Rebalance of February 28, 2017
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
- +0.538758%
- Market value
- $6.97tn
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 +0.538758% against a published month return of +0.538758%, a difference of 4.9e-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 | 101.6284 | 101.1856 | 0.963% | +0.733% | +0.00706% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 99.8911 | 100.6901 | 0.946% | +0.800% | +0.00757% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 102.1012 | 102.7945 | 0.942% | +0.679% | +0.00640% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 99.1411 | 100.0338 | 0.939% | +0.901% | +0.00846% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 98.5204 | 99.3410 | 0.933% | +0.833% | +0.00777% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 98.2989 | 98.0773 | 0.931% | +0.792% | +0.00737% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 97.7989 | 97.6398 | 0.927% | +0.860% | +0.00797% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | – | $6.14bn | $63.00bn | 96.5872 | 97.4294 | 0.873% | +0.872% | +0.00762% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 103.9363 | 104.5865 | 0.858% | +0.626% | +0.00537% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 94.2194 | 94.2503 | 0.853% | +0.895% | +0.00763% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.40bn | $63.10bn | 93.6001 | 94.4446 | 0.848% | +0.902% | +0.00765% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 92.6617 | 92.7768 | 0.841% | +0.934% | +0.00785% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 103.9719 | 104.2999 | 0.819% | +0.316% | +0.00258% |
| 912828UR9 | 0.750% | Feb 28, 2018 | $69.71bn | $5.0m | $14.67bn | $55.04bn | 100.1628 | 99.8458 | 0.791% | +0.058% | +0.00046% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 104.5829 | 103.8876 | 0.748% | +0.650% | +0.00486% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.2052 | 99.8273 | 0.727% | +0.621% | +0.00452% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.9396 | 98.5437 | 0.723% | +0.617% | +0.00446% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 109.0183 | 107.5464 | 0.713% | +0.312% | +0.00223% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.9059 | 101.0429 | 0.688% | +0.136% | +0.00093% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 114.3080 | 115.9731 | 0.680% | +1.457% | +0.00991% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 108.0183 | 106.4527 | 0.680% | +0.229% | +0.00155% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 112.6746 | 112.5464 | 0.675% | +1.495% | +0.01009% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 101.2944 | 100.6603 | 0.665% | +0.114% | +0.00076% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.9986 | 102.4404 | 0.645% | +0.672% | +0.00433% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 107.0085 | 108.6445 | 0.645% | +1.529% | +0.00986% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 102.9124 | 102.9959 | 0.620% | +1.599% | +0.00992% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 99.6777 | 101.2847 | 0.601% | +1.612% | +0.00969% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 99.5839 | 101.2535 | 0.600% | +1.677% | +0.01007% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 99.4902 | 101.2535 | 0.600% | +1.772% | +0.01063% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.8372 | 101.2731 | 0.594% | +0.432% | +0.00257% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.1067 | 101.3947 | 0.594% | +0.343% | +0.00204% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 97.7969 | 98.0487 | 0.590% | +1.727% | +0.01018% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 97.5257 | 99.0294 | 0.581% | +1.542% | +0.00895% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 106.1022 | 106.3320 | 0.556% | +0.217% | +0.00120% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 112.7058 | 112.5464 | 0.556% | +1.467% | +0.00816% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 90.4986 | 90.7842 | 0.546% | +1.697% | +0.00926% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $3.95bn | $39.00bn | 97.2445 | 98.9044 | 0.544% | +1.707% | +0.00929% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | – | $36.16bn | 99.8802 | 100.2127 | 0.518% | +0.333% | +0.00173% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 104.6501 | 103.6015 | 0.514% | +0.252% | +0.00130% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.5337 | 101.7308 | 0.510% | +0.194% | +0.00099% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 101.3475 | 100.7544 | 0.509% | +0.216% | +0.00110% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.6436 | 100.8318 | 0.506% | +0.187% | +0.00095% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.6354 | 100.8139 | 0.506% | +0.177% | +0.00090% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 90.2486 | 90.6279 | 0.505% | +1.805% | +0.00912% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.6971 | 100.9375 | 0.505% | +0.239% | +0.00121% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.4784 | 100.6250 | 0.505% | +0.146% | +0.00074% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.8624 | 100.9881 | 0.505% | +0.125% | +0.00063% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2797 | 100.5401 | 0.504% | +0.260% | +0.00131% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.2686 | 100.4881 | 0.504% | +0.219% | +0.00110% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.2099 | 99.7225 | 0.503% | +0.200% | +0.00101% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 100.0357 | 100.2864 | 0.503% | +0.251% | +0.00126% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 100.0309 | 100.2304 | 0.503% | +0.199% | +0.00100% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 100.0096 | 100.2500 | 0.502% | +0.240% | +0.00121% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 100.0000 | 100.2813 | 0.502% | +0.281% | +0.00141% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.17bn | $39.00bn | 89.6012 | 91.2320 | 0.502% | +1.820% | +0.00913% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.8220 | 100.0221 | 0.502% | +0.200% | +0.00101% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.7099 | 99.2537 | 0.501% | +0.232% | +0.00116% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.4684 | 99.6992 | 0.500% | +0.232% | +0.00116% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3785 | 99.5689 | 0.499% | +0.192% | +0.00096% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 99.2595 | 99.5221 | 0.499% | +0.265% | +0.00132% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.6920 | 100.8802 | 0.497% | +0.187% | +0.00093% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 98.5975 | 98.8602 | 0.495% | +0.266% | +0.00132% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.3348 | 101.4911 | 0.494% | +0.154% | +0.00076% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 100.6455 | 100.9877 | 0.491% | +0.340% | +0.00167% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 99.7091 | 100.0313 | 0.487% | +0.323% | +0.00157% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 106.9416 | 107.2124 | 0.485% | +0.253% | +0.00123% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.2043 | 100.2188 | 0.483% | +0.014% | +0.00007% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 98.6345 | 98.9283 | 0.481% | +0.298% | +0.00143% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 98.4255 | 98.7188 | 0.480% | +0.298% | +0.00143% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 98.3008 | 98.6157 | 0.480% | +0.320% | +0.00154% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 97.8501 | 98.3821 | 0.478% | +0.544% | +0.00260% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 97.9786 | 97.6906 | 0.478% | +0.280% | +0.00134% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 85.2269 | 85.6183 | 0.477% | +1.779% | +0.00849% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | $7.0m | $2.06bn | $32.94bn | 100.7263 | 100.8736 | 0.476% | +0.146% | +0.00070% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 97.4461 | 97.7928 | 0.476% | +0.356% | +0.00169% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 97.3223 | 97.0656 | 0.475% | +0.314% | +0.00149% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 97.1307 | 97.4365 | 0.474% | +0.315% | +0.00149% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 97.0707 | 97.3760 | 0.474% | +0.315% | +0.00149% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 96.9094 | 97.2151 | 0.473% | +0.316% | +0.00149% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 101.1694 | 100.5978 | 0.472% | +0.176% | +0.00083% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 104.7671 | 104.9776 | 0.472% | +0.201% | +0.00095% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.5086 | 100.6366 | 0.454% | +0.127% | +0.00058% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 106.0483 | 106.4151 | 0.450% | +0.346% | +0.00156% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.7543 | 99.8027 | 0.445% | +0.048% | +0.00022% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.5666 | 100.7452 | 0.445% | +0.178% | +0.00079% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.1675 | 101.3557 | 0.440% | +0.186% | +0.00082% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 101.2364 | 100.6711 | 0.437% | +0.429% | +0.00188% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 102.9749 | 102.9959 | 0.435% | +1.538% | +0.00669% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | – | $29.78bn | 100.0687 | 100.7740 | 0.428% | +0.705% | +0.00301% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 107.2996 | 105.7027 | 0.426% | +0.201% | +0.00086% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.7864 | 102.1686 | 0.424% | +0.376% | +0.00159% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.7250 | 102.0552 | 0.423% | +0.325% | +0.00137% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | $5.0m | $5.65bn | $29.34bn | 100.3726 | 100.5000 | 0.423% | +0.127% | +0.00054% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.4133 | 100.7867 | 0.422% | +0.368% | +0.00155% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.1878 | 101.5710 | 0.421% | +0.379% | +0.00159% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.9513 | 101.3560 | 0.420% | +0.401% | +0.00168% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 100.7816 | 101.2585 | 0.420% | +0.473% | +0.00199% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.1995 | 100.5938 | 0.417% | +0.393% | +0.00164% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 100.2816 | 100.8522 | 0.417% | +0.569% | +0.00237% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 99.8805 | 100.3790 | 0.416% | +0.499% | +0.00207% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 130.0428 | 129.6164 | 0.416% | +1.450% | +0.00603% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.8070 | 99.3485 | 