Rebalance of November 30, 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
- -0.091366%
- Market value
- $7.42tn
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 -0.091366% against a published month return of -0.091366%, a difference of 7.2e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 101.5346 | 101.2595 | 0.903% | -0.271% | -0.00245% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 101.1644 | 99.8182 | 0.900% | -0.219% | -0.00197% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 100.6957 | 99.3807 | 0.896% | -0.189% | -0.00169% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 103.0611 | 101.4855 | 0.893% | -0.316% | -0.00282% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | – | $557.8m | $65.99bn | 100.0129 | 98.7502 | 0.890% | -0.200% | -0.00178% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | – | $0.9m | $66.00bn | 98.7364 | 98.5245 | 0.879% | -0.215% | -0.00189% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | – | $587.5m | $65.90bn | 98.3927 | 98.2120 | 0.874% | -0.184% | -0.00161% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 101.1909 | 99.8550 | 0.859% | -0.147% | -0.00126% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 99.5394 | 99.4103 | 0.845% | -0.130% | -0.00110% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 99.4144 | 99.2853 | 0.844% | -0.130% | -0.00110% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | – | $6.21bn | $62.93bn | 98.0802 | 96.9634 | 0.832% | -0.119% | -0.00099% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | – | $61.65bn | 99.8479 | 99.5972 | 0.830% | -0.251% | -0.00208% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 104.8016 | 103.1215 | 0.812% | -0.291% | -0.00236% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | – | $6.41bn | $63.09bn | 95.3132 | 94.3531 | 0.811% | -0.155% | -0.00126% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 95.1569 | 94.9769 | 0.809% | -0.189% | -0.00153% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 93.6929 | 93.5340 | 0.799% | -0.170% | -0.00135% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 103.8064 | 102.2098 | 0.768% | -0.274% | -0.00210% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 104.0204 | 103.6821 | 0.699% | -0.325% | -0.00227% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 99.0272 | 97.8898 | 0.687% | -0.265% | -0.00182% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.1427 | 99.8370 | 0.683% | -0.305% | -0.00208% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 118.6386 | 117.5407 | 0.663% | +0.655% | +0.00434% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 106.6746 | 106.3139 | 0.656% | -0.338% | -0.00222% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 115.3621 | 116.1576 | 0.649% | +0.690% | +0.00448% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 111.4966 | 110.6179 | 0.631% | +0.725% | +0.00458% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 105.2371 | 105.0014 | 0.622% | -0.224% | -0.00139% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.6861 | 102.3587 | 0.604% | -0.319% | -0.00193% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 105.8499 | 106.6671 | 0.599% | +0.772% | +0.00463% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 104.1671 | 103.5076 | 0.590% | +0.807% | +0.00476% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 104.1046 | 103.4451 | 0.589% | +0.807% | +0.00476% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 104.0109 | 103.3826 | 0.589% | +0.838% | +0.00493% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 100.7969 | 101.6875 | 0.571% | +0.884% | +0.00504% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 101.8906 | 101.2521 | 0.570% | +0.784% | +0.00447% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.3927 | 100.0571 | 0.561% | -0.331% | -0.00186% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.4192 | 101.0611 | 0.554% | -0.353% | -0.00196% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 103.9484 | 103.4138 | 0.547% | +0.929% | +0.00508% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 103.1984 | 104.1617 | 0.543% | +0.933% | +0.00507% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 115.2058 | 116.0326 | 0.534% | +0.718% | +0.00383% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 101.3906 | 100.9083 | 0.532% | +0.942% | +0.00501% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 93.5924 | 94.3899 | 0.530% | +0.852% | +0.00452% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 105.0904 | 103.2117 | 0.517% | -0.182% | -0.00094% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 98.1454 | 99.0883 | 