Rebalance of October 30, 2015
US Treasury Index constituents
Every one of the 252 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
- 252
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.421136%
- Market value
- $6.63tn
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 -0.421136% against a published month return of -0.421136%, a difference of 7.6e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 103.2721 | 102.6036 | 1.028% | -0.647% | -0.00665% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 102.6624 | 101.9830 | 1.021% | -0.662% | -0.00676% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 105.0693 | 104.3804 | 1.018% | -0.656% | -0.00668% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 101.3651 | 100.6437 | 1.009% | -0.712% | -0.00718% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 99.8179 | 99.1168 | 0.993% | -0.702% | -0.00698% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 107.4450 | 106.7466 | 0.931% | -0.650% | -0.00605% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | – | $408.5m | $60.59bn | 100.3038 | 100.2334 | 0.916% | -0.070% | -0.00064% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | – | $269.0m | $60.73bn | 100.0532 | 99.9207 | 0.916% | -0.132% | -0.00121% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.6790 | 106.1573 | 0.883% | -0.489% | -0.00432% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 99.9705 | 99.8689 | 0.856% | -0.102% | -0.00087% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 106.5700 | 105.9029 | 0.800% | -0.626% | -0.00501% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.5054 | 100.8668 | 0.774% | -0.629% | -0.00487% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 99.7235 | 99.1257 | 0.773% | -0.599% | -0.00463% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.3380 | 110.8094 | 0.765% | -0.475% | -0.00363% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 119.1977 | 118.1175 | 0.745% | -0.906% | -0.00675% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.2755 | 109.8407 | 0.729% | -0.394% | -0.00287% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 115.4942 | 114.4657 | 0.727% | -0.891% | -0.00647% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.2850 | 101.1240 | 0.725% | -0.159% | -0.00115% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 111.0560 | 109.9745 | 0.703% | -0.974% | -0.00684% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.8152 | 101.6034 | 0.702% | -0.208% | -0.00146% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.7880 | 104.1929 | 0.690% | -0.568% | -0.00392% |
| 912828K74 | 2.000% | Aug 15, 2025 | $45.48bn | – | $482.5m | $45.00bn | 99.6929 | 98.9606 | 0.676% | -0.735% | -0.00497% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 105.0866 | 103.9834 | 0.665% | -1.050% | -0.00699% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 103.5082 | 102.1753 | 0.655% | -1.288% | -0.00844% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 103.2894 | 102.1128 | 0.654% | -1.139% | -0.00745% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 102.7554 | 102.1481 | 0.636% | -0.591% | -0.00376% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 100.8047 | 99.7734 | 0.630% | -1.023% | -0.00645% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 103.1464 | 102.5499 | 0.630% | -0.578% | -0.00364% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.8685 | 109.4120 | 0.605% | -0.416% | -0.00251% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 115.6192 | 114.5594 | 0.599% | -0.917% | -0.00549% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 92.4130 | 91.2554 | 0.585% | -1.253% | -0.00733% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.0853 | 105.5323 | 0.547% | -0.521% | -0.00285% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 102.0985 | 101.6890 | 0.539% | -0.401% | -0.00216% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.8794 | 101.4270 | 0.538% | -0.444% | -0.00239% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.8259 | 101.4063 | 0.537% | -0.412% | -0.00221% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.1607 | 101.7707 | 0.537% | -0.382% | -0.00205% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 101.7215 | 100.5082 | 0.537% | -0.455% | -0.00244% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.8166 | 101.4790 | 0.536% | -0.332% | -0.00178% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 101.6607 | 101.1145 | 0.536% | -0.537% | -0.00288% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.5353 | 101.0727 | 0.536% | -0.456% | -0.00244% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 101.4613 | 100.9463 | 0.535% | -0.508% | -0.00272% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 101.3478 | 100.7915 | 0.535% | -0.549% | -0.00294% |
