Rebalance of March 31, 2017
US Treasury Index constituents
Every one of the 258 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
- 258
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.196563%
- Market value
- $7.02tn
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 -0.196563% against a published month return of -0.196563%, a difference of 2.1e-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 | 101.1856 | 101.0271 | 0.951% | -0.157% | -0.00149% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 100.6901 | 100.5202 | 0.947% | -0.169% | -0.00160% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 102.7945 | 102.6474 | 0.941% | -0.143% | -0.00135% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 100.0338 | 99.8952 | 0.941% | -0.139% | -0.00130% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 99.3410 | 99.2222 | 0.934% | -0.120% | -0.00112% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 98.0773 | 97.9472 | 0.922% | -0.133% | -0.00122% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 97.6398 | 97.5409 | 0.918% | -0.101% | -0.00093% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | – | $6.14bn | $63.00bn | 97.4294 | 97.2367 | 0.874% | -0.198% | -0.00173% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 104.5865 | 104.5247 | 0.856% | -0.059% | -0.00051% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.40bn | $63.10bn | 94.4446 | 94.3115 | 0.849% | -0.141% | -0.00120% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 94.2503 | 94.1172 | 0.846% | -0.141% | -0.00120% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 92.7768 | 92.6010 | 0.835% | -0.189% | -0.00158% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 104.2999 | 104.2267 | 0.815% | -0.070% | -0.00057% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 103.8876 | 103.7633 | 0.737% | -0.120% | -0.00088% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 98.5437 | 98.4220 | 0.722% | -0.124% | -0.00089% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 99.8273 | 99.6659 | 0.719% | -0.162% | -0.00116% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 107.5464 | 107.5019 | 0.698% | -0.041% | -0.00029% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 115.9731 | 114.7837 | 0.685% | -1.026% | -0.00702% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 101.0429 | 100.3238 | 0.683% | -0.031% | -0.00021% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 112.5464 | 111.4706 | 0.669% | -0.956% | -0.00640% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 106.4527 | 106.5019 | 0.665% | +0.046% | +0.00031% |
| 912828RE2 | 1.500% | Aug 31, 2018 | $64.89bn | – | $19.15bn | $45.73bn | 100.6603 | 100.6073 | 0.656% | -0.053% | -0.00035% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 108.6445 | 107.5772 | 0.650% | -0.982% | -0.00638% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.4404 | 102.2621 | 0.637% | -0.174% | -0.00111% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 102.9959 | 101.9682 | 0.616% | -0.998% | -0.00615% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 101.2847 | 100.3082 | 0.606% | -0.964% | -0.00584% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $361.9m | $42.00bn | 101.2535 | 100.1832 | 0.606% | -1.057% | -0.00640% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $81.5m | $42.00bn | 101.2535 | 100.1519 | 0.606% | -1.088% | -0.00659% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.2731 | 101.1742 | 0.592% | -0.098% | -0.00058% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 98.0487 | 96.9670 | 0.587% | -1.103% | -0.00647% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.0294 | 98.0727 | 0.585% | -0.966% | -0.00565% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.3947 | 101.4321 | 0.585% | +0.037% | +0.00022% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 106.3320 | 106.3272 | 0.553% | -0.005% | -0.00003% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | – | $38.72bn | 100.0988 | 99.9232 | 0.552% | -0.175% | -0.00097% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 112.5464 | 111.3769 | 0.551% | -1.039% | -0.00573% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $3.95bn | $39.00bn | 98.9044 | 97.7602 | 0.549% | -1.157% | -0.00636% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 90.7842 | 89.7933 | 0.543% | -1.091% | -0.00593% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.7308 | 100.8893 | 0.507% | +0.033% | +0.00017% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.17bn | $39.00bn | 91.2320 | 90.1474 | 0.507% | -1.189% | -0.00603% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 103.6015 | 103.5596 | 0.505% | -0.040% | -0.00020% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 90.6279 | 89.6058 | 0.504% | -1.128% | -0.00568% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.8318 | 100.8550 | 0.503% | +0.023% | +0.00012% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.8139 | 100.8569 | 0.503% | +0.043% | +0.00021% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.9375 | 100.9485 | 0.503% | +0.011% | +0.00005% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 100.7544 | 100.7439 | 0.502% | -0.010% | -0.00005% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.6250 | 100.6672 | 0.502% | +0.042% | +0.00021% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.9881 | 101.0737 | 0.501% | +0.085% | +0.00043% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 100.5401 | 100.4808 | 0.501% | -0.059% | -0.00030% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.4881 | 100.4800 | 0.501% | -0.008% | -0.00004% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2864 | 100.2783 | 0.500% | -0.008% | -0.00004% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 100.2813 | 100.2098 | 0.500% | -0.071% | -0.00036% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2500 | 100.2610 | 0.500% | +0.011% | +0.00005% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2304 | 99.5738 | 0.500% | +0.031% | +0.00015% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 100.0221 | 100.0537 | 0.499% | +0.032% | +0.00016% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.7225 | 99.7208 | 0.497% | -0.002% | -0.00001% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.6992 | 98.9800 | 0.497% | -0.032% | -0.00016% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.5689 | 99.5891 | 0.496% | +0.020% | +0.00010% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 99.5221 | 99.4599 | 0.496% | -0.062% | -0.00031% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.2537 | 99.1895 | 0.495% | -0.065% | -0.00032% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.8802 | 100.9033 | 0.494% | +0.023% | +0.00011% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 98.8602 | 98.7980 | 0.493% | -0.063% | -0.00031% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.4911 | 100.7321 | 0.491% | +0.053% | +0.00026% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 100.9877 | 100.8576 | 0.489% | -0.129% | -0.00063% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 100.2127 | 100.0711 | 0.485% | -0.141% | -0.00069% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 100.0313 | 99.9087 | 0.485% | -0.123% | -0.00059% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 107.2124 | 107.2189 | 0.483% | +0.006% | +0.00003% |
| 912828VE7 | 1.000% | May 31, 2018 | $35.00bn | – | $1.41bn | $33.59bn | 100.2188 | 100.1844 | 0.480% | -0.034% | -0.00016% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 98.9283 | 98.8662 | 0.479% | -0.063% | -0.00030% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 98.7188 | 98.6559 | 0.478% | -0.064% | -0.00030% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 98.6157 | 97.9165 | 0.478% | -0.075% | -0.00036% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.94bn | $34.06bn | 98.3821 | 98.2490 | 0.477% | -0.135% | -0.00065% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 85.6183 | 84.5734 | 0.476% | -1.220% | -0.00581% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 97.7928 | 97.6880 | 0.474% | -0.107% | -0.00051% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | $7.0m | $2.06bn | $32.94bn | 100.8736 | 100.8541 | 0.473% | -0.019% | -0.00009% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 97.6906 | 97.6352 | 0.473% | -0.057% | -0.00027% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 97.4365 | 97.3828 | 0.472% | -0.055% | -0.00026% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 97.3760 | 96.7280 | 0.472% | -0.088% | -0.00041% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 97.2151 | 97.1614 | 0.471% | -0.055% | -0.00026% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 97.0656 | 96.9477 | 0.470% | -0.121% | -0.00057% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 104.9776 | 105.0124 | 0.469% | +0.033% | +0.00016% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.5978 | 100.6073 | 0.466% | +0.009% | +0.00004% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | – | $31.88bn | 99.7558 | 99.5713 | 0.453% | -0.185% | -0.00084% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.6366 | 100.6255 | 0.451% | -0.011% | -0.00005% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 106.4151 | 106.3562 | 0.448% | -0.055% | -0.00025% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.7452 | 100.7257 | 0.442% | -0.019% | -0.00009% |
