Rebalance of July 29, 2016
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
- +0.181372%
- Market value
- $7.09tn
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 +0.181372% against a published month return of +0.181372%, a difference of 1.8e-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 | 108.6439 | 108.7212 | 1.012% | +0.071% | +0.00072% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 107.1311 | 107.2894 | 0.998% | +0.148% | +0.00147% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 107.0686 | 107.1332 | 0.997% | +0.060% | +0.00060% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 109.0068 | 108.9986 | 0.989% | -0.007% | -0.00007% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 106.0214 | 106.1379 | 0.987% | +0.110% | +0.00108% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 105.4715 | 105.5793 | 0.982% | +0.102% | +0.00100% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 105.4090 | 105.5481 | 0.982% | +0.132% | +0.00130% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.95bn | $63.00bn | 101.8929 | 102.0938 | 0.906% | +0.197% | +0.00179% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 110.6637 | 110.6454 | 0.898% | -0.017% | -0.00015% |
| 912828TM2 | 0.625% | Aug 31, 2017 | $61.00bn | $5.0m | $269.0m | $60.73bn | 100.3026 | 100.2928 | 0.859% | -0.010% | -0.00008% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 107.4603 | 107.4001 | 0.832% | -0.056% | -0.00047% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 100.2509 | 100.2100 | 0.804% | -0.041% | -0.00033% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 100.3764 | 100.3458 | 0.789% | -0.030% | -0.00024% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 111.5038 | 111.4880 | 0.784% | -0.014% | -0.00011% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.5319 | 100.4701 | 0.781% | -0.061% | -0.00048% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 132.9789 | 134.6698 | 0.778% | +1.272% | +0.00989% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 130.8644 | 132.5168 | 0.771% | +1.263% | +0.00973% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 105.5652 | 105.5793 | 0.753% | +0.013% | +0.00010% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 103.4423 | 103.4334 | 0.751% | -0.009% | -0.00006% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 124.2123 | 125.9654 | 0.736% | +1.411% | +0.01038% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 113.2706 | 113.2043 | 0.729% | -0.059% | -0.00043% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 119.3949 | 121.0673 | 0.708% | +1.401% | +0.00991% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 111.3956 | 111.2981 | 0.689% | -0.088% | -0.00060% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 115.9144 | 117.6046 | 0.687% | +1.458% | +0.01002% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 115.8832 | 117.5109 | 0.687% | +1.405% | +0.00965% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 115.8832 | 117.4796 | 0.687% | +1.378% | +0.00946% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.9706 | 101.9308 | 0.683% | -0.039% | -0.00027% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 113.8633 | 115.4832 | 0.675% | +1.423% | +0.00960% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 109.3472 | 109.3413 | 0.673% | -0.005% | -0.00004% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 113.3047 | 114.8906 | 0.663% | +1.400% | +0.00928% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 102.3764 | 102.3152 | 0.661% | -0.060% | -0.00039% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 130.9269 | 132.5793 | 0.635% | +1.262% | +0.00801% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 105.5659 | 107.0913 | 0.626% | +1.445% | +0.00904% |
| 912828R36 | 1.625% | May 15, 2026 | $48.20bn | – | $5.20bn | $43.00bn | 101.5825 | 101.7194 | 0.616% | +0.135% | +0.00083% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 105.0679 | 105.0489 | 0.608% | -0.018% | -0.00011% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 106.1435 | 106.1370 | 0.607% | -0.006% | -0.00004% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 105.5972 | 107.2163 | 0.581% | +1.533% | +0.00891% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 109.0873 | 108.9966 | 0.562% | -0.083% | -0.00047% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | – | $38.96bn | 100.5343 | 100.4728 | 0.553% | -0.061% | -0.00034% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 107.8630 | 107.8365 | 0.521% | -0.025% | -0.00013% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 103.5336 | 103.4944 | 0.511% | -0.038% | -0.00019% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 103.4911 | 102.6607 | 0.511% | -0.017% | -0.00009% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 103.4110 | 103.3709 | 0.511% | -0.039% | -0.00020% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 103.2306 | 103.1800 | 0.510% | -0.049% | -0.00025% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 103.0439 | 102.9940 | 0.509% | -0.048% | -0.00025% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 102.8169 | 102.7976 | 0.508% | -0.019% | -0.00010% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.7544 | 102.7351 | 0.507% | -0.019% | -0.00010% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 102.5652 | 102.5041 | 0.506% | -0.060% | -0.00030% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 