Rebalance of September 29, 2017
US Treasury Index constituents
Every one of the 259 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
- 259
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.800582%
- Market value
- $7.40tn
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 -0.800582% against a published month return of -0.800582%, a difference of 6.0e-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 | 102.8597 | 101.7785 | 0.917% | -1.051% | -0.00964% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 102.5102 | 101.4185 | 0.914% | -1.065% | -0.00974% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 102.1352 | 100.9185 | 0.911% | -1.191% | -0.01085% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 104.3342 | 103.2948 | 0.906% | -0.996% | -0.00903% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $542.8m | $66.00bn | 101.3794 | 100.2459 | 0.904% | -1.118% | -0.01011% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 100.0611 | 98.9796 | 0.892% | -1.081% | -0.00965% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $482.5m | $66.00bn | 99.8111 | 98.6046 | 0.890% | -1.209% | -0.01076% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 102.7972 | 101.3723 | 0.875% | -1.386% | -0.01213% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 101.1664 | 99.7622 | 0.861% | -1.388% | -0.01195% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | – | $6.14bn | $63.00bn | 99.6236 | 98.2609 | 0.848% | -1.368% | -0.01160% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.40bn | $63.10bn | 96.7938 | 95.5245 | 0.825% | -1.311% | -0.01082% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 106.0020 | 105.0462 | 0.823% | -0.902% | -0.00742% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 96.5751 | 95.3370 | 0.823% | -1.282% | -0.01055% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 95.1630 | 93.8832 | 0.813% | -1.345% | -0.01093% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 104.3088 | 103.9674 | 0.773% | -0.327% | -0.00253% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.2520 | 104.2649 | 0.709% | -0.938% | -0.00665% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 100.0808 | 99.2595 | 0.696% | -0.821% | -0.00571% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.1549 | 100.3546 | 0.691% | -0.791% | -0.00547% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 121.1420 | 118.5516 | 0.679% | -2.138% | -0.01451% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 117.8550 | 115.2853 | 0.665% | -2.180% | -0.01449% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 107.2300 | 106.8478 | 0.661% | -0.356% | -0.00235% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 113.9372 | 111.4090 | 0.646% | -2.219% | -0.01434% |
| 912828RH5 | 1.375% | Sep 30, 2018 | $64.90bn | – | $17.42bn | $47.48bn | 100.7036 | 100.0076 | 0.646% | -0.008% | -0.00005% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 105.6050 | 105.3478 | 0.626% | -0.243% | -0.00152% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 108.2381 | 105.7826 | 0.614% | -2.269% | -0.01394% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 103.8342 | 102.9511 | 0.613% | -0.851% | -0.00521% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 106.4823 | 104.0788 | 0.604% | -2.257% | -0.01364% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 106.3573 | 103.9851 | 0.604% | -2.230% | -0.01346% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 106.2948 | 103.9226 | 0.603% | -2.232% | -0.01346% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 103.0703 | 100.7188 | 0.585% | -2.282% | -0.01335% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 104.1016 | 101.7813 | 0.584% | -2.229% | -0.01301% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 102.0924 | 101.5421 | 0.566% | -0.539% | -0.00305% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 106.3886 | 103.8913 | 0.561% | -2.347% | -0.01316% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 102.0982 | 101.5897 | 0.559% | -0.498% | -0.00278% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 105.5761 | 103.1101 | 0.556% | -2.336% | -0.01300% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 117.6675 | 115.0978 | 0.547% | -2.184% | -0.01194% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 103.7266 | 101.3125 | 0.546% | -2.327% | -0.01270% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 95.7405 | 93.4823 | 0.543% | -2.359% | -0.01282% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 105.3747 | 105.2527 | 0.520% | -0.116% | -0.00060% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 96.0217 | 93.7636 | 0.506% | -2.352% | -0.01190% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 