Rebalance of November 29, 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
- -0.331744%
- Market value
- $9.25tn
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 -0.331744% against a published month return of -0.331744%, a difference of 7.1e-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 | – | $6.14bn | $74.36bn | 113.5686 | 111.2709 | 0.913% | -0.647% | -0.00591% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $6.73bn | $74.77bn | 108.6814 | 107.9025 | 0.878% | -0.717% | -0.00630% |
| 9128286T2 | 2.375% | May 15, 2029 | $84.43bn | – | $9.40bn | $75.03bn | 107.1284 | 105.1734 | 0.869% | -0.716% | -0.00622% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $4.33bn | $71.17bn | 110.4531 | 109.7266 | 0.850% | -0.658% | -0.00559% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 111.0156 | 108.8530 | 0.828% | -0.653% | -0.00541% |
| 912828YB0 | 1.625% | Aug 15, 2029 | $92.62bn | – | $17.62bn | $75.00bn | 99.7507 | 98.9501 | 0.809% | -0.803% | -0.00649% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 109.1141 | 108.4083 | 0.778% | -0.647% | -0.00504% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $7.68bn | $69.00bn | 102.9353 | 101.5734 | 0.768% | -0.352% | -0.00270% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $3.52bn | $68.87bn | 102.6545 | 102.3345 | 0.764% | -0.312% | -0.00238% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $123.3m | $66.00bn | 104.8207 | 103.1363 | 0.748% | -0.534% | -0.00399% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | $35.0m | $65.97bn | 104.2846 | 103.9535 | 0.744% | -0.318% | -0.00236% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $138.0m | $65.89bn | 104.3832 | 102.8863 | 0.744% | -0.356% | -0.00265% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $718.8m | $65.82bn | 103.8879 | 102.3805 | 0.739% | -0.428% | -0.00317% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.73bn | $64.27bn | 105.3424 | 103.7418 | 0.732% | -0.333% | -0.00244% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $669.5m | $65.81bn | 102.7052 | 102.2174 | 0.731% | -0.475% | -0.00347% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $148.9m | $65.85bn | 102.6427 | 102.2486 | 0.731% | -0.384% | -0.00280% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 106.5346 | 104.5797 | 0.726% | -0.720% | -0.00523% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $69.51bn | – | $3.86bn | $65.65bn | 100.9749 | 100.9478 | 0.717% | -0.027% | -0.00019% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.90bn | $62.58bn | 105.6644 | 103.8238 | 0.715% | -0.677% | -0.00484% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $2.84bn | $62.97bn | 104.8832 | 104.1664 | 0.714% | -0.683% | -0.00488% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $7.14bn | $62.77bn | 105.0394 | 104.2914 | 0.713% | -0.712% | -0.00508% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 103.5489 | 101.8747 | 0.704% | -0.651% | -0.00459% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $3.92bn | $50.96bn | 127.4966 | 125.0951 | 0.702% | -0.560% | -0.00393% |
| 912828C57 | 2.250% | Mar 31, 2021 | $69.00bn | – | $4.91bn | $64.09bn | 101.0717 | 101.1060 | 0.700% | +0.034% | +0.00024% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 102.5285 | 102.3950 | 0.698% | -0.130% | -0.00091% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.57bn | $62.93bn | 100.9069 | 99.4821 | 0.686% | -0.607% | -0.00416% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $2.81bn | $62.03bn | 102.2165 | 101.1047 | 0.685% | -0.109% | -0.00075% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $2.20bn | $62.74bn | 100.5007 | 99.9188 | 0.682% | -0.579% | -0.00395% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $2.33bn | $63.02bn | 99.6304 | 99.0068 | 0.679% | -0.626% | -0.00425% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.56bn | $57.44bn | 105.9891 | 104.3472 | 0.658% | -0.252% | -0.00166% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $4.60bn | $50.98bn | 118.5109 | 117.7948 | 0.653% | -0.604% | -0.00395% |
