.445% | +0.189% | +0.00084% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | – | $29.11bn | 99.3485 | 99.4334 | 0.444% | +0.085% | +0.00038% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.7011 | 99.8485 | 0.444% | +0.148% | +0.00066% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.5232 | 99.6402 | 0.444% | +0.118% | +0.00052% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.2479 | 98.3764 | 0.438% | +0.131% | +0.00057% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7668 | 100.9038 | 0.434% | +0.136% | +0.00059% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.6923 | 100.9022 | 0.432% | +0.208% | +0.00090% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 102.3664 | 101.5680 | 0.431% | +0.197% | +0.00085% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.2088 | 100.0326 | 0.431% | +0.074% | +0.00032% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.8978 | 103.0798 | 0.428% | +0.177% | +0.00076% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.2457 | 105.3570 | 0.427% | +0.106% | +0.00045% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 103.9460 | 104.0217 | 0.424% | +0.073% | +0.00031% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.9409 | 103.0363 | 0.424% | +0.093% | +0.00039% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 103.0374 | 103.2269 | 0.422% | +0.184% | +0.00078% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6590 | 100.8057 | 0.418% | +0.146% | +0.00061% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6312 | 100.7686 | 0.418% | +0.137% | +0.00057% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4938 | 100.6312 | 0.417% | +0.137% | +0.00057% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.3964 | 100.4812 | 0.417% | +0.084% | +0.00035% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.2258 | 100.3936 | 0.416% | +0.167% | +0.00070% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.1705 | 103.3495 | 0.414% | +0.174% | +0.00072% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.6301 | 102.7880 | 0.413% | +0.154% | +0.00064% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 138.6404 | 137.0159 | 0.403% | -1.172% | -0.00472% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 102.0557 | 102.2867 | 0.403% | +0.226% | +0.00091% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.2531 | 103.4436 | 0.402% | +0.185% | +0.00074% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.4974 | 100.2592 | 0.402% | +0.198% | +0.00080% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | – | $26.10bn | 99.8139 | 99.8872 | 0.400% | +0.074% | +0.00029% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.1635 | 106.4302 | 0.400% | +0.251% | +0.00101% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0306 | 100.1359 | 0.400% | +0.105% | +0.00042% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 99.9592 | 100.0639 | 0.399% | +0.105% | +0.00042% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 99.8861 | 99.9597 | 0.399% | +0.074% | +0.00029% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.9971 | 103.1790 | 0.398% | +0.177% | +0.00070% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 100.1511 | 99.3933 | 0.395% | +0.117% | +0.00046% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.7514 | 100.9303 | 0.387% | +0.178% | +0.00069% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 104.6796 | 103.3825 | 0.386% | +0.074% | +0.00029% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.5010 | 99.6895 | 0.384% | +0.189% | +0.00073% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 131.7996 | 128.2646 | 0.380% | -1.022% | -0.00388% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 103.8166 | 103.9144 | 0.379% | +0.094% | +0.00036% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.5221 | 101.7336 | 0.377% | +0.208% | +0.00078% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 107.8814 | 108.0561 | 0.375% | +0.162% | +0.00061% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 104.7001 | 104.9035 | 0.374% | +0.194% | +0.00073% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.8867 | 99.4100 | 0.372% | +0.211% | +0.00079% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 102.7727 | 101.9742 | 0.371% | +0.196% | +0.00073% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.4572 | 100.6053 | 0.371% | +0.147% | +0.00055% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3152 | 100.4620 | 0.370% | +0.146% | +0.00054% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2250 | 100.3936 | 0.370% | +0.168% | +0.00062% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.4390 | 99.5963 | 0.367% | +0.158% | +0.00058% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 103.9429 | 103.9769 | 0.366% | +0.033% | +0.00012% |
