Rebalance of October 31, 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
- +0.154040%
- Market value
- $9.20tn
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 +0.154040% against a published month return of +0.154040%, a difference of 4.3e-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 | – | $6.06bn | $74.45bn | 113.3054 | 113.5686 | 0.917% | +0.232% | +0.00213% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $6.51bn | $75.00bn | 108.4290 | 108.6814 | 0.884% | +0.233% | +0.00206% |
| 9128286T2 | 2.375% | May 15, 2029 | $84.43bn | – | $9.40bn | $75.03bn | 106.9596 | 107.1284 | 0.872% | +0.158% | +0.00138% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $3.72bn | $71.78bn | 110.1797 | 110.4531 | 0.860% | +0.248% | +0.00213% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 110.7109 | 111.0156 | 0.830% | +0.275% | +0.00229% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 108.8200 | 109.1141 | 0.781% | +0.270% | +0.00211% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $7.68bn | $69.00bn | 102.6409 | 102.9353 | 0.770% | +0.287% | +0.00221% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $3.52bn | $68.87bn | 102.3808 | 102.6545 | 0.766% | +0.267% | +0.00205% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $123.3m | $66.00bn | 104.5061 | 104.8207 | 0.750% | +0.301% | +0.00226% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | $15.0m | $65.99bn | 103.9908 | 104.2846 | 0.746% | +0.283% | +0.00211% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $118.0m | $65.91bn | 104.0686 | 104.3832 | 0.746% | +0.302% | +0.00225% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $643.8m | $65.90bn | 103.5839 | 103.8879 | 0.742% | +0.293% | +0.00218% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $0.9m | $65.99bn | 102.3179 | 102.6427 | 0.734% | +0.317% | +0.00233% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.73bn | $64.27bn | 105.0380 | 105.3424 | 0.734% | +0.290% | +0.00213% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $69.51bn | – | $3.19bn | $66.32bn | 101.7228 | 100.9749 | 0.733% | +0.371% | +0.00272% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $669.5m | $65.81bn | 102.4117 | 102.7052 | 0.733% | +0.287% | +0.00210% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 106.2096 | 106.5346 | 0.727% | +0.306% | +0.00223% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.66bn | $62.81bn | 105.3811 | 105.6644 | 0.719% | +0.269% | +0.00193% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $6.94bn | $62.98bn | 104.7561 | 105.0394 | 0.717% | +0.270% | +0.00194% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $2.82bn | $63.00bn | 104.5686 | 104.8832 | 0.716% | +0.301% | +0.00215% |
| 912828C57 | 2.250% | Mar 31, 2021 | $69.00bn | – | $3.83bn | $65.17bn | 100.7249 | 101.0717 | 0.713% | +0.344% | +0.00246% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $3.92bn | $50.96bn | 128.0873 | 127.4966 | 0.709% | -0.461% | -0.00327% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 103.2554 | 103.5489 | 0.706% | +0.284% | +0.00201% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 102.2245 | 102.5285 | 0.700% | +0.297% | +0.00208% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $2.09bn | $62.76bn | 101.8909 | 102.2165 | 0.695% | +0.320% | +0.00222% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.53bn | $62.97bn | 100.6138 | 100.9069 | 0.689% | +0.291% | +0.00201% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $1.96bn | $62.98bn | 100.2075 | 100.5007 | 0.686% | +0.293% | +0.00201% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $2.33bn | $63.02bn | 99.3478 | 99.6304 | 0.681% | +0.284% | +0.00194% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.54bn | $57.46bn | 105.6637 | 105.9891 | 0.660% | +0.308% | +0.00203% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $4.60bn | $50.98bn | 119.0394 | 118.5109 | 0.660% | -0.444% | -0.00293% |
