Rebalance of January 31, 2019
US Treasury Index constituents
Every one of the 261 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
- 261
- Weights sum to
- 100.0000%
- Contributions sum to
- +0.452257%
- Market value
- $8.10tn
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 +0.452257% against a published month return of +0.452257%, a difference of 1.0e-7 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $3.50bn | $72.00bn | 102.5000 | 103.2656 | 0.911% | +0.747% | +0.00681% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 101.7875 | 102.5570 | 0.867% | +0.756% | +0.00656% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 101.4212 | 102.2391 | 0.827% | +0.806% | +0.00667% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 99.8410 | 100.5034 | 0.814% | +0.663% | +0.00540% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 98.4546 | 99.1098 | 0.802% | +0.665% | +0.00534% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 97.9546 | 98.6723 | 0.798% | +0.733% | +0.00585% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 100.0190 | 100.6324 | 0.794% | +0.613% | +0.00487% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 97.4380 | 98.1454 | 0.794% | +0.726% | +0.00576% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 97.3546 | 98.0489 | 0.793% | +0.713% | +0.00566% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $587.5m | $65.89bn | 97.0421 | 97.7052 | 0.790% | +0.683% | +0.00539% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 98.5117 | 98.9691 | 0.766% | +0.464% | +0.00356% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 98.2751 | 98.6899 | 0.764% | +0.422% | +0.00323% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 98.0962 | 98.8867 | 0.763% | +0.806% | +0.00615% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $2.82bn | $63.00bn | 97.8247 | 98.5707 | 0.761% | +0.763% | +0.00580% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $6.92bn | $63.00bn | 97.5122 | 98.2582 | 0.759% | +0.765% | +0.00580% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 96.7671 | 97.5473 | 0.753% | +0.806% | +0.00607% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 95.6089 | 96.3372 | 0.743% | +0.762% | +0.00566% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $1.91bn | $63.03bn | 94.0870 | 94.8132 | 0.732% | +0.772% | +0.00565% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 93.4342 | 94.1939 | 0.728% | +0.813% | +0.00592% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $2.14bn | $63.21bn | 92.6644 | 93.3804 | 0.723% | +0.773% | +0.00559% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 101.3334 | 101.8738 | 0.719% | +0.533% | +0.00384% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 100.5043 | 100.7531 | 0.681% | +0.248% | +0.00169% |
| 9128285M8 | 3.125% | Nov 15, 2028 | $56.51bn | – | $5.51bn | $51.00bn | 104.0081 | 104.7671 | 0.655% | +0.730% | +0.00478% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 101.9837 | 102.5829 | 0.627% | +0.588% | +0.00369% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 98.6984 | 99.1739 | 0.616% | +0.482% | +0.00297% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 97.0133 | 97.4708 | 0.616% | +0.472% | +0.00291% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $2.42bn | $48.00bn | 100.8288 | 101.1046 | 0.598% | +0.274% | +0.00163% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.6603 | 103.9246 | 0.584% | +0.255% | +0.00149% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 113.5910 | 114.0893 | 0.582% | +0.439% | +0.00255% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 112.3166 | 112.8308 | 0.579% | +0.458% | +0.00265% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.15bn | $45.00bn | 102.4769 | 102.8296 | 0.569% | +0.344% | +0.00196% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 107.0413 | 107.5085 | 0.555% | +0.436% | +0.00242% |