| 912810SH2 | 2.875% | May 15, 2049 | $57.61bn | – | $6.72bn | $50.89bn | 116.5469 | 114.4468 | 0.641% | -0.569% | -0.00364% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $2.42bn | $48.00bn | 118.1671 | 117.5448 | 0.613% | -0.527% | -0.00323% |
| 912828PC8 | 2.625% | Nov 15, 2020 | $67.41bn | – | $12.56bn | $54.85bn | 102.2439 | 100.9976 | 0.606% | +0.065% | +0.00039% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.16bn | $44.99bn | 121.5999 | 119.3959 | 0.591% | -0.527% | -0.00312% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $394.0m | $41.61bn | 128.5808 | 127.7925 | 0.578% | -0.613% | -0.00355% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $1.63bn | $40.38bn | 131.7323 | 129.0814 | 0.575% | -0.589% | -0.00339% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.5829 | 105.2520 | 0.569% | -0.313% | -0.00178% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.69bn | $51.31bn | 101.5272 | 100.4880 | 0.563% | -0.162% | -0.00091% |
| 912810SJ8 | 2.250% | Aug 15, 2049 | $63.40bn | – | $12.40bn | $51.00bn | 102.0394 | 101.4789 | 0.563% | -0.549% | -0.00309% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $301.0m | $41.70bn | 124.7466 | 122.2826 | 0.562% | -0.622% | -0.00350% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.8927 | 101.7486 | 0.557% | -0.141% | -0.00079% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 119.1624 | 118.3944 | 0.541% | -0.645% | -0.00349% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 117.9796 | 117.3573 | 0.536% | -0.527% | -0.00283% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $151.5m | $41.93bn | 117.9796 | 115.8276 | 0.535% | -0.553% | -0.00296% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 117.7921 | 115.5776 | 0.535% | -0.607% | -0.00324% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 117.5109 | 115.2964 | 0.533% | -0.608% | -0.00324% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $330.6m | $41.99bn | 114.5156 | 113.8516 | 0.520% | -0.580% | -0.00301% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $532.0m | $41.47bn | 114.6094 | 112.4468 | 0.514% | -0.633% | -0.00325% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.3308 | 103.3237 | 0.509% | -0.007% | -0.00004% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.28bn | $38.95bn | 118.4796 | 116.4214 | 0.499% | -0.471% | -0.00235% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.85bn | $38.98bn | 117.7921 | 117.1386 | 0.496% | -0.555% | -0.00275% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 104.0611 | 103.8342 | 0.491% | -0.218% | -0.00107% |
| 912828YM6 | 1.500% | Oct 31, 2024 | $45.29bn | – | – | $45.29bn | 99.8479 | 99.4444 | 0.489% | -0.404% | -0.00198% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.11bn | $38.84bn | 115.6719 | 113.6343 | 0.486% | -0.519% | -0.00252% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 106.8736 | 106.2405 | 0.485% | -0.592% | -0.00287% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $2.22bn | $39.01bn | 113.2391 | 111.2534 | 0.478% | -0.539% | -0.00258% |
| 912828YP9 | 1.500% | Oct 31, 2021 | $44.18bn | – | – | $44.18bn | 99.9104 | 99.8506 | 0.477% | -0.060% | -0.00029% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.73bn | $34.27bn | 128.2058 | 127.4487 | 0.475% | -0.591% | -0.00281% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.53bn | $38.99bn | 112.4579 | 111.8770 | 0.474% | -0.516% | -0.00245% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | $10.0m | $40.99bn | 105.2283 | 104.9494 | 0.466% | -0.265% | -0.00124% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | – | $41.00bn | 104.5380 | 104.2486 | 0.463% | -0.277% | -0.00128% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $3.51bn | $40.00bn | 106.4597 | 104.7345 | 