Rebalance of June 30, 2015
US Treasury Index constituents
Every one of the 251 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
- 251
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.792516%
- Market value
- $6.41tn
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 -0.792516% against a published month return of -0.792516%, a difference of 2.9e-10 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 | 103.1329 | 101.4235 | 1.061% | -1.657% | -0.01759% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 101.3539 | 99.6624 | 1.043% | -1.669% | -0.01741% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 103.6780 | 102.0380 | 1.039% | -1.582% | -0.01644% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 99.5856 | 97.8764 | 1.025% | -1.716% | -0.01759% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 105.9395 | 104.3200 | 0.950% | -1.529% | -0.01452% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 105.3713 | 104.7728 | 0.902% | -0.568% | -0.00512% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 106.4927 | 104.8769 | 0.827% | -1.517% | -0.01255% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.0856 | 99.6576 | 0.797% | -1.413% | -0.01126% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.7490 | 111.0494 | 0.794% | -0.626% | -0.00497% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 98.4246 | 96.9423 | 0.789% | -1.506% | -0.01189% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 117.6732 | 113.0727 | 0.761% | -3.910% | -0.02974% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 111.0302 | 110.5494 | 0.759% | -0.433% | -0.00329% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 116.0302 | 111.4244 | 0.755% | -3.970% | -0.02998% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.1704 | 101.1581 | 0.749% | -0.012% | -0.00009% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.7853 | 101.8139 | 0.726% | +0.028% | +0.00020% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 110.1247 | 105.5873 | 0.721% | -4.120% | -0.02970% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.7008 | 103.0955 | 0.713% | -1.533% | -0.01093% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 105.9776 | 101.4865 | 0.694% | -4.238% | -0.02941% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 102.7323 | 98.3207 | 0.673% | -4.294% | -0.02889% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.7160 | 101.9233 | 0.649% | -0.772% | -0.00501% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.3111 | 100.4117 | 0.648% | -0.888% | -0.00576% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.9766 | 95.7734 | 0.647% | -4.204% | -0.02719% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 115.9677 | 111.4869 | 0.622% | -3.864% | -0.02402% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.6872 | 108.3998 | 0.619% | -0.264% | -0.00164% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 93.2633 | 89.1267 | 0.611% | -4.435% | -0.02709% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.0811 | 105.5487 | 0.566% | -0.502% | -0.00284% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.9214 | 101.6274 | 0.556% | -0.289% | -0.00160% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.8139 | 101.8444 | 0.556% | +0.030% | +0.00017% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.5886 | 100.4107 | 0.554% | -0.360% | -0.00199% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.5669 | 101.3244 | 0.554% | -0.239% | -0.00132% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.9636 | 100.9419 | 0.554% | -0.205% | -0.00114% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.0027 | 101.0530 | 0.551% | +0.050% | +0.00027% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.9924 | 100.5961 | 0.551% | +0.041% | +0.00022% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 100.9506 | 101.0014 | 0.551% | +0.050% | +0.00028% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.8682 | 100.9185 | 0.550% | +0.050% | +0.00027% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.8478 | 100.6895 | 0.550% | -0.157% | -0.00086% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.5992 | 100.3152 | 0.549% | -0.282% | -0.00155% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.5961 | 100.6366 | 0.549% | +0.040% | +0.00022% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.4416 | 100.1270 | 0.548% | -0.313% | -0.00172% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.0037 | 99.6158 | 0.546% | -0.388% | -0.00212% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.7619 | 101.5528 | 0.546% | -0.205% | -0.00112% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7954 | 99.3769 | 0.545% | -0.419% | -0.00228% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.5883 | 99.1379 | 0.544% | -0.452% | -0.00246% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.5741 | 99.2089 | 0.543% | -0.367% | -0.00199% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.5642 | 99.6154 | 0.542% | +0.051% | +0.00028% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 99.9392 | 100.0214 | 0.541% | +0.082% | +0.00045% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.8550 | 100.9275 | 0.541% | +0.072% | +0.00039% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.6929 | 109.1970 | 0.540% | -0.452% | -0.00244% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.6386 | 100.6474 | 0.540% | +0.009% | +0.00005% |