| 912828MP2 | 3.625% | Feb 15, 2020 | $71.59bn | – | $27.74bn | $43.85bn | 102.4416 | 102.7058 | 0.555% | +0.258% | +0.00143% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 100.7948 | 101.3111 | 0.543% | +0.512% | +0.00278% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 103.3764 | 103.8186 | 0.536% | +0.428% | +0.00229% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 100.7663 | 101.0734 | 0.523% | +0.305% | +0.00159% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 100.3665 | 100.7714 | 0.521% | +0.403% | +0.00210% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 100.3040 | 100.7714 | 0.520% | +0.466% | +0.00242% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 100.3040 | 100.7402 | 0.520% | +0.435% | +0.00226% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 98.5938 | 99.0469 | 0.511% | +0.460% | +0.00235% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | – | $41.00bn | 100.4208 | 100.9820 | 0.508% | +0.559% | +0.00284% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $3.51bn | $40.00bn | 101.8856 | 102.4038 | 0.503% | +0.509% | +0.00256% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 98.1625 | 98.5882 | 0.503% | +0.434% | +0.00218% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 98.8902 | 99.2122 | 0.501% | +0.326% | +0.00163% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 99.8397 | 100.1067 | 0.499% | +0.267% | +0.00134% |
| 9128285S5 | 2.500% | Dec 31, 2020 | $40.00bn | – | – | $40.00bn | 99.9826 | 100.2522 | 0.494% | +0.270% | +0.00133% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | – | $39.00bn | 102.0316 | 102.5824 | 0.491% | +0.540% | +0.00265% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 100.9851 | 101.3859 | 0.486% | +0.397% | +0.00193% |
| 9128285Q9 | 2.750% | Nov 30, 2020 | $42.42bn | – | $3.42bn | $39.00bn | 100.6556 | 100.9135 | 0.485% | +0.256% | +0.00124% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 100.1165 | 100.4902 | 0.482% | +0.373% | +0.00180% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | – | $38.00bn | 102.2424 | 102.7919 | 0.480% | +0.537% | +0.00258% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 112.2228 | 112.7058 | 0.476% | +0.430% | +0.00205% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 91.6698 | 92.0611 | 0.475% | +0.427% | +0.00203% |
| 9128285G1 | 2.875% | Oct 31, 2020 | $38.00bn | – | – | $38.00bn | 101.0941 | 101.3636 | 0.474% | +0.267% | +0.00126% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | – | $38.00bn | 100.5048 | 100.8462 | 0.472% | +0.340% | +0.00160% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 97.7562 | 98.1820 | 0.470% | +0.436% | +0.00205% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $2.61bn | $37.00bn | 101.9420 | 102.4511 | 0.466% | +0.499% | +0.00233% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $38.87bn | – | $3.87bn | $35.00bn | 107.5725 | 107.9147 | 0.465% | +0.318% | +0.00148% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $7.55bn | $37.00bn | 101.4125 | 101.7132 | 0.463% | +0.297% | +0.00137% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 95.8899 | 96.2079 | 0.462% | +0.332% | +0.00153% |
| 9128285B2 | 2.750% | Sep 30, 2020 | $37.00bn | – | – | $37.00bn | 101.0539 | 101.3118 | 0.462% | +0.255% | +0.00118% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 95.1771 | 95.4675 | 0.458% | +0.305% | +0.00140% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $1.95bn | $36.00bn | 102.0958 | 101.2263 | 0.454% | +0.495% | +0.00225% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | – | $36.00bn | 101.6240 | 101.9234 | 0.452% | +0.295% | +0.00133% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.25bn | $36.00bn | 101.2181 | 101.6635 | 0.450% | +0.440% | +0.00198% |
| 9128284Y3 | 2.625% | Aug 31, 2020 | $38.54bn | – | $2.54bn | $36.00bn | 101.0242 | 101.2730 | 0.449% | +0.246% | +0.00111% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.48bn | $36.00bn | 100.4208 | 100.9195 | 0.446% | +0.497% | +0.00222% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 91.3573 | 91.7174 | 0.440% | +0.394% | +0.00173% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | – | $35.00bn | 101.4530 | 101.8059 | 0.438% | +0.348% | +0.00153% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.47bn | $35.00bn | 101.3848 | 101.8627 | 0.438% | +0.471% | +0.00207% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 101.3054 | 101.7730 | 0.438% | +0.462% | +0.00202% |
