Rebalance of September 28, 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
- -0.984030%
- Market value
- $7.74tn
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 -0.984030% against a published month return of -0.984030%, a difference of 1.5e-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 | 101.1250 | 99.6484 | 0.901% | -1.460% | -0.01316% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 99.3682 | 97.9450 | 0.847% | -1.432% | -0.01213% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 97.9416 | 97.0533 | 0.835% | -0.907% | -0.00757% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 97.6535 | 96.7249 | 0.833% | -0.951% | -0.00792% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 97.0598 | 95.9749 | 0.827% | -1.118% | -0.00925% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 99.3546 | 98.5068 | 0.825% | -0.853% | -0.00704% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 96.5530 | 95.5526 | 0.823% | -1.036% | -0.00853% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 95.4524 | 94.4742 | 0.814% | -1.025% | -0.00834% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $1.0m | $587.5m | $65.89bn | 95.0462 | 94.0054 | 0.809% | -1.095% | -0.00886% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 97.9124 | 97.3183 | 0.796% | -0.607% | -0.00483% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 97.6183 | 97.0471 | 0.794% | -0.585% | -0.00465% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 97.2541 | 95.8971 | 0.791% | -1.395% | -0.01104% |
| 912828F62 | 1.500% | Oct 31, 2019 | $61.65bn | – | $650.4m | $61.00bn | 99.3614 | 99.3777 | 0.783% | +0.016% | +0.00013% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 95.9348 | 94.5374 | 0.781% | -1.457% | -0.01137% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | – | $2.82bn | $63.00bn | 95.8098 | 94.4749 | 0.780% | -1.393% | -0.01086% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | – | $6.92bn | $63.00bn | 95.4973 | 94.1311 | 0.777% | -1.431% | -0.01112% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 94.6087 | 93.3492 | 0.769% | -1.331% | -0.01024% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 92.3071 | 91.1450 | 0.752% | -1.259% | -0.00947% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | – | $1.91bn | $63.04bn | 92.1508 | 91.0200 | 0.750% | -1.227% | -0.00921% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 100.8682 | 100.1012 | 0.749% | -0.760% | -0.00570% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | – | $2.14bn | $63.22bn | 90.7378 | 89.5353 | 0.741% | -1.325% | -0.00982% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 100.7052 | 100.5540 | 0.714% | -0.150% | -0.00107% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 100.1182 | 99.3200 | 0.644% | -0.797% | -0.00514% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 96.2201 | 95.5360 | 0.639% | -0.711% | -0.00454% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 97.0462 | 96.4429 | 0.634% | -0.622% | -0.00394% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 114.7038 | 111.1352 | 0.614% | -3.111% | -0.01911% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 102.4470 | 102.1817 | 0.603% | -0.259% | -0.00156% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.15bn | $45.00bn | 103.7636 | 100.0866 | 0.603% | -3.544% | -0.02137% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 111.6345 | 108.0880 | 0.602% | -3.177% | -0.01912% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 108.0584 | 104.5873 | 0.586% | -3.212% | -0.01882% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 101.6345 | 101.6192 | 0.576% | -0.015% | -0.00009% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 99.0421 | 98.3193 | 0.558% | -0.730% | -0.00408% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 102.7323 | 99.3366 | 0.557% | -3.305% | -0.01842% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 101.2568 | 97.8207 | 0.549% | -3.393% | -0.01864% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 101.2255 | 97.8832 | 0.549% | -3.302% | -0.01813% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 101.2255 | 97.7894 | 0.549% | -3.395% | -0.01863% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 100.4755 | 96.8519 | 0.545% | -3.606% | -0.01966% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 98.1250 | 94.7422 | 0.532% | -3.447% | -0.01835% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 99.0000 | 95.8359 | 0.530% | -3.196% | -0.01695% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 98.4524 | 98.1304 | 0.522% | -0.327% | -0.00171% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 98.4905 | 98.2089 | 0.515% | -0.286% | -0.00147% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | – | $39.61bn | 100.1241 | 99.3917 | 0.512% | -0.731% | -0.00375% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 101.2255 | 97.6957 | 0.510% | -3.487% | -0.01778% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 100.5380 | 96.9769 | 0.506% | -3.542% | -0.01794% |