| 912828SY7 | 0.625% | May 31, 2017 | $35.00bn | – | $408.5m | $34.59bn | 100.0330 | 100.0529 | 0.540% | +0.020% | +0.00011% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.7128 | 101.5960 | 0.539% | -0.115% | -0.00062% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.7836 | 100.8550 | 0.531% | +0.071% | +0.00038% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.2694 | 107.1179 | 0.525% | -0.141% | -0.00074% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.0965 | 100.1159 | 0.524% | +0.019% | +0.00010% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.8173 | 101.0041 | 0.523% | -0.062% | -0.00032% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 98.1063 | 96.8638 | 0.521% | -1.267% | -0.00660% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.9819 | 101.0326 | 0.518% | +0.050% | +0.00026% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.5024 | 100.2208 | 0.518% | +0.093% | +0.00048% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.4416 | 101.3451 | 0.514% | -0.095% | -0.00049% |
| 912828QR4 | 1.500% | Jun 30, 2016 | $36.13bn | – | $3.86bn | $32.27bn | 101.8486 | 101.1603 | 0.513% | +0.061% | +0.00031% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5178 | 100.6008 | 0.502% | +0.083% | +0.00041% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4643 | 100.5161 | 0.501% | +0.052% | +0.00026% |
| 912828VG2 | 0.500% | Jun 15, 2016 | $32.00bn | – | – | $32.00bn | 100.4183 | 100.2406 | 0.501% | +0.072% | +0.00036% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 108.1131 | 107.3366 | 0.499% | -0.718% | -0.00358% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.5774 | 100.5543 | 0.493% | -0.023% | -0.00011% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.6264 | 101.5632 | 0.489% | -0.062% | -0.00030% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.7792 | 100.8505 | 0.487% | +0.071% | +0.00034% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 105.6963 | 101.4240 | 0.485% | -4.042% | -0.01962% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.1793 | 99.1990 | 0.481% | +0.020% | +0.00010% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.1274 | 99.7833 | 0.481% | +0.031% | +0.00015% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.5476 | 101.3675 | 0.480% | -0.177% | -0.00085% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.8246 | 99.8759 | 0.480% | +0.051% | +0.00025% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.7921 | 99.8648 | 0.479% | +0.073% | +0.00035% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.7106 | 100.7514 | 0.477% | -0.943% | -0.00450% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.4365 | 110.2056 | 0.476% | -0.209% | -0.00100% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.6749 | 100.7153 | 0.471% | +0.040% | +0.00019% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.6588 | 100.7210 | 0.471% | +0.062% | +0.00029% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5027 | 100.5951 | 0.470% | +0.092% | +0.00043% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4760 | 100.2461 | 0.470% | +0.082% | +0.00039% |
| 912828WQ9 | 0.500% | Jun 30, 2016 | $30.00bn | – | – | $30.00bn | 100.3974 | 100.1889 | 0.470% | +0.041% | +0.00019% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3393 | 100.3911 | 0.469% | +0.052% | +0.00024% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3303 | 100.4127 | 0.469% | +0.082% | +0.00039% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2476 | 100.3298 | 0.469% | +0.082% | +0.00038% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 103.6583 | 102.8135 | 0.469% | -0.815% | -0.00382% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 102.7985 | 100.7558 | 0.465% | -0.954% | -0.00443% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 133.8855 | 129.3313 | 0.465% | -3.402% | -0.01581% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.0027 | 100.0326 | 0.463% | +0.030% | +0.00014% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.3912 | 101.5342 | 0.463% | -0.837% | -0.00388% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.8492 | 100.9810 | 0.461% | -0.852% | -0.00393% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.1420 | 109.0727 | 0.460% | -0.063% | -0.00029% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.4097 | 100.3559 | 0.459% | -0.054% | -0.00025% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 101.3927 | 100.5245 | 0.458% | -0.856% | -0.00393% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.5533 | 101.5735 | 0.455% | +0.020% | +0.00009% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.5717 | 100.6118 | 0.455% | +0.040% | +0.00018% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.3801 | 99.5026 | 0.454% | -0.874% | -0.00397% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.3234 | 100.3648 | 0.454% | +0.041% | +0.00019% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.2514 | 100.3234 | 0.453% | +0.072% | +0.00033% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.1784 | 100.2507 | 0.453% | +0.072% | +0.00033% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | $5.0m | $5.95bn | $29.04bn | 99.8145 | 99.8444 | 