Rebalance of August 31, 2018
US Treasury Index constituents
Every one of the 259 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
- 259
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.841085%
- Market value
- $7.66tn
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 +0.841085% against a published month return of +0.841085%, a difference of 2.2e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 99.9219 | 101.1250 | 0.901% | +1.204% | +0.01084% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 99.5186 | 99.3682 | 0.858% | +1.230% | +0.01056% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 98.1894 | 97.9416 | 0.846% | +0.957% | +0.00810% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 96.6957 | 97.6535 | 0.834% | +0.991% | +0.00826% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 96.0082 | 97.0598 | 0.828% | +1.095% | +0.00907% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 98.4674 | 99.3546 | 0.827% | +0.901% | +0.00745% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 95.5442 | 96.5530 | 0.823% | +1.056% | +0.00869% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 95.4539 | 95.4524 | 0.823% | +1.046% | +0.00861% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 95.0477 | 95.0462 | 0.818% | +1.051% | +0.00859% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 97.2785 | 97.9124 | 0.800% | +0.652% | +0.00521% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 96.9950 | 97.6183 | 0.798% | +0.643% | +0.00513% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 96.0659 | 97.2541 | 0.791% | +1.237% | +0.00978% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 99.0978 | 99.3614 | 0.790% | +0.266% | +0.00210% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 95.7567 | 95.8098 | 0.788% | +1.230% | +0.00969% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 95.4442 | 95.4973 | 0.785% | +1.234% | +0.00969% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 94.7269 | 95.9348 | 0.780% | +1.275% | +0.00994% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 93.4552 | 94.6087 | 0.768% | +1.234% | +0.00948% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 91.9059 | 92.1508 | 0.757% | +1.151% | +0.00871% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 91.2194 | 92.3071 | 0.752% | +1.192% | +0.00896% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 100.0516 | 100.8682 | 0.751% | +0.816% | +0.00613% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 90.3795 | 90.7378 | 0.746% | +1.226% | +0.00915% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 100.3689 | 100.7052 | 0.719% | +0.335% | +0.00241% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 100.6124 | 100.1182 | 0.655% | +0.875% | +0.00573% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 97.3914 | 97.0462 | 0.643% | +0.672% | +0.00433% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 95.5272 | 96.2201 | 0.642% | +0.725% | +0.00465% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.8286 | 102.4470 | 0.618% | +0.415% | +0.00257% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 112.6073 | 114.7038 | 0.610% | +1.862% | +0.01135% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 111.3598 | 111.6345 | 0.607% | +1.874% | +0.01138% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.15bn | $45.00bn | 101.5999 | 103.7636 | 0.597% | +2.130% | +0.01272% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 103.1723 | 101.6345 | 0.591% | +0.266% | +0.00157% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 106.0279 | 108.0584 | 0.581% | +1.915% | +0.01113% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 99.5283 | 99.0421 | 0.568% | +0.767% | +0.00436% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 102.3166 | 102.7323 | 0.561% | +1.933% | +0.01085% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 99.8840 | 100.4755 | 0.548% | +2.094% | +0.01147% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 99.2609 | 101.2255 | 0.545% | +1.979% | +0.01078% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 99.2609 | 101.2568 | 0.544% | +2.011% | +0.01095% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 99.2296 | 101.2255 | 0.544% | +2.011% | +0.01094% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 97.6076 | 98.1250 | 0.535% | +2.003% | +0.01073% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 97.1406 | 99.0000 | 0.526% | +1.914% | +0.01008% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 97.9552 | 98.4524 | 0.525% | +0.508% | +0.00267% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 99.1053 | 98.4905 | 