0.415% | +0.417% | +0.00173% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 99.7620 | 100.2188 | 0.415% | +0.458% | +0.00190% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $50.0m | $28.95bn | 99.8602 | 99.4738 | 0.415% | +0.552% | +0.00229% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $55.0m | $28.95bn | 99.8149 | 100.4063 | 0.415% | +0.592% | +0.00246% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 100.5350 | 100.5789 | 0.415% | +0.044% | +0.00018% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.5337 | 100.0120 | 0.414% | +0.481% | +0.00199% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 99.2933 | 99.7724 | 0.413% | +0.483% | +0.00199% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 99.3567 | 99.9080 | 0.413% | +0.555% | +0.00229% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | $35.0m | $28.97bn | 98.9087 | 99.4495 | 0.411% | +0.547% | +0.00225% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 105.4018 | 105.5668 | 0.409% | +0.157% | +0.00064% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 97.9729 | 98.3702 | 0.408% | +0.405% | +0.00165% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $580.9m | $28.95bn | 97.8798 | 98.4839 | 0.407% | +0.617% | +0.00251% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.7308 | 100.9912 | 0.404% | +0.258% | +0.00104% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 100.3239 | 101.0292 | 0.403% | +0.703% | +0.00283% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 99.8053 | 100.4688 | 0.401% | +0.665% | +0.00267% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.0962 | 101.4688 | 0.398% | +0.369% | +0.00147% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 95.3425 | 96.8052 | 0.397% | +1.534% | +0.00610% |
| 912828V56 | 1.125% | Jan 31, 2019 | $27.65bn | – | – | $27.65bn | 99.8781 | 99.9964 | 0.396% | +0.118% | +0.00047% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.4066 | 101.7897 | 0.394% | +0.378% | +0.00149% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.4218 | 102.7521 | 0.392% | +0.322% | +0.00126% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 97.2925 | 97.9182 | 0.391% | +0.643% | +0.00251% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 97.0313 | 97.6563 | 0.390% | +0.644% | +0.00251% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 97.0131 | 96.8478 | 0.389% | +0.603% | +0.00235% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 96.7612 | 97.4182 | 0.389% | +0.679% | +0.00264% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 96.7610 | 97.3764 | 0.388% | +0.636% | +0.00247% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 102.6228 | 101.8183 | 0.385% | +0.251% | +0.00097% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 95.5224 | 95.4725 | 0.384% | +0.667% | +0.00256% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 95.3434 | 95.9492 | 0.383% | +0.635% | +0.00243% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 95.3090 | 95.9154 | 0.383% | +0.636% | +0.00244% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 94.3472 | 94.9439 | 0.379% | +0.632% | +0.00240% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.8196 | 101.1304 | 0.375% | +0.305% | +0.00115% |
| 912828U99 | 1.250% | Dec 31, 2018 | $29.46bn | – | $3.46bn | $26.00bn | 100.2355 | 100.3947 | 0.374% | +0.159% | +0.00059% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.2356 | 100.3029 | 0.374% | +0.067% | +0.00025% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 100.0264 | 100.0625 | 0.373% | +0.036% | +0.00013% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 99.9427 | 100.0319 | 0.373% | +0.089% | +0.00033% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 102.6415 | 103.0021 | 0.373% | +0.351% | +0.00131% |
| 912828U40 | 1.000% | Nov 30, 2018 | $28.77bn | – | $2.77bn | $26.00bn | 99.8918 | 100.0313 | 0.373% | +0.140% | +0.00052% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 99.8191 | 99.5645 | 0.373% | +0.121% | +0.00045% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | $1.58bn | $26.00bn | 99.6930 | 99.7819 | 0.372% | +0.089% | +0.00033% |
| 912828S68 | 0.750% | Jul 31, 2018 | $27.82bn | – | $1.82bn | $26.00bn | 99.5958 | 99.6538 | 0.372% | +0.058% | +0.00022% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | $3.79bn | $26.00bn | 99.5552 | 99.6036 | 0.372% | +0.049% | +0.00018% |
| 912828T83 | 0.750% | Oct 31, 2018 | $27.57bn | – | $1.57bn | $26.00bn | 99.5364 | 99.6569 | 0.371% | +0.121% | +0.00045% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 104.3016 | 103.1064 | 0.367% | +0.172% | +0.00063% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.4746 | 101.7952 | 0.366% | +0.316% | +0.00116% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 99.1896 | 99.6062 | 0.365% | +0.420% | +0.00153% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.0367 | 100.0632 | 0.360% | +0.026% | +0.00010% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 132.6943 | 132.2150 | 0.360% | +1.429% | +0.00515% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.6528 | 100.6967 | 0.349% | +0.044% | +0.00015% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.6130 | 99.8438 | 0.347% | +0.232% | +0.00080% |
