Rebalance of October 31, 2016
US Treasury Index constituents
Every one of the 254 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
- 254
- Weights sum to
- 100.0000%
- Contributions sum to
- -1.192206%
- Market value
- $7.11tn
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 -1.192206% against a published month return of -1.192206%, a difference of 1.0e-7 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 | 106.9725 | 105.4721 | 0.993% | -1.403% | -0.01392% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 106.5496 | 105.0394 | 0.989% | -1.417% | -0.01401% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 106.5496 | 104.7894 | 0.989% | -1.652% | -0.01633% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 108.5204 | 107.0924 | 0.981% | -1.316% | -0.01291% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 105.4704 | 103.8254 | 0.979% | -1.560% | -0.01527% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 103.9226 | 102.3614 | 0.964% | -1.502% | -0.01449% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 103.8601 | 102.1739 | 0.964% | -1.623% | -0.01565% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.50bn | $63.00bn | 100.8726 | 99.0007 | 0.894% | -1.856% | -0.01658% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.95bn | $63.00bn | 100.4976 | 98.7194 | 0.890% | -1.769% | -0.01575% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 110.1162 | 108.8016 | 0.890% | -1.194% | -0.01063% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 107.2245 | 106.7126 | 0.827% | -0.477% | -0.00395% |
| 912828TW0 | 0.750% | Oct 31, 2017 | $61.00bn | – | $5.28bn | $55.72bn | 100.4429 | 100.0646 | 0.787% | -0.003% | -0.00003% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.1309 | 100.0660 | 0.775% | -0.065% | -0.00050% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 131.8431 | 125.9198 | 0.769% | -4.493% | -0.03453% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 109.5849 | 108.2079 | 0.768% | -1.257% | -0.00965% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 128.0452 | 122.2371 | 0.752% | -4.536% | -0.03409% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 103.0143 | 101.8709 | 0.745% | -1.110% | -0.00827% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 104.2351 | 103.1114 | 0.741% | -1.078% | -0.00799% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 123.5119 | 117.8404 | 0.729% | -4.592% | -0.03347% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 111.1702 | 110.6121 | 0.713% | -0.502% | -0.00358% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 117.3849 | 111.8186 | 0.693% | -4.742% | -0.03287% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 115.4620 | 109.8546 | 0.682% | -4.856% | -0.03311% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 115.3995 | 109.8546 | 0.682% | -4.805% | -0.03275% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 115.3995 | 109.9171 | 0.682% | -4.751% | -0.03238% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.1676 | 101.0584 | 0.675% | -0.108% | -0.00073% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 109.2639 | 109.0183 | 0.674% | -0.225% | -0.00151% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 111.9766 | 106.4844 | 0.661% | -4.905% | -0.03243% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 107.5829 | 106.3111 | 0.660% | -1.182% | -0.00781% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 112.6328 | 107.4219 | 0.657% | -4.626% | -0.03039% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.5117 | 101.4132 | 0.653% | -0.097% | -0.00063% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 128.0452 | 122.2683 | 0.619% | -4.512% | -0.02792% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 103.8954 | 98.6861 | 0.614% | -5.014% | -0.03076% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 104.7351 | 103.9864 | 0.604% | -0.715% | -0.00432% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $45.36bn | – | $2.36bn | $43.00bn | 99.3560 | 97.3492 | 0.601% | -2.020% | -0.01213% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 104.7829 | 104.0754 | 0.597% | -0.675% | -0.00403% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.17bn | $39.00bn | 104.6766 | 99.2486 | 0.574% | -5.185% | -0.02977% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 103.8954 | 98.5611 | 0.570% | -5.134% | -0.02925% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 108.8244 | 108.5904 | 0.559% | -0.215% | -0.00120% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 106.3183 | 105.9001 | 0.512% | -0.393% | -0.00201% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 103.1705 | 102.6834 | 0.508% | -0.472% | -0.00240% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | – | $36.07bn | 99.9468 | 99.1614 | 0.507% | -0.786% | -0.00398% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 102.7737 | 102.2462 | 0.506% | -0.513% | -0.00260% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 102.6382 | 102.2351 | 0.505% | -0.393% | -0.00198% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 102.6070 | 102.3288 | 0.505% | -0.271% | -0.00137% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 102.5457 | 102.3413 | 0.505% | -0.199% | -0.00101% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 102.5014 | 102.0982 | 0.504% | -0.393% | -0.00198% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 102.4171 | 101.4416 | 0.504% | -0.220% | -0.00111% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 102.2935 | 102.0686 | 