0.460% | -0.270% | -0.00124% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $2.07bn | $40.90bn | 103.9045 | 103.5443 | 0.459% | -0.347% | -0.00159% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $523.5m | $41.00bn | 103.0687 | 102.7603 | 0.457% | -0.299% | -0.00137% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.19bn | $38.98bn | 107.6236 | 105.7730 | 0.453% | -0.558% | -0.00253% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 101.7989 | 100.7497 | 0.452% | -0.048% | -0.00022% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.30bn | $38.96bn | 106.9674 | 106.3342 | 0.450% | -0.592% | -0.00267% |
| 9128286Z8 | 1.750% | Jun 30, 2024 | $43.34bn | – | $2.34bn | $41.00bn | 101.5272 | 101.2058 | 0.450% | -0.316% | -0.00142% |
| 912828Y87 | 1.750% | Jul 31, 2024 | $42.63bn | – | $1.63bn | $41.00bn | 101.4110 | 101.0584 | 0.449% | -0.348% | -0.00156% |
| 912828YH7 | 1.500% | Sep 30, 2024 | $45.26bn | – | $4.26bn | $41.00bn | 99.9436 | 99.5707 | 0.443% | -0.373% | -0.00165% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | $161.0m | $38.84bn | 105.1641 | 104.8777 | 0.442% | -0.272% | -0.00120% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.47bn | $40.27bn | 101.3879 | 101.3794 | 0.441% | -0.008% | -0.00004% |
| 9128285X4 | 2.500% | Jan 31, 2021 | $40.00bn | – | – | $40.00bn | 101.7255 | 101.7486 | 0.440% | +0.023% | +0.00010% |
| 912828YE4 | 1.250% | Aug 31, 2024 | $46.32bn | – | $5.32bn | $41.00bn | 98.9317 | 98.5381 | 0.438% | -0.398% | -0.00174% |
| 9128287F1 | 1.750% | Jul 31, 2021 | $41.59bn | – | $1.59bn | $40.00bn | 100.7235 | 100.6834 | 0.436% | -0.040% | -0.00017% |
| 9128287A2 | 1.625% | Jun 30, 2021 | $42.29bn | – | $2.42bn | $39.87bn | 100.6101 | 100.5907 | 0.434% | -0.019% | -0.00008% |
| 912828YC8 | 1.500% | Aug 31, 2021 | $45.19bn | – | $5.19bn | $40.00bn | 100.1305 | 100.0707 | 0.433% | -0.060% | -0.00026% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | – | $38.00bn | 105.3139 | 105.0574 | 0.433% | -0.244% | -0.00105% |
| 912828YJ3 | 1.500% | Sep 30, 2021 | $44.16bn | – | $4.16bn | $40.00bn | 100.0061 | 99.9769 | 0.432% | -0.029% | -0.00013% |
| 9128286V7 | 2.125% | May 31, 2021 | $44.20bn | – | $4.89bn | $39.31bn | 101.7066 | 100.6366 | 0.432% | -0.007% | -0.00003% |
| 9128285S5 | 2.500% | Dec 31, 2020 | $40.00bn | – | $755.0m | $39.25bn | 101.8424 | 101.8967 | 0.432% | +0.053% | +0.00023% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 101.8519 | 101.2602 | 0.430% | -0.581% | -0.00250% |
| 9128285Q9 | 2.750% | Nov 30, 2020 | $42.42bn | – | $3.65bn | $38.78bn | 102.3446 | 101.0463 | 0.429% | +0.075% | +0.00032% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | – | $38.00bn | 103.2469 | 103.1880 | 0.424% | -0.057% | -0.00024% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | $1.0m | $38.00bn | 102.7717 | 102.7011 | 0.422% | -0.069% | -0.00029% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $9.15bn | $38.00bn | 102.6549 | 102.5842 | 0.422% | -0.069% | -0.00029% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | – | $38.00bn | 102.2754 | 102.1964 | 0.420% | -0.077% | -0.00032% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $2.67bn | $36.94bn | 104.9684 | 104.7026 | 0.419% | -0.253% | -0.00106% |
| 9128286D7 | 2.500% | Feb 28, 2021 | $41.93bn | – | $3.79bn | $38.14bn | 101.5821 | 101.6075 | 0.419% | +0.025% | +0.00010% |
| 9128286Y1 | 1.750% | Jun 15, 2022 | $38.00bn | – | – | $38.00bn | 101.2271 | 101.1566 | 0.416% | -0.070% | -0.00029% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $345.3m | $37.66bn | 101.7920 | 101.7013 | 0.414% | -0.089% | -0.00037% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $7.73bn | $36.82bn | 103.9531 | 102.4468 | 0.414% | -0.066% | -0.00027% |
| 912828YA2 | 1.500% | Aug 15, 2022 | $62.80bn | – | $24.80bn | $38.00bn | 100.2554 | 100.1318 | 0.412% | -0.123% | -0.00051% |