| 912828H94 | 1.000% | Feb 15, 2018 | $24.00bn | – | $0.9m | $24.00bn | 100.5557 | 100.1324 | 0.346% | +0.076% | +0.00026% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.4568 | 100.5848 | 0.346% | +0.127% | +0.00044% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.4465 | 100.5551 | 0.346% | +0.108% | +0.00037% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 100.3995 | 99.9762 | 0.346% | +0.076% | +0.00026% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3359 | 100.3911 | 0.346% | +0.055% | +0.00019% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | $6.0m | – | $23.99bn | 100.3211 | 100.4485 | 0.346% | +0.127% | +0.00044% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.2590 | 100.3363 | 0.345% | +0.077% | +0.00027% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.2467 | 100.3241 | 0.345% | +0.077% | +0.00027% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 100.0251 | 100.1933 | 0.345% | +0.168% | +0.00058% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0058 | 100.0635 | 0.345% | +0.058% | +0.00020% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | $3.0m | – | $24.00bn | 99.9278 | 100.0773 | 0.344% | +0.150% | +0.00052% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 99.8771 | 100.0459 | 0.344% | +0.169% | +0.00058% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.8558 | 99.9543 | 0.344% | +0.099% | +0.00034% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 99.8536 | 99.8900 | 0.344% | +0.036% | +0.00013% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 99.8527 | 100.0238 | 0.344% | +0.171% | +0.00059% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 102.7099 | 103.0186 | 0.343% | +0.301% | +0.00103% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.4090 | 99.1853 | 0.342% | +0.152% | +0.00052% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.3870 | 99.6106 | 0.342% | +0.225% | +0.00077% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 99.2682 | 99.4389 | 0.342% | +0.172% | +0.00059% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.2510 | 99.3812 | 0.342% | +0.131% | +0.00045% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.4399 | 101.7188 | 0.342% | +0.275% | +0.00094% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 99.1217 | 99.2616 | 0.341% | +0.141% | +0.00048% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 99.0841 | 99.2764 | 0.341% | +0.194% | +0.00066% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 99.0547 | 99.2787 | 0.341% | +0.226% | +0.00077% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.8777 | 98.6540 | 0.341% | +0.153% | +0.00052% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.0660 | 100.2251 | 0.340% | +0.159% | +0.00054% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.6290 | 98.8432 | 0.340% | +0.217% | +0.00074% |
| 912828HR4 | 3.500% | Feb 15, 2018 | $39.20bn | – | $16.56bn | $22.64bn | 104.2731 | 102.6041 | 0.339% | +0.078% | +0.00026% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.0078 | 99.2198 | 0.339% | +0.214% | +0.00073% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 124.5677 | 126.3748 | 0.335% | +1.451% | +0.00486% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.8662 | 100.2850 | 0.334% | +0.105% | +0.00035% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.3493 | 101.5352 | 0.334% | +0.183% | +0.00061% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.7538 | 99.9539 | 0.329% | +0.201% | +0.00066% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 96.0829 | 96.2001 | 0.325% | +1.553% | +0.00505% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.6257 | 98.2816 | 0.316% | +0.475% | +0.00150% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.0168 | 99.2188 | 0.313% | +0.204% | +0.00064% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.1932 | 99.4052 | 0.312% | +0.214% | +0.00067% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 122.4782 | 124.3070 | 0.302% | +1.493% | +0.00451% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.9313 | 102.1789 | 0.298% | +0.243% | +0.00072% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.8130 | 99.4096 | 0.277% | +0.222% | +0.00062% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.3407 | 99.5426 | 0.274% | +0.203% | +0.00056% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 116.8526 | 116.6499 | 0.273% | +1.485% | +0.00405% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 103.1936 | 103.2146 | 0.271% | +1.534% | +0.00416% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 114.6386 | 114.4263 | 0.268% | +1.450% | +0.00389% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 128.5163 | 128.0490 | 0.268% | +1.387% | +0.00371% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 124.8802 | 126.7498 | 0.263% | +1.497% | +0.00393% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 135.7643 | 134.5516 | 0.259% | +1.086% | +0.00281% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 99.1957 | 99.4073 | 0.252% | +0.213% | +0.00054% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | $4.0m | $12.70bn | $17.24bn | 100.4965 | 100.6342 | 0.249% | +0.137% | +0.00034% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 124.5052 | 126.3748 | 0.239% | +1.502% | +0.00359% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.1657 | 101.4045 | 0.234% | +0.236% | +0.00055% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 127.7663 | 127.3615 | 0.228% | +1.444% | +0.00329% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 103.2294 | 103.2630 | 0.225% | +0.033% | +0.00007% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 100.1464 | 101.6910 | 0.222% | +1.542% | +0.00342% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 106.4103 | 104.4984 | 