0.524% | +0.452% | +0.00237% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 99.9465 | 100.5380 | 0.509% | +2.093% | +0.01065% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 99.1359 | 101.2255 | 0.505% | +2.108% | +0.01065% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 111.2348 | 111.4470 | 0.499% | +1.820% | +0.00909% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 90.6846 | 91.2609 | 0.498% | +2.014% | +0.01002% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | – | $37.95bn | 99.5700 | 100.3240 | 0.494% | +0.757% | +0.00374% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 96.7344 | 98.7813 | 0.492% | +2.116% | +0.01041% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 101.7466 | 101.9959 | 0.485% | +0.245% | +0.00119% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 94.9561 | 95.5870 | 0.484% | +2.112% | +0.01022% |
| 912828Y46 | 2.625% | Jul 31, 2020 | $36.90bn | – | – | $36.90bn | 99.9134 | 100.2184 | 0.482% | +0.305% | +0.00147% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 94.2391 | 96.2432 | 0.480% | +2.127% | +0.01021% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.25bn | $36.00bn | 100.0596 | 100.8151 | 0.471% | +0.755% | +0.00355% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.48bn | $36.00bn | 99.2283 | 99.9708 | 0.467% | +0.748% | +0.00349% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 90.4346 | 91.0109 | 0.461% | +2.019% | +0.00930% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.47bn | $35.00bn | 100.2887 | 101.0115 | 0.458% | +0.721% | +0.00330% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 100.2235 | 99.5915 | 0.458% | +0.679% | +0.00311% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 89.7486 | 91.6046 | 0.457% | +2.068% | +0.00945% |
| 912828D80 | 1.625% | Aug 31, 2019 | $35.00bn | – | $1.8m | $35.00bn | 99.7425 | 99.2055 | 0.456% | +0.276% | +0.00126% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 99.7131 | 100.0007 | 0.456% | +0.288% | +0.00131% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 99.3714 | 100.0724 | 0.454% | +0.705% | +0.00320% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 101.1172 | 100.1114 | 0.452% | +0.303% | +0.00137% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 98.8791 | 99.1434 | 0.452% | +0.267% | +0.00121% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 98.8288 | 99.1039 | 0.452% | +0.278% | +0.00126% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 98.6692 | 98.2652 | 0.451% | +0.287% | +0.00130% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 98.4308 | 98.7148 | 0.450% | +0.289% | +0.00130% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.2038 | 98.5102 | 0.449% | +0.312% | +0.00140% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 98.1912 | 98.4745 | 0.449% | +0.289% | +0.00130% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.1916 | 98.4872 | 0.449% | +0.301% | +0.00135% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.0346 | 98.3064 | 0.448% | +0.277% | +0.00124% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 97.9732 | 98.2796 | 0.448% | +0.313% | +0.00140% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 97.9504 | 97.5464 | 0.448% | +0.289% | +0.00130% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 97.8709 | 98.2514 | 0.447% | +0.389% | +0.00174% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 97.8378 | 98.1762 | 0.447% | +0.346% | +0.00155% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 97.7121 | 98.0273 | 0.447% | +0.323% | +0.00144% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 97.4412 | 97.7870 | 0.445% | +0.355% | +0.00158% |
| 912828XY1 | 2.500% | Jun 30, 2020 | $38.23bn | – | $4.23bn | $34.00bn | 99.9049 | 100.1984 | 0.444% | +0.294% | +0.00130% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 96.7537 | 97.1308 | 0.442% | +0.390% | +0.00172% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 85.5067 | 86.1848 | 0.436% | +2.109% | +0.00919% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 98.1002 | 98.7571 | 0.436% | +0.670% | +0.00292% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 97.6596 | 97.2395 | 0.434% | +0.530% | +0.00230% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 97.6114 | 98.0774 | 0.434% | +0.477% | +0.00207% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 97.4114 | 97.9293 | 0.433% | +0.532% | +0.00230% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 97.2242 | 97.8465 | 0.432% | +0.640% | +0.00276% |
