Rebalance of January 31, 2017
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
- +0.355149%
- Market value
- $6.80tn
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 +0.355149% against a published month return of +0.355149%, a difference of 3.8e-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 | 101.1912 | 101.6284 | 0.982% | +0.432% | +0.00424% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 99.4921 | 99.8911 | 0.966% | +0.401% | +0.00387% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 101.6509 | 102.1012 | 0.961% | +0.443% | +0.00426% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 98.8358 | 99.1411 | 0.960% | +0.309% | +0.00296% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 98.1314 | 98.5204 | 0.953% | +0.396% | +0.00378% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 97.9226 | 98.2989 | 0.951% | +0.384% | +0.00365% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 97.4538 | 97.7989 | 0.946% | +0.354% | +0.00335% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 103.4972 | 103.9363 | 0.875% | +0.424% | +0.00371% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 93.8726 | 94.2194 | 0.870% | +0.369% | +0.00322% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.40bn | $63.10bn | 93.2825 | 93.6001 | 0.866% | +0.341% | +0.00295% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 92.3560 | 92.6617 | 0.859% | +0.331% | +0.00284% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 103.6366 | 103.9719 | 0.837% | +0.324% | +0.00271% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.0402 | 100.1628 | 0.810% | +0.123% | +0.00099% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 104.1474 | 104.5829 | 0.763% | +0.418% | +0.00319% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 99.7663 | 100.2052 | 0.742% | +0.440% | +0.00326% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.4869 | 97.9396 | 0.737% | +0.464% | +0.00342% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 108.6702 | 109.0183 | 0.729% | +0.320% | +0.00233% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.7339 | 100.9059 | 0.704% | +0.171% | +0.00120% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 107.7639 | 108.0183 | 0.695% | +0.236% | +0.00164% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 113.5388 | 114.3080 | 0.692% | +0.677% | +0.00469% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 111.8889 | 112.6746 | 0.687% | +0.702% | +0.00482% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.1430 | 101.2944 | 0.680% | +0.150% | +0.00102% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.5516 | 102.9986 | 0.659% | +0.436% | +0.00287% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 106.1756 | 107.0085 | 0.656% | +0.784% | +0.00514% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 102.0724 | 102.9124 | 0.631% | +0.823% | +0.00519% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 98.8748 | 99.6777 | 0.611% | +0.812% | +0.00496% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 98.7498 | 99.5839 | 0.610% | +0.845% | +0.00515% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 98.7186 | 99.4902 | 0.610% | +0.782% | +0.00477% |
| 912828U24 | 2.000% | Nov 15, 2026 | $48.04bn | – | $5.04bn | $43.00bn | 96.3020 | 96.5872 | 0.609% | +0.296% | +0.00180% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.4582 | 100.8372 | 0.607% | +0.377% | +0.00229% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.6892 | 102.1067 | 0.606% | +0.411% | +0.00249% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 97.0078 | 97.7969 | 0.599% | +0.813% | +0.00487% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 96.6704 | 97.5257 | 0.590% | +0.885% | +0.00522% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 105.9568 | 106.1022 | 0.569% | +0.137% | +0.00078% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 111.9514 | 112.7058 | 0.566% | +0.674% | +0.00381% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 89.7704 | 90.4986 | 0.555% | +0.811% | +0.00450% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 104.3183 | 104.6501 | 0.525% | +0.318% | +0.00167% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.4255 | 101.5337 | 0.522% | +0.107% | +0.00056% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.2174 | 101.3475 | 0.521% | +0.129% | +0.00067% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 100.5951 | 100.0357 | 0.518% | +0.252% | +0.00130% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.4839 | 100.6354 | 0.517% | +0.151% | +0.00078% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.4822 | 100.6436 | 0.517% | +0.161% | +0.00083% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.5776 | 100.6971 | 0.517% | +0.119% | +0.00061% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.7635 | 100.8624 | 0.517% | +0.098% | +0.00051% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.3276 | 100.4784 | 0.517% | +0.150% | +0.00078% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.0135 | 100.2686 | 0.515% | +0.255% | +0.00131% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.9748 | 100.2099 | 0.515% | +0.235% | +0.00121% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 99.9208 | 100.2797 | 0.514% | +0.359% | +0.00185% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.8276 | 100.0309 | 0.514% | +0.204% | +0.00105% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7964 | 100.0096 | 0.514% | +0.214% | +0.00110% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7799 | 99.3785 | 0.514% | +0.224% | +0.00115% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 89.5204 | 90.2486 | 0.514% | +0.814% | +0.00418% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 99.6830 | 100.0000 | 0.513% | +0.318% | +0.00163% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.3764 | 100.6920 | 0.513% | +0.126% | +0.00065% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.5868 | 99.8220 | 0.513% | +0.236% | +0.00121% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3810 | 99.7099 | 0.512% | +0.331% | +0.00169% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.1714 | 99.4684 | 0.511% | +0.300% | +0.00153% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.17bn | $39.00bn | 88.9009 | 89.6012 | 0.510% | +0.788% | +0.00402% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 98.9618 | 99.2595 | 0.510% | +0.301% | +0.00153% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 98.9266 | 98.5975 | 0.509% | +0.362% | +0.00185% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.2054 | 101.3348 | 0.506% | +0.128% | +0.00065% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 99.3510 | 99.7091 | 0.497% | +0.361% | +0.00179% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 106.6925 | 106.9416 | 0.496% | +0.234% | +0.00116% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.0309 | 100.2043 | 0.494% | +0.173% | +0.00086% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 98.2743 | 98.6345 | 0.492% | +0.366% | +0.00180% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 98.0659 | 98.4255 | 0.490% | +0.367% | +0.00180% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 97.9512 | 98.3008 | 0.490% | +0.357% | +0.00175% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 97.6385 | 97.9786 | 0.488% | +0.348% | +0.00170% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 97.4387 | 97.8501 | 0.488% | +0.422% | +0.00206% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | $7.0m | $2.06bn | $32.94bn | 100.5749 | 100.7263 | 0.487% | +0.151% | +0.00073% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 97.1272 | 97.4461 | 0.486% | +0.328% | +0.00159% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 84.6746 | 85.2269 | 0.486% | +0.652% | +0.00317% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 97.0707 | 96.9094 | 0.485% | +0.413% | +0.00201% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 96.9510 | 97.3223 | 0.485% | +0.383% | +0.00186% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 96.7281 | 97.1307 | 0.484% | +0.416% | +0.00201% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 96.6686 | 97.0707 | 0.483% | +0.416% | +0.00201% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 104.6730 | 104.7671 | 0.483% | +0.090% | +0.00043% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.0492 | 101.1694 | 0.483% | +0.119% | +0.00057% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.3772 | 100.5086 | 0.464% | +0.131% | +0.00061% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 105.7042 | 106.0483 | 0.460% | +0.326% | +0.00150% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.1671 | 100.5666 | 0.459% | +0.148% | +0.00068% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.6105 | 99.7543 | 0.456% | +0.144% | +0.00066% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.0373 | 101.1675 | 0.451% | +0.129% | +0.00058% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 100.8288 | 101.2364 | 0.446% | +0.404% | +0.00180% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 102.1974 | 102.9749 | 0.443% | +0.761% | +0.00337% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.4226 | 101.7250 | 0.437% | +0.417% | +0.00182% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 107.2014 | 107.2996 | 0.436% | +0.092% | +0.00040% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | $5.0m | $5.65bn | $29.34bn | 100.2418 | 100.3726 | 0.433% | +0.131% | +0.00056% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.3359 | 101.7864 | 0.432% | +0.445% | +0.00192% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.0031 | 101.4133 | 0.431% | +0.406% | +0.00175% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 100.7989 | 101.1878 | 0.430% | +0.386% | +0.00166% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.5411 | 100.9513 | 0.429% | +0.408% | +0.00175% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.3478 | 99.8805 | 0.428% | +0.531% | +0.00227% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 100.2676 | 100.7816 | 0.428% | +0.513% | +0.00219% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 101.0204 | 100.5350 | 0.427% | +0.200% | +0.00085% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 99.8001 | 100.1995 | 0.426% | +0.400% | +0.00170% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 99.8301 | 100.2816 | 0.425% | +0.452% | +0.00192% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.3230 | 99.8070 | 0.424% | +0.487% | +0.00206% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 99.2376 | 99.7620 | 0.423% | +0.528% | +0.00224% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 129.2096 | 130.0428 | 0.423% | +0.645% | +0.00273% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $50.0m | $28.95bn | 