| 912828Y46 | 2.625% | Jul 31, 2020 | $36.90bn | – | $1.90bn | $35.00bn | 101.1994 | 100.1635 | 0.437% | +0.273% | +0.00120% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 90.6440 | 91.0387 | 0.436% | +0.435% | +0.00190% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 100.5519 | 101.0079 | 0.435% | +0.454% | +0.00197% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 99.2469 | 98.6920 | 0.429% | +0.260% | +0.00111% |
| 912828J50 | 1.375% | Feb 29, 2020 | $35.00bn | – | – | $35.00bn | 99.0647 | 99.3037 | 0.428% | +0.241% | +0.00103% |
| 912828H52 | 1.250% | Jan 31, 2020 | $35.00bn | – | – | $35.00bn | 99.0577 | 98.7222 | 0.428% | +0.292% | +0.00125% |
| 912828J84 | 1.375% | Mar 31, 2020 | $35.00bn | – | – | $35.00bn | 98.8863 | 99.1247 | 0.427% | +0.241% | +0.00103% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 101.0924 | 101.3689 | 0.427% | +0.274% | +0.00117% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.57bn | $34.00bn | 101.6399 | 101.9579 | 0.427% | +0.313% | +0.00133% |
| 912828K58 | 1.375% | Apr 30, 2020 | $35.13bn | – | $128.0m | $35.00bn | 98.6768 | 98.9470 | 0.426% | +0.274% | +0.00117% |
| 912828XE5 | 1.500% | May 31, 2020 | $35.00bn | $5.0m | – | $35.00bn | 98.6672 | 98.9159 | 0.426% | +0.252% | +0.00107% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | – | – | $35.00bn | 98.6340 | 98.8936 | 0.426% | +0.263% | +0.00112% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | – | – | $35.00bn | 98.5722 | 98.8109 | 0.426% | +0.242% | +0.00103% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 98.5647 | 98.8349 | 0.426% | +0.274% | +0.00117% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | – | – | $35.00bn | 98.4598 | 98.7188 | 0.426% | +0.263% | +0.00112% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | – | – | $35.00bn | 98.3551 | 98.6247 | 0.425% | +0.274% | +0.00117% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 98.2666 | 97.8163 | 0.425% | +0.241% | +0.00102% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 98.1768 | 98.4157 | 0.424% | +0.243% | +0.00103% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 100.4378 | 99.7253 | 0.422% | +0.473% | +0.00199% |
| 912828XY1 | 2.500% | Jun 30, 2020 | $38.23bn | – | $4.23bn | $34.00bn | 99.9201 | 100.1897 | 0.420% | +0.270% | +0.00113% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 86.4497 | 86.7894 | 0.417% | +0.393% | +0.00164% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 98.9460 | 98.3177 | 0.415% | +0.312% | +0.00130% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 98.7360 | 99.0789 | 0.415% | +0.347% | +0.00144% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 98.6335 | 98.0989 | 0.414% | +0.409% | +0.00169% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 98.5735 | 98.9268 | 0.414% | +0.358% | +0.00148% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $128.3m | $33.00bn | 101.5323 | 100.4670 | 0.414% | +0.244% | +0.00101% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 98.5155 | 98.9200 | 0.414% | +0.411% | +0.00170% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 98.4731 | 98.8888 | 0.413% | +0.422% | +0.00175% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 98.3263 | 98.6692 | 0.413% | +0.349% | +0.00144% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 98.2030 | 98.6387 | 0.412% | +0.444% | +0.00183% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 98.0649 | 98.3654 | 0.412% | +0.306% | +0.00126% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 97.7080 | 97.9470 | 0.410% | +0.245% | +0.00100% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 97.6899 | 98.0529 | 0.410% | +0.372% | +0.00152% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 97.6353 | 97.8946 | 0.410% | +0.266% | +0.00109% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 97.5097 | 97.8734 | 0.409% | +0.373% | +0.00153% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 97.4997 | 97.7380 | 0.409% | +0.244% | +0.00100% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 97.4791 | 97.7286 | 0.409% | +0.256% | +0.00105% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 97.4629 | 97.8788 | 0.409% | +0.427% | +0.00175% |