| 9128284Q0 | 2.500% | May 31, 2020 | $38.73bn | – | $5.73bn | $33.00bn | 100.1422 | 100.4370 | 0.432% | +0.294% | +0.00127% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 97.1613 | 97.7096 | 0.432% | +0.564% | +0.00243% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 97.0152 | 97.4903 | 0.431% | +0.490% | +0.00211% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 96.9426 | 97.4596 | 0.431% | +0.533% | +0.00230% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 96.9426 | 97.5231 | 0.431% | +0.599% | +0.00258% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $128.3m | $33.00bn | 99.7463 | 100.1763 | 0.430% | +0.431% | +0.00185% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 96.7225 | 97.1308 | 0.430% | +0.422% | +0.00181% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 96.6076 | 97.0362 | 0.429% | +0.444% | +0.00190% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 96.4839 | 96.9903 | 0.428% | +0.525% | +0.00225% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 96.4829 | 96.9232 | 0.428% | +0.456% | +0.00196% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 96.4738 | 97.0221 | 0.428% | +0.568% | +0.00243% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 96.4708 | 96.2937 | 0.428% | +0.399% | +0.00171% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 96.2459 | 96.7826 | 0.427% | +0.558% | +0.00238% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 96.1175 | 95.8617 | 0.427% | +0.579% | +0.00247% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 95.5007 | 96.1196 | 0.425% | +0.648% | +0.00275% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 95.6270 | 95.5124 | 0.425% | +0.468% | +0.00199% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 95.5971 | 96.0564 | 0.425% | +0.480% | +0.00204% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 95.5353 | 95.9518 | 0.424% | +0.436% | +0.00185% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 95.4093 | 95.8576 | 0.424% | +0.470% | +0.00199% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 95.3156 | 95.7320 | 0.423% | +0.437% | +0.00185% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 102.1793 | 102.5027 | 0.422% | +0.316% | +0.00133% |
| 9128284J6 | 2.375% | Apr 30, 2020 | $36.08bn | – | $4.08bn | $32.00bn | 100.1315 | 100.4134 | 0.419% | +0.282% | +0.00118% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 99.9621 | 100.3934 | 0.418% | +0.432% | +0.00180% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | – | $31.63bn | 99.6953 | 100.7734 | 0.412% | +1.081% | +0.00445% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 100.1814 | 100.6114 | 0.406% | +0.429% | +0.00174% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 102.3166 | 102.6698 | 0.394% | +1.872% | +0.00737% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.21bn | $30.00bn | 100.2058 | 101.2228 | 0.393% | +1.015% | +0.00399% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 101.6311 | 102.0761 | 0.393% | +0.438% | +0.00172% |
| 9128284C1 | 2.250% | Mar 31, 2020 | $35.28bn | – | $5.28bn | $30.00bn | 100.1311 | 100.4339 | 0.392% | +0.302% | +0.00119% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $51.4m | $30.00bn | 99.7321 | 100.1402 | 0.391% | +0.409% | +0.00160% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $3.74bn | $30.00bn | 99.1454 | 100.2120 | 0.389% | +1.076% | +0.00418% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 98.2352 | 97.7337 | 0.386% | +0.508% | +0.00196% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.70bn | $29.00bn | 100.4453 | 101.4922 | 0.380% | +1.042% | +0.00397% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 100.1821 | 99.8429 | 0.379% | +1.034% | +0.00392% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.11bn | $29.00bn | 99.1009 | 100.1260 | 0.375% | +1.034% | +0.00388% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 98.7454 | 99.2240 | 0.374% | +0.485% | +0.00181% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 98.5557 | 98.0221 | 0.373% | +0.473% | +0.00177% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 98.5374 | 98.9640 | 0.373% | +0.433% | +0.00162% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 98.0992 | 98.5652 | 0.372% | +0.475% | +0.00177% |