102.4395 | 102.4103 | 0.506% | -0.029% | -0.00014% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 102.4395 | 102.4416 | 0.506% | +0.002% | +0.00001% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 102.3346 | 102.2942 | 0.505% | -0.039% | -0.00020% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 102.3242 | 101.5975 | 0.505% | -0.038% | -0.00019% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 102.2721 | 102.2317 | 0.505% | -0.040% | -0.00020% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 102.2206 | 102.1808 | 0.505% | -0.039% | -0.00020% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 102.3458 | 102.3166 | 0.505% | -0.029% | -0.00014% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.6294 | 102.5788 | 0.505% | -0.049% | -0.00025% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 102.1269 | 102.1183 | 0.504% | -0.008% | -0.00004% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 102.1067 | 102.0662 | 0.504% | -0.040% | -0.00020% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 102.0129 | 101.9725 | 0.504% | -0.040% | -0.00020% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 101.9595 | 101.3159 | 0.503% | -0.018% | -0.00009% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 103.3661 | 102.4732 | 0.502% | -0.078% | -0.00039% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 119.5512 | 121.2236 | 0.497% | +1.399% | +0.00695% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 102.9085 | 102.8586 | 0.494% | -0.048% | -0.00024% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 100.1154 | 100.1059 | 0.493% | -0.010% | -0.00005% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 102.6138 | 102.6569 | 0.493% | +0.042% | +0.00021% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.3533 | 110.3043 | 0.492% | -0.044% | -0.00022% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 101.9504 | 101.9100 | 0.489% | -0.040% | -0.00019% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 101.8977 | 101.8579 | 0.489% | -0.039% | -0.00019% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 101.4705 | 101.4201 | 0.487% | -0.050% | -0.00024% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 101.0635 | 101.0020 | 0.485% | -0.061% | -0.00029% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.8347 | 100.7631 | 0.478% | -0.071% | -0.00034% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.2741 | 107.2561 | 0.475% | -0.017% | -0.00008% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 102.0353 | 102.0367 | 0.474% | +0.001% | +0.00001% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 102.6264 | 102.5965 | 0.470% | -0.029% | -0.00014% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 149.3032 | 150.6659 | 0.469% | +0.913% | +0.00428% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 110.3991 | 110.3811 | 0.461% | -0.016% | -0.00008% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | – | $32.08bn | 100.5975 | 100.6196 | 0.455% | +0.022% | +0.00010% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 110.8512 | 112.3954 | 0.454% | +1.393% | +0.00633% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.5856 | 101.5346 | 0.451% | -0.050% | -0.00023% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 105.5027 | 105.5793 | 0.448% | +0.073% | +0.00032% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 102.6889 | 101.9103 | 0.447% | -0.028% | -0.00012% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.8050 | 102.7857 | 0.440% | -0.019% | -0.00008% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 100.1365 | 100.0954 | 0.439% | -0.041% | -0.00018% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 106.8771 | 105.7561 | 0.437% | +0.004% | +0.00002% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.2520 | 100.2215 | 0.435% | -0.030% | -0.00013% |
| 912828TG5 | 0.500% | Jul 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.1775 | 99.9076 | 0.435% | -0.020% | -0.00009% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 105.9092 | 105.9016 | 0.433% | -0.007% | -0.00003% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 105.5852 | 104.6617 | 0.432% | +0.072% | +0.00031% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 105.4745 | 105.5285 | 0.432% | +0.051% | +0.00022% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | – | $29.00bn | 105.4745 | 105.5285 | 0.432% | +0.051% | +0.00022% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 105.4433 | 105.4660 | 0.431% | +0.022% | +0.00009% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 105.3560 | 105.3995 | 0.431% | +0.041% | +0.00018% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 110.2706 | 110.1731 | 0.430% | -0.088% | -0.00038% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 105.0557 | 105.0992 | 0.430% | +0.041% | +0.00018% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | – | $29.00bn | 104.8569 | 104.9013 | 0.429% | +0.042% | +0.00018% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | – | $29.00bn | 104.5954 | 104.6909 | 0.428% | +0.091% | +0.00039% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 104.2838 | 104.2864 | 0.427% | +0.002% | +0.00001% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | – | $29.00bn | 104.2534 | 104.3176 | 0.427% | +0.062% | +0.00026% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 104.1901 | 104.2864 | 0.426% | +0.092% | +0.00039% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 