| 912828YF1 | 1.500% | Sep 15, 2022 | $38.00bn | – | – | $38.00bn | 100.1312 | 100.0089 | 0.411% | -0.122% | -0.00050% |
| 912828YK0 | 1.375% | Oct 15, 2022 | $38.00bn | – | – | $38.00bn | 99.6264 | 99.4928 | 0.409% | -0.134% | -0.00055% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.35bn | $35.90bn | 105.3759 | 103.7963 | 0.409% | -0.194% | -0.00079% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $14.08bn | $36.86bn | 102.4192 | 101.2867 | 0.408% | -0.068% | -0.00028% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $4.58bn | $35.90bn | 104.7595 | 104.5431 | 0.407% | -0.207% | -0.00084% |
| 9128287C8 | 1.750% | Jul 15, 2022 | $38.32bn | – | $1.15bn | $37.17bn | 101.0808 | 100.9783 | 0.406% | -0.101% | -0.00041% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $2.75bn | $35.21bn | 105.0700 | 104.8641 | 0.400% | -0.196% | -0.00078% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | – | $36.00bn | 102.6335 | 102.5958 | 0.399% | -0.037% | -0.00015% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.58bn | $34.88bn | 104.1326 | 103.9293 | 0.393% | -0.195% | -0.00077% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.23bn | $34.94bn | 103.4061 | 103.2428 | 0.391% | -0.158% | -0.00062% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | – | $35.00bn | 102.5113 | 102.4643 | 0.388% | -0.046% | -0.00018% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $9.16bn | $34.38bn | 103.9471 | 103.7957 | 0.386% | -0.146% | -0.00056% |
| 912828YQ7 | 1.625% | Oct 31, 2026 | $35.35bn | – | – | $35.35bn | 100.0982 | 99.4241 | 0.382% | -0.673% | -0.00258% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | $4.0m | – | $35.00bn | 100.7147 | 100.7996 | 0.381% | +0.084% | +0.00032% |
| 912828M98 | 1.625% | Nov 30, 2020 | $35.00bn | $2.0m | $2.0m | $35.00bn | 100.6837 | 99.9464 | 0.381% | +0.075% | +0.00028% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 100.0662 | 100.0883 | 0.379% | +0.022% | +0.00008% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.63bn | $33.94bn | 102.6141 | 102.5958 | 0.376% | -0.018% | -0.00007% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $2.83bn | $31.98bn | 108.6159 | 106.6407 | 0.375% | -0.495% | -0.00186% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.70bn | $29.30bn | 118.5061 | 117.8006 | 0.375% | -0.595% | -0.00223% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.62bn | $33.90bn | 101.6114 | 101.5611 | 0.372% | -0.049% | -0.00018% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 101.1834 | 101.0808 | 0.372% | -0.101% | -0.00038% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.23bn | $34.00bn | 101.1639 | 101.0415 | 0.372% | -0.121% | -0.00045% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.19bn | $33.90bn | 101.2676 | 100.3221 | 0.371% | -0.070% | -0.00026% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.67bn | $33.95bn | 101.1113 | 100.1971 | 0.371% | -0.039% | -0.00014% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $985.5m | $33.87bn | 101.3492 | 101.2383 | 0.371% | -0.109% | -0.00041% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $66.00bn | – | $32.04bn | $33.96bn | 101.0319 | 100.0759 | 0.371% | -0.142% | -0.00053% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.71bn | $33.75bn | 101.3801 | 101.2568 | 0.370% | -0.122% | -0.00045% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.74bn | $33.90bn | 100.8177 | 100.7273 | 0.369% | -0.090% | -0.00033% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.59bn | $33.57bn | 101.1613 | 101.1005 | 0.367% | -0.060% | -0.00022% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | $248.0m | $31.75bn | 106.9158 | 106.3556 | 0.367% | -0.524% | -0.00192% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.30bn | $33.77bn | 100.5268 | 100.4152 | 0.367% | -0.111% | -0.00041% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $6.18bn | $32.82bn | 103.2252 | 103.0815 | 