Rebalance of September 30, 2016
US Treasury Index constituents
Every one of the 253 holdings, with the three deductions that set its weight, both prices, and its contribution to the month. The contributions add to the published return, which is what makes a level checkable rather than something to trust.
Check it yourself
- Holdings
- 253
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.015930%
- Market value
- $7.07tn
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 +0.015930% against a published month return of +0.015930%, a difference of 4.7e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 106.6097 | 106.9725 | 0.995% | +0.340% | +0.00338% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 106.4164 | 106.5496 | 0.993% | +0.125% | +0.00124% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 106.2602 | 106.5496 | 0.991% | +0.272% | +0.00270% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 108.1467 | 108.5204 | 0.983% | +0.345% | +0.00340% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 105.2857 | 105.4704 | 0.982% | +0.176% | +0.00172% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 103.7486 | 103.9226 | 0.968% | +0.168% | +0.00162% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 103.7174 | 103.8601 | 0.968% | +0.138% | +0.00133% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.50bn | $63.00bn | 100.7938 | 100.8726 | 0.898% | +0.078% | +0.00070% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.95bn | $63.00bn | 100.4188 | 100.4976 | 0.894% | +0.078% | +0.00070% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 109.7833 | 110.1162 | 0.892% | +0.303% | +0.00271% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 106.8400 | 107.2245 | 0.829% | +0.360% | +0.00298% |
| 912828TS9 | 0.625% | Sep 30, 2017 | $61.00bn | – | $4.19bn | $56.81bn | 100.2005 | 99.9739 | 0.805% | +0.086% | +0.00069% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 100.3152 | 100.4429 | 0.790% | +0.127% | +0.00101% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 133.4232 | 131.8431 | 0.782% | -1.184% | -0.00926% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.0021 | 100.1309 | 0.778% | +0.129% | +0.00100% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 109.2208 | 109.5849 | 0.769% | +0.333% | +0.00256% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 129.6050 | 128.0452 | 0.765% | -1.203% | -0.00920% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 102.6121 | 103.0143 | 0.746% | +0.392% | +0.00292% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 103.8424 | 104.2351 | 0.742% | +0.378% | +0.00281% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 125.0622 | 123.5119 | 0.742% | -1.240% | -0.00920% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 110.7925 | 111.1702 | 0.714% | +0.341% | +0.00243% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 118.8631 | 117.3849 | 0.706% | -1.244% | -0.00878% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 117.0136 | 115.4620 | 0.695% | -1.326% | -0.00921% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 116.9198 | 115.3995 | 0.694% | -1.300% | -0.00903% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 116.8886 | 115.3995 | 0.694% | -1.274% | -0.00884% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.7348 | 101.1676 | 0.683% | +0.118% | +0.00081% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.0112 | 109.2639 | 0.676% | +0.232% | +0.00157% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 113.4766 | 111.9766 | 0.674% | -1.322% | -0.00891% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 114.0703 | 112.6328 | 0.669% | -1.260% | -0.00843% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 107.2092 | 107.5829 | 0.662% | +0.349% | +0.00231% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.3791 | 101.5117 | 0.655% | +0.131% | +0.00086% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 129.6050 | 128.0452 | 0.630% | -1.203% | -0.00758% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 105.3342 | 103.8954 | 0.625% | -1.366% | -0.00854% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 104.3736 | 104.7351 | 0.606% | +0.346% | +0.00210% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 104.4107 | 104.7829 | 0.598% | +0.357% | +0.00213% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.17bn | $39.00bn | 106.2092 | 104.6766 | 0.586% | -1.443% | -0.00845% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 105.3967 | 103.8954 | 0.581% | -1.424% | -0.00828% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.5622 | 108.8244 | 0.560% | +0.242% | +0.00135% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 105.9650 | 106.3183 | 0.513% | +0.333% | +0.00171% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 103.1738 | 102.5457 | 0.510% | +0.239% | +0.00122% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 102.8308 | 103.1705 | 0.509% | +0.330% | +0.00168% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 102.4129 | 102.7737 | 0.507% | +0.352% | +0.00179% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.3407 | 102.6070 | 0.506% | +0.260% | +0.00132% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 102.3094 | 102.6382 | 0.506% | +0.321% | +0.00163% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 102.1726 | 102.5014 | 0.506% | +0.322% | +0.00163% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 102.1617 | 102.4171 | 0.505% | +0.250% | +0.00126% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 