Rebalance of June 28, 2019
US Treasury Index constituents
Every one of the 257 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
- 257
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.125158%
- Market value
- $8.70tn
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 +1.125158% against a published month return of +1.125158%, a difference of 2.3e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9128285M8 | 3.125% | Nov 15, 2028 | $80.51bn | – | $5.51bn | $75.00bn | 108.2551 | 110.0241 | 0.933% | +1.634% | +0.01525% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $6.51bn | $75.00bn | 104.6581 | 106.3924 | 0.902% | +1.657% | +0.01495% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $3.50bn | $72.00bn | 106.7327 | 108.4864 | 0.883% | +1.643% | +0.01451% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $3.37bn | $73.31bn | 100.1101 | 101.3256 | 0.844% | +1.214% | +0.01024% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 105.9609 | 107.6797 | 0.840% | +1.622% | +0.01363% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 105.5704 | 107.2831 | 0.801% | +1.622% | +0.01299% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $3.39bn | $69.00bn | 100.9653 | 102.1904 | 0.801% | +1.213% | +0.00972% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | – | $66.00bn | 102.4898 | 103.7673 | 0.778% | +1.246% | +0.00969% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $69.51bn | – | $2.84bn | $66.67bn | 100.6454 | 101.2228 | 0.771% | +0.574% | +0.00443% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $32.0m | $66.00bn | 101.2724 | 102.5686 | 0.768% | +1.280% | +0.00983% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $122.3m | $66.00bn | 101.2099 | 102.6311 | 0.768% | +1.404% | +0.01078% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $557.8m | $65.98bn | 100.5472 | 101.8964 | 0.763% | +1.342% | +0.01023% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 100.4092 | 101.7201 | 0.762% | +1.306% | +0.00994% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $587.5m | $65.89bn | 100.2529 | 101.6576 | 0.759% | +1.401% | +0.01064% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.72bn | $64.28bn | 102.4728 | 103.7255 | 0.757% | +1.222% | +0.00926% |
| 912828C57 | 2.250% | Mar 31, 2021 | $69.00bn | – | $3.69bn | $65.32bn | 100.7684 | 101.3468 | 0.757% | +0.574% | +0.00434% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 102.0289 | 103.6158 | 0.739% | +1.555% | +0.01149% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $2.82bn | $63.00bn | 101.7025 | 103.2516 | 0.736% | +1.523% | +0.01122% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $6.92bn | $63.00bn | 101.5463 | 103.1891 | 0.735% | +1.618% | +0.01190% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 101.4353 | 101.3495 | 0.734% | +0.963% | +0.00707% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 100.9599 | 102.5999 | 0.731% | +1.624% | +0.01188% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $1.86bn | $62.99bn | 100.1101 | 101.0444 | 0.725% | +0.933% | +0.00676% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 99.4158 | 100.9429 | 0.719% | +1.536% | +0.01105% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $1.91bn | $63.03bn | 97.7036 | 99.0792 | 0.708% | +1.408% | +0.00997% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.41bn | $63.08bn | 97.1464 | 98.5513 | 0.704% | +1.446% | +0.01019% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $2.14bn | $63.21bn | 96.5100 | 97.9698 | 0.701% | +1.513% | +0.01061% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.52bn | $57.49bn | 103.3607 | 104.5387 | 0.683% | +1.140% | +0.00778% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $3.87bn | $51.00bn | 115.9868 | 118.1810 | 0.680% | +1.892% | +0.01286% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $4.58bn | $51.00bn | 108.9575 | 110.9708 | 0.639% | +1.848% | +0.01180% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 100.8543 | 101.3665 | 0.636% | +0.508% | +0.00323% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $2.42bn | $48.00bn | 108.7388 | 110.8146 | 0.600% | +1.909% | +0.01145% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 104.2267 | 105.4394 | 