103.9599 | 104.0136 | 0.425% | +0.052% | +0.00022% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $527.9m | $29.00bn | 103.8558 | 103.0048 | 0.425% | +0.023% | +0.00010% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 103.7836 | 103.8381 | 0.425% | +0.052% | +0.00022% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | – | $29.00bn | 103.6586 | 103.7131 | 0.424% | +0.053% | +0.00022% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 103.6386 | 103.6923 | 0.424% | +0.052% | +0.00022% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | – | $29.79bn | 100.0329 | 99.9918 | 0.420% | -0.041% | -0.00017% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.4809 | 101.4617 | 0.420% | -0.019% | -0.00008% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 102.6576 | 101.9416 | 0.420% | +0.033% | +0.00014% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 102.1054 | 101.3787 | 0.414% | -0.038% | -0.00016% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 107.7914 | 107.7323 | 0.411% | -0.055% | -0.00023% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 103.6386 | 103.5985 | 0.408% | -0.039% | -0.00016% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 152.4440 | 153.9736 | 0.407% | +1.003% | +0.00408% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 104.8569 | 104.8075 | 0.406% | -0.047% | -0.00019% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 102.5863 | 102.5669 | 0.405% | -0.019% | -0.00008% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 102.4814 | 102.4628 | 0.405% | -0.018% | -0.00007% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.38bn | $28.00bn | 102.0326 | 102.0652 | 0.403% | +0.032% | +0.00013% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.67bn | $28.00bn | 101.8770 | 101.8791 | 0.402% | +0.002% | +0.00001% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 105.3183 | 105.2785 | 0.402% | -0.038% | -0.00015% |
| 912810RS9 | 2.500% | May 15, 2046 | $30.39bn | – | $3.39bn | $27.00bn | 105.1005 | 106.7799 | 0.400% | +1.598% | +0.00640% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 106.1916 | 106.1936 | 0.400% | +0.002% | +0.00001% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 105.5853 | 105.5455 | 0.389% | -0.038% | -0.00015% |
| 912828NW6 | 1.875% | Aug 31, 2017 | $29.71bn | – | $2.93bn | $26.78bn | 102.1892 | 102.1284 | 0.386% | -0.059% | -0.00023% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.8560 | 100.8152 | 0.384% | -0.040% | -0.00016% |
| 912828WT3 | 0.875% | Jul 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7476 | 100.3217 | 0.384% | +0.011% | +0.00004% |
| 912828D49 | 0.875% | Aug 15, 2017 | $27.00bn | – | – | $27.00bn | 100.7043 | 100.6851 | 0.384% | -0.019% | -0.00007% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5903 | 100.5394 | 0.383% | -0.051% | -0.00019% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 105.2622 | 105.1807 | 0.381% | -0.077% | -0.00030% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 106.3468 | 106.3186 | 0.380% | -0.026% | -0.00010% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 143.4338 | 144.7398 | 0.379% | +0.911% | +0.00345% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.0346 | 102.0051 | 0.377% | -0.029% | -0.00011% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 106.0124 | 104.8495 | 0.376% | -0.095% | -0.00036% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 103.5673 | 103.6209 | 0.375% | +0.052% | +0.00019% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 111.6913 | 113.2380 | 0.372% | +1.385% | +0.00515% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.6887 | 100.6378 | 0.369% | -0.051% | -0.00019% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.6277 | 100.5870 | 0.369% | -0.041% | -0.00015% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 100.6054 | 100.5232 | 0.369% | -0.082% | -0.00030% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.5632 | 100.1583 | 0.369% | -0.030% | -0.00011% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5180 | 100.4980 | 0.369% | -0.020% | -0.00007% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.4804 | 100.4920 | 0.369% | +0.012% | +0.00004% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 106.4100 | 106.3942 | 0.368% | -0.015% | -0.00005% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 100.4076 | 100.3458 | 0.368% | -0.062% | -0.00023% |
| 912828XP0 | 0.625% | Jul 31, 2017 | $26.00bn | – | – | $26.00bn | 100.3547 | 100.0329 | 0.368% | -0.009% | -0.00003% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.4385 | 100.3770 | 0.356% | -0.061% | -0.00022% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.6375 | 100.6284 | 0.355% | -0.009% | -0.00003% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 101.9602 | 101.9204 | 0.349% | -0.039% | -0.00014% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 106.1315 | 106.1128 | 0.348% | -0.018% | -0.00006% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 104.6381 | 104.5888 | 0.346% | -0.047% | -0.00016% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.5037 | 101.4321 | 0.346% | -0.071% | -0.00024% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 101.6442 | 101.0207 | 0.344% | -0.060% | -0.00021% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 101.5346 | 101.4837 | 0.344% | -0.050% | -0.00017% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.4921 | 101.4418 | 