| 912828LJ7 | 3.625% | Aug 15, 2019 | $66.75bn | – | $39.10bn | $27.65bn | 102.8286 | 101.2595 | 0.371% | +0.237% | +0.00088% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 98.0285 | 98.5374 | 0.371% | +0.519% | +0.00193% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 97.6848 | 98.2249 | 0.370% | +0.553% | +0.00205% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 127.0086 | 126.9389 | 0.369% | +1.766% | +0.00652% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 97.4426 | 97.8981 | 0.369% | +0.467% | +0.00173% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 97.2011 | 96.8006 | 0.368% | +0.488% | +0.00180% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 97.1596 | 96.8020 | 0.368% | +0.597% | +0.00219% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 96.9429 | 97.5027 | 0.367% | +0.577% | +0.00212% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 96.9426 | 97.4918 | 0.367% | +0.567% | +0.00208% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 96.9319 | 97.4694 | 0.367% | +0.555% | +0.00204% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 100.3791 | 99.5249 | 0.367% | +0.270% | +0.00099% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 96.6923 | 97.2289 | 0.366% | +0.555% | +0.00203% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 96.6926 | 97.3033 | 0.366% | +0.632% | +0.00231% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 99.9596 | 100.3978 | 0.366% | +0.438% | +0.00160% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 96.4006 | 97.0007 | 0.365% | +0.622% | +0.00227% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 95.7228 | 96.2052 | 0.363% | +0.504% | +0.00183% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 95.4735 | 96.1039 | 0.361% | +0.660% | +0.00238% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 95.0516 | 96.8995 | 0.361% | +1.944% | +0.00701% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.3485 | 98.7289 | 0.359% | +0.387% | +0.00139% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 97.5693 | 98.5503 | 0.357% | +1.005% | +0.00359% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 97.1019 | 97.9035 | 0.355% | +0.826% | +0.00293% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.88bn | $28.00bn | 97.0143 | 96.8047 | 0.355% | +0.879% | +0.00312% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 96.8499 | 97.6827 | 0.354% | +0.860% | +0.00305% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 96.8186 | 97.8077 | 0.354% | +1.022% | +0.00362% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 96.7766 | 97.6303 | 0.354% | +0.882% | +0.00312% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 96.7037 | 97.5261 | 0.354% | +0.850% | +0.00301% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 96.3519 | 97.3098 | 0.352% | +0.994% | +0.00350% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 96.3391 | 97.2865 | 0.352% | +0.983% | +0.00347% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 98.3075 | 98.7121 | 0.352% | +0.412% | +0.00145% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 95.8600 | 96.8074 | 0.351% | +0.988% | +0.00347% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 95.8179 | 96.6902 | 0.350% | +0.910% | +0.00319% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 95.7870 | 96.6709 | 0.350% | +0.923% | +0.00323% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 95.5888 | 96.4621 | 0.350% | +0.914% | +0.00319% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 95.3302 | 96.2337 | 0.349% | +0.948% | +0.00330% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 95.1596 | 95.0832 | 0.348% | +0.905% | +0.00315% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 98.4348 | 98.8499 | 0.348% | +0.422% | +0.00147% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 95.0357 | 95.7483 | 0.348% | +0.750% | +0.00261% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 94.8065 | 95.5200 | 0.347% | +0.753% | +0.00261% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 94.9402 | 94.8291 | 0.347% | +0.673% | +0.00233% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 99.2561 | 99.6827 | 0.346% | +0.430% | +0.00149% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 94.4107 | 95.1858 | 0.345% | +0.821% | +0.00283% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 94.6916 | 95.3934 | 0.345% | +0.741% | +0.00256% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 93.6067 | 93.6714 | 0.342% | +0.804% | +0.00275% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 93.3683 | 94.1211 | 0.341% | +0.806% | +0.00275% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 93.4008 | 94.1216 | 0.341% | +0.772% | +0.00264% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 99.7643 | 99.0235 | 0.341% | +0.322% | +0.00110% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 99.8192 | 99.1223 | 0.339% | +0.429% | +0.00145% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 92.5971 | 93.3064 | 0.339% | +0.766% | +0.00259% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | $1.41bn | $26.00bn | 99.2339 | 99.5215 | 0.337% | +0.290% | +0.00098% |
| 9128282T6 | 1.250% | Aug 31, 2019 | $26.81bn | – | $814.9m | $26.00bn | 99.2106 | 98.8263 | 0.337% | +0.243% | +0.00082% |
