Rebalance of March 29, 2018
US Treasury Index constituents
Every one of the 257 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
- 257
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.939336%
- Market value
- $7.33tn
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 +0.939336% against a published month return of +0.939336%, a difference of 2.6e-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 | 97.6231 | 98.5321 | 0.879% | +0.931% | +0.00819% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 97.2213 | 98.1828 | 0.876% | +0.989% | +0.00866% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 99.1695 | 100.0261 | 0.870% | +0.864% | +0.00752% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 96.4713 | 97.5578 | 0.869% | +1.126% | +0.00979% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 95.9972 | 97.0425 | 0.865% | +1.089% | +0.00941% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 94.8273 | 95.8626 | 0.854% | +1.092% | +0.00933% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 94.4211 | 95.4563 | 0.849% | +1.096% | +0.00931% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 97.9147 | 98.5537 | 0.842% | +0.653% | +0.00549% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 97.5938 | 98.2218 | 0.839% | +0.644% | +0.00540% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 96.4767 | 97.8232 | 0.830% | +1.396% | +0.01158% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 99.3139 | 99.4340 | 0.827% | +0.121% | +0.00100% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 95.1276 | 96.5266 | 0.818% | +1.471% | +0.01203% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 94.9620 | 96.2985 | 0.817% | +1.407% | +0.01149% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 94.7120 | 96.0798 | 0.814% | +1.444% | +0.01176% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 93.7419 | 94.9959 | 0.805% | +1.338% | +0.01077% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 100.8990 | 101.6818 | 0.792% | +0.776% | +0.00614% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 91.3508 | 92.5123 | 0.787% | +1.271% | +0.01000% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 91.2503 | 92.3805 | 0.785% | +1.239% | +0.00973% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 89.6830 | 90.8969 | 0.774% | +1.354% | +0.01047% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 101.3624 | 101.6039 | 0.759% | +0.238% | +0.00181% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 100.0751 | 100.9204 | 0.681% | +0.845% | +0.00575% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 95.9499 | 96.6214 | 0.674% | +0.700% | +0.00471% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 96.9836 | 97.6438 | 0.670% | +0.681% | +0.00456% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.5152 | 103.8056 | 0.644% | +0.281% | +0.00181% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 112.0043 | 115.3047 | 0.634% | +2.947% | +0.01868% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 108.8589 | 112.1181 | 0.620% | +2.994% | +0.01857% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 102.6714 | 102.8993 | 0.615% | +0.222% | +0.00136% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 105.2695 | 108.4774 | 0.603% | +3.047% | +0.01838% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 99.0342 | 99.7657 | 0.590% | +0.739% | +0.00436% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 99.9021 | 103.0275 | 0.573% | +3.128% | +0.01792% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 98.3785 | 101.4625 | 0.564% | +3.135% | +0.01768% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 98.3160 | 101.4313 | 0.564% | +3.169% | +0.01786% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 98.2535 | 101.3688 | 0.563% | +3.171% | +0.01785% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 98.6794 | 99.0896 | 0.553% | +0.416% | +0.00230% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 98.7384 | 99.1274 | 0.546% | +0.394% | +0.00215% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 96.4044 | 99.3534 | 0.546% | +3.059% | +0.01670% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 95.1737 | 98.2165 | 0.546% | +3.197% | +0.01744% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 98.0660 | 101.2750 | 0.522% | +3.272% | +0.01708% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 97.3660 | 100.5751 | 0.518% | +3.296% | +0.01708% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 102.8633 | 103.0399 | 0.513% | +0.172% | +0.00088% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 108.8277 | 112.0556 | 0.511% | +2.966% | +0.01515% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 95.6856 | 98.8222 | 0.509% | +3.278% | +0.01667% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 88.4092 | 91.2970 | 0.507% | +3.266% | +0.01656% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 93.1802 | 96.3068 | 0.496% | +3.355% | +0.01665% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 92.4814 | 95.5767 | 0.492% | +3.347% | +0.01648% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $59.33bn | – | $23.45bn | $35.88bn | 99.3866 | 99.5492 | 0.487% | +0.164% | +0.00080% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 100.0120 | 100.1827 | 0.478% | +0.171% | +0.00082% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 99.8196 | 100.4640 | 0.477% | +0.646% | +0.00308% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 99.5625 | 99.7133 | 