0.516% | +0.961% | +0.00496% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 93.8424 | 93.5167 | 0.493% | +0.985% | +0.00486% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 93.3111 | 94.1712 | 0.491% | +0.922% | +0.00452% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $59.33bn | – | $23.45bn | $35.88bn | 99.5972 | 99.4508 | 0.482% | -0.147% | -0.00071% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 103.0564 | 102.7704 | 0.476% | -0.278% | -0.00132% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.5476 | 100.3363 | 0.474% | -0.210% | -0.00100% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 100.5272 | 100.2323 | 0.474% | -0.293% | -0.00139% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 100.4663 | 100.2356 | 0.474% | -0.230% | -0.00109% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 100.5686 | 99.6291 | 0.474% | -0.188% | -0.00089% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 100.4124 | 99.4416 | 0.474% | -0.220% | -0.00104% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.3601 | 100.1175 | 0.474% | -0.242% | -0.00114% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 100.3408 | 100.1630 | 0.473% | -0.177% | -0.00084% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 100.3087 | 99.1920 | 0.473% | -0.303% | -0.00144% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.6413 | 100.4925 | 0.473% | -0.148% | -0.00070% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 100.2232 | 99.9494 | 0.473% | -0.273% | -0.00129% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 100.1624 | 99.1604 | 0.473% | -0.252% | -0.00119% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.6105 | 99.3807 | 0.470% | -0.231% | -0.00108% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | – | $34.85bn | 99.9743 | 99.6713 | 0.470% | -0.303% | -0.00142% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.4721 | 99.2615 | 0.469% | -0.212% | -0.00099% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.4334 | 99.2030 | 0.469% | -0.232% | -0.00109% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3292 | 99.0369 | 0.469% | -0.294% | -0.00138% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.2850 | 99.0240 | 0.468% | -0.263% | -0.00123% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 99.1521 | 98.8592 | 0.468% | -0.295% | -0.00138% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 99.0662 | 98.7721 | 0.467% | -0.297% | -0.00139% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 98.9413 | 98.6490 | 0.467% | -0.295% | -0.00138% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.5044 | 100.3244 | 0.466% | -0.179% | -0.00083% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 88.1957 | 89.1291 | 0.464% | +1.058% | +0.00491% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 101.0177 | 100.6495 | 0.463% | -0.364% | -0.00169% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 100.2991 | 100.1518 | 0.460% | -0.147% | -0.00068% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 100.2551 | 99.8767 | 0.460% | -0.377% | -0.00173% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 100.1426 | 98.9111 | 0.459% | -0.356% | -0.00163% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 100.0711 | 99.6953 | 0.459% | -0.376% | -0.00172% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 99.9113 | 99.5954 | 0.458% | -0.316% | -0.00145% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 99.8211 | 99.4756 | 0.458% | -0.346% | -0.00158% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 99.7676 | 98.5673 | 0.457% | -0.326% | -0.00149% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 99.5989 | 99.2543 | 0.457% | -0.346% | -0.00158% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 99.5584 | 99.2011 | 0.456% | -0.359% | -0.00164% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 99.5398 | 99.2256 | 0.456% | -0.316% | -0.00144% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 98.8757 | 97.7906 | 0.454% | -0.276% | -0.00125% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 98.9848 | 97.9725 | 0.454% | -0.328% | -0.00149% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 106.1793 | 104.1547 | 0.452% | -0.259% | -0.00117% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 98.5596 | 98.2567 | 0.452% | -0.307% | -0.00139% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 98.5038 | 98.1490 | 0.452% | -0.360% | -0.00163% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 98.2661 | 97.9629 | 0.450% | -0.309% | -0.00139% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 98.0052 | 97.7234 | 0.449% | -0.288% | -0.00129% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 