Rebalance of July 31, 2015
US Treasury Index constituents
Every one of the 253 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
- 253
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.856519%
- Market value
- $6.48tn
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 +0.856519% against a published month return of +0.856519%, a difference of 4.3e-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 | 101.4235 | 102.7338 | 1.033% | +1.292% | +0.01334% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 99.6624 | 100.9891 | 1.015% | +1.331% | +0.01351% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 102.0380 | 103.3247 | 1.012% | +1.261% | +0.01276% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 97.8764 | 99.2150 | 0.997% | +1.368% | +0.01363% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | – | $408.5m | $60.59bn | 100.0529 | 100.0468 | 0.935% | -0.006% | -0.00006% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 104.3200 | 105.6291 | 0.925% | +1.255% | +0.01161% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 104.7728 | 105.3832 | 0.887% | +0.583% | +0.00517% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 104.8769 | 106.1276 | 0.806% | +1.193% | +0.00961% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.0494 | 111.8173 | 0.781% | +0.692% | +0.00540% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 99.6576 | 100.7775 | 0.778% | +1.124% | +0.00874% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 96.9423 | 98.1304 | 0.769% | +1.226% | +0.00943% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.5494 | 111.0986 | 0.748% | +0.497% | +0.00372% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.1581 | 101.3759 | 0.741% | +0.215% | +0.00159% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 113.0727 | 117.6902 | 0.723% | +4.084% | +0.02954% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.8139 | 101.9796 | 0.718% | +0.163% | +0.00117% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 111.4244 | 115.9111 | 0.718% | +4.027% | +0.02890% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 103.0955 | 104.3234 | 0.694% | +1.191% | +0.00827% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 105.5873 | 109.8587 | 0.684% | +4.045% | +0.02766% |
| 912828XB1 | 2.125% | May 15, 2025 | $45.54bn | – | $542.8m | $45.00bn | 98.4589 | 99.7745 | 0.684% | +1.336% | +0.00913% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 101.4865 | 105.5839 | 0.658% | +4.037% | +0.02655% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 98.3207 | 102.3084 | 0.637% | +4.056% | +0.02584% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.9233 | 102.7421 | 0.637% | +0.803% | +0.00512% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.4117 | 101.3098 | 0.636% | +0.894% | +0.00569% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 95.7734 | 99.8125 | 0.613% | +4.217% | +0.02585% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.3998 | 108.8587 | 0.611% | +0.423% | +0.00259% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 111.4869 | 115.9736 | 0.591% | +4.024% | +0.02380% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 89.1267 | 92.7609 | 0.578% | +4.078% | +0.02355% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.5487 | 106.1630 | 0.557% | +0.582% | +0.00324% |
| 912828QX1 | 1.500% | Jul 31, 2016 | $36.04bn | – | $1.04bn | $35.00bn | 101.8444 | 101.1060 | 0.550% | +0.011% | +0.00006% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.6274 | 102.0352 | 0.549% | +0.401% | +0.00220% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.3244 | 101.7514 | 0.547% | +0.421% | +0.00231% |
| 912828RF9 | 1.000% | Aug 31, 2016 | $36.07bn | – | $1.07bn | $35.00bn | 101.0530 | 101.0802 | 0.546% | +0.027% | +0.00015% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.0014 | 100.9978 | 0.545% | -0.004% | -0.00002% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.9185 | 100.9457 | 0.545% | +0.027% | +0.00015% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.6366 | 100.6843 | 0.543% | +0.047% | +0.00026% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.5961 | 100.6121 | 0.543% | +0.016% | +0.00009% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.6895 | 101.0435 | 0.543% | +0.352% | +0.00191% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.9419 | 101.3376 | 0.543% | +0.392% | +0.00213% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.4107 | 100.9001 | 0.542% | +0.487% | +0.00264% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.3152 | 100.7622 | 0.542% | +0.446% | +0.00241% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.1270 | 100.6373 | 0.541% | +0.510% | +0.00276% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.0044 | 100.5251 | 0.540% | +0.521% | +0.00281% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.5528 | 101.1070 | 0.539% | +0.361% | +0.00195% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.6158 | 100.1454 | 0.538% | +0.532% | +0.00286% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 99.5645 | 100.1373 | 0.538% | +0.575% | +0.00309% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.6154 | 99.7030 | 0.537% | +0.088% | +0.00047% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3769 | 99.9071 | 0.537% | +0.534% | +0.00286% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $35.00bn | – | $269.0m | $34.73bn | 