| 9128284Q0 | 2.500% | May 31, 2020 | $38.73bn | – | $5.73bn | $33.00bn | 100.1016 | 100.4014 | 0.408% | +0.299% | +0.00122% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 96.9342 | 97.3501 | 0.408% | +0.429% | +0.00175% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 97.0363 | 96.7531 | 0.407% | +0.288% | +0.00117% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 96.8541 | 97.1348 | 0.407% | +0.290% | +0.00118% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 96.8113 | 97.1024 | 0.406% | +0.301% | +0.00122% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 96.7250 | 97.0369 | 0.406% | +0.323% | +0.00131% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 96.6968 | 97.0082 | 0.406% | +0.322% | +0.00131% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $2.81bn | $32.00bn | 101.8856 | 102.5913 | 0.403% | +0.693% | +0.00279% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 100.4111 | 100.7212 | 0.397% | +0.309% | +0.00123% |
| 912828ND8 | 3.500% | May 15, 2020 | $68.22bn | – | $36.62bn | $31.60bn | 101.6516 | 101.9416 | 0.397% | +0.285% | +0.00113% |
| 9128284J6 | 2.375% | Apr 30, 2020 | $36.08bn | – | $4.08bn | $32.00bn | 100.1321 | 100.3914 | 0.396% | +0.259% | +0.00102% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | – | $32.00bn | 100.0770 | 100.7945 | 0.395% | +0.717% | +0.00284% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | – | $31.00bn | 103.1810 | 103.8657 | 0.395% | +0.664% | +0.00262% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | – | $31.00bn | 102.9596 | 103.6457 | 0.394% | +0.666% | +0.00263% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $2.18bn | $31.00bn | 101.7857 | 102.4824 | 0.390% | +0.684% | +0.00267% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 100.5981 | 100.8781 | 0.385% | +0.278% | +0.00107% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.63bn | $30.00bn | 102.8047 | 102.0704 | 0.381% | +0.684% | +0.00261% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.21bn | $30.00bn | 101.8231 | 102.5288 | 0.377% | +0.693% | +0.00261% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 103.3451 | 103.8186 | 0.376% | +0.458% | +0.00172% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $3.74bn | $30.00bn | 100.8589 | 101.5556 | 0.374% | +0.691% | +0.00258% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 101.8519 | 102.1108 | 0.372% | +0.254% | +0.00095% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $51.4m | $30.00bn | 100.2030 | 100.4924 | 0.371% | +0.289% | +0.00107% |
| 9128284C1 | 2.250% | Mar 31, 2020 | $35.28bn | – | $5.28bn | $30.00bn | 100.1748 | 100.4227 | 0.371% | +0.248% | +0.00092% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 99.2921 | 99.6114 | 0.369% | +0.322% | +0.00119% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.70bn | $29.00bn | 102.0628 | 102.8011 | 0.365% | +0.723% | +0.00264% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 101.7857 | 102.5136 | 0.364% | +0.715% | +0.00261% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.11bn | $29.00bn | 100.8029 | 101.5192 | 0.361% | +0.711% | +0.00257% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 100.3227 | 99.4750 | 0.359% | +0.276% | +0.00099% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 99.5175 | 99.8489 | 0.356% | +0.333% | +0.00119% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 99.3726 | 99.6633 | 0.356% | +0.293% | +0.00104% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 99.0924 | 98.5055 | 0.355% | +0.417% | +0.00148% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 99.0043 | 99.2951 | 0.355% | +0.294% | +0.00104% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 98.9492 | 99.2816 | 0.354% | +0.336% | +0.00119% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 128.6345 | 129.4178 | 0.354% | +0.609% | +0.00215% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 98.7305 | 99.1253 | 0.354% | +0.400% | +0.00141% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 98.4512 | 98.7308 | 0.353% | +0.284% | +0.00100% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 98.3182 | 98.6820 | 