0.597% | +1.164% | +0.00694% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 99.2154 | 100.2548 | 0.587% | +1.048% | +0.00614% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 100.6904 | 101.6889 | 0.585% | +0.992% | +0.00580% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 121.4749 | 123.6039 | 0.579% | +1.753% | +0.01015% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 120.1440 | 122.2056 | 0.576% | +1.716% | +0.00989% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.15bn | $45.00bn | 110.5363 | 112.6179 | 0.572% | +1.883% | +0.01077% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 114.6743 | 116.6498 | 0.553% | +1.723% | +0.00953% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.6440 | 104.2056 | 0.543% | +0.542% | +0.00294% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 110.8386 | 112.7678 | 0.535% | +1.741% | +0.00931% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 108.6450 | 110.6896 | 0.525% | +1.882% | +0.00987% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 107.9674 | 109.8519 | 0.521% | +1.745% | +0.00909% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 107.8736 | 109.7582 | 0.521% | +1.747% | +0.00910% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 107.7486 | 109.6332 | 0.520% | +1.749% | +0.00910% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 102.8396 | 103.9392 | 0.516% | +1.069% | +0.00552% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 106.1390 | 107.9864 | 0.512% | +1.741% | +0.00892% |
| 9128286V7 | 2.125% | May 31, 2021 | $44.20bn | – | – | $44.20bn | 100.2674 | 100.8675 | 0.509% | +0.598% | +0.00305% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 105.4609 | 107.3047 | 0.503% | +1.748% | +0.00879% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | – | $41.00bn | 103.8980 | 103.7571 | 0.490% | +1.128% | +0.00552% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 108.8325 | 110.8146 | 0.488% | +1.821% | +0.00889% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | – | $41.00bn | 103.0994 | 104.2928 | 0.486% | +1.157% | +0.00562% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 107.9986 | 109.9457 | 0.484% | +1.803% | +0.00873% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $1.97bn | $41.00bn | 102.3944 | 103.5751 | 0.483% | +1.153% | +0.00556% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $523.5m | $41.00bn | 101.4266 | 102.6291 | 0.478% | +1.186% | +0.00567% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $3.51bn | $40.00bn | 103.8673 | 105.0248 | 0.478% | +1.114% | +0.00532% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 98.8709 | 100.5955 | 0.477% | +1.744% | +0.00833% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 119.9877 | 122.0494 | 0.474% | +1.718% | +0.00815% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.1658 | 100.8804 | 0.473% | +0.713% | +0.00337% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 105.4922 | 107.3984 | 0.472% | +1.807% | +0.00853% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 100.8840 | 101.5483 | 0.470% | +0.659% | +0.00309% |
| 9128285S5 | 2.500% | Dec 31, 2020 | $40.00bn | – | – | $40.00bn | 101.6885 | 100.9755 | 0.468% | +0.528% | +0.00247% |
| 9128285X4 | 2.500% | Jan 31, 2021 | $40.00bn | – | – | $40.00bn | 101.5369 | 102.1053 | 0.467% | +0.560% | +0.00261% |
| 9128286D7 | 2.500% | Feb 28, 2021 | $41.93bn | – | $1.93bn | $40.00bn | 101.3954 | 101.9606 | 0.466% | +0.557% | +0.00260% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | – | $39.00bn | 103.9844 | 105.1406 | 0.466% | +1.112% | +0.00518% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 103.5392 | 105.4081 | 0.464% | +1.805% | +0.00838% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 102.8295 | 104.7575 | 0.461% | +1.875% | +0.00865% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | – | $38.00bn | 104.1590 | 105.3164 | 0.455% | +1.111% | +0.00506% |
