Rebalance of September 30, 2019
US Treasury Index constituents
Every one of the 254 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
- 254
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.922464%
- Market value
- $9.10tn
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 -0.922464% against a published month return of -0.922464%, a difference of 2.5e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 9128285M8 | 3.125% | Nov 15, 2028 | $80.51bn | – | $5.51bn | $75.00bn | 114.7238 | 113.3054 | 0.945% | -1.236% | -0.01169% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $6.51bn | $75.00bn | 109.8543 | 108.4290 | 0.905% | -1.297% | -0.01175% |
| 9128286T2 | 2.375% | May 15, 2029 | $84.43bn | – | $9.40bn | $75.03bn | 108.4039 | 106.9596 | 0.894% | -1.332% | -0.01191% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $3.50bn | $72.00bn | 111.5547 | 110.1797 | 0.883% | -1.233% | -0.01088% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 112.0547 | 110.7109 | 0.850% | -1.199% | -0.01019% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 110.0795 | 108.8200 | 0.798% | -1.144% | -0.00913% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $3.52bn | $68.87bn | 103.9370 | 102.3808 | 0.786% | -0.475% | -0.00374% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $7.68bn | $69.00bn | 103.1754 | 102.6409 | 0.782% | -0.518% | -0.00405% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $123.3m | $66.00bn | 105.3349 | 104.5061 | 0.764% | -0.787% | -0.00601% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $118.0m | $65.91bn | 104.7412 | 104.0686 | 0.759% | -0.642% | -0.00487% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | $15.0m | $65.99bn | 104.5914 | 103.9908 | 0.758% | -0.574% | -0.00435% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $643.8m | $65.90bn | 104.3285 | 103.5839 | 0.755% | -0.714% | -0.00539% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 103.0408 | 102.3179 | 0.747% | -0.701% | -0.00524% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $669.5m | $65.81bn | 103.1970 | 102.4117 | 0.746% | -0.761% | -0.00568% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.73bn | $64.27bn | 105.5978 | 105.0380 | 0.746% | -0.530% | -0.00395% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 107.2789 | 106.2096 | 0.743% | -0.997% | -0.00740% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $69.51bn | – | $3.19bn | $66.32bn | 101.8016 | 101.7228 | 0.742% | -0.077% | -0.00057% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $3.87bn | $51.00bn | 132.2055 | 128.0873 | 0.741% | -3.115% | -0.02308% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.47bn | $63.00bn | 106.5537 | 105.3811 | 0.738% | -1.100% | -0.00812% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $6.92bn | $63.00bn | 105.8662 | 104.7561 | 0.733% | -1.049% | -0.00768% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $2.82bn | $63.00bn | 105.6474 | 104.5686 | 0.731% | -1.021% | -0.00747% |
| 912828C57 | 2.250% | Mar 31, 2021 | $69.00bn | – | $3.83bn | $65.17bn | 101.9278 | 100.7249 | 0.730% | -0.076% | -0.00056% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 104.2595 | 103.2554 | 0.721% | -0.963% | -0.00694% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 102.5941 | 102.2245 | 0.710% | -0.360% | -0.00256% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $2.09bn | $62.76bn | 102.2691 | 101.8909 | 0.705% | -0.370% | -0.00261% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.53bn | $62.97bn | 101.5214 | 100.6138 | 0.702% | -0.894% | -0.00628% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $1.96bn | $62.98bn | 101.0526 | 100.2075 | 0.699% | -0.836% | -0.00585% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $2.33bn | $63.02bn | 100.2962 | 99.3478 | 0.695% | -0.946% | -0.00657% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $4.58bn | $51.00bn | 123.0299 | 119.0394 | 0.689% | -3.244% | -0.02236% |