0.366% | -0.139% | -0.00051% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.56bn | $33.56bn | 100.9452 | 100.8540 | 0.366% | -0.090% | -0.00033% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 99.5978 | 99.5988 | 0.366% | +0.001% | +0.00000% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.5666 | 99.5687 | 0.366% | +0.002% | +0.00001% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | $300.0m | $31.70bn | 106.7571 | 106.1970 | 0.366% | -0.525% | -0.00192% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 99.5031 | 99.4728 | 0.366% | -0.030% | -0.00011% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.08bn | $33.98bn | 99.3472 | 99.3286 | 0.365% | -0.019% | -0.00007% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $9.02bn | $33.65bn | 100.2348 | 99.5388 | 0.365% | -0.009% | -0.00003% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.24bn | $33.86bn | 99.6093 | 99.6214 | 0.365% | +0.012% | +0.00004% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.26bn | $33.78bn | 99.6600 | 99.6834 | 0.364% | +0.023% | +0.00009% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.52bn | $33.80bn | 99.3791 | 99.3187 | 0.363% | -0.061% | -0.00022% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $1.81bn | $31.73bn | 105.8321 | 105.2637 | 0.363% | -0.537% | -0.00195% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.28bn | $33.79bn | 99.2234 | 99.1936 | 0.362% | -0.030% | -0.00011% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $5.54bn | $33.17bn | 101.0381 | 100.9791 | 0.362% | -0.058% | -0.00021% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | $61.0m | $30.94bn | 108.0395 | 107.5137 | 0.361% | -0.487% | -0.00176% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $533.5m | $31.88bn | 104.7565 | 104.1463 | 0.361% | -0.583% | -0.00210% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | $2.0m | $32.00bn | 104.1655 | 103.5748 | 0.360% | -0.567% | -0.00204% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $624.3m | $32.50bn | 102.4963 | 102.4986 | 0.360% | +0.002% | +0.00001% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | $275.0m | $30.73bn | 108.1998 | 107.7039 | 0.359% | -0.458% | -0.00165% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | $3.50bn | $31.86bn | 104.1441 | 102.4491 | 0.359% | -0.607% | -0.00218% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $2.19bn | $31.00bn | 106.9372 | 106.4214 | 0.358% | -0.482% | -0.00173% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | $2.0m | $32.00bn | 102.6219 | 102.6255 | 0.355% | +0.003% | +0.00001% |
| 912828Y95 | 1.875% | Jul 31, 2026 | $33.27bn | – | $1.27bn | $32.00bn | 102.1926 | 101.5380 | 0.353% | -0.641% | -0.00226% |
| 9128287B0 | 1.875% | Jun 30, 2026 | $33.83bn | – | $1.99bn | $31.84bn | 102.3505 | 101.6960 | 0.352% | -0.640% | -0.00225% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.65bn | $29.98bn | 107.7891 | 107.3438 | 0.349% | -0.413% | -0.00144% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $13.24bn | $28.76bn | 112.1454 | 110.1284 | 0.349% | -0.572% | -0.00200% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.53bn | $29.68bn | 108.1159 | 106.2345 | 0.347% | -0.411% | -0.00142% |
| 912828YG9 | 1.625% | Sep 30, 2026 | $35.32bn | – | $3.32bn | $32.00bn | 100.2358 | 99.5922 | 0.347% | -0.642% | -0.00223% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 102.7751 | 101.4351 | 0.344% | -0.027% | -0.00009% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $4.27bn | $29.47bn | 107.2391 | 106.7833 | 0.342% | -0.425% | -0.00145% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $23.04bn | $21.87bn | 144.2303 | 142.9949 | 0.341% | -0.857% | -0.00292% |
