Rebalance of April 30, 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
- -0.774945%
- Market value
- $7.43tn
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 -0.774945% against a published month return of -0.774945%, a difference of 3.7e-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 | 98.5321 | 97.5546 | 0.875% | -0.992% | -0.00868% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 98.1828 | 97.1630 | 0.872% | -1.039% | -0.00906% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 97.5578 | 96.4442 | 0.866% | -1.141% | -0.00989% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 100.0261 | 99.1221 | 0.865% | -0.904% | -0.00782% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 97.0425 | 95.9491 | 0.861% | -1.127% | -0.00971% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 95.8626 | 94.8206 | 0.851% | -1.087% | -0.00925% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 95.4563 | 94.3519 | 0.846% | -1.157% | -0.00979% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 98.5537 | 97.8040 | 0.835% | -0.761% | -0.00635% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 98.2218 | 97.4914 | 0.832% | -0.744% | -0.00619% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 97.8232 | 96.5956 | 0.829% | -1.255% | -0.01040% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 96.5266 | 95.2255 | 0.818% | -1.348% | -0.01103% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 96.2985 | 95.0599 | 0.816% | -1.286% | -0.01050% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 99.4340 | 98.6603 | 0.816% | -0.024% | -0.00019% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 96.0798 | 94.8099 | 0.814% | -1.322% | -0.01076% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 94.9959 | 93.8289 | 0.804% | -1.228% | -0.00988% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 101.6818 | 100.7999 | 0.786% | -0.867% | -0.00682% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 92.5123 | 91.3747 | 0.785% | -1.230% | -0.00966% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 92.3805 | 91.2742 | 0.784% | -1.198% | -0.00938% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 90.8969 | 89.7483 | 0.773% | -1.264% | -0.00977% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 101.6039 | 101.2735 | 0.750% | -0.325% | -0.00244% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 100.9204 | 100.0073 | 0.676% | -0.905% | -0.00612% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 96.6214 | 95.8698 | 0.669% | -0.778% | -0.00520% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 97.6438 | 96.8831 | 0.664% | -0.779% | -0.00518% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 115.3047 | 113.2300 | 0.643% | -1.799% | -0.01157% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.8056 | 103.4698 | 0.637% | -0.323% | -0.00206% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 112.1181 | 110.0948 | 0.630% | -1.805% | -0.01136% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 108.4774 | 106.4632 | 0.613% | -1.857% | -0.01137% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $49.54bn | – | $4.54bn | $45.00bn | 100.2954 | 98.9135 | 0.607% | -1.378% | -0.00837% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 102.8993 | 102.7510 | 0.607% | -0.144% | -0.00087% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 99.7657 | 98.9242 | 0.586% | -0.843% | -0.00494% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 103.0275 | 101.0849 | 0.582% | -1.885% | -0.01098% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 101.4625 | 99.5402 | 0.573% | -1.895% | -0.01086% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 101.4313 | 99.4777 | 0.573% | -1.926% | -0.01104% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 101.3688 | 99.4465 | 0.573% | -1.896% | -0.01086% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 98.2165 | 96.3456 | 0.555% | -1.905% | -0.01057% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.3534 | 97.5138 | 0.555% | -1.852% | -0.01027% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 99.0896 | 98.5789 | 0.547% | -0.515% | -0.00282% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 99.1274 | 98.6590 | 0.540% | -0.473% | -0.00255% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 101.2750 | 99.2902 | 0.531% | -1.960% | -0.01041% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 100.5751 | 98.5590 | 0.528% | -2.005% | -0.01058% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 112.0556 | 110.0323 | 0.518% | -1.806% | -0.00936% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 98.8222 | 96.8888 | 0.518% | -1.956% | -0.01013% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 91.2970 | 89.5180 | 0.516% | -1.949% | -0.01005% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 103.0399 | 102.9632 | 0.506% | -0.074% | -0.00038% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 96.3068 | 94.3311 | 0.505% | -2.051% | -0.01037% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 95.5767 | 93.6635 | 0.502% | -2.002% | -0.01004% |
