Rebalance of September 30, 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
- +0.738499%
- Market value
- $6.56tn
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 +0.738499% against a published month return of +0.738499%, a difference of 4.7e-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 | 101.9535 | 103.2721 | 1.026% | +1.293% | +0.01326% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 101.3227 | 102.6624 | 1.019% | +1.322% | +0.01348% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 103.7405 | 105.0693 | 1.016% | +1.281% | +0.01302% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 100.0044 | 101.3651 | 1.006% | +1.361% | +0.01369% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 98.4986 | 99.8179 | 0.991% | +1.339% | +0.01327% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 106.0958 | 107.4450 | 0.929% | +1.272% | +0.01182% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | – | $408.5m | $60.59bn | 100.0651 | 100.3038 | 0.924% | +0.239% | +0.00220% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | – | $269.0m | $60.73bn | 99.8142 | 100.0532 | 0.924% | +0.239% | +0.00221% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 105.7150 | 106.6790 | 0.884% | +0.912% | +0.00806% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.2833 | 106.5700 | 0.799% | +1.222% | +0.00977% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.2174 | 101.5054 | 0.772% | +1.285% | +0.00993% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 98.4871 | 99.7235 | 0.772% | +1.255% | +0.00969% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 110.3550 | 111.3380 | 0.767% | +0.891% | +0.00683% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 117.7982 | 119.1977 | 0.744% | +1.188% | +0.00884% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.3911 | 101.2850 | 0.734% | +0.573% | +0.00421% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.4487 | 110.2755 | 0.731% | +0.755% | +0.00553% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 114.1675 | 115.4942 | 0.726% | +1.162% | +0.00844% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.2541 | 101.8152 | 0.706% | +0.554% | +0.00391% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 109.9059 | 111.0560 | 0.703% | +1.046% | +0.00736% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 103.4905 | 104.7880 | 0.689% | +1.254% | +0.00863% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 104.0194 | 105.0866 | 0.666% | +1.026% | +0.00683% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 102.4511 | 103.5082 | 0.656% | +1.032% | +0.00677% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 102.2323 | 103.2894 | 0.654% | +1.034% | +0.00677% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.6236 | 102.7554 | 0.636% | +1.114% | +0.00708% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.7891 | 100.8047 | 0.631% | +1.018% | +0.00642% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.0669 | 103.1464 | 0.630% | +1.058% | +0.00666% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.9684 | 109.8685 | 0.606% | +0.826% | +0.00501% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 114.2300 | 115.6192 | 0.598% | +1.216% | +0.00728% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 91.4905 | 92.4130 | 0.586% | +1.008% | +0.00591% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.1213 | 106.0853 | 0.548% | +0.917% | +0.00503% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 102.2051 | 102.0985 | 0.545% | +0.752% | +0.00410% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.1219 | 101.8794 | 0.539% | +0.749% | +0.00404% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.0670 | 101.8259 | 0.539% | +0.751% | +0.00405% |
| 912828RJ1 | 1.000% | Sep 30, 2016 | $36.09bn | – | $1.09bn | $35.00bn | 101.0145 | 100.6277 | 0.539% | +0.112% | +0.00060% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.4344 | 102.1607 | 0.539% | +0.716% | +0.00386% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.1311 | 101.8166 | 0.539% | +0.678% | +0.00365% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.9429 | 101.7215 | 0.538% | +0.771% | +0.00415% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 100.9307 | 101.1060 | 0.538% | +0.174% | +0.00093% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.8094 | 101.6607 | 0.538% | +0.844% | +0.00454% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.7874 | 101.5353 | 0.538% | +0.742% | +0.00399% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.6598 | 100.8253 | 0.537% | +0.164% | +0.00088% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 100.6413 | 101.4613 | 0.537% | +0.815% | +0.00437% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.5873 | 100.7211 | 0.537% | +0.133% | +0.00071% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 100.4749 | 101.3478 | 0.536% | +0.869% | +0.00466% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 100.1723 | 100.2538 | 0.534% | +0.768% | +0.00410% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.9946 | 100.8254 | 0.533% | +0.831% | +0.00443% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.7225 | 100.5546 | 0.532% | +0.834% | +0.00444% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.2351 | 101.9613 | 0.531% | +0.717% | +0.00381% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.6588 | 