0.344% | -0.050% | -0.00017% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 101.1576 | 101.0865 | 0.343% | -0.070% | -0.00024% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 101.1060 | 101.0652 | 0.342% | -0.040% | -0.00014% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 101.0747 | 101.0340 | 0.342% | -0.040% | -0.00014% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 101.0492 | 100.9882 | 0.342% | -0.060% | -0.00021% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 101.0326 | 100.9928 | 0.342% | -0.039% | -0.00013% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 141.1365 | 142.5571 | 0.342% | +1.006% | +0.00344% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.9810 | 100.9090 | 0.342% | -0.071% | -0.00024% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.9038 | 100.4154 | 0.342% | -0.050% | -0.00017% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.8777 | 100.8057 | 0.342% | -0.071% | -0.00024% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8413 | 100.3842 | 0.341% | -0.020% | -0.00007% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.9907 | 101.3159 | 0.341% | -0.049% | -0.00017% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 100.6841 | 100.6644 | 0.341% | -0.020% | -0.00007% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 105.1789 | 104.1304 | 0.341% | -0.046% | -0.00016% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 100.6528 | 100.6019 | 0.341% | -0.051% | -0.00017% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 100.5805 | 100.5292 | 0.341% | -0.051% | -0.00017% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 100.5070 | 100.4249 | 0.340% | -0.082% | -0.00028% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 100.4698 | 100.4087 | 0.340% | -0.061% | -0.00021% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 101.1583 | 101.0968 | 0.340% | -0.061% | -0.00021% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4078 | 100.3463 | 0.340% | -0.061% | -0.00021% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 106.0048 | 105.9591 | 0.339% | -0.043% | -0.00015% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.1276 | 102.0676 | 0.334% | -0.059% | -0.00020% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 102.2721 | 102.2317 | 0.333% | -0.040% | -0.00013% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 102.4804 | 101.7225 | 0.332% | -0.069% | -0.00023% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 103.1741 | 103.2188 | 0.325% | +0.043% | +0.00014% |
| 912828NR7 | 2.375% | Jul 31, 2017 | $29.95bn | – | $7.58bn | $22.38bn | 102.9605 | 101.7565 | 0.325% | -0.016% | -0.00005% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 102.5343 | 102.5061 | 0.323% | -0.027% | -0.00009% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 100.7097 | 100.7006 | 0.313% | -0.009% | -0.00003% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 101.0656 | 101.0041 | 0.313% | -0.061% | -0.00019% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.8029 | 100.3461 | 0.311% | -0.019% | -0.00006% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 119.8324 | 121.3798 | 0.309% | +1.291% | +0.00399% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 134.7084 | 136.1010 | 0.309% | +1.034% | +0.00319% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 132.4114 | 133.8870 | 0.305% | +1.114% | +0.00339% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 104.9090 | 104.8596 | 0.301% | -0.047% | -0.00014% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 146.3187 | 147.0457 | 0.300% | +0.497% | +0.00149% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 143.9338 | 145.4273 | 0.298% | +1.038% | +0.00309% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 150.6480 | 151.2620 | 0.282% | +0.408% | +0.00115% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 101.8865 | 101.8043 | 0.278% | -0.081% | -0.00022% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 101.0014 | 100.9298 | 0.274% | -0.071% | -0.00019% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 143.2463 | 144.5523 | 0.270% | +0.912% | +0.00247% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 146.8499 | 148.0144 | 0.258% | +0.793% | +0.00204% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 116.3832 | 117.9484 | 0.253% | +1.345% | +0.00341% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 101.2828 | 101.2531 | 0.253% | -0.029% | -0.00007% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 103.2262 | 103.1766 | 0.250% | -0.048% | -0.00012% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 105.5740 | 105.5571 | 0.248% | -0.016% | -0.00004% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.7537 | 101.6821 | 0.248% | -0.070% | -0.00017% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 118.9929 | 120.4749 | 0.246% | +1.245% | +0.00307% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.8488 | 103.7880 | 0.236% | -0.059% | -0.00014% |
