Rebalance of July 31, 2018
US Treasury Index constituents
Every one of the 256 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
- 256
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.415045%
- Market value
- $7.52tn
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 -0.415045% against a published month return of -0.415045%, a difference of 6.7e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 100.1657 | 99.5186 | 0.880% | -0.646% | -0.00568% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 98.4926 | 98.1894 | 0.865% | -0.308% | -0.00266% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 97.0435 | 96.6957 | 0.852% | -0.358% | -0.00305% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 96.4497 | 96.0082 | 0.847% | -0.458% | -0.00388% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 98.7323 | 98.4674 | 0.844% | -0.268% | -0.00227% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 95.9334 | 95.5442 | 0.842% | -0.406% | -0.00342% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 95.8507 | 95.4539 | 0.842% | -0.414% | -0.00348% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 95.4757 | 95.0477 | 0.837% | -0.448% | -0.00375% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 97.4803 | 97.2785 | 0.817% | -0.207% | -0.00169% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 97.2061 | 96.9950 | 0.815% | -0.217% | -0.00177% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 96.5910 | 96.0659 | 0.810% | -0.544% | -0.00440% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 96.2890 | 95.7567 | 0.807% | -0.553% | -0.00446% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 96.0078 | 95.4442 | 0.805% | -0.587% | -0.00472% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 99.0068 | 99.0978 | 0.804% | +0.092% | +0.00074% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 95.3560 | 94.7269 | 0.799% | -0.660% | -0.00527% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 93.9796 | 93.4552 | 0.787% | -0.558% | -0.00439% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 92.3337 | 91.9059 | 0.774% | -0.463% | -0.00359% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 91.6807 | 91.2194 | 0.769% | -0.503% | -0.00387% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 100.2962 | 100.0516 | 0.767% | -0.244% | -0.00187% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 90.8489 | 90.3795 | 0.764% | -0.517% | -0.00395% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 100.4361 | 100.3689 | 0.733% | -0.067% | -0.00049% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 100.8845 | 100.6124 | 0.669% | -0.270% | -0.00180% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 97.6007 | 97.3914 | 0.657% | -0.214% | -0.00141% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 95.7283 | 95.5272 | 0.655% | -0.210% | -0.00138% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 114.3329 | 112.6073 | 0.631% | -1.509% | -0.00952% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.9031 | 103.8286 | 0.630% | -0.072% | -0.00045% |
| 9128284N7 | 2.875% | May 15, 2028 | $53.03bn | – | $6.03bn | $47.00bn | 100.5938 | 99.9219 | 0.629% | -0.668% | -0.00420% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 113.0906 | 111.3598 | 0.628% | -1.530% | -0.00961% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 103.1219 | 103.1723 | 0.602% | +0.049% | +0.00029% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 107.7215 | 106.0279 | 0.602% | -1.572% | -0.00946% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 103.9952 | 102.3166 | 0.581% | -1.614% | -0.00938% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 99.7586 | 99.5283 | 0.579% | -0.231% | -0.00134% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 101.6354 | 99.8840 | 0.568% | -1.723% | -0.00979% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 100.9226 | 99.2609 | 0.564% | -1.646% | -0.00929% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 100.9226 | 99.2609 | 0.564% | -1.646% | -0.00928% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 100.9226 | 99.2296 | 0.564% | -1.677% | -0.00946% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 99.2443 | 97.6076 | 0.555% | -1.649% | -0.00915% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 98.7500 | 97.1406 | 0.545% | -1.630% | -0.00888% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 98.1359 | 97.9552 | 0.536% | -0.184% | -0.00099% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 99.2417 | 99.1053 | 0.535% | -0.137% | -0.00074% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 101.6354 | 99.9465 | 0.527% | -1.662% | -0.00876% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 100.8601 | 99.1359 | 0.523% | -1.709% | -0.00895% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 112.9656 | 111.2348 | 0.517% | -1.532% | -0.00792% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 92.2586 | 90.6846 | 0.516% | -1.706% | -0.00880% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 98.4375 | 96.7344 | 0.510% | -1.730% | -0.00882% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 96.6345 | 94.9561 | 0.501% | -1.737% | -0.00871% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 95.9212 | 94.2391 | 0.498% | -1.754% | -0.00873% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 101.6590 | 101.7466 | 0.494% | +0.086% | +0.00043% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.25bn | $36.00bn | 100.3342 | 100.0596 | 