| 912810SH2 | 2.875% | May 15, 2049 | $57.61bn | – | $6.72bn | $50.89bn | 117.1484 | 116.5469 | 0.648% | -0.514% | -0.00333% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $2.42bn | $48.00bn | 118.7269 | 118.1671 | 0.619% | -0.471% | -0.00292% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.56bn | $54.85bn | 101.8665 | 102.2439 | 0.607% | +0.370% | +0.00225% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.16bn | $44.99bn | 122.1491 | 121.5999 | 0.597% | -0.450% | -0.00269% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $278.0m | $41.72bn | 129.2130 | 128.5808 | 0.586% | -0.489% | -0.00287% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $1.43bn | $40.58bn | 132.4164 | 131.7323 | 0.584% | -0.517% | -0.00302% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $118.0m | $41.88bn | 125.3060 | 124.7466 | 0.570% | -0.446% | -0.00255% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.2887 | 105.5829 | 0.570% | +0.279% | +0.00159% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.57bn | $51.43bn | 101.1923 | 101.5272 | 0.566% | +0.331% | +0.00187% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.5679 | 101.8927 | 0.558% | +0.320% | +0.00179% |
| 912828YB0 | 1.625% | Aug 15, 2029 | $68.62bn | – | $17.62bn | $51.00bn | 99.6138 | 99.7507 | 0.552% | +0.137% | +0.00076% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 119.7116 | 119.1624 | 0.547% | -0.459% | -0.00251% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 118.5082 | 117.9796 | 0.541% | -0.446% | -0.00241% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $151.5m | $41.93bn | 118.5394 | 117.9796 | 0.540% | -0.472% | -0.00255% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 118.3207 | 117.7921 | 0.540% | -0.447% | -0.00241% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 118.1019 | 117.5109 | 0.539% | -0.500% | -0.00270% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $328.6m | $41.99bn | 115.0547 | 114.5156 | 0.525% | -0.469% | -0.00246% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $532.0m | $41.47bn | 115.2734 | 114.6094 | 0.520% | -0.576% | -0.00299% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 102.9630 | 103.3308 | 0.510% | +0.357% | +0.00182% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.28bn | $38.95bn | 119.0394 | 118.4796 | 0.504% | -0.470% | -0.00237% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.85bn | $38.98bn | 118.3519 | 117.7921 | 0.501% | -0.473% | -0.00237% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 103.7568 | 104.0611 | 0.492% | +0.293% | +0.00144% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.11bn | $38.84bn | 116.2422 | 115.6719 | 0.491% | -0.491% | -0.00241% |
| 912828YH7 | 1.500% | Sep 30, 2024 | $45.26bn | – | – | $45.26bn | 99.7228 | 99.9436 | 0.491% | +0.221% | +0.00109% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 107.4130 | 106.8736 | 0.490% | -0.502% | -0.00246% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 113.7262 | 113.2391 | 0.482% | -0.428% | -0.00207% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.68bn | $34.32bn | 128.9317 | 128.2058 | 0.481% | -0.563% | -0.00271% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.51bn | $39.00bn | 112.9762 | 112.4579 | 0.479% | -0.459% | -0.00220% |
| 912828YJ3 | 1.500% | Sep 30, 2021 | $44.16bn | – | – | $44.16bn | 99.7541 | 100.0061 | 0.479% | +0.253% | +0.00121% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | – | $41.00bn | 104.9134 | 105.2283 | 0.468% | +0.300% | +0.00140% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | – | $41.00bn | 104.2337 | 104.5380 | 0.465% | +0.292% | +0.00136% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $523.5m | $41.00bn | 103.9103 | 103.0687 | 0.463% | +0.273% | +0.00126% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $3.51bn | $40.00bn | 106.1537 | 106.4597 | 0.462% | +0.288% | +0.00133% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $2.07bn | $40.90bn | 103.6085 | 103.9045 | 0.461% | +0.286% | +0.00132% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.18bn | $38.99bn | 108.1318 | 107.6236 | 0.458% | -0.470% | -0.00215% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.30bn | $38.96bn | 107.4755 | 106.9674 | 0.455% | -0.473% | -0.00215% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.4742 | 101.7989 | 0.453% | +0.320% | +0.00145% |
| 9128286Z8 | 1.750% | Jun 30, 2024 | $43.34bn | – | $2.34bn | $41.00bn | 101.2548 | 101.5272 | 0.451% | +0.269% | +0.00121% |
| 912828Y87 | 1.750% | Jul 31, 2024 | $42.63bn | – | $1.63bn | $41.00bn | 101.1386 | 101.4110 | 0.451% | +0.269% | +0.00121% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | $61.0m | $38.94bn | 106.2969 | 105.1641 | 0.450% | +0.287% | +0.00129% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.22bn | $40.51bn | 101.0526 | 101.3879 | 0.445% | +0.332% | +0.00148% |
