Rebalance of December 29, 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
- +0.203133%
- Market value
- $7.41tn
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 +0.203133% against a published month return of +0.203133%, a difference of 3.9e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.
How each weight is set
Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 101.2595 | 101.1848 | 0.902% | -0.074% | -0.00067% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 99.8182 | 99.7358 | 0.889% | -0.083% | -0.00073% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 99.3807 | 99.3608 | 0.885% | -0.020% | -0.00018% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 101.4855 | 101.3940 | 0.880% | -0.090% | -0.00079% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 98.7502 | 98.6880 | 0.879% | -0.063% | -0.00055% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 98.5245 | 98.4484 | 0.877% | -0.077% | -0.00068% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 98.2120 | 98.1984 | 0.873% | -0.014% | -0.00012% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $15.0m | $64.83bn | 99.4430 | 99.2438 | 0.870% | -0.200% | -0.00174% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 99.8550 | 99.9712 | 0.849% | +0.116% | +0.00099% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 99.4103 | 99.5122 | 0.845% | +0.103% | +0.00087% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 99.2853 | 99.3872 | 0.844% | +0.103% | +0.00087% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 96.9634 | 96.9839 | 0.823% | +0.021% | +0.00017% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 99.5972 | 99.5735 | 0.820% | -0.024% | -0.00019% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 94.9769 | 94.9932 | 0.808% | +0.017% | +0.00014% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 94.3531 | 94.3717 | 0.803% | +0.020% | +0.00016% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 103.1215 | 103.0521 | 0.800% | -0.067% | -0.00054% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 93.5340 | 93.5394 | 0.798% | +0.006% | +0.00005% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 102.2098 | 102.1293 | 0.757% | -0.079% | -0.00060% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 103.6821 | 103.6087 | 0.697% | -0.071% | -0.00049% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 99.8370 | 99.6984 | 0.681% | -0.139% | -0.00095% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.8898 | 97.7320 | 0.679% | -0.161% | -0.00109% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 117.5407 | 119.4660 | 0.658% | +1.638% | +0.01077% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 116.1576 | 118.0666 | 0.654% | +1.643% | +0.01075% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 106.3139 | 106.2228 | 0.654% | -0.086% | -0.00056% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 110.6179 | 112.4788 | 0.626% | +1.682% | +0.01054% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 105.0014 | 104.9728 | 0.621% | -0.027% | -0.00017% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 106.6671 | 108.4701 | 0.604% | +1.690% | +0.01022% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.3587 | 102.2636 | 0.603% | -0.093% | -0.00056% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 103.5076 | 105.2728 | 0.587% | +1.705% | +0.01000% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 103.4451 | 105.2728 | 0.586% | +1.767% | +0.01036% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 103.3826 | 105.2728 | 0.586% | +1.828% | +0.01071% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 101.6875 | 103.5000 | 0.576% | +1.782% | +0.01027% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 101.2521 | 103.0375 | 0.567% | +1.763% | +0.00999% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.0571 | 99.9527 | 0.554% | -0.104% | -0.00058% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.0611 | 100.9022 | 0.552% | -0.157% | -0.00087% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 104.1617 | 106.1413 | 0.548% | +1.901% | +0.01042% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 103.4138 | 105.3978 | 0.544% | +1.918% | +0.01044% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 116.0326 | 117.9103 | 0.538% | +1.618% | +0.00871% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 94.3899 | 96.1386 | 0.535% | +1.853% | +0.00991% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 100.9083 | 102.8187 | 0.530% | +1.893% | +0.01004% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 99.0883 | 101.0149 | 0.521% | +1.944% | +0.01014% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 