0.452% | +0.030% | +0.00014% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 99.9389 | 100.0007 | 0.452% | +0.062% | +0.00028% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.8485 | 98.8662 | 0.452% | -0.984% | -0.00444% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.6402 | 98.6274 | 0.451% | -1.016% | -0.00458% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 99.4334 | 98.4198 | 0.450% | -1.019% | -0.00458% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.3764 | 97.4382 | 0.445% | -0.954% | -0.00424% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 97.5333 | 93.4762 | 0.442% | -4.160% | -0.01837% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.9038 | 100.5070 | 0.441% | +0.040% | +0.00018% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.9022 | 100.3573 | 0.440% | -0.540% | -0.00237% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.0326 | 100.1048 | 0.437% | +0.072% | +0.00032% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 103.0798 | 101.2558 | 0.435% | -0.739% | -0.00321% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.5680 | 100.7944 | 0.434% | -0.762% | -0.00331% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.3570 | 105.4285 | 0.434% | +0.068% | +0.00029% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 104.0217 | 104.0890 | 0.431% | +0.065% | +0.00028% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.0363 | 103.1267 | 0.430% | +0.088% | +0.00038% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 103.2269 | 102.4728 | 0.429% | -0.731% | -0.00314% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.8057 | 100.8872 | 0.424% | +0.081% | +0.00034% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7686 | 100.8099 | 0.424% | +0.041% | +0.00017% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6312 | 100.7037 | 0.424% | +0.072% | +0.00031% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.4812 | 100.2204 | 0.423% | +0.052% | +0.00022% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3936 | 100.4341 | 0.423% | +0.040% | +0.00017% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.3495 | 102.8353 | 0.421% | -0.498% | -0.00210% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.7880 | 102.8471 | 0.419% | +0.058% | +0.00024% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 102.2867 | 101.5747 | 0.410% | -0.696% | -0.00285% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.4436 | 102.7218 | 0.408% | -0.698% | -0.00285% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.4302 | 106.3144 | 0.407% | -0.109% | -0.00044% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.2592 | 100.2993 | 0.406% | +0.040% | +0.00016% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1359 | 100.1773 | 0.406% | +0.041% | +0.00017% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 100.0639 | 100.1046 | 0.406% | +0.041% | +0.00017% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 99.9597 | 100.0319 | 0.405% | +0.072% | +0.00029% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | $95.1m | $26.00bn | 99.8872 | 99.9280 | 0.405% | +0.041% | +0.00017% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 103.1790 | 102.5426 | 0.404% | -0.617% | -0.00249% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 137.0159 | 132.1283 | 0.404% | -3.567% | -0.01442% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 99.3933 | 98.2860 | 0.397% | -1.114% | -0.00443% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.9303 | 100.4812 | 0.393% | +0.050% | +0.00020% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.6895 | 99.6885 | 0.390% | -0.001% | -0.00000% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 103.3825 | 103.4517 | 0.387% | +0.067% | +0.00026% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 103.9144 | 103.9728 | 0.385% | +0.056% | +0.00022% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.7336 | 101.0975 | 0.383% | +0.051% | +0.00019% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 108.0561 | 108.0649 | 0.382% | +0.008% | +0.00003% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 104.9035 | 103.1002 | 0.380% | -0.587% | -0.00223% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.6053 | 100.6569 | 0.377% | +0.051% | +0.00019% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4620 | 100.5435 | 0.376% | +0.081% | +0.00031% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.4100 | 98.9290 | 0.376% | -0.484% | -0.00182% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3936 | 100.4349 | 0.376% | +0.041% | +0.00015% |