0.475% | +0.151% | +0.00072% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 99.1443 | 99.3058 | 0.474% | +0.163% | +0.00077% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 99.1294 | 99.3200 | 0.474% | +0.192% | +0.00091% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 99.5506 | 99.7120 | 0.474% | +0.162% | +0.00077% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 99.0938 | 99.2445 | 0.473% | +0.152% | +0.00072% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 88.6383 | 91.5886 | 0.472% | +3.328% | +0.01570% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 98.6992 | 98.8712 | 0.472% | +0.174% | +0.00082% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.6131 | 98.8370 | 0.471% | +0.227% | +0.00107% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.5313 | 98.7445 | 0.471% | +0.216% | +0.00102% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 98.4908 | 98.6635 | 0.471% | +0.175% | +0.00082% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 100.6953 | 100.9056 | 0.471% | +0.209% | +0.00098% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 98.4776 | 98.7740 | 0.470% | +0.301% | +0.00142% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.4114 | 98.6354 | 0.470% | +0.228% | +0.00107% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 98.3438 | 98.5982 | 0.470% | +0.259% | +0.00122% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 98.2225 | 98.4246 | 0.469% | +0.206% | +0.00097% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.1939 | 98.3565 | 0.469% | +0.166% | +0.00078% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 88.0654 | 91.0157 | 0.469% | +3.350% | +0.01571% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 98.0742 | 98.3087 | 0.469% | +0.239% | +0.00112% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 97.8346 | 98.0698 | 0.467% | +0.240% | +0.00112% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 99.3489 | 99.5104 | 0.466% | +0.162% | +0.00076% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 97.5975 | 97.8308 | 0.466% | +0.239% | +0.00111% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 100.1473 | 100.3080 | 0.465% | +0.160% | +0.00075% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 97.1414 | 97.4078 | 0.464% | +0.274% | +0.00127% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 98.8778 | 99.5055 | 0.459% | +0.635% | +0.00291% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 98.2377 | 98.7105 | 0.456% | +0.481% | +0.00219% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 98.0017 | 98.4948 | 0.455% | +0.503% | +0.00229% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 97.8248 | 98.4537 | 0.454% | +0.643% | +0.00292% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 97.7205 | 98.2457 | 0.454% | +0.537% | +0.00244% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 97.5625 | 97.9832 | 0.453% | +0.431% | +0.00195% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 97.5252 | 97.9879 | 0.453% | +0.474% | +0.00215% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 97.4705 | 98.0886 | 0.452% | +0.634% | +0.00287% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 97.2863 | 97.7779 | 0.452% | +0.505% | +0.00228% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 97.1158 | 97.4760 | 0.451% | +0.371% | +0.00167% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 96.9940 | 97.5817 | 0.450% | +0.606% | +0.00273% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 96.9688 | 97.5144 | 0.450% | +0.563% | +0.00253% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 96.9282 | 97.2778 | 0.450% | +0.361% | +0.00162% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 96.8750 | 97.2033 | 0.450% | +0.339% | +0.00152% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 96.7276 | 97.3052 | 0.449% | +0.597% | +0.00268% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 103.5249 | 103.7427 | 0.447% | +0.210% | +0.00094% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 96.1906 | 96.4980 | 0.446% | +0.320% | +0.00143% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 95.9758 | 96.5748 | 0.446% | +0.624% | +0.00279% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 95.8866 | 96.3305 | 0.445% | +0.463% | +0.00206% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 95.7802 | 96.1828 | 0.445% | +0.420% | +0.00187% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 95.7544 | 96.3200 | 0.444% | +0.591% | +0.00262% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 95.6573 | 96.0594 | 0.444% | +0.420% | +0.00187% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 95.5589 | 95.9302 | 0.443% | +0.389% | +0.00172% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 83.2433 | 86.1110 | 0.443% | +3.445% | +0.01528% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 95.3156 | 95.7167 | 0.442% | +0.421% | +0.00186% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 102.0401 | 102.1967 | 0.437% | +0.153% | +0.00067% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 102.8526 | 103.2279 | 0.415% | +0.365% | +0.00152% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 99.9494 | 100.1108 | 0.414% | +0.162% | +0.00067% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 100.1521 | 103.1212 | 0.403% | +2.965% | +0.01194% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 97.9523 | 98.4251 | 0.402% | +0.483% | +0.00194% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 99.5700 | 100.5679 | 0.394% | +1.002% | +0.00395% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 