Rebalance of December 30, 2016
US Treasury Index constituents
Every one of the 256 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
- 256
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.014879%
- Market value
- $6.85tn
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 -0.014879% against a published month return of -0.014879%, a difference of 5.2e-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 | 101.3220 | 101.1912 | 0.976% | -0.129% | -0.00126% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 99.6307 | 99.4921 | 0.960% | -0.139% | -0.00134% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 101.7980 | 101.6509 | 0.956% | -0.145% | -0.00138% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 99.0369 | 98.8358 | 0.954% | -0.203% | -0.00194% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 98.3127 | 98.1314 | 0.947% | -0.184% | -0.00175% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 98.0245 | 97.9226 | 0.945% | -0.104% | -0.00098% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 97.6495 | 97.4538 | 0.941% | -0.200% | -0.00189% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 103.6215 | 103.4972 | 0.870% | -0.120% | -0.00104% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.95bn | $63.00bn | 94.1019 | 93.8726 | 0.866% | -0.244% | -0.00211% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.50bn | $63.00bn | 93.5093 | 93.2825 | 0.860% | -0.243% | -0.00209% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.36bn | $63.00bn | 92.5965 | 92.3560 | 0.852% | -0.260% | -0.00221% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 103.6160 | 103.6366 | 0.830% | +0.020% | +0.00016% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 99.9094 | 100.0402 | 0.803% | +0.131% | +0.00105% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 104.3071 | 104.1474 | 0.759% | -0.153% | -0.00116% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 99.8995 | 99.7663 | 0.738% | -0.133% | -0.00098% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.6086 | 97.4869 | 0.733% | -0.125% | -0.00091% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 108.6576 | 108.6702 | 0.723% | +0.012% | +0.00008% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.7030 | 100.7339 | 0.698% | +0.031% | +0.00021% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 107.7201 | 107.7639 | 0.690% | +0.041% | +0.00028% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 113.5720 | 113.5388 | 0.688% | -0.029% | -0.00020% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 111.9701 | 111.8889 | 0.682% | -0.073% | -0.00049% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.0687 | 101.1430 | 0.675% | +0.073% | +0.00050% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.6712 | 102.5516 | 0.654% | -0.116% | -0.00076% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 106.1492 | 106.1756 | 0.651% | +0.025% | +0.00016% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 102.1046 | 102.0724 | 0.626% | -0.032% | -0.00020% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 98.8513 | 98.8748 | 0.606% | +0.024% | +0.00014% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 98.7263 | 98.7498 | 0.605% | +0.024% | +0.00014% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 98.6638 | 98.7186 | 0.605% | +0.055% | +0.00034% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.4946 | 100.4582 | 0.602% | -0.036% | -0.00022% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.7174 | 101.6892 | 0.602% | -0.028% | -0.00017% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 96.9688 | 97.0078 | 0.595% | +0.040% | +0.00024% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 96.6271 | 96.6704 | 0.585% | +0.045% | +0.00026% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 105.8367 | 105.9568 | 0.564% | +0.114% | +0.00064% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 112.0014 | 111.9514 | 0.562% | -0.045% | -0.00025% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 89.7024 | 89.7704 | 0.550% | +0.076% | +0.00042% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 104.2704 | 104.3183 | 0.521% | +0.046% | +0.00024% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.3606 | 101.4255 | 0.518% | +0.064% | +0.00033% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 101.2425 | 100.4822 | 0.517% | +0.052% | +0.00027% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.1630 | 101.2174 | 0.517% | +0.054% | +0.00028% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 101.4925 | 100.7635 | 0.516% | +0.082% | +0.00042% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 100.7636 | 99.9208 | 0.515% | +0.032% | +0.00016% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.7113 | 100.0135 | 0.515% | +0.114% | +0.00059% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 100.4806 | 100.5951 | 0.514% | +0.114% | +0.00059% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.4410 | 100.4839 | 0.513% | +0.043% | +0.00022% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.5666 | 100.5776 | 0.513% | +0.011% | +0.00006% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.2541 | 100.3276 | 0.512% | +0.073% | +0.00038% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.9432 | 99.9748 | 0.511% | +0.032% | +0.00016% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7655 | 99.8276 | 0.510% | +0.062% | +0.00032% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7303 | 99.7799 | 0.510% | +0.050% | +0.00025% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 