97.8478 | 97.5020 | 0.449% | -0.353% | -0.00159% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 97.6593 | 97.2823 | 0.448% | -0.386% | -0.00173% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 97.5347 | 97.2008 | 0.447% | -0.342% | -0.00153% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 97.4427 | 97.0984 | 0.447% | -0.353% | -0.00158% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | $7.0m | $2.06bn | $32.94bn | 100.5054 | 100.4402 | 0.446% | -0.065% | -0.00029% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 97.2552 | 96.9104 | 0.446% | -0.355% | -0.00158% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.2569 | 100.1000 | 0.439% | -0.157% | -0.00069% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 103.8499 | 102.1381 | 0.439% | -0.144% | -0.00063% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 105.9124 | 104.0131 | 0.422% | -0.318% | -0.00134% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 105.8811 | 106.6359 | 0.420% | +0.713% | +0.00300% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.3791 | 100.2514 | 0.417% | -0.127% | -0.00053% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 100.1295 | 99.9829 | 0.409% | -0.146% | -0.00060% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 100.7677 | 100.4620 | 0.409% | -0.303% | -0.00124% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.9436 | 101.6270 | 0.399% | -0.311% | -0.00124% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.5598 | 101.2330 | 0.397% | -0.322% | -0.00128% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 132.1990 | 132.8573 | 0.397% | +0.498% | +0.00198% |
| 912828A34 | 1.250% | Nov 30, 2018 | $35.00bn | $5.0m | $5.65bn | $29.34bn | 100.2447 | 99.5972 | 0.397% | -0.022% | -0.00009% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.3410 | 101.0455 | 0.396% | -0.292% | -0.00116% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 101.0931 | 100.7682 | 0.395% | -0.321% | -0.00127% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 101.1223 | 100.8580 | 0.395% | -0.261% | -0.00103% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.8113 | 100.4770 | 0.394% | -0.332% | -0.00131% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.7264 | 99.4739 | 0.394% | -0.313% | -0.00123% |
| 912828M80 | 2.000% | Nov 30, 2022 | $29.00bn | – | $15.0m | $28.99bn | 100.7165 | 99.4430 | 0.394% | -0.272% | -0.00107% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.5367 | 100.2310 | 0.393% | -0.304% | -0.00120% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 100.4139 | 99.1614 | 0.393% | -0.314% | -0.00123% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.4118 | 100.1088 | 0.393% | -0.302% | -0.00118% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 99.7391 | 99.0903 | 0.391% | +0.728% | +0.00284% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 99.7274 | 99.4140 | 0.389% | -0.314% | -0.00122% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 104.3933 | 104.1889 | 0.389% | -0.196% | -0.00076% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.5185 | 99.2260 | 0.389% | -0.294% | -0.00114% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.3101 | 98.9856 | 0.388% | -0.327% | -0.00127% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 99.3177 | 99.0356 | 0.388% | -0.284% | -0.00110% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | – | $28.70bn | 100.1937 | 99.9427 | 0.388% | -0.251% | -0.00097% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 99.0673 | 98.7749 | 0.387% | -0.295% | -0.00114% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 98.9351 | 98.6106 | 0.386% | -0.328% | -0.00127% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $575.9m | $28.95bn | 98.9110 | 98.6474 | 0.386% | -0.266% | -0.00103% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.6291 | 98.3139 | 0.386% | -0.320% | -0.00123% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 101.3207 | 101.0353 | 0.382% | -0.282% | -0.00108% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 101.0999 | 100.7833 | 0.382% | -0.313% | -0.00120% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 100.8629 | 99.5058 | 0.381% | -0.292% | -0.00111% |