| 912828RM4 | 1.000% | Oct 31, 2016 | $36.33bn | – | $1.33bn | $35.00bn | 101.1060 | 100.5680 | 0.533% | -0.038% | -0.00020% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 100.8254 | 99.5701 | 0.532% | -0.563% | -0.00300% |
| 912828RU6 | 0.875% | Nov 30, 2016 | $36.59bn | – | $1.59bn | $35.00bn | 100.8253 | 100.8081 | 0.532% | -0.017% | -0.00009% |
| 912828RX0 | 0.875% | Dec 31, 2016 | $36.13bn | – | $1.13bn | $35.00bn | 100.7211 | 100.7347 | 0.531% | +0.013% | +0.00007% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.5546 | 99.9880 | 0.531% | -0.563% | -0.00299% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2538 | 99.7490 | 0.529% | -0.504% | -0.00266% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2109 | 99.6442 | 0.529% | -0.565% | -0.00299% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.9613 | 101.5713 | 0.529% | -0.382% | -0.00202% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.9158 | 110.3451 | 0.528% | -0.514% | -0.00272% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 100.0856 | 99.5693 | 0.528% | -0.516% | -0.00272% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.9725 | 99.4052 | 0.527% | -0.567% | -0.00299% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 100.0225 | 99.9209 | 0.527% | -0.102% | -0.00054% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.8662 | 100.4111 | 0.523% | -0.017% | -0.00009% |
| 912828SC5 | 0.875% | Jan 31, 2017 | $35.66bn | – | $1.26bn | $34.40bn | 100.6787 | 100.6610 | 0.522% | -0.018% | -0.00009% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.8482 | 101.5528 | 0.522% | -0.290% | -0.00151% |
| 912828SJ0 | 0.875% | Feb 28, 2017 | $35.50bn | – | $1.70bn | $33.80bn | 100.6058 | 100.5889 | 0.513% | -0.017% | -0.00009% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 108.2429 | 107.9209 | 0.512% | -0.297% | -0.00152% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 99.5513 | 98.8488 | 0.511% | -0.706% | -0.00361% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.6798 | 100.5172 | 0.510% | -0.161% | -0.00082% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.9103 | 101.6658 | 0.506% | -0.240% | -0.00121% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.4708 | 100.4110 | 0.500% | -0.060% | -0.00030% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.7215 | 100.6839 | 0.500% | -0.037% | -0.00019% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.5652 | 101.3221 | 0.497% | -0.239% | -0.00119% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.5554 | 108.9834 | 0.488% | -0.522% | -0.00255% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.3668 | 100.5694 | 0.481% | -0.170% | -0.00082% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.7527 | 101.4769 | 0.473% | -0.271% | -0.00128% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.4925 | 101.3527 | 0.469% | -0.319% | -0.00150% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.7303 | 99.2222 | 0.467% | -0.196% | -0.00092% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 105.1804 | 104.2021 | 0.467% | -0.930% | -0.00434% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.2520 | 100.0985 | 0.465% | -0.153% | -0.00071% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.8967 | 99.8465 | 0.464% | -0.050% | -0.00023% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 102.2242 | 101.5543 | 0.463% | -0.655% | -0.00304% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 109.6505 | 109.3094 | 0.457% | -0.311% | -0.00142% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.9353 | 100.4493 | 0.456% | -0.048% | -0.00022% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 104.0353 | 103.4810 | 0.455% | -0.533% | -0.00242% |
| 912828WA4 | 0.625% | Oct 15, 2016 | $30.00bn | – | – | $30.00bn | 100.5386 | 100.2182 | 0.455% | -0.008% | -0.00004% |
| 912828A91 | 0.750% | Jan 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5340 | 100.5367 | 0.455% | +0.003% | +0.00001% |
| 912828WF3 | 0.625% | Nov 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4861 | 100.4467 | 0.454% | -0.039% | -0.00018% |
| 912828A59 | 0.625% | Dec 15, 2016 | $30.00bn | – | – | $30.00bn | 100.4032 | 100.3953 | 0.454% | -0.008% | -0.00004% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.3767 | 100.3489 | 0.454% | -0.028% | -0.00013% |
