Rebalance of April 29, 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
- -0.135869%
- Market value
- $6.88tn
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 -0.135869% against a published month return of -0.135869%, a difference of 7.1e-9 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 | 105.4251 | 105.4087 | 1.011% | -0.016% | -0.00016% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 104.9468 | 104.9196 | 1.006% | -0.026% | -0.00026% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 104.7280 | 104.7009 | 1.004% | -0.026% | -0.00026% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 107.1041 | 107.0982 | 1.000% | -0.005% | -0.00005% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 103.7119 | 103.7054 | 0.994% | -0.006% | -0.00006% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 102.2215 | 102.1731 | 0.980% | -0.047% | -0.00046% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 101.9715 | 102.0168 | 0.978% | +0.044% | +0.00043% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 109.1676 | 109.1205 | 0.912% | -0.043% | -0.00039% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | – | $269.0m | $60.73bn | 99.9293 | 100.0445 | 0.882% | +0.115% | +0.00102% |
| 912828SY7 | 0.625% | May 31, 2017 | $61.00bn | – | $408.5m | $60.59bn | 100.1475 | 100.2630 | 0.882% | +0.115% | +0.00102% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 107.2139 | 107.1875 | 0.855% | -0.025% | -0.00021% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 99.8767 | 99.9609 | 0.824% | +0.084% | +0.00069% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 100.3152 | 100.0666 | 0.812% | +0.126% | +0.00102% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.0965 | 100.0971 | 0.800% | +0.001% | +0.00001% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 108.4100 | 108.4255 | 0.785% | +0.014% | +0.00011% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 101.8510 | 101.7500 | 0.761% | -0.099% | -0.00075% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 103.1277 | 103.0793 | 0.758% | -0.047% | -0.00036% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 125.6092 | 124.1786 | 0.757% | -1.139% | -0.00862% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.5831 | 111.5481 | 0.739% | -0.031% | -0.00023% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 121.7394 | 120.3606 | 0.738% | -1.133% | -0.00836% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 117.1545 | 115.8170 | 0.714% | -1.142% | -0.00816% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 110.1456 | 110.1418 | 0.702% | -0.003% | -0.00002% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.3788 | 101.3702 | 0.699% | -0.008% | -0.00006% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 110.9887 | 109.7236 | 0.677% | -1.140% | -0.00772% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 106.6909 | 106.5601 | 0.677% | -0.123% | -0.00083% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.7554 | 101.7880 | 0.676% | +0.032% | +0.00022% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 109.0436 | 107.7679 | 0.665% | -1.170% | -0.00778% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 108.9811 | 107.7991 | 0.665% | -1.085% | -0.00721% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 108.9186 | 107.7366 | 0.665% | -1.085% | -0.00721% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 105.4883 | 104.3269 | 0.644% | -1.101% | -0.00709% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 106.4337 | 105.3348 | 0.641% | -1.032% | -0.00662% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 104.0082 | 104.0536 | 0.620% | +0.044% | +0.00027% |
| 912828P46 | 1.625% | Feb 15, 2026 | $44.81bn | – | $1.81bn | $43.00bn | 98.5804 | 98.4375 | 0.616% | -0.145% | -0.00089% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 104.2685 | 104.2933 | 0.614% | +0.024% | +0.00015% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | – | $42.10bn | 100.0034 | 99.8905 | 0.612% | -0.113% | -0.00069% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 121.8956 | 120.5168 | 0.609% | -1.131% | -0.00689% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 97.7534 | 96.5288 | 0.596% | -1.253% | -0.00747% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.5920 | 109.5982 | 0.581% | +0.006% | +0.00003% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.4255 | 106.3678 | 0.529% | -0.054% | -0.00029% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 102.7861 | 102.7476 | 0.523% | -0.037% | -0.00020% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 102.5048 | 102.5593 | 0.521% | +0.053% | +0.00028% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 102.4211 | 102.3712 | 0.521% | -0.049% | -0.00025% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.4107 | 102.4554 | 0.521% | +0.044% | +0.00023% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 102.2857 | 102.2679 | 0.520% | -0.017% | -0.00009% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 102.2555 | 101.5394 | 0.520% | +0.033% | +0.00017% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 102.2351 | 102.2782 | 0.520% | +0.042% | +0.00022% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 102.1473 | 102.0982 | 0.519% | -0.048% | -0.00025% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.5357 | 102.5804 | 0.519% | +0.044% | +0.00023% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 102.0666 | 102.1311 | 