| 9128286V7 | 2.125% | May 31, 2021 | $44.20bn | – | $4.20bn | $40.00bn | 101.3704 | 101.7066 | 0.441% | +0.332% | +0.00146% |
| 9128285X4 | 2.500% | Jan 31, 2021 | $40.00bn | – | – | $40.00bn | 101.3587 | 101.7255 | 0.441% | +0.362% | +0.00159% |
| 912828YE4 | 1.250% | Aug 31, 2024 | $46.32bn | – | $5.32bn | $41.00bn | 98.6690 | 98.9317 | 0.440% | +0.266% | +0.00117% |
| 9128285S5 | 2.500% | Dec 31, 2020 | $40.00bn | – | $190.0m | $39.81bn | 101.4755 | 101.8424 | 0.439% | +0.362% | +0.00159% |
| 9128287F1 | 1.750% | Jul 31, 2021 | $41.59bn | – | $1.59bn | $40.00bn | 100.4198 | 100.7235 | 0.437% | +0.302% | +0.00132% |
| 9128287A2 | 1.625% | Jun 30, 2021 | $42.29bn | – | $2.29bn | $40.00bn | 100.2857 | 100.6101 | 0.436% | +0.323% | +0.00141% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 102.3186 | 101.8519 | 0.434% | -0.456% | -0.00198% |
| 912828YC8 | 1.500% | Aug 31, 2021 | $45.19bn | – | $5.19bn | $40.00bn | 99.8152 | 100.1305 | 0.434% | +0.316% | +0.00137% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | – | $38.00bn | 104.9766 | 105.3139 | 0.434% | +0.321% | +0.00139% |
| 9128285Q9 | 2.750% | Nov 30, 2020 | $42.42bn | – | $3.42bn | $39.00bn | 101.9867 | 102.3446 | 0.432% | +0.351% | +0.00152% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | – | $38.00bn | 102.9621 | 103.2469 | 0.425% | +0.277% | +0.00118% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $21.3m | $37.98bn | 102.6014 | 101.7920 | 0.424% | +0.308% | +0.00130% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | – | $38.00bn | 102.4361 | 102.7717 | 0.423% | +0.328% | +0.00139% |
| 9128285G1 | 2.875% | Oct 31, 2020 | $38.00bn | – | – | $38.00bn | 102.3281 | 101.2579 | 0.423% | +0.359% | +0.00152% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $9.15bn | $38.00bn | 102.3193 | 102.6549 | 0.423% | +0.328% | +0.00139% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $12.94bn | $38.00bn | 102.0839 | 102.4192 | 0.422% | +0.328% | +0.00138% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | – | $38.00bn | 101.9794 | 102.2754 | 0.421% | +0.290% | +0.00122% |
| 9128286D7 | 2.500% | Feb 28, 2021 | $41.93bn | – | $3.66bn | $38.26bn | 101.2442 | 101.5821 | 0.421% | +0.334% | +0.00141% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $2.67bn | $36.94bn | 104.6405 | 104.9684 | 0.420% | +0.313% | +0.00132% |
| 9128286Y1 | 1.750% | Jun 15, 2022 | $38.00bn | – | – | $38.00bn | 100.9539 | 101.2271 | 0.417% | +0.271% | +0.00113% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $7.55bn | $37.00bn | 103.6172 | 103.9531 | 0.417% | +0.324% | +0.00135% |
| 9128287C8 | 1.750% | Jul 15, 2022 | $38.32bn | – | $423.5m | $37.90bn | 100.7459 | 101.0808 | 0.415% | +0.332% | +0.00138% |
| 912828YA2 | 1.500% | Aug 15, 2022 | $62.80bn | – | $24.80bn | $38.00bn | 99.9416 | 100.2554 | 0.413% | +0.314% | +0.00130% |
| 912828YF1 | 1.500% | Sep 15, 2022 | $38.00bn | – | – | $38.00bn | 99.8472 | 100.1312 | 0.412% | +0.284% | +0.00117% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.27bn | $35.98bn | 105.0492 | 105.3759 | 0.411% | +0.311% | +0.00128% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.48bn | $36.00bn | 104.4446 | 104.7595 | 0.409% | +0.301% | +0.00123% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | – | $36.00bn | 103.7338 | 102.6335 | 0.406% | +0.325% | +0.00132% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $2.44bn | $35.51bn | 104.7758 | 105.0700 | 0.404% | +0.281% | +0.00114% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.49bn | $34.98bn | 105.1821 | 104.1326 | 0.400% | +0.309% | +0.00124% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $8.58bn | $34.96bn | 103.6298 | 103.9471 | 0.394% | +0.306% | +0.00121% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.17bn | $35.00bn | 103.1006 | 103.4061 | 0.392% | +0.296% | +0.00116% |
| 912810SJ8 | 2.250% | Aug 15, 2049 | $47.40bn | – | $12.40bn | $35.00bn | 102.6311 | 102.0394 | 0.390% | -0.577% | -0.00225% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | – | $35.00bn | 102.2459 | 102.5113 | 0.389% | +0.260% | +0.00101% |
| 912828YG9 | 1.625% | Sep 30, 2026 | $35.32bn | – | – | $35.32bn | 99.9732 | 100.2358 | 0.384% | +0.263% | +0.00101% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | $4.0m | – | $35.00bn | 100.3798 | 100.7147 | 0.382% | +0.334% | +0.00127% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | $2.0m | – | $35.00bn | 100.3274 | 100.6837 | 0.382% | +0.355% | +0.00136% |