| 9128285Q9 | 2.750% | Nov 30, 2020 | $42.42bn | – | $3.42bn | $39.00bn | 100.9600 | 101.4829 | 0.453% | +0.518% | +0.00234% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | – | $38.00bn | 102.8510 | 102.3023 | 0.449% | +0.743% | +0.00334% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | – | $38.00bn | 102.2724 | 103.0283 | 0.447% | +0.739% | +0.00330% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $9.15bn | $38.00bn | 102.1521 | 102.8767 | 0.446% | +0.709% | +0.00317% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | – | $38.00bn | 101.6413 | 102.4470 | 0.444% | +0.793% | +0.00352% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 98.7146 | 100.4392 | 0.443% | +1.747% | +0.00773% |
| 9128285G1 | 2.875% | Oct 31, 2020 | $38.00bn | – | – | $38.00bn | 101.2969 | 101.7969 | 0.442% | +0.494% | +0.00218% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $5.3m | $38.00bn | 101.1137 | 101.8796 | 0.442% | +0.757% | +0.00335% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $2.61bn | $37.00bn | 103.8037 | 104.9192 | 0.442% | +1.075% | +0.00474% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $12.94bn | $38.00bn | 100.6097 | 101.3964 | 0.439% | +0.782% | +0.00344% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 98.0041 | 99.7568 | 0.439% | +1.788% | +0.00786% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $7.55bn | $37.00bn | 102.2734 | 102.9922 | 0.435% | +0.703% | +0.00306% |
| 9128285B2 | 2.750% | Sep 30, 2020 | $37.00bn | – | – | $37.00bn | 101.2621 | 101.7538 | 0.431% | +0.486% | +0.00209% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $1.95bn | $36.00bn | 103.9969 | 105.0846 | 0.430% | +1.046% | +0.00450% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.48bn | $36.00bn | 103.6480 | 103.4134 | 0.429% | +1.040% | +0.00446% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.25bn | $36.00bn | 102.9600 | 104.0454 | 0.426% | +1.054% | +0.00449% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | – | $36.00bn | 102.4162 | 103.1361 | 0.424% | +0.703% | +0.00298% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 93.6400 | 95.3453 | 0.420% | +1.821% | +0.00765% |
| 9128284Y3 | 2.625% | Aug 31, 2020 | $38.54bn | – | $2.54bn | $36.00bn | 101.2089 | 101.6899 | 0.419% | +0.475% | +0.00199% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.47bn | $35.00bn | 103.1603 | 104.1821 | 0.415% | +0.990% | +0.00411% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.53bn | $35.00bn | 103.0214 | 104.0024 | 0.414% | +0.952% | +0.00395% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 102.3747 | 103.4097 | 0.412% | +1.011% | +0.00416% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | – | $35.00bn | 102.3166 | 103.0258 | 0.412% | +0.693% | +0.00285% |
| 912828Y46 | 2.625% | Jul 31, 2020 | $36.90bn | – | $1.90bn | $35.00bn | 101.3607 | 101.8137 | 0.408% | +0.447% | +0.00182% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | – | $35.36bn | 100.2987 | 101.7737 | 0.408% | +1.471% | +0.00600% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | $4.0m | – | $35.00bn | 100.2132 | 99.8798 | 0.403% | +0.540% | +0.00218% |
| 912828XH8 | 1.625% | Jun 30, 2020 | $35.00bn | $7.0m | – | $34.99bn | 100.0350 | 99.6607 | 0.402% | +0.438% | +0.00176% |
| 912828XM7 | 1.625% | Jul 31, 2020 | $35.00bn | $8.0m | – | $34.99bn | 99.8959 | 100.3341 | 0.402% | +0.439% | +0.00176% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.57bn | $34.00bn | 102.4454 | 103.0956 | 0.400% | +0.635% | +0.00254% |
| 912828L32 | 1.375% | Aug 31, 2020 | $35.00bn | – | – | $35.00bn | 99.3862 | 99.8346 | 0.400% | +0.451% | +0.00180% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 99.3422 | 99.8860 | 0.400% | +0.547% | +0.00219% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 102.2132 | 103.2094 | 0.399% | +0.975% | +0.00389% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | $2.0m | – | $35.00bn | 99.2946 | 99.8251 | 0.399% | +0.534% | +0.00213% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | $9.0m | – | $34.99bn | 99.2404 | 99.7206 | 0.399% | +0.484% | +0.00193% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 99.0958 | 99.5754 | 0.399% | +0.484% | +0.00193% |
| 912828NT3 | 2.625% | Aug 15, 2020 | $67.85bn | – | $33.62bn | $34.23bn | 101.3144 | 101.7674 | 0.399% | +0.447% | +0.00178% |