| 912828JR2 | 3.750% | Nov 15, 2018 | $57.36bn | – | $30.34bn | $27.02bn | 104.0448 | 102.1032 | 0.379% | -0.064% | -0.00024% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | $3.88bn | $28.00bn | 100.1140 | 99.7901 | 0.378% | -0.324% | -0.00122% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 100.0370 | 99.7415 | 0.378% | -0.295% | -0.00112% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 99.8743 | 99.5807 | 0.377% | -0.294% | -0.00111% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.0361 | 99.7749 | 0.377% | -0.261% | -0.00098% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 99.6853 | 98.3805 | 0.376% | -0.306% | -0.00115% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 99.5931 | 99.3307 | 0.376% | -0.263% | -0.00099% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 99.4239 | 99.1495 | 0.375% | -0.276% | -0.00104% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.4353 | 100.0992 | 0.375% | -0.331% | -0.00124% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | – | $3.82bn | $28.00bn | 98.8805 | 98.5775 | 0.373% | -0.306% | -0.00114% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 98.2150 | 97.0982 | 0.371% | -0.310% | -0.00115% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 98.1961 | 97.9765 | 0.371% | -0.224% | -0.00083% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.6848 | 101.3580 | 0.371% | -0.321% | -0.00119% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 97.6295 | 97.3267 | 0.369% | -0.310% | -0.00114% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 97.4132 | 97.1312 | 0.367% | -0.289% | -0.00106% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 97.1920 | 96.8892 | 0.367% | -0.312% | -0.00114% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 97.1944 | 96.9117 | 0.366% | -0.291% | -0.00106% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 101.4437 | 101.1302 | 0.365% | -0.309% | -0.00113% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 96.5883 | 96.2942 | 0.364% | -0.305% | -0.00111% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 96.1730 | 95.8807 | 0.363% | -0.304% | -0.00110% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 95.9646 | 95.7030 | 0.362% | -0.273% | -0.00099% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 95.6596 | 95.3865 | 0.361% | -0.285% | -0.00103% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 101.4890 | 101.2276 | 0.358% | -0.258% | -0.00092% |
| 912828U99 | 1.250% | Dec 31, 2018 | $29.46bn | – | $3.46bn | $26.00bn | 100.1399 | 100.0543 | 0.351% | -0.085% | -0.00030% |
| 912828XS4 | 1.250% | May 31, 2019 | $29.13bn | – | $3.13bn | $26.00bn | 100.0885 | 99.2847 | 0.351% | -0.179% | -0.00063% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | $2.64bn | $26.00bn | 100.0037 | 99.8346 | 0.351% | -0.169% | -0.00059% |
| 912828XV7 | 1.250% | Jun 30, 2019 | $29.16bn | – | $3.16bn | $26.00bn | 99.9212 | 99.7731 | 0.350% | -0.148% | -0.00052% |
| 912828U40 | 1.000% | Nov 30, 2018 | $28.77bn | – | $2.77bn | $26.00bn | 99.8895 | 99.3465 | 0.350% | -0.043% | -0.00015% |
| 912828V56 | 1.125% | Jan 31, 2019 | $27.65bn | – | $1.65bn | $26.00bn | 99.8156 | 99.7198 | 0.350% | -0.096% | -0.00034% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.9988 | 100.6958 | 0.350% | -0.300% | -0.00105% |
| 912828W97 | 1.250% | Mar 31, 2019 | $29.15bn | – | $3.15bn | $26.00bn | 99.7349 | 99.5879 | 0.350% | -0.147% | -0.00052% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 99.7146 | 99.5155 | 0.350% | -0.200% | -0.00070% |
| 912828W30 | 1.125% | Feb 28, 2019 | $29.61bn | – | $3.61bn | $26.00bn | 99.6927 | 99.5672 | 0.349% | -0.126% | -0.00044% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | $814.9m | $26.00bn | 99.6203 | 99.4427 | 0.349% | -0.178% | -0.00062% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 101.6666 | 101.3207 | 0.347% | -0.340% | -0.00118% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 99.9647 | 98.7336 | 0.346% | -0.356% | -0.00123% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.5995 | 101.3353 | 0.344% | -0.260% | -0.00090% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 134.9443 | 135.6440 | 0.344% | +0.519% | +0.00178% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 102.1454 | 102.0571 | 0.338% | -0.086% | -0.00029% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 129.1148 | 127.5996 | 0.326% | +0.521% | +0.00170% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 99.8286 | 98.8788 | 0.326% | -0.263% | -0.00086% |