0.503% | -0.220% | -0.00111% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 102.2731 | 102.0596 | 0.503% | -0.209% | -0.00105% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 102.2623 | 101.9124 | 0.503% | -0.342% | -0.00172% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 102.2310 | 102.0061 | 0.502% | -0.220% | -0.00111% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 102.4820 | 102.2663 | 0.502% | -0.210% | -0.00106% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 101.9266 | 100.9100 | 0.502% | -0.323% | -0.00162% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 101.8016 | 100.6288 | 0.501% | -0.477% | -0.00239% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 101.5003 | 101.1730 | 0.500% | -0.323% | -0.00161% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 101.4066 | 100.9542 | 0.499% | -0.446% | -0.00223% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 101.3954 | 100.8475 | 0.499% | -0.540% | -0.00270% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 101.3551 | 101.0271 | 0.499% | -0.324% | -0.00161% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 101.2613 | 100.8084 | 0.498% | -0.447% | -0.00223% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 101.1861 | 100.9096 | 0.498% | -0.273% | -0.00136% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 102.4076 | 102.1607 | 0.495% | -0.241% | -0.00119% |
| 912828UA6 | 0.625% | Nov 30, 2017 | $35.00bn | – | $70.0m | $34.93bn | 100.1822 | 100.1380 | 0.492% | -0.044% | -0.00022% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 102.3726 | 101.3444 | 0.490% | -1.004% | -0.00492% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 110.1535 | 109.8356 | 0.489% | -0.289% | -0.00141% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.9509 | 101.7991 | 0.487% | -0.149% | -0.00073% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 101.7079 | 100.3788 | 0.486% | -0.631% | -0.00307% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 101.6259 | 100.9848 | 0.486% | -0.631% | -0.00306% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 117.1349 | 111.7874 | 0.485% | -4.565% | -0.02214% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 100.6041 | 99.9849 | 0.481% | -0.615% | -0.00296% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 100.2279 | 99.5353 | 0.479% | -0.691% | -0.00331% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 100.2276 | 99.6302 | 0.479% | -0.596% | -0.00286% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 100.1332 | 99.4093 | 0.479% | -0.723% | -0.00346% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 100.0713 | 99.3177 | 0.478% | -0.753% | -0.00360% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.7790 | 100.6708 | 0.476% | -0.107% | -0.00051% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 107.1036 | 106.8811 | 0.472% | -0.208% | -0.00098% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.9185 | 101.7554 | 0.472% | -0.160% | -0.00076% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.7305 | 101.6007 | 0.465% | -0.128% | -0.00059% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 110.0724 | 109.4436 | 0.458% | -0.571% | -0.00261% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 145.1471 | 139.5428 | 0.454% | -3.861% | -0.01755% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 110.1162 | 104.9579 | 0.450% | -4.684% | -0.02107% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 101.4674 | 100.6910 | 0.449% | -0.149% | -0.00067% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.8234 | 101.6916 | 0.441% | -0.129% | -0.00057% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 104.2663 | 103.4239 | 0.441% | -0.808% | -0.00356% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 102.6576 | 101.6607 | 0.438% | -0.180% | -0.00079% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 100.1087 | 99.7205 | 0.438% | -0.076% | -0.00033% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.2561 | 100.2527 | 0.434% | -0.003% | -0.00001% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 105.4851 | 104.7874 | 0.430% | -0.661% | -0.00284% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 105.2361 | 104.2785 | 0.429% | -0.910% | -0.00390% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 105.1736 | 104.3723 | 0.429% | -0.762% | -0.00327% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 105.2673 | 104.1848 | 0.429% | -1.028% | -0.00441% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 104.8166 | 103.0993 | 0.427% | -0.684% | -0.00292% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 104.5800 | 103.8431 | 0.426% | -0.705% | -0.00301% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $55.0m | $28.95bn | 104.6518 | 103.5915 | 0.426% | -1.013% | -0.00432% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 104.3478 | 103.3804 | 0.425% | -0.927% | -0.00394% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 104.1198 | 103.4050 | 0.425% | -0.686% | -0.00291% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 103.9841 | 103.2577 | 0.424% | -0.699% | -0.00296% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 104.0448 | 102.0677 | 0.424% | -0.999% | -0.00424% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 103.9529 | 103.0389 | 0.424% | -0.879% | -0.00373% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 103.3668 | 101.6298 | 0.421% | -0.834% | -0.00352% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $50.0m | $28.95bn | 103.4522 | 102.4461 | 