| 912828ST8 | 1.250% | Apr 30, 2019 | $59.33bn | – | $23.45bn | $35.88bn | 99.5492 | 99.0034 | 0.481% | +0.080% | +0.00038% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 91.5886 | 89.7471 | 0.480% | -2.011% | -0.00966% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 91.0157 | 89.2055 | 0.478% | -1.989% | -0.00950% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 100.4640 | 99.6610 | 0.473% | -0.799% | -0.00378% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 100.1827 | 99.2420 | 0.472% | -0.066% | -0.00031% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 99.7133 | 99.7514 | 0.469% | +0.038% | +0.00018% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 99.3200 | 99.2738 | 0.468% | -0.047% | -0.00022% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 99.3058 | 99.1994 | 0.468% | -0.107% | -0.00050% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 99.7120 | 99.7619 | 0.468% | +0.050% | +0.00023% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 99.2445 | 99.1889 | 0.467% | -0.056% | -0.00026% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 98.8712 | 98.0540 | 0.466% | -0.131% | -0.00061% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.8370 | 98.6682 | 0.465% | -0.171% | -0.00080% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 98.7740 | 98.3974 | 0.465% | -0.381% | -0.00177% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.7445 | 98.5639 | 0.465% | -0.183% | -0.00085% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 100.9056 | 100.7001 | 0.465% | -0.204% | -0.00095% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 98.6635 | 97.8162 | 0.465% | -0.162% | -0.00075% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.6354 | 98.4040 | 0.464% | -0.235% | -0.00109% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 98.5982 | 98.2411 | 0.464% | -0.362% | -0.00168% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 98.4246 | 98.2629 | 0.463% | -0.164% | -0.00076% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.3565 | 98.2483 | 0.463% | -0.110% | -0.00051% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 98.3087 | 97.3352 | 0.463% | -0.291% | -0.00135% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 98.0698 | 97.0975 | 0.462% | -0.290% | -0.00134% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 97.8308 | 97.5754 | 0.461% | -0.261% | -0.00120% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 99.5104 | 99.4978 | 0.460% | -0.013% | -0.00006% |
| 912828C65 | 1.625% | Mar 31, 2019 | $35.00bn | – | $1.01bn | $33.99bn | 100.3080 | 99.5751 | 0.459% | +0.079% | +0.00036% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 97.4078 | 97.0606 | 0.459% | -0.356% | -0.00163% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 99.5055 | 98.7155 | 0.455% | -0.794% | -0.00361% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 86.1110 | 84.3412 | 0.452% | -2.055% | -0.00929% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 98.7105 | 98.1685 | 0.452% | -0.549% | -0.00248% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 98.4948 | 96.9713 | 0.451% | -0.595% | -0.00268% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 98.4537 | 96.7242 | 0.450% | -0.741% | -0.00334% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 98.2457 | 96.7238 | 0.449% | -0.595% | -0.00267% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 98.0886 | 96.4401 | 0.449% | -0.725% | -0.00325% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 97.9879 | 97.4349 | 0.448% | -0.564% | -0.00253% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 97.9832 | 97.4495 | 0.448% | -0.545% | -0.00244% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 97.7779 | 97.2221 | 0.447% | -0.568% | -0.00254% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 97.5817 | 96.9349 | 0.446% | -0.663% | -0.00296% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 97.5144 | 96.8870 | 0.446% | -0.643% | -0.00287% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 97.4760 | 96.3475 | 0.446% | -0.452% | -0.00202% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 97.3052 | 96.6787 | 0.445% | -0.644% | -0.00287% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 97.2778 | 96.2309 | 0.445% | -0.434% | -0.00193% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 97.2033 | 96.7929 | 0.445% | -0.422% | -0.00188% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 96.5748 | 95.8434 | 0.443% | -0.757% | -0.00335% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 96.4980 | 96.0958 | 0.441% | -0.417% | -0.00184% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 103.7427 | 103.5521 | 0.441% | -0.184% | -0.00081% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 96.3305 | 95.1596 | 0.441% | -0.567% | -0.00250% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 96.3200 | 95.6488 | 0.441% | -0.697% | -0.00307% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 96.1828 | 95.6885 | 0.440% | -0.514% | -0.00226% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 96.0594 | 95.0015 | 0.439% | -0.516% | -0.00227% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 95.9302 | 95.4359 | 0.439% | -0.515% | -0.00226% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 95.7167 | 95.2208 | 0.438% | -0.518% | -0.00227% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 102.1967 | 102.2541 | 0.431% | +0.056% | +0.00024% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 103.2279 | 102.7854 | 0.411% | -0.429% | -0.00176% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 103.1212 | 101.2412 | 0.409% | -1.823% | -0.00745% |