95.4592 | 93.2323 | 0.503% | -2.333% | -0.01174% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $59.33bn | – | $23.45bn | $35.88bn | 100.3587 | 100.2765 | 0.487% | -0.082% | -0.00040% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 101.5801 | 100.5409 | 0.480% | -0.162% | -0.00078% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 103.5275 | 103.2174 | 0.479% | -0.300% | -0.00143% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 101.0808 | 100.6658 | 0.478% | -0.411% | -0.00196% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.8719 | 100.7276 | 0.477% | -0.143% | -0.00068% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.8407 | 100.5088 | 0.477% | -0.329% | -0.00157% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 100.8192 | 100.4255 | 0.477% | -0.390% | -0.00186% |
| 912828F62 | 1.500% | Oct 31, 2019 | $35.00bn | – | – | $35.00bn | 100.8179 | 100.6630 | 0.477% | -0.154% | -0.00073% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.7249 | 100.5082 | 0.476% | -0.215% | -0.00102% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 100.7038 | 100.3719 | 0.476% | -0.330% | -0.00157% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 100.6311 | 100.3207 | 0.476% | -0.309% | -0.00147% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 90.2914 | 88.1060 | 0.476% | -2.420% | -0.01152% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 100.5786 | 99.5701 | 0.476% | -0.319% | -0.00152% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 100.5670 | 100.4561 | 0.476% | -0.110% | -0.00052% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.6936 | 100.6332 | 0.476% | -0.060% | -0.00029% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 100.4321 | 100.1104 | 0.475% | -0.320% | -0.00152% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.8407 | 100.7276 | 0.475% | -0.112% | -0.00053% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 100.3286 | 99.2888 | 0.475% | -0.351% | -0.00167% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 100.1508 | 99.7979 | 0.474% | -0.352% | -0.00167% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 100.0038 | 99.7465 | 0.473% | -0.257% | -0.00122% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.8274 | 99.5890 | 0.472% | -0.239% | -0.00113% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.8163 | 99.4653 | 0.472% | -0.352% | -0.00166% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | – | $35.07bn | 99.5982 | 98.8311 | 0.472% | -0.770% | -0.00363% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 99.6508 | 99.2041 | 0.471% | -0.448% | -0.00211% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.7038 | 100.5907 | 0.468% | -0.112% | -0.00053% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 101.7486 | 101.1671 | 0.467% | -0.572% | -0.00267% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 101.6014 | 100.0103 | 0.467% | -0.643% | -0.00300% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 101.4130 | 100.7272 | 0.466% | -0.676% | -0.00315% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 101.2150 | 100.3214 | 0.465% | -0.080% | -0.00037% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 101.0380 | 100.4147 | 0.464% | -0.617% | -0.00286% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 100.8822 | 100.3116 | 0.463% | -0.566% | -0.00262% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 100.8818 | 100.1647 | 0.463% | -0.711% | -0.00329% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 100.8802 | 100.2282 | 0.463% | -0.646% | -0.00300% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 100.6634 | 99.9679 | 0.462% | -0.691% | -0.00320% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 100.4558 | 99.7595 | 0.462% | -0.693% | -0.00320% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 99.7938 | 99.1182 | 0.459% | -0.677% | -0.00311% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 99.8071 | 99.3604 | 0.459% | -0.448% | -0.00205% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 99.6306 | 99.1533 | 0.458% | -0.479% | -0.00219% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 99.4947 | 98.4131 | 0.457% | -0.459% | -0.00210% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 106.5992 | 106.3315 | 0.455% | -0.251% | -0.00114% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 98.8587 | 98.3390 | 0.454% | -0.526% | -0.00239% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 98.6281 | 98.1932 | 0.453% | -0.441% | -0.00200% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 98.5046 | 97.4124 | 0.453% | -0.538% | -0.00243% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 98.4738 | 98.0061 | 0.452% | -0.475% | -0.00215% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 98.3166 | 97.8176 | 0.452% | -0.508% | -0.00229% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 98.1281 | 97.5994 | 0.451% | -0.539% | -0.00243% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | $7.0m | $2.06bn | $32.94bn | 100.5380 | 100.5082 | 0.447% | -0.030% | -0.00013% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 104.0194 | 103.9076 | 0.441% | -0.107% | -0.00047% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.2854 | 100.2576 | 0.440% | -0.028% | -0.00012% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 108.1444 | 105.8139 | 0.430% | -2.155% | -0.00927% |