99.4499 | 99.9004 | 0.394% | +0.453% | +0.00178% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 99.3052 | 99.7042 | 0.393% | +0.402% | +0.00158% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 98.7585 | 99.2412 | 0.391% | +0.489% | +0.00191% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 98.7310 | 99.1725 | 0.391% | +0.447% | +0.00175% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 98.3522 | 98.8974 | 0.389% | +0.554% | +0.00216% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 98.2242 | 98.6318 | 0.389% | +0.415% | +0.00161% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 98.0625 | 98.5244 | 0.388% | +0.471% | +0.00183% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 97.6290 | 98.1329 | 0.386% | +0.516% | +0.00199% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 97.5625 | 98.0869 | 0.386% | +0.537% | +0.00208% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 97.4808 | 97.9952 | 0.386% | +0.528% | +0.00204% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 102.1402 | 102.3056 | 0.386% | +0.162% | +0.00062% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 97.2412 | 97.7564 | 0.385% | +0.530% | +0.00204% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 97.2830 | 97.8707 | 0.385% | +0.604% | +0.00232% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 96.8485 | 97.3614 | 0.383% | +0.530% | +0.00203% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 96.8870 | 97.4952 | 0.383% | +0.628% | +0.00240% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 96.8176 | 97.3716 | 0.383% | +0.572% | +0.00219% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 99.9749 | 100.1522 | 0.382% | +0.177% | +0.00068% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 96.0889 | 96.5841 | 0.380% | +0.515% | +0.00196% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 124.9289 | 128.2056 | 0.380% | +2.623% | +0.00996% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $575.9m | $28.95bn | 95.9527 | 96.5616 | 0.379% | +0.635% | +0.00241% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.9287 | 99.1626 | 0.377% | +0.236% | +0.00089% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 98.2003 | 99.2131 | 0.375% | +1.031% | +0.00387% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 94.3990 | 97.2443 | 0.374% | +3.014% | +0.01128% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 97.6854 | 98.4907 | 0.373% | +0.824% | +0.00308% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 97.3990 | 98.2355 | 0.372% | +0.859% | +0.00320% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 97.3458 | 98.3073 | 0.372% | +0.988% | +0.00367% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 97.2936 | 98.1192 | 0.372% | +0.849% | +0.00316% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 97.2813 | 98.0443 | 0.372% | +0.784% | +0.00292% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 98.9688 | 99.3156 | 0.370% | +0.350% | +0.00130% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 96.8729 | 97.8344 | 0.370% | +0.993% | +0.00367% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 96.7936 | 97.7442 | 0.370% | +0.982% | +0.00363% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | $3.88bn | $28.00bn | 96.4745 | 97.2982 | 0.369% | +0.854% | +0.00315% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 96.3125 | 97.2630 | 0.368% | +0.987% | +0.00363% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | – | $3.82bn | $28.00bn | 96.2935 | 97.1100 | 0.368% | +0.848% | +0.00312% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 96.2640 | 97.1530 | 0.368% | +0.923% | +0.00340% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 96.0313 | 96.8781 | 0.367% | +0.882% | +0.00324% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 95.7690 | 96.6480 | 0.366% | +0.918% | +0.00336% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 99.1335 | 99.5224 | 0.366% | +0.392% | +0.00144% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 95.4182 | 96.0796 | 0.365% | +0.693% | +0.00253% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 100.0646 | 100.4323 | 0.364% | +0.368% | +0.00134% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 95.1875 | 95.8482 | 0.364% | +0.694% | +0.00253% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 94.7619 | 95.5171 | 0.362% | +0.797% | +0.00289% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 95.0326 | 95.6834 | 0.362% | +0.685% | +0.00248% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 94.5988 | 95.4966 | 0.362% | +0.949% | +0.00343% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 94.5353 | 95.1848 | 0.361% | +0.687% | +0.00248% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 93.6654 | 94.3693 | 0.358% | +0.752% | +0.00269% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 93.6054 | 94.3400 | 0.358% | +0.785% | +0.00281% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 93.1600 | 93.8933 | 0.356% | +0.787% | +0.00280% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 99.4120 | 99.6107 | 0.355% | +0.200% | +0.00071% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 92.7564 | 93.4815 | 0.355% | +0.782% | +0.00277% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 99.6915 | 99.8517 | 0.354% | +0.161% | +0.00057% |
| 9128283N8 | 1.875% | Dec 31, 2019 | $29.40bn | – | $3.40bn | $26.00bn | 99.6233 | 99.7735 | 0.354% | +0.151% | +0.00053% |