| 912828QP8 | 1.750% | May 31, 2016 | $37.95bn | – | $14.67bn | $23.28bn | 102.2933 | 101.4110 | 0.366% | -0.007% | -0.00003% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.4358 | 100.6678 | 0.366% | +0.231% | +0.00085% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.7838 | 102.9114 | 0.366% | +0.124% | +0.00045% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 105.3065 | 105.4255 | 0.363% | +0.113% | +0.00041% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 105.5863 | 105.6771 | 0.363% | +0.086% | +0.00031% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.7472 | 102.9498 | 0.363% | +0.197% | +0.00072% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 104.3705 | 104.4301 | 0.362% | +0.057% | +0.00021% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 99.8510 | 98.3052 | 0.362% | -1.548% | -0.00560% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.1906 | 98.4103 | 0.360% | +0.224% | +0.00081% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.5333 | 103.5999 | 0.359% | +0.183% | +0.00066% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.3092 | 104.3876 | 0.359% | +0.075% | +0.00027% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.7004 | 100.9412 | 0.357% | +0.239% | +0.00085% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.9981 | 100.1783 | 0.353% | +0.180% | +0.00064% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 104.9117 | 105.0082 | 0.344% | +0.092% | +0.00032% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 129.8044 | 126.1963 | 0.343% | -1.143% | -0.00391% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.6492 | 98.7258 | 0.339% | +0.078% | +0.00026% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.1550 | 100.3550 | 0.337% | +0.200% | +0.00067% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.5113 | 98.1902 | 0.333% | +0.182% | +0.00061% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.9073 | 99.0974 | 0.333% | +0.192% | +0.00064% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 104.9460 | 105.0842 | 0.327% | +0.132% | +0.00043% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 105.4921 | 104.2263 | 0.327% | +0.103% | +0.00034% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.7106 | 104.8622 | 0.327% | +0.145% | +0.00047% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.2944 | 102.4638 | 0.320% | +0.166% | +0.00053% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 108.4774 | 106.2449 | 0.305% | +0.074% | +0.00022% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 121.5216 | 120.1347 | 0.304% | -1.141% | -0.00347% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 107.3974 | 106.0401 | 0.302% | -1.264% | -0.00382% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 119.8082 | 118.2856 | 0.300% | -1.271% | -0.00381% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 132.7996 | 129.0459 | 0.299% | -1.179% | -0.00353% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 132.6823 | 131.1927 | 0.296% | -1.123% | -0.00332% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.1481 | 99.3471 | 0.295% | +0.201% | +0.00059% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.3972 | 98.6069 | 0.291% | +0.213% | +0.00062% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 104.4613 | 104.4584 | 0.290% | -0.003% | -0.00001% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 139.9574 | 139.3239 | 0.286% | -0.453% | -0.00129% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 110.5856 | 108.6026 | 0.283% | +0.128% | +0.00036% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.8879 | 106.0609 | 0.279% | +0.163% | +0.00046% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 131.5183 | 127.9834 | 0.270% | -1.025% | -0.00277% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.0846 | 101.3273 | 0.268% | +0.240% | +0.00064% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.3765 | 98.5343 | 0.268% | +0.160% | +0.00043% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 106.7913 | 106.8025 | 0.266% | +0.011% | +0.00003% |
| 912828KW9 | 3.250% | May 31, 2016 | $26.90bn | – | $10.57bn | $16.33bn | 104.5134 | 102.9464 | 0.262% | +0.055% | +0.00015% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 110.1091 | 110.2346 | 0.262% | +0.114% | +0.00030% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 102.3455 | 102.5373 | 0.254% | +0.187% | +0.00048% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 132.6198 | 131.2552 | 0.253% | -1.029% | -0.00261% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.3714 | 105.5337 | 0.252% | +0.154% | +0.00039% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 105.6027 | 102.6698 | 0.250% | -1.357% | -0.00340% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 108.1770 | 108.2605 | 0.250% | +0.077% | +0.00019% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.7748 | 105.9870 | 0.247% | +0.201% | +0.00050% |
| 912828FF2 | 5.125% | May 15, 2016 | $23.29bn | – | $8.40bn | $14.90bn | 107.3643 | 104.7993 | 0.246% | -0.002% | -0.00001% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 108.3791 | 105.4256 | 0.244% | -1.283% | -0.00313% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.4537 | 110.6400 | 0.241% | +0.169% | +0.00041% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 128.9919 | 125.5088 | 0.231% | -1.053% | -0.00243% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.5747 | 98.8152 | 0.229% | +0.244% | +0.00056% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.9814 | 105.1847 | 0.228% | +0.194% | +0.00044% |