| 912828B74 | 0.625% | Feb 15, 2017 | $30.00bn | – | – | $30.00bn | 100.2673 | 100.2279 | 0.453% | -0.039% | -0.00018% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 103.1620 | 102.5343 | 0.451% | -0.608% | -0.00274% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 103.0683 | 102.2843 | 0.451% | -0.761% | -0.00343% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $35.00bn | – | $5.28bn | $29.72bn | 100.4701 | 100.0041 | 0.450% | -0.091% | -0.00041% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 102.8682 | 101.2610 | 0.450% | -0.590% | -0.00265% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.8496 | 102.2228 | 0.450% | -0.609% | -0.00274% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 133.4657 | 132.5554 | 0.448% | -0.682% | -0.00306% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.9789 | 109.8050 | 0.448% | -0.158% | -0.00071% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.2326 | 101.0294 | 0.448% | -0.201% | -0.00090% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 102.3266 | 101.7212 | 0.447% | -0.592% | -0.00265% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 101.9932 | 101.2296 | 0.446% | -0.749% | -0.00334% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.8801 | 101.2316 | 0.445% | -0.637% | -0.00284% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 101.5051 | 100.7941 | 0.444% | -0.701% | -0.00311% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 100.9409 | 100.1995 | 0.441% | -0.735% | -0.00324% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 100.8886 | 99.2909 | 0.441% | -0.716% | -0.00316% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.8305 | 100.7816 | 0.441% | -0.049% | -0.00021% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.5754 | 101.3825 | 0.440% | -0.190% | -0.00084% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.4303 | 99.7716 | 0.439% | -0.656% | -0.00288% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $29.32bn | – | $321.6m | $29.00bn | 100.3359 | 99.0547 | 0.439% | -1.277% | -0.00560% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.2235 | 99.5015 | 0.438% | -0.720% | -0.00316% |
| 912828F88 | 0.375% | Oct 31, 2016 | $29.00bn | – | – | $29.00bn | 100.1569 | 99.9396 | 0.438% | -0.030% | -0.00013% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $35.00bn | $5.0m | $5.95bn | $29.04bn | 100.0014 | 99.8173 | 0.438% | -0.184% | -0.00081% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | – | $29.00bn | 99.9110 | 99.1578 | 0.437% | -0.754% | -0.00329% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 99.0965 | 98.4144 | 0.433% | -0.688% | -0.00298% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 98.4450 | 97.5279 | 0.431% | -0.932% | -0.00402% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 102.2323 | 100.8534 | 0.431% | -0.493% | -0.00212% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 103.0159 | 102.4720 | 0.426% | -0.528% | -0.00225% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.7582 | 100.7097 | 0.425% | -0.048% | -0.00020% |
| 912828G46 | 0.500% | Nov 30, 2016 | $28.00bn | – | – | $28.00bn | 100.2618 | 100.2430 | 0.423% | -0.019% | -0.00008% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 103.5058 | 102.9718 | 0.422% | -0.516% | -0.00218% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 104.6603 | 103.0436 | 0.421% | -0.470% | -0.00198% |
| 912828LU2 | 3.125% | Oct 31, 2016 | $31.76bn | – | $5.20bn | $26.57bn | 104.2452 | 102.7047 | 0.417% | +0.021% | +0.00009% |
| 912828MK3 | 3.125% | Jan 31, 2017 | $32.52bn | – | $6.10bn | $26.43bn | 104.0577 | 104.0170 | 0.415% | -0.039% | -0.00016% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.5034 | 102.4183 | 0.414% | -0.083% | -0.00034% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.8415 | 100.2930 | 0.410% | -0.110% | -0.00045% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7627 | 100.6319 | 0.410% | -0.130% | -0.00053% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6542 | 100.5740 | 0.410% | -0.080% | -0.00033% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5805 | 100.4691 | 0.409% | -0.111% | -0.00045% |