100.0214 | 100.0462 | 0.536% | +0.025% | +0.00013% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.2089 | 99.0414 | 0.536% | +0.461% | +0.00247% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.9275 | 100.5384 | 0.536% | +0.048% | +0.00026% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.1379 | 99.6675 | 0.535% | +0.534% | +0.00286% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.6474 | 100.6634 | 0.535% | +0.016% | +0.00008% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.5960 | 101.8987 | 0.533% | +0.298% | +0.00159% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.1970 | 109.7609 | 0.532% | +0.516% | +0.00275% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.8550 | 100.8709 | 0.526% | +0.016% | +0.00008% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.1159 | 100.2999 | 0.519% | +0.184% | +0.00095% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.1179 | 107.4918 | 0.518% | +0.349% | +0.00181% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.0041 | 101.2323 | 0.513% | +0.226% | +0.00116% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 101.0326 | 101.0290 | 0.513% | -0.004% | -0.00002% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.2208 | 100.2568 | 0.511% | +0.036% | +0.00018% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 96.8638 | 97.8533 | 0.509% | +1.022% | +0.00520% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.3451 | 101.6046 | 0.508% | +0.256% | +0.00130% |
| 912828VL1 | 0.625% | Jul 15, 2016 | $32.00bn | – | – | $32.00bn | 100.6008 | 100.2823 | 0.497% | -0.006% | -0.00003% |
| 912828VR8 | 0.625% | Aug 15, 2016 | $32.00bn | – | – | $32.00bn | 100.5161 | 100.5418 | 0.496% | +0.026% | +0.00013% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 107.3366 | 108.1481 | 0.490% | +0.756% | +0.00370% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.5543 | 100.7602 | 0.488% | +0.205% | +0.00100% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.5632 | 101.0435 | 0.483% | +0.227% | +0.00110% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.8505 | 100.8353 | 0.482% | -0.015% | -0.00007% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.1990 | 99.3488 | 0.476% | +0.151% | +0.00072% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.8759 | 99.9322 | 0.475% | +0.056% | +0.00027% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.3675 | 101.7320 | 0.474% | +0.360% | +0.00171% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.8648 | 99.6291 | 0.474% | +0.014% | +0.00007% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.7833 | 99.8818 | 0.474% | +0.099% | +0.00047% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.2056 | 110.6298 | 0.470% | +0.385% | +0.00181% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 100.7514 | 101.6837 | 0.468% | +0.925% | +0.00433% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.7210 | 100.3825 | 0.466% | +0.036% | +0.00017% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.7153 | 100.7317 | 0.466% | +0.016% | +0.00008% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5951 | 100.5686 | 0.466% | -0.026% | -0.00012% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4127 | 100.4066 | 0.465% | -0.006% | -0.00003% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3911 | 100.4168 | 0.465% | +0.026% | +0.00012% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3298 | 100.3546 | 0.464% | +0.025% | +0.00011% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2461 | 100.2399 | 0.464% | -0.006% | -0.00003% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 101.4240 | 105.5839 | 0.461% | +4.101% | +0.01890% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.8135 | 102.5183 | 0.460% | +0.807% | +0.00371% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.0326 | 100.1311 | 0.459% | +0.098% | +0.00045% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.0727 | 109.3465 | 0.455% | +0.251% | +0.00114% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.3559 | 100.5623 | 0.454% | +0.206% | +0.00093% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.5342 | 102.4445 | 0.454% | +0.897% | +0.00407% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.9810 | 101.8791 | 0.452% | +0.889% | +0.00402% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 100.7558 | 101.7276 | 0.451% | +0.965% | +0.00435% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.5735 | 101.0737 | 0.450% | +0.185% | +0.00083% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.6118 | 100.6277 | 0.450% | +0.016% | +0.00007% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.5245 | 101.4226 | 0.450% | +0.893% | +0.00402% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 100.4433 | 101.4151 | 0.449% | +0.968% | +0.00435% |
| 912828WX4 | 0.500% | Jul 31, 2016 | $29.01bn | – | $9.4m | $29.00bn | 100.3648 | 100.1291 | 0.449% | +0.014% | +0.00006% |