| 912828XY1 | 2.500% | Jun 30, 2020 | $38.23bn | – | $4.23bn | $34.00bn | 101.3448 | 100.5380 | 0.396% | +0.437% | +0.00173% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.52bn | $34.00bn | 100.9758 | 100.6617 | 0.395% | +0.679% | +0.00268% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 100.3558 | 101.1884 | 0.392% | +0.830% | +0.00325% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.16bn | $34.00bn | 100.3558 | 101.1259 | 0.392% | +0.767% | +0.00301% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $850.5m | $34.00bn | 100.2785 | 101.1807 | 0.392% | +0.900% | +0.00353% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.72bn | $34.00bn | 100.2028 | 100.9704 | 0.392% | +0.766% | +0.00300% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 100.1507 | 100.0985 | 0.391% | +0.822% | +0.00322% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.12bn | $34.00bn | 100.1091 | 100.8776 | 0.391% | +0.768% | +0.00300% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 100.0779 | 100.9401 | 0.391% | +0.862% | +0.00337% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.64bn | $34.00bn | 99.8920 | 100.6909 | 0.390% | +0.800% | +0.00312% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.62bn | $34.00bn | 99.4518 | 100.1482 | 0.389% | +0.700% | +0.00272% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.09bn | $34.00bn | 99.3581 | 100.1795 | 0.388% | +0.827% | +0.00321% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.07bn | $34.00bn | 99.3570 | 100.1994 | 0.388% | +0.848% | +0.00329% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $128.3m | $33.00bn | 102.2892 | 102.9297 | 0.388% | +0.626% | +0.00243% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $31.93bn | $34.07bn | 98.9276 | 99.8638 | 0.387% | +0.946% | +0.00367% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.04bn | $34.00bn | 98.9083 | 99.4817 | 0.387% | +0.580% | +0.00224% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 98.8123 | 99.3767 | 0.386% | +0.571% | +0.00221% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 98.7613 | 99.3665 | 0.386% | +0.613% | +0.00237% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 98.7598 | 98.7843 | 0.386% | +0.594% | +0.00229% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $2.81bn | $32.00bn | 104.9298 | 106.3685 | 0.386% | +1.371% | +0.00529% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 98.6967 | 99.2510 | 0.386% | +0.562% | +0.00217% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 98.5385 | 99.1880 | 0.385% | +0.659% | +0.00254% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 98.3967 | 99.0856 | 0.385% | +0.700% | +0.00269% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 98.3842 | 99.0323 | 0.385% | +0.659% | +0.00253% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | – | $32.00bn | 104.5230 | 104.6634 | 0.384% | +1.390% | +0.00534% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.07bn | $34.00bn | 98.2905 | 98.9703 | 0.384% | +0.692% | +0.00266% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | – | $32.00bn | 104.2982 | 105.7825 | 0.384% | +1.423% | +0.00546% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $1.54bn | $32.00bn | 103.3329 | 104.7731 | 0.380% | +1.394% | +0.00530% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | – | $31.00bn | 106.0871 | 107.5353 | 0.378% | +1.365% | +0.00516% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | – | $31.00bn | 105.8709 | 107.3179 | 0.377% | +1.367% | +0.00516% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 102.4760 | 101.7710 | 0.377% | +0.593% | +0.00223% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $408.5m | $32.00bn | 102.1569 | 103.6189 | 0.376% | +1.431% | +0.00538% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 110.7448 | 112.6740 | 0.375% | +1.742% | +0.00653% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $2.18bn | $31.00bn | 104.7724 | 106.1692 | 0.373% | +1.333% | +0.00498% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | – | $32.00bn | 101.4872 | 102.9718 | 0.373% | +1.463% | +0.00546% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.63bn | $30.00bn | 105.7269 | 107.1367 | 0.365% | +1.334% | +0.00486% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $3.74bn | $30.00bn | 105.1699 | 105.1950 | 0.363% | +1.331% | +0.00483% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.21bn | $30.00bn | 104.6798 | 106.0560 | 0.361% | +1.315% | +0.00475% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 