0.352% | +0.370% | +0.00130% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 98.3923 | 98.8289 | 0.352% | +0.444% | +0.00156% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 98.1394 | 98.4712 | 0.351% | +0.338% | +0.00119% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 98.1075 | 98.4808 | 0.351% | +0.380% | +0.00134% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 97.9826 | 98.4192 | 0.351% | +0.446% | +0.00156% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 97.8983 | 98.2621 | 0.351% | +0.372% | +0.00130% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 97.6943 | 97.2541 | 0.350% | +0.317% | +0.00111% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 97.7019 | 98.1587 | 0.349% | +0.467% | +0.00163% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 97.7371 | 97.3173 | 0.349% | +0.466% | +0.00163% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 100.5217 | 99.9757 | 0.348% | +0.700% | +0.00243% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 100.4339 | 100.6932 | 0.347% | +0.258% | +0.00090% |
| 9128283Y4 | 2.250% | Feb 29, 2020 | $34.83bn | – | $6.83bn | $28.00bn | 100.3645 | 100.6134 | 0.347% | +0.248% | +0.00086% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 96.1146 | 96.5925 | 0.345% | +0.497% | +0.00171% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 99.5102 | 98.9750 | 0.344% | +0.593% | +0.00204% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 98.8983 | 99.1371 | 0.341% | +0.241% | +0.00082% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.88bn | $28.00bn | 98.6654 | 99.2478 | 0.341% | +0.590% | +0.00201% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 98.6374 | 99.1989 | 0.341% | +0.569% | +0.00194% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 98.5825 | 98.1621 | 0.341% | +0.651% | +0.00222% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 98.5791 | 99.2655 | 0.341% | +0.696% | +0.00237% |
| 912828W71 | 2.125% | Mar 31, 2024 | $31.39bn | – | $3.39bn | $28.00bn | 98.4550 | 99.0364 | 0.340% | +0.591% | +0.00201% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 98.2552 | 98.8365 | 0.340% | +0.592% | +0.00201% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 98.1425 | 98.7864 | 0.339% | +0.656% | +0.00223% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 98.1062 | 98.7926 | 0.339% | +0.700% | +0.00237% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 97.6614 | 98.3365 | 0.338% | +0.691% | +0.00233% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 97.5668 | 98.1701 | 0.337% | +0.618% | +0.00209% |
| 912828XT2 | 2.000% | May 31, 2024 | $31.37bn | – | $3.37bn | $28.00bn | 97.3376 | 97.9399 | 0.337% | +0.619% | +0.00208% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 97.1048 | 97.7393 | 0.336% | +0.653% | +0.00219% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 97.0173 | 97.6727 | 0.335% | +0.676% | +0.00227% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 98.9938 | 99.2524 | 0.335% | +0.261% | +0.00088% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 96.5953 | 97.0425 | 0.334% | +0.463% | +0.00155% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 96.3661 | 96.8438 | 0.333% | +0.496% | +0.00165% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 96.4826 | 96.9506 | 0.333% | +0.485% | +0.00161% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 96.1266 | 96.6675 | 0.332% | +0.563% | +0.00187% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 96.2936 | 96.7297 | 0.332% | +0.453% | +0.00150% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 99.1367 | 99.3753 | 0.331% | +0.241% | +0.00080% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 95.4085 | 95.8974 | 0.330% | +0.512% | +0.00169% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 95.1676 | 95.6872 | 0.329% | +0.546% | +0.00180% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $29.00bn | – | $2.33bn | $26.67bn | 99.8603 | 100.0780 | 0.329% | +0.218% | +0.00072% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 95.1013 | 95.5903 | 0.329% | +0.514% | +0.00169% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 94.9952 | 94.8472 | 0.328% | +0.502% | +0.00165% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 100.0404 | 100.2790 | 0.323% | +0.239% | +0.00077% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 100.2935 | 100.5707 | 0.322% | +0.276% | +0.00089% |
