Rebalance of May 31, 2018
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
- +0.848055%
- Market value
- $7.47tn
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 +0.848055% against a published month return of +0.848055%, a difference of 2.9e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 98.9135 | 99.9302 | 0.874% | +1.028% | +0.00899% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 97.5546 | 98.4767 | 0.862% | +0.945% | +0.00815% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 97.1630 | 96.9789 | 0.859% | +0.968% | +0.00832% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 99.1221 | 98.7092 | 0.853% | +0.845% | +0.00721% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 96.4442 | 96.3227 | 0.852% | +1.040% | +0.00887% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 95.9491 | 95.8482 | 0.848% | +1.002% | +0.00850% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 94.8206 | 95.7419 | 0.838% | +0.972% | +0.00814% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 94.3519 | 95.3356 | 0.832% | +1.043% | +0.00868% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 97.8040 | 98.5173 | 0.825% | +0.729% | +0.00601% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 97.4914 | 97.1930 | 0.822% | +0.720% | +0.00592% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 96.5956 | 96.3597 | 0.815% | +0.985% | +0.00803% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 98.6603 | 98.9429 | 0.806% | +0.286% | +0.00231% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 95.2255 | 95.1039 | 0.803% | +1.054% | +0.00846% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 95.0599 | 96.0338 | 0.802% | +1.025% | +0.00822% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 94.8099 | 95.7526 | 0.800% | +0.994% | +0.00795% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 93.8289 | 93.7486 | 0.791% | +0.980% | +0.00775% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 100.7999 | 100.2833 | 0.776% | +0.852% | +0.00661% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 91.3747 | 91.4813 | 0.772% | +1.006% | +0.00776% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 91.2742 | 92.1633 | 0.770% | +0.974% | +0.00751% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 89.7483 | 90.6580 | 0.760% | +1.014% | +0.00770% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 101.2735 | 100.4025 | 0.744% | +0.436% | +0.00324% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 100.0073 | 100.8677 | 0.667% | +0.860% | +0.00574% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 95.8698 | 95.7058 | 0.660% | +0.742% | +0.00490% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 96.8831 | 97.5856 | 0.656% | +0.725% | +0.00476% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.4698 | 103.9052 | 0.632% | +0.421% | +0.00266% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 113.2300 | 113.6107 | 0.629% | +1.992% | +0.01252% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 110.0948 | 112.3427 | 0.615% | +2.042% | +0.01256% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 102.7510 | 103.0927 | 0.603% | +0.333% | +0.00201% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 106.4632 | 107.0309 | 0.598% | +2.118% | +0.01267% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 98.9242 | 99.7320 | 0.578% | +0.817% | +0.00472% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 101.0849 | 103.2901 | 0.568% | +2.181% | +0.01240% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 99.5402 | 100.2323 | 0.560% | +2.202% | +0.01233% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 99.4777 | 100.2011 | 0.559% | +2.235% | +0.01250% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 99.4465 | 100.1698 | 0.559% | +2.236% | +0.01250% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 98.5278 | 100.8160 | 0.554% | +2.322% | +0.01287% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 96.3456 | 98.5294 | 0.542% | +2.267% | +0.01228% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 98.5789 | 98.0924 | 0.542% | +0.521% | +0.00282% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 97.5138 | 98.1016 | 0.542% | +2.077% | +0.01125% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 98.6590 | 99.1847 | 0.535% | +0.533% | +0.00285% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | – | $39.47bn | 99.7575 | 100.5204 | 0.527% | +0.765% | +0.00403% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 99.2902 | 100.0448 | 0.518% | +2.271% | +0.01177% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 98.5590 | 100.8472 | 0.515% | +2.322% | +0.01195% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 110.0323 | 112.2177 | 0.506% | +1.986% | +0.01006% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 96.8888 | 97.6641 | 0.505% | +2.284% | +0.01154% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 102.9632 | 101.5622 | 0.503% | +0.278% | +0.00140% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 89.5180 | 91.5758 | 0.503% | +2.299% | +0.01157% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 94.3311 | 95.1583 | 0.493% | +2.334% | +0.01150% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 93.6635 | 95.8365 | 0.489% | +2.320% | +0.01135% |