| 912828D64 | 0.500% | Aug 31, 2016 | $29.00bn | – | $1.5m | $29.00bn | 100.3234 | 100.3370 | 0.449% | +0.014% | +0.00006% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.2507 | 100.2645 | 0.449% | +0.014% | +0.00006% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 100.0007 | 100.0031 | 0.447% | +0.002% | +0.00001% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | $5.0m | $5.95bn | $29.04bn | 99.8444 | 99.9742 | 0.447% | +0.130% | +0.00058% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 99.5026 | 100.4216 | 0.445% | +0.924% | +0.00411% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 129.3313 | 134.1904 | 0.444% | +3.757% | +0.01669% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 99.0651 | 100.0154 | 0.443% | +0.959% | +0.00425% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 98.8662 | 99.8043 | 0.442% | +0.949% | +0.00420% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 98.6274 | 99.5977 | 0.441% | +0.984% | +0.00434% |
| 912810RM2 | 3.000% | May 15, 2045 | $29.36bn | – | $361.9m | $29.00bn | 98.5082 | 102.4959 | 0.441% | +4.048% | +0.01784% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 98.4198 | 99.3893 | 0.440% | +0.985% | +0.00434% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 97.4382 | 97.6372 | 0.436% | +0.974% | +0.00425% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.5070 | 100.5546 | 0.434% | +0.047% | +0.00021% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.3573 | 100.9830 | 0.433% | +0.623% | +0.00270% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.1048 | 100.1187 | 0.432% | +0.014% | +0.00006% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 105.4285 | 103.8692 | 0.430% | +0.003% | +0.00001% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 104.0890 | 104.0880 | 0.427% | -0.001% | -0.00000% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.7944 | 101.6310 | 0.426% | +0.830% | +0.00354% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 103.1267 | 103.1698 | 0.426% | +0.042% | +0.00018% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.2558 | 102.1026 | 0.422% | +0.836% | +0.00353% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.4728 | 103.2683 | 0.422% | +0.776% | +0.00327% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.8872 | 100.9457 | 0.420% | +0.058% | +0.00024% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.8099 | 100.4202 | 0.420% | +0.047% | +0.00020% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7037 | 100.7210 | 0.420% | +0.017% | +0.00007% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 93.4762 | 97.4728 | 0.419% | +4.276% | +0.01791% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4341 | 100.4817 | 0.418% | +0.047% | +0.00020% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.2204 | 100.2452 | 0.417% | +0.025% | +0.00010% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.8471 | 102.9215 | 0.415% | +0.072% | +0.00030% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.8353 | 103.4321 | 0.415% | +0.580% | +0.00241% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.5747 | 102.3166 | 0.403% | +0.730% | +0.00294% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 106.3144 | 106.5963 | 0.402% | +0.265% | +0.00107% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.2993 | 100.3777 | 0.402% | +0.078% | +0.00031% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1773 | 99.9728 | 0.402% | +0.045% | +0.00018% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 100.1046 | 100.1182 | 0.402% | +0.014% | +0.00005% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0319 | 100.0458 | 0.401% | +0.014% | +0.00006% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.7218 | 103.4872 | 0.401% | +0.745% | +0.00299% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | – | – | $26.00bn | 100.0017 | 99.9952 | 0.401% | -0.006% | -0.00003% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | $95.1m | $26.00bn | 99.9280 | 99.9416 | 0.401% | +0.014% | +0.00005% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.5426 | 102.1736 | 0.398% | +0.676% | +0.00269% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 98.2860 | 99.2242 | 0.389% | +0.955% | +0.00371% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.4812 | 100.5714 | 0.388% | +0.090% | +0.00035% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.6885 | 99.8499 | 0.386% | +0.162% | +0.00062% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 132.1283 | 137.0925 | 0.386% | +3.757% | +0.01449% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 103.4517 | 103.4809 | 0.383% | +0.028% | +0.00011% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 103.9728 | 103.9933 | 0.381% | +0.020% | +0.00008% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 108.0649 | 108.2277 | 0.378% | +0.151% | +0.00057% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.0975 | 101.2520 | 0.377% | +0.153% | +0.00058% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.6569 | 100.8106 | 0.373% | +0.153% | +0.00057% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.5435 | 100.6644 | 0.372% | +0.120% | +0.00045% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4554 | 100.5881 | 0.372% | +0.132% | +0.00049% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4349 | 100.1389 | 0.372% | +0.141% | +0.00052% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.2527 | 100.3736 | 0.371% | +0.121% | +0.00045% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 98.9290 | 99.4279 | 0.370% | +0.504% | +0.00187% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 103.1002 | 103.7507 | 0.370% | +0.631% | +0.00233% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.6578 | 99.7879 | 0.369% | +0.131% | +0.00048% |