| 912810SH2 | 2.875% | May 15, 2049 | $57.61bn | – | $6.61bn | $51.00bn | 121.0547 | 117.1484 | 0.678% | -3.227% | -0.02189% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.54bn | $57.46bn | 106.1420 | 105.6637 | 0.670% | -0.451% | -0.00302% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $2.42bn | $48.00bn | 122.6549 | 118.7269 | 0.647% | -3.202% | -0.02072% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.15bn | $45.00bn | 126.0988 | 122.1491 | 0.624% | -3.132% | -0.01953% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $540.0m | $41.46bn | 136.0999 | 132.4164 | 0.620% | -2.706% | -0.01678% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.53bn | $54.88bn | 101.8543 | 101.8665 | 0.614% | +0.012% | +0.00007% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $258.0m | $41.74bn | 132.8747 | 129.2130 | 0.609% | -2.756% | -0.01679% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $27.0m | $41.97bn | 128.8930 | 125.3060 | 0.594% | -2.783% | -0.01654% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.7982 | 105.2887 | 0.579% | -0.482% | -0.00279% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 101.6529 | 101.1923 | 0.574% | -0.453% | -0.00260% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 123.1926 | 119.7116 | 0.569% | -2.826% | -0.01606% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.9783 | 101.5679 | 0.567% | -0.402% | -0.00228% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 122.4049 | 118.5082 | 0.565% | -3.183% | -0.01798% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $101.5m | $41.98bn | 122.1236 | 118.5394 | 0.563% | -2.935% | -0.01653% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 121.8111 | 118.3207 | 0.562% | -2.865% | -0.01611% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 121.5299 | 118.1019 | 0.561% | -2.821% | -0.01582% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $321.6m | $42.00bn | 118.5547 | 115.0547 | 0.547% | -2.952% | -0.01615% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $517.0m | $41.48bn | 118.5859 | 115.2734 | 0.541% | -2.793% | -0.01510% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.23bn | $39.00bn | 122.8111 | 119.0394 | 0.526% | -3.071% | -0.01616% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.83bn | $39.00bn | 122.0611 | 118.3519 | 0.523% | -3.039% | -0.01590% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 102.9997 | 102.9630 | 0.516% | -0.036% | -0.00018% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.01bn | $38.94bn | 119.8672 | 116.2422 | 0.513% | -3.024% | -0.01551% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 110.7541 | 107.4130 | 0.511% | -3.017% | -0.01542% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 117.4857 | 113.7262 | 0.504% | -3.200% | -0.01611% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.63bn | $34.37bn | 132.5309 | 128.9317 | 0.501% | -2.716% | -0.01359% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 116.6732 | 112.9762 | 0.500% | -3.169% | -0.01584% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.2228 | 103.7568 | 0.500% | -0.447% | -0.00224% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 111.5978 | 108.1318 | 0.478% | -3.106% | -0.01485% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.26bn | $39.00bn | 110.9103 | 107.4755 | 0.475% | -3.097% | -0.01472% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | – | $41.00bn | 105.4324 | 104.9134 | 0.475% | -0.492% | -0.00234% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | – | $41.00bn | 104.7622 | 104.2337 | 0.472% | -0.505% | -0.00238% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $523.5m | $41.00bn | 104.4579 | 103.9103 | 0.471% | -0.524% | -0.00247% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $3.51bn | $40.00bn | 106.6212 | 106.1537 | 0.469% | -0.439% | -0.00206% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $2.07bn | $40.90bn | 104.1446 | 103.6085 | 0.468% | -0.515% | -0.00241% |
| 9128286Z8 | 1.750% | Jun 30, 2024 | $43.34bn | – | $2.34bn | $41.00bn | 101.8404 | 101.2548 | 0.459% | -0.575% | -0.00264% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.6658 | 101.4742 | 0.459% | -0.188% | -0.00086% |
| 912828Y87 | 1.750% | Jul 31, 2024 | $42.63bn | – | $1.63bn | $41.00bn | 101.7554 | 101.1386 | 0.458% | -0.606% | -0.00278% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | $61.0m | $38.94bn | 106.7344 | 106.2969 | 0.457% | -0.410% | -0.00187% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 105.7099 | 102.3186 | 0.453% | -3.208% | -0.01454% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.2035 | 101.0526 | 0.451% | -0.149% | -0.00067% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | – | $38.00bn | 106.8817 | 104.9766 | 0.446% | -0.437% | -0.00195% |