0.481% | -0.274% | -0.00132% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 92.0086 | 90.4346 | 0.477% | -1.711% | -0.00817% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 91.3261 | 89.7486 | 0.474% | -1.727% | -0.00818% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.47bn | $35.00bn | 100.5333 | 100.2887 | 0.468% | -0.243% | -0.00114% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 100.4470 | 100.2235 | 0.468% | -0.223% | -0.00104% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 99.6413 | 99.7425 | 0.464% | +0.102% | +0.00047% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 99.6040 | 99.3714 | 0.464% | -0.234% | -0.00108% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 99.6009 | 99.7131 | 0.464% | +0.113% | +0.00052% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 101.0872 | 101.1172 | 0.460% | +0.030% | +0.00014% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.8073 | 97.9732 | 0.460% | -0.022% | -0.00010% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 98.7874 | 98.8791 | 0.460% | +0.093% | +0.00043% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 98.7588 | 98.8288 | 0.460% | +0.071% | +0.00033% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.6186 | 98.0346 | 0.459% | +0.042% | +0.00019% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 98.5883 | 98.6692 | 0.459% | +0.082% | +0.00038% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 98.3806 | 98.4308 | 0.458% | +0.051% | +0.00023% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.2276 | 98.2038 | 0.457% | -0.024% | -0.00011% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.1936 | 98.1916 | 0.457% | -0.002% | -0.00001% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 98.1729 | 98.1912 | 0.457% | +0.019% | +0.00009% |
| 912828WW6 | 1.625% | Jul 31, 2019 | $35.01bn | – | $623.4m | $34.39bn | 99.8386 | 99.1919 | 0.457% | +0.166% | +0.00076% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 97.9783 | 97.8709 | 0.456% | -0.110% | -0.00050% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 97.9633 | 97.9504 | 0.456% | -0.013% | -0.00006% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 97.8921 | 97.8378 | 0.456% | -0.055% | -0.00025% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 97.7556 | 97.7121 | 0.455% | -0.045% | -0.00020% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 97.5166 | 97.4412 | 0.454% | -0.077% | -0.00035% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 97.5148 | 96.7537 | 0.454% | -0.075% | -0.00034% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 87.1015 | 85.5067 | 0.452% | -1.831% | -0.00828% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 99.4660 | 98.1002 | 0.450% | -0.179% | -0.00081% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 98.0373 | 96.9426 | 0.443% | -0.160% | -0.00071% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 97.8193 | 97.6596 | 0.442% | -0.163% | -0.00072% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 97.7609 | 97.6114 | 0.442% | -0.153% | -0.00068% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 97.5702 | 97.4114 | 0.441% | -0.163% | -0.00072% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 97.5685 | 96.4738 | 0.441% | -0.161% | -0.00071% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 97.4049 | 97.2242 | 0.441% | -0.186% | -0.00082% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 97.3210 | 97.1613 | 0.440% | -0.164% | -0.00072% |
| 9128284Q0 | 2.500% | May 31, 2020 | $38.73bn | – | $5.73bn | $33.00bn | 100.1561 | 100.1422 | 0.440% | -0.014% | -0.00006% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 97.1843 | 97.0152 | 0.440% | -0.174% | -0.00076% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 97.1327 | 96.9426 | 0.439% | -0.196% | -0.00086% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 96.8604 | 96.7225 | 0.438% | -0.142% | -0.00062% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 96.7239 | 96.6076 | 0.438% | -0.120% | -0.00053% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 96.6530 | 96.4839 | 0.437% | -0.175% | -0.00076% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 96.6202 | 96.4829 | 0.437% | -0.142% | -0.00062% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 96.5666 | 96.4708 | 0.437% | -0.099% | -0.00043% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 96.4158 | 96.2459 | 0.436% | -0.176% | -0.00077% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 96.2976 | 96.1175 | 0.436% | -0.187% | -0.00081% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 96.0349 | 95.3156 | 0.434% | -0.163% | -0.00071% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 95.7120 | 95.5007 | 0.434% | -0.221% | -0.00096% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 95.7853 | 95.6270 | 0.433% | -0.165% | -0.00072% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 95.7452 | 95.5971 | 0.433% | -0.155% | -0.00067% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 95.6936 | 95.5353 | 0.433% | -0.165% | -0.00072% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 95.5359 | 95.4093 | 0.432% | -0.132% | -0.00057% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 102.1753 | 102.1793 | 0.430% | +0.004% | +0.00002% |
| 912810SC3 | 3.125% | May 15, 2048 | $35.10bn | – | $4.10bn | $31.00bn | 103.3764 | 101.5999 | 0.426% | -1.718% | -0.00733% |