103.2117 | 103.1975 | 0.509% | -0.014% | -0.00007% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 94.1712 | 95.9823 | 0.496% | +1.923% | +0.00953% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 93.5167 | 95.3315 | 0.492% | +1.941% | +0.00955% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $59.33bn | – | $23.45bn | $35.88bn | 99.4508 | 99.4363 | 0.481% | -0.015% | -0.00007% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 102.7704 | 102.7174 | 0.475% | -0.052% | -0.00024% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 100.3363 | 99.4777 | 0.474% | -0.046% | -0.00022% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 100.2356 | 100.2332 | 0.473% | -0.002% | -0.00001% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 100.2323 | 99.2909 | 0.473% | -0.066% | -0.00031% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 100.1630 | 100.1504 | 0.473% | -0.013% | -0.00006% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 100.1175 | 99.2590 | 0.473% | -0.046% | -0.00022% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 100.4925 | 99.6652 | 0.473% | -0.015% | -0.00007% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 99.9494 | 99.9032 | 0.472% | -0.046% | -0.00022% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 99.6291 | 99.6360 | 0.470% | +0.007% | +0.00003% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 99.4416 | 99.4172 | 0.470% | -0.025% | -0.00012% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.3807 | 99.3460 | 0.469% | -0.035% | -0.00016% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.54bn | $39.00bn | 89.1291 | 90.8872 | 0.469% | +1.973% | +0.00925% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.2615 | 99.2140 | 0.469% | -0.048% | -0.00022% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 99.2030 | 99.1676 | 0.468% | -0.036% | -0.00017% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 99.1920 | 99.1473 | 0.468% | -0.045% | -0.00021% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 99.1604 | 99.1360 | 0.468% | -0.025% | -0.00012% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.0369 | 99.0022 | 0.468% | -0.035% | -0.00016% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 99.0240 | 98.9893 | 0.468% | -0.035% | -0.00016% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 98.8592 | 98.8238 | 0.467% | -0.036% | -0.00017% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 98.7721 | 98.6729 | 0.466% | -0.100% | -0.00047% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 98.6490 | 98.6143 | 0.466% | -0.035% | -0.00016% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 100.3244 | 100.3094 | 0.465% | -0.015% | -0.00007% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 100.6495 | 99.5110 | 0.462% | -0.138% | -0.00063% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 100.1518 | 100.1384 | 0.459% | -0.013% | -0.00006% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 99.8767 | 99.7272 | 0.458% | -0.150% | -0.00069% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 99.6953 | 99.5485 | 0.457% | -0.147% | -0.00067% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 99.6713 | 99.4418 | 0.457% | -0.230% | -0.00105% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 99.5954 | 99.3835 | 0.457% | -0.213% | -0.00097% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 99.4756 | 99.3280 | 0.456% | -0.148% | -0.00068% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 99.2543 | 99.1076 | 0.455% | -0.148% | -0.00067% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 99.2256 | 98.9842 | 0.455% | -0.243% | -0.00111% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 99.2011 | 98.1659 | 0.455% | -0.161% | -0.00073% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 98.9111 | 98.7524 | 0.454% | -0.160% | -0.00073% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 98.5673 | 98.3774 | 0.452% | -0.193% | -0.00087% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 98.2567 | 98.0254 | 0.451% | -0.235% | -0.00106% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 98.1490 | 98.0518 | 0.450% | -0.099% | -0.00045% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 97.7906 | 97.6217 | 0.450% | -0.173% | -0.00078% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 97.9725 | 97.8434 | 0.449% | -0.132% | -0.00059% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 97.9629 | 97.8541 | 0.449% | -0.111% | -0.00050% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 97.7234 | 97.6041 | 0.448% | -0.122% | -0.00055% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 97.5020 | 96.8187 | 0.447% | -0.124% | -0.00055% |