0.421% | -0.972% | -0.00410% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 108.2639 | 108.0183 | 0.421% | -0.227% | -0.00095% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 102.8470 | 102.0185 | 0.419% | -0.806% | -0.00338% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 102.6707 | 101.8101 | 0.419% | -0.838% | -0.00351% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 101.3644 | 101.2447 | 0.418% | -0.118% | -0.00049% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $580.9m | $28.95bn | 102.7418 | 101.6298 | 0.418% | -1.082% | -0.00453% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | $35.0m | $28.97bn | 102.5769 | 101.5601 | 0.418% | -0.991% | -0.00414% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | – | $29.71bn | 99.7301 | 98.5584 | 0.417% | -1.175% | -0.00489% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 101.6671 | 100.8791 | 0.415% | -0.775% | -0.00321% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.3329 | 101.2537 | 0.409% | -0.078% | -0.00032% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 107.6243 | 107.4823 | 0.409% | -0.132% | -0.00054% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 103.4293 | 102.1298 | 0.406% | -0.410% | -0.00167% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 104.5581 | 103.9353 | 0.403% | -0.596% | -0.00240% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 102.2514 | 100.3170 | 0.403% | -1.097% | -0.00442% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 102.0862 | 100.9337 | 0.402% | -1.129% | -0.00454% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 105.0173 | 104.3723 | 0.399% | -0.614% | -0.00245% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 105.9226 | 104.1625 | 0.397% | -0.600% | -0.00238% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 101.0117 | 99.9132 | 0.397% | -1.088% | -0.00432% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 100.8249 | 99.7256 | 0.396% | -1.090% | -0.00431% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 148.3825 | 142.5068 | 0.395% | -3.960% | -0.01563% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 100.2612 | 99.1196 | 0.395% | -1.139% | -0.00449% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 99.9066 | 98.7667 | 0.393% | -1.141% | -0.00449% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 99.2486 | 98.0971 | 0.391% | -1.160% | -0.00453% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | – | $27.59bn | 100.0062 | 99.8472 | 0.388% | -0.159% | -0.00062% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 104.2875 | 103.8640 | 0.383% | -0.406% | -0.00156% |
| 912828F54 | 0.875% | Oct 15, 2017 | $27.00bn | – | – | $27.00bn | 100.6588 | 100.1659 | 0.382% | -0.055% | -0.00021% |
| 912828PF1 | 1.875% | Oct 31, 2017 | $29.59bn | – | $3.42bn | $26.17bn | 102.1073 | 101.1927 | 0.376% | +0.022% | +0.00008% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 103.9636 | 103.4050 | 0.375% | -0.537% | -0.00202% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $28.54bn | – | $1.54bn | $27.00bn | 98.6746 | 93.3519 | 0.375% | -5.394% | -0.02021% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 104.9248 | 104.3541 | 0.373% | -0.544% | -0.00203% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 141.6450 | 136.1461 | 0.373% | -3.882% | -0.01449% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 103.2643 | 102.3709 | 0.372% | -0.865% | -0.00322% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 104.6508 | 104.0995 | 0.370% | -0.527% | -0.00195% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.6332 | 100.6182 | 0.368% | -0.015% | -0.00005% |
| 912828G20 | 0.875% | Nov 15, 2017 | $26.03bn | – | $34.7m | $26.00bn | 100.5853 | 100.5605 | 0.368% | -0.025% | -0.00009% |
| 912828M72 | 0.875% | Nov 30, 2017 | $26.00bn | – | – | $26.00bn | 100.5176 | 100.4932 | 0.367% | -0.024% | -0.00009% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 100.5176 | 100.4619 | 0.367% | -0.055% | -0.00020% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 100.3492 | 99.9396 | 0.367% | -0.034% | -0.00013% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.2260 | 100.2019 | 0.366% | -0.024% | -0.00009% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.2242 | 100.1583 | 0.366% | -0.066% | -0.00024% |
| 912828S68 | 0.750% | Jul 31, 2018 | $27.82bn | – | $1.82bn | $26.00bn | 100.1304 | 100.0333 | 0.366% | -0.097% | -0.00036% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 100.0684 | 99.9722 | 0.366% | -0.096% | -0.00035% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | $3.79bn | $26.00bn | 99.9426 | 99.8668 | 0.365% | -0.076% | -0.00028% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 109.5224 | 104.3954 | 0.363% | -4.681% | -0.01700% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 104.8974 | 104.7079 | 0.362% | -0.181% | -0.00065% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.7068 | 100.6610 | 0.354% | -0.045% | -0.00016% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.0687 | 100.0034 | 0.353% | -0.065% | -0.00023% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 101.7821 | 101.4536 | 0.347% | -0.323% | -0.00112% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 105.8944 | 105.3940 | 0.346% | -0.472% | -0.00163% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 104.4018 | 103.9040 | 0.344% | -0.477% | -0.00164% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.4175 | 101.3383 | 0.344% | -0.078% | -0.00027% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 