| 912828H29 | 0.625% | Dec 31, 2016 | $27.00bn | – | – | $27.00bn | 100.3767 | 100.3685 | 0.409% | -0.008% | -0.00003% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.6185 | 103.0553 | 0.408% | -0.544% | -0.00222% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 103.2534 | 102.1978 | 0.407% | -0.114% | -0.00047% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 102.6391 | 102.1899 | 0.397% | -0.438% | -0.00174% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.7561 | 103.2341 | 0.396% | -0.503% | -0.00199% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.7055 | 100.5628 | 0.395% | -0.142% | -0.00056% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | – | – | $26.00bn | 100.2204 | 100.1810 | 0.393% | -0.039% | -0.00015% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1678 | 100.0659 | 0.393% | -0.102% | -0.00040% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | $95.1m | $26.00bn | 100.1467 | 99.8465 | 0.393% | -0.050% | -0.00020% |
| 912828H78 | 0.500% | Jan 31, 2017 | $26.00bn | – | – | $26.00bn | 100.1467 | 100.1277 | 0.393% | -0.019% | -0.00007% |
| 912828J35 | 0.500% | Feb 28, 2017 | $26.00bn | – | – | $26.00bn | 100.0738 | 100.0240 | 0.392% | -0.050% | -0.00020% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 103.5143 | 103.0428 | 0.392% | -0.455% | -0.00179% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0014 | 99.9513 | 0.392% | -0.050% | -0.00020% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.9137 | 105.7154 | 0.392% | -0.187% | -0.00073% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 100.7548 | 100.0632 | 0.389% | -0.686% | -0.00267% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 136.2317 | 135.1447 | 0.389% | -0.798% | -0.00310% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.9201 | 100.7888 | 0.380% | -0.130% | -0.00049% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.8458 | 99.6926 | 0.378% | -0.153% | -0.00058% |
| 912828MA5 | 2.750% | Nov 30, 2016 | $32.96bn | – | $8.95bn | $24.01bn | 103.6117 | 103.6021 | 0.375% | -0.009% | -0.00003% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.6912 | 101.4983 | 0.370% | -0.190% | -0.00070% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.1002 | 104.6192 | 0.368% | -0.458% | -0.00169% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 100.6183 | 100.0198 | 0.368% | -0.595% | -0.00219% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 130.0275 | 129.0329 | 0.367% | -0.765% | -0.00281% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 101.0195 | 100.8053 | 0.365% | -0.212% | -0.00077% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 103.3284 | 102.8157 | 0.365% | -0.496% | -0.00181% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 106.8533 | 106.6889 | 0.365% | -0.154% | -0.00056% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.7840 | 100.5897 | 0.365% | -0.193% | -0.00070% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.6590 | 100.4959 | 0.364% | -0.162% | -0.00059% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.5752 | 100.3506 | 0.364% | -0.223% | -0.00081% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4667 | 100.2928 | 0.363% | -0.173% | -0.00063% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.3777 | 100.1834 | 0.363% | -0.194% | -0.00070% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2940 | 100.0381 | 0.363% | -0.255% | -0.00093% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.1901 | 99.5681 | 0.362% | -0.246% | -0.00089% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.1855 | 99.9490 | 0.362% | -0.236% | -0.00086% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.8668 | 100.6318 | 0.360% | -0.233% | -0.00084% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.5645 | 98.5062 | 0.358% | -0.498% | -0.00178% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.2432 | 102.6671 | 0.358% | -0.558% | -0.00200% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.4114 | 102.3253 | 0.358% | -0.084% | -0.00030% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 104.1026 | 104.0430 | 0.352% | -0.057% | -0.00020% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.1171 | 100.8942 | 0.352% | -0.220% | -0.00078% |
| 912828MD9 | 3.250% | Dec 31, 2016 | $32.95bn | – | $10.57bn | $22.38bn | 104.2588 | 104.2914 | 0.352% | +0.031% | +0.00011% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 104.0374 | 103.9216 | 0.350% | -0.111% | -0.00039% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 103.6189 | 103.5129 | 0.350% | -0.102% | -0.00036% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.5754 | 100.1012 | 0.348% | -0.471% | -0.00164% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 97.9137 | 97.0279 | 0.348% | -0.905% | -0.00315% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 99.3013 | 98.6301 | 0.334% | -0.676% | -0.00226% |