| 912828UZ1 | 0.625% | Apr 30, 2018 | $35.00bn | – | $3.91bn | $31.09bn | 99.8027 | 99.7346 | 0.442% | -0.068% | -0.00030% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.3557 | 101.3788 | 0.438% | +0.023% | +0.00010% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 102.9959 | 102.0307 | 0.432% | -0.937% | -0.00405% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.13bn | $30.08bn | 100.6711 | 100.6347 | 0.431% | -0.036% | -0.00016% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.1686 | 101.0174 | 0.422% | -0.087% | -0.00037% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.0552 | 102.0104 | 0.422% | -0.044% | -0.00019% |
| 912828W30 | 1.125% | Feb 28, 2019 | $29.61bn | – | – | $29.61bn | 99.9093 | 99.8852 | 0.421% | -0.024% | -0.00010% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | $5.0m | $5.65bn | $29.34bn | 100.5000 | 100.4883 | 0.420% | -0.012% | -0.00005% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.5710 | 101.4522 | 0.420% | -0.117% | -0.00049% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 101.3560 | 101.2571 | 0.419% | -0.098% | -0.00041% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.2585 | 101.1709 | 0.418% | -0.086% | -0.00036% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 105.7027 | 105.7831 | 0.416% | +0.076% | +0.00032% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.7867 | 100.6848 | 0.416% | -0.101% | -0.00042% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 100.8522 | 100.7334 | 0.416% | -0.118% | -0.00049% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.5938 | 100.5137 | 0.416% | -0.080% | -0.00033% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.3790 | 100.2488 | 0.415% | -0.130% | -0.00054% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 100.2188 | 100.1075 | 0.414% | -0.111% | -0.00046% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $55.0m | $28.95bn | 100.4063 | 100.2438 | 0.414% | -0.162% | -0.00067% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.0120 | 99.0143 | 0.413% | -0.123% | -0.00051% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 99.9080 | 99.7664 | 0.412% | -0.142% | -0.00058% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 99.7724 | 99.6820 | 0.412% | -0.091% | -0.00037% |
| 912828VQ0 | 1.375% | Jul 31, 2018 | $35.00bn | – | $6.27bn | $28.73bn | 100.5789 | 100.5480 | 0.412% | -0.031% | -0.00013% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 129.6164 | 128.6630 | 0.411% | -0.736% | -0.00302% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.3485 | 99.2242 | 0.410% | -0.125% | -0.00051% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | – | $35.0m | $28.97bn | 99.4495 | 98.4518 | 0.410% | -0.123% | -0.00051% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $50.0m | $28.95bn | 99.4738 | 99.3607 | 0.410% | -0.114% | -0.00047% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.3702 | 98.2569 | 0.406% | -0.115% | -0.00047% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 105.5668 | 105.5649 | 0.406% | -0.002% | -0.00001% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $580.9m | $28.95bn | 98.4839 | 98.3622 | 0.406% | -0.124% | -0.00050% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 101.0292 | 100.8593 | 0.403% | -0.168% | -0.00068% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 100.7740 | 100.6354 | 0.402% | -0.138% | -0.00055% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.9912 | 100.9320 | 0.402% | -0.059% | -0.00024% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 100.4688 | 100.3177 | 0.401% | -0.150% | -0.00060% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 96.8052 | 95.9309 | 0.401% | -0.903% | -0.00362% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.4688 | 101.4001 | 0.396% | -0.068% | -0.00027% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.7897 | 101.7334 | 0.392% | -0.055% | -0.00022% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 97.9182 | 97.7850 | 0.391% | -0.136% | -0.00053% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 102.7521 | 102.6759 | 0.390% | -0.074% | -0.00029% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 97.6563 | 97.5536 | 0.390% | -0.105% | -0.00041% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 97.4182 | 97.2538 | 0.389% | -0.169% | -0.00066% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 97.3764 | 96.4810 | 0.387% | -0.149% | -0.00058% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 96.8478 | 96.7323 | 0.386% | -0.119% | -0.00046% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 95.9492 | 95.1363 | 0.383% | -0.131% | -0.00050% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 95.9154 | 95.7907 | 0.382% | -0.130% | -0.00050% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 95.4725 | 95.3458 | 0.381% | -0.133% | -0.00051% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 101.8183 | 101.7588 | 0.379% | -0.058% | -0.00022% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 94.9439 | 94.8078 | 0.379% | -0.143% | -0.00054% |