100.0225 | 0.531% | +0.365% | +0.00194% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3163 | 100.2109 | 0.530% | +0.901% | +0.00477% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.2962 | 100.0856 | 0.530% | +0.795% | +0.00421% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.9742 | 110.9158 | 0.530% | +0.856% | +0.00453% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.9962 | 101.8482 | 0.528% | +0.651% | +0.00344% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.6386 | 100.8662 | 0.528% | +0.226% | +0.00119% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.4823 | 100.6787 | 0.527% | +0.195% | +0.00103% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.4087 | 100.6058 | 0.517% | +0.196% | +0.00102% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.5506 | 108.2429 | 0.514% | +0.644% | +0.00331% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.2541 | 100.6798 | 0.513% | +0.425% | +0.00218% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 98.3251 | 99.5513 | 0.510% | +1.247% | +0.00637% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.2880 | 101.9103 | 0.509% | +0.614% | +0.00312% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 101.0145 | 100.7215 | 0.507% | +0.205% | +0.00104% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.2221 | 100.4708 | 0.504% | +0.248% | +0.00125% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.9416 | 101.5652 | 0.500% | +0.618% | +0.00309% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 108.4881 | 109.5554 | 0.489% | +0.984% | +0.00481% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.7962 | 101.3668 | 0.483% | +0.566% | +0.00274% |
| 912828VW7 | 0.875% | Sep 15, 2016 | $31.00bn | – | – | $31.00bn | 100.8730 | 100.5385 | 0.477% | +0.102% | +0.00049% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.0992 | 101.7527 | 0.475% | +0.646% | +0.00307% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.7976 | 102.4925 | 0.471% | +0.683% | +0.00321% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.2731 | 99.7303 | 0.470% | +0.461% | +0.00217% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $35.00bn | – | $4.19bn | $30.81bn | 99.9817 | 99.9705 | 0.469% | +0.301% | +0.00141% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.8159 | 100.2520 | 0.468% | +0.437% | +0.00205% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6372 | 99.8967 | 0.467% | +0.260% | +0.00122% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 103.9881 | 105.1804 | 0.467% | +1.147% | +0.00535% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.0611 | 102.2242 | 0.463% | +1.151% | +0.00533% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.7073 | 100.9353 | 0.460% | +0.226% | +0.00104% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5652 | 100.3767 | 0.460% | +0.185% | +0.00085% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4249 | 100.5386 | 0.459% | +0.113% | +0.00052% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 108.9175 | 109.6505 | 0.459% | +0.673% | +0.00309% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3478 | 100.5340 | 0.459% | +0.185% | +0.00085% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.3414 | 100.4861 | 0.459% | +0.144% | +0.00066% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.2269 | 100.4032 | 0.458% | +0.176% | +0.00081% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.0914 | 100.2673 | 0.458% | +0.176% | +0.00080% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.8832 | 104.0353 | 0.455% | +1.120% | +0.00509% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.7066 | 102.8496 | 0.454% | +1.174% | +0.00533% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.1277 | 100.4701 | 0.454% | +0.342% | +0.00155% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 102.0513 | 103.1620 | 0.451% | +1.088% | +0.00491% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.3920 | 109.9789 | 0.450% | +0.537% | +0.00242% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.8950 | 103.0683 | 0.450% | +1.151% | +0.00519% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.6301 | 101.2326 | 0.450% | +0.599% | +0.00269% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 101.7364 | 102.8682 | 0.450% | +1.112% | +0.00500% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 131.8387 | 133.4657 | 0.447% | +1.234% | +0.00552% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.1930 | 102.3266 | 0.447% | +1.120% | +0.00501% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.8302 | 101.9932 | 0.446% | +1.153% | +0.00514% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.7577 | 101.8801 | 0.445% | +1.114% | +0.00496% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.6029 | 100.8305 | 0.445% | +0.226% | +0.00101% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 100.3514 | 101.5051 | 0.444% | +1.150% | +0.00510% |