| 9128285S5 | 2.500% | Dec 31, 2020 | $40.00bn | – | – | $40.00bn | 101.5041 | 101.4755 | 0.446% | -0.028% | -0.00013% |
| 9128286V7 | 2.125% | May 31, 2021 | $44.20bn | – | $4.20bn | $40.00bn | 101.4578 | 101.3704 | 0.446% | -0.086% | -0.00038% |
| 9128285X4 | 2.500% | Jan 31, 2021 | $40.00bn | – | – | $40.00bn | 101.3560 | 101.3587 | 0.445% | +0.003% | +0.00001% |
| 9128287F1 | 1.750% | Jul 31, 2021 | $41.59bn | – | $1.59bn | $40.00bn | 100.5367 | 100.4198 | 0.442% | -0.116% | -0.00051% |
| 9128287A2 | 1.625% | Jun 30, 2021 | $42.29bn | – | $2.29bn | $40.00bn | 100.3808 | 100.2857 | 0.441% | -0.095% | -0.00042% |
| 9128286D7 | 2.500% | Feb 28, 2021 | $41.93bn | – | $2.31bn | $39.61bn | 101.2706 | 101.2442 | 0.441% | -0.026% | -0.00012% |
| 9128285Q9 | 2.750% | Nov 30, 2020 | $42.42bn | – | $3.42bn | $39.00bn | 101.9638 | 101.9867 | 0.437% | +0.022% | +0.00010% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | – | $38.00bn | 103.3601 | 101.9794 | 0.432% | -0.187% | -0.00081% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | – | $38.00bn | 103.1050 | 102.9621 | 0.431% | -0.139% | -0.00060% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $21.3m | $37.98bn | 102.8356 | 102.6014 | 0.429% | -0.228% | -0.00098% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | – | $38.00bn | 102.6522 | 102.4361 | 0.429% | -0.210% | -0.00090% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $9.15bn | $38.00bn | 102.5666 | 102.3193 | 0.428% | -0.241% | -0.00103% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $12.94bn | $38.00bn | 102.3597 | 102.0839 | 0.427% | -0.269% | -0.00115% |
| 9128285G1 | 2.875% | Oct 31, 2020 | $38.00bn | – | – | $38.00bn | 102.2969 | 102.3281 | 0.427% | +0.031% | +0.00013% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $2.67bn | $36.94bn | 105.0539 | 104.6405 | 0.426% | -0.394% | -0.00168% |
| 9128286Y1 | 1.750% | Jun 15, 2022 | $38.00bn | – | – | $38.00bn | 101.1950 | 100.9539 | 0.423% | -0.238% | -0.00101% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $7.55bn | $37.00bn | 103.7734 | 103.6172 | 0.422% | -0.151% | -0.00064% |
| 9128287C8 | 1.750% | Jul 15, 2022 | $38.32bn | – | $423.5m | $37.90bn | 101.0503 | 100.7459 | 0.421% | -0.301% | -0.00127% |
| 912828YA2 | 1.500% | Aug 15, 2022 | $62.80bn | – | $24.80bn | $38.00bn | 100.2337 | 99.9416 | 0.419% | -0.291% | -0.00122% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.27bn | $35.98bn | 105.4325 | 105.0492 | 0.417% | -0.364% | -0.00152% |
| 9128285B2 | 2.750% | Sep 30, 2020 | $37.00bn | – | – | $37.00bn | 102.2346 | 100.9138 | 0.416% | +0.053% | +0.00022% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.48bn | $36.00bn | 104.8699 | 104.4446 | 0.415% | -0.406% | -0.00168% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | – | $36.00bn | 103.8888 | 103.7338 | 0.411% | -0.149% | -0.00061% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $2.44bn | $35.51bn | 105.1916 | 104.7758 | 0.410% | -0.395% | -0.00162% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.49bn | $34.98bn | 105.5666 | 105.1821 | 0.406% | -0.364% | -0.00148% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 104.7531 | 103.1006 | 0.403% | -0.384% | -0.00155% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.58bn | $34.96bn | 104.0216 | 103.6298 | 0.400% | -0.377% | -0.00151% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | – | $35.00bn | 103.7228 | 102.2459 | 0.399% | -0.098% | -0.00039% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.55bn | $29.45bn | 122.5363 | 119.1804 | 0.397% | -2.739% | -0.01086% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | $4.0m | – | $35.00bn | 100.3716 | 100.3798 | 0.386% | +0.008% | +0.00003% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 103.2819 | 102.9001 | 0.386% | -0.370% | -0.00143% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | $2.0m | – | $35.00bn | 100.3280 | 100.3274 | 0.386% | -0.001% | -0.00000% |