| 912828XB1 | 2.125% | May 15, 2025 | $24.54bn | – | $542.8m | $24.00bn | 100.2544 | 98.4589 | 0.375% | -1.791% | -0.00672% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.2337 | 100.2527 | 0.375% | +0.019% | +0.00007% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 128.2646 | 123.7775 | 0.375% | -3.498% | -0.01312% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.9742 | 101.4194 | 0.373% | -0.544% | -0.00203% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.5963 | 99.6578 | 0.373% | +0.062% | +0.00023% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.6678 | 100.5527 | 0.372% | -0.114% | -0.00043% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 103.9769 | 104.0340 | 0.372% | +0.055% | +0.00020% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.9114 | 102.9713 | 0.372% | +0.058% | +0.00022% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 105.4255 | 105.5044 | 0.369% | +0.075% | +0.00028% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.9498 | 102.5218 | 0.369% | -0.416% | -0.00153% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 105.6771 | 104.1338 | 0.369% | +0.077% | +0.00029% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 104.4301 | 104.4494 | 0.367% | +0.019% | +0.00007% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.4103 | 97.8770 | 0.366% | -0.542% | -0.00198% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.3876 | 104.4594 | 0.364% | +0.069% | +0.00025% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.9412 | 100.8033 | 0.364% | -0.137% | -0.00050% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 98.3052 | 94.2831 | 0.362% | -4.091% | -0.01479% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.5999 | 103.6906 | 0.361% | +0.088% | +0.00032% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.1783 | 99.7923 | 0.359% | -0.385% | -0.00138% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 105.0082 | 105.0652 | 0.349% | +0.054% | +0.00019% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.7258 | 97.5480 | 0.344% | -1.193% | -0.00410% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.3550 | 100.3962 | 0.343% | +0.041% | +0.00014% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.0974 | 98.2218 | 0.339% | -0.316% | -0.00107% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 126.1963 | 121.6365 | 0.338% | -3.613% | -0.01221% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.1902 | 97.8972 | 0.337% | -0.298% | -0.00101% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 105.0842 | 105.1515 | 0.333% | +0.064% | +0.00021% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 104.8622 | 103.6943 | 0.332% | +0.078% | +0.00026% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 104.2263 | 104.2954 | 0.328% | +0.066% | +0.00022% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.4638 | 101.9715 | 0.325% | -0.480% | -0.00156% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 120.1347 | 115.7683 | 0.305% | -3.635% | -0.01107% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 106.2449 | 106.2782 | 0.303% | +0.031% | +0.00009% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 106.0401 | 101.8303 | 0.302% | -3.970% | -0.01200% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 118.2856 | 113.8151 | 0.301% | -3.779% | -0.01136% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.3471 | 98.9490 | 0.300% | -0.401% | -0.00120% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 131.1927 | 127.5031 | 0.297% | -2.812% | -0.00835% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.6069 | 98.3764 | 0.296% | -0.234% | -0.00069% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 129.0459 | 124.2775 | 0.295% | -3.695% | -0.01090% |
| 912828KZ2 | 3.250% | Jun 30, 2016 | $27.78bn | – | $9.71bn | $18.07bn | 104.4584 | 102.9151 | 0.294% | +0.078% | +0.00023% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 139.3239 | 136.5818 | 0.289% | -1.968% | -0.00568% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 106.0609 | 104.7575 | 0.284% | +0.067% | +0.00019% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 108.6026 | 108.6678 | 0.282% | +0.060% | +0.00017% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.3273 | 100.5975 | 0.272% | -0.042% | -0.00011% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.5343 | 98.0953 | 0.272% | -0.446% | -0.00121% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 106.8025 | 106.8315 | 0.270% | +0.027% | +0.00007% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 127.9834 | 123.6213 | 0.267% | -3.408% | -0.00910% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 110.2346 | 110.3470 | 0.266% | +0.102% | +0.00027% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 102.5373 | 101.1613 | 0.258% | -0.428% | -0.00110% |
| 912810RM2 | 3.000% | May 15, 2045 | $16.36bn | – | $361.9m | $16.00bn | 103.0448 | 98.5082 | 0.257% | -4.403% | -0.01132% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.5337 | 105.5950 | 0.256% | +0.058% | +0.00015% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 131.2552 | 126.9719 | 0.255% | -3.263% | -0.00831% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 108.2605 | 108.3626 | 0.254% | +0.094% | +0.00024% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.9870 | 106.0039 | 0.251% | +0.016% | +0.00004% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 102.6698 | 98.4769 | 0.247% | -4.084% | -0.01008% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.6400 | 110.7215 | 0.245% | +0.074% | +0.00018% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 105.4256 | 101.1804 | 0.241% | -4.027% | -0.00971% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.8152 | 98.5842 | 0.233% | -0.234% | -0.00055% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 105.1847 | 104.0377 | 0.232% | +0.038% | +0.00009% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 125.5088 | 121.3240 | 0.228% | -3.334% | -0.00759% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.5462 | 99.3043 | 0.223% | -0.243% | -0.00054% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.4800 | 98.2712 | 0.222% | -0.212% | -0.00047% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 113.0249 | 109.1899 | 0.221% | -3.393% | -0.00750% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 105.7575 | 105.7942 | 0.218% | +0.035% | +0.00008% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 100.8475 | 100.8665 | 0.217% | +0.019% | +0.00004% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 142.0329 | 139.5635 | 0.209% | -1.739% | -0.00364% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 108.7415 | 108.7762 | 0.208% | +0.032% | +0.00007% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 107.7391 | 107.7935 | 0.208% | +0.050% | +0.00010% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 138.4008 | 137.4905 | 0.199% | -0.658% | -0.00131% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.3397 | 102.3261 | 0.196% | -0.013% | -0.00003% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 148.0075 | 145.2045 | 0.191% | -1.894% | -0.00362% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.4406 | 99.2828 | 0.188% | -0.159% | -0.00030% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.1033 | 105.1298 | 0.185% | +0.025% | +0.00005% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.2541 | 101.1583 | 0.180% | -0.095% | -0.00017% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.1940 | 104.2012 | 0.178% | +0.007% | +0.00001% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 110.5027 | 110.5516 | 0.176% | +0.044% | +0.00008% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 133.4925 | 131.1393 | 0.174% | -1.763% | -0.00307% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.5382 | 136.5354 | 0.173% | -1.446% | -0.00250% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.2636 | 98.5652 | 0.172% | -0.200% | -0.00034% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 129.8016 | 125.6685 | 0.155% | -3.184% | -0.00493% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.5646 | 104.5948 | 0.154% | +0.029% | +0.00004% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 100.1712 | 99.9606 | 0.154% | -0.210% | -0.00032% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 116.1855 | 116.2113 | 0.150% | +0.022% | +0.00003% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 134.4551 | 132.8481 | 0.142% | -1.195% | -0.00170% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 137.5480 | 135.1288 | 0.142% | -1.759% | -0.00249% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 138.7935 | 134.7323 | 0.139% | -2.926% | -0.00407% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 128.7811 | 124.7061 | 0.136% | -3.164% | -0.00431% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 135.0060 | 132.5661 | 0.130% | -1.807% | -0.00235% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 130.2854 | 130.0525 | 0.115% | -0.179% | -0.00021% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 143.6753 | 141.5489 | 0.114% | -1.480% | -0.00169% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 130.7238 | 130.5530 | 0.114% | -0.131% | -0.00015% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 146.5435 | 143.9261 | 0.113% | -1.786% | -0.00201% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 138.7184 | 138.1310 | 0.111% | -0.423% | -0.00047% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 135.4221 | 131.4408 | 0.106% | -2.940% | -0.00310% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 139.7426 | 138.3643 | 0.103% | -0.986% | -0.00102% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 138.9979 | 137.7238 | 0.096% | -0.917% | -0.00088% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 147.3465 | 145.4266 | 0.096% | -1.303% | -0.00125% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 120.4738 | 120.5530 | 0.091% | +0.066% | +0.00006% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 145.7417 | 143.3638 | 0.089% | -1.632% | -0.00145% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 145.8881 | 144.0516 | 0.089% | -1.259% | -0.00112% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.3828 | 145.1922 | 0.088% | -1.486% | -0.00132% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 151.3265 | 149.3646 | 0.088% | -1.296% | -0.00115% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 147.2524 | 145.0514 | 0.080% | -1.495% | -0.00120% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 127.3220 | 127.2432 | 0.066% | -0.062% | -0.00004% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 136.8128 | 135.9752 | 0.064% | -0.612% | -0.00039% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 136.3997 | 135.6773 | 0.064% | -0.530% | -0.00034% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 140.0979 | 139.2087 | 0.062% | -0.635% | -0.00039% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 134.7077 | 134.2871 | 0.060% | -0.312% | -0.00019% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 124.4215 | 124.3842 | 0.055% | -0.030% | -0.00002% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 140.8835 | 139.5051 | 0.053% | -0.978% | -0.00052% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 135.0292 | 134.4925 | 0.048% | -0.397% | -0.00019% |
| Total | $6.15tn | 100.000% | -0.79252% | ||||||||
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.