| 9128284Y3 | 2.625% | Aug 31, 2020 | $38.54bn | – | – | $38.54bn | 99.9978 | 99.8810 | 0.498% | -0.117% | -0.00058% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 98.7813 | 95.3672 | 0.497% | -3.456% | -0.01717% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 91.2609 | 88.1005 | 0.495% | -3.463% | -0.01715% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 111.4470 | 107.9942 | 0.495% | -3.098% | -0.01533% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 96.2432 | 92.8200 | 0.485% | -3.557% | -0.01725% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 95.5870 | 92.1637 | 0.482% | -3.581% | -0.01725% |
| 912828LY4 | 3.375% | Nov 15, 2019 | $71.04bn | – | $34.52bn | $36.52bn | 101.9959 | 102.0248 | 0.481% | +0.028% | +0.00014% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.25bn | $36.00bn | 100.8151 | 100.1117 | 0.469% | -0.698% | -0.00327% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $1.95bn | $36.00bn | 100.3240 | 99.5883 | 0.467% | -0.733% | -0.00342% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.48bn | $36.00bn | 99.9708 | 99.2571 | 0.465% | -0.714% | -0.00332% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 91.6046 | 88.3505 | 0.461% | -3.552% | -0.01639% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 91.0109 | 87.7880 | 0.458% | -3.541% | -0.01624% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.47bn | $35.00bn | 101.0115 | 100.3383 | 0.457% | -0.666% | -0.00304% |
| 912828Y46 | 2.625% | Jul 31, 2020 | $36.90bn | – | $1.90bn | $35.00bn | 100.2184 | 100.1298 | 0.453% | -0.088% | -0.00040% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 100.0724 | 98.1631 | 0.452% | -0.659% | -0.00298% |
| 912828F39 | 1.750% | Sep 30, 2019 | $35.00bn | – | – | $35.00bn | 100.0007 | 99.1298 | 0.452% | +0.004% | +0.00002% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 99.5915 | 98.9435 | 0.450% | -0.651% | -0.00293% |
| 912828G61 | 1.500% | Nov 30, 2019 | $35.00bn | – | – | $35.00bn | 99.1434 | 99.1291 | 0.448% | -0.014% | -0.00006% |
| 912828G95 | 1.625% | Dec 31, 2019 | $35.00bn | – | – | $35.00bn | 99.1039 | 99.0669 | 0.448% | -0.037% | -0.00017% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 98.7148 | 97.9725 | 0.446% | -0.056% | -0.00025% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.5102 | 98.4107 | 0.445% | -0.101% | -0.00045% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 98.4745 | 98.4192 | 0.445% | -0.056% | -0.00025% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.4872 | 98.4416 | 0.445% | -0.046% | -0.00021% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 98.3064 | 98.3043 | 0.444% | -0.002% | -0.00001% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.2796 | 98.1800 | 0.444% | -0.101% | -0.00045% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 98.2652 | 98.2115 | 0.444% | -0.055% | -0.00024% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 98.2514 | 98.0673 | 0.444% | -0.187% | -0.00083% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 98.1762 | 98.0149 | 0.444% | -0.164% | -0.00073% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 98.0273 | 97.2225 | 0.443% | -0.120% | -0.00053% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 100.1114 | 99.9915 | 0.443% | -0.120% | -0.00053% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 97.7870 | 97.6379 | 0.442% | -0.152% | -0.00067% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 97.5464 | 97.4302 | 0.441% | -0.119% | -0.00053% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.57bn | $34.00bn | 100.2745 | 99.9762 | 0.440% | -0.297% | -0.00131% |
| 912828XY1 | 2.500% | Jun 30, 2020 | $38.23bn | – | $4.23bn | $34.00bn | 100.1984 | 100.1318 | 0.440% | -0.066% | -0.00029% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 97.1308 | 96.9192 | 0.439% | -0.218% | -0.00096% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 86.1848 | 83.0686 | 0.434% | -3.616% | -0.01571% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 98.7571 | 98.1189 | 0.434% | -0.646% | -0.00280% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 98.0774 | 97.7242 | 0.431% | -0.360% | -0.00155% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 97.9293 | 96.5989 | 0.430% | -0.401% | -0.00173% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 97.8465 | 97.2745 | 0.430% | -0.585% | -0.00251% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 97.7096 | 97.2846 | 0.429% | -0.435% | -0.00187% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 97.5231 | 96.0677 | 0.428% | -0.531% | -0.00227% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 97.4903 | 97.1506 | 0.428% | -0.348% | -0.00149% |