| 912828U99 | 1.250% | Dec 31, 2018 | $29.46bn | – | $3.46bn | $26.00bn | 100.3947 | 100.3836 | 0.372% | -0.011% | -0.00004% |
| 912828Q45 | 0.875% | Mar 31, 2018 | $32.19bn | – | $6.19bn | $26.00bn | 100.3029 | 99.8197 | 0.372% | -0.046% | -0.00017% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.0021 | 101.7372 | 0.371% | -0.136% | -0.00050% |
| 912828R51 | 0.875% | May 31, 2018 | $32.63bn | – | $6.63bn | $26.00bn | 100.0625 | 100.0168 | 0.371% | -0.046% | -0.00017% |
| 912828U40 | 1.000% | Nov 30, 2018 | $28.77bn | – | $2.77bn | $26.00bn | 100.0313 | 99.9969 | 0.371% | -0.034% | -0.00013% |
| 912828Q94 | 0.750% | Apr 30, 2018 | $32.91bn | – | $6.91bn | $26.00bn | 100.0319 | 99.9441 | 0.371% | -0.088% | -0.00033% |
| 912828V56 | 1.125% | Jan 31, 2019 | $27.65bn | – | $1.65bn | $26.00bn | 99.9964 | 100.0052 | 0.370% | +0.009% | +0.00003% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.1304 | 101.0285 | 0.370% | -0.101% | -0.00037% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | $1.58bn | $26.00bn | 99.7819 | 99.3811 | 0.370% | -0.026% | -0.00010% |
| 912828T83 | 0.750% | Oct 31, 2018 | $27.57bn | – | $1.57bn | $26.00bn | 99.6569 | 99.6316 | 0.369% | -0.025% | -0.00009% |
| 912828S68 | 0.750% | Jul 31, 2018 | $27.82bn | – | $1.82bn | $26.00bn | 99.6538 | 99.5972 | 0.369% | -0.057% | -0.00021% |
| 912828R93 | 0.625% | Jun 30, 2018 | $29.79bn | – | $3.79bn | $26.00bn | 99.6036 | 99.5356 | 0.369% | -0.068% | -0.00025% |
| 9128282C3 | 0.750% | Aug 31, 2018 | $27.78bn | – | $1.78bn | $26.00bn | 99.5645 | 99.5068 | 0.369% | -0.058% | -0.00021% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.7952 | 101.7077 | 0.364% | -0.086% | -0.00031% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.35bn | $25.64bn | 99.6062 | 99.5470 | 0.364% | -0.059% | -0.00022% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 103.1064 | 103.1383 | 0.360% | +0.031% | +0.00011% |
| 912828UU2 | 0.750% | Mar 31, 2018 | $35.00bn | – | $9.90bn | $25.10bn | 100.0632 | 99.6936 | 0.358% | +0.005% | +0.00002% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.09bn | $18.92bn | 132.2150 | 131.1480 | 0.356% | -0.807% | -0.00288% |
| 912828VK3 | 1.375% | Jun 30, 2018 | $35.00bn | – | $10.86bn | $24.14bn | 100.6967 | 100.6345 | 0.346% | -0.062% | -0.00021% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | – | $4.75bn | $24.25bn | 99.8438 | 99.8122 | 0.345% | -0.032% | -0.00011% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.5848 | 100.5737 | 0.344% | -0.011% | -0.00004% |
| 912828J68 | 1.000% | Mar 15, 2018 | $24.00bn | – | – | $24.00bn | 100.5551 | 99.9891 | 0.344% | -0.066% | -0.00023% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | $6.0m | – | $23.99bn | 100.4485 | 100.4368 | 0.343% | -0.012% | -0.00004% |
| 912828XF2 | 1.125% | Jun 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3911 | 100.3369 | 0.343% | -0.054% | -0.00019% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.3363 | 99.8016 | 0.343% | -0.035% | -0.00012% |
| 912828XA3 | 1.000% | May 15, 2018 | $24.54bn | – | $542.8m | $24.00bn | 100.3241 | 100.2590 | 0.343% | -0.065% | -0.00022% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 100.1933 | 100.2242 | 0.343% | +0.031% | +0.00011% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | $3.0m | – | $24.00bn | 100.0773 | 100.0549 | 0.342% | -0.022% | -0.00008% |
| 912828K25 | 0.750% | Apr 15, 2018 | $24.00bn | – | – | $24.00bn | 100.0635 | 100.0065 | 0.342% | -0.057% | -0.00019% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 100.0459 | 100.0463 | 0.342% | +0.000% | +0.00000% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 100.0238 | 99.5516 | 0.342% | +0.028% | +0.00010% |
| 912828K82 | 1.000% | Aug 15, 2018 | $24.48bn | – | $482.5m | $24.00bn | 99.9762 | 99.9423 | 0.342% | -0.034% | -0.00012% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.9543 | 99.9399 | 0.342% | -0.014% | -0.00005% |