| 9128284J6 | 2.375% | Apr 30, 2020 | $36.08bn | – | – | $36.08bn | 99.7565 | 100.1128 | 0.482% | +0.357% | +0.00172% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 89.7471 | 90.6155 | 0.469% | +2.360% | +0.01106% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 99.6610 | 100.4446 | 0.467% | +0.786% | +0.00367% |
| 912828WL0 | 1.500% | May 31, 2019 | $35.01bn | – | $64.5m | $34.95bn | 99.7514 | 99.2541 | 0.467% | +0.253% | +0.00118% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 89.2055 | 91.3258 | 0.466% | +2.377% | +0.01107% |
| 912828WS5 | 1.625% | Jun 30, 2019 | $35.00bn | – | $150.0m | $34.85bn | 99.7619 | 99.9948 | 0.466% | +0.233% | +0.00109% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 99.2738 | 99.5357 | 0.465% | +0.264% | +0.00123% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 99.2420 | 99.5152 | 0.465% | +0.275% | +0.00128% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 99.1994 | 99.5261 | 0.465% | +0.329% | +0.00153% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 99.1889 | 98.7228 | 0.465% | +0.286% | +0.00133% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 98.8367 | 99.5797 | 0.463% | +0.752% | +0.00348% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.6682 | 99.0261 | 0.462% | +0.363% | +0.00168% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.5639 | 98.1916 | 0.462% | +0.383% | +0.00177% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 100.7001 | 101.1124 | 0.462% | +0.409% | +0.00189% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 98.3974 | 98.8286 | 0.461% | +0.438% | +0.00202% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.4040 | 98.7932 | 0.461% | +0.395% | +0.00182% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 98.2629 | 98.5975 | 0.461% | +0.340% | +0.00157% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.2483 | 98.5741 | 0.460% | +0.332% | +0.00153% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 98.2411 | 97.8794 | 0.460% | +0.459% | +0.00211% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 98.0540 | 98.3892 | 0.460% | +0.342% | +0.00157% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 97.8162 | 98.1821 | 0.458% | +0.374% | +0.00171% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 99.4978 | 99.7619 | 0.458% | +0.265% | +0.00122% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 97.5754 | 97.9725 | 0.457% | +0.407% | +0.00186% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 97.3352 | 97.7329 | 0.456% | +0.409% | +0.00186% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 97.0975 | 97.4946 | 0.455% | +0.409% | +0.00186% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 97.0606 | 97.5221 | 0.455% | +0.475% | +0.00216% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 98.7155 | 99.4814 | 0.449% | +0.776% | +0.00349% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 98.1685 | 98.7148 | 0.447% | +0.556% | +0.00249% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 97.4495 | 97.1298 | 0.444% | +0.570% | +0.00253% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 97.4349 | 98.0017 | 0.444% | +0.582% | +0.00258% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 97.2221 | 97.7863 | 0.443% | +0.580% | +0.00257% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 96.9713 | 97.5364 | 0.441% | +0.583% | +0.00257% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 96.9349 | 97.5642 | 0.441% | +0.649% | +0.00287% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 96.8870 | 96.6298 | 0.441% | +0.638% | +0.00281% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 84.3412 | 86.3776 | 0.441% | +2.415% | +0.01064% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 96.7929 | 96.5975 | 0.441% | +0.508% | +0.00224% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 96.7238 | 97.3193 | 0.440% | +0.616% | +0.00271% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 96.7242 | 97.4239 | 