| 912828MS6 | 3.000% | Feb 28, 2017 | $32.79bn | – | $11.48bn | $21.31bn | 103.7867 | 103.7380 | 0.333% | -0.047% | -0.00016% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.4287 | 100.2860 | 0.331% | -0.142% | -0.00047% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 127.6990 | 126.6936 | 0.331% | -0.787% | -0.00260% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.3048 | 98.8922 | 0.330% | -0.415% | -0.00137% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.6593 | 99.2259 | 0.329% | -0.435% | -0.00143% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 105.4015 | 103.7672 | 0.322% | -0.068% | -0.00022% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 103.9443 | 103.8492 | 0.318% | -0.091% | -0.00029% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 104.5179 | 104.4771 | 0.318% | -0.039% | -0.00012% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.8492 | 102.3366 | 0.315% | -0.498% | -0.00157% |
| 912828FY1 | 4.625% | Nov 15, 2016 | $23.29bn | – | $5.01bn | $18.29bn | 106.4657 | 106.3991 | 0.294% | -0.063% | -0.00018% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 119.6199 | 118.6756 | 0.293% | -0.789% | -0.00231% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.8565 | 99.3726 | 0.291% | -0.485% | -0.00141% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 105.6804 | 104.9209 | 0.291% | -0.719% | -0.00209% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 117.8539 | 116.8363 | 0.290% | -0.863% | -0.00250% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 130.5900 | 129.5329 | 0.289% | -0.809% | -0.00234% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 131.7310 | 130.6223 | 0.288% | -0.842% | -0.00243% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.1590 | 98.7464 | 0.288% | -0.416% | -0.00120% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.14bn | $13.29bn | 139.4365 | 138.2164 | 0.279% | -0.875% | -0.00244% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 109.0428 | 108.9436 | 0.274% | -0.091% | -0.00025% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 105.1950 | 105.0591 | 0.272% | -0.129% | -0.00035% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 99.1593 | 98.6639 | 0.265% | -0.500% | -0.00132% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.4725 | 101.2483 | 0.264% | -0.221% | -0.00058% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 129.9650 | 129.0642 | 0.262% | -0.693% | -0.00182% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 108.2317 | 108.1760 | 0.253% | -0.051% | -0.00013% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 102.7863 | 102.2931 | 0.250% | -0.480% | -0.00120% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 104.7235 | 104.5768 | 0.246% | -0.140% | -0.00034% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 131.0435 | 130.2785 | 0.246% | -0.584% | -0.00143% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 103.7582 | 102.9565 | 0.241% | -0.773% | -0.00186% |
| 912828GH7 | 4.625% | Feb 15, 2017 | $22.19bn | – | $7.16bn | $15.03bn | 106.2469 | 106.1804 | 0.241% | -0.063% | -0.00015% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.1016 | 104.9780 | 0.241% | -0.118% | -0.00028% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 106.6491 | 105.7646 | 0.236% | -0.829% | -0.00195% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 109.3859 | 109.2024 | 0.234% | -0.168% | -0.00039% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.3664 | 98.9543 | 0.227% | -0.415% | -0.00094% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 127.6365 | 126.7874 | 0.224% | -0.665% | -0.00149% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.6315 | 104.4630 | 0.223% | -0.161% | -0.00036% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.6481 | 99.6006 | 0.218% | -0.420% | -0.00091% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.0224 | 98.6610 | 0.216% | -0.365% | -0.00079% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 113.2595 | 112.5639 | 0.214% | -0.614% | -0.00132% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.6808 | 101.4573 | 0.211% | -0.220% | -0.00046% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 104.9217 | 104.7572 | 0.209% | -0.157% | -0.00033% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.57bn | $9.44bn | 144.1573 | 143.0649 | 0.205% | -0.758% | -0.00156% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 109.3699 | 109.2069 | 0.202% | -0.149% | -0.00030% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 108.0435 | 107.9973 | 0.201% | -0.043% | -0.00009% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 140.2092 | 139.4674 | 0.194% | -0.529% | -0.00103% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 103.1386 | 102.0721 | 0.191% | -0.186% | -0.00035% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 150.9232 | 149.4667 | 0.189% | -0.965% | -0.00182% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.3781 | 100.0389 | 0.184% | -0.338% | -0.00062% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 105.6610 | 104.2332 | 0.180% | -0.109% | -0.00020% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.4103 | 101.1665 | 0.175% | -0.240% | -0.00042% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.8294 | 104.6308 | 0.173% | -0.189% | -0.00033% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.58bn | $8.37bn | 135.7955 | 134.5020 | 0.171% | -0.953% | -0.00163% |