| 912828XK1 | 0.875% | Jul 15, 2018 | $24.00bn | – | – | $24.00bn | 99.8900 | 99.8448 | 0.342% | -0.045% | -0.00015% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 99.8657 | 99.8660 | 0.341% | +0.000% | +0.00000% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 103.0186 | 102.9539 | 0.341% | -0.063% | -0.00021% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.6106 | 99.5962 | 0.341% | -0.014% | -0.00005% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.7188 | 101.6813 | 0.340% | -0.037% | -0.00013% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 99.4389 | 99.4670 | 0.340% | +0.028% | +0.00010% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.3812 | 99.4610 | 0.340% | +0.080% | +0.00027% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 99.2787 | 98.8577 | 0.339% | +0.017% | +0.00006% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 99.2764 | 99.2933 | 0.339% | +0.017% | +0.00006% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 99.2616 | 99.2902 | 0.339% | +0.029% | +0.00010% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.1853 | 99.1911 | 0.339% | +0.006% | +0.00002% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.2251 | 100.2453 | 0.338% | +0.020% | +0.00007% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.8432 | 98.8491 | 0.338% | +0.006% | +0.00002% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 126.3748 | 125.4612 | 0.337% | -0.723% | -0.00244% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.6540 | 98.6911 | 0.337% | +0.038% | +0.00013% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.2198 | 99.1973 | 0.337% | -0.023% | -0.00008% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.5352 | 101.5925 | 0.332% | +0.056% | +0.00019% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.2850 | 100.3458 | 0.330% | +0.061% | +0.00020% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.9539 | 99.9542 | 0.327% | +0.000% | +0.00000% |
| 912828V98 | 2.250% | Feb 15, 2027 | $25.66bn | – | $2.66bn | $23.00bn | 99.2120 | 98.8859 | 0.325% | -0.329% | -0.00107% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 96.2001 | 95.3258 | 0.323% | -0.909% | -0.00294% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | – | $43.66bn | $22.34bn | 98.2816 | 98.0860 | 0.313% | -0.199% | -0.00062% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.2188 | 99.2469 | 0.311% | +0.028% | +0.00009% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.4052 | 99.4140 | 0.310% | +0.009% | +0.00003% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 124.3070 | 123.3194 | 0.304% | -0.794% | -0.00242% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.1789 | 101.1414 | 0.296% | -0.037% | -0.00011% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.4096 | 99.3967 | 0.274% | -0.013% | -0.00004% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.5426 | 99.0394 | 0.273% | -0.003% | -0.00001% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 116.6499 | 115.7219 | 0.270% | -0.796% | -0.00215% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 103.2146 | 102.3432 | 0.269% | -0.844% | -0.00227% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.19bn | $16.30bn | 114.4263 | 113.5181 | 0.266% | -0.794% | -0.00211% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 128.0490 | 127.0843 | 0.265% | -0.753% | -0.00199% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.34bn | $14.66bn | 126.7498 | 125.8049 | 0.265% | -0.746% | -0.00197% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 134.5516 | 134.0104 | 0.254% | -0.402% | -0.00102% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 99.4073 | 98.8530 | 0.251% | +0.008% | +0.00002% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | $4.0m | $12.70bn | $17.24bn | 100.6342 | 100.6032 | 0.247% | -0.031% | -0.00008% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 126.3748 | 125.4299 | 0.241% | -0.748% | -0.00180% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.4045 | 101.3879 | 0.233% | -0.016% | -0.00004% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 127.3615 | 126.4905 | 0.226% | -0.684% | -0.00154% |
| 912828QB9 | 2.875% | Mar 31, 2018 | $30.30bn | – | $15.11bn | $15.19bn | 103.2630 | 101.7736 | 0.224% | -0.050% | -0.00011% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 101.6910 | 100.7769 | 0.223% | -0.899% | -0.00201% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 104.0401 | 103.1999 | 0.217% | -0.808% | -0.00175% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $16.73bn | – | $1.73bn | $15.00bn | 100.7723 | 99.6395 | 0.215% | -1.124% | -0.00242% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.1902 | 99.2174 | 0.214% | +0.027% | +0.00006% |
| 912828JH4 | 4.000% | Aug 15, 2018 | $36.80bn | – | $22.59bn | $14.22bn | 104.4984 | 104.4256 | 0.212% | -0.070% | -0.00015% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 124.3070 | 123.3819 | 0.206% | -0.744% | -0.00153% |
| 912828QT0 | 2.375% | Jun 30, 2018 | $29.93bn | – | $15.80bn | $14.13bn | 102.1436 | 102.1102 | 0.206% | -0.033% | -0.00007% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.1053 | 100.1255 | 0.205% | +0.020% | +0.00004% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.0388 | 99.0874 | 0.204% | +0.049% | +0.00010% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.7813 | 100.7497 | 0.198% | -0.031% | -0.00006% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 111.0104 | 110.1732 | 0.198% | -0.754% | -0.00150% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 136.9498 | 136.7269 | 0.184% | -0.163% | -0.00030% |