| 9128283S7 | 2.000% | Jan 31, 2020 | $29.82bn | – | $3.82bn | $26.00bn | 100.1861 | 99.4430 | 0.322% | +0.256% | +0.00082% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 99.5913 | 99.8508 | 0.316% | +0.261% | +0.00082% |
| 912828C57 | 2.250% | Mar 31, 2021 | $29.00bn | – | $3.69bn | $25.32bn | 100.0185 | 100.2665 | 0.313% | +0.248% | +0.00078% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 100.0825 | 99.2871 | 0.311% | +0.267% | +0.00083% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 97.7945 | 98.1583 | 0.310% | +0.372% | +0.00115% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 131.1508 | 131.7880 | 0.306% | +0.486% | +0.00149% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 99.8981 | 99.1564 | 0.296% | +0.259% | +0.00077% |
| 912828VF4 | 1.375% | May 31, 2020 | $29.00bn | $5.0m | $4.75bn | $24.24bn | 98.4684 | 98.7380 | 0.295% | +0.274% | +0.00081% |
| 912828W63 | 1.625% | Mar 15, 2020 | $24.00bn | – | – | $24.00bn | 99.3643 | 99.5927 | 0.294% | +0.230% | +0.00068% |
| 912828V31 | 1.375% | Jan 15, 2020 | $25.33bn | – | $1.33bn | $24.00bn | 99.3577 | 98.9396 | 0.294% | +0.271% | +0.00080% |
| 912828W22 | 1.375% | Feb 15, 2020 | $26.77bn | – | $2.77bn | $24.00bn | 99.1481 | 99.4164 | 0.294% | +0.271% | +0.00080% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 99.1033 | 98.6329 | 0.294% | +0.282% | +0.00083% |
| 912828X21 | 1.500% | Apr 15, 2020 | $24.20bn | – | $197.3m | $24.00bn | 98.9818 | 99.2304 | 0.293% | +0.251% | +0.00074% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 98.9144 | 99.1617 | 0.293% | +0.250% | +0.00073% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 98.8740 | 99.1223 | 0.293% | +0.251% | +0.00074% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 98.7945 | 99.0646 | 0.293% | +0.273% | +0.00080% |
| 912828X96 | 1.500% | May 15, 2020 | $31.93bn | – | $7.93bn | $24.00bn | 98.7614 | 99.0420 | 0.293% | +0.284% | +0.00083% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 98.7589 | 99.0179 | 0.293% | +0.262% | +0.00077% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 98.5742 | 98.8228 | 0.292% | +0.252% | +0.00074% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 98.5078 | 98.7467 | 0.292% | +0.243% | +0.00071% |
| 912828VA5 | 1.125% | Apr 30, 2020 | $29.00bn | – | $5.17bn | $23.83bn | 98.2895 | 98.5703 | 0.289% | +0.286% | +0.00083% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 99.2126 | 99.4399 | 0.287% | +0.229% | +0.00066% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 99.7631 | 99.9912 | 0.286% | +0.229% | +0.00065% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 123.4864 | 124.2239 | 0.286% | +0.597% | +0.00171% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 99.9986 | 99.2243 | 0.284% | +0.226% | +0.00064% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 96.8899 | 97.3954 | 0.282% | +0.522% | +0.00147% |
| 912828UL2 | 1.375% | Jan 31, 2020 | $29.00bn | – | $6.01bn | $22.99bn | 99.2666 | 98.8475 | 0.282% | +0.270% | +0.00076% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 97.5557 | 97.9382 | 0.269% | +0.392% | +0.00105% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 121.5635 | 122.2595 | 0.258% | +0.573% | +0.00148% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 99.6102 | 99.8376 | 0.250% | +0.228% | +0.00057% |
| 912828UQ1 | 1.250% | Feb 29, 2020 | $29.00bn | – | $9.64bn | $19.36bn | 98.8969 | 99.1255 | 0.236% | +0.231% | +0.00055% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 103.6889 | 104.1624 | 0.235% | +0.457% | +0.00107% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 116.4742 | 117.0713 | 0.234% | +0.513% | +0.00120% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 114.3641 | 114.9198 | 0.229% | +0.486% | +0.00111% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 125.0870 | 125.8288 | 0.224% | +0.593% | +0.00133% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 123.7989 | 124.4427 | 0.224% | +0.520% | +0.00116% |