| 9128284Q0 | 2.500% | May 31, 2020 | $38.73bn | – | $5.73bn | $33.00bn | 100.4370 | 100.3714 | 0.428% | -0.065% | -0.00028% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 97.4596 | 97.0659 | 0.428% | -0.404% | -0.00173% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | – | $33.18bn | 99.7179 | 98.6417 | 0.427% | -1.079% | -0.00461% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 97.2395 | 96.8168 | 0.427% | -0.435% | -0.00186% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $128.3m | $33.00bn | 100.1763 | 99.8689 | 0.427% | -0.307% | -0.00131% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 97.1308 | 96.8879 | 0.427% | -0.250% | -0.00107% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 97.0362 | 96.1597 | 0.426% | -0.259% | -0.00110% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 97.0221 | 96.5346 | 0.426% | -0.502% | -0.00214% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 96.9903 | 96.5569 | 0.426% | -0.447% | -0.00190% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 96.9232 | 96.6496 | 0.426% | -0.282% | -0.00120% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 96.7826 | 96.3173 | 0.425% | -0.481% | -0.00204% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 96.1196 | 95.5513 | 0.423% | -0.591% | -0.00250% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 96.2937 | 96.0651 | 0.423% | -0.237% | -0.00100% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 96.0564 | 95.7106 | 0.422% | -0.360% | -0.00152% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 95.9518 | 95.6906 | 0.421% | -0.272% | -0.00115% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 95.8617 | 95.3579 | 0.421% | -0.526% | -0.00221% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 95.8576 | 94.9718 | 0.421% | -0.337% | -0.00142% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 95.7320 | 95.4395 | 0.420% | -0.305% | -0.00128% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 95.5124 | 95.2213 | 0.419% | -0.305% | -0.00128% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 102.5027 | 102.4158 | 0.418% | -0.085% | -0.00035% |
| 9128284J6 | 2.375% | Apr 30, 2020 | $36.08bn | – | $4.08bn | $32.00bn | 100.4134 | 100.4001 | 0.415% | -0.013% | -0.00005% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 100.3934 | 100.1183 | 0.415% | -0.274% | -0.00114% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 100.6114 | 100.3665 | 0.403% | -0.243% | -0.00098% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.21bn | $30.00bn | 101.2228 | 100.1849 | 0.392% | -1.025% | -0.00402% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 102.6698 | 99.3991 | 0.391% | -3.186% | -0.01244% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.63bn | $30.00bn | 100.7734 | 99.7031 | 0.391% | -1.062% | -0.00415% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 102.0761 | 101.8366 | 0.390% | -0.235% | -0.00091% |
| 9128284C1 | 2.250% | Mar 31, 2020 | $35.28bn | – | $5.28bn | $30.00bn | 100.4339 | 99.2562 | 0.389% | -0.053% | -0.00020% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $3.74bn | $30.00bn | 100.2120 | 99.1637 | 0.388% | -1.046% | -0.00406% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $51.4m | $30.00bn | 100.1402 | 99.9092 | 0.388% | -0.231% | -0.00090% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.70bn | $29.00bn | 101.4922 | 100.4844 | 0.380% | -0.993% | -0.00378% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 97.7337 | 97.3804 | 0.380% | -0.361% | -0.00137% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.11bn | $29.00bn | 100.1260 | 97.8197 | 0.375% | -0.993% | -0.00372% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 99.8429 | 98.8292 | 0.374% | -1.015% | -0.00380% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 99.2240 | 97.8183 | 0.372% | -0.346% | -0.00129% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 98.9640 | 98.6916 | 0.371% | -0.275% | -0.00102% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 98.5652 | 98.2432 | 0.369% | -0.327% | -0.00121% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 98.5374 | 98.1620 | 0.369% | -0.381% | -0.00141% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 98.2249 | 97.7558 | 0.368% | -0.478% | -0.00176% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 98.0221 | 97.7338 | 0.367% | -0.294% | -0.00108% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 