0.440% | +0.723% | +0.00319% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 96.6787 | 97.2973 | 0.440% | +0.640% | +0.00282% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 96.4401 | 97.1301 | 0.439% | +0.716% | +0.00314% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 96.3475 | 96.8383 | 0.439% | +0.509% | +0.00223% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 103.5521 | 102.1617 | 0.438% | +0.347% | +0.00152% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 96.2309 | 96.7117 | 0.438% | +0.500% | +0.00219% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 96.0958 | 96.5656 | 0.437% | +0.489% | +0.00214% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 95.8434 | 95.7001 | 0.437% | +0.698% | +0.00305% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | – | $32.70bn | 99.7891 | 100.7500 | 0.437% | +0.963% | +0.00421% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 95.6885 | 96.2224 | 0.436% | +0.558% | +0.00243% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 95.6488 | 96.2857 | 0.435% | +0.666% | +0.00290% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 95.4359 | 95.9698 | 0.434% | +0.559% | +0.00243% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 95.2208 | 95.7218 | 0.433% | +0.526% | +0.00228% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 95.1596 | 95.7024 | 0.433% | +0.570% | +0.00247% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 95.0015 | 95.5031 | 0.432% | +0.528% | +0.00228% |
| 912828KQ2 | 3.125% | May 15, 2019 | $64.41bn | – | $33.05bn | $31.37bn | 102.2541 | 100.9256 | 0.429% | +0.229% | +0.00098% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 102.7854 | 101.7381 | 0.407% | +0.501% | +0.00204% |
| 9128284C1 | 2.250% | Mar 31, 2020 | $35.28bn | – | $5.28bn | $30.00bn | 99.7218 | 100.0999 | 0.401% | +0.379% | +0.00152% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 101.2412 | 103.2901 | 0.399% | +2.024% | +0.00808% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $51.4m | $30.00bn | 99.3851 | 99.8362 | 0.399% | +0.454% | +0.00181% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 97.8206 | 98.3669 | 0.394% | +0.558% | +0.00220% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 99.4946 | 100.4762 | 0.386% | +0.987% | +0.00381% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 99.2156 | 99.7521 | 0.385% | +0.541% | +0.00208% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 98.6478 | 99.2048 | 0.383% | +0.565% | +0.00216% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.11bn | $29.00bn | 98.4411 | 99.4134 | 0.382% | +0.988% | +0.00378% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 98.2737 | 98.8287 | 0.382% | +0.565% | +0.00216% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 98.2728 | 98.8610 | 0.382% | +0.599% | +0.00228% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 98.1182 | 98.6617 | 0.381% | +0.554% | +0.00211% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 97.9705 | 97.5676 | 0.380% | +0.546% | +0.00208% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 97.6617 | 98.1739 | 0.379% | +0.524% | +0.00199% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 102.3135 | 102.5927 | 0.379% | +0.273% | +0.00103% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 97.4660 | 98.0748 | 0.378% | +0.625% | +0.00236% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 97.4392 | 97.0989 | 0.378% | +0.613% | +0.00232% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 96.7636 | 97.3173 | 0.376% | +0.572% | +0.00215% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 126.0207 | 128.1980 | 0.376% | +1.728% | +0.00649% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 96.6909 | 97.3176 | 0.375% | +0.648% | +0.00243% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 100.0041 | 100.3186 | 0.375% | +0.315% | +0.00118% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 96.4920 | 97.0777 | 0.375% | +0.607% | +0.00227% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 96.2548 | 96.8397 | 0.374% | +0.608% | +0.00227% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 99.6158 | 100.0659 | 0.373% | +0.452% | +0.00169% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 96.2238 | 96.8818 | 0.373% | +0.684% | +0.00255% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 95.9979 | 96.5639 | 0.373% | +0.590% | +0.00220% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 95.8982 | 96.5777 | 0.372% | +0.709% | +0.00263% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | – | $575.9m | $28.95bn | 95.8101 | 96.5537 | 