| 912828L99 | 1.375% | Oct 31, 2020 | $35.00bn | – | – | $35.00bn | 100.1067 | 99.7538 | 0.381% | +0.334% | +0.00127% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $5.00bn | $34.00bn | 102.9001 | 103.2252 | 0.380% | +0.316% | +0.00120% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.65bn | $29.35bn | 119.1804 | 118.5061 | 0.380% | -0.566% | -0.00215% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 99.7004 | 100.0662 | 0.379% | +0.367% | +0.00139% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.57bn | $34.00bn | 102.2887 | 102.6141 | 0.378% | +0.318% | +0.00120% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $885.5m | $33.97bn | 102.0557 | 101.3492 | 0.377% | +0.288% | +0.00108% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $2.83bn | $31.98bn | 108.3099 | 108.6159 | 0.376% | +0.283% | +0.00106% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.74bn | $33.90bn | 101.4409 | 100.8177 | 0.374% | +0.310% | +0.00116% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.46bn | $34.00bn | 101.0346 | 101.3801 | 0.373% | +0.342% | +0.00128% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.62bn | $33.90bn | 101.2867 | 101.6114 | 0.373% | +0.321% | +0.00120% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 100.8489 | 101.1639 | 0.373% | +0.312% | +0.00116% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 100.8485 | 101.1834 | 0.373% | +0.332% | +0.00124% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.67bn | $33.95bn | 100.8069 | 101.1113 | 0.372% | +0.302% | +0.00112% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $32.04bn | $33.96bn | 100.7388 | 101.0319 | 0.372% | +0.291% | +0.00108% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.19bn | $33.90bn | 100.9319 | 101.2676 | 0.372% | +0.333% | +0.00124% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $4.79bn | $33.92bn | 100.7222 | 101.0381 | 0.371% | +0.314% | +0.00116% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | $12.0m | $31.99bn | 106.4423 | 106.7571 | 0.370% | +0.296% | +0.00109% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $8.67bn | $34.00bn | 99.8996 | 100.2348 | 0.369% | +0.336% | +0.00124% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | $193.0m | $31.81bn | 106.6009 | 106.9158 | 0.369% | +0.295% | +0.00109% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.06bn | $34.00bn | 99.6793 | 99.3472 | 0.368% | +0.294% | +0.00108% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.59bn | $33.57bn | 100.8471 | 101.1613 | 0.368% | +0.312% | +0.00115% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.30bn | $33.77bn | 100.2009 | 100.5268 | 0.368% | +0.325% | +0.00120% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $408.5m | $32.00bn | 105.6501 | 104.7565 | 0.367% | +0.278% | +0.00102% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | $61.0m | $30.94bn | 109.2242 | 108.0395 | 0.367% | +0.289% | +0.00106% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.26bn | $33.78bn | 100.0129 | 99.6600 | 0.367% | +0.335% | +0.00123% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.56bn | $33.56bn | 100.6614 | 100.9452 | 0.367% | +0.282% | +0.00104% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.10bn | $34.00bn | 99.2847 | 99.6093 | 0.367% | +0.327% | +0.00120% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 99.2843 | 99.5978 | 0.367% | +0.316% | +0.00116% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.2208 | 99.5666 | 0.367% | +0.349% | +0.00128% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 99.1895 | 99.5031 | 0.367% | +0.316% | +0.00116% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.33bn | $34.00bn | 99.0646 | 99.3791 | 0.366% | +0.318% | +0.00116% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $1.65bn | $31.89bn | 105.5254 | 105.8321 | 0.366% | +0.291% | +0.00106% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | – | $31.00bn | 107.8832 | 108.1998 | 0.364% | +0.293% | +0.00107% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.28bn | $33.79bn | 98.9406 | 99.2234 | 0.363% | +0.286% | +0.00104% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $530.3m | $32.60bn | 102.1814 | 102.4963 | 0.362% | +0.308% | +0.00112% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | $2.0m | $32.00bn | 103.8499 | 104.1655 | 0.361% | +0.304% | +0.00110% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | $3.43bn | $31.93bn | 103.8391 | 104.1441 | 0.360% | +0.294% | +0.00106% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $2.19bn | $31.00bn | 106.6092 | 106.9372 | 0.359% | +0.308% | +0.00110% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | – | $32.00bn | 102.3058 | 102.6219 | 0.356% | +0.309% | +0.00110% |