| 912828WD8 | 1.250% | Oct 31, 2018 | $35.00bn | – | $3.54bn | $31.46bn | 100.4212 | 100.4015 | 0.427% | -0.020% | -0.00008% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 106.5194 | 106.0951 | 0.426% | -0.398% | -0.00170% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.4117 | 100.3818 | 0.418% | -0.030% | -0.00012% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 101.0788 | 101.0282 | 0.414% | -0.050% | -0.00021% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 101.5611 | 100.9484 | 0.413% | -0.603% | -0.00249% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 134.8387 | 132.1658 | 0.406% | -1.982% | -0.00804% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 102.8629 | 101.2617 | 0.403% | -0.524% | -0.00211% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 102.6332 | 102.1352 | 0.402% | -0.485% | -0.00195% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 102.3013 | 101.7303 | 0.401% | -0.558% | -0.00224% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 102.2388 | 101.5428 | 0.401% | -0.681% | -0.00273% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 102.1114 | 101.5924 | 0.400% | -0.508% | -0.00203% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 101.9083 | 99.6712 | 0.400% | -2.195% | -0.00878% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 102.1138 | 101.3240 | 0.400% | -0.773% | -0.00309% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $15.0m | $28.99bn | 101.6644 | 100.8963 | 0.398% | -0.756% | -0.00301% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 101.5055 | 100.9893 | 0.398% | -0.509% | -0.00202% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | $5.0m | $5.65bn | $29.34bn | 100.2864 | 100.2672 | 0.398% | -0.019% | -0.00008% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 101.4552 | 100.7799 | 0.398% | -0.666% | -0.00265% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.4452 | 100.8852 | 0.398% | -0.552% | -0.00219% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 101.2577 | 100.6040 | 0.397% | -0.646% | -0.00256% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 101.1943 | 100.4772 | 0.396% | -0.709% | -0.00281% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 101.0176 | 99.4784 | 0.396% | -0.658% | -0.00260% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 100.8084 | 100.1433 | 0.395% | -0.660% | -0.00261% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 100.7676 | 99.1346 | 0.394% | -0.752% | -0.00297% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 100.6614 | 99.9470 | 0.394% | -0.710% | -0.00280% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.3486 | 99.7172 | 0.393% | -0.629% | -0.00247% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $575.9m | $28.95bn | 99.9334 | 99.1433 | 0.391% | -0.791% | -0.00309% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 104.6050 | 104.4728 | 0.391% | -0.126% | -0.00049% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 99.4117 | 98.8193 | 0.390% | -0.596% | -0.00232% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | – | $28.88bn | 99.4739 | 98.4470 | 0.388% | -1.032% | -0.00401% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 102.5727 | 101.6060 | 0.388% | -0.942% | -0.00366% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 102.3207 | 101.3539 | 0.387% | -0.945% | -0.00366% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 102.1754 | 100.1054 | 0.387% | -0.986% | -0.00381% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 102.0712 | 101.0949 | 0.386% | -0.956% | -0.00369% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | $3.88bn | $28.00bn | 101.3184 | 100.3441 | 0.383% | -0.962% | -0.00369% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 101.3098 | 100.3013 | 0.383% | -0.995% | -0.00382% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 101.4334 | 101.1121 | 0.383% | -0.317% | -0.00121% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | – | $3.82bn | $28.00bn | 101.1114 | 100.1236 | 0.383% | -0.977% | -0.00374% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 100.9144 | 99.9276 | 0.382% | -0.978% | -0.00373% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 100.6861 | 99.6984 | 0.381% | -0.981% | -0.00374% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 104.0482 | 104.0204 | 0.380% | -0.027% | -0.00010% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 102.0394 | 101.5838 | 0.378% | -0.446% | -0.00169% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 99.4851 | 98.6844 | 0.376% | -0.805% | -0.00303% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 99.3192 | 98.4568 | 0.376% | -0.868% | -0.00326% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 99.1413 | 98.2469 | 0.375% | -0.902% | -0.00338% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 102.3638 | 101.8865 | 0.374% | -0.466% | -0.00174% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 99.0061 | 97.4145 | 0.373% | -0.850% | -0.00317% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 103.1957 | 102.7602 | 0.372% | -0.422% | -0.00157% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 98.4416 | 97.6326 | 0.372% | -0.822% | -0.00306% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 97.7973 | 96.2263 | 0.370% | -0.903% | -0.00334% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 97.6729 | 96.8200 | 0.369% | -0.873% | -0.00323% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 97.2538 | 96.4028 | 0.368% | -0.875% | -0.00322% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 96.7649 | 95.9327 | 0.366% | -0.860% | -0.00315% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | – | $26.81bn | 99.8472 | 99.7042 | 0.362% | -0.143% | -0.00052% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 101.9746 | 101.6566 | 0.360% | -0.312% | -0.00112% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 103.3842 | 101.8249 | 0.354% | -0.420% | -0.00149% |
| 912828W97 | 1.250% | Mar 31, 2019 | $29.15bn | – | $3.15bn | $26.00bn | 100.4635 | 99.7881 | 0.353% | -0.050% | -0.00018% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 101.5993 | 101.1768 | 0.353% | -0.416% | -0.00147% |
| 912828XS4 | 1.250% | May 31, 2019 | $29.13bn | – | $3.13bn | $26.00bn | 100.2239 | 100.1422 | 0.352% | -0.081% | -0.00029% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | $2.64bn | $26.00bn | 100.2133 | 100.1104 | 0.352% | -0.103% | -0.00036% |
| 912828U99 | 1.250% | Dec 31, 2018 | $29.46bn | – | $3.46bn | $26.00bn | 100.1827 | 100.1318 | 0.352% | -0.051% | -0.00018% |
| 912828XV7 | 1.250% | Jun 30, 2019 | $29.16bn | – | $3.16bn | $26.00bn | 100.0890 | 99.9755 | 0.352% | -0.113% | -0.00040% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 137.6569 | 134.8696 | 0.351% | -2.025% | -0.00712% |
| 912828U40 | 1.000% | Nov 30, 2018 | $28.77bn | – | $2.77bn | $26.00bn | 99.9103 | 99.9013 | 0.351% | -0.009% | -0.00003% |
| 912828V56 | 1.125% | Jan 31, 2019 | $27.65bn | – | $1.65bn | $26.00bn | 99.8478 | 99.8488 | 0.351% | +0.001% | +0.00000% |
| 912828T42 | 0.750% | Sep 30, 2018 | $27.59bn | – | $1.58bn | $26.00bn | 99.7531 | 99.4104 | 0.350% | +0.032% | +0.00011% |
| 912828W30 | 1.125% | Feb 28, 2019 | $29.61bn | – | $3.61bn | $26.00bn | 99.7531 | 99.7244 | 0.350% | -0.029% | -0.00010% |
| 912828T83 | 0.750% | Oct 31, 2018 | $27.57bn | – | $1.57bn | $26.00bn | 99.6590 | 99.6596 | 0.350% | +0.001% | +0.00000% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 100.7683 | 100.1658 | 0.350% | -0.598% | -0.00209% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 102.1848 | 101.8013 | 0.347% | -0.375% | -0.00130% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 102.2208 | 102.1712 | 0.339% | -0.049% | -0.00016% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 131.6709 | 129.0394 | 0.334% | -1.999% | -0.00667% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 101.3757 | 100.2638 | 0.329% | -0.295% | -0.00097% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 100.2869 | 99.9658 | 0.328% | -0.320% | -0.00105% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 100.8509 | 100.5405 | 0.327% | -0.308% | -0.00101% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 100.6943 | 100.4144 | 0.327% | -0.278% | -0.00091% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 100.5697 | 100.2592 | 0.326% | -0.309% | -0.00101% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 100.4144 | 100.0720 | 0.326% | -0.341% | -0.00111% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.3702 | 100.3193 | 0.326% | -0.051% | -0.00017% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 100.3555 | 100.1282 | 0.325% | -0.226% | -0.00074% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 100.2568 | 99.9144 | 0.325% | -0.342% | -0.00111% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 100.2106 | 99.9827 | 0.325% | -0.227% | -0.00074% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | $6.0m | – | $23.99bn | 100.2351 | 100.1848 | 0.325% | -0.050% | -0.00016% |