102.0686 | 102.2935 | 0.505% | +0.220% | +0.00111% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 102.0670 | 102.2731 | 0.505% | +0.202% | +0.00102% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 101.9749 | 102.2623 | 0.505% | +0.282% | +0.00142% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 102.0374 | 102.2310 | 0.504% | +0.190% | +0.00096% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.3094 | 102.4820 | 0.504% | +0.169% | +0.00085% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 101.7661 | 101.3551 | 0.504% | +0.272% | +0.00137% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 101.6196 | 101.9266 | 0.503% | +0.302% | +0.00152% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 101.5786 | 101.2613 | 0.503% | +0.365% | +0.00183% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 101.4321 | 101.8016 | 0.502% | +0.364% | +0.00183% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 101.1913 | 101.5003 | 0.501% | +0.305% | +0.00153% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 101.0350 | 101.4066 | 0.500% | +0.368% | +0.00184% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 101.0258 | 101.3954 | 0.500% | +0.366% | +0.00183% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 100.9212 | 101.1861 | 0.499% | +0.263% | +0.00131% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 102.1726 | 102.4076 | 0.497% | +0.230% | +0.00114% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 100.0338 | 100.1822 | 0.494% | +0.148% | +0.00073% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 118.5819 | 117.1349 | 0.494% | -1.220% | -0.00602% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 102.5900 | 101.9509 | 0.493% | +0.169% | +0.00083% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 101.9813 | 102.3726 | 0.491% | +0.384% | +0.00188% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 109.8492 | 110.1535 | 0.491% | +0.277% | +0.00136% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 101.3383 | 101.7079 | 0.487% | +0.365% | +0.00178% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 101.2556 | 101.6259 | 0.487% | +0.366% | +0.00178% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 100.8697 | 100.6041 | 0.485% | +0.356% | +0.00173% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 99.8801 | 100.2279 | 0.480% | +0.348% | +0.00167% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.8781 | 100.2276 | 0.480% | +0.350% | +0.00168% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 99.7541 | 100.1332 | 0.479% | +0.380% | +0.00182% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 99.7219 | 100.0713 | 0.479% | +0.350% | +0.00168% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.6291 | 100.7790 | 0.478% | +0.149% | +0.00071% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 106.8944 | 107.1036 | 0.474% | +0.196% | +0.00093% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.7568 | 101.9185 | 0.474% | +0.159% | +0.00075% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.5666 | 101.7305 | 0.467% | +0.161% | +0.00075% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 146.6512 | 145.1471 | 0.462% | -1.026% | -0.00473% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 109.7069 | 110.0724 | 0.459% | +0.333% | +0.00153% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 111.4708 | 110.1162 | 0.458% | -1.215% | -0.00556% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.3274 | 101.4674 | 0.451% | +0.138% | +0.00062% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.6617 | 101.8234 | 0.443% | +0.159% | +0.00070% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 103.9049 | 104.2663 | 0.442% | +0.348% | +0.00154% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.5163 | 102.6576 | 0.440% | +0.138% | +0.00061% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.9606 | 100.1087 | 0.439% | +0.148% | +0.00065% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.1596 | 100.2561 | 0.436% | +0.096% | +0.00042% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 105.2691 | 104.5800 | 0.432% | +0.355% | +0.00153% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 105.1332 | 105.4851 | 0.431% | +0.335% | +0.00144% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 104.8013 | 105.2361 | 0.430% | +0.415% | +0.00178% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 104.8013 | 105.1736 | 0.430% | +0.355% | +0.00153% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 104.8013 | 105.2673 | 0.429% | +0.445% | +0.00191% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 104.4552 | 104.8166 | 0.428% | +0.346% | +0.00148% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $55.0m | $28.95bn | 104.2269 | 104.6518 | 0.426% | +0.408% | +0.00174% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 103.9239 | 104.3478 | 0.426% | +0.408% | +0.00174% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 103.7555 | 104.1198 | 0.425% | +0.351% | +0.00149% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 103.6327 | 103.9841 | 0.425% | +0.339% | +0.00144% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 103.6318 | 104.0448 | 0.425% | +0.399% | +0.00169% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 103.5389 | 103.9529 | 0.424% | +0.400% | +0.00170% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 103.1113 | 102.6707 | 0.423% | +0.421% | +0.00178% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 