0.371% | +0.776% | +0.00288% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 95.4561 | 96.0333 | 0.371% | +2.045% | +0.00759% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 98.1528 | 99.1481 | 0.368% | +1.014% | +0.00373% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.0048 | 98.4022 | 0.367% | +0.406% | +0.00149% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 97.6271 | 98.4448 | 0.366% | +0.838% | +0.00307% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 97.3719 | 98.1896 | 0.365% | +0.840% | +0.00307% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 97.2311 | 96.9433 | 0.365% | +0.797% | +0.00290% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 98.8664 | 98.3805 | 0.363% | +0.520% | +0.00189% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 96.7833 | 97.7573 | 0.363% | +1.006% | +0.00365% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | – | $3.88bn | $28.00bn | 96.4205 | 97.2558 | 0.361% | +0.866% | +0.00313% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 96.2624 | 96.1308 | 0.361% | +0.967% | +0.00349% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 96.2158 | 97.0853 | 0.361% | +0.904% | +0.00326% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 96.1936 | 97.1019 | 0.361% | +0.944% | +0.00341% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 96.1800 | 97.0162 | 0.361% | +0.869% | +0.00314% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 95.9602 | 95.8180 | 0.360% | +0.894% | +0.00322% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 95.7310 | 96.5898 | 0.359% | +0.897% | +0.00322% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 95.6800 | 96.6100 | 0.359% | +0.972% | +0.00349% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 99.0540 | 99.5798 | 0.359% | +0.531% | +0.00190% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | – | $3.82bn | $28.00bn | 95.2242 | 96.0802 | 0.357% | +0.899% | +0.00321% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | – | $7.14bn | $28.00bn | 95.1161 | 95.0044 | 0.357% | +0.737% | +0.00263% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 94.5346 | 95.4113 | 0.354% | +0.927% | +0.00329% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 94.5044 | 95.2351 | 0.354% | +0.773% | +0.00274% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | – | $9.43bn | $27.95bn | 94.4090 | 95.1603 | 0.353% | +0.796% | +0.00281% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 98.8811 | 99.3519 | 0.353% | +0.476% | +0.00168% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 93.8794 | 94.6413 | 0.352% | +0.812% | +0.00286% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 94.1583 | 94.9103 | 0.352% | +0.799% | +0.00281% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 93.5846 | 94.2961 | 0.351% | +0.760% | +0.00267% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 93.0754 | 93.8162 | 0.349% | +0.796% | +0.00278% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 92.8040 | 93.5767 | 0.348% | +0.833% | +0.00290% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 99.3893 | 99.7558 | 0.348% | +0.369% | +0.00128% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 92.6858 | 93.4178 | 0.347% | +0.790% | +0.00274% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 99.7160 | 100.0435 | 0.347% | +0.328% | +0.00114% |
| 9128283N8 | 1.875% | Dec 31, 2019 | $29.40bn | – | $3.40bn | $26.00bn | 99.6892 | 100.0060 | 0.347% | +0.318% | +0.00110% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | $1.41bn | $26.00bn | 99.6683 | 99.0985 | 0.347% | +0.306% | +0.00106% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 99.4974 | 99.9401 | 0.346% | +0.445% | +0.00154% |
| 912828XS4 | 1.250% | May 31, 2019 | $29.13bn | – | $3.13bn | $26.00bn | 99.3970 | 99.0347 | 0.346% | +0.264% | +0.00091% |
| 912828XV7 | 1.250% | Jun 30, 2019 | $29.16bn | – | $3.16bn | $26.00bn | 99.1991 | 99.4311 | 0.345% | +0.234% | +0.00081% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | $2.64bn | $26.00bn | 99.1231 | 99.3971 | 0.345% | +0.276% | +0.00095% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | $814.9m | $26.00bn | 98.7418 | 99.0034 | 0.344% | +0.265% | +0.00091% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 98.6790 | 98.9517 | 0.344% | +0.276% | +0.00095% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 98.6182 | 99.0992 | 0.339% | +0.488% | +0.00165% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 99.0968 | 99.5999 | 0.336% | +0.508% | +0.00171% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 99.2158 | 99.6790 | 0.334% | +0.467% | +0.00156% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 97.0261 | 96.7371 | 0.334% | +0.604% | +0.00201% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 128.5779 | 130.8596 | 0.325% | +1.775% | +0.00577% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 98.2304 | 97.9413 | 0.319% | +0.406% | +0.00129% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 98.9919 | 99.4444 | 0.318% | +0.457% | +0.00145% |