| 912828LL2 | 3.000% | Aug 31, 2016 | $28.84bn | – | $5.90bn | $22.94bn | 104.0340 | 104.0530 | 0.368% | +0.018% | +0.00007% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.9713 | 103.0466 | 0.368% | +0.073% | +0.00027% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.5527 | 100.1664 | 0.368% | +0.237% | +0.00087% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.4194 | 102.0372 | 0.367% | +0.609% | +0.00224% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 105.5044 | 105.5162 | 0.365% | +0.011% | +0.00004% |
| 912828LD0 | 3.250% | Jul 31, 2016 | $28.70bn | – | $6.14bn | $22.57bn | 104.4494 | 102.8390 | 0.364% | +0.014% | +0.00005% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.5218 | 102.0163 | 0.363% | +0.482% | +0.00175% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 104.4594 | 103.3319 | 0.361% | +0.057% | +0.00021% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.8770 | 98.4154 | 0.360% | +0.550% | +0.00198% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 104.1338 | 104.1440 | 0.360% | +0.010% | +0.00004% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.8033 | 101.1141 | 0.359% | +0.308% | +0.00111% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 123.7775 | 128.4823 | 0.358% | +3.801% | +0.01361% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.6906 | 103.7372 | 0.357% | +0.045% | +0.00016% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.7923 | 99.5737 | 0.354% | +0.470% | +0.00166% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 105.0652 | 105.0842 | 0.345% | +0.018% | +0.00006% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 94.2831 | 98.2213 | 0.343% | +4.177% | +0.01433% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.3962 | 100.0696 | 0.339% | +0.110% | +0.00037% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 97.5480 | 98.5399 | 0.336% | +1.017% | +0.00342% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 97.8972 | 98.3624 | 0.333% | +0.475% | +0.00158% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.2218 | 98.7289 | 0.332% | +0.516% | +0.00171% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 105.1515 | 105.1505 | 0.329% | -0.001% | -0.00000% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 103.6943 | 103.7310 | 0.325% | +0.035% | +0.00011% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 104.2954 | 104.2934 | 0.325% | -0.002% | -0.00001% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 121.6365 | 126.3302 | 0.322% | +3.859% | +0.01244% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.9715 | 102.5268 | 0.320% | +0.545% | +0.00174% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 106.2782 | 106.3179 | 0.300% | +0.037% | +0.00011% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.9490 | 99.4674 | 0.296% | +0.524% | +0.00155% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.3764 | 98.7790 | 0.292% | +0.409% | +0.00120% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 115.7683 | 120.2465 | 0.290% | +3.868% | +0.01123% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 101.8303 | 106.0214 | 0.287% | +4.116% | +0.01183% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 113.8151 | 118.2819 | 0.286% | +3.925% | +0.01124% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 127.5031 | 131.9758 | 0.286% | +3.508% | +0.01002% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 124.2775 | 129.0448 | 0.281% | +3.836% | +0.01078% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 136.5818 | 140.2593 | 0.280% | +2.693% | +0.00754% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 108.6678 | 108.7364 | 0.279% | +0.063% | +0.00018% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 104.7575 | 104.8478 | 0.278% | +0.086% | +0.00024% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.0953 | 98.6342 | 0.268% | +0.549% | +0.00147% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 100.5975 | 100.7833 | 0.268% | +0.185% | +0.00049% |
| 912828FQ8 | 4.875% | Aug 15, 2016 | $22.56bn | – | $6.35bn | $16.21bn | 106.8315 | 106.8696 | 0.267% | +0.036% | +0.00010% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 110.3470 | 110.4050 | 0.264% | +0.053% | +0.00014% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 123.6213 | 128.3573 | 0.255% | +3.831% | +0.00978% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 105.5950 | 104.3964 | 0.254% | +0.108% | +0.00027% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.1613 | 101.6420 | 0.252% | +0.475% | +0.00120% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 108.3626 | 108.3779 | 0.251% | +0.014% | +0.00004% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 106.0039 | 106.1694 | 0.248% | +0.156% | +0.00039% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 126.9719 | 131.6946 | 0.244% | +3.720% | +0.00906% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 110.7215 | 110.8987 | 0.243% | +0.160% | +0.00039% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 98.4769 | 102.5584 | 0.234% | +4.145% | +0.00971% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.5842 | 98.9864 | 0.230% | +0.408% | +0.00094% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 101.1804 | 105.3981 | 0.229% | +4.169% | +0.00954% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.0377 | 104.1882 | 0.227% | +0.145% | +0.00033% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.3043 | 99.7289 | 0.220% | +0.428% | +0.00094% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.2712 | 98.1634 | 0.220% | +0.335% | +0.00074% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 121.3240 | 125.9552 | 0.218% | +3.817% | +0.00831% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 105.7942 | 105.9470 | 0.216% | +0.144% | +0.00031% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 100.8665 | 101.0529 | 0.214% | +0.185% | +0.00040% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 109.1899 | 113.5402 | 0.211% | +3.984% | +0.00842% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 108.7762 | 108.9361 | 0.206% | +0.147% | +0.00030% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 107.7935 | 107.8220 | 0.206% | +0.026% | +0.00005% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 139.5635 | 142.3003 | 0.203% | +1.961% | +0.00399% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 137.4905 | 138.4891 | 0.195% | +0.726% | +0.00142% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.3261 | 102.5143 | 0.194% | +0.184% | +0.00036% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.2828 | 99.6342 | 0.186% | +0.354% | +0.00066% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 145.2045 | 148.8899 | 0.186% | +2.538% | +0.00471% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.1298 | 105.2714 | 0.183% | +0.135% | +0.00025% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.1583 | 101.4498 | 0.178% | +0.288% | +0.00051% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.2012 | 104.3841 | 0.176% | +0.176% | +0.00031% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 110.5516 | 110.5679 | 0.174% | +0.015% | +0.00003% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 98.5652 | 98.9674 | 0.169% | +0.408% | +0.00069% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 131.1393 | 134.1413 | 0.169% | +2.289% | +0.00388% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 136.5354 | 138.6761 | 0.169% | +1.568% | +0.00265% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.5948 | 103.6433 | 0.153% | +0.166% | +0.00025% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 99.9606 | 100.3227 | 0.152% | +0.362% | +0.00055% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 116.2113 | 116.2459 | 0.149% | +0.030% | +0.00004% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 125.6685 | 130.4783 | 0.148% | +3.827% | +0.00568% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 132.8481 | 134.2303 | 0.139% | +1.040% | +0.00145% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 135.1288 | 138.0677 | 0.138% | +2.175% | +0.00300% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 134.7323 | 139.5557 | 0.134% | +3.580% | +0.00478% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 124.7061 | 129.3862 | 0.130% | +3.753% | +0.00490% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 132.5661 | 135.7635 | 0.126% | +2.412% | +0.00305% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 130.0525 | 130.4807 | 0.114% | +0.329% | +0.00038% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 130.5530 | 130.9246 | 0.112% | +0.285% | +0.00032% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 141.5489 | 144.0380 | 0.111% | +1.758% | +0.00196% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 143.9261 | 147.3907 | 0.110% | +2.407% | +0.00264% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 138.1310 | 138.8037 | 0.109% | +0.487% | +0.00053% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 131.4408 | 136.1863 | 0.101% | +3.610% | +0.00366% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 138.3643 | 139.6388 | 0.101% | +0.921% | +0.00093% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 137.7238 | 138.7597 | 0.094% | +0.752% | +0.00071% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 145.4266 | 147.0679 | 0.094% | +1.129% | +0.00106% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 120.5530 | 120.6121 | 0.090% | +0.049% | +0.00004% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 143.3638 | 146.1324 | 0.087% | +1.931% | +0.00168% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 144.0516 | 145.8658 | 0.087% | +1.259% | +0.00109% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.3646 | 151.0285 | 0.086% | +1.114% | +0.00096% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 145.1922 | 147.5262 | 0.086% | +1.608% | +0.00139% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 145.0514 | 147.6554 | 0.078% | +1.795% | +0.00141% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 127.2432 | 127.5190 | 0.065% | +0.217% | +0.00014% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 135.9752 | 136.8601 | 0.063% | +0.651% | +0.00041% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 135.6773 | 136.4264 | 0.063% | +0.552% | +0.00035% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 139.2087 | 140.1369 | 0.061% | +0.667% | +0.00041% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 134.2871 | 134.8432 | 0.059% | +0.414% | +0.00024% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 124.3842 | 124.5774 | 0.054% | +0.155% | +0.00008% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 139.5051 | 140.6576 | 0.052% | +0.826% | +0.00043% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 134.4925 | 135.1522 | 0.047% | +0.490% | +0.00023% |
| Total | $6.28tn | 100.000% | +0.85652% | ||||||||
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.