108.0112 | 108.2639 | 0.422% | +0.234% | +0.00099% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 102.9334 | 103.3668 | 0.422% | +0.421% | +0.00178% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | $35.0m | $28.97bn | 103.0176 | 102.5769 | 0.422% | +0.422% | +0.00178% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $50.0m | $28.95bn | 103.0052 | 103.4522 | 0.422% | +0.434% | +0.00183% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 102.4423 | 102.8470 | 0.420% | +0.395% | +0.00166% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.2239 | 101.3644 | 0.420% | +0.139% | +0.00058% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $580.9m | $28.95bn | 102.3084 | 102.7418 | 0.419% | +0.424% | +0.00177% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 101.2867 | 101.6671 | 0.415% | +0.376% | +0.00156% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.2133 | 101.3329 | 0.411% | +0.118% | +0.00049% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 107.4857 | 107.6243 | 0.411% | +0.129% | +0.00053% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 103.0897 | 103.4293 | 0.407% | +0.329% | +0.00134% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 104.2269 | 104.5581 | 0.404% | +0.318% | +0.00128% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 101.8288 | 102.2514 | 0.403% | +0.415% | +0.00167% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 101.6629 | 102.0862 | 0.402% | +0.416% | +0.00168% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 150.0007 | 148.3825 | 0.401% | -1.079% | -0.00433% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 104.7075 | 105.0173 | 0.400% | +0.296% | +0.00118% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 101.1624 | 100.8249 | 0.399% | +0.408% | +0.00163% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 105.5707 | 105.9226 | 0.398% | +0.333% | +0.00133% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 100.5666 | 101.0117 | 0.397% | +0.443% | +0.00176% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 99.8916 | 100.2612 | 0.395% | +0.370% | +0.00146% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 99.5663 | 99.9066 | 0.394% | +0.342% | +0.00135% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 98.8899 | 99.2486 | 0.391% | +0.363% | +0.00142% |
| 912828D98 | 1.000% | Sep 15, 2017 | $27.00bn | – | – | $27.00bn | 100.8057 | 100.3622 | 0.385% | +0.056% | +0.00022% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 103.9434 | 104.2875 | 0.384% | +0.331% | +0.00127% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.5511 | 100.6588 | 0.384% | +0.107% | +0.00041% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 143.1084 | 141.6450 | 0.379% | -1.023% | -0.00388% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 105.7280 | 104.9248 | 0.378% | +0.304% | +0.00115% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 101.9755 | 102.1073 | 0.377% | +0.129% | +0.00049% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 103.6305 | 103.9636 | 0.376% | +0.321% | +0.00121% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 102.9246 | 103.2643 | 0.373% | +0.330% | +0.00123% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 104.3098 | 104.6508 | 0.371% | +0.327% | +0.00121% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 110.9083 | 109.5224 | 0.370% | -1.250% | -0.00462% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.5244 | 100.2260 | 0.369% | +0.138% | +0.00051% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.5149 | 100.6332 | 0.369% | +0.118% | +0.00043% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.4467 | 100.5853 | 0.369% | +0.138% | +0.00051% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.4411 | 100.5176 | 0.369% | +0.076% | +0.00028% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 100.3786 | 100.5176 | 0.369% | +0.138% | +0.00051% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 100.2215 | 100.3492 | 0.368% | +0.127% | +0.00047% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.0652 | 100.2242 | 0.368% | +0.159% | +0.00058% |
| 912828S68 | 0.750% | Jul 31, 2018 | $27.82bn | – | $1.82bn | $26.00bn | 100.0027 | 100.1304 | 0.368% | +0.128% | +0.00047% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 99.9396 | 100.0684 | 0.367% | +0.129% | +0.00047% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | $3.79bn | $26.00bn | 99.8257 | 99.9426 | 0.367% | +0.117% | +0.00043% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 104.7520 | 104.8974 | 0.363% | +0.139% | +0.00050% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.2843 | 100.0687 | 0.356% | +0.159% | +0.00057% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.5569 | 100.7068 | 0.355% | +0.149% | +0.00053% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 101.5056 | 101.7821 | 0.348% | +0.272% | +0.00095% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.5628 | 105.8944 | 0.347% | +0.314% | +0.00109% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.2666 | 101.4175 | 0.346% | +0.149% | +0.00051% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 104.0394 | 104.4018 | 0.345% | +0.348% | +0.00120% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 101.2452 | 101.4477 | 0.344% | +0.200% | +0.00069% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.1726 | 101.3444 | 0.343% | +0.170% | +0.00058% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 141.0401 | 139.5346 | 