| 9128284J6 | 2.375% | Apr 30, 2020 | $36.08bn | – | $4.08bn | $32.00bn | 100.1253 | 100.1315 | 0.426% | +0.006% | +0.00003% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 100.1219 | 99.9621 | 0.426% | -0.160% | -0.00068% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 100.3424 | 100.1814 | 0.414% | -0.160% | -0.00066% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 103.9327 | 102.3166 | 0.407% | -1.555% | -0.00633% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.21bn | $30.00bn | 100.6264 | 100.2058 | 0.402% | -0.418% | -0.00168% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 101.7826 | 101.6311 | 0.400% | -0.149% | -0.00060% |
| 9128284C1 | 2.250% | Mar 31, 2020 | $35.28bn | – | $5.28bn | $30.00bn | 100.1030 | 100.1311 | 0.400% | +0.028% | +0.00011% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $51.4m | $30.00bn | 99.8499 | 99.7321 | 0.399% | -0.118% | -0.00047% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 98.4132 | 98.2352 | 0.394% | -0.181% | -0.00071% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.70bn | $29.00bn | 100.8672 | 100.4453 | 0.389% | -0.418% | -0.00163% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 100.5516 | 100.1821 | 0.388% | -0.368% | -0.00143% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 99.7885 | 98.5374 | 0.385% | -0.126% | -0.00049% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.11bn | $29.00bn | 99.5108 | 99.1009 | 0.384% | -0.412% | -0.00158% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 98.9150 | 98.7454 | 0.382% | -0.171% | -0.00065% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 128.7816 | 127.0086 | 0.382% | -1.377% | -0.00525% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 98.7052 | 98.5557 | 0.381% | -0.151% | -0.00058% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 98.2486 | 98.0992 | 0.379% | -0.152% | -0.00058% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 98.1990 | 98.0285 | 0.379% | -0.174% | -0.00066% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 98.0898 | 96.9429 | 0.378% | -0.150% | -0.00057% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 102.6844 | 102.8286 | 0.378% | +0.140% | +0.00053% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 97.8240 | 97.6848 | 0.377% | -0.142% | -0.00054% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 97.6014 | 97.4426 | 0.377% | -0.163% | -0.00061% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 97.3397 | 97.2011 | 0.376% | -0.142% | -0.00053% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 97.3505 | 97.1596 | 0.375% | -0.196% | -0.00074% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 97.1327 | 96.9426 | 0.375% | -0.196% | -0.00073% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 97.1009 | 96.9319 | 0.375% | -0.174% | -0.00065% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 96.8621 | 96.6923 | 0.374% | -0.175% | -0.00066% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 100.3207 | 100.3791 | 0.374% | +0.058% | +0.00022% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 96.8835 | 96.6926 | 0.374% | -0.197% | -0.00074% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 96.6399 | 95.0516 | 0.373% | -1.644% | -0.00614% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 100.0785 | 99.9596 | 0.373% | -0.119% | -0.00044% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 96.5986 | 95.7228 | 0.373% | -0.130% | -0.00049% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 96.6009 | 96.4006 | 0.372% | -0.207% | -0.00077% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 96.5161 | 95.4735 | 0.372% | -0.174% | -0.00065% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 99.2060 | 97.5693 | 0.370% | -0.390% | -0.00144% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 98.2260 | 96.8499 | 0.366% | -0.256% | -0.00094% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.4246 | 98.3485 | 0.366% | -0.077% | -0.00028% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 97.3560 | 97.1019 | 0.363% | -0.261% | -0.00095% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.88bn | $28.00bn | 97.2785 | 97.0143 | 0.362% | -0.272% | -0.00098% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 97.1664 | 96.8186 | 0.362% | -0.358% | -0.00130% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 97.1423 | 95.7870 | 0.362% | -0.301% | -0.00109% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 97.0400 | 96.7766 | 0.362% | -0.271% | -0.00098% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 96.9670 | 96.7037 | 0.361% | -0.272% | -0.00098% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 96.6997 | 96.3519 | 0.360% | -0.360% | -0.00130% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 96.6650 | 96.3391 | 0.360% | -0.337% | -0.00121% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 98.4249 | 98.3075 | 0.359% | -0.119% | -0.00043% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 96.1858 | 95.8600 | 0.358% | -0.339% | -0.00121% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 96.0924 | 95.8179 | 0.358% | -0.286% | -0.00102% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 95.8624 | 95.5888 | 0.357% | -0.285% | -0.00102% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 95.6359 | 95.3302 | 0.356% | -0.320% | -0.00114% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 95.4755 | 95.1596 | 0.356% | -0.331% | -0.00118% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 95.2469 | 95.0357 | 0.355% | -0.222% | -0.00079% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 98.5740 | 98.4348 | 0.355% | -0.141% | -0.00050% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 95.0483 | 94.8065 | 0.354% | -0.254% | -0.00090% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 95.1304 | 94.9402 | 0.354% | -0.200% | -0.00071% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 99.3852 | 99.2561 | 0.353% | -0.130% | -0.00046% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 94.6532 | 94.4107 | 0.353% | -0.256% | -0.00090% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 94.9124 | 94.6916 | 0.352% | -0.233% | -0.00082% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 93.8383 | 93.6067 | 0.350% | -0.247% | -0.00086% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 93.5994 | 93.3683 | 0.349% | -0.247% | -0.00086% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 93.6325 | 93.4008 | 0.349% | -0.247% | -0.00086% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 93.4311 | 92.5971 | 0.348% | -0.224% | -0.00078% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 99.8098 | 99.7643 | 0.347% | -0.046% | -0.00016% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 100.0898 | 99.1304 | 0.346% | +0.041% | +0.00014% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 99.9453 | 99.8192 | 0.346% | -0.126% | -0.00044% |
| 9128282K5 | 1.375% | Jul 31, 2019 | $28.64bn | – | $2.64bn | $26.00bn | 99.4836 | 98.9412 | 0.344% | +0.146% | +0.00050% |
| 9128283N8 | 1.875% | Dec 31, 2019 | $29.40bn | – | $3.40bn | $26.00bn | 99.1352 | 99.1943 | 0.343% | +0.060% | +0.00020% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | $1.41bn | $26.00bn | 99.1218 | 99.2339 | 0.343% | +0.113% | +0.00039% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | $814.9m | $26.00bn | 99.0774 | 99.2106 | 0.343% | +0.134% | +0.00046% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 99.0369 | 99.1496 | 0.343% | +0.114% | +0.00039% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 99.1114 | 98.9932 | 0.339% | -0.119% | -0.00040% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 99.6030 | 99.4749 | 0.335% | -0.129% | -0.00043% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 99.7048 | 98.5370 | 0.333% | -0.106% | -0.00035% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 131.5164 | 129.6913 | 0.331% | -1.388% | -0.00459% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 96.7595 | 96.5897 | 0.330% | -0.176% | -0.00058% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 99.4594 | 98.3736 | 0.318% | -0.086% | -0.00027% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 98.9813 | 99.0200 | 0.316% | +0.039% | +0.00012% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 98.9506 | 98.3448 | 0.316% | +0.083% | +0.00026% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 97.9327 | 97.9517 | 0.316% | +0.019% | +0.00006% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 98.7391 | 98.7906 | 0.315% | +0.052% | +0.00016% |
| 912828S43 | 0.750% | Jul 15, 2019 | $25.56bn | – | $1.56bn | $24.00bn | 98.6918 | 98.4409 | 0.315% | +0.126% | +0.00040% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 98.6336 | 97.8505 | 0.315% | -0.034% | -0.00011% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 98.5384 | 98.5364 | 0.315% | -0.002% | -0.00001% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 98.5014 | 98.5828 | 0.315% | +0.083% | +0.00026% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.4713 | 98.5960 | 0.314% | +0.127% | +0.00040% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.4154 | 98.5493 | 0.314% | +0.136% | +0.00043% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 98.3996 | 98.3033 | 0.314% | -0.098% | -0.00031% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 98.3802 | 98.3795 | 0.314% | -0.001% | -0.00000% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.3694 | 98.4826 | 0.314% | +0.115% | +0.00036% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 98.3220 | 98.2459 | 0.314% | -0.077% | -0.00024% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.3207 | 98.3179 | 0.314% | -0.003% | -0.00001% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 98.2213 | 98.1670 | 0.314% | -0.055% | -0.00017% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.1617 | 98.2745 | 0.313% | +0.115% | +0.00036% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.1009 | 98.0989 | 0.313% | -0.002% | -0.00001% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 97.8760 | 97.8319 | 0.313% | -0.045% | -0.00014% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.6926 | 97.7218 | 0.310% | +0.030% | +0.00009% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 123.7269 | 121.9898 | 0.309% | -1.404% | -0.00434% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 98.7999 | 98.7138 | 0.308% | -0.087% | -0.00027% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 99.4817 | 99.3940 | 0.308% | -0.088% | -0.00027% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 97.3532 | 95.8311 | 0.305% | -1.563% | -0.00478% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 99.7148 | 98.6929 | 0.305% | -0.022% | -0.00007% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.8586 | 98.2225 | 0.302% | +0.052% | +0.00016% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.0562 | 98.1381 | 0.287% | +0.084% | +0.00024% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 96.3650 | 96.2184 | 0.286% | -0.152% | -0.00044% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.0061 | 98.0978 | 