| 912828R44 | 0.875% | May 15, 2019 | $29.43bn | – | $5.43bn | $24.00bn | 98.9349 | 98.7592 | 0.318% | +0.265% | +0.00084% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 98.8932 | 99.3341 | 0.318% | +0.446% | +0.00142% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 98.8300 | 99.1346 | 0.318% | +0.308% | +0.00098% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 98.7761 | 98.2996 | 0.317% | +0.403% | +0.00128% |
| 912828R85 | 0.875% | Jun 15, 2019 | $24.00bn | – | – | $24.00bn | 98.7356 | 98.9663 | 0.317% | +0.234% | +0.00074% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.6607 | 98.2880 | 0.317% | +0.382% | +0.00121% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 98.6450 | 98.9694 | 0.317% | +0.329% | +0.00104% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 98.5901 | 98.9266 | 0.317% | +0.341% | +0.00108% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.4708 | 98.8486 | 0.316% | +0.384% | +0.00121% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 98.3474 | 98.6839 | 0.316% | +0.342% | +0.00108% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.3446 | 98.5963 | 0.316% | +0.256% | +0.00081% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.3051 | 98.1087 | 0.316% | +0.309% | +0.00098% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 98.2205 | 98.6302 | 0.316% | +0.417% | +0.00132% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 98.1593 | 98.5051 | 0.315% | +0.352% | +0.00111% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.0929 | 98.3446 | 0.315% | +0.257% | +0.00081% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.0493 | 98.3417 | 0.315% | +0.298% | +0.00094% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.0125 | 98.3159 | 0.315% | +0.310% | +0.00098% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 97.9983 | 98.3767 | 0.315% | +0.386% | +0.00122% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 97.8210 | 98.2399 | 0.314% | +0.428% | +0.00135% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 97.4881 | 97.8539 | 0.313% | +0.375% | +0.00118% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 99.3664 | 98.7867 | 0.312% | +0.423% | +0.00132% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 100.2001 | 100.6535 | 0.312% | +0.452% | +0.00141% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.3468 | 97.6603 | 0.311% | +0.322% | +0.00100% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 123.1746 | 123.1396 | 0.310% | +1.748% | +0.00541% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 99.3097 | 99.6998 | 0.305% | +0.393% | +0.00120% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.4981 | 98.8033 | 0.303% | +0.310% | +0.00094% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 94.8510 | 96.7740 | 0.300% | +2.027% | +0.00607% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.1988 | 98.0027 | 0.289% | +0.309% | +0.00090% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.2510 | 98.5349 | 0.288% | +0.289% | +0.00083% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 95.7429 | 96.3821 | 0.286% | +0.668% | +0.00191% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 121.2731 | 121.2588 | 0.279% | +1.740% | +0.00485% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 98.8256 | 99.2450 | 0.269% | +0.424% | +0.00114% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.0231 | 98.3471 | 0.254% | +0.331% | +0.00084% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.1472 | 98.4194 | 0.253% | +0.277% | +0.00070% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 101.4599 | 103.4151 | 0.249% | +1.927% | +0.00480% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 113.9903 | 116.0409 | 0.248% | +1.799% | +0.00446% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 112.0269 | 114.0981 | 0.244% | +1.849% | +0.00450% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 123.6121 | 123.5771 | 0.242% | +1.741% | +0.00422% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 121.7448 | 123.6302 | 0.237% | +1.549% | +0.00366% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 97.5640 | 97.8781 | 0.231% | +0.322% | +0.00074% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 