| 912828M64 | 1.250% | Nov 15, 2018 | $24.12bn | – | $122.3m | $24.00bn | 100.3274 | 99.6802 | 0.325% | -0.022% | -0.00007% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 100.2554 | 99.2538 | 0.324% | -0.251% | -0.00081% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | $6.0m | – | $23.99bn | 100.1935 | 100.1397 | 0.324% | -0.054% | -0.00017% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 100.1485 | 99.9081 | 0.324% | -0.240% | -0.00078% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 100.1009 | 99.8489 | 0.324% | -0.252% | -0.00082% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 100.0222 | 99.8224 | 0.324% | -0.200% | -0.00065% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 99.9130 | 99.6603 | 0.323% | -0.253% | -0.00082% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | $3.0m | – | $24.00bn | 99.8957 | 99.7999 | 0.323% | -0.096% | -0.00031% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 99.8448 | 99.6444 | 0.323% | -0.201% | -0.00065% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 99.8259 | 99.4911 | 0.323% | -0.335% | -0.00108% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 99.7867 | 99.5027 | 0.323% | -0.285% | -0.00092% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 99.6977 | 99.4660 | 0.323% | -0.232% | -0.00075% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 99.6638 | 99.4124 | 0.322% | -0.252% | -0.00081% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 99.4423 | 99.3065 | 0.322% | -0.137% | -0.00044% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 99.4042 | 98.8199 | 0.322% | -0.148% | -0.00047% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 102.6440 | 102.4001 | 0.322% | -0.238% | -0.00076% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 101.5915 | 100.3180 | 0.321% | -0.269% | -0.00087% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 99.2723 | 98.9800 | 0.321% | -0.294% | -0.00095% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 99.2432 | 98.5754 | 0.321% | -0.169% | -0.00054% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 99.2386 | 99.0915 | 0.321% | -0.148% | -0.00048% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.2215 | 99.0639 | 0.321% | -0.159% | -0.00051% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.1034 | 98.9567 | 0.321% | -0.148% | -0.00047% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.9217 | 98.6916 | 0.320% | -0.233% | -0.00074% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.8784 | 98.7208 | 0.320% | -0.159% | -0.00051% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.8324 | 98.6236 | 0.320% | -0.211% | -0.00068% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.7527 | 98.5639 | 0.320% | -0.191% | -0.00061% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 99.9721 | 99.9178 | 0.319% | -0.054% | -0.00017% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.6906 | 98.4401 | 0.317% | -0.254% | -0.00080% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 99.1766 | 99.8696 | 0.315% | +0.699% | +0.00220% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.2867 | 101.0435 | 0.314% | -0.240% | -0.00075% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 100.0792 | 99.9432 | 0.312% | -0.136% | -0.00042% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.7850 | 99.5533 | 0.309% | -0.232% | -0.00072% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 98.7194 | 98.4457 | 0.297% | -0.277% | -0.00082% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 99.1708 | 98.4715 | 0.294% | -0.201% | -0.00059% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 127.0883 | 125.6253 | 0.294% | +0.521% | +0.00153% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.3478 | 99.0958 | 0.294% | -0.254% | -0.00074% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 100.9571 | 100.6844 | 0.277% | -0.270% | -0.00075% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 119.4463 | 120.1060 | 0.262% | +0.552% | +0.00145% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 106.1624 | 106.8234 | 0.262% | +0.623% | +0.00163% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.3391 | 99.0989 | 0.259% | -0.242% | -0.00063% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 117.4198 | 118.0693 | 0.257% | +0.553% | +0.00142% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.9942 | 98.7953 | 0.257% | -0.201% | -0.00052% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 129.5523 | 128.0684 | 0.256% | +0.543% | +0.00139% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 129.0163 | 129.4144 | 0.252% | +0.309% | +0.00078% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 134.4830 | 134.2962 | 0.241% | -0.139% | -0.00033% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.8489 | 98.5979 | 0.236% | -0.254% | -0.00060% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | $4.0m | $12.70bn | $17.24bn | 100.3383 | 100.2317 | 0.233% | -0.106% | -0.00025% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 128.9273 | 127.4121 | 0.233% | +0.521% | +0.00121% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 101.1005 | 100.8784 | 0.220% | -0.220% | -0.00048% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 129.8913 | 130.6019 | 