0.342% | -1.067% | -0.00366% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8370 | 100.4560 | 0.342% | +0.118% | +0.00040% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8335 | 100.9631 | 0.342% | +0.129% | +0.00044% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.8057 | 100.4560 | 0.342% | +0.149% | +0.00051% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 100.8057 | 100.4560 | 0.342% | +0.149% | +0.00051% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 100.7717 | 100.9321 | 0.342% | +0.159% | +0.00054% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.6712 | 100.7894 | 0.342% | +0.117% | +0.00040% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4573 | 100.5963 | 0.341% | +0.138% | +0.00047% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.4212 | 100.5707 | 0.341% | +0.149% | +0.00051% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.3899 | 100.5394 | 0.341% | +0.149% | +0.00051% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 100.3323 | 100.5026 | 0.340% | +0.170% | +0.00058% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2704 | 100.4402 | 0.340% | +0.169% | +0.00058% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2704 | 100.3777 | 0.340% | +0.107% | +0.00036% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 100.2592 | 100.4290 | 0.340% | +0.169% | +0.00058% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2536 | 100.3817 | 0.340% | +0.128% | +0.00043% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 100.1240 | 100.3255 | 0.340% | +0.201% | +0.00068% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 100.6916 | 100.9457 | 0.339% | +0.252% | +0.00086% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.0462 | 101.2174 | 0.339% | +0.169% | +0.00057% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.7846 | 99.9436 | 0.339% | +0.159% | +0.00054% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 99.6603 | 99.8818 | 0.338% | +0.222% | +0.00075% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 99.5971 | 99.7874 | 0.338% | +0.191% | +0.00065% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.6114 | 103.9416 | 0.337% | +0.319% | +0.00107% |
| 912828PA2 | 1.875% | Sep 30, 2017 | $29.91bn | – | $6.76bn | $23.16bn | 102.0702 | 101.2030 | 0.334% | +0.069% | +0.00023% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 104.0992 | 104.2473 | 0.333% | +0.142% | +0.00047% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.2538 | 101.4378 | 0.331% | +0.182% | +0.00060% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 101.3383 | 101.5829 | 0.329% | +0.241% | +0.00079% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 102.4467 | 102.5497 | 0.324% | +0.101% | +0.00033% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $25.36bn | – | $2.36bn | $23.00bn | 99.3818 | 99.3560 | 0.323% | -0.026% | -0.00008% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 101.7313 | 102.0914 | 0.321% | +0.354% | +0.00114% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 100.3478 | 100.5603 | 0.312% | +0.212% | +0.00066% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 100.6613 | 100.8842 | 0.312% | +0.221% | +0.00069% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.2636 | 100.3709 | 0.310% | +0.107% | +0.00033% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 118.5506 | 117.0724 | 0.306% | -1.247% | -0.00382% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 132.6790 | 131.2035 | 0.305% | -1.112% | -0.00339% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 130.7045 | 129.1868 | 0.301% | -1.161% | -0.00350% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 104.3103 | 103.6727 | 0.300% | +0.347% | +0.00104% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 143.9209 | 142.3638 | 0.298% | -1.082% | -0.00323% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 142.8016 | 141.6304 | 0.293% | -0.820% | -0.00240% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 147.0608 | 146.8719 | 0.276% | -0.128% | -0.00035% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 100.7847 | 101.0515 | 0.276% | +0.265% | +0.00073% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 100.5770 | 100.3520 | 0.274% | +0.273% | +0.00075% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 142.8584 | 141.3638 | 0.270% | -1.046% | -0.00283% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 116.7636 | 115.3370 | 0.255% | -1.222% | -0.00311% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 144.0204 | 142.5992 | 0.253% | -0.987% | -0.00250% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 100.8171 | 100.5405 | 0.252% | +0.284% | +0.00072% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 103.1270 | 103.2724 | 0.250% | +0.141% | +0.00035% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 105.4776 | 105.5971 | 0.249% | +0.113% | +0.00028% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.4541 | 101.6050 | 0.247% | +0.149% | +0.00037% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 119.2069 | 117.7599 | 0.247% | -1.214% | -0.00300% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.3210 | 103.6090 | 0.236% | +0.279% | +0.00066% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 140.3213 | 138.9721 | 0.231% | -0.961% | -0.00222% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 102.8220 | 102.9878 | 0.226% | +0.161% | +0.00037% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 104.4597 | 103.2112 | 