0.519% | +0.063% | +0.00033% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 102.1916 | 102.2561 | 0.519% | +0.063% | +0.00033% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 101.9103 | 101.8811 | 0.518% | -0.029% | -0.00015% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 101.5155 | 100.8200 | 0.516% | -0.008% | -0.00004% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 101.2655 | 100.5387 | 0.515% | -0.039% | -0.00020% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 101.1196 | 101.1104 | 0.514% | -0.009% | -0.00005% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 101.0038 | 100.9640 | 0.514% | -0.039% | -0.00020% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 100.9321 | 100.8916 | 0.513% | -0.040% | -0.00021% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 100.8242 | 100.7538 | 0.513% | -0.070% | -0.00036% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 100.8032 | 100.8159 | 0.513% | +0.013% | +0.00006% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 100.7225 | 100.6827 | 0.512% | -0.040% | -0.00020% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 102.3661 | 102.4420 | 0.511% | +0.074% | +0.00038% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.7644 | 110.7813 | 0.508% | +0.015% | +0.00008% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 100.0225 | 100.1067 | 0.508% | +0.084% | +0.00043% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 102.0669 | 102.1421 | 0.504% | +0.074% | +0.00037% |
| 912828SS0 | 0.875% | Apr 30, 2017 | $35.94bn | – | $1.52bn | $34.42bn | 100.5865 | 100.3173 | 0.503% | +0.167% | +0.00084% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | – | $34.67bn | 99.5041 | 99.3811 | 0.501% | -0.124% | -0.00062% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 101.2098 | 101.1607 | 0.501% | -0.049% | -0.00024% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.9660 | 108.0134 | 0.492% | +0.044% | +0.00022% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.5666 | 99.5051 | 0.492% | -0.062% | -0.00030% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.7736 | 100.8270 | 0.492% | +0.053% | +0.00026% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 102.0979 | 102.1319 | 0.489% | +0.033% | +0.00016% |
| 912828TB6 | 0.750% | Jun 30, 2017 | $35.36bn | – | $2.33bn | $33.03bn | 100.2833 | 100.3472 | 0.481% | +0.064% | +0.00031% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.8492 | 101.9130 | 0.481% | +0.063% | +0.00030% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 111.1137 | 109.9111 | 0.475% | -1.082% | -0.00515% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 110.2160 | 110.2321 | 0.474% | +0.015% | +0.00007% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | – | $32.19bn | 100.2524 | 100.2640 | 0.469% | +0.012% | +0.00005% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.5567 | 100.9443 | 0.464% | +0.012% | +0.00006% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.9701 | 102.0041 | 0.457% | +0.033% | +0.00015% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.7768 | 102.0088 | 0.453% | +0.043% | +0.00020% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 103.5027 | 103.5168 | 0.452% | +0.014% | +0.00006% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 139.7720 | 138.5721 | 0.452% | -0.858% | -0.00388% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.9190 | 99.6909 | 0.451% | +0.085% | +0.00038% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.1896 | 100.2534 | 0.448% | +0.064% | +0.00029% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 99.8338 | 99.9389 | 0.446% | +0.105% | +0.00047% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 105.0958 | 105.0687 | 0.443% | -0.026% | -0.00011% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 104.3808 | 104.4368 | 0.440% | +0.054% | +0.00024% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 104.2558 | 104.2806 | 0.439% | +0.024% | +0.00010% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 104.0738 | 102.9955 | 0.439% | -1.036% | -0.00455% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | – | $29.00bn | 104.2246 | 104.1243 | 0.439% | -0.096% | -0.00042% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 109.1769 | 109.2356 | 0.439% | +0.054% | +0.00024% |
| 912828C73 | 0.875% | Apr 15, 2017 | $30.00bn | – | – | $30.00bn | 100.6228 | 100.3531 | 0.439% | +0.167% | +0.00073% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 104.0594 | 103.0734 | 0.438% | +0.013% | +0.00006% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 103.9433 | 103.9670 | 0.438% | +0.023% | +0.00010% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 103.5177 | 103.4986 | 0.436% | -0.018% | -0.00008% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | – | $29.00bn | 103.5159 | 103.4665 | 0.436% | -0.048% | -0.00021% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 103.3039 | 103.2867 | 0.435% | -0.017% | -0.00007% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 103.1614 | 103.2264 | 0.435% | +0.063% | +0.00027% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | – | $29.00bn | 102.9131 | 101.9164 | 0.434% | -0.058% | -0.00025% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 102.9114 | 102.9452 | 0.434% | +0.033% | +0.00014% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.4513 | 101.4635 | 0.433% | +0.012% | +0.00005% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 