0.218% | +0.547% | +0.00119% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 104.6046 | 103.7888 | 0.217% | +0.654% | +0.00142% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 107.0061 | 106.1069 | 0.212% | +0.620% | +0.00131% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 99.1400 | 98.9416 | 0.202% | -0.200% | -0.00041% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 126.7446 | 125.2816 | 0.199% | +0.522% | +0.00104% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 99.0336 | 98.8550 | 0.193% | -0.180% | -0.00035% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.3160 | 99.1383 | 0.192% | -0.179% | -0.00034% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 113.3668 | 113.9647 | 0.192% | +0.527% | +0.00101% |
| 912828RT9 | 1.375% | Nov 30, 2018 | $30.31bn | – | $16.50bn | $13.82bn | 100.4536 | 99.7225 | 0.187% | -0.043% | -0.00008% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 136.6107 | 133.2082 | 0.173% | -0.249% | -0.00043% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.8484 | 99.0968 | 0.163% | -0.189% | -0.00031% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 144.1997 | 140.8387 | 0.161% | -0.164% | -0.00026% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 127.4769 | 123.0723 | 0.158% | -0.317% | -0.00050% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 100.1006 | 99.9742 | 0.155% | -0.126% | -0.00020% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.4307 | 99.2622 | 0.149% | -0.169% | -0.00025% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 130.2378 | 127.2633 | 0.147% | -0.268% | -0.00039% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 129.4280 | 129.0734 | 0.140% | -0.274% | -0.00038% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 130.8288 | 129.0426 | 0.135% | +0.355% | +0.00048% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 138.4660 | 136.5022 | 0.120% | +0.387% | +0.00046% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 127.5523 | 128.0965 | 0.117% | +0.427% | +0.00050% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 130.8845 | 130.6141 | 0.116% | -0.207% | -0.00024% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 123.9810 | 123.6155 | 0.114% | -0.295% | -0.00033% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 129.3315 | 129.0408 | 0.106% | -0.225% | -0.00024% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 137.2215 | 133.6310 | 0.094% | -0.248% | -0.00023% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 139.5482 | 139.1726 | 0.093% | -0.269% | -0.00025% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 133.2568 | 133.7690 | 0.090% | +0.384% | +0.00035% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 113.2846 | 113.0408 | 0.087% | -0.215% | -0.00019% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 111.3186 | 111.2609 | 0.084% | -0.052% | -0.00004% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 121.0734 | 120.7867 | 0.083% | -0.237% | -0.00020% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 126.8852 | 126.5598 | 0.081% | -0.256% | -0.00021% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 138.0272 | 134.0190 | 0.079% | -0.187% | -0.00015% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 125.5679 | 125.1590 | 0.075% | -0.326% | -0.00024% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 136.7575 | 136.4647 | 0.072% | -0.214% | -0.00015% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 136.8995 | 136.6372 | 0.071% | -0.192% | -0.00014% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 134.6135 | 134.3302 | 0.071% | -0.210% | -0.00015% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 138.0537 | 137.7378 | 0.070% | -0.229% | -0.00016% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 137.4667 | 137.2568 | 0.065% | -0.153% | -0.00010% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 125.4409 | 120.9841 | 0.051% | -0.314% | -0.00016% |
| 912810EB0 | 9.000% | Nov 15, 2018 | $9.03bn | $1.86bn | $3.84bn | $3.33bn | 111.9076 | 107.3665 | 0.050% | -0.037% | -0.00002% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 121.2317 | 120.8424 | 0.049% | -0.321% | -0.00016% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 124.6596 | 124.2908 | 0.048% | -0.296% | -0.00014% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 117.3641 | 117.0883 | 0.045% | -0.235% | -0.00011% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 130.3349 | 126.1808 | 0.044% | -0.262% | -0.00011% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 121.7921 | 117.1680 | 0.037% | -0.205% | -0.00008% |
| Total | $7.28tn | 100.000% | -0.09137% | ||||||||
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.