| 912828Y95 | 1.875% | Jul 31, 2026 | $33.27bn | – | $1.27bn | $32.00bn | 101.9096 | 102.1926 | 0.354% | +0.278% | +0.00098% |
| 9128287B0 | 1.875% | Jun 30, 2026 | $33.83bn | – | $1.93bn | $31.90bn | 102.0676 | 102.3505 | 0.354% | +0.277% | +0.00098% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $13.14bn | $28.86bn | 112.7887 | 112.1454 | 0.354% | -0.570% | -0.00202% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $22.64bn | $22.27bn | 144.9032 | 144.2303 | 0.351% | -0.464% | -0.00163% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.64bn | $29.99bn | 107.4844 | 107.7891 | 0.350% | +0.283% | +0.00099% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.51bn | $29.70bn | 107.8099 | 108.1159 | 0.348% | +0.284% | +0.00099% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 102.4290 | 102.7751 | 0.345% | +0.338% | +0.00117% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $4.21bn | $29.52bn | 106.9137 | 107.2391 | 0.343% | +0.304% | +0.00104% |
| 912828YD6 | 1.375% | Aug 31, 2026 | $36.16bn | – | $4.16bn | $32.00bn | 98.4609 | 98.7342 | 0.342% | +0.278% | +0.00095% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.72bn | $28.98bn | 107.9531 | 106.8516 | 0.340% | +0.311% | +0.00106% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.09bn | $28.98bn | 106.2030 | 106.4997 | 0.335% | +0.279% | +0.00093% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.42bn | $29.58bn | 103.3991 | 103.7249 | 0.332% | +0.315% | +0.00105% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $87.4m | $29.96bn | 102.0342 | 101.2041 | 0.332% | +0.350% | +0.00116% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.14bn | $28.97bn | 105.3822 | 105.6983 | 0.332% | +0.300% | +0.00100% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 101.1304 | 101.4552 | 0.331% | +0.321% | +0.00106% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 101.9745 | 102.2785 | 0.321% | +0.298% | +0.00096% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | – | $29.00bn | 101.5995 | 101.9035 | 0.320% | +0.299% | +0.00096% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $22.0m | $28.98bn | 101.6284 | 101.0052 | 0.320% | +0.309% | +0.00099% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 101.4620 | 101.7554 | 0.320% | +0.289% | +0.00093% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 105.0462 | 105.3505 | 0.320% | +0.290% | +0.00093% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | $40.0m | $28.96bn | 101.5245 | 100.8492 | 0.320% | +0.320% | +0.00102% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 101.3489 | 101.6639 | 0.319% | +0.311% | +0.00099% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.3478 | 101.6936 | 0.319% | +0.341% | +0.00109% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.1301 | 101.4452 | 0.319% | +0.312% | +0.00099% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 101.1073 | 100.5048 | 0.319% | +0.269% | +0.00086% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | $1.0m | $29.00bn | 100.8808 | 101.2170 | 0.318% | +0.333% | +0.00106% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.5m | $29.00bn | 100.7641 | 101.0907 | 0.318% | +0.324% | +0.00103% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $575.9m | $28.95bn | 100.7948 | 101.0985 | 0.317% | +0.301% | +0.00096% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $722.4m | $27.98bn | 104.1603 | 103.3499 | 0.317% | +0.302% | +0.00096% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.4303 | 100.7356 | 0.317% | +0.304% | +0.00096% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.3798 | 100.6530 | 0.316% | +0.272% | +0.00086% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 103.8811 | 104.1957 | 0.316% | +0.303% | +0.00096% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $245.0m | $28.76bn | 100.9722 | 101.2881 | 0.316% | +0.313% | +0.00099% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 99.9715 | 100.2853 | 