| 9128283N8 | 1.875% | Dec 31, 2019 | $29.40bn | – | $3.40bn | $26.00bn | 99.1943 | 99.4613 | 0.337% | +0.269% | +0.00091% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 99.1496 | 99.4023 | 0.337% | +0.255% | +0.00086% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 99.1304 | 99.4090 | 0.337% | +0.281% | +0.00095% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 98.9932 | 98.3971 | 0.332% | +0.408% | +0.00136% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 99.4749 | 99.9027 | 0.329% | +0.430% | +0.00141% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 96.5897 | 97.1264 | 0.324% | +0.556% | +0.00180% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 98.5370 | 98.9521 | 0.323% | +0.421% | +0.00136% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 129.6913 | 129.6019 | 0.320% | +1.762% | +0.00564% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 99.0200 | 99.3264 | 0.310% | +0.309% | +0.00096% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 97.9517 | 98.2669 | 0.310% | +0.322% | +0.00100% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 98.7906 | 98.3872 | 0.310% | +0.288% | +0.00089% |
| 9128282B5 | 0.750% | Aug 15, 2019 | $26.46bn | – | $2.46bn | $24.00bn | 98.5960 | 98.4470 | 0.309% | +0.229% | +0.00071% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 98.5828 | 98.8356 | 0.309% | +0.256% | +0.00079% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.5493 | 98.7863 | 0.309% | +0.241% | +0.00074% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 98.5364 | 98.8320 | 0.309% | +0.300% | +0.00093% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.4826 | 98.7317 | 0.309% | +0.253% | +0.00078% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 98.3795 | 97.9253 | 0.308% | +0.301% | +0.00093% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 98.3736 | 98.7459 | 0.308% | +0.378% | +0.00117% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 98.3448 | 98.6281 | 0.308% | +0.288% | +0.00089% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.3179 | 98.6128 | 0.308% | +0.300% | +0.00092% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 98.3033 | 98.6650 | 0.308% | +0.368% | +0.00113% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.2745 | 98.5231 | 0.308% | +0.253% | +0.00078% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 98.2459 | 98.5951 | 0.308% | +0.355% | +0.00109% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 98.1670 | 98.5367 | 0.308% | +0.377% | +0.00116% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.0989 | 98.3945 | 0.308% | +0.301% | +0.00093% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 97.8505 | 98.1454 | 0.307% | +0.301% | +0.00092% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 97.8319 | 98.1464 | 0.307% | +0.322% | +0.00099% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 97.7218 | 98.0132 | 0.304% | +0.298% | +0.00091% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 98.7138 | 99.0871 | 0.303% | +0.378% | +0.00114% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 99.3940 | 99.8010 | 0.302% | +0.409% | +0.00124% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 121.9898 | 124.1440 | 0.299% | +1.766% | +0.00528% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 98.6929 | 99.0340 | 0.296% | +0.346% | +0.00102% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 95.8311 | 96.2432 | 0.295% | +1.865% | +0.00551% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.2225 | 98.5058 | 0.295% | +0.288% | +0.00085% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.1381 | 98.3873 | 0.282% | +0.254% | +0.00072% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.0978 | 98.3893 | 0.281% | +0.297% | +0.00083% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 96.2184 | 95.9633 | 0.281% | +0.579% | +0.00163% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 120.1821 | 122.3247 | 0.270% | +1.783% | +0.00481% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 99.2034 | 99.5767 | 0.264% | +0.376% | +0.00099% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.4293 | 98.0763 | 0.249% | +0.276% | +0.00069% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.6173 | 98.8352 | 0.248% | +0.221% | +0.00055% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 102.4416 | 102.7948 | 0.245% | +1.870% | +0.00459% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 114.9439 | 115.0856 | 0.244% | +1.809% | +0.00442% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 113.0425 | 113.2351 | 0.240% | +1.829% | +0.00439% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 