| 912828A75 | 1.500% | Dec 31, 2018 | $35.00bn | $7.0m | $2.06bn | $32.94bn | 100.4402 | 99.6958 | 0.446% | +0.006% | +0.00002% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 97.2823 | 97.1613 | 0.446% | -0.124% | -0.00055% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 97.2008 | 97.0925 | 0.446% | -0.111% | -0.00050% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 97.0984 | 96.9791 | 0.445% | -0.123% | -0.00055% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 96.9104 | 96.7593 | 0.445% | -0.156% | -0.00069% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 104.1547 | 104.0891 | 0.444% | -0.063% | -0.00028% |
| 912828C24 | 1.500% | Feb 28, 2019 | $35.10bn | – | $2.61bn | $32.49bn | 100.1000 | 100.1076 | 0.439% | +0.008% | +0.00003% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 102.1381 | 102.1331 | 0.432% | -0.005% | -0.00002% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 106.6359 | 108.4701 | 0.424% | +1.720% | +0.00729% |
| 912828B33 | 1.500% | Jan 31, 2019 | $35.00bn | – | $4.17bn | $30.83bn | 100.2514 | 100.2568 | 0.417% | +0.005% | +0.00002% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 104.0131 | 103.8831 | 0.415% | -0.125% | -0.00052% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 99.9829 | 99.9703 | 0.409% | -0.013% | -0.00005% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 100.4620 | 100.2609 | 0.408% | -0.200% | -0.00082% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 132.8573 | 134.5720 | 0.399% | +1.291% | +0.00515% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.6270 | 101.5102 | 0.398% | -0.115% | -0.00046% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.2330 | 100.0117 | 0.396% | -0.157% | -0.00062% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.0455 | 99.7617 | 0.395% | -0.219% | -0.00087% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 100.7682 | 100.5800 | 0.394% | -0.187% | -0.00074% |
| 912828N30 | 2.125% | Dec 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 100.8580 | 99.5742 | 0.394% | -0.219% | -0.00086% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | – | $29.52bn | 98.9121 | 98.8177 | 0.394% | -0.095% | -0.00038% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.4770 | 100.3101 | 0.393% | -0.166% | -0.00065% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.2310 | 100.0611 | 0.392% | -0.169% | -0.00066% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.1088 | 99.9106 | 0.392% | -0.198% | -0.00078% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 99.4739 | 99.3262 | 0.389% | -0.148% | -0.00058% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 104.1889 | 104.1603 | 0.389% | -0.027% | -0.00011% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 99.4140 | 99.2048 | 0.389% | -0.210% | -0.00082% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 99.0903 | 100.8334 | 0.388% | +1.759% | +0.00683% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.2260 | 99.0369 | 0.388% | -0.191% | -0.00074% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 99.1614 | 98.9825 | 0.388% | -0.180% | -0.00070% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 98.9856 | 98.7957 | 0.387% | -0.192% | -0.00074% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 99.0356 | 98.8263 | 0.387% | -0.211% | -0.00082% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 98.7749 | 98.5546 | 0.386% | -0.223% | -0.00086% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $575.9m | $28.95bn | 98.6474 | 98.4558 | 0.385% | -0.194% | -0.00075% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 98.6106 | 98.4207 | 0.385% | -0.193% | -0.00074% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 98.3139 | 98.1318 | 0.385% | -0.185% | -0.00071% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 101.0353 | 99.7937 | 0.382% | -0.115% | -0.00044% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 100.7833 | 100.6977 | 0.381% | -0.085% | -0.00032% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 99.9427 | 99.8603 | 0.378% | -0.082% | -0.00031% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | $3.88bn | $28.00bn | 99.7901 | 99.6967 | 0.377% | -0.094% | -0.00035% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 99.7415 | 99.6763 | 0.377% | -0.065% | -0.00025% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 99.5807 | 99.4863 | 0.376% | -0.095% | -0.00036% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 99.7749 | 99.7421 | 0.376% | -0.033% | -0.00012% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 99.5058 | 99.3177 | 0.376% | -0.189% | -0.00071% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 99.3307 | 99.2363 | 