99.3662 | 99.8602 | 0.423% | +0.497% | +0.00210% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $55.0m | $28.95bn | 99.3743 | 99.8149 | 0.423% | +0.443% | +0.00188% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.0505 | 99.5337 | 0.423% | +0.488% | +0.00206% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 98.8627 | 99.3567 | 0.421% | +0.500% | +0.00211% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 98.7781 | 99.2933 | 0.421% | +0.522% | +0.00220% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | $35.0m | $28.97bn | 98.4255 | 98.9087 | 0.419% | +0.491% | +0.00206% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.2921 | 97.9729 | 0.419% | +0.438% | +0.00184% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $580.9m | $28.95bn | 98.2731 | 97.8798 | 0.418% | +0.490% | +0.00205% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 105.2576 | 105.4018 | 0.418% | +0.137% | +0.00057% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.4656 | 100.7308 | 0.413% | +0.264% | +0.00109% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 99.3547 | 99.8053 | 0.409% | +0.453% | +0.00186% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.7181 | 101.0962 | 0.406% | +0.375% | +0.00152% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 94.4972 | 95.3425 | 0.404% | +0.895% | +0.00361% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.0176 | 101.4066 | 0.402% | +0.385% | +0.00155% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.0853 | 102.4218 | 0.401% | +0.330% | +0.00132% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 96.8498 | 97.2925 | 0.399% | +0.457% | +0.00182% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 96.6205 | 97.0313 | 0.398% | +0.425% | +0.00169% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 96.5492 | 97.0131 | 0.397% | +0.480% | +0.00191% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 96.3185 | 96.7612 | 0.397% | +0.460% | +0.00182% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 96.3290 | 96.7610 | 0.395% | +0.448% | +0.00177% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.2963 | 102.6228 | 0.393% | +0.319% | +0.00126% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 95.0373 | 95.5224 | 0.391% | +0.510% | +0.00200% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 94.8901 | 95.3434 | 0.391% | +0.478% | +0.00187% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 94.8551 | 95.3090 | 0.391% | +0.479% | +0.00187% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 94.4986 | 94.3472 | 0.389% | +0.501% | +0.00195% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $30.28bn | – | $3.28bn | $27.00bn | 96.6079 | 97.2445 | 0.384% | +0.659% | +0.00253% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.4406 | 101.8196 | 0.383% | +0.374% | +0.00143% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.1034 | 100.2356 | 0.383% | +0.132% | +0.00051% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.0992 | 99.8458 | 0.383% | +0.122% | +0.00047% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 99.8942 | 100.0264 | 0.382% | +0.132% | +0.00051% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 99.8201 | 99.9427 | 0.382% | +0.123% | +0.00047% |
| 912828S68 | 0.750% | Jul 31, 2018 | $27.82bn | – | $1.82bn | $26.00bn | 99.7554 | 99.5958 | 0.382% | +0.216% | +0.00082% |
| 912828U40 | 1.000% | Nov 30, 2018 | $28.77bn | – | $2.77bn | $26.00bn | 99.7497 | 99.8918 | 0.382% | +0.143% | +0.00054% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.3372 | 102.6415 | 0.381% | +0.297% | +0.00113% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 99.6340 | 99.8191 | 0.381% | +0.186% | +0.00071% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | $1.58bn | $26.00bn | 99.5082 | 99.6930 | 0.381% | +0.186% | +0.00071% |
| 912828T83 | 0.750% | Oct 31, 2018 | $27.57bn | – | $1.57bn | $26.00bn | 99.3826 | 99.5364 | 0.380% | +0.155% | +0.00059% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | $3.79bn | $26.00bn | 99.3802 | 99.5552 | 0.380% | +0.176% | +0.00067% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.1821 | 101.4746 | 0.378% | +0.347% | +0.00131% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 104.1787 | 104.3016 | 0.376% | +0.118% | +0.00044% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 98.6744 | 99.1896 | 0.372% | +0.522% | +0.00194% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.9145 | 100.0367 | 0.369% | +0.122% | +0.00045% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 131.8200 | 132.6943 | 0.367% | +0.663% | +0.00243% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.4801 | 100.6528 | 0.357% | +0.172% | +0.00061% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.4409 | 99.6130 | 0.355% | +0.173% | +0.00061% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.4457 | 100.5557 | 0.355% | +0.110% | +0.00039% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3664 | 100.4465 | 0.354% | +0.080% | +0.00028% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3465 | 100.0411 | 0.354% | +0.132% | +0.00047% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | $3.0m | – | $24.00bn | 100.3383 | 99.9278 | 0.354% | +0.152% | +0.00054% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.3254 | 100.4568 | 0.354% | +0.131% | +0.00046% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.2269 | 100.3995 | 