101.2605 | 101.8665 | 0.361% | +0.598% | +0.00216% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 136.6298 | 139.0188 | 0.350% | +1.749% | +0.00611% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.70bn | $29.00bn | 104.8906 | 106.2656 | 0.350% | +1.311% | +0.00458% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.07bn | $29.00bn | 104.5849 | 105.9192 | 0.349% | +1.276% | +0.00445% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 100.6904 | 101.4389 | 0.348% | +0.743% | +0.00259% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $51.4m | $30.00bn | 100.9117 | 101.4997 | 0.348% | +0.583% | +0.00203% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 102.2238 | 102.8366 | 0.348% | +0.599% | +0.00208% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.11bn | $29.00bn | 103.6778 | 105.0348 | 0.346% | +1.309% | +0.00452% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 103.2982 | 105.1325 | 0.345% | +1.776% | +0.00612% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.4040 | 101.1620 | 0.338% | +0.809% | +0.00274% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.2958 | 101.9385 | 0.338% | +0.635% | +0.00214% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.2790 | 100.9433 | 0.338% | +0.718% | +0.00242% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 100.7733 | 101.6468 | 0.336% | +0.867% | +0.00291% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | – | $29.00bn | 100.6841 | 101.3467 | 0.336% | +0.658% | +0.00221% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.5163 | 101.1685 | 0.335% | +0.649% | +0.00217% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | – | $29.00bn | 100.2160 | 100.9307 | 0.334% | +0.713% | +0.00238% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $35.0m | $28.97bn | 100.2028 | 101.0642 | 0.334% | +0.860% | +0.00287% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 99.8268 | 100.6162 | 0.333% | +0.791% | +0.00263% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 103.3807 | 104.6991 | 0.333% | +1.275% | +0.00424% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $20.0m | $28.98bn | 99.8607 | 100.7846 | 0.333% | +0.925% | +0.00308% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 99.7654 | 100.4713 | 0.333% | +0.708% | +0.00235% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 99.7341 | 100.5651 | 0.332% | +0.833% | +0.00277% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 99.7123 | 100.4711 | 0.332% | +0.761% | +0.00253% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 99.8134 | 100.7612 | 0.332% | +0.950% | +0.00315% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 99.5367 | 100.3573 | 0.332% | +0.824% | +0.00274% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $35.0m | $28.96bn | 99.6185 | 100.4711 | 0.332% | +0.856% | +0.00284% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 99.2909 | 100.0632 | 0.331% | +0.778% | +0.00257% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 102.1447 | 102.3186 | 0.329% | +1.272% | +0.00418% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 102.0822 | 102.1311 | 0.329% | +1.150% | +0.00378% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 101.8895 | 103.0948 | 0.328% | +1.183% | +0.00388% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $700.4m | $28.00bn | 101.3954 | 102.6603 | 0.326% | +1.248% | +0.00407% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.85bn | $28.00bn | 101.3158 | 102.5426 | 0.326% | +1.211% | +0.00395% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.88bn | $28.00bn | 101.1111 | 102.3353 | 0.325% | +1.211% | +0.00394% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | – | $28.00bn | 101.0788 | 101.6658 | 0.325% | +0.581% | +0.00189% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.48bn | $28.00bn | 100.9341 | 102.1904 | 0.325% | +1.245% | +0.00404% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 100.8508 | 101.0679 | 0.325% | +1.207% | +0.00392% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 100.6112 | 101.7425 | 0.324% | +1.124% | +0.00364% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.52bn | $28.00bn | 100.5487 | 101.8362 | 0.324% | +1.281% | +0.00414% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 