| 912828F47 | 0.500% | Sep 30, 2016 | $29.00bn | – | – | $29.00bn | 100.2416 | 100.1264 | 0.443% | +0.134% | +0.00060% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.0571 | 101.5754 | 0.442% | +0.513% | +0.00227% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 100.0014 | 100.1569 | 0.442% | +0.156% | +0.00069% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.9551 | 100.2235 | 0.442% | +1.144% | +0.00505% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 99.7864 | 100.9409 | 0.441% | +1.157% | +0.00510% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 99.7147 | 100.8886 | 0.441% | +1.177% | +0.00519% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | $5.0m | $5.95bn | $29.04bn | 99.5646 | 100.0014 | 0.441% | +0.439% | +0.00193% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.2861 | 100.4303 | 0.439% | +1.152% | +0.00506% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 97.9429 | 99.0965 | 0.433% | +1.178% | +0.00510% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 101.2772 | 102.2323 | 0.431% | +0.943% | +0.00407% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 97.4083 | 98.4450 | 0.431% | +1.064% | +0.00459% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.5302 | 100.7582 | 0.429% | +0.227% | +0.00097% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.0958 | 100.2618 | 0.427% | +0.166% | +0.00071% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.9144 | 103.0159 | 0.426% | +1.081% | +0.00460% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.3638 | 103.5058 | 0.422% | +1.116% | +0.00471% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 104.0530 | 104.2452 | 0.421% | +0.185% | +0.00078% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 103.5394 | 104.6603 | 0.421% | +1.083% | +0.00456% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 103.8655 | 104.0577 | 0.418% | +0.185% | +0.00077% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.1927 | 102.5034 | 0.417% | +0.304% | +0.00127% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.9307 | 100.7627 | 0.415% | +0.329% | +0.00137% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4573 | 100.8415 | 0.413% | +0.382% | +0.00158% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4266 | 100.6542 | 0.413% | +0.227% | +0.00094% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.2904 | 100.5805 | 0.413% | +0.289% | +0.00119% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.2007 | 100.3767 | 0.412% | +0.176% | +0.00072% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.8505 | 103.2534 | 0.410% | +0.392% | +0.00161% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.6933 | 103.6185 | 0.409% | +0.901% | +0.00369% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.8217 | 103.7561 | 0.401% | +1.020% | +0.00409% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.6305 | 102.6391 | 0.398% | +0.992% | +0.00395% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.3529 | 100.7055 | 0.398% | +0.351% | +0.00140% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0229 | 100.0014 | 0.396% | +0.228% | +0.00091% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | – | – | $26.00bn | 100.0132 | 100.2204 | 0.396% | +0.207% | +0.00082% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 99.9497 | 100.1467 | 0.396% | +0.197% | +0.00078% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 99.9293 | 100.1678 | 0.396% | +0.239% | +0.00094% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | $95.1m | $26.00bn | 99.9185 | 100.1467 | 0.396% | +0.228% | +0.00090% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 99.8764 | 100.0738 | 0.396% | +0.198% | +0.00078% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.3145 | 105.9137 | 0.394% | +0.569% | +0.00224% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.5285 | 103.5143 | 0.393% | +0.961% | +0.00378% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 99.6433 | 100.7548 | 0.389% | +1.115% | +0.00434% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 134.8444 | 136.2317 | 0.389% | +1.029% | +0.00400% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.5256 | 100.9201 | 0.383% | +0.392% | +0.00150% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.7843 | 99.8458 | 0.382% | +0.437% | +0.00167% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 103.4800 | 103.6117 | 0.379% | +0.127% | +0.00048% |
| 912828LP3 | 3.000% | Sep 30, 2016 | $29.51bn | – | $5.74bn | $23.78bn | 103.9810 | 102.6019 | 0.377% | +0.116% | +0.00044% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.2354 | 101.6912 | 0.372% | +0.450% | +0.00168% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 104.1566 | 105.1002 | 0.369% | +0.906% | +0.00334% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.7244 | 100.6183 | 0.368% | +0.896% | +0.00330% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.6182 | 100.5752 | 0.368% | +0.454% | +0.00167% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.5523 | 101.0195 | 0.368% | +0.465% | +0.00171% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 106.4117 | 106.8533 | 0.367% | +0.415% | +0.00152% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 128.4834 | 130.0275 | 0.367% | +1.202% | +0.00441% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.3274 | 100.7840 | 0.367% | +0.455% | +0.00167% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.2649 | 100.6590 | 0.367% | +0.393% | +0.00144% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 102.3832 | 103.3284 | 0.366% | +0.923% | +0.00338% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0829 | 100.4667 | 0.366% | +0.384% | +0.00140% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 99.9524 | 100.3777 | 0.366% | +0.425% | +0.00156% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.7223 | 100.1901 | 0.365% | +0.469% | +0.00171% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 99.7079 | 100.1855 | 0.365% | +0.479% | +0.00175% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 103.0077 | 102.4114 | 0.364% | +0.331% | +0.00120% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.2649 | 100.8668 | 0.362% | +0.600% | +0.00217% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 105.4925 | 104.1026 | 0.361% | +0.223% | +0.00080% |