0.354% | +0.172% | +0.00061% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.1525 | 100.3359 | 0.354% | +0.183% | +0.00065% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | $6.0m | – | $23.99bn | 100.1590 | 100.3211 | 0.354% | +0.162% | +0.00057% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.1041 | 100.2467 | 0.353% | +0.142% | +0.00050% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0965 | 99.8536 | 0.353% | +0.194% | +0.00069% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0851 | 100.2590 | 0.353% | +0.174% | +0.00061% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.8836 | 100.0058 | 0.353% | +0.122% | +0.00043% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 99.8218 | 100.0251 | 0.352% | +0.204% | +0.00072% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 99.7414 | 99.8527 | 0.352% | +0.112% | +0.00039% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.7236 | 99.8558 | 0.352% | +0.133% | +0.00047% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.5611 | 100.0660 | 0.351% | +0.129% | +0.00045% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.2861 | 99.3870 | 0.351% | +0.102% | +0.00036% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.2561 | 99.4090 | 0.350% | +0.154% | +0.00054% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.1809 | 99.2510 | 0.350% | +0.071% | +0.00025% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 99.1573 | 99.2682 | 0.350% | +0.112% | +0.00039% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 102.3947 | 102.7099 | 0.350% | +0.308% | +0.00108% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 98.9832 | 99.0841 | 0.349% | +0.102% | +0.00036% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.9534 | 99.0547 | 0.349% | +0.102% | +0.00036% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.9166 | 99.1217 | 0.349% | +0.207% | +0.00072% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.1556 | 101.4399 | 0.349% | +0.281% | +0.00098% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.8818 | 98.6290 | 0.349% | +0.124% | +0.00043% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.7249 | 98.8777 | 0.349% | +0.155% | +0.00054% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 104.1223 | 104.2731 | 0.347% | +0.145% | +0.00050% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.7926 | 99.0078 | 0.346% | +0.218% | +0.00075% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 102.0978 | 101.3493 | 0.345% | +0.246% | +0.00085% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.7560 | 100.8662 | 0.342% | +0.109% | +0.00037% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 123.7797 | 124.5677 | 0.341% | +0.637% | +0.00217% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.2079 | 99.7538 | 0.339% | +0.233% | +0.00079% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 95.2412 | 96.0829 | 0.330% | +0.884% | +0.00292% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.2772 | 99.9712 | 0.323% | +0.131% | +0.00042% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.0601 | 98.6257 | 0.322% | +0.577% | +0.00186% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.8747 | 99.0168 | 0.320% | +0.144% | +0.00046% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.0093 | 99.1932 | 0.319% | +0.186% | +0.00059% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 121.6378 | 122.4782 | 0.307% | +0.691% | +0.00212% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.6157 | 101.9313 | 0.304% | +0.311% | +0.00094% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.6191 | 99.8130 | 0.284% | +0.195% | +0.00055% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.1985 | 99.3407 | 0.281% | +0.143% | +0.00040% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 115.9847 | 116.8526 | 0.277% | +0.748% | +0.00208% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 102.3849 | 103.1936 | 0.275% | +0.790% | +0.00218% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 127.9429 | 128.5163 | 0.273% | +0.448% | +0.00122% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 113.7493 | 114.6386 | 0.273% | +0.782% | +0.00213% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 123.9672 | 124.8802 | 0.267% | +0.736% | +0.00197% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 134.9344 | 135.7643 | 0.263% | +0.615% | +0.00162% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.9811 | 99.1957 | 0.258% | +0.217% | +0.00056% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | $4.0m | $12.70bn | $17.24bn | 100.3239 | 100.4965 | 0.254% | +0.172% | +0.00044% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 123.6547 | 124.5052 | 0.243% | +0.688% | +0.00167% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 100.9218 | 101.1657 | 0.239% | +0.242% | +0.00058% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 102.9253 | 101.7260 | 0.236% | +0.110% | +0.00026% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 126.9429 | 127.7663 | 0.232% | +0.649% | +0.00151% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 103.0941 | 103.2294 | 0.230% | +0.131% | +0.00030% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 99.2498 | 100.1464 | 0.225% | +0.903% | +0.00203% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 106.2201 | 106.4103 | 0.222% | +0.179% | +0.00040% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.3766 | 99.5192 | 0.221% | +0.144% | +0.00032% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 101.6105 | 102.4546 | 0.219% | +0.831% | +0.00182% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 101.9259 | 102.1162 | 0.212% | +0.187% | +0.00040% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.1834 | 98.8774 | 0.211% | +0.133% | +0.00028% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.7835 | 99.9461 | 0.211% | +0.163% | +0.00034% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 121.6378 | 122.4157 | 0.208% | +0.640% | +0.00133% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.4722 | 100.6442 | 0.204% | +0.171% | +0.00035% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 110.3723 | 111.0543 | 0.204% | +0.618% | +0.00126% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 102.9496 | 103.1386 | 0.200% | +0.184% | +0.00037% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 104.3995 | 104.5537 | 0.189% | +0.148% | +0.00028% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 134.7353 | 135.4760 | 0.186% | +0.550% | +0.00103% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.3719 | 101.5121 | 0.183% | +0.138% | +0.00025% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.6676 | 99.7885 | 0.178% | +0.121% | +0.00022% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 129.0516 | 129.5675 | 0.175% | +0.400% | +0.00070% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 141.9710 | 142.7842 | 0.173% | +0.573% | +0.00099% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 102.5891 | 102.7369 | 0.170% | +0.144% | +0.00025% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 100.8915 | 101.0110 | 0.170% | +0.118% | +0.00020% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 102.0656 | 102.2548 | 0.165% | +0.185% | +0.00031% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.2270 | 99.3384 | 0.163% | +0.112% | +0.00018% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 127.7419 | 128.5375 | 0.157% | +0.623% | +0.00098% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 131.3302 | 131.9280 | 0.155% | +0.455% | +0.00071% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 100.1272 | 100.2586 | 0.145% | +0.131% | +0.00019% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 102.7663 | 101.8187 | 0.143% | +0.173% | +0.00025% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 126.5466 | 127.3134 | 0.143% | +0.606% | +0.00086% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 134.6143 | 135.2336 | 0.127% | +0.460% | +0.00059% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 127.2385 | 127.9185 | 0.127% | +0.534% | +0.00068% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 131.2636 | 132.0095 | 0.127% | +0.568% | +0.00072% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 125.5825 | 126.3336 | 0.125% | +0.598% | +0.00075% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 129.5428 | 130.2690 | 0.116% | +0.561% | +0.00065% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 136.0673 | 136.6818 | 0.102% | +0.452% | +0.00046% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 140.1906 | 140.9857 | 0.102% | +0.567% | +0.00058% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 120.4256 | 120.5971 | 0.101% | +0.142% | +0.00014% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 119.5567 | 119.6936 | 0.098% | +0.114% | +0.00011% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 131.6325 | 132.2880 | 0.097% | +0.498% | +0.00048% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 128.1651 | 128.4796 | 0.096% | +0.245% | +0.00024% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 131.3237 | 131.8227 | 0.091% | +0.380% | +0.00035% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 138.4214 | 138.9910 | 0.086% | +0.411% | +0.00035% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 130.1841 | 130.6617 | 0.085% | +0.367% | +0.00031% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 138.2863 | 138.8825 | 0.080% | +0.431% | +0.00034% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 137.6654 | 138.1760 | 0.079% | +0.371% | +0.00029% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 139.2738 | 139.8370 | 0.079% | +0.404% | +0.00032% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 142.0778 | 142.6474 | 0.078% | +0.401% | +0.00031% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 139.5384 | 140.0605 | 0.072% | +0.374% | +0.00027% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 115.7495 | 115.9705 | 0.057% | +0.191% | +0.00011% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 126.9861 | 127.3879 | 0.056% | +0.316% | +0.00018% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 127.1935 | 127.6257 | 0.056% | +0.340% | +0.00019% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 130.3631 | 130.9096 | 0.055% | +0.419% | +0.00023% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 124.5068 | 124.7391 | 0.052% | +0.187% | +0.00010% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 112.1414 | 112.3099 | 0.047% | +0.150% | +0.00007% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 131.4696 | 131.9242 | 0.046% | +0.346% | +0.00016% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 124.4969 | 124.8229 | 0.042% | +0.262% | +0.00011% |
| Total | $6.71tn | 100.000% | +0.35515% | ||||||||
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.