101.4477 | 101.2962 | 0.342% | -0.149% | -0.00051% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 101.3444 | 101.1935 | 0.342% | -0.149% | -0.00051% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.9631 | 100.8960 | 0.341% | -0.066% | -0.00023% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 100.9321 | 100.8020 | 0.341% | -0.129% | -0.00044% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.7894 | 100.7432 | 0.340% | -0.046% | -0.00016% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 100.5963 | 100.0721 | 0.339% | -0.086% | -0.00029% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.5707 | 100.4620 | 0.339% | -0.108% | -0.00037% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.5394 | 100.5245 | 0.339% | -0.015% | -0.00005% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 100.5026 | 99.8534 | 0.339% | -0.211% | -0.00071% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4560 | 100.3486 | 0.339% | -0.107% | -0.00036% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4560 | 100.4423 | 0.339% | -0.014% | -0.00005% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 100.4560 | 100.2861 | 0.339% | -0.169% | -0.00057% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4402 | 100.4154 | 0.339% | -0.025% | -0.00008% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 100.4290 | 100.2480 | 0.339% | -0.180% | -0.00061% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3817 | 99.9725 | 0.339% | -0.034% | -0.00012% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3777 | 100.3217 | 0.339% | -0.056% | -0.00019% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 100.3255 | 100.1136 | 0.339% | -0.211% | -0.00072% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 100.9457 | 100.0344 | 0.338% | -0.346% | -0.00117% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 100.0748 | 99.7699 | 0.338% | -0.305% | -0.00103% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 101.2174 | 101.0346 | 0.337% | -0.181% | -0.00061% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.9436 | 99.7840 | 0.337% | -0.160% | -0.00054% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 99.8818 | 99.6284 | 0.337% | -0.254% | -0.00086% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 139.5346 | 133.9946 | 0.337% | -3.970% | -0.01338% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 99.7874 | 99.5340 | 0.337% | -0.254% | -0.00086% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 103.9416 | 103.5679 | 0.336% | -0.359% | -0.00121% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 104.2473 | 104.2106 | 0.332% | -0.035% | -0.00012% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 101.4378 | 101.2667 | 0.329% | -0.169% | -0.00056% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 101.5829 | 101.3475 | 0.328% | -0.232% | -0.00076% |
| 912828PK0 | 2.250% | Nov 30, 2017 | $30.14bn | – | $7.80bn | $22.34bn | 102.5497 | 102.5717 | 0.322% | +0.021% | +0.00007% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 102.0914 | 101.1882 | 0.321% | -0.885% | -0.00284% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 100.5603 | 100.3270 | 0.311% | -0.232% | -0.00072% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 100.8842 | 100.6291 | 0.311% | -0.253% | -0.00079% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.3709 | 100.3774 | 0.309% | +0.006% | +0.00002% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 117.0724 | 111.8811 | 0.301% | -4.434% | -0.01335% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 131.2035 | 125.8526 | 0.300% | -4.078% | -0.01223% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 103.6727 | 103.2383 | 0.297% | -0.419% | -0.00124% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 129.1868 | 123.7323 | 0.296% | -4.222% | -0.01250% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 142.3638 | 136.6148 | 0.294% | -4.038% | -0.01185% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 141.6304 | 136.8913 | 0.289% | -3.346% | -0.00967% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 101.0515 | 100.7766 | 0.275% | -0.272% | -0.00075% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 146.8719 | 143.1705 | 0.274% | -2.520% | -0.00691% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 100.3520 | 100.1192 | 0.272% | -0.232% | -0.00063% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 141.3638 | 135.9898 | 0.266% | -3.802% | -0.01011% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 100.5405 | 100.1927 | 0.250% | -0.346% | -0.00087% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 115.3370 | 110.1671 | 0.250% | -4.482% | -0.01121% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 142.5992 | 137.1101 | 0.249% | -3.849% | -0.00960% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 103.2724 | 103.2391 | 0.249% | -0.032% | -0.00008% |