| 912828L65 | 1.375% | Sep 30, 2020 | $35.00bn | $9.0m | – | $34.99bn | 100.1798 | 99.5663 | 0.385% | +0.074% | +0.00028% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 100.0645 | 100.1067 | 0.385% | +0.042% | +0.00016% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $2.83bn | $31.98bn | 109.1525 | 108.3099 | 0.384% | -0.772% | -0.00296% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 99.7208 | 99.7004 | 0.384% | -0.020% | -0.00008% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.57bn | $34.00bn | 102.4232 | 102.2887 | 0.383% | -0.131% | -0.00050% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $885.5m | $33.97bn | 102.3723 | 102.0557 | 0.382% | -0.309% | -0.00118% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 102.1117 | 100.8489 | 0.381% | -0.319% | -0.00122% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.74bn | $33.90bn | 101.6732 | 101.4409 | 0.379% | -0.229% | -0.00087% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 101.3607 | 101.0346 | 0.379% | -0.322% | -0.00122% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.62bn | $33.90bn | 101.4783 | 101.2867 | 0.378% | -0.189% | -0.00071% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 101.1529 | 100.8485 | 0.378% | -0.301% | -0.00114% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | $12.0m | $31.99bn | 107.3050 | 106.4423 | 0.377% | -0.804% | -0.00303% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $32.04bn | $33.96bn | 101.0526 | 100.7388 | 0.377% | -0.311% | -0.00117% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.19bn | $33.90bn | 101.2042 | 100.9319 | 0.377% | -0.269% | -0.00101% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.67bn | $33.95bn | 100.9855 | 100.8069 | 0.377% | -0.177% | -0.00067% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.79bn | $33.92bn | 100.9530 | 100.7222 | 0.376% | -0.229% | -0.00086% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | $193.0m | $31.81bn | 107.4637 | 106.6009 | 0.376% | -0.803% | -0.00302% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | – | $31.00bn | 110.2474 | 107.8832 | 0.376% | -0.784% | -0.00294% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.56bn | $33.56bn | 101.7992 | 100.6614 | 0.375% | -0.197% | -0.00074% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $408.5m | $32.00bn | 106.5632 | 105.6501 | 0.375% | -0.857% | -0.00321% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | $61.0m | $30.94bn | 110.0897 | 109.2242 | 0.374% | -0.786% | -0.00294% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 99.9819 | 99.8996 | 0.374% | -0.082% | -0.00031% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 99.9390 | 99.2847 | 0.373% | -0.029% | -0.00011% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 99.8342 | 99.6793 | 0.373% | -0.155% | -0.00058% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.30bn | $33.77bn | 100.5134 | 100.2009 | 0.373% | -0.311% | -0.00116% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $1.65bn | $31.89bn | 106.4269 | 105.5254 | 0.373% | -0.847% | -0.00316% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.59bn | $33.57bn | 101.0482 | 100.8471 | 0.373% | -0.199% | -0.00074% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | $2.0m | $32.00bn | 105.8965 | 103.8499 | 0.372% | -0.870% | -0.00324% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.26bn | $33.78bn | 100.0958 | 100.0129 | 0.372% | -0.083% | -0.00031% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 99.3862 | 99.2843 | 0.371% | -0.103% | -0.00038% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 99.2914 | 99.1895 | 0.371% | -0.103% | -0.00038% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.2593 | 99.2208 | 0.371% | -0.039% | -0.00014% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 99.1968 | 99.0646 | 0.371% | -0.133% | -0.00049% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $12.96bn | $29.04bn | 116.0170 | 112.7887 | 0.370% | -2.783% | -0.01030% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.28bn | $33.79bn | 99.6358 | 98.9406 | 0.370% | -0.133% | -0.00049% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | $3.43bn | $31.93bn | 104.7703 | 103.8391 | 0.368% | -0.889% | -0.00327% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $530.3m | $32.60bn | 102.2942 | 102.1814 | 0.366% | -0.110% | -0.00040% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $2.19bn | $31.00bn | 107.4289 | 106.6092 | 0.366% | -0.763% | -0.00279% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 148.1763 | 144.9032 | 0.363% | -2.209% | -0.00801% |