102.3193 | 102.3210 | 0.431% | +0.002% | +0.00001% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 102.2981 | 101.4783 | 0.431% | +0.054% | +0.00023% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 101.8397 | 101.8621 | 0.429% | +0.022% | +0.00009% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 101.6298 | 101.6530 | 0.428% | +0.023% | +0.00010% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 109.0155 | 109.0223 | 0.428% | +0.006% | +0.00003% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $527.9m | $29.00bn | 101.5120 | 101.4111 | 0.428% | -0.099% | -0.00043% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | – | $29.00bn | 101.3485 | 101.3405 | 0.427% | -0.008% | -0.00003% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 100.5951 | 100.6291 | 0.424% | +0.034% | +0.00014% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.5117 | 101.5663 | 0.424% | +0.054% | +0.00023% |
| 912828WH9 | 0.875% | May 15, 2017 | $29.00bn | – | – | $29.00bn | 100.5505 | 100.6875 | 0.424% | +0.136% | +0.00058% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 103.0481 | 102.1345 | 0.418% | -0.037% | -0.00016% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 104.1409 | 104.1228 | 0.415% | -0.017% | -0.00007% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 104.5683 | 104.5931 | 0.411% | +0.024% | +0.00010% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 105.6645 | 104.4810 | 0.409% | -0.055% | -0.00023% |
| 912828WP1 | 0.875% | Jun 15, 2017 | $28.00bn | – | – | $28.00bn | 100.5082 | 100.5823 | 0.409% | +0.074% | +0.00030% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.38bn | $28.00bn | 99.6929 | 99.5693 | 0.406% | -0.124% | -0.00050% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 101.7880 | 101.9147 | 0.396% | +0.124% | +0.00049% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 104.1535 | 104.1138 | 0.396% | -0.038% | -0.00015% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6228 | 100.2906 | 0.395% | +0.105% | +0.00041% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4524 | 100.5679 | 0.394% | +0.115% | +0.00045% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.4038 | 100.5409 | 0.394% | +0.136% | +0.00054% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.3293 | 100.4663 | 0.394% | +0.137% | +0.00054% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 142.6003 | 141.3173 | 0.392% | -0.900% | -0.00353% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.5694 | 101.7289 | 0.390% | +0.095% | +0.00037% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 103.6427 | 103.6236 | 0.387% | -0.018% | -0.00007% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 104.6936 | 104.6655 | 0.385% | -0.027% | -0.00010% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $28.18bn | – | $1.18bn | $27.00bn | 97.7534 | 96.5288 | 0.383% | -1.253% | -0.00480% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 104.4811 | 104.3808 | 0.382% | -0.096% | -0.00037% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 102.1947 | 102.2188 | 0.381% | +0.024% | +0.00009% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.6902 | 100.7754 | 0.380% | +0.085% | +0.00032% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5505 | 100.6563 | 0.380% | +0.105% | +0.00040% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.5128 | 100.6182 | 0.380% | +0.105% | +0.00040% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.1257 | 100.1896 | 0.378% | +0.064% | +0.00024% |
| 912828XJ4 | 0.625% | Jun 30, 2017 | $26.00bn | – | – | $26.00bn | 100.0955 | 100.1799 | 0.378% | +0.084% | +0.00032% |
| 912828K66 | 0.500% | Apr 30, 2017 | $26.10bn | – | $95.1m | $26.00bn | 100.0539 | 99.9402 | 0.378% | +0.136% | +0.00051% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 100.0110 | 100.1267 | 0.378% | +0.116% | +0.00044% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.15bn | $24.53bn | 105.6288 | 105.7067 | 0.376% | +0.074% | +0.00028% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 136.1587 | 135.0313 | 0.371% | -0.828% | -0.00307% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.7013 | 100.8173 | 0.366% | +0.115% | +0.00042% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.9708 | 100.0343 | 0.365% | +0.064% | +0.00023% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.7878 | 105.7400 | 0.357% | -0.045% | -0.00016% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 101.3371 | 101.3598 | 0.357% | +0.022% | +0.00008% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.6288 | 101.6834 | 0.356% | +0.054% | +0.00019% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 104.1096 | 104.0915 | 0.355% | -0.017% | -0.00006% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 103.5663 | 102.5192 | 0.355% | -1.011% | -0.00359% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 101.4739 | 101.5179 | 0.354% | +0.043% | +0.00015% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.4001 | 101.4122 | 0.354% | +0.012% | +0.00004% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 101.0507 | 101.0835 | 0.352% | +0.032% | +0.00011% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 100.9255 | 100.9275 | 0.352% | +0.002% | +0.00001% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.8166 | 100.8705 | 0.352% | +0.053% | +0.00019% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.5639 | 100.6178 | 