122.4586 | 124.6440 | 0.234% | +1.785% | +0.00418% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 122.5760 | 122.4633 | 0.232% | +1.744% | +0.00405% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 97.9406 | 98.2326 | 0.226% | +0.298% | +0.00068% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 127.3859 | 126.4484 | 0.221% | +1.374% | +0.00303% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 121.7398 | 123.9565 | 0.213% | +1.821% | +0.00388% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 98.6943 | 99.0238 | 0.208% | +0.334% | +0.00069% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 124.6697 | 124.6821 | 0.202% | +1.815% | +0.00367% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 99.5109 | 101.3818 | 0.201% | +1.880% | +0.00378% |
| 912828TN0 | 1.000% | Aug 31, 2019 | $29.00bn | – | $13.86bn | $15.14bn | 98.8247 | 98.5735 | 0.195% | +0.252% | +0.00049% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 101.6624 | 103.6073 | 0.195% | +1.913% | +0.00372% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.7534 | 98.9939 | 0.185% | +0.244% | +0.00045% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 119.5883 | 121.7622 | 0.182% | +1.818% | +0.00330% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 108.7709 | 109.0652 | 0.178% | +1.879% | +0.00335% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 126.8920 | 128.3329 | 0.156% | +1.136% | +0.00177% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 133.6685 | 135.4334 | 0.145% | +1.320% | +0.00191% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 117.9769 | 118.5285 | 0.142% | +0.468% | +0.00066% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 121.2065 | 122.7228 | 0.132% | +1.251% | +0.00166% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 123.4867 | 121.8573 | 0.129% | +1.110% | +0.00144% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 122.9538 | 125.1821 | 0.123% | +1.812% | +0.00223% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 122.0183 | 122.0190 | 0.109% | +1.793% | +0.00195% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 129.6535 | 131.9280 | 0.109% | +1.754% | +0.00191% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 124.4123 | 123.1739 | 0.107% | +1.215% | +0.00130% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.8208 | 116.5272 | 0.105% | +0.700% | +0.00074% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 122.9532 | 121.8791 | 0.098% | +1.261% | +0.00123% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 132.3569 | 130.9266 | 0.085% | +1.233% | +0.00105% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 127.5652 | 128.9158 | 0.085% | +1.059% | +0.00090% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 127.0038 | 126.8832 | 0.083% | +1.775% | +0.00147% |
| 912810ED6 | 8.125% | Aug 15, 2019 | $20.21bn | $1.27bn | $13.26bn | $5.68bn | 109.4983 | 105.6603 | 0.081% | +0.205% | +0.00017% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 115.9741 | 112.0068 | 0.077% | +0.352% | +0.00027% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 121.4119 | 118.6685 | 0.075% | +0.675% | +0.00051% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 127.9959 | 129.0951 | 0.071% | +0.859% | +0.00061% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 120.1884 | 117.2065 | 0.070% | +0.535% | +0.00037% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 130.0660 | 128.3152 | 0.066% | +1.105% | +0.00073% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 130.4577 | 128.3981 | 0.066% | +1.008% | +0.00066% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 128.2654 | 126.0611 | 0.065% | +0.962% | +0.00063% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 131.4239 | 128.8207 | 0.064% | +0.920% | +0.00059% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 130.8063 | 128.9538 | 0.060% | +1.116% | +0.00067% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 116.1329 | 112.6467 | 0.046% | +0.389% | +0.00018% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 116.0346 | 116.4728 | 0.046% | +0.378% | +0.00017% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 119.3108 | 115.7228 | 0.044% | +0.398% | +0.00018% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 112.7338 | 108.8370 | 0.042% | +0.313% | +0.00013% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 120.8662 | 121.6957 | 0.039% | +0.686% | +0.00027% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 112.5734 | 112.8818 | 0.033% | +0.274% | +0.00009% |
| Total | $7.74tn | 100.000% | +0.84108% | ||||||||
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.