0.224% | +0.181% | +0.00041% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 125.8492 | 124.5285 | 0.223% | -1.049% | -0.00234% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 100.2215 | 100.4349 | 0.215% | +0.213% | +0.00046% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 106.4973 | 106.6264 | 0.214% | +0.121% | +0.00026% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $16.54bn | – | $1.54bn | $15.00bn | 100.1352 | 98.6746 | 0.212% | -1.459% | -0.00310% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.2816 | 103.4256 | 0.206% | +0.139% | +0.00029% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 101.3274 | 101.5924 | 0.205% | +0.261% | +0.00054% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.9823 | 100.2147 | 0.205% | +0.232% | +0.00048% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 101.5369 | 101.6884 | 0.198% | +0.149% | +0.00030% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 147.7204 | 147.6906 | 0.197% | -0.020% | -0.00004% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 102.9763 | 103.0944 | 0.192% | +0.115% | +0.00022% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 106.4603 | 106.5785 | 0.185% | +0.111% | +0.00021% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 157.2262 | 156.9885 | 0.184% | -0.151% | -0.00028% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.5584 | 102.6793 | 0.178% | +0.118% | +0.00021% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 136.4633 | 136.8777 | 0.177% | +0.304% | +0.00054% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 100.9421 | 101.1655 | 0.173% | +0.221% | +0.00038% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 140.8363 | 140.6678 | 0.166% | -0.120% | -0.00020% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 103.9158 | 104.0503 | 0.166% | +0.129% | +0.00021% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 102.2561 | 101.6686 | 0.166% | +0.159% | +0.00026% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 103.3535 | 103.4986 | 0.161% | +0.140% | +0.00023% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 139.6209 | 139.5177 | 0.158% | -0.074% | -0.00012% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.4524 | 100.6644 | 0.158% | +0.211% | +0.00033% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 145.3641 | 143.9429 | 0.157% | -0.978% | -0.00154% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 101.4212 | 101.5611 | 0.142% | +0.138% | +0.00020% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 153.5122 | 152.0408 | 0.139% | -0.959% | -0.00134% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 102.9457 | 103.0788 | 0.138% | +0.129% | +0.00018% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 141.7021 | 140.3325 | 0.136% | -0.967% | -0.00131% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 141.6603 | 141.4823 | 0.131% | -0.126% | -0.00017% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 132.4762 | 132.8010 | 0.127% | +0.245% | +0.00031% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 140.0550 | 139.9490 | 0.120% | -0.076% | -0.00009% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 148.4878 | 148.3030 | 0.107% | -0.124% | -0.00013% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 151.5329 | 151.4093 | 0.105% | -0.082% | -0.00009% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 147.4382 | 146.0387 | 0.104% | -0.949% | -0.00099% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 121.3441 | 121.6131 | 0.097% | +0.222% | +0.00022% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 120.0037 | 120.2755 | 0.095% | +0.226% | +0.00021% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 130.1542 | 130.5088 | 0.094% | +0.272% | +0.00026% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 136.0166 | 136.4800 | 0.091% | +0.341% | +0.00031% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.1902 | 149.4361 | 0.088% | +0.165% | +0.00015% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 134.4912 | 134.8716 | 0.084% | +0.283% | +0.00024% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 148.0132 | 148.0051 | 0.082% | -0.006% | -0.00000% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 148.5306 | 148.2425 | 0.081% | -0.194% | -0.00016% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 145.5363 | 145.6342 | 0.080% | +0.067% | +0.00005% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.3522 | 149.6403 | 0.079% | +0.193% | +0.00015% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 148.8998 | 148.8821 | 0.074% | -0.012% | -0.00001% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 134.2191 | 134.5819 | 0.057% | +0.270% | +0.00015% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 120.6658 | 120.8234 | 0.057% | +0.131% | +0.00007% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 129.5513 | 129.9548 | 0.055% | +0.311% | +0.00017% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 133.6253 | 133.9881 | 0.054% | +0.271% | +0.00015% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 125.8927 | 126.1943 | 0.051% | +0.240% | +0.00012% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 139.7585 | 140.2028 | 0.047% | +0.318% | +0.00015% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 116.9215 | 116.9650 | 0.047% | +0.037% | +0.00002% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 130.5292 | 130.8526 | 0.042% | +0.248% | +0.00010% |
| Total | $6.65tn | 100.000% | +0.01593% | ||||||||
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.