| 912810DX3 | 7.500% | Nov 15, 2016 | $18.86bn | $77.0m | $8.57bn | $10.22bn | 110.7391 | 110.7038 | 0.171% | -0.032% | -0.00005% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.7215 | 99.3709 | 0.168% | -0.352% | -0.00059% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 137.3913 | 136.5068 | 0.166% | -0.644% | -0.00107% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 132.5435 | 131.7785 | 0.153% | -0.577% | -0.00088% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 101.0231 | 100.1006 | 0.150% | -0.294% | -0.00044% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 104.1916 | 103.9810 | 0.149% | -0.202% | -0.00030% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 116.5238 | 116.4409 | 0.146% | -0.071% | -0.00010% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 142.1698 | 140.9484 | 0.138% | -0.859% | -0.00118% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.17bn | $6.61bn | 136.9837 | 135.7432 | 0.136% | -0.906% | -0.00124% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 133.0170 | 132.2792 | 0.136% | -0.555% | -0.00076% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 129.1525 | 128.4392 | 0.132% | -0.552% | -0.00073% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.17bn | $6.18bn | 134.8893 | 133.5333 | 0.126% | -1.005% | -0.00126% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 145.7989 | 144.8016 | 0.112% | -0.684% | -0.00077% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 127.4440 | 127.0255 | 0.109% | -0.328% | -0.00036% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.24bn | $4.93bn | 146.2198 | 144.7836 | 0.109% | -0.982% | -0.00107% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 127.2897 | 126.9990 | 0.107% | -0.228% | -0.00024% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 135.8675 | 135.1909 | 0.105% | -0.498% | -0.00052% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 136.2629 | 135.1135 | 0.103% | -0.844% | -0.00087% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 138.0662 | 137.1546 | 0.098% | -0.660% | -0.00065% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.0204 | 148.1101 | 0.094% | -0.611% | -0.00057% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 136.8322 | 135.9001 | 0.092% | -0.681% | -0.00062% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.27bn | $3.92bn | 144.8142 | 143.7123 | 0.086% | -0.761% | -0.00065% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 144.4406 | 143.6321 | 0.085% | -0.560% | -0.00048% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 146.0808 | 145.1053 | 0.085% | -0.668% | -0.00057% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 116.5085 | 116.4365 | 0.085% | -0.062% | -0.00005% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.1926 | 148.2931 | 0.084% | -0.603% | -0.00051% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.02bn | $3.50bn | 146.1899 | 145.0785 | 0.077% | -0.760% | -0.00059% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 128.2120 | 127.9946 | 0.064% | -0.170% | -0.00011% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 138.5065 | 137.8380 | 0.063% | -0.483% | -0.00030% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 133.9745 | 133.3156 | 0.061% | -0.492% | -0.00030% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 137.6315 | 136.9942 | 0.059% | -0.463% | -0.00027% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 131.8356 | 131.3560 | 0.056% | -0.364% | -0.00021% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 125.0717 | 124.9276 | 0.053% | -0.115% | -0.00006% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 142.6613 | 141.6681 | 0.052% | -0.696% | -0.00036% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 136.4925 | 135.9409 | 0.047% | -0.404% | -0.00019% |
| Total | $6.35tn | 100.000% | -0.42114% | ||||||||
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.