100.1848 | 101.3995 | 0.322% | +1.212% | +0.00391% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 99.8590 | 101.0642 | 0.321% | +1.207% | +0.00388% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 99.6304 | 100.1386 | 0.320% | +0.510% | +0.00163% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 98.8376 | 99.8363 | 0.318% | +1.010% | +0.00321% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 98.6696 | 99.7001 | 0.318% | +1.044% | +0.00332% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.69bn | $28.00bn | 98.6189 | 99.7425 | 0.317% | +1.139% | +0.00362% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 98.6997 | 99.6889 | 0.317% | +1.002% | +0.00318% |
| 9128286T2 | 2.375% | May 15, 2029 | $36.20bn | – | $9.20bn | $27.00bn | 101.8726 | 103.5846 | 0.316% | +1.680% | +0.00531% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 98.5123 | 99.5333 | 0.316% | +1.036% | +0.00328% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 98.2099 | 98.5975 | 0.316% | +1.095% | +0.00346% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 99.9851 | 100.5756 | 0.315% | +0.591% | +0.00186% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 97.8862 | 98.9596 | 0.315% | +1.097% | +0.00345% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 97.7092 | 98.8144 | 0.314% | +1.131% | +0.00356% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.1540 | 100.7245 | 0.314% | +0.626% | +0.00197% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.96bn | $28.00bn | 97.5185 | 98.5839 | 0.314% | +1.093% | +0.00343% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 139.2921 | 141.7220 | 0.303% | +1.744% | +0.00528% |
| 912828VV9 | 2.125% | Aug 31, 2020 | $29.00bn | – | $2.86bn | $26.14bn | 100.5173 | 100.9290 | 0.302% | +0.410% | +0.00124% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 100.9838 | 101.5328 | 0.302% | +0.544% | +0.00164% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.4226 | 100.9497 | 0.297% | +0.525% | +0.00156% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.31bn | $25.67bn | 99.4654 | 100.2860 | 0.294% | +0.825% | +0.00242% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 100.8158 | 101.3551 | 0.291% | +0.535% | +0.00156% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 131.3821 | 133.7150 | 0.283% | +1.776% | +0.00503% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 104.0704 | 105.9706 | 0.282% | +1.826% | +0.00515% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 100.6430 | 101.1727 | 0.278% | +0.526% | +0.00146% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 100.5319 | 100.1132 | 0.277% | +0.516% | +0.00143% |
| 912828XU9 | 1.500% | Jun 15, 2020 | $24.00bn | – | – | $24.00bn | 99.9505 | 99.6281 | 0.276% | +0.428% | +0.00118% |
| 9128282J8 | 1.500% | Jul 15, 2020 | $24.55bn | – | $547.8m | $24.00bn | 99.7947 | 100.2232 | 0.275% | +0.429% | +0.00118% |
| 9128282Q2 | 1.500% | Aug 15, 2020 | $31.22bn | – | $7.22bn | $24.00bn | 99.6350 | 100.0948 | 0.275% | +0.461% | +0.00127% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 99.5591 | 100.0673 | 0.275% | +0.510% | +0.00140% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 99.5301 | 100.0294 | 0.275% | +0.502% | +0.00138% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 99.3302 | 99.8098 | 0.274% | +0.483% | +0.00132% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 101.4479 | 100.7877 | 0.271% | +0.520% | +0.00141% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 99.8601 | 100.3569 | 0.269% | +0.497% | +0.00134% |
| 912828VP2 | 2.000% | Jul 31, 2020 | $29.00bn | – | $6.03bn | $22.97bn | 100.4296 | 100.8968 | 0.265% | +0.465% | +0.00123% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 129.5007 | 131.7615 | 0.256% | +1.746% | +0.00446% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 99.4223 | 100.2667 | 0.255% | +0.849% | +0.00217% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 100.1622 | 100.6590 | 0.234% | +0.496% | +0.00116% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 110.9948 | 113.0178 | 0.234% | +1.823% | +0.00426% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 124.0936 | 126.3621 | 0.232% | +1.828% | +0.00424% |