| 912828K74 | 2.000% | Aug 15, 2025 | $24.48bn | – | $482.5m | $24.00bn | 98.4674 | 99.6929 | 0.360% | +1.245% | +0.00448% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.6916 | 99.5645 | 0.358% | +0.885% | +0.00317% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.3614 | 103.2432 | 0.358% | +0.861% | +0.00309% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 104.1189 | 104.2588 | 0.355% | +0.134% | +0.00048% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.4725 | 101.1171 | 0.354% | +0.642% | +0.00227% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.6655 | 104.0374 | 0.353% | +0.359% | +0.00127% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 103.3315 | 103.6189 | 0.352% | +0.278% | +0.00098% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.7758 | 100.5754 | 0.350% | +0.801% | +0.00280% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 96.8458 | 97.9137 | 0.348% | +1.103% | +0.00384% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 103.5707 | 103.7867 | 0.336% | +0.209% | +0.00070% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.1688 | 99.3013 | 0.334% | +1.154% | +0.00386% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.0136 | 100.4287 | 0.334% | +0.415% | +0.00138% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 126.4151 | 127.6990 | 0.331% | +1.016% | +0.00336% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.5353 | 99.3048 | 0.331% | +0.781% | +0.00258% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.8801 | 99.6593 | 0.330% | +0.788% | +0.00260% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 105.1467 | 105.4015 | 0.325% | +0.242% | +0.00079% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 103.6780 | 103.9443 | 0.321% | +0.257% | +0.00082% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 104.2925 | 104.5179 | 0.321% | +0.216% | +0.00069% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.8728 | 102.8492 | 0.319% | +0.949% | +0.00303% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 106.3074 | 106.4657 | 0.296% | +0.149% | +0.00044% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 118.3665 | 119.6199 | 0.293% | +1.059% | +0.00311% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.0034 | 99.8565 | 0.292% | +0.862% | +0.00252% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 104.4881 | 105.6804 | 0.291% | +1.141% | +0.00332% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.9208 | 99.1590 | 0.290% | +0.746% | +0.00217% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 116.6107 | 117.8539 | 0.290% | +1.066% | +0.00309% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 129.2021 | 130.5900 | 0.289% | +1.074% | +0.00310% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 129.8329 | 131.7310 | 0.287% | +1.462% | +0.00420% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 137.1546 | 139.4365 | 0.278% | +1.664% | +0.00462% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 108.7276 | 109.0428 | 0.276% | +0.290% | +0.00080% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 104.8145 | 105.1950 | 0.274% | +0.363% | +0.00100% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.8796 | 99.1593 | 0.267% | +0.852% | +0.00227% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 100.8291 | 101.4725 | 0.265% | +0.638% | +0.00169% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 128.4209 | 129.9650 | 0.262% | +1.202% | +0.00315% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 107.9694 | 108.2317 | 0.255% | +0.243% | +0.00062% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.9460 | 102.7863 | 0.251% | +0.824% | +0.00207% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 104.3533 | 104.7235 | 0.248% | +0.355% | +0.00088% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 106.1159 | 105.1016 | 0.246% | +0.399% | +0.00098% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 129.4891 | 131.0435 | 0.245% | +1.200% | +0.00295% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 106.0262 | 106.2469 | 0.243% | +0.208% | +0.00051% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $16.32bn | – | $321.6m | $16.00bn | 99.3828 | 100.3359 | 0.242% | +0.959% | +0.00232% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 102.6073 | 103.7582 | 0.241% | +1.122% | +0.00270% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 105.4569 | 106.6491 | 0.236% | +1.131% | +0.00266% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 108.8723 | 109.3859 | 0.236% | +0.472% | +0.00111% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.5965 | 99.3664 | 0.228% | +0.781% | +0.00178% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.1566 | 104.6315 | 0.224% | +0.456% | +0.00102% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 126.0713 | 127.6365 | 0.224% | +1.242% | +0.00278% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.8274 | 100.6481 | 