Rebalance of March 31, 2016
US Treasury Index constituents
Every one of the 251 holdings, with the three deductions that set its weight, both prices, and its contribution to the month. The contributions add to the published return, which is what makes a level checkable rather than something to trust.
Check it yourself
- Holdings
- 251
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.111089%
- Market value
- $6.86tn
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 +0.111089% against a published month return of +0.111089%, a difference of 1.0e-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 | 105.5979 | 105.4251 | 1.016% | -0.164% | -0.00166% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 105.0677 | 104.9468 | 1.011% | -0.115% | -0.00116% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 105.0364 | 104.7280 | 1.011% | -0.294% | -0.00297% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 107.2661 | 107.1041 | 1.006% | -0.151% | -0.00152% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 103.8434 | 103.7119 | 0.999% | -0.127% | -0.00127% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 102.3324 | 102.2215 | 0.985% | -0.108% | -0.00107% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 102.1762 | 101.9715 | 0.983% | -0.200% | -0.00197% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $5.95bn | $63.75bn | 99.8770 | 100.0965 | 0.929% | +0.220% | +0.00204% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 109.3084 | 109.1676 | 0.916% | -0.129% | -0.00118% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | – | $408.5m | $60.59bn | 100.0009 | 100.1475 | 0.884% | +0.147% | +0.00130% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | – | $269.0m | $60.73bn | 99.7517 | 99.9293 | 0.883% | +0.178% | +0.00157% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.9279 | 107.2139 | 0.856% | +0.268% | +0.00229% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 99.9800 | 99.8767 | 0.828% | +0.209% | +0.00173% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 100.1576 | 100.3152 | 0.814% | +0.157% | +0.00128% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 108.5821 | 108.4100 | 0.789% | -0.158% | -0.00125% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 101.9207 | 101.8510 | 0.764% | -0.068% | -0.00052% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 125.9461 | 125.6092 | 0.761% | -0.267% | -0.00204% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 103.2074 | 103.1277 | 0.761% | -0.077% | -0.00059% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 121.9931 | 121.7394 | 0.743% | -0.208% | -0.00154% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.2744 | 111.5831 | 0.740% | +0.277% | +0.00205% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 117.3046 | 117.1545 | 0.718% | -0.128% | -0.00092% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.8560 | 101.3788 | 0.705% | +0.206% | +0.00146% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.6181 | 110.1456 | 0.701% | +0.481% | +0.00337% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 111.0038 | 110.9887 | 0.680% | -0.014% | -0.00009% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 106.7905 | 106.6909 | 0.680% | -0.093% | -0.00063% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.5666 | 101.7554 | 0.677% | +0.186% | +0.00126% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 108.9444 | 108.9811 | 0.667% | +0.034% | +0.00023% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 108.9444 | 109.0436 | 0.667% | +0.091% | +0.00061% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 108.8194 | 108.9186 | 0.666% | +0.091% | +0.00061% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | – | $45.40bn | 99.4406 | 99.5666 | 0.658% | +0.127% | +0.00083% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 105.3997 | 105.4883 | 0.646% | +0.084% | +0.00054% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 106.6576 | 106.4337 | 0.645% | -0.210% | -0.00135% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 103.9004 | 104.0082 | 0.622% | +0.104% | +0.00065% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 104.0563 | 104.2685 | 0.615% | +0.204% | +0.00125% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 122.2119 | 121.8956 | 0.613% | -0.259% | -0.00159% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 97.5718 | 97.7534 | 0.598% | +0.186% | +0.00111% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.2109 | 109.5920 | 0.582% | +0.349% | +0.00203% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | – | $37.38bn | 99.7541 | 99.6929 | 0.544% | -0.061% | -0.00033% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.1082 | 106.4255 | 0.530% | +0.299% | +0.00158% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 103.0753 | 102.5048 | 0.526% | +0.295% | +0.00155% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 102.5745 | 102.7861 | 0.524% | +0.206% | +0.00108% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 102.2210 | 102.4211 | 0.522% | +0.196% | +0.00102% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.1161 | 102.4107 | 0.521% | +0.289% | +0.00150% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 101.9911 | 102.2857 | 0.521% | +0.289% | +0.00150% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.9732 | 102.2351 | 0.520% | +0.257% | +0.00134% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 101.9402 | 102.2555 | 0.520% | +0.309% | +0.00161% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 101.8527 | 102.1473 | 0.520% | +0.289% | +0.00150% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.2411 | 102.5357 | 0.520% | +0.288% | +0.00150% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 101.9395 | 102.1916 | 0.520% | +0.247% | +0.00128% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 101.7833 | 102.0666 | 0.520% | +0.278% | +0.00145% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 101.5958 | 101.9103 | 0.519% | +0.310% | +0.00161% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 101.3560 | 101.0038 | 0.517% | +0.331% | +0.00171% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 101.2109 | 101.5155 | 0.517% | +0.301% | +0.00155% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 101.1685 | 100.7225 | 0.516% | +0.239% | +0.00123% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 101.0546 | 101.2655 | 0.516% | +0.209% | +0.00108% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.8162 | 101.1196 | 0.515% | +0.301% | +0.00155% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 100.6912 | 100.9321 | 0.514% | +0.239% | +0.00123% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 100.6446 | 100.8242 | 0.514% | +0.178% | +0.00092% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 100.4780 | 100.8032 | 0.513% | +0.324% | +0.00166% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 102.1027 | 102.3661 | 0.512% | +0.258% | +0.00132% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 102.6168 | 102.0669 | 0.509% | +0.256% | +0.00130% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.3726 | 110.7644 | 0.509% | +0.355% | +0.00181% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 99.8134 | 100.0225 | 0.508% | +0.210% | +0.00107% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.4808 | 100.5865 | 0.504% | +0.105% | +0.00053% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 101.2277 | 101.2098 | 0.503% | -0.018% | -0.00009% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.5639 | 100.7736 | 0.493% | +0.209% | +0.00103% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.6374 | 107.9660 | 0.492% | +0.305% | +0.00150% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.8451 | 102.0979 | 0.489% | +0.248% | +0.00121% |
| 912828SM3 | 1.000% | Mar 31, 2017 | $35.83bn | – | $2.93bn | $32.90bn | 100.7305 | 100.3465 | 0.483% | +0.115% | +0.00056% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.0944 | 100.2833 | 0.482% | +0.189% | +0.00091% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.5978 | 101.8492 | 0.481% | +0.247% | +0.00119% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 111.2850 | 111.1137 | 0.478% | -0.154% | -0.00074% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.8561 | 110.2160 | 0.474% | +0.328% | +0.00155% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.3252 | 101.5567 | 0.465% | +0.228% | +0.00106% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.7174 | 101.9701 | 0.457% | +0.248% | +0.00114% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 140.1593 | 139.7720 | 0.455% | -0.276% | -0.00126% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 103.4574 | 103.5027 | 0.454% | +0.044% | +0.00020% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.5134 | 102.7768 | 0.453% | +0.257% | +0.00117% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.7407 | 99.9190 | 0.452% | +0.179% | +0.00081% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.0007 | 100.1896 | 0.449% | +0.189% | +0.00085% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.6350 | 99.8338 | 0.447% | +0.200% | +0.00089% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 104.8417 | 105.0958 | 0.443% | +0.242% | +0.00107% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 104.8258 | 103.9433 | 0.443% | +0.172% | +0.00076% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 104.2771 | 104.0738 | 0.442% | -0.195% | -0.00086% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 104.2936 | 104.3808 | 0.441% | +0.084% | +0.00037% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | – | $29.00bn | 104.2936 | 104.2246 | 0.441% | -0.066% | -0.00029% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 104.2311 | 104.2558 | 0.441% | +0.024% | +0.00010% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.5174 | 100.6228 | 0.440% | +0.105% | +0.00046% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 103.9516 | 104.0594 | 0.440% | +0.104% | +0.00046% |
| 912828C32 | 0.750% | Mar 15, 2017 | $30.00bn | – | – | $30.00bn | 100.4087 | 100.1909 | 0.439% | +0.157% | +0.00069% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 108.8369 | 109.1769 | 0.439% | +0.312% | +0.00137% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | – | $29.00bn | 103.5652 | 103.5159 | 0.438% | -0.048% | -0.00021% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 103.2867 | 103.5177 | 0.437% | +0.224% | +0.00098% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 103.2586 | 103.3039 | 0.437% | +0.044% | +0.00019% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 103.0651 | 103.1614 | 0.436% | +0.093% | +0.00041% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | – | $29.00bn | 102.9097 | 102.9131 | 0.435% | +0.003% | +0.00001% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 102.8776 | 102.9114 | 