| 912828L40 | 1.000% | Sep 15, 2018 | $24.00bn | – | – | $24.00bn | 100.1807 | 99.7345 | 0.325% | +0.054% | +0.00017% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 100.0635 | 99.8043 | 0.325% | -0.259% | -0.00084% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 100.0245 | 99.4845 | 0.324% | -0.040% | -0.00013% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 103.2191 | 102.8567 | 0.324% | -0.351% | -0.00114% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | $3.0m | – | $24.00bn | 99.9280 | 99.8978 | 0.324% | -0.030% | -0.00010% |
| 912828L81 | 0.875% | Oct 15, 2018 | $24.00bn | – | – | $24.00bn | 99.8948 | 99.9064 | 0.324% | +0.012% | +0.00004% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 102.1019 | 101.7088 | 0.324% | -0.385% | -0.00125% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 99.6610 | 99.5582 | 0.323% | -0.103% | -0.00033% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.6448 | 99.5627 | 0.323% | -0.082% | -0.00027% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 101.3458 | 99.0774 | 0.323% | -2.238% | -0.00723% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 99.5462 | 99.3492 | 0.323% | -0.198% | -0.00064% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.5404 | 99.4579 | 0.323% | -0.083% | -0.00027% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 99.4980 | 98.8848 | 0.323% | -0.177% | -0.00057% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 99.4052 | 99.3231 | 0.322% | -0.083% | -0.00027% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.2846 | 99.2228 | 0.322% | -0.062% | -0.00020% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 99.0353 | 98.9423 | 0.321% | -0.094% | -0.00030% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 99.6916 | 99.4426 | 0.321% | -0.250% | -0.00080% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.9409 | 98.7853 | 0.321% | -0.157% | -0.00050% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 100.0462 | 100.0265 | 0.320% | -0.020% | -0.00006% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.7989 | 101.4674 | 0.316% | -0.326% | -0.00103% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $29.92bn | – | $6.92bn | $23.00bn | 101.1664 | 99.6997 | 0.314% | -1.450% | -0.00456% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.1288 | 100.0590 | 0.312% | -0.070% | -0.00022% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 100.1508 | 99.8916 | 0.311% | -0.259% | -0.00080% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 129.6338 | 127.0231 | 0.301% | -2.014% | -0.00606% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 99.6063 | 98.9620 | 0.301% | -0.647% | -0.00194% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.5041 | 99.3075 | 0.296% | -0.198% | -0.00058% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.6613 | 99.4749 | 0.295% | -0.187% | -0.00055% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 102.4665 | 101.1047 | 0.282% | -0.353% | -0.00099% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 108.4881 | 106.0951 | 0.268% | -2.206% | -0.00591% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 121.8665 | 119.3492 | 0.268% | -2.066% | -0.00553% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 119.8920 | 117.3016 | 0.263% | -2.161% | -0.00569% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 132.1709 | 129.5082 | 0.261% | -2.015% | -0.00527% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.6910 | 99.4542 | 0.261% | -0.237% | -0.00062% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 99.7645 | 99.0992 | 0.259% | -0.166% | -0.00043% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 131.7391 | 129.1807 | 0.258% | -1.942% | -0.00502% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 136.6233 | 134.7323 | 0.245% | -1.384% | -0.00339% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 99.8171 | 98.9749 | 0.239% | -0.280% | -0.00067% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 131.4521 | 128.8519 | 0.238% | -1.978% | -0.00470% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | $4.0m | $12.70bn | $17.24bn | 100.3604 | 100.3200 | 0.234% | -0.040% | -0.00009% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 106.8573 | 104.5163 | 0.223% | -2.191% | -0.00488% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 132.4579 | 129.8370 | 0.223% | -1.979% | -0.00440% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.6022 | 101.2914 | 0.221% | -0.306% | -0.00068% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 