| 912828W97 | 1.250% | Mar 31, 2019 | $29.15bn | – | $3.15bn | $26.00bn | 99.6157 | 99.7466 | 0.354% | +0.131% | +0.00046% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | $1.41bn | $26.00bn | 99.5938 | 99.7332 | 0.353% | +0.140% | +0.00049% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 99.5870 | 99.8610 | 0.353% | +0.275% | +0.00097% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 99.2617 | 99.4025 | 0.352% | +0.142% | +0.00050% |
| 912828XS4 | 1.250% | May 31, 2019 | $29.13bn | – | $3.13bn | $26.00bn | 99.1875 | 99.3496 | 0.352% | +0.163% | +0.00058% |
| 912828XV7 | 1.250% | Jun 30, 2019 | $29.16bn | – | $3.16bn | $26.00bn | 98.9884 | 99.1511 | 0.351% | +0.164% | +0.00058% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | $2.64bn | $26.00bn | 98.9852 | 99.1266 | 0.351% | +0.143% | +0.00050% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | $814.9m | $26.00bn | 98.5971 | 98.7582 | 0.350% | +0.163% | +0.00057% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 100.3146 | 100.6813 | 0.347% | +0.366% | +0.00127% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 98.7242 | 99.0380 | 0.346% | +0.318% | +0.00110% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 99.2952 | 99.6217 | 0.341% | +0.329% | +0.00112% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 97.1374 | 97.6526 | 0.340% | +0.530% | +0.00181% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 127.4337 | 130.8142 | 0.329% | +2.653% | +0.00872% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 99.4059 | 98.8162 | 0.326% | +0.224% | +0.00073% |
| 912828P95 | 1.000% | Mar 15, 2019 | $24.00bn | – | – | $24.00bn | 99.3363 | 98.9783 | 0.325% | +0.143% | +0.00046% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 98.2500 | 98.4220 | 0.325% | +0.175% | +0.00057% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 99.0924 | 99.3776 | 0.325% | +0.288% | +0.00093% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 98.9852 | 99.2284 | 0.324% | +0.246% | +0.00080% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $28.54bn | – | $4.54bn | $24.00bn | 98.9501 | 100.2954 | 0.324% | +1.360% | +0.00441% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 98.9231 | 99.1178 | 0.324% | +0.197% | +0.00064% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 98.8771 | 99.0903 | 0.324% | +0.216% | +0.00070% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 98.8249 | 99.0589 | 0.324% | +0.237% | +0.00077% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 98.7558 | 98.8966 | 0.324% | +0.143% | +0.00046% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 98.7562 | 98.8888 | 0.324% | +0.134% | +0.00043% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 98.6741 | 98.9286 | 0.323% | +0.258% | +0.00083% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.6580 | 98.8719 | 0.323% | +0.217% | +0.00070% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 98.5459 | 98.7186 | 0.323% | +0.175% | +0.00057% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 98.5264 | 98.6899 | 0.323% | +0.166% | +0.00054% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.4389 | 98.6123 | 0.322% | +0.176% | +0.00057% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.4382 | 98.6514 | 0.322% | +0.217% | +0.00070% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.3724 | 98.0982 | 0.322% | +0.166% | +0.00053% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 98.3032 | 98.5071 | 0.322% | +0.207% | +0.00067% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.2303 | 98.3729 | 0.322% | +0.145% | +0.00047% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 98.2177 | 98.4316 | 0.322% | +0.218% | +0.00070% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 98.1968 | 97.7435 | 0.322% | +0.239% | +0.00077% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.1557 | 98.3096 | 0.322% | +0.157% | +0.00050% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 98.0268 | 98.2719 | 0.321% | +0.250% | +0.00080% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 97.9665 | 98.1516 | 0.321% | +0.189% | +0.00061% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 99.4375 | 99.6906 | 0.318% | +0.255% | +0.00081% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.8448 | 98.0599 | 0.318% | +0.220% | +0.00070% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 100.2999 | 100.5527 | 0.318% | +0.252% | +0.00080% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 122.1248 | 125.3191 | 0.313% | +2.616% | +0.00818% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 99.3165 | 99.5392 | 0.311% | +0.224% | +0.00070% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.4227 | 98.6266 | 0.309% | +0.207% | +0.00064% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 93.8251 | 96.6704 | 0.302% | +3.033% | +0.00916% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.1250 | 98.2984 | 0.295% | +0.177% | +0.00052% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.1865 | 98.3391 | 0.294% | +0.155% | +0.00046% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 95.8753 | 96.4430 | 0.292% | +0.592% | +0.00173% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 120.1820 | 123.3662 | 0.282% | +2.649% | +0.00747% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 99.8977 | 100.1195 | 0.277% | +0.222% | +0.00062% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.5426 | 98.7160 | 0.259% | +0.176% | +0.00046% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 97.9721 | 98.1957 | 