97.8981 | 97.5989 | 0.367% | -0.306% | -0.00112% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 97.5027 | 97.0245 | 0.365% | -0.491% | -0.00179% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 97.4918 | 97.0364 | 0.365% | -0.467% | -0.00171% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 97.4694 | 96.1611 | 0.365% | -0.445% | -0.00162% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 126.9389 | 123.4344 | 0.365% | -2.761% | -0.01008% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 97.3033 | 96.7534 | 0.364% | -0.565% | -0.00206% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 97.2289 | 96.7948 | 0.364% | -0.446% | -0.00163% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 96.8995 | 93.7887 | 0.364% | -3.210% | -0.01167% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 100.3978 | 98.9800 | 0.363% | -0.229% | -0.00083% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 97.0007 | 95.5673 | 0.363% | -0.576% | -0.00209% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 96.8006 | 96.4311 | 0.363% | -0.382% | -0.00138% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 96.8020 | 96.2856 | 0.362% | -0.533% | -0.00193% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 96.2052 | 95.8152 | 0.360% | -0.405% | -0.00146% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 99.5249 | 99.5052 | 0.360% | -0.020% | -0.00007% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 96.1039 | 95.4823 | 0.359% | -0.647% | -0.00232% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 98.5503 | 97.6087 | 0.356% | -0.955% | -0.00341% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.7289 | 98.5448 | 0.356% | -0.186% | -0.00066% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 97.9035 | 97.1311 | 0.354% | -0.789% | -0.00279% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 97.8077 | 96.8791 | 0.354% | -0.949% | -0.00336% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 97.6827 | 96.8791 | 0.353% | -0.823% | -0.00291% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 97.6303 | 95.7558 | 0.353% | -0.832% | -0.00294% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 97.5261 | 96.7454 | 0.353% | -0.801% | -0.00282% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 97.3098 | 96.3811 | 0.352% | -0.954% | -0.00336% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 97.2865 | 95.3183 | 0.352% | -0.931% | -0.00328% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 96.8074 | 95.8704 | 0.350% | -0.968% | -0.00339% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.88bn | $28.00bn | 96.8047 | 96.0257 | 0.350% | -0.805% | -0.00282% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 96.6902 | 95.8682 | 0.350% | -0.850% | -0.00297% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 96.6709 | 95.8268 | 0.350% | -0.873% | -0.00305% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 98.7121 | 98.4534 | 0.350% | -0.262% | -0.00092% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 96.4621 | 95.6409 | 0.349% | -0.851% | -0.00297% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 96.2337 | 95.3804 | 0.348% | -0.887% | -0.00309% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 95.7483 | 95.0863 | 0.346% | -0.691% | -0.00239% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 95.5200 | 94.8586 | 0.345% | -0.692% | -0.00239% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 98.8499 | 98.5683 | 0.345% | -0.285% | -0.00098% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 95.1858 | 94.4613 | 0.344% | -0.761% | -0.00262% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 95.0832 | 94.2231 | 0.344% | -0.905% | -0.00311% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 95.3934 | 93.9729 | 0.344% | -0.703% | -0.00242% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 99.6827 | 99.4103 | 0.343% | -0.273% | -0.00094% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 94.8291 | 94.1910 | 0.342% | -0.673% | -0.00230% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 94.1211 | 92.7225 | 0.340% | -0.755% | -0.00257% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 94.1216 | 93.4412 | 0.340% | -0.723% | -0.00246% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 93.6714 | 92.9615 | 0.339% | -0.758% | -0.00257% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 93.3064 | 92.6168 | 0.337% | -0.739% | -0.00249% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $29.50bn | – | $3.50bn | $26.00bn | 100.4688 | 98.9297 | 0.337% | -1.532% | -0.00517% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 99.0235 | 98.9007 | 0.334% | -0.124% | -0.00041% |