| 912828HH6 | 4.250% | Nov 15, 2017 | $27.67bn | – | $11.01bn | $16.67bn | 105.5971 | 105.5883 | 0.247% | -0.008% | -0.00002% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.6050 | 101.4633 | 0.246% | -0.139% | -0.00034% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 117.7599 | 112.5686 | 0.243% | -4.408% | -0.01070% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 103.6090 | 103.2255 | 0.235% | -0.370% | -0.00087% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 138.9721 | 133.7133 | 0.227% | -3.784% | -0.00860% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 102.9878 | 102.9446 | 0.226% | -0.042% | -0.00009% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 103.2112 | 103.1590 | 0.221% | -0.051% | -0.00011% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 124.5285 | 119.6481 | 0.220% | -3.919% | -0.00861% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 100.4349 | 100.2338 | 0.214% | -0.200% | -0.00043% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 106.6264 | 106.5353 | 0.213% | -0.085% | -0.00018% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.4256 | 103.3315 | 0.206% | -0.091% | -0.00019% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 101.5924 | 100.7222 | 0.205% | -0.241% | -0.00049% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 100.2147 | 99.9399 | 0.204% | -0.274% | -0.00056% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 101.6884 | 101.5473 | 0.198% | -0.139% | -0.00027% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 147.6906 | 144.8920 | 0.195% | -1.895% | -0.00370% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 103.0944 | 103.0335 | 0.191% | -0.059% | -0.00011% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 106.5785 | 106.5713 | 0.184% | -0.007% | -0.00001% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 156.9885 | 153.3872 | 0.183% | -2.294% | -0.00420% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 102.6793 | 101.6923 | 0.177% | -0.109% | -0.00019% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 136.8777 | 136.0394 | 0.177% | -0.612% | -0.00108% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 101.1655 | 100.9109 | 0.173% | -0.252% | -0.00043% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 140.6678 | 137.7065 | 0.165% | -2.105% | -0.00348% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 104.0503 | 102.6948 | 0.165% | -0.041% | -0.00007% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 101.6686 | 101.4756 | 0.164% | -0.190% | -0.00031% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 103.4986 | 103.4056 | 0.160% | -0.090% | -0.00014% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 100.6644 | 100.4307 | 0.158% | -0.232% | -0.00037% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 139.5177 | 137.3342 | 0.157% | -1.565% | -0.00246% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 143.9429 | 138.7976 | 0.155% | -3.575% | -0.00554% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 101.5611 | 100.7847 | 0.141% | -0.149% | -0.00021% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 103.0788 | 103.0061 | 0.138% | -0.071% | -0.00010% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 152.0408 | 146.9348 | 0.137% | -3.358% | -0.00461% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 140.3325 | 135.3336 | 0.134% | -3.562% | -0.00477% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 141.4823 | 138.5408 | 0.131% | -2.079% | -0.00272% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 132.8010 | 131.4497 | 0.127% | -1.017% | -0.00129% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 139.9490 | 136.8940 | 0.120% | -2.183% | -0.00261% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 148.3030 | 145.8465 | 0.106% | -1.656% | -0.00176% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 151.4093 | 148.2045 | 0.105% | -2.117% | -0.00222% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 146.0387 | 141.1318 | 0.103% | -3.360% | -0.00345% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 121.6131 | 121.3159 | 0.097% | -0.244% | -0.00024% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 120.2755 | 120.0999 | 0.094% | -0.146% | -0.00014% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 130.5088 | 130.0109 | 0.094% | -0.382% | -0.00036% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 136.4800 | 135.2289 | 0.091% | -0.917% | -0.00083% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 149.4361 | 147.6209 | 0.088% | -1.215% | -0.00107% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 134.8716 | 133.8179 | 0.084% | -0.781% | -0.00066% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 148.0051 | 145.1950 | 0.081% | -1.899% | -0.00155% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 148.2425 | 145.7432 | 0.080% | -1.686% | -0.00135% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 145.6342 | 143.4885 | 0.080% | -1.473% | -0.00118% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 149.6403 | 147.6787 | 0.079% | -1.311% | -0.00103% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 148.8821 | 146.2480 | 0.073% | -1.769% | -0.00129% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 134.5819 | 133.8784 | 0.057% | -0.523% | -0.00030% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 120.8234 | 120.6889 | 0.056% | -0.111% | -0.00006% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 129.9548 | 129.2942 | 0.055% | -0.508% | -0.00028% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 133.9881 | 133.1909 | 0.054% | -0.595% | -0.00032% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 126.1943 | 125.8016 | 0.050% | -0.311% | -0.00016% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 140.2028 | 139.0849 | 0.047% | -0.797% | -0.00038% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 116.9650 | 116.9341 | 0.046% | -0.026% | -0.00001% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 130.8526 | 130.4484 | 0.042% | -0.309% | -0.00013% |
| Total | $6.70tn | 100.000% | -1.19221% | ||||||||
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.