| 912828HZ6 | 3.875% | May 15, 2018 | $34.08bn | – | $21.80bn | $12.28bn | 104.6659 | 104.6129 | 0.183% | -0.051% | -0.00009% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.6787 | 101.6195 | 0.178% | -0.058% | -0.00010% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.9688 | 100.0082 | 0.173% | +0.040% | +0.00007% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 130.0613 | 129.9468 | 0.170% | -0.088% | -0.00015% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 144.2989 | 143.8999 | 0.170% | -0.277% | -0.00047% |
| 912828QG8 | 2.625% | Apr 30, 2018 | $30.83bn | – | $19.54bn | $11.29bn | 102.8149 | 102.7417 | 0.165% | -0.071% | -0.00012% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 101.1576 | 100.4810 | 0.165% | +0.073% | +0.00012% |
| 912828QQ6 | 2.375% | May 31, 2018 | $31.44bn | – | $20.44bn | $11.00bn | 102.3125 | 102.2153 | 0.160% | -0.095% | -0.00015% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.4782 | 99.5382 | 0.158% | +0.060% | +0.00010% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 129.9123 | 129.6096 | 0.155% | -0.233% | -0.00036% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 130.0758 | 129.8728 | 0.149% | -0.156% | -0.00023% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $29.78bn | – | $19.90bn | $9.88bn | 100.4178 | 100.4693 | 0.141% | +0.051% | +0.00007% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 129.1927 | 128.2279 | 0.141% | -0.747% | -0.00105% |
| 912828QY9 | 2.250% | Jul 31, 2018 | $29.86bn | – | $20.38bn | $9.49bn | 101.8990 | 101.8229 | 0.138% | -0.075% | -0.00010% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 137.0891 | 136.0761 | 0.125% | -0.739% | -0.00093% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 130.6815 | 130.3703 | 0.122% | -0.238% | -0.00029% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 126.0129 | 125.0368 | 0.122% | -0.775% | -0.00094% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 125.5230 | 125.3427 | 0.121% | -0.144% | -0.00017% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 129.0468 | 128.7129 | 0.112% | -0.259% | -0.00029% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 137.9033 | 137.6834 | 0.100% | -0.160% | -0.00016% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 139.3931 | 139.0765 | 0.098% | -0.227% | -0.00022% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 116.7830 | 116.7737 | 0.095% | -0.008% | -0.00001% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 131.7150 | 130.8355 | 0.094% | -0.668% | -0.00063% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 115.4682 | 115.4335 | 0.092% | -0.030% | -0.00003% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 124.4009 | 124.3860 | 0.091% | -0.012% | -0.00001% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 128.9318 | 128.8313 | 0.087% | -0.078% | -0.00007% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 139.9149 | 139.7236 | 0.084% | -0.137% | -0.00012% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 127.5929 | 127.4413 | 0.081% | -0.119% | -0.00010% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 137.0903 | 136.8902 | 0.076% | -0.146% | -0.00011% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 135.7971 | 135.6114 | 0.076% | -0.137% | -0.00010% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 137.7298 | 137.5951 | 0.076% | -0.098% | -0.00007% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 139.8261 | 139.6150 | 0.075% | -0.151% | -0.00011% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 138.1937 | 137.9227 | 0.069% | -0.196% | -0.00013% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 128.0979 | 128.0573 | 0.055% | -0.032% | -0.00002% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 116.1354 | 116.0808 | 0.055% | -0.047% | -0.00003% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 123.8358 | 123.8037 | 0.053% | -0.026% | -0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 127.3455 | 127.2737 | 0.052% | -0.056% | -0.00003% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 120.7662 | 120.8536 | 0.049% | +0.072% | +0.00004% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.02bn | $2.40bn | 132.5765 | 132.4278 | 0.045% | -0.112% | -0.00005% |
| 912810EA2 | 9.125% | May 15, 2018 | $8.70bn | $1.99bn | $3.89bn | $2.82bn | 112.4532 | 112.4725 | 0.045% | +0.017% | +0.00001% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 125.1559 | 125.1411 | 0.041% | -0.012% | -0.00000% |
| Total | $6.90tn | 100.000% | -0.19656% | ||||||||
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.