99.6916 | 99.7964 | 0.509% | +0.105% | +0.00054% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 89.4212 | 89.5204 | 0.509% | +0.111% | +0.00056% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 99.6295 | 99.6830 | 0.509% | +0.054% | +0.00027% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 101.3244 | 101.3764 | 0.509% | +0.051% | +0.00026% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.5240 | 99.5868 | 0.509% | +0.063% | +0.00032% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3182 | 99.3810 | 0.508% | +0.063% | +0.00032% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.1092 | 99.1714 | 0.507% | +0.063% | +0.00032% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 98.9283 | 98.9266 | 0.506% | -0.002% | -0.00001% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.17bn | $39.00bn | 88.7667 | 88.9009 | 0.506% | +0.151% | +0.00076% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 98.8990 | 98.9618 | 0.505% | +0.064% | +0.00032% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.2143 | 101.2054 | 0.502% | -0.009% | -0.00004% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 99.5361 | 99.3510 | 0.494% | -0.186% | -0.00092% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 106.5922 | 106.6925 | 0.492% | +0.094% | +0.00046% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 99.9715 | 100.0309 | 0.490% | +0.059% | +0.00029% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 98.2740 | 98.2743 | 0.488% | +0.000% | +0.00000% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | – | $2.06bn | $32.94bn | 101.3465 | 100.5749 | 0.488% | -0.021% | -0.00010% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 98.1288 | 98.0659 | 0.487% | -0.064% | -0.00031% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 97.9629 | 97.9512 | 0.486% | -0.012% | -0.00006% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 97.4781 | 97.4387 | 0.485% | -0.040% | -0.00020% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 97.6297 | 97.6385 | 0.485% | +0.009% | +0.00004% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 97.3458 | 96.7281 | 0.483% | -0.057% | -0.00027% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 97.1695 | 97.1272 | 0.482% | -0.044% | -0.00021% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 97.1260 | 97.0707 | 0.482% | -0.057% | -0.00027% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 96.9734 | 96.9510 | 0.481% | -0.023% | -0.00011% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 84.4728 | 84.6746 | 0.481% | +0.239% | +0.00115% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 96.7541 | 96.6686 | 0.480% | -0.088% | -0.00042% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.0375 | 101.0492 | 0.479% | +0.012% | +0.00006% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 104.5756 | 104.6730 | 0.479% | +0.093% | +0.00045% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.3570 | 100.3772 | 0.461% | +0.020% | +0.00009% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 105.7006 | 105.7042 | 0.456% | +0.003% | +0.00002% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 101.1889 | 101.1671 | 0.455% | -0.021% | -0.00010% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.4910 | 99.6105 | 0.452% | +0.120% | +0.00054% |
| 912828UE8 | 0.750% | Dec 31, 2017 | $35.00bn | – | $4.22bn | $30.78bn | 100.1264 | 99.8500 | 0.450% | +0.098% | +0.00044% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.0142 | 101.0373 | 0.447% | +0.023% | +0.00010% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 100.8370 | 100.8288 | 0.443% | -0.008% | -0.00004% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 102.2609 | 102.1974 | 0.440% | -0.062% | -0.00027% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.4708 | 102.4226 | 0.434% | -0.047% | -0.00020% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 107.1264 | 107.2014 | 0.433% | +0.070% | +0.00030% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.8268 | 100.7989 | 0.431% | +0.034% | +0.00015% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | – | $5.65bn | $29.35bn | 100.2222 | 100.2418 | 0.429% | +0.020% | +0.00008% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.3932 | 101.3359 | 0.429% | -0.057% | -0.00024% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.3893 | 100.2676 | 0.429% | -0.058% | -0.00025% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.0395 | 101.0031 | 0.428% | -0.036% | -0.00015% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 100.9518 | 99.8301 | 0.427% | -0.059% | -0.00025% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.5775 | 100.5411 | 0.426% | -0.036% | -0.00015% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.4497 | 100.3478 | 0.425% | -0.101% | -0.00043% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 100.9283 | 101.0204 | 0.423% | +0.091% | +0.00039% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 99.8177 | 99.8001 | 0.423% | -0.018% | -0.00007% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.3510 | 99.3230 | 0.421% | -0.028% | -0.00012% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $50.0m | $28.95bn | 99.4765 | 99.3662 | 0.421% | -0.111% | -0.00047% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 99.2864 | 99.2376 | 0.420% | -0.049% | -0.00021% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $55.0m | $28.95bn | 99.4742 | 99.3743 | 0.420% | -0.100% | -0.00042% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 129.2636 | 129.2096 | 0.420% | -0.042% | -0.00018% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.1106 | 99.0505 | 0.420% | -0.061% | -0.00025% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 99.0043 | 98.8627 | 0.419% | -0.143% | -0.00060% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 98.8686 | 98.7781 | 0.419% | -0.092% | -0.00038% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | $35.0m | $28.97bn | 98.5481 | 98.4255 | 0.417% | -0.124% | -0.00052% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.3139 | 98.2921 | 0.416% | -0.022% | -0.00009% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $580.9m | $28.95bn | 98.4599 | 98.2731 | 0.416% | -0.190% | -0.00079% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 105.1970 | 105.2576 | 0.415% | +0.058% | +0.00024% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.3999 | 100.4656 | 0.410% | +0.066% | +0.00027% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 99.5683 | 99.3547 | 0.407% | -0.215% | -0.00087% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.7555 | 100.7181 | 0.403% | -0.037% | -0.00015% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.1393 | 101.0176 | 0.403% | -0.058% | -0.00023% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 94.5278 | 94.4972 | 0.401% | -0.032% | -0.00013% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.0364 | 102.0853 | 0.397% | +0.048% | +0.00019% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 96.9517 | 96.8498 | 0.396% | -0.105% | -0.00042% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 96.7232 | 96.6205 | 0.395% | -0.106% | -0.00042% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 96.5454 | 96.3185 | 0.395% | -0.235% | -0.00093% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 96.6625 | 96.5492 | 0.395% | -0.117% | -0.00046% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 96.4117 | 96.3290 | 0.393% | -0.086% | -0.00034% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 95.7317 | 94.8551 | 0.391% | -0.197% | -0.00077% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.2276 | 102.2963 | 0.390% | +0.067% | +0.00026% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 95.2869 | 95.0373 | 0.390% | -0.262% | -0.00102% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 95.1092 | 94.8901 | 0.389% | -0.230% | -0.00090% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 94.6990 | 94.4986 | 0.387% | -0.212% | -0.00082% |
| 912828N55 | 1.000% | Dec 31, 2017 | $26.00bn | – | – | $26.00bn | 100.5122 | 100.0708 | 0.382% | +0.058% | +0.00022% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.4145 | 101.4406 | 0.380% | +0.026% | +0.00010% |
| 912828P20 | 0.750% | Jan 31, 2018 | $26.47bn | – | $473.3m | $26.00bn | 100.0319 | 100.0992 | 0.380% | +0.067% | +0.00026% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 99.9928 | 100.1034 | 0.380% | +0.111% | +0.00042% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 99.7837 | 99.8942 | 0.379% | +0.111% | +0.00042% |
| 912828U40 | 1.000% | Nov 30, 2018 | $28.77bn | – | $2.77bn | $26.00bn | 99.7527 | 99.7497 | 0.379% | -0.003% | -0.00001% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 99.6892 | 99.8201 | 0.378% | +0.131% | +0.00050% |
| 912828S68 | 0.750% | Jul 31, 2018 | $27.82bn | – | $1.82bn | $26.00bn | 99.6882 | 99.7554 | 0.378% | +0.067% | +0.00026% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | $3.79bn | $26.00bn | 99.6053 | 99.3802 | 0.378% | +0.088% | +0.00033% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 99.5969 | 99.6340 | 0.378% | +0.037% | +0.00014% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.2895 | 102.3372 | 0.378% | +0.047% | +0.00018% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | $1.58bn | $26.00bn | 99.4715 | 99.5082 | 0.378% | +0.037% | +0.00014% |
| 912828T83 | 0.750% | Oct 31, 2018 | $27.57bn | – | $1.57bn | $26.00bn | 99.3455 | 99.3826 | 0.377% | +0.037% | +0.00014% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.2103 | 102.1821 | 0.375% | -0.028% | -0.00010% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 104.1508 | 104.1787 | 0.373% | +0.027% | +0.00010% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 98.7648 | 98.6744 | 0.370% | -0.092% | -0.00034% |
| 912828G79 | 1.000% | Dec 15, 2017 | $25.00bn | – | – | $25.00bn | 100.5555 | 100.1772 | 0.367% | +0.121% | +0.00044% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 99.7840 | 99.9145 | 0.366% | +0.131% | +0.00048% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 131.7690 | 131.8200 | 0.364% | +0.039% | +0.00014% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 101.0754 | 100.4801 | 0.356% | +0.091% | +0.00033% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | – | – | $24.00bn | 100.7647 | 100.1590 | 0.353% | +0.019% | +0.00007% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.6445 | 100.1525 | 0.353% | +0.070% | +0.00025% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | – | – | $24.00bn | 100.3312 | 100.3383 | 0.352% | +0.007% | +0.00002% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.3163 | 99.4409 | 0.352% | +0.126% | +0.00044% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.3247 | 100.4457 | 0.352% | +0.121% | +0.00042% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.2740 | 100.3254 | 0.351% | +0.051% | +0.00018% |