0.435% | +0.033% | +0.00014% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.2517 | 101.4513 | 0.433% | +0.197% | +0.00085% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 102.4503 | 101.6298 | 0.433% | +0.053% | +0.00023% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 102.3176 | 102.3193 | 0.433% | +0.002% | +0.00001% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 102.2740 | 102.2981 | 0.433% | +0.024% | +0.00010% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | – | $29.00bn | 102.2316 | 101.3485 | 0.432% | -0.008% | -0.00003% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 101.7548 | 101.8397 | 0.430% | +0.083% | +0.00036% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $527.9m | $29.00bn | 101.5505 | 101.5120 | 0.429% | -0.038% | -0.00016% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 108.7586 | 109.0155 | 0.428% | +0.236% | +0.00101% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 100.5299 | 100.5951 | 0.425% | +0.065% | +0.00028% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.3633 | 101.5117 | 0.425% | +0.146% | +0.00062% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.4135 | 100.5505 | 0.425% | +0.136% | +0.00058% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 102.8053 | 103.0481 | 0.419% | +0.236% | +0.00099% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 103.8777 | 104.1409 | 0.415% | +0.253% | +0.00105% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 104.3249 | 104.5683 | 0.411% | +0.233% | +0.00096% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 105.3479 | 105.6645 | 0.410% | +0.301% | +0.00123% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.3403 | 100.5082 | 0.410% | +0.167% | +0.00069% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 101.5988 | 101.7880 | 0.397% | +0.186% | +0.00074% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7740 | 100.4524 | 0.397% | +0.177% | +0.00070% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.8495 | 104.1535 | 0.396% | +0.293% | +0.00116% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4549 | 100.6228 | 0.396% | +0.167% | +0.00066% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.2356 | 100.4038 | 0.395% | +0.168% | +0.00066% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 143.0395 | 142.6003 | 0.395% | -0.307% | -0.00121% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.1611 | 100.3293 | 0.394% | +0.168% | +0.00066% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.3784 | 102.5694 | 0.391% | +0.186% | +0.00073% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 105.5343 | 104.6936 | 0.390% | +0.269% | +0.00105% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 103.4117 | 103.6427 | 0.387% | +0.223% | +0.00087% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 102.2019 | 102.1947 | 0.382% | -0.007% | -0.00003% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 104.1751 | 104.4811 | 0.382% | +0.294% | +0.00112% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.5113 | 100.6902 | 0.381% | +0.178% | +0.00068% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.3510 | 100.5505 | 0.380% | +0.199% | +0.00076% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.3449 | 100.5128 | 0.380% | +0.167% | +0.00064% |
| 912828J92 | 0.500% | Mar 31, 2017 | $26.00bn | – | – | $26.00bn | 99.9903 | 99.8764 | 0.379% | +0.136% | +0.00052% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 99.9368 | 100.1257 | 0.379% | +0.189% | +0.00072% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | $95.1m | $26.00bn | 99.9176 | 100.0539 | 0.379% | +0.136% | +0.00052% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | – | – | $26.00bn | 99.9172 | 100.0955 | 0.379% | +0.178% | +0.00068% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 99.8640 | 100.0110 | 0.379% | +0.147% | +0.00056% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.3008 | 105.6288 | 0.377% | +0.311% | +0.00117% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 136.5673 | 136.1587 | 0.373% | -0.299% | -0.00112% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.1573 | 99.9708 | 0.367% | +0.188% | +0.00069% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.5229 | 100.7013 | 0.366% | +0.178% | +0.00065% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.4918 | 105.7878 | 0.358% | +0.281% | +0.00100% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 101.0331 | 101.3371 | 0.357% | +0.301% | +0.00107% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.4492 | 101.6288 | 0.357% | +0.177% | +0.00063% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 103.7696 | 103.5663 | 0.357% | -0.196% | -0.00070% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 103.8465 | 104.1096 | 0.355% | +0.253% | +0.00090% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 101.2737 | 101.4739 | 0.354% | +0.198% | +0.00070% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.1692 | 101.4001 | 0.354% | +0.228% | +0.00081% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8617 | 101.0507 | 0.353% | +0.187% | +0.00066% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8053 | 100.4837 | 0.353% | +0.177% | +0.00062% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.7740 | 100.4524 | 0.353% | +0.177% | +0.00062% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 100.6734 | 100.9255 | 0.352% | +0.250% | +0.00088% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.6065 | 100.8166 | 0.352% | +0.209% | +0.00074% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.3850 | 100.5639 | 0.351% | +0.178% | +0.00063% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.3537 | 100.5639 | 0.351% | +0.209% | +0.00074% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2987 | 100.4665 | 0.351% | +0.167% | +0.00059% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2043 | 100.4038 | 0.351% | +0.199% | +0.00070% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.1418 | 100.3413 | 0.350% | +0.199% | +0.00070% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0953 | 100.2838 | 0.350% | +0.188% | +0.00066% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.0093 | 101.2407 | 0.349% | +0.229% | +0.00080% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.4684 | 99.7198 | 0.348% | +0.253% | +0.00088% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 100.1271 | 100.5041 | 0.348% | +0.377% | +0.00131% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 105.3005 | 105.5673 | 0.348% | +0.253% | +0.00088% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.4773 | 103.7727 | 0.347% | +0.285% | +0.00099% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.4401 | 101.6926 | 0.346% | +0.186% | +0.00064% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.2225 | 101.5258 | 0.341% | +0.300% | +0.00102% |
| 912828MV9 | 3.250% | Mar 31, 2017 | $33.08bn | – | $10.63bn | $22.45bn | 104.0774 | 102.6026 | 0.341% | +0.144% | +0.00049% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.9883 | 101.2929 | 0.338% | +0.302% | +0.00102% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 134.2806 | 133.9550 | 0.336% | -0.242% | -0.00082% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.0343 | 103.2249 | 0.336% | +0.185% | +0.00062% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 102.4457 | 102.5855 | 0.334% | +0.136% | +0.00046% |
| 912828P46 | 1.625% | Feb 15, 2026 | $24.81bn | – | $1.81bn | $23.00bn | 98.9420 | 98.5804 | 0.332% | -0.365% | -0.00121% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 101.0670 | 101.0179 | 0.329% | -0.049% | -0.00016% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.8451 | 100.1798 | 0.321% | +0.335% | +0.00107% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 100.1573 | 100.4718 | 0.320% | +0.314% | +0.00101% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.1659 | 100.3654 | 0.320% | +0.199% | +0.00064% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 104.2111 | 103.5367 | 0.309% | +0.312% | +0.00097% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 103.7974 | 103.9698 | 0.307% | +0.166% | +0.00051% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 102.7002 | 102.8506 | 0.304% | +0.146% | +0.00045% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 103.1913 | 103.3304 | 0.304% | +0.135% | +0.00041% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 126.0972 | 125.7709 | 0.299% | -0.259% | -0.00077% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 111.9100 | 111.5824 | 0.298% | -0.293% | -0.00087% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 124.0920 | 123.7239 | 0.295% | -0.297% | -0.00088% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 137.0673 | 136.6274 | 0.293% | -0.321% | -0.00094% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 137.7792 | 137.5999 | 0.292% | -0.130% | -0.00038% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 100.3471 | 100.6399 | 0.283% | +0.292% | +0.00083% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 100.1368 | 100.0027 | 0.281% | +0.365% | +0.00103% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 143.4090 | 143.7730 | 0.278% | +0.254% | +0.00070% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 136.4736 | 136.1274 | 0.266% | -0.254% | -0.00068% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 103.9296 | 104.1326 | 0.260% | +0.195% | +0.00051% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 107.0306 | 107.2050 | 0.260% | +0.163% | +0.00042% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 100.2828 | 100.0656 | 0.259% | +0.344% | +0.00089% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.4804 | 101.7225 | 0.255% | +0.239% | +0.00061% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 137.7479 | 137.4124 | 0.250% | -0.244% | -0.00061% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 109.9444 | 109.6999 | 0.247% | -0.222% | -0.00055% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.1267 | 103.4114 | 0.243% | +0.276% | +0.00067% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 112.7624 | 112.4348 | 0.241% | -0.291% | -0.00070% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 105.9457 | 106.1003 | 0.239% | +0.146% | +0.00035% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 103.6226 | 103.8149 | 0.235% | +0.186% | +0.00044% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 105.3581 | 104.1641 | 0.233% | +0.231% | +0.00054% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 134.1556 | 133.8613 | 0.228% | -0.219% | -0.00050% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 107.9148 | 108.1930 | 0.223% | +0.258% | +0.00058% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.7840 | 100.1495 | 0.220% | +0.366% | +0.00081% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 119.6442 | 119.3486 | 0.219% | -0.247% | -0.00054% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.9293 | 104.1315 | 0.214% | +0.195% | +0.00042% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $16.18bn | – | $1.18bn | $15.00bn | 97.6968 | 97.7534 | 0.214% | +0.058% | +0.00012% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.9815 | 101.3067 | 0.211% | +0.322% | +0.00068% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.5096 | 99.8029 | 0.210% | +0.295% | +0.00062% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.6269 | 101.8371 | 0.204% | +0.207% | +0.00042% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 146.3005 | 146.1971 | 0.201% | -0.071% | -0.00014% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 103.7887 | 104.0204 | 0.200% | +0.223% | +0.00045% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 107.8266 | 108.0941 | 0.193% | +0.248% | +0.00048% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 105.8228 | 105.9560 | 0.191% | +0.126% | +0.00024% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 154.2435 | 154.6195 | 0.186% | +0.244% | +0.00045% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 138.6329 | 138.9080 | 0.186% | +0.198% | +0.00037% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.8678 | 103.0481 | 0.184% | +0.175% | +0.00032% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.6578 | 100.9406 | 0.178% | +0.281% | +0.00050% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.6923 | 104.9471 | 0.172% | +0.243% | +0.00042% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 102.1895 | 101.7541 | 0.170% | +0.308% | +0.00052% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 138.4808 | 138.4904 | 0.169% | +0.007% | +0.00001% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 103.9720 | 104.1732 | 0.166% | +0.193% | +0.00032% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.1051 | 100.4402 | 0.163% | +0.335% | +0.00054% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.9660 | 138.7895 | 0.163% | -0.127% | -0.00021% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 139.2603 | 139.0185 | 0.155% | -0.174% | -0.00027% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 101.2002 | 101.4942 | 0.145% | +0.290% | +0.00042% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.4979 | 103.7208 | 0.143% | +0.215% | +0.00031% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 148.3135 | 148.0519 | 0.139% | -0.176% | -0.00025% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 112.1659 | 112.3486 | 0.136% | +0.163% | +0.00022% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 135.8365 | 135.5841 | 0.134% | -0.186% | -0.00025% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 139.4766 | 139.5388 | 0.134% | +0.045% | +0.00006% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 133.2576 | 133.2898 | 0.132% | +0.024% | +0.00003% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 137.5601 | 137.6947 | 0.122% | +0.098% | +0.00012% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 147.4732 | 147.3393 | 0.110% | -0.091% | -0.00010% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 149.1274 | 149.2740 | 0.107% | +0.098% | +0.00011% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 142.1957 | 141.9440 | 0.104% | -0.177% | -0.00018% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 124.3661 | 124.6518 | 0.103% | +0.230% | +0.00024% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 123.5845 | 123.8716 | 0.101% | +0.232% | +0.00023% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 132.8918 | 133.1995 | 0.099% | +0.232% | +0.00023% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 137.3874 | 137.4004 | 0.095% | +0.009% | +0.00001% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.3609 | 149.3122 | 0.091% | -0.033% | -0.00003% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 135.8613 | 135.9787 | 0.088% | +0.086% | +0.00008% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 146.7002 | 146.6181 | 0.084% | -0.056% | -0.00005% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.4657 | 147.3530 | 0.083% | -0.076% | -0.00006% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 145.1583 | 144.9626 | 0.083% | -0.135% | -0.00011% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.5955 | 149.4636 | 0.082% | -0.088% | -0.00007% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 112.1470 | 112.3091 | 0.079% | +0.145% | +0.00011% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 147.8668 | 147.8060 | 0.075% | -0.041% | -0.00003% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 124.3644 | 124.6308 | 0.060% | +0.214% | +0.00013% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 136.3884 | 136.7054 | 0.060% | +0.232% | +0.00014% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 131.8245 | 132.0577 | 0.058% | +0.177% | +0.00010% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 135.8661 | 136.0580 | 0.056% | +0.141% | +0.00008% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 128.7565 | 129.2929 | 0.053% | +0.417% | +0.00022% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 120.8386 | 121.0532 | 0.050% | +0.178% | +0.00009% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 141.4289 | 141.5158 | 0.050% | +0.061% | +0.00003% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 133.4159 | 133.7236 | 0.044% | +0.231% | +0.00010% |
| Total | $6.51tn | 100.000% | +0.11109% | ||||||||
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.