| 912810SH2 | 2.875% | May 15, 2049 | $25.47bn | – | $6.47bn | $19.00bn | 105.6172 | 107.6797 | 0.231% | +1.953% | +0.00450% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 122.0250 | 124.1901 | 0.228% | +1.774% | +0.00404% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 131.8196 | 134.0900 | 0.222% | +1.722% | +0.00382% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 131.2800 | 133.5969 | 0.219% | +1.765% | +0.00387% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 133.9786 | 136.1756 | 0.204% | +1.640% | +0.00335% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 131.2571 | 133.4963 | 0.202% | +1.706% | +0.00345% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 134.3425 | 136.7531 | 0.192% | +1.794% | +0.00345% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 107.9674 | 109.8832 | 0.192% | +1.774% | +0.00340% |
| 912828VJ6 | 1.875% | Jun 30, 2020 | $29.00bn | – | $12.87bn | $16.13bn | 100.4227 | 99.9113 | 0.186% | +0.424% | +0.00079% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 110.3176 | 112.3054 | 0.186% | +1.802% | +0.00335% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 129.0007 | 131.3553 | 0.173% | +1.825% | +0.00315% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 117.8567 | 120.0649 | 0.170% | +1.874% | +0.00319% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 130.8787 | 132.9073 | 0.142% | +1.550% | +0.00219% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 139.5414 | 141.7670 | 0.133% | +1.595% | +0.00212% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 126.3961 | 128.4205 | 0.121% | +1.602% | +0.00195% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 114.5693 | 115.3030 | 0.121% | +0.640% | +0.00078% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 132.4823 | 134.8872 | 0.117% | +1.815% | +0.00212% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 126.1338 | 127.8791 | 0.116% | +1.384% | +0.00161% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 131.4302 | 133.7999 | 0.103% | +1.803% | +0.00186% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 139.0707 | 141.6073 | 0.103% | +1.824% | +0.00187% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 129.2659 | 131.3163 | 0.098% | +1.586% | +0.00155% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.8959 | 120.1293 | 0.093% | +1.037% | +0.00096% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 128.2538 | 130.2849 | 0.090% | +1.584% | +0.00142% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 136.1671 | 138.6908 | 0.078% | +1.853% | +0.00145% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 137.7023 | 139.8324 | 0.078% | +1.547% | +0.00121% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 130.4606 | 132.2989 | 0.076% | +1.409% | +0.00108% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 120.3444 | 121.4268 | 0.065% | +0.899% | +0.00059% |
| 912810EG9 | 8.750% | Aug 15, 2020 | $21.41bn | $4.36bn | $11.94bn | $5.11bn | 110.2980 | 110.8185 | 0.065% | +0.472% | +0.00031% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 128.4185 | 129.9266 | 0.062% | +1.174% | +0.00073% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.69bn | $4.44bn | 118.3817 | 119.3175 | 0.060% | +0.790% | +0.00048% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 133.6519 | 135.6138 | 0.060% | +1.468% | +0.00088% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 132.9201 | 134.8172 | 0.059% | +1.427% | +0.00084% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 129.8636 | 131.5204 | 0.058% | +1.276% | +0.00074% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 132.0874 | 133.6459 | 0.057% | +1.180% | +0.00067% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 133.8515 | 135.7389 | 0.054% | +1.410% | +0.00076% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 111.9432 | 112.5211 | 0.039% | +0.516% | +0.00020% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 111.8882 | 112.5065 | 0.039% | +0.553% | +0.00021% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 115.4240 | 116.1150 | 0.038% | +0.599% | +0.00023% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 119.1124 | 120.1301 | 0.034% | +0.854% | +0.00029% |
| Total | $8.42tn | 100.000% | +1.12516% | ||||||||
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.