| 9128283H1 | 1.750% | Nov 30, 2019 | $27.41bn | – | $1.41bn | $26.00bn | 99.5215 | 99.5256 | 0.334% | +0.004% | +0.00001% |
| 9128283N8 | 1.875% | Dec 31, 2019 | $29.40bn | – | $3.40bn | $26.00bn | 99.4613 | 99.4426 | 0.334% | -0.019% | -0.00006% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 99.4090 | 99.3995 | 0.334% | -0.010% | -0.00003% |
| 9128282X7 | 1.375% | Sep 30, 2019 | $29.23bn | – | $3.23bn | $26.00bn | 99.4023 | 98.7538 | 0.334% | +0.039% | +0.00013% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 99.1223 | 98.9124 | 0.333% | -0.212% | -0.00071% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 99.9027 | 98.5374 | 0.327% | -0.240% | -0.00079% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 98.3971 | 98.1713 | 0.326% | -0.230% | -0.00075% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 97.1264 | 96.6610 | 0.322% | -0.479% | -0.00154% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 98.9521 | 98.7018 | 0.321% | -0.253% | -0.00081% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 129.6019 | 125.9504 | 0.316% | -2.817% | -0.00891% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 99.3264 | 98.4781 | 0.308% | -0.036% | -0.00011% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 98.2669 | 98.1808 | 0.308% | -0.088% | -0.00027% |
| 912828U73 | 1.375% | Dec 15, 2019 | $24.00bn | – | – | $24.00bn | 98.8356 | 98.8432 | 0.306% | +0.008% | +0.00002% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 98.8320 | 98.7864 | 0.306% | -0.046% | -0.00014% |
| 9128282G4 | 0.875% | Sep 15, 2019 | $24.00bn | – | – | $24.00bn | 98.7863 | 98.3824 | 0.306% | +0.034% | +0.00010% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 98.7459 | 98.5489 | 0.306% | -0.200% | -0.00061% |
| 912828T59 | 1.000% | Oct 15, 2019 | $24.00bn | – | – | $24.00bn | 98.7317 | 98.7742 | 0.306% | +0.043% | +0.00013% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 98.6650 | 98.4908 | 0.306% | -0.177% | -0.00054% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 98.6281 | 98.6039 | 0.306% | -0.024% | -0.00007% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.6128 | 98.5353 | 0.306% | -0.079% | -0.00024% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 98.5951 | 98.4423 | 0.306% | -0.155% | -0.00047% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 98.5367 | 98.3753 | 0.305% | -0.164% | -0.00050% |
| 912828U32 | 1.000% | Nov 15, 2019 | $29.25bn | – | $5.25bn | $24.00bn | 98.5231 | 98.5340 | 0.305% | +0.011% | +0.00003% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.3945 | 98.3176 | 0.305% | -0.078% | -0.00024% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 98.3872 | 98.3319 | 0.305% | -0.056% | -0.00017% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 98.1464 | 97.3420 | 0.304% | -0.119% | -0.00036% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 98.1454 | 98.0679 | 0.304% | -0.079% | -0.00024% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 97.9253 | 97.8166 | 0.304% | -0.111% | -0.00034% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.0132 | 97.9395 | 0.302% | -0.075% | -0.00023% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 124.1440 | 120.6838 | 0.301% | -2.787% | -0.00839% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 99.0871 | 98.9221 | 0.300% | -0.166% | -0.00050% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 99.8010 | 99.5690 | 0.300% | -0.232% | -0.00070% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 99.0340 | 98.8995 | 0.294% | -0.136% | -0.00040% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 96.2432 | 93.1637 | 0.293% | -3.200% | -0.00938% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 98.5058 | 98.4817 | 0.292% | -0.024% | -0.00007% |
| 912828UB4 | 1.000% | Nov 30, 2019 | $29.00bn | – | $6.98bn | $22.02bn | 98.3873 | 98.3986 | 0.280% | +0.011% | +0.00003% |
| 912828UF5 | 1.125% | Dec 31, 2019 | $29.00bn | – | $7.08bn | $21.92bn | 98.3893 | 98.3468 | 0.279% | -0.043% | -0.00012% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 95.9633 | 95.4575 | 0.277% | -0.527% | -0.00146% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 122.3247 | 118.8240 | 0.271% | -2.862% | -0.00777% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 99.5767 | 98.4117 | 0.262% | -0.166% | -0.00043% |