| 912828Y95 | 1.875% | Jul 31, 2026 | $33.27bn | – | $1.27bn | $32.00bn | 102.8607 | 101.9096 | 0.362% | -0.925% | -0.00334% |
| 9128287B0 | 1.875% | Jun 30, 2026 | $33.83bn | – | $1.93bn | $31.90bn | 103.0187 | 102.0676 | 0.361% | -0.923% | -0.00333% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 102.3863 | 102.3058 | 0.360% | -0.079% | -0.00028% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.64bn | $29.99bn | 108.2969 | 107.4844 | 0.357% | -0.750% | -0.00268% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.51bn | $29.70bn | 108.5900 | 107.8099 | 0.354% | -0.718% | -0.00255% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $4.21bn | $29.52bn | 107.7045 | 106.9137 | 0.349% | -0.734% | -0.00257% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 102.5105 | 102.4290 | 0.349% | -0.080% | -0.00028% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.72bn | $28.98bn | 108.7031 | 107.9531 | 0.346% | -0.690% | -0.00239% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.14bn | $28.97bn | 107.4314 | 105.3822 | 0.342% | -0.686% | -0.00234% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.09bn | $28.98bn | 106.9289 | 106.2030 | 0.340% | -0.679% | -0.00231% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 103.4738 | 103.3991 | 0.336% | -0.072% | -0.00024% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $87.4m | $29.96bn | 102.1025 | 102.0342 | 0.336% | -0.067% | -0.00022% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 101.3533 | 101.1304 | 0.335% | -0.220% | -0.00074% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 102.2503 | 101.9745 | 0.326% | -0.270% | -0.00088% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | $1.0m | $29.00bn | 102.1245 | 100.8808 | 0.325% | -0.177% | -0.00058% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 105.7310 | 105.0462 | 0.325% | -0.648% | -0.00211% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $22.0m | $28.98bn | 101.9545 | 101.6284 | 0.325% | -0.320% | -0.00104% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.8128 | 101.5995 | 0.324% | -0.210% | -0.00068% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 101.7785 | 101.4620 | 0.324% | -0.311% | -0.00101% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 101.6117 | 101.3489 | 0.324% | -0.259% | -0.00084% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | $40.0m | $28.96bn | 101.6848 | 101.5245 | 0.324% | -0.158% | -0.00051% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.5204 | 101.3478 | 0.324% | -0.170% | -0.00055% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 101.4647 | 100.3798 | 0.323% | -0.207% | -0.00067% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 101.3492 | 101.1073 | 0.323% | -0.239% | -0.00077% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.2992 | 101.1301 | 0.323% | -0.167% | -0.00054% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $722.4m | $27.98bn | 104.8016 | 104.1603 | 0.322% | -0.612% | -0.00197% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 101.1617 | 100.7948 | 0.322% | -0.363% | -0.00117% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 104.5537 | 103.8811 | 0.322% | -0.643% | -0.00207% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.9227 | 100.7641 | 0.322% | -0.157% | -0.00051% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.49bn | $28.00bn | 104.2807 | 102.5996 | 0.321% | -0.593% | -0.00190% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.6707 | 100.4303 | 0.321% | -0.239% | -0.00077% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $245.0m | $28.76bn | 101.2342 | 100.9722 | 0.320% | -0.259% | -0.00083% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.55bn | $27.97bn | 104.0203 | 103.3704 | 0.320% | -0.625% | -0.00200% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 103.8037 | 103.2874 | 0.319% | -0.497% | -0.00159% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 100.1698 | 99.9715 | 0.319% | -0.198% | -0.00063% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 103.6766 | 103.1603 | 0.319% | -0.498% | -0.00159% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $477.0m | $28.52bn | 101.6522 | 100.4735 | 0.319% | -0.299% | -0.00095% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.87bn | $27.98bn | 103.4776 | 102.8580 | 0.318% | -0.599% | -0.00190% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 103.3641 | 102.8704 | 0.318% | -0.478% | -0.00152% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 103.2160 | 102.7120 | 0.318% | -0.488% | -0.00155% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 103.0095 | 102.4117 | 0.317% | -0.580% | -0.00184% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.89bn | $27.99bn | 103.0175 | 102.5247 | 0.317% | -0.478% | -0.00152% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | $1.0m | $28.00bn | 102.2351 | 100.9794 | 0.315% | -0.067% | -0.00021% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 151.4327 | 147.9504 | 0.314% | -2.300% | -0.00723% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 102.1405 | 101.5972 | 0.314% | -0.532% | -0.00167% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 101.2126 | 100.8050 | 0.311% | -0.403% | -0.00125% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 101.0780 | 100.7024 | 0.311% | -0.372% | -0.00116% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.89bn | $27.80bn | 101.3064 | 100.8675 | 0.309% | -0.433% | -0.00134% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 100.8581 | 99.7228 | 0.309% | -0.382% | -0.00118% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.6304 | 100.6698 | 0.309% | +0.039% | +0.00012% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 100.3673 | 99.2225 | 0.309% | -0.456% | -0.00141% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 100.2311 | 99.8465 | 0.308% | -0.384% | -0.00118% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 99.9929 | 99.5662 | 0.308% | -0.427% | -0.00131% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 99.7926 | 99.3359 | 0.307% | -0.458% | -0.00141% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.98bn | $27.98bn | 99.3655 | 98.9606 | 0.305% | -0.407% | -0.00124% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.2066 | 101.1096 | 0.305% | -0.096% | -0.00029% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.3753 | 101.2558 | 0.301% | -0.118% | -0.00036% |
| 912828YB0 | 1.625% | Aug 15, 2029 | $44.62bn | – | $17.62bn | $27.00bn | 101.1151 | 99.6138 | 0.300% | -1.485% | -0.00445% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.70bn | $18.77bn | 145.1009 | 141.8713 | 0.299% | -2.226% | -0.00666% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 115.3295 | 112.1637 | 0.299% | -2.745% | -0.00820% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 100.9599 | 100.9436 | 0.288% | -0.016% | -0.00005% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.46bn | $25.52bn | 101.2779 | 101.0360 | 0.284% | -0.239% | -0.00068% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.5477 | 100.5141 | 0.284% | -0.033% | -0.00009% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 100.8213 | 100.7955 | 0.278% | -0.026% | -0.00007% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.73bn | $17.18bn | 143.1882 | 139.9178 | 0.270% | -2.284% | -0.00617% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 100.7092 | 100.6739 | 0.266% | -0.035% | -0.00009% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 100.6286 | 100.6470 | 0.265% | +0.018% | +0.00005% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $2.92bn | $24.00bn | 100.5591 | 100.5673 | 0.265% | +0.008% | +0.00002% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 100.5010 | 100.5316 | 0.265% | +0.030% | +0.00008% |
| 9128282V1 | 1.375% | Sep 15, 2020 | $24.00bn | – | – | $24.00bn | 100.2677 | 99.6542 | 0.264% | +0.074% | +0.00020% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.54bn | $23.46bn | 100.8629 | 100.8909 | 0.260% | +0.028% | +0.00007% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 101.2945 | 101.2877 | 0.259% | -0.007% | -0.00002% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 100.5839 | 100.3325 | 0.247% | -0.250% | -0.00062% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 122.3488 | 119.1804 | 0.246% | -2.590% | -0.00638% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.95bn | $16.26bn | 135.4188 | 132.2449 | 0.242% | -2.344% | -0.00567% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.25bn | $16.24bn | 133.5374 | 130.3227 | 0.238% | -2.407% | -0.00574% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.36bn | $14.64bn | 145.9134 | 142.5275 | 0.235% | -2.320% | -0.00545% |