0.315% | +0.314% | +0.00099% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.72bn | $28.00bn | 103.2874 | 103.6019 | 0.314% | +0.305% | +0.00096% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.55bn | $27.97bn | 103.3704 | 103.6441 | 0.314% | +0.265% | +0.00083% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 103.1603 | 103.4436 | 0.314% | +0.275% | +0.00086% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $2.98bn | $28.00bn | 102.8704 | 103.1754 | 0.313% | +0.296% | +0.00093% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.87bn | $27.98bn | 102.8580 | 103.1620 | 0.313% | +0.296% | +0.00092% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 102.7120 | 101.9742 | 0.313% | +0.255% | +0.00080% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.49bn | $28.00bn | 102.5996 | 102.8733 | 0.312% | +0.267% | +0.00083% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.89bn | $27.99bn | 102.5247 | 102.7995 | 0.312% | +0.268% | +0.00084% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 102.4117 | 102.7052 | 0.312% | +0.287% | +0.00089% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $477.0m | $28.52bn | 100.4735 | 100.7780 | 0.311% | +0.303% | +0.00094% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 101.5972 | 101.8194 | 0.309% | +0.219% | +0.00068% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | $1.0m | $28.00bn | 100.9794 | 101.3379 | 0.307% | +0.355% | +0.00109% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.44bn | $28.00bn | 100.8050 | 100.3170 | 0.307% | +0.322% | +0.00099% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 100.7024 | 100.9962 | 0.306% | +0.292% | +0.00089% |
| 912828WC0 | 1.750% | Oct 31, 2020 | $29.00bn | – | $1.06bn | $27.94bn | 100.6698 | 100.1298 | 0.306% | +0.333% | +0.00102% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.89bn | $27.80bn | 100.8675 | 100.3482 | 0.305% | +0.291% | +0.00089% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 147.9504 | 147.3193 | 0.304% | -0.427% | -0.00130% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 99.8465 | 100.1305 | 0.303% | +0.284% | +0.00086% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.09bn | $27.99bn | 99.5662 | 99.9008 | 0.303% | +0.336% | +0.00102% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 99.7228 | 100.0374 | 0.303% | +0.315% | +0.00095% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 99.3359 | 99.6717 | 0.302% | +0.338% | +0.00102% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 99.2225 | 99.5265 | 0.302% | +0.306% | +0.00093% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.59bn | $27.42bn | 101.1096 | 101.4665 | 0.301% | +0.353% | +0.00106% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.98bn | $27.98bn | 98.9606 | 99.3159 | 0.301% | +0.359% | +0.00108% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.2558 | 101.5910 | 0.298% | +0.331% | +0.00099% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $24.71bn | $18.77bn | 141.8713 | 141.1773 | 0.289% | -0.489% | -0.00142% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 112.1637 | 111.4891 | 0.288% | -0.601% | -0.00173% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 100.9436 | 101.3207 | 0.285% | +0.374% | +0.00107% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.5141 | 100.8719 | 0.281% | +0.356% | +0.00100% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.46bn | $25.52bn | 101.0360 | 101.3397 | 0.280% | +0.301% | +0.00084% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 100.7955 | 101.1620 | 0.275% | +0.364% | +0.00100% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 100.6739 | 101.0611 | 0.263% | +0.385% | +0.00101% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 100.6470 | 100.9933 | 0.263% | +0.344% | +0.00090% |