| 912828UV0 | 1.125% | Mar 31, 2020 | $29.00bn | – | $11.30bn | $17.70bn | 98.5405 | 98.7582 | 0.215% | +0.221% | +0.00048% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 128.9511 | 129.8268 | 0.211% | +0.679% | +0.00144% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 123.3301 | 124.0989 | 0.204% | +0.623% | +0.00127% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 99.0104 | 99.2595 | 0.197% | +0.252% | +0.00050% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 126.4620 | 127.2351 | 0.194% | +0.611% | +0.00119% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 100.6165 | 101.1152 | 0.192% | +0.496% | +0.00095% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 102.9456 | 103.4233 | 0.186% | +0.464% | +0.00086% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 121.3760 | 122.1345 | 0.174% | +0.625% | +0.00109% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 110.8315 | 111.4293 | 0.172% | +0.539% | +0.00093% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 127.6872 | 128.5385 | 0.148% | +0.667% | +0.00099% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 134.8600 | 135.8467 | 0.138% | +0.732% | +0.00101% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 116.1545 | 116.4425 | 0.132% | +0.248% | +0.00033% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 122.3524 | 123.2875 | 0.126% | +0.764% | +0.00097% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 124.0639 | 124.8655 | 0.123% | +0.646% | +0.00079% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 125.2217 | 126.0321 | 0.118% | +0.647% | +0.00077% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 124.2894 | 125.0836 | 0.105% | +0.639% | +0.00067% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 132.0380 | 132.8898 | 0.105% | +0.645% | +0.00068% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 125.4674 | 126.4158 | 0.102% | +0.756% | +0.00077% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.4090 | 118.9185 | 0.099% | +0.430% | +0.00043% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 124.0910 | 125.0190 | 0.093% | +0.748% | +0.00070% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 133.3614 | 134.3920 | 0.081% | +0.773% | +0.00063% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 128.0806 | 128.9631 | 0.081% | +0.689% | +0.00056% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 129.3696 | 130.1630 | 0.080% | +0.613% | +0.00049% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 113.0476 | 113.3546 | 0.071% | +0.272% | +0.00019% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 120.4918 | 121.0102 | 0.070% | +0.430% | +0.00030% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 127.5882 | 128.3348 | 0.067% | +0.585% | +0.00039% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 118.9769 | 119.3804 | 0.065% | +0.339% | +0.00022% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 130.7065 | 131.5700 | 0.063% | +0.661% | +0.00042% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 130.9117 | 131.7745 | 0.062% | +0.659% | +0.00041% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 128.3655 | 129.1135 | 0.062% | +0.583% | +0.00036% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 131.1508 | 131.9287 | 0.061% | +0.593% | +0.00036% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 131.3954 | 132.2480 | 0.057% | +0.649% | +0.00037% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 113.9959 | 114.2317 | 0.043% | +0.207% | +0.00009% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 113.8586 | 114.1569 | 0.042% | +0.262% | +0.00011% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 117.2473 | 117.4721 | 0.041% | +0.192% | +0.00008% |
| 912810EE4 | 8.500% | Feb 15, 2020 | $10.23bn | $753.0m | $6.63bn | $2.84bn | 109.6712 | 109.9579 | 0.038% | +0.261% | +0.00010% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 119.6673 | 120.1117 | 0.037% | +0.371% | +0.00014% |
| 912810EF1 | 8.750% | May 15, 2020 | $10.16bn | $2.58bn | $5.31bn | $2.27bn | 109.4102 | 109.6979 | 0.031% | +0.263% | +0.00008% |
| Total | $8.07tn | 100.000% | +0.45226% | ||||||||
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.