0.351% | +0.054% | +0.00019% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.5639 | 100.5865 | 0.351% | +0.023% | +0.00008% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4837 | 100.5679 | 0.350% | +0.084% | +0.00029% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4665 | 100.0719 | 0.350% | +0.043% | +0.00015% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4524 | 100.4742 | 0.350% | +0.022% | +0.00008% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4038 | 100.4784 | 0.350% | +0.074% | +0.00026% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 100.3587 | 100.3492 | 0.350% | -0.009% | -0.00003% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3413 | 100.3534 | 0.350% | +0.012% | +0.00004% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2838 | 99.9723 | 0.350% | +0.063% | +0.00022% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.2407 | 101.2534 | 0.349% | +0.013% | +0.00004% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 100.5041 | 99.8811 | 0.348% | -0.060% | -0.00021% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.7198 | 99.7212 | 0.348% | +0.001% | +0.00000% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 105.5673 | 105.5841 | 0.347% | +0.016% | +0.00006% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.7727 | 103.7555 | 0.346% | -0.017% | -0.00006% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 101.6926 | 101.8202 | 0.342% | +0.125% | +0.00043% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.5258 | 101.5166 | 0.341% | -0.009% | -0.00003% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 101.2929 | 101.2850 | 0.338% | -0.008% | -0.00003% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 103.2249 | 103.3217 | 0.335% | +0.094% | +0.00031% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 133.9550 | 132.7232 | 0.334% | -0.920% | -0.00307% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 102.5855 | 102.7253 | 0.334% | +0.136% | +0.00045% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 101.0179 | 100.9688 | 0.328% | -0.049% | -0.00016% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 100.1798 | 100.1708 | 0.320% | -0.009% | -0.00003% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 100.4718 | 100.4739 | 0.320% | +0.002% | +0.00001% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.3654 | 100.4399 | 0.319% | +0.074% | +0.00024% |
| 912828NA4 | 3.125% | Apr 30, 2017 | $32.68bn | – | $12.39bn | $20.29bn | 103.9698 | 102.4545 | 0.307% | +0.045% | +0.00014% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 103.5367 | 103.4561 | 0.306% | -0.078% | -0.00024% |
| 912828NK2 | 2.500% | Jun 30, 2017 | $30.87bn | – | $10.55bn | $20.31bn | 102.8506 | 103.0010 | 0.304% | +0.146% | +0.00044% |
| 912828NG1 | 2.750% | May 31, 2017 | $31.67bn | – | $11.50bn | $20.17bn | 103.3304 | 103.4071 | 0.303% | +0.074% | +0.00022% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 125.7709 | 124.6010 | 0.297% | -0.930% | -0.00276% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 111.5824 | 110.2861 | 0.296% | -1.162% | -0.00344% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 123.7239 | 122.3558 | 0.293% | -1.106% | -0.00324% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 136.6274 | 135.3125 | 0.291% | -0.962% | -0.00280% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 137.5999 | 136.4207 | 0.290% | -0.857% | -0.00249% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 100.6399 | 100.6827 | 0.283% | +0.043% | +0.00012% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 100.0027 | 99.9937 | 0.280% | -0.009% | -0.00003% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 143.7730 | 143.0433 | 0.277% | -0.508% | -0.00141% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 136.1274 | 134.9688 | 0.265% | -0.851% | -0.00225% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 104.1326 | 104.2105 | 0.260% | +0.075% | +0.00019% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 107.2050 | 107.3482 | 0.260% | +0.134% | +0.00035% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 100.0656 | 100.0671 | 0.257% | +0.002% | +0.00000% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.7225 | 101.7146 | 0.255% | -0.008% | -0.00002% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 137.4124 | 136.2019 | 0.248% | -0.881% | -0.00219% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 109.6999 | 108.4241 | 0.246% | -1.163% | -0.00286% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.4114 | 103.4148 | 0.242% | +0.003% | +0.00001% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 112.4348 | 111.1384 | 0.239% | -1.153% | -0.00276% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 106.1003 | 106.2236 | 0.239% | +0.116% | +0.00028% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 103.8149 | 103.8822 | 0.235% | +0.065% | +0.00015% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 104.1641 | 104.2201 | 0.230% | +0.054% | +0.00012% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 133.8613 | 132.6295 | 0.226% | -0.920% | -0.00208% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.61bn | $14.20bn | 108.1930 | 108.2212 | 0.223% | +0.026% | +0.00006% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 100.1495 | 100.1399 | 0.220% | -0.009% | -0.00002% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 119.3486 | 118.2404 | 0.217% | -0.929% | -0.00202% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 104.1315 | 104.1463 | 0.214% | +0.014% | +0.00003% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 101.3067 | 100.6943 | 0.211% | +0.012% | +0.00003% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.8029 | 99.8462 | 0.210% | +0.043% | +0.00009% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.54bn | $13.77bn | 101.8371 | 101.8286 | 0.204% | -0.008% | -0.00002% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 146.1971 | 146.0000 | 0.200% | -0.135% | -0.00027% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 104.0204 | 104.0645 | 0.200% | +0.042% | +0.00008% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 108.0941 | 108.1116 | 0.193% | +0.016% | +0.00003% |