| 912828H37 | 0.875% | Jan 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2680 | 100.3465 | 0.351% | +0.078% | +0.00027% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2440 | 100.3664 | 0.351% | +0.122% | +0.00043% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 103.4939 | 102.3947 | 0.351% | +0.085% | +0.00030% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.1372 | 100.2269 | 0.351% | +0.090% | +0.00031% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0180 | 100.0965 | 0.351% | +0.078% | +0.00027% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.0129 | 100.1041 | 0.350% | +0.091% | +0.00032% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 99.9940 | 100.0851 | 0.350% | +0.091% | +0.00032% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 99.7440 | 99.7414 | 0.350% | -0.003% | -0.00001% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 99.7218 | 99.8836 | 0.349% | +0.162% | +0.00057% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.6755 | 99.7236 | 0.349% | +0.048% | +0.00017% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 99.3728 | 98.9832 | 0.348% | +0.048% | +0.00017% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.5428 | 100.5611 | 0.348% | +0.018% | +0.00006% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.2826 | 99.2561 | 0.348% | -0.027% | -0.00009% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.2692 | 99.2861 | 0.348% | +0.017% | +0.00006% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.1012 | 99.1809 | 0.347% | +0.080% | +0.00028% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 99.0354 | 99.1573 | 0.347% | +0.123% | +0.00043% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.8879 | 98.9166 | 0.347% | +0.029% | +0.00010% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.8736 | 98.9534 | 0.347% | +0.081% | +0.00028% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.8145 | 98.8818 | 0.346% | +0.068% | +0.00024% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.0680 | 101.1556 | 0.346% | +0.087% | +0.00030% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.6576 | 98.7249 | 0.346% | +0.068% | +0.00024% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 104.0584 | 104.1223 | 0.344% | +0.061% | +0.00021% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.6901 | 98.7926 | 0.343% | +0.104% | +0.00036% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.9810 | 102.0978 | 0.342% | +0.115% | +0.00039% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.7244 | 100.7560 | 0.340% | +0.031% | +0.00011% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 123.7559 | 123.7797 | 0.339% | +0.019% | +0.00007% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.1783 | 100.2079 | 0.336% | +0.029% | +0.00010% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 95.3383 | 95.2412 | 0.328% | -0.102% | -0.00033% |
| 912828U24 | 2.000% | Nov 15, 2026 | $28.04bn | – | $5.04bn | $23.00bn | 96.6509 | 96.3020 | 0.325% | -0.361% | -0.00117% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.2582 | 98.0601 | 0.320% | -0.202% | -0.00065% |
| 912828UJ7 | 0.875% | Jan 31, 2018 | $35.00bn | $10.0m | $13.10bn | $21.89bn | 100.1987 | 100.2772 | 0.320% | +0.078% | +0.00025% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.5020 | 99.0093 | 0.318% | +0.070% | +0.00022% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.8152 | 98.8747 | 0.318% | +0.060% | +0.00019% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 121.5941 | 121.6378 | 0.305% | +0.036% | +0.00011% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.5594 | 101.6157 | 0.302% | +0.055% | +0.00017% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.5677 | 99.6191 | 0.281% | +0.052% | +0.00015% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.1391 | 99.1985 | 0.279% | +0.060% | +0.00017% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 115.9810 | 115.9847 | 0.275% | +0.003% | +0.00001% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 102.3859 | 102.3849 | 0.273% | -0.001% | -0.00000% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 127.9769 | 127.9429 | 0.271% | -0.027% | -0.00007% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 113.7568 | 113.7493 | 0.271% | -0.007% | -0.00002% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 123.9746 | 123.9672 | 0.265% | -0.006% | -0.00002% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 135.1087 | 134.9344 | 0.262% | -0.129% | -0.00034% |
| 912828PN4 | 2.750% | Dec 31, 2017 | $30.45bn | – | $13.28bn | $17.17bn | 103.1196 | 101.8353 | 0.259% | +0.088% | +0.00023% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.9104 | 98.9811 | 0.256% | +0.072% | +0.00018% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | – | $12.70bn | $17.24bn | 101.0442 | 100.3239 | 0.254% | -0.032% | -0.00008% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 123.7246 | 123.6547 | 0.242% | -0.057% | -0.00014% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.7534 | 100.9218 | 0.240% | +0.104% | +0.00025% |