| 912828HA1 | 4.750% | Aug 15, 2017 | $28.00bn | – | $12.51bn | $15.49bn | 106.4753 | 106.4423 | 0.233% | -0.031% | -0.00007% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 140.8553 | 142.0571 | 0.231% | +0.853% | +0.00197% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 104.2837 | 102.9446 | 0.229% | -0.025% | -0.00006% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 128.0048 | 129.1779 | 0.227% | +0.916% | +0.00208% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 104.6602 | 104.6224 | 0.224% | -0.036% | -0.00008% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 108.7555 | 108.6899 | 0.218% | -0.060% | -0.00013% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 101.0842 | 101.0435 | 0.216% | -0.040% | -0.00009% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.5065 | 103.4253 | 0.206% | -0.078% | -0.00016% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 101.7731 | 101.6909 | 0.206% | -0.081% | -0.00017% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 100.7716 | 100.2836 | 0.206% | -0.050% | -0.00010% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 101.8352 | 101.7642 | 0.199% | -0.070% | -0.00014% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 148.5635 | 148.7982 | 0.197% | +0.158% | +0.00031% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 104.4817 | 104.4633 | 0.195% | -0.018% | -0.00003% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 158.2357 | 158.7622 | 0.185% | +0.333% | +0.00062% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 106.6824 | 106.6338 | 0.185% | -0.046% | -0.00008% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.8261 | 102.7860 | 0.178% | -0.039% | -0.00007% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 137.1780 | 137.1957 | 0.178% | +0.013% | +0.00002% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 101.3140 | 101.2218 | 0.173% | -0.091% | -0.00016% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 141.6393 | 141.9565 | 0.167% | +0.224% | +0.00037% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 102.5958 | 102.5353 | 0.166% | -0.059% | -0.00010% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.0985 | 104.0696 | 0.166% | -0.028% | -0.00005% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 143.2270 | 143.4567 | 0.162% | +0.160% | +0.00026% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 103.5762 | 103.4961 | 0.161% | -0.077% | -0.00012% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.8152 | 100.7745 | 0.159% | -0.040% | -0.00006% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 146.1060 | 147.2976 | 0.158% | +0.816% | +0.00129% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 101.7418 | 101.6909 | 0.142% | -0.050% | -0.00007% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 154.9198 | 155.8723 | 0.140% | +0.615% | +0.00086% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 104.3146 | 103.1311 | 0.140% | -0.056% | -0.00008% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 144.7716 | 145.8630 | 0.139% | +0.754% | +0.00104% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 145.2576 | 145.5697 | 0.135% | +0.215% | +0.00029% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 136.4773 | 136.4159 | 0.131% | -0.045% | -0.00006% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 143.6010 | 143.8918 | 0.123% | +0.203% | +0.00025% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 155.5553 | 155.9519 | 0.108% | +0.255% | +0.00028% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 149.1114 | 149.3777 | 0.107% | +0.179% | +0.00019% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 151.1003 | 152.0361 | 0.107% | +0.619% | +0.00066% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 125.8080 | 125.7813 | 0.101% | -0.021% | -0.00002% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 124.7466 | 124.6899 | 0.098% | -0.045% | -0.00004% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 135.0745 | 135.0385 | 0.097% | -0.027% | -0.00003% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 140.3692 | 140.3822 | 0.094% | +0.009% | +0.00001% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.7704 | 149.9022 | 0.088% | +0.088% | +0.00008% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 138.8850 | 138.9087 | 0.087% | +0.017% | +0.00001% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 152.0556 | 152.2861 | 0.084% | +0.152% | +0.00013% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 152.4468 | 152.8341 | 0.083% | +0.254% | +0.00021% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 149.4001 | 149.5793 | 0.082% | +0.120% | +0.00010% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 153.8073 | 153.9567 | 0.081% | +0.097% | +0.00008% |
| 912810DZ8 | 8.875% | Aug 15, 2017 | $14.01bn | $3.05bn | $6.14bn | $4.82bn | 112.6216 | 112.6587 | 0.077% | +0.033% | +0.00003% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 152.9935 | 153.2452 | 0.075% | +0.165% | +0.00012% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 134.9127 | 134.9096 | 0.057% | -0.002% | -0.00000% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 134.0889 | 134.0721 | 0.057% | -0.013% | -0.00001% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 120.8995 | 120.8764 | 0.057% | -0.019% | -0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 138.4330 | 138.3750 | 0.056% | -0.042% | -0.00002% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 130.6367 | 130.6106 | 0.052% | -0.020% | -0.00001% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 140.5676 | 140.6162 | 0.048% | +0.035% | +0.00002% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 117.1342 | 116.9966 | 0.047% | -0.117% | -0.00005% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 131.0238 | 131.0109 | 0.042% | -0.010% | -0.00000% |
| Total | $6.61tn | 100.000% | +0.18137% | ||||||||
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.