0.286% | +0.094% | +0.00027% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 121.8981 | 120.1821 | 0.279% | -1.408% | -0.00392% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 99.2582 | 99.2034 | 0.269% | -0.055% | -0.00015% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 104.0264 | 102.4416 | 0.254% | -1.523% | -0.00386% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.3587 | 98.4293 | 0.253% | +0.072% | +0.00018% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 116.6540 | 114.9439 | 0.252% | -1.466% | -0.00370% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.5041 | 98.6173 | 0.252% | +0.115% | +0.00029% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 114.7317 | 113.0425 | 0.248% | -1.472% | -0.00365% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 124.2269 | 122.4586 | 0.242% | -1.423% | -0.00344% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 124.0780 | 122.5760 | 0.240% | -1.211% | -0.00290% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 97.9109 | 97.9406 | 0.231% | +0.030% | +0.00007% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 128.4092 | 127.3859 | 0.227% | -0.797% | -0.00181% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 123.5082 | 121.7398 | 0.220% | -1.432% | -0.00315% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 98.7289 | 98.6943 | 0.212% | -0.035% | -0.00007% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 126.4843 | 124.6697 | 0.209% | -1.435% | -0.00300% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 101.1101 | 99.5109 | 0.208% | -1.582% | -0.00329% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 103.2514 | 101.6624 | 0.201% | -1.539% | -0.00310% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.7120 | 98.8247 | 0.199% | +0.114% | +0.00023% |
| 912828TH3 | 0.875% | Jul 31, 2019 | $29.00bn | – | $14.52bn | $14.48bn | 98.7424 | 98.4399 | 0.190% | +0.137% | +0.00026% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.6515 | 98.7534 | 0.188% | +0.103% | +0.00019% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 121.2731 | 119.5883 | 0.188% | -1.389% | -0.00261% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 110.3558 | 108.7709 | 0.184% | -1.436% | -0.00265% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 127.5802 | 126.8920 | 0.160% | -0.539% | -0.00086% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 134.6590 | 133.6685 | 0.149% | -0.736% | -0.00109% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 118.1685 | 117.9769 | 0.145% | -0.162% | -0.00023% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 121.9973 | 121.2065 | 0.136% | -0.648% | -0.00088% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 123.9895 | 123.4867 | 0.132% | -0.405% | -0.00054% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 124.6182 | 122.9538 | 0.127% | -1.336% | -0.00170% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 123.6245 | 122.0183 | 0.112% | -1.299% | -0.00146% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 131.3084 | 129.6535 | 0.112% | -1.260% | -0.00141% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 125.1752 | 124.4123 | 0.109% | -0.610% | -0.00067% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 119.0216 | 118.8208 | 0.108% | -0.169% | -0.00018% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 123.7369 | 122.9532 | 0.100% | -0.633% | -0.00063% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 133.2243 | 132.3569 | 0.087% | -0.651% | -0.00057% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 128.1291 | 127.5652 | 0.087% | -0.440% | -0.00038% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 128.6414 | 127.0038 | 0.086% | -1.273% | -0.00109% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 109.3249 | 109.4983 | 0.083% | +0.159% | +0.00013% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 115.9677 | 115.9741 | 0.079% | +0.006% | +0.00000% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 121.6340 | 121.4119 | 0.077% | -0.183% | -0.00014% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 128.4158 | 127.9959 | 0.072% | -0.327% | -0.00024% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 120.4313 | 120.1884 | 0.071% | -0.202% | -0.00014% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 130.7251 | 130.0660 | 0.068% | -0.504% | -0.00034% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 130.9921 | 130.4577 | 0.067% | -0.408% | -0.00027% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 128.7269 | 128.2654 | 0.067% | -0.359% | -0.00024% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 131.8545 | 131.4239 | 0.066% | -0.327% | -0.00021% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 131.4135 | 130.8063 | 0.061% | -0.462% | -0.00028% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 116.2616 | 116.1329 | 0.047% | -0.111% | -0.00005% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 116.1535 | 116.0346 | 0.047% | -0.102% | -0.00005% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 119.4187 | 119.3108 | 0.045% | -0.090% | -0.00004% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 112.6856 | 112.7338 | 0.043% | +0.043% | +0.00002% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 121.1196 | 120.8662 | 0.040% | -0.209% | -0.00008% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 112.5476 | 112.5734 | 0.034% | +0.023% | +0.00001% |
| Total | $7.56tn | 100.000% | -0.41505% | ||||||||
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.