| 912828D23 | 1.625% | Apr 30, 2019 | $35.00bn | – | $4.67bn | $30.33bn | 100.1108 | 99.3482 | 0.409% | +0.050% | +0.00020% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 98.4251 | 97.8206 | 0.399% | -0.614% | -0.00245% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $32.02bn | – | $3.02bn | $29.00bn | 100.6064 | 98.5278 | 0.393% | -2.066% | -0.00811% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 100.5679 | 99.4946 | 0.392% | -1.067% | -0.00419% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 99.9004 | 98.2737 | 0.390% | -0.565% | -0.00220% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 99.7042 | 99.2156 | 0.389% | -0.490% | -0.00191% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 99.2412 | 98.6478 | 0.387% | -0.598% | -0.00232% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 99.1725 | 97.6617 | 0.387% | -0.515% | -0.00199% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 98.8974 | 98.2728 | 0.386% | -0.632% | -0.00244% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 98.6318 | 98.1182 | 0.385% | -0.521% | -0.00200% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 98.5244 | 97.9705 | 0.384% | -0.562% | -0.00216% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 128.2056 | 126.0207 | 0.384% | -1.704% | -0.00655% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 98.1329 | 97.4660 | 0.383% | -0.680% | -0.00260% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 98.0869 | 97.4392 | 0.383% | -0.660% | -0.00253% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 97.9952 | 96.4920 | 0.382% | -0.641% | -0.00245% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 97.8707 | 96.2238 | 0.382% | -0.725% | -0.00277% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 97.7564 | 96.2548 | 0.381% | -0.641% | -0.00244% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 102.3056 | 102.3135 | 0.381% | +0.008% | +0.00003% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 97.2443 | 95.4561 | 0.380% | -1.839% | -0.00699% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 97.3614 | 96.7636 | 0.380% | -0.614% | -0.00233% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 97.4952 | 95.8982 | 0.380% | -0.741% | -0.00281% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 97.3716 | 96.6909 | 0.379% | -0.699% | -0.00265% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 100.1522 | 100.0041 | 0.377% | -0.148% | -0.00056% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 100.0343 | 99.6158 | 0.377% | -0.418% | -0.00158% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 96.5841 | 95.9979 | 0.377% | -0.607% | -0.00229% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $575.9m | $28.95bn | 96.5616 | 95.8101 | 0.376% | -0.778% | -0.00293% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 99.2131 | 98.1528 | 0.374% | -1.069% | -0.00399% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 99.1626 | 98.0048 | 0.373% | -0.285% | -0.00106% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 98.4907 | 97.6271 | 0.371% | -0.877% | -0.00325% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 98.3073 | 96.1936 | 0.370% | -1.006% | -0.00372% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 98.2355 | 97.3719 | 0.370% | -0.879% | -0.00325% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 98.1192 | 96.1800 | 0.370% | -0.893% | -0.00330% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 98.0443 | 97.2311 | 0.369% | -0.829% | -0.00306% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 97.8344 | 96.7833 | 0.369% | -1.074% | -0.00396% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 97.7442 | 95.6800 | 0.368% | -1.025% | -0.00377% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | $3.88bn | $28.00bn | 97.2982 | 96.4205 | 0.367% | -0.902% | -0.00331% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 97.2630 | 96.2624 | 0.366% | -1.029% | -0.00377% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 99.3156 | 98.8664 | 0.366% | -0.452% | -0.00166% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 97.1530 | 96.2158 | 0.366% | -0.965% | -0.00353% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | – | $3.82bn | $28.00bn | 97.1100 | 95.2242 | 0.366% | -0.912% | -0.00334% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 96.8781 | 95.9602 | 0.365% | -0.948% | -0.00346% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 96.6480 | 95.7310 | 0.364% | -0.949% | -0.00345% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 99.5224 | 99.0540 | 0.362% | -0.471% | -0.00170% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 96.0796 | 94.5044 | 0.362% | -0.794% | -0.00287% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 95.8482 | 95.1161 | 0.361% | -0.764% | -0.00276% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 100.4323 | 98.8811 | 0.360% | -0.424% | -0.00153% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 95.5171 | 93.8794 | 0.360% | -0.864% | -0.00311% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 95.4966 | 94.5346 | 0.360% | -1.007% | -0.00362% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 95.6834 | 94.1583 | 0.359% | -0.810% | -0.00291% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 95.1848 | 94.4090 | 0.358% | -0.815% | -0.00292% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 94.3400 | 92.8040 | 0.355% | -0.899% | -0.00320% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 94.3693 | 93.5846 | 0.355% | -0.832% | -0.00296% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 93.8933 | 93.0754 | 0.354% | -0.871% | -0.00308% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 93.4815 | 92.6858 | 0.352% | -0.851% | -0.00300% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 99.6107 | 99.3893 | 0.350% | -0.222% | -0.00078% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 99.8610 | 99.4974 | 0.349% | -0.364% | -0.00127% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 99.8517 | 99.7160 | 0.349% | -0.136% | -0.00047% |