126.6449 | 128.1676 | 0.225% | +1.202% | +0.00271% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 123.0496 | 122.9521 | 0.221% | +1.699% | +0.00375% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 99.2517 | 99.6310 | 0.214% | +0.382% | +0.00082% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 100.0402 | 100.5136 | 0.207% | +1.973% | +0.00408% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 123.8386 | 125.8802 | 0.206% | +1.649% | +0.00340% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 102.2854 | 102.6756 | 0.201% | +1.909% | +0.00383% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.3560 | 98.6277 | 0.199% | +0.276% | +0.00055% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.3738 | 98.6675 | 0.191% | +0.299% | +0.00057% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.2846 | 98.5774 | 0.189% | +0.298% | +0.00056% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 120.8356 | 120.7276 | 0.188% | +1.669% | +0.00314% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 108.0376 | 109.8374 | 0.182% | +1.666% | +0.00303% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 129.2319 | 127.3767 | 0.163% | +0.934% | +0.00152% |
| 912828SX9 | 1.125% | May 31, 2019 | $29.00bn | – | $16.86bn | $12.14bn | 99.1885 | 98.8781 | 0.161% | +0.254% | +0.00041% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 135.9458 | 134.3825 | 0.151% | +1.149% | +0.00173% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 121.4719 | 118.0883 | 0.150% | +0.507% | +0.00076% |
| 912828TC4 | 1.000% | Jun 30, 2019 | $29.30bn | – | $18.15bn | $11.14bn | 98.8030 | 99.0449 | 0.147% | +0.245% | +0.00036% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 123.1095 | 121.7738 | 0.138% | +1.047% | +0.00144% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 122.7743 | 123.8194 | 0.132% | +0.851% | +0.00112% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 124.3572 | 124.0829 | 0.127% | +1.589% | +0.00203% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 131.2441 | 130.7935 | 0.113% | +1.561% | +0.00176% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 121.1252 | 123.0936 | 0.111% | +1.625% | +0.00180% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 123.6395 | 124.9230 | 0.109% | +1.038% | +0.00113% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.1386 | 119.0176 | 0.107% | +0.744% | +0.00080% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 122.2127 | 123.5060 | 0.100% | +1.058% | +0.00105% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 129.9049 | 127.8628 | 0.089% | +0.930% | +0.00082% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 131.5502 | 132.9498 | 0.087% | +1.064% | +0.00092% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 126.1404 | 128.1721 | 0.084% | +1.611% | +0.00136% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 108.9334 | 109.2541 | 0.083% | +0.294% | +0.00024% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 115.5316 | 115.9372 | 0.079% | +0.351% | +0.00028% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 120.8512 | 121.6488 | 0.076% | +0.660% | +0.00050% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 131.0224 | 128.1902 | 0.074% | +0.700% | +0.00052% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 119.7833 | 120.4042 | 0.071% | +0.518% | +0.00037% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 129.1958 | 130.4605 | 0.068% | +0.979% | +0.00066% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 129.5860 | 130.7890 | 0.067% | +0.928% | +0.00062% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 127.5806 | 128.5444 | 0.067% | +0.755% | +0.00050% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 130.7360 | 131.7640 | 0.066% | +0.786% | +0.00052% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 130.0601 | 131.2212 | 0.061% | +0.893% | +0.00054% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 119.6545 | 116.0941 | 0.048% | +0.420% | +0.00020% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 115.8191 | 116.2434 | 0.047% | +0.366% | +0.00017% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 118.8084 | 119.3791 | 0.045% | +0.480% | +0.00022% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 112.3235 | 112.6765 | 0.043% | +0.314% | +0.00013% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 124.2989 | 121.1022 | 0.041% | +0.495% | +0.00020% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 116.5366 | 112.5292 | 0.035% | +0.315% | +0.00011% |
| Total | $7.56tn | 100.000% | +0.84806% | ||||||||
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.