0.375% | -0.095% | -0.00036% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 99.1495 | 98.0423 | 0.375% | -0.108% | -0.00040% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | – | $3.82bn | $28.00bn | 98.5775 | 98.5043 | 0.372% | -0.074% | -0.00028% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 98.3805 | 98.2751 | 0.372% | -0.107% | -0.00040% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 100.0992 | 99.9938 | 0.370% | -0.105% | -0.00039% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 97.9765 | 97.9235 | 0.370% | -0.054% | -0.00020% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.3580 | 100.1992 | 0.370% | -0.095% | -0.00035% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | – | $27.41bn | 99.9423 | 99.9087 | 0.370% | -0.034% | -0.00012% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 97.3267 | 97.1891 | 0.368% | -0.141% | -0.00052% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 97.0982 | 96.9598 | 0.367% | -0.143% | -0.00052% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 97.1312 | 96.9513 | 0.366% | -0.185% | -0.00068% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 96.8892 | 96.7828 | 0.366% | -0.110% | -0.00040% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 96.9117 | 96.7624 | 0.365% | -0.154% | -0.00056% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 101.1302 | 101.0478 | 0.364% | -0.081% | -0.00030% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 96.2942 | 95.4763 | 0.364% | -0.135% | -0.00049% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 95.8807 | 95.7522 | 0.362% | -0.134% | -0.00049% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 95.7030 | 95.5738 | 0.362% | -0.135% | -0.00049% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 95.3865 | 95.2452 | 0.360% | -0.148% | -0.00053% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 101.2276 | 101.1654 | 0.357% | -0.061% | -0.00022% |
| 912828U99 | 1.250% | Dec 31, 2018 | $29.46bn | – | $3.46bn | $26.00bn | 100.0543 | 99.4444 | 0.351% | +0.015% | +0.00005% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | $2.64bn | $26.00bn | 99.8346 | 99.8291 | 0.350% | -0.005% | -0.00002% |
| 912828XV7 | 1.250% | Jun 30, 2019 | $29.16bn | – | $3.16bn | $26.00bn | 99.7731 | 99.1319 | 0.350% | -0.016% | -0.00006% |
| 912828V56 | 1.125% | Jan 31, 2019 | $27.65bn | – | $1.65bn | $26.00bn | 99.7198 | 99.7238 | 0.350% | +0.004% | +0.00001% |
| 912828W97 | 1.250% | Mar 31, 2019 | $29.15bn | – | $3.15bn | $26.00bn | 99.5879 | 99.5728 | 0.349% | -0.015% | -0.00005% |
| 912828W30 | 1.125% | Feb 28, 2019 | $29.61bn | – | $3.61bn | $26.00bn | 99.5672 | 99.5729 | 0.349% | +0.006% | +0.00002% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 99.5155 | 99.5113 | 0.349% | -0.004% | -0.00001% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.6958 | 100.6226 | 0.349% | -0.073% | -0.00025% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | $814.9m | $26.00bn | 99.4427 | 99.4282 | 0.349% | -0.015% | -0.00005% |
| 912828XS4 | 1.250% | May 31, 2019 | $29.13bn | – | $3.13bn | $26.00bn | 99.2847 | 99.3008 | 0.348% | +0.016% | +0.00006% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 101.3207 | 101.2373 | 0.346% | -0.082% | -0.00029% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 135.6440 | 137.4008 | 0.346% | +1.295% | +0.00448% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.3353 | 101.2388 | 0.344% | -0.095% | -0.00033% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 98.7336 | 98.5758 | 0.342% | -0.160% | -0.00055% |
| 912828KD1 | 2.750% | Feb 15, 2019 | $58.68bn | – | $34.14bn | $24.53bn | 102.0571 | 102.0462 | 0.338% | -0.011% | -0.00004% |
| 912828N22 | 1.250% | Dec 15, 2018 | $24.00bn | $6.0m | – | $23.99bn | 100.1397 | 99.5306 | 0.324% | +0.016% | +0.00005% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 99.9081 | 99.8643 | 0.324% | -0.044% | -0.00014% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 98.8788 | 98.8434 | 0.323% | -0.036% | -0.00012% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 99.8489 | 99.0742 | 0.323% | -0.025% | -0.00008% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 99.8224 | 99.0680 | 0.323% | -0.067% | -0.00022% |