| 9128283N8 | 1.875% | Dec 31, 2019 | $29.40bn | – | $3.40bn | $26.00bn | 99.7735 | 99.6892 | 0.349% | -0.084% | -0.00029% |
| 912828W97 | 1.250% | Mar 31, 2019 | $29.15bn | – | $3.15bn | $26.00bn | 99.7466 | 99.1996 | 0.349% | +0.078% | +0.00027% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | $1.41bn | $26.00bn | 99.7332 | 99.6683 | 0.349% | -0.065% | -0.00023% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 99.4025 | 98.6790 | 0.348% | -0.036% | -0.00013% |
| 912828XS4 | 1.250% | May 31, 2019 | $29.13bn | – | $3.13bn | $26.00bn | 99.3496 | 99.3970 | 0.348% | +0.048% | +0.00017% |
| 912828XV7 | 1.250% | Jun 30, 2019 | $29.16bn | – | $3.16bn | $26.00bn | 99.1511 | 99.1991 | 0.347% | +0.048% | +0.00017% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | $2.64bn | $26.00bn | 99.1266 | 99.1231 | 0.347% | -0.003% | -0.00001% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | $814.9m | $26.00bn | 98.7582 | 98.7418 | 0.345% | -0.017% | -0.00006% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 100.6813 | 99.0968 | 0.343% | -0.456% | -0.00156% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 99.0380 | 98.6182 | 0.342% | -0.424% | -0.00145% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 97.6526 | 97.0261 | 0.337% | -0.642% | -0.00216% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 99.6217 | 99.2158 | 0.337% | -0.407% | -0.00137% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 130.8142 | 128.5779 | 0.333% | -1.710% | -0.00569% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 98.4220 | 98.2304 | 0.321% | -0.195% | -0.00062% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 99.3776 | 98.9919 | 0.321% | -0.388% | -0.00125% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 99.2284 | 98.8932 | 0.320% | -0.338% | -0.00108% |
| 912828Q52 | 0.875% | Apr 15, 2019 | $24.17bn | – | $168.9m | $24.00bn | 99.1178 | 98.7570 | 0.320% | +0.077% | +0.00025% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 99.0903 | 98.1593 | 0.320% | -0.183% | -0.00058% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 99.0589 | 98.7761 | 0.320% | -0.285% | -0.00091% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 98.9286 | 97.8210 | 0.319% | -0.298% | -0.00095% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 98.8966 | 98.8300 | 0.319% | -0.067% | -0.00022% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 98.8888 | 98.9349 | 0.319% | +0.047% | +0.00015% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.8719 | 98.6607 | 0.319% | -0.214% | -0.00068% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 98.8162 | 98.6450 | 0.319% | -0.173% | -0.00055% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 98.7186 | 98.5901 | 0.319% | -0.130% | -0.00041% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 98.6899 | 98.7356 | 0.319% | +0.046% | +0.00015% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.6514 | 98.4708 | 0.319% | -0.183% | -0.00058% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.6123 | 98.0125 | 0.318% | -0.101% | -0.00032% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 98.5071 | 98.3474 | 0.318% | -0.162% | -0.00052% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 98.4316 | 98.2205 | 0.318% | -0.215% | -0.00068% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.3729 | 98.3051 | 0.318% | -0.069% | -0.00022% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.3096 | 98.3446 | 0.317% | +0.036% | +0.00011% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 98.2719 | 97.9983 | 0.317% | -0.278% | -0.00088% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.1516 | 98.0929 | 0.317% | -0.060% | -0.00019% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.0982 | 98.0493 | 0.317% | -0.050% | -0.00016% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 125.3191 | 123.1746 | 0.316% | -1.711% | -0.00542% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 97.7435 | 97.4881 | 0.316% | -0.261% | -0.00082% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 99.6906 | 99.3664 | 0.315% | -0.325% | -0.00102% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.0599 | 97.3468 | 0.314% | -0.154% | -0.00048% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 100.5527 | 100.2001 | 0.314% | -0.351% | -0.00110% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 99.5392 | 99.3097 | 0.308% | -0.231% | -0.00071% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 96.6704 | 94.8510 | 0.307% | -1.882% | -0.00577% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.6266 | 98.4981 | 0.305% | -0.130% | -0.00040% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.2984 | 98.1988 | 0.291% | -0.101% | -0.00029% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.3391 | 98.2510 | 0.290% | -0.090% | -0.00026% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 96.4430 | 95.7429 | 0.290% | -0.726% | -0.00210% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 123.3662 | 121.2731 | 0.285% | -1.697% | -0.00484% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 100.1195 | 98.8256 | 0.274% | -0.294% | -0.00080% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.1957 | 98.0231 | 