0.218% | +0.822% | +0.00179% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.2948 | 99.0224 | 0.217% | +0.740% | +0.00161% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 111.9429 | 113.2595 | 0.214% | +1.176% | +0.00252% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.0681 | 101.6808 | 0.212% | +0.606% | +0.00129% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 104.5076 | 104.9217 | 0.210% | +0.396% | +0.00083% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 142.1267 | 144.1573 | 0.205% | +1.429% | +0.00292% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 108.8665 | 109.3699 | 0.204% | +0.462% | +0.00094% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 107.8329 | 108.0435 | 0.203% | +0.195% | +0.00040% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 138.9633 | 140.2092 | 0.195% | +0.897% | +0.00175% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.5584 | 103.1386 | 0.192% | +0.566% | +0.00109% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 148.3825 | 150.9232 | 0.187% | +1.712% | +0.00321% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.7234 | 100.3781 | 0.184% | +0.657% | +0.00121% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.1970 | 105.6610 | 0.181% | +0.441% | +0.00080% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.5061 | 101.4103 | 0.177% | +0.644% | +0.00114% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.3222 | 104.8294 | 0.174% | +0.486% | +0.00085% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 110.5652 | 110.7391 | 0.172% | +0.157% | +0.00027% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 133.8050 | 135.7955 | 0.171% | +1.488% | +0.00254% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.0149 | 99.7215 | 0.168% | +0.714% | +0.00120% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 135.7772 | 137.3913 | 0.166% | +1.189% | +0.00197% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 130.8954 | 132.5435 | 0.153% | +1.259% | +0.00192% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 100.3899 | 101.0231 | 0.151% | +0.631% | +0.00095% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.6332 | 104.1916 | 0.149% | +0.539% | +0.00080% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 116.2480 | 116.5238 | 0.147% | +0.237% | +0.00035% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 140.0122 | 142.1698 | 0.137% | +1.541% | +0.00211% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 131.5700 | 133.0170 | 0.136% | +1.100% | +0.00150% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 134.9728 | 136.9837 | 0.136% | +1.490% | +0.00203% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 127.5146 | 129.1525 | 0.132% | +1.284% | +0.00169% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 132.6175 | 134.8893 | 0.125% | +1.713% | +0.00214% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 143.9565 | 145.7989 | 0.112% | +1.280% | +0.00143% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 126.6253 | 127.4440 | 0.110% | +0.646% | +0.00071% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 143.7204 | 146.2198 | 0.108% | +1.739% | +0.00188% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 126.6287 | 127.2897 | 0.108% | +0.522% | +0.00056% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 134.7792 | 135.8675 | 0.105% | +0.807% | +0.00085% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 134.2194 | 136.2629 | 0.102% | +1.522% | +0.00156% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 136.6104 | 138.0662 | 0.098% | +1.066% | +0.00105% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 147.4715 | 149.0204 | 0.094% | +1.050% | +0.00099% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 135.5537 | 136.8322 | 0.092% | +0.943% | +0.00087% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 142.8570 | 144.8142 | 0.085% | +1.370% | +0.00117% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 116.1912 | 116.5085 | 0.085% | +0.273% | +0.00023% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 142.7238 | 144.4406 | 0.085% | +1.203% | +0.00102% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 144.2493 | 146.0808 | 0.085% | +1.270% | +0.00107% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 147.6022 | 149.1926 | 0.084% | +1.077% | +0.00091% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 144.3060 | 146.1899 | 0.077% | +1.305% | +0.00100% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 127.6033 | 128.2120 | 0.065% | +0.477% | +0.00031% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 137.2816 | 138.5065 | 0.063% | +0.892% | +0.00056% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 132.8950 | 133.9745 | 0.061% | +0.812% | +0.00050% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 136.5003 | 137.6315 | 0.059% | +0.829% | +0.00049% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 130.8927 | 131.8356 | 0.057% | +0.720% | +0.00041% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 124.5778 | 125.0717 | 0.054% | +0.396% | +0.00021% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 141.1335 | 142.6613 | 0.052% | +1.083% | +0.00056% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 135.4667 | 136.4925 | 0.047% | +0.757% | +0.00036% |
| Total | $6.32tn | 100.000% | +0.73850% | ||||||||
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.