109.3006 | 106.9389 | 0.217% | -2.161% | -0.00468% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $19.51bn | – | $4.51bn | $15.00bn | 100.5020 | 98.0774 | 0.204% | -2.412% | -0.00491% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.3465 | 99.2134 | 0.203% | -0.134% | -0.00027% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 129.2276 | 126.6481 | 0.203% | -1.996% | -0.00406% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 115.6617 | 113.3003 | 0.196% | -2.042% | -0.00400% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 100.2337 | 100.0577 | 0.194% | -0.176% | -0.00034% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.2323 | 99.1185 | 0.194% | -0.115% | -0.00022% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.4744 | 100.4346 | 0.188% | -0.040% | -0.00007% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 138.5017 | 136.8927 | 0.176% | -1.162% | -0.00205% |
| 912828RP7 | 1.750% | Oct 31, 2018 | $30.10bn | – | $17.81bn | $12.29bn | 101.1522 | 101.1121 | 0.168% | -0.040% | -0.00007% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.9734 | 99.8811 | 0.164% | -0.092% | -0.00015% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 146.2887 | 144.4090 | 0.164% | -1.285% | -0.00211% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 128.1821 | 127.6685 | 0.159% | -0.401% | -0.00064% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 100.9749 | 100.1332 | 0.156% | -0.091% | -0.00014% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.6087 | 99.5054 | 0.150% | -0.104% | -0.00016% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 132.0550 | 130.3723 | 0.149% | -1.274% | -0.00190% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 131.1522 | 129.6264 | 0.142% | -1.163% | -0.00165% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 133.3954 | 130.8057 | 0.138% | -1.941% | -0.00268% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 141.2622 | 138.5272 | 0.123% | -1.936% | -0.00237% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 130.1396 | 127.6019 | 0.119% | -1.950% | -0.00233% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 132.6916 | 131.0924 | 0.118% | -1.205% | -0.00142% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 125.1950 | 124.1902 | 0.115% | -0.803% | -0.00092% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 131.2425 | 129.4973 | 0.108% | -1.330% | -0.00143% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 139.0190 | 137.4103 | 0.096% | -1.157% | -0.00111% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 141.3454 | 139.6427 | 0.094% | -1.205% | -0.00113% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 136.0632 | 133.3696 | 0.092% | -1.980% | -0.00182% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 113.4378 | 113.3410 | 0.087% | -0.085% | -0.00007% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 111.3787 | 111.3451 | 0.084% | -0.030% | -0.00003% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 121.4355 | 121.1413 | 0.084% | -0.242% | -0.00020% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 128.0166 | 127.1481 | 0.082% | -0.678% | -0.00055% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 139.7215 | 138.4158 | 0.080% | -0.935% | -0.00075% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 126.4287 | 125.7269 | 0.076% | -0.555% | -0.00042% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 138.5757 | 136.9878 | 0.073% | -1.146% | -0.00084% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 138.7493 | 137.1617 | 0.072% | -1.144% | -0.00083% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 136.2863 | 134.8967 | 0.072% | -1.020% | -0.00073% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 139.7897 | 138.4633 | 0.071% | -0.949% | -0.00067% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 139.1810 | 137.6141 | 0.066% | -1.126% | -0.00074% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 125.9691 | 125.5598 | 0.051% | -0.325% | -0.00017% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 111.9783 | 111.9552 | 0.050% | -0.021% | -0.00001% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 121.5825 | 121.2772 | 0.050% | -0.251% | -0.00012% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 125.3441 | 124.8410 | 0.048% | -0.401% | -0.00019% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 117.6427 | 117.4212 | 0.045% | -0.188% | -0.00009% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 131.3522 | 130.5571 | 0.044% | -0.605% | -0.00027% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 122.1230 | 121.8913 | 0.038% | -0.190% | -0.00007% |
| Total | $7.19tn | 100.000% | -0.80058% | ||||||||
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.