| 9128282Z2 | 1.625% | Oct 15, 2020 | $24.00bn | – | – | $24.00bn | 100.5316 | 100.1067 | 0.262% | +0.386% | +0.00101% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $3.06bn | $23.86bn | 100.5673 | 100.9334 | 0.261% | +0.364% | +0.00095% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $25.97bn | $16.93bn | 139.9178 | 139.2133 | 0.258% | -0.503% | -0.00130% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.63bn | $23.37bn | 100.8909 | 101.2478 | 0.256% | +0.354% | +0.00091% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 101.2877 | 101.6440 | 0.256% | +0.352% | +0.00090% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 100.3325 | 100.6257 | 0.244% | +0.292% | +0.00071% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 119.1804 | 118.4749 | 0.237% | -0.592% | -0.00141% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.99bn | $16.23bn | 132.2449 | 131.5088 | 0.233% | -0.557% | -0.00130% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.32bn | $16.17bn | 130.3227 | 129.5448 | 0.229% | -0.597% | -0.00137% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.41bn | $14.59bn | 142.5275 | 141.8023 | 0.226% | -0.509% | -0.00115% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 138.1060 | 138.0476 | 0.218% | -0.042% | -0.00009% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.18bn | $13.39bn | 141.4963 | 140.8648 | 0.206% | -0.446% | -0.00092% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 138.3427 | 138.4830 | 0.199% | +0.101% | +0.00020% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.47bn | $15.45bn | 117.6019 | 116.8859 | 0.197% | -0.609% | -0.00120% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 142.3560 | 141.8601 | 0.192% | -0.348% | -0.00067% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.96bn | $14.66bn | 119.8991 | 119.2561 | 0.191% | -0.536% | -0.00102% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 138.9178 | 138.4633 | 0.176% | -0.327% | -0.00057% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.56bn | $12.34bn | 125.3220 | 124.8981 | 0.168% | -0.338% | -0.00057% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 136.2510 | 136.5482 | 0.139% | +0.218% | +0.00030% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.82bn | $8.23bn | 146.3920 | 146.6372 | 0.131% | +0.168% | +0.00022% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.60bn | $8.35bn | 132.0768 | 132.3940 | 0.120% | +0.240% | +0.00029% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 142.2622 | 141.8913 | 0.118% | -0.261% | -0.00031% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 116.0842 | 116.4144 | 0.116% | +0.284% | +0.00033% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 127.2038 | 127.5842 | 0.111% | +0.299% | +0.00033% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 148.9823 | 148.7473 | 0.104% | -0.158% | -0.00016% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.77bn | $6.76bn | 138.8400 | 138.5211 | 0.102% | -0.230% | -0.00023% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 132.2024 | 132.4470 | 0.094% | +0.185% | +0.00017% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.2357 | 118.5747 | 0.087% | +0.287% | +0.00025% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 131.5143 | 131.8003 | 0.087% | +0.217% | +0.00019% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.60bn | $4.99bn | 143.5442 | 143.3818 | 0.078% | -0.113% | -0.00009% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 135.1114 | 135.5027 | 0.075% | +0.290% | +0.00022% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.31bn | $4.86bn | 140.9698 | 141.2982 | 0.075% | +0.233% | +0.00017% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 118.9412 | 119.3227 | 0.061% | +0.321% | +0.00020% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 131.8329 | 132.1522 | 0.061% | +0.242% | +0.00015% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 135.6267 | 135.9137 | 0.058% | +0.212% | +0.00012% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 134.1746 | 134.4307 | 0.056% | +0.191% | +0.00011% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.72bn | $4.42bn | 116.6135 | 116.9742 | 0.056% | +0.309% | +0.00017% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 130.2843 | 130.6760 | 0.055% | +0.301% | +0.00017% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 131.9113 | 132.2412 | 0.054% | +0.250% | +0.00013% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 135.3774 | 135.7480 | 0.051% | +0.274% | +0.00014% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 113.1940 | 113.5034 | 0.037% | +0.273% | +0.00010% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 109.1933 | 109.4817 | 0.036% | +0.264% | +0.00009% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 112.7565 | 113.0971 | 0.035% | +0.302% | +0.00011% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 121.0988 | 121.4912 | 0.033% | +0.324% | +0.00011% |
| Total | $8.67tn | 100.000% | +0.15404% | ||||||||
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.