0.256% | -0.176% | -0.00045% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.7160 | 98.1472 | 0.256% | -0.070% | -0.00018% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 103.3712 | 101.4599 | 0.255% | -1.849% | -0.00471% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 116.0228 | 113.9903 | 0.254% | -1.752% | -0.00445% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 114.1017 | 112.0269 | 0.249% | -1.818% | -0.00453% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 125.7878 | 123.6121 | 0.248% | -1.730% | -0.00429% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 123.8783 | 121.7448 | 0.242% | -1.722% | -0.00417% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.2782 | 97.5640 | 0.234% | -0.154% | -0.00036% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 128.5135 | 126.6449 | 0.229% | -1.454% | -0.00334% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 125.1628 | 123.0496 | 0.225% | -1.688% | -0.00381% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 99.4610 | 99.2517 | 0.216% | -0.210% | -0.00045% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 101.9000 | 100.0402 | 0.212% | -1.825% | -0.00387% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 126.0033 | 123.8386 | 0.211% | -1.718% | -0.00362% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 104.1654 | 102.2854 | 0.205% | -1.805% | -0.00371% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.3940 | 98.3560 | 0.200% | -0.039% | -0.00008% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 122.9599 | 120.8356 | 0.192% | -1.728% | -0.00333% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.3902 | 98.3738 | 0.192% | -0.017% | -0.00003% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.9867 | 98.2846 | 0.191% | -0.078% | -0.00015% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 110.0095 | 108.0376 | 0.186% | -1.792% | -0.00333% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 130.7529 | 129.2319 | 0.166% | -1.163% | -0.00193% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.1521 | 99.1885 | 0.162% | +0.037% | +0.00006% |
| 912828SN1 | 1.500% | Mar 31, 2019 | $29.69bn | – | $18.22bn | $11.47bn | 100.1521 | 99.4395 | 0.154% | +0.037% | +0.00006% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 137.8621 | 135.9458 | 0.154% | -1.390% | -0.00214% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 122.0459 | 121.4719 | 0.151% | -0.470% | -0.00071% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 98.7459 | 98.8030 | 0.148% | +0.058% | +0.00009% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 124.7079 | 123.1095 | 0.140% | -1.282% | -0.00180% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 123.9940 | 122.7743 | 0.134% | -0.984% | -0.00132% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 126.5532 | 124.3572 | 0.130% | -1.735% | -0.00226% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 133.4271 | 131.2441 | 0.115% | -1.636% | -0.00189% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 123.3009 | 121.1252 | 0.113% | -1.765% | -0.00200% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 125.2158 | 123.6395 | 0.111% | -1.259% | -0.00139% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 119.0237 | 118.1386 | 0.109% | -0.744% | -0.00081% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 123.7799 | 122.2127 | 0.101% | -1.266% | -0.00128% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 131.4240 | 129.9049 | 0.090% | -1.156% | -0.00104% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 133.2901 | 131.5502 | 0.088% | -1.305% | -0.00115% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 128.3142 | 126.1404 | 0.086% | -1.694% | -0.00146% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 108.9964 | 108.9334 | 0.083% | -0.058% | -0.00005% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 115.7581 | 115.5316 | 0.080% | -0.196% | -0.00016% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 121.6588 | 120.8512 | 0.077% | -0.664% | -0.00051% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 132.1407 | 131.0224 | 0.075% | -0.846% | -0.00064% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 120.4549 | 119.7833 | 0.072% | -0.558% | -0.00040% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 130.8510 | 129.1958 | 0.069% | -1.265% | -0.00087% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 131.0205 | 129.5860 | 0.068% | -1.095% | -0.00074% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 128.7541 | 127.5806 | 0.068% | -0.911% | -0.00062% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 131.9370 | 130.7360 | 0.067% | -0.910% | -0.00061% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 131.5994 | 130.0601 | 0.062% | -1.170% | -0.00072% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 120.1550 | 119.6545 | 0.049% | -0.417% | -0.00020% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 116.2167 | 115.8191 | 0.047% | -0.342% | -0.00016% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 119.2776 | 118.8084 | 0.046% | -0.393% | -0.00018% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 112.5097 | 112.3235 | 0.043% | -0.165% | -0.00007% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 125.0623 | 124.2989 | 0.042% | -0.610% | -0.00025% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 116.7319 | 116.5366 | 0.036% | -0.167% | -0.00006% |
| Total | $7.45tn | 100.000% | -0.77495% | ||||||||
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.