| 912828GS3 | 4.500% | May 15, 2017 | $25.59bn | – | $13.23bn | $12.36bn | 105.9560 | 106.0893 | 0.190% | +0.126% | +0.00024% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 154.6195 | 154.0268 | 0.186% | -0.383% | -0.00071% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 138.9080 | 138.9643 | 0.186% | +0.041% | +0.00008% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 103.0481 | 102.1970 | 0.184% | +0.023% | +0.00004% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.9406 | 100.9734 | 0.178% | +0.032% | +0.00006% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.9471 | 103.6705 | 0.172% | +0.034% | +0.00006% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.26bn | $11.43bn | 101.7541 | 101.7874 | 0.169% | +0.033% | +0.00006% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 138.4904 | 138.2188 | 0.168% | -0.196% | -0.00033% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.47bn | $10.97bn | 104.1732 | 104.2181 | 0.166% | +0.043% | +0.00007% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.4402 | 100.4317 | 0.163% | -0.009% | -0.00001% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 138.7895 | 138.9567 | 0.162% | +0.120% | +0.00019% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 139.0185 | 137.7143 | 0.155% | -0.938% | -0.00145% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.93bn | $9.85bn | 101.4942 | 100.9130 | 0.145% | +0.043% | +0.00006% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.41bn | $9.46bn | 103.7208 | 103.7249 | 0.143% | +0.004% | +0.00001% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 148.0519 | 146.7902 | 0.138% | -0.852% | -0.00118% |
| 912810DY1 | 8.750% | May 15, 2017 | $18.19bn | $2.64bn | $7.26bn | $8.30bn | 112.3486 | 112.4688 | 0.135% | +0.107% | +0.00014% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 135.5841 | 134.3317 | 0.134% | -0.924% | -0.00123% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 139.5388 | 139.2260 | 0.133% | -0.224% | -0.00030% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 133.2898 | 133.2909 | 0.132% | +0.001% | +0.00000% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 137.6947 | 137.3918 | 0.122% | -0.220% | -0.00027% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 147.3393 | 147.3616 | 0.109% | +0.015% | +0.00002% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 149.2740 | 148.8269 | 0.107% | -0.300% | -0.00032% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 141.9440 | 140.6923 | 0.103% | -0.882% | -0.00091% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 124.6518 | 124.6563 | 0.103% | +0.004% | +0.00000% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 123.8716 | 123.9087 | 0.101% | +0.030% | +0.00003% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 133.1995 | 133.3510 | 0.099% | +0.114% | +0.00011% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 137.4004 | 137.3197 | 0.094% | -0.059% | -0.00006% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.3122 | 149.4196 | 0.091% | +0.072% | +0.00007% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 135.9787 | 136.1274 | 0.088% | +0.109% | +0.00010% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 146.6181 | 146.4736 | 0.083% | -0.099% | -0.00008% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 147.3530 | 147.3966 | 0.082% | +0.030% | +0.00002% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 144.9626 | 145.1418 | 0.082% | +0.124% | +0.00010% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.4636 | 149.6442 | 0.081% | +0.121% | +0.00010% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 112.3091 | 112.3774 | 0.079% | +0.061% | +0.00005% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 147.8060 | 147.7139 | 0.075% | -0.062% | -0.00005% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 124.6308 | 124.6786 | 0.060% | +0.038% | +0.00002% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 136.7054 | 136.9286 | 0.060% | +0.163% | +0.00010% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 132.0577 | 132.2596 | 0.058% | +0.153% | +0.00009% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 136.0580 | 136.2500 | 0.056% | +0.141% | +0.00008% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 129.2929 | 129.2981 | 0.053% | +0.004% | +0.00000% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 121.0532 | 121.1116 | 0.050% | +0.048% | +0.00002% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 141.5158 | 141.5402 | 0.049% | +0.017% | +0.00001% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 133.7236 | 133.9375 | 0.044% | +0.160% | +0.00007% |
| Total | $6.53tn | 100.000% | -0.13587% | ||||||||
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.