| 912828PT1 | 2.625% | Jan 31, 2018 | $29.58bn | – | $14.00bn | $15.58bn | 102.8149 | 102.9253 | 0.234% | +0.107% | +0.00025% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 127.0082 | 126.9429 | 0.231% | -0.051% | -0.00012% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 102.9584 | 103.0941 | 0.228% | +0.132% | +0.00030% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 99.3201 | 99.2498 | 0.224% | -0.071% | -0.00016% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 106.1739 | 106.2201 | 0.220% | +0.044% | +0.00010% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.3166 | 99.3766 | 0.220% | +0.060% | +0.00013% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 101.6069 | 101.6105 | 0.218% | +0.004% | +0.00001% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 103.0251 | 101.9259 | 0.213% | +0.086% | +0.00018% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $18.28bn | – | $3.28bn | $15.00bn | 96.4396 | 96.6079 | 0.211% | +0.175% | +0.00037% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.1362 | 99.1834 | 0.210% | +0.048% | +0.00010% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.7320 | 99.7835 | 0.209% | +0.052% | +0.00011% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 121.7816 | 121.6378 | 0.207% | -0.118% | -0.00024% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.4725 | 100.4722 | 0.203% | -0.000% | -0.00000% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 110.4959 | 110.3723 | 0.202% | -0.112% | -0.00023% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 102.8864 | 102.9496 | 0.198% | +0.061% | +0.00012% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 104.3275 | 104.3995 | 0.187% | +0.069% | +0.00013% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 135.2395 | 134.7353 | 0.186% | -0.373% | -0.00069% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.3061 | 101.3719 | 0.182% | +0.065% | +0.00012% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.5968 | 99.6676 | 0.176% | +0.071% | +0.00013% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 129.1348 | 129.0516 | 0.173% | -0.064% | -0.00011% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 142.2137 | 141.9710 | 0.172% | -0.171% | -0.00029% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 102.4748 | 102.5891 | 0.169% | +0.112% | +0.00019% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 100.8805 | 100.8915 | 0.169% | +0.011% | +0.00002% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 101.9753 | 102.0656 | 0.164% | +0.089% | +0.00015% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.6372 | 99.2270 | 0.162% | +0.090% | +0.00015% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 128.1383 | 127.7419 | 0.156% | -0.309% | -0.00048% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 131.7921 | 131.3302 | 0.154% | -0.351% | -0.00054% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 100.1070 | 100.1272 | 0.144% | +0.020% | +0.00003% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 102.7208 | 102.7663 | 0.142% | +0.044% | +0.00006% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 126.6676 | 126.5466 | 0.142% | -0.096% | -0.00014% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 127.4905 | 127.2385 | 0.126% | -0.198% | -0.00025% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 134.6897 | 134.6143 | 0.126% | -0.056% | -0.00007% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 131.7079 | 131.2636 | 0.126% | -0.337% | -0.00043% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 125.7215 | 125.5825 | 0.124% | -0.111% | -0.00014% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 129.9158 | 129.5428 | 0.115% | -0.287% | -0.00033% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 136.5998 | 136.0673 | 0.102% | -0.390% | -0.00040% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 140.5476 | 140.1906 | 0.101% | -0.254% | -0.00026% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 120.3533 | 120.4256 | 0.100% | +0.060% | +0.00006% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 119.5734 | 119.5567 | 0.098% | -0.014% | -0.00001% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 131.6753 | 131.6325 | 0.096% | -0.033% | -0.00003% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 128.1929 | 128.1651 | 0.096% | -0.022% | -0.00002% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 131.4973 | 131.3237 | 0.091% | -0.132% | -0.00012% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.40bn | $4.19bn | 138.6752 | 138.4214 | 0.085% | -0.183% | -0.00016% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 130.4090 | 130.1841 | 0.085% | -0.172% | -0.00015% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 138.7459 | 138.2863 | 0.079% | -0.331% | -0.00026% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.90bn | 138.0489 | 137.6654 | 0.079% | -0.278% | -0.00022% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 139.7935 | 139.2738 | 0.079% | -0.372% | -0.00029% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 142.3940 | 142.0778 | 0.078% | -0.222% | -0.00017% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 139.9755 | 139.5384 | 0.071% | -0.312% | -0.00022% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 115.6790 | 115.7495 | 0.056% | +0.061% | +0.00003% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 127.0924 | 126.9861 | 0.056% | -0.084% | -0.00005% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 127.2966 | 127.1935 | 0.056% | -0.081% | -0.00005% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 130.4783 | 130.3631 | 0.054% | -0.088% | -0.00005% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 124.4321 | 124.5068 | 0.052% | +0.060% | +0.00003% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 112.0283 | 112.1414 | 0.046% | +0.101% | +0.00005% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 131.6495 | 131.4696 | 0.046% | -0.137% | -0.00006% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 124.4805 | 124.4969 | 0.041% | +0.013% | +0.00001% |
| Total | $6.75tn | 100.000% | -0.01488% | ||||||||
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.