| 912828TR1 | 1.000% | Sep 30, 2019 | $29.00bn | – | $9.75bn | $19.25bn | 98.8352 | 98.3777 | 0.246% | +0.043% | +0.00011% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.0763 | 98.0445 | 0.245% | -0.032% | -0.00008% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 102.7948 | 99.5554 | 0.243% | -3.151% | -0.00767% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 115.0856 | 111.7137 | 0.242% | -2.930% | -0.00708% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 113.2351 | 109.8227 | 0.238% | -3.014% | -0.00716% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 124.6440 | 121.0588 | 0.236% | -2.876% | -0.00678% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $20.42bn | – | $2.42bn | $18.00bn | 100.4755 | 96.8519 | 0.234% | -3.606% | -0.00843% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 122.4633 | 119.3872 | 0.230% | -2.512% | -0.00577% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.2326 | 97.6281 | 0.225% | -0.043% | -0.00010% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 126.4484 | 124.3740 | 0.217% | -1.641% | -0.00356% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 123.9565 | 120.4963 | 0.214% | -2.792% | -0.00599% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 99.0238 | 98.9113 | 0.206% | -0.114% | -0.00023% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 101.3818 | 98.1957 | 0.202% | -3.143% | -0.00636% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 124.6821 | 121.2310 | 0.200% | -2.768% | -0.00554% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 103.6073 | 100.3679 | 0.196% | -3.127% | -0.00613% |
| 912828TV2 | 1.250% | Oct 31, 2019 | $29.00bn | – | $14.66bn | $14.34bn | 98.9939 | 98.9918 | 0.183% | -0.002% | -0.00000% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 121.7622 | 118.3865 | 0.183% | -2.772% | -0.00507% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 109.0652 | 105.9783 | 0.177% | -2.830% | -0.00501% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 128.3329 | 126.7823 | 0.156% | -1.208% | -0.00188% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 135.4334 | 133.4232 | 0.145% | -1.484% | -0.00215% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 118.5285 | 118.2092 | 0.141% | -0.269% | -0.00038% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 122.7228 | 121.0143 | 0.132% | -1.392% | -0.00184% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 121.8573 | 120.5163 | 0.126% | -1.100% | -0.00139% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 125.1821 | 121.8872 | 0.124% | -2.632% | -0.00326% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 131.9280 | 128.6073 | 0.109% | -2.517% | -0.00276% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 122.0190 | 118.7463 | 0.108% | -2.682% | -0.00289% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 123.1739 | 121.4837 | 0.104% | -1.372% | -0.00143% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 116.5272 | 115.7982 | 0.102% | -0.626% | -0.00064% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 121.8791 | 120.1393 | 0.096% | -1.427% | -0.00137% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 128.9158 | 127.4864 | 0.085% | -1.109% | -0.00094% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 130.9266 | 129.0323 | 0.083% | -1.447% | -0.00120% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 126.8832 | 123.6067 | 0.082% | -2.582% | -0.00211% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 112.0068 | 111.8363 | 0.074% | -0.152% | -0.00011% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 118.6685 | 118.0037 | 0.072% | -0.560% | -0.00041% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 129.0951 | 127.9891 | 0.070% | -0.857% | -0.00060% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 117.2065 | 116.7072 | 0.067% | -0.426% | -0.00029% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 128.3152 | 126.6892 | 0.065% | -1.267% | -0.00082% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 128.3981 | 127.0183 | 0.064% | -1.075% | -0.00069% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 126.0611 | 124.8468 | 0.064% | -0.963% | -0.00061% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 128.8207 | 127.7238 | 0.062% | -0.851% | -0.00053% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 128.9538 | 127.5024 | 0.058% | -1.126% | -0.00066% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 116.4728 | 116.2252 | 0.045% | -0.213% | -0.00010% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 112.6467 | 112.4745 | 0.044% | -0.153% | -0.00007% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 115.7228 | 115.4440 | 0.043% | -0.241% | -0.00010% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 108.8370 | 108.8043 | 0.040% | -0.030% | -0.00001% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 121.6957 | 121.0363 | 0.039% | -0.542% | -0.00021% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 112.8818 | 112.8363 | 0.033% | -0.040% | -0.00001% |
| Total | $7.79tn | 100.000% | -0.98403% | ||||||||
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.