| 912828N63 | 1.125% | Jan 15, 2019 | $24.00bn | $3.0m | – | $24.00bn | 99.7999 | 99.8040 | 0.323% | +0.004% | +0.00001% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 99.7023 | 99.6383 | 0.323% | -0.064% | -0.00021% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.73bn | $18.75bn | 127.5996 | 129.3614 | 0.323% | +1.381% | +0.00446% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 99.6603 | 99.6033 | 0.323% | -0.057% | -0.00018% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 99.6444 | 99.6077 | 0.323% | -0.037% | -0.00012% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 99.5027 | 99.4457 | 0.322% | -0.057% | -0.00018% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 99.4911 | 99.4464 | 0.322% | -0.045% | -0.00014% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 99.4660 | 99.4293 | 0.322% | -0.037% | -0.00012% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 99.4124 | 99.3880 | 0.322% | -0.025% | -0.00008% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 99.3065 | 99.3011 | 0.322% | -0.005% | -0.00002% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 99.2538 | 99.2301 | 0.321% | -0.024% | -0.00008% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 102.4001 | 101.1381 | 0.321% | -0.073% | -0.00023% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 99.0915 | 98.6370 | 0.321% | -0.017% | -0.00006% |
| 912828P53 | 0.750% | Feb 15, 2019 | $25.88bn | – | $1.88bn | $24.00bn | 99.0639 | 99.0666 | 0.321% | +0.003% | +0.00001% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 98.9800 | 98.9765 | 0.321% | -0.003% | -0.00001% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 98.9567 | 98.9399 | 0.320% | -0.017% | -0.00005% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 98.8199 | 98.8035 | 0.320% | -0.017% | -0.00005% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.7208 | 98.6610 | 0.320% | -0.061% | -0.00019% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.6916 | 98.7170 | 0.320% | +0.026% | +0.00008% |
| 912828SD3 | 1.250% | Jan 31, 2019 | $29.55bn | – | $5.84bn | $23.70bn | 99.9178 | 99.9015 | 0.320% | -0.016% | -0.00005% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.6236 | 98.6072 | 0.319% | -0.017% | -0.00005% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.5754 | 98.5388 | 0.319% | -0.037% | -0.00012% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.5639 | 98.5041 | 0.319% | -0.061% | -0.00019% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 99.8696 | 101.6087 | 0.318% | +1.741% | +0.00553% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 100.3180 | 100.2438 | 0.318% | -0.074% | -0.00023% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.4401 | 98.4145 | 0.317% | -0.026% | -0.00008% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 101.0435 | 100.9986 | 0.313% | -0.044% | -0.00014% |
| 912828SH4 | 1.375% | Feb 28, 2019 | $29.41bn | – | $6.32bn | $23.10bn | 99.9432 | 99.9085 | 0.311% | -0.035% | -0.00011% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.5533 | 99.5166 | 0.309% | -0.037% | -0.00011% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $25.80bn | – | $2.80bn | $23.00bn | 98.8182 | 98.8296 | 0.307% | +0.012% | +0.00004% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 98.4457 | 98.2432 | 0.297% | -0.206% | -0.00061% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 99.0958 | 98.5062 | 0.293% | -0.027% | -0.00008% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.4715 | 98.4344 | 0.293% | -0.038% | -0.00011% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 125.6253 | 127.4073 | 0.291% | +1.418% | +0.00413% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 100.6844 | 100.6415 | 0.276% | -0.043% | -0.00012% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.93bn | $18.29bn | 106.8234 | 108.5639 | 0.264% | +1.629% | +0.00429% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 120.1060 | 121.8492 | 0.263% | +1.451% | +0.00382% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 99.0989 | 99.0532 | 0.259% | -0.046% | -0.00012% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 118.0693 | 119.8016 | 0.259% | +1.467% | +0.00380% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.7953 | 98.7895 | 0.257% | -0.006% | -0.00002% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 129.4144 | 130.3682 | 0.253% | +0.737% | +0.00187% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 128.0684 | 129.8301 | 0.253% | +1.376% | +0.00348% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 134.2962 | 134.8261 | 0.240% | +0.395% | +0.00095% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.5979 | 98.5718 | 0.235% | -0.026% | -0.00006% |