0.259% | +0.228% | +0.00059% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 100.4021 | 103.3712 | 0.251% | +2.957% | +0.00743% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 112.9311 | 116.0228 | 0.251% | +2.738% | +0.00686% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 110.9575 | 114.1017 | 0.246% | +2.834% | +0.00697% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 122.4686 | 125.7878 | 0.245% | +2.710% | +0.00663% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 121.1428 | 123.8783 | 0.240% | +2.258% | +0.00542% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.0635 | 98.2782 | 0.237% | +0.219% | +0.00052% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 126.4579 | 128.5135 | 0.229% | +1.626% | +0.00372% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 121.9373 | 125.1628 | 0.223% | +2.645% | +0.00590% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 99.2483 | 99.4610 | 0.219% | +0.214% | +0.00047% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $19.02bn | – | $3.02bn | $16.00bn | 97.3660 | 100.6064 | 0.213% | +3.328% | +0.00708% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 99.0035 | 101.9000 | 0.209% | +2.926% | +0.00611% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 122.7365 | 126.0033 | 0.208% | +2.662% | +0.00554% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.2215 | 98.3940 | 0.203% | +0.176% | +0.00036% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 101.2276 | 104.1654 | 0.203% | +2.902% | +0.00588% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.2263 | 98.3902 | 0.194% | +0.167% | +0.00032% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.8241 | 98.9867 | 0.193% | +0.165% | +0.00032% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 119.7757 | 122.9599 | 0.190% | +2.658% | +0.00506% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 107.0416 | 110.0095 | 0.183% | +2.773% | +0.00509% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 129.1373 | 130.7529 | 0.166% | +1.251% | +0.00208% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.0000 | 99.1521 | 0.164% | +0.154% | +0.00025% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 99.9701 | 100.1521 | 0.156% | +0.182% | +0.00028% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 135.7989 | 137.8621 | 0.154% | +1.519% | +0.00233% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 121.5925 | 122.0459 | 0.153% | +0.373% | +0.00057% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 98.6032 | 98.7459 | 0.150% | +0.145% | +0.00022% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 122.9748 | 124.7079 | 0.140% | +1.409% | +0.00198% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 122.8258 | 123.9940 | 0.134% | +0.951% | +0.00128% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 123.4427 | 126.5532 | 0.129% | +2.520% | +0.00325% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 130.3391 | 133.4271 | 0.114% | +2.369% | +0.00271% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 120.2629 | 123.3009 | 0.112% | +2.526% | +0.00283% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 123.4940 | 125.2158 | 0.111% | +1.394% | +0.00154% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.3042 | 119.0237 | 0.110% | +0.608% | +0.00067% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 122.0468 | 123.7799 | 0.101% | +1.420% | +0.00144% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 129.9346 | 131.4240 | 0.090% | +1.146% | +0.00104% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 131.3931 | 133.2901 | 0.088% | +1.444% | +0.00128% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 125.3400 | 128.3142 | 0.085% | +2.373% | +0.00203% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 108.8767 | 108.9964 | 0.084% | +0.110% | +0.00009% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 115.5259 | 115.7581 | 0.081% | +0.201% | +0.00016% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 120.9631 | 121.6588 | 0.078% | +0.575% | +0.00045% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 131.0399 | 132.1407 | 0.076% | +0.840% | +0.00064% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 119.9054 | 120.4549 | 0.073% | +0.458% | +0.00033% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 129.2153 | 130.8510 | 0.069% | +1.266% | +0.00087% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 129.6361 | 131.0205 | 0.068% | +1.068% | +0.00073% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 127.5784 | 128.7541 | 0.068% | +0.922% | +0.00063% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 130.7949 | 131.9370 | 0.067% | +0.873% | +0.00058% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 130.1312 | 131.5994 | 0.062% | +1.128% | +0.00070% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 119.7229 | 120.1550 | 0.049% | +0.361% | +0.00018% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 115.8983 | 116.2167 | 0.048% | +0.275% | +0.00013% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 118.9080 | 119.2776 | 0.046% | +0.311% | +0.00014% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 112.3287 | 112.5097 | 0.044% | +0.161% | +0.00007% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 124.4515 | 125.0623 | 0.042% | +0.491% | +0.00021% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 116.5309 | 116.7319 | 0.036% | +0.172% | +0.00006% |
| Total | $7.41tn | 100.000% | +0.93934% | ||||||||
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.