| 912828VZ0 | 2.000% | Sep 30, 2020 | $29.00bn | – | $8.65bn | $20.35bn | 101.1025 | 100.1930 | 0.226% | +0.090% | +0.00020% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 140.6386 | 138.1060 | 0.224% | -1.801% | -0.00404% |
| 912810SJ8 | 2.250% | Aug 15, 2049 | $31.40bn | – | $12.40bn | $19.00bn | 106.1474 | 102.6311 | 0.222% | -3.313% | -0.00734% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.17bn | $13.39bn | 144.6009 | 141.4963 | 0.213% | -2.147% | -0.00457% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 120.7486 | 117.6019 | 0.205% | -2.606% | -0.00534% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 140.3713 | 138.3427 | 0.205% | -1.445% | -0.00296% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 145.5136 | 142.3560 | 0.199% | -2.170% | -0.00431% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 123.0051 | 119.8991 | 0.198% | -2.525% | -0.00500% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 141.9694 | 138.9178 | 0.181% | -2.149% | -0.00390% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.36bn | $12.55bn | 128.1807 | 125.3220 | 0.177% | -2.230% | -0.00394% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 137.6287 | 136.2510 | 0.142% | -1.001% | -0.00142% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.76bn | $8.29bn | 148.4164 | 146.3920 | 0.135% | -1.364% | -0.00184% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.59bn | $8.36bn | 133.6773 | 132.0768 | 0.123% | -1.197% | -0.00147% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 145.2323 | 142.2622 | 0.122% | -2.045% | -0.00250% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 116.2255 | 116.0842 | 0.117% | -0.122% | -0.00014% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 128.1535 | 127.2038 | 0.113% | -0.741% | -0.00084% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 151.8207 | 148.9823 | 0.107% | -1.870% | -0.00200% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.70bn | $6.83bn | 141.7259 | 138.8400 | 0.106% | -2.036% | -0.00217% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 133.6902 | 132.2024 | 0.096% | -1.113% | -0.00107% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 133.2086 | 131.5143 | 0.089% | -1.272% | -0.00113% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.7289 | 118.2357 | 0.089% | -0.415% | -0.00037% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.59bn | $5.00bn | 146.2765 | 143.5442 | 0.080% | -1.868% | -0.00150% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.25bn | $4.92bn | 142.7850 | 140.9698 | 0.077% | -1.271% | -0.00098% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 136.2418 | 135.1114 | 0.076% | -0.830% | -0.00063% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 119.3679 | 118.9412 | 0.062% | -0.357% | -0.00022% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 132.5747 | 131.8329 | 0.062% | -0.560% | -0.00034% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 136.9541 | 135.6267 | 0.059% | -0.969% | -0.00057% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 135.2860 | 134.1746 | 0.057% | -0.822% | -0.00047% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.72bn | $4.42bn | 116.9368 | 116.6135 | 0.057% | -0.277% | -0.00016% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 131.1987 | 130.2843 | 0.056% | -0.697% | -0.00039% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 132.7062 | 131.9113 | 0.055% | -0.599% | -0.00033% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 136.5608 | 135.3774 | 0.052% | -0.867% | -0.00045% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 113.2632 | 113.1940 | 0.038% | -0.061% | -0.00002% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 109.2191 | 109.1933 | 0.036% | -0.024% | -0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 112.8882 | 112.7565 | 0.035% | -0.117% | -0.00004% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 121.4562 | 121.0988 | 0.033% | -0.294% | -0.00010% |
| Total | $8.48tn | 100.000% | -0.92246% | ||||||||
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.