| 912828RY8 | 1.375% | Dec 31, 2018 | $29.94bn | $4.0m | $12.70bn | $17.24bn | 100.2317 | 99.5701 | 0.233% | +0.026% | +0.00006% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.38bn | 127.4121 | 129.1114 | 0.230% | +1.334% | +0.00307% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 100.8784 | 99.8541 | 0.220% | -0.086% | -0.00019% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 130.6019 | 132.2120 | 0.219% | +1.233% | +0.00270% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.50bn | $15.42bn | 103.7888 | 105.5228 | 0.216% | +1.671% | +0.00361% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 106.1069 | 107.7894 | 0.210% | +1.586% | +0.00333% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.9416 | 98.9363 | 0.202% | -0.005% | -0.00001% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $16.82bn | – | $1.82bn | $15.00bn | 98.4653 | 100.3959 | 0.199% | +1.961% | +0.00391% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 125.2816 | 126.8135 | 0.197% | +1.223% | +0.00240% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.8550 | 98.8373 | 0.193% | -0.018% | -0.00003% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.37bn | $12.54bn | 113.9647 | 115.4253 | 0.193% | +1.282% | +0.00247% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 99.1383 | 99.0925 | 0.192% | -0.046% | -0.00009% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 133.2082 | 133.2809 | 0.169% | +0.055% | +0.00009% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.0968 | 99.1020 | 0.162% | +0.005% | +0.00001% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 140.8387 | 141.3287 | 0.158% | +0.348% | +0.00055% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 99.9742 | 99.9811 | 0.155% | +0.007% | +0.00001% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 123.0723 | 122.8108 | 0.153% | -0.213% | -0.00032% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 99.2622 | 98.7555 | 0.149% | -0.007% | -0.00001% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 127.2633 | 127.4461 | 0.144% | +0.144% | +0.00021% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 129.0734 | 128.9389 | 0.140% | -0.104% | -0.00015% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 129.0426 | 130.4404 | 0.133% | +1.083% | +0.00144% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 136.5022 | 137.6630 | 0.118% | +0.850% | +0.00101% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.75bn | $6.78bn | 128.0965 | 129.3832 | 0.117% | +1.004% | +0.00118% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 130.6141 | 130.7174 | 0.116% | +0.079% | +0.00009% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 123.6155 | 123.4402 | 0.113% | -0.142% | -0.00016% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 129.0408 | 129.2785 | 0.106% | +0.184% | +0.00020% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 139.1726 | 139.4552 | 0.092% | +0.203% | +0.00019% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 133.6310 | 133.5494 | 0.092% | -0.061% | -0.00006% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 133.7690 | 134.9321 | 0.090% | +0.869% | +0.00078% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 113.0408 | 112.9660 | 0.087% | -0.066% | -0.00006% |
| 912810EC8 | 8.875% | Feb 15, 2019 | $19.24bn | $6.16bn | $7.50bn | $5.59bn | 111.2609 | 111.2201 | 0.084% | -0.037% | -0.00003% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 120.7867 | 120.6101 | 0.083% | -0.146% | -0.00012% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 126.5598 | 126.3356 | 0.081% | -0.177% | -0.00014% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 134.0190 | 133.7132 | 0.076% | -0.228% | -0.00017% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 125.1590 | 125.0707 | 0.075% | -0.071% | -0.00005% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 136.4647 | 136.5190 | 0.072% | +0.040% | +0.00003% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 136.6372 | 136.5992 | 0.071% | -0.028% | -0.00002% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 134.3302 | 134.1155 | 0.071% | -0.160% | -0.00011% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 137.7378 | 137.4946 | 0.070% | -0.177% | -0.00012% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 137.2568 | 137.2079 | 0.065% | -0.036% | -0.00002% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 120.8424 | 120.7459 | 0.049% | -0.080% | -0.00004% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 120.9841 | 120.7023 | 0.049% | -0.233% | -0.00011% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 124.2908 | 124.0910 | 0.048% | -0.161% | -0.00008% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 117.0883 | 116.9837 | 0.045% | -0.089% | -0.00004% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 126.1808 | 126.1673 | 0.042% | -0.011% | -0.00000% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 117.1680 | 117.0977 | 0.036% | -0.060% | -0.00002% |
| Total | $7.31tn | 100.000% | +0.20313% | ||||||||
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.