| 912810DW5 | 7.250% | May 15, 2016 | $18.82bn | – | $5.62bn | $13.20bn | 110.5009 | 106.8974 | 0.224% | +0.020% | +0.00004% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 114.3814 | 113.0249 | 0.220% | -1.186% | -0.00261% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.3159 | 99.5462 | 0.219% | +0.232% | +0.00051% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.2488 | 98.4800 | 0.219% | +0.235% | +0.00051% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.3242 | 100.8475 | 0.214% | +0.208% | +0.00045% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 105.5883 | 105.7575 | 0.214% | +0.160% | +0.00034% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 144.9819 | 142.0329 | 0.210% | +0.078% | +0.00016% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 109.8885 | 107.7391 | 0.209% | +0.092% | +0.00019% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 110.5064 | 108.7415 | 0.209% | +0.156% | +0.00033% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 142.0656 | 138.4008 | 0.201% | +0.236% | +0.00047% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 151.6645 | 148.0075 | 0.193% | -0.351% | -0.00068% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.0985 | 102.3397 | 0.193% | +0.236% | +0.00046% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.7510 | 99.4406 | 0.186% | +0.253% | +0.00047% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.8821 | 105.1033 | 0.182% | +0.211% | +0.00038% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 114.1474 | 110.5027 | 0.179% | +0.092% | +0.00017% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.0645 | 101.2541 | 0.178% | +0.188% | +0.00033% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 105.1480 | 104.1940 | 0.177% | +0.222% | +0.00039% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 136.2970 | 133.4925 | 0.175% | -0.132% | -0.00023% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.4618 | 138.5382 | 0.171% | +0.055% | +0.00009% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.0218 | 99.2636 | 0.170% | +0.244% | +0.00041% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 133.4197 | 129.8016 | 0.157% | -1.025% | -0.00161% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 120.4116 | 116.1855 | 0.154% | +0.124% | +0.00019% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.3719 | 104.5646 | 0.152% | +0.185% | +0.00028% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 99.9409 | 100.1712 | 0.151% | +0.230% | +0.00035% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 142.8691 | 138.7935 | 0.141% | -1.103% | -0.00156% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 134.3574 | 134.4551 | 0.140% | +0.073% | +0.00010% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 137.6083 | 137.5480 | 0.140% | -0.044% | -0.00006% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 130.1877 | 128.7811 | 0.136% | -1.080% | -0.00147% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 135.2127 | 135.0060 | 0.128% | -0.153% | -0.00020% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 146.9361 | 143.6753 | 0.115% | -0.007% | -0.00001% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 130.0271 | 130.2854 | 0.114% | +0.199% | +0.00023% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 130.4950 | 130.7238 | 0.112% | +0.175% | +0.00020% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 146.8627 | 146.5435 | 0.111% | -0.217% | -0.00024% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 138.4691 | 138.7184 | 0.109% | +0.180% | +0.00020% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 136.9529 | 135.4221 | 0.105% | -1.118% | -0.00118% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 139.5699 | 139.7426 | 0.101% | +0.124% | +0.00013% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 151.0224 | 147.3465 | 0.097% | +0.049% | +0.00005% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 138.8146 | 138.9979 | 0.095% | +0.132% | +0.00013% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 120.3700 | 120.4738 | 0.089% | +0.086% | +0.00008% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 145.6958 | 145.7417 | 0.088% | +0.032% | +0.00003% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 145.7369 | 145.8881 | 0.087% | +0.104% | +0.00009% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.3985 | 147.3828 | 0.087% | -0.011% | -0.00001% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 151.3923 | 151.3265 | 0.087% | -0.043% | -0.00004% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 147.2163 | 147.2524 | 0.079% | +0.025% | +0.00002% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 131.5894 | 127.3220 | 0.067% | +0.177% | +0.00012% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 140.5920 | 136.8128 | 0.065% | +0.202% | +0.00013% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 136.1941 | 136.3997 | 0.063% | +0.151% | +0.00010% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 139.8709 | 140.0979 | 0.061% | +0.162% | +0.00010% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 134.4798 | 134.7077 | 0.059% | +0.169% | +0.00010% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 128.7721 | 124.4215 | 0.056% | +0.165% | +0.00009% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 144.4551 | 140.8835 | 0.053% | +0.167% | +0.00009% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 139.2866 | 135.0292 | 0.049% | +0.084% | +0.00004% |
| Total | $6.22tn | 100.000% | -0.04269% | ||||||||
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.