0.217% | +0.083% | +0.00018% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.5192 | 99.1902 | 0.216% | +0.172% | +0.00037% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 102.4546 | 104.0401 | 0.216% | +1.547% | +0.00334% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 102.1162 | 102.1436 | 0.207% | +0.027% | +0.00006% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.9461 | 100.1053 | 0.206% | +0.159% | +0.00033% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.8774 | 99.0388 | 0.206% | +0.163% | +0.00034% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 122.4157 | 124.3070 | 0.204% | +1.545% | +0.00316% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 111.0543 | 111.0104 | 0.200% | +1.536% | +0.00307% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.6442 | 100.7813 | 0.200% | +0.136% | +0.00027% |
| 912828PY0 | 2.750% | Feb 28, 2018 | $30.59bn | $10.0m | $17.38bn | $13.20bn | 103.1386 | 101.8200 | 0.195% | +0.055% | +0.00011% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 104.5537 | 104.6659 | 0.184% | +0.107% | +0.00020% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 135.4760 | 136.9498 | 0.183% | +1.088% | +0.00199% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.5121 | 101.6787 | 0.179% | +0.164% | +0.00029% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.7885 | 99.9688 | 0.174% | +0.181% | +0.00031% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 129.5675 | 130.0613 | 0.171% | +0.381% | +0.00065% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 142.7842 | 144.2989 | 0.170% | +1.061% | +0.00180% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 102.7369 | 102.8149 | 0.167% | +0.076% | +0.00013% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 101.0110 | 101.1576 | 0.166% | +0.145% | +0.00024% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 102.2548 | 102.3125 | 0.161% | +0.056% | +0.00009% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.3384 | 99.4782 | 0.159% | +0.141% | +0.00022% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 128.5375 | 129.9123 | 0.154% | +1.070% | +0.00165% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 131.9280 | 130.0758 | 0.152% | +0.870% | +0.00132% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 100.2586 | 100.4178 | 0.142% | +0.159% | +0.00023% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 127.3134 | 129.1927 | 0.140% | +1.476% | +0.00207% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 101.8187 | 101.8990 | 0.139% | +0.079% | +0.00011% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 127.9185 | 125.5230 | 0.125% | +0.570% | +0.00071% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 135.2336 | 137.0891 | 0.125% | +1.372% | +0.00171% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 132.0095 | 130.6815 | 0.124% | +1.077% | +0.00134% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 126.3336 | 126.0129 | 0.123% | +1.478% | +0.00182% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 130.2690 | 129.0468 | 0.114% | +1.077% | +0.00123% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 136.6818 | 137.9033 | 0.100% | +0.894% | +0.00089% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 140.9857 | 139.3931 | 0.100% | +1.043% | +0.00104% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 120.5971 | 116.7830 | 0.098% | +0.206% | +0.00020% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 119.6936 | 115.4682 | 0.096% | +0.177% | +0.00017% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 132.2880 | 131.7150 | 0.095% | +1.362% | +0.00129% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 128.4796 | 124.4009 | 0.094% | +0.231% | +0.00022% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 131.8227 | 128.9318 | 0.089% | +0.509% | +0.00046% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 138.9910 | 139.9149 | 0.084% | +0.665% | +0.00056% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 130.6617 | 127.5929 | 0.083% | +0.426% | +0.00035% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 138.8825 | 137.0903 | 0.078% | +1.005% | +0.00078% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 138.1760 | 135.7971 | 0.077% | +0.766% | +0.00059% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 139.8370 | 137.7298 | 0.077% | +0.907% | +0.00070% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 142.6474 | 139.8261 | 0.077% | +0.695% | +0.00053% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 140.0605 | 138.1937 | 0.070% | +1.032% | +0.00073% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 115.9705 | 116.1354 | 0.055% | +0.142% | +0.00008% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 127.3879 | 123.8358 | 0.055% | +0.303% | +0.00017% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 127.6257 | 128.0979 | 0.055% | +0.370% | +0.00020% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 130.9096 | 127.3455 | 0.053% | +0.381% | +0.00020% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 124.7391 | 120.7662 | 0.051% | +0.222% | +0.00011% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 112.3099 | 112.4532 | 0.046% | +0.128% | +0.00006% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 131.9242 | 132.5765 | 0.045% | +0.494% | +0.00022% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 124.8229 | 125.1559 | 0.041% | +0.267% | +0.00011% |
| Total | $6.86tn | 100.000% | +0.53876% | ||||||||
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.