| 912828YD6 | 1.375% | Aug 31, 2026 | $36.16bn | – | $4.62bn | $31.54bn | 98.7342 | 98.1013 | 0.337% | -0.641% | -0.00216% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.72bn | $28.98bn | 106.8516 | 106.4090 | 0.335% | -0.414% | -0.00139% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.09bn | $28.98bn | 106.4997 | 106.1089 | 0.334% | -0.367% | -0.00122% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.56bn | $29.44bn | 103.7249 | 102.1772 | 0.330% | +0.014% | +0.00005% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.11bn | $30.10bn | 101.4552 | 101.3736 | 0.330% | -0.080% | -0.00027% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.27bn | $28.83bn | 105.6983 | 105.2331 | 0.329% | -0.440% | -0.00145% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $87.4m | $29.96bn | 101.2041 | 101.2177 | 0.328% | +0.013% | +0.00004% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 102.2785 | 102.1763 | 0.321% | -0.100% | -0.00032% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 101.7554 | 101.6427 | 0.319% | -0.111% | -0.00035% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | $48.0m | $28.95bn | 101.9035 | 101.8638 | 0.319% | -0.039% | -0.00012% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 105.3505 | 104.9361 | 0.319% | -0.393% | -0.00125% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.6936 | 101.6957 | 0.319% | +0.002% | +0.00001% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 101.6639 | 100.6352 | 0.319% | -0.090% | -0.00029% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 101.4452 | 100.4477 | 0.318% | -0.059% | -0.00019% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | $1.0m | $29.00bn | 101.2170 | 101.1783 | 0.317% | -0.038% | -0.00012% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $2.5m | $29.00bn | 101.0907 | 101.0735 | 0.317% | -0.017% | -0.00005% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.7356 | 100.6971 | 0.316% | -0.038% | -0.00012% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | $40.0m | $28.96bn | 100.8492 | 100.8008 | 0.316% | -0.048% | -0.00015% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.6530 | 100.5825 | 0.316% | -0.070% | -0.00022% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 104.1957 | 103.7914 | 0.315% | -0.388% | -0.00122% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 100.5048 | 100.4351 | 0.315% | -0.069% | -0.00022% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $245.0m | $28.76bn | 101.2881 | 101.1353 | 0.315% | -0.151% | -0.00047% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 100.2853 | 100.2242 | 0.314% | -0.061% | -0.00019% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $810.9m | $28.71bn | 101.0985 | 100.9647 | 0.314% | -0.132% | -0.00042% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.55bn | $27.97bn | 103.6441 | 102.2304 | 0.313% | -0.339% | -0.00106% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 103.4436 | 103.1957 | 0.313% | -0.240% | -0.00075% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $332.0m | $28.67bn | 101.0052 | 100.8836 | 0.313% | -0.120% | -0.00038% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $722.4m | $27.98bn | 103.3499 | 102.9791 | 0.313% | -0.359% | -0.00112% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $3.08bn | $27.90bn | 103.1754 | 101.8866 | 0.311% | -0.219% | -0.00068% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.89bn | $27.99bn | 102.7995 | 102.4804 | 0.311% | -0.310% | -0.00097% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.96bn | $27.89bn | 103.1620 | 102.8098 | 0.311% | -0.341% | -0.00106% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 102.7052 | 102.3736 | 0.311% | -0.323% | -0.00100% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.53bn | $27.95bn | 102.8733 | 102.5220 | 0.311% | -0.341% | -0.00106% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.97bn | $27.75bn | 103.6019 | 103.3539 | 0.311% | -0.239% | -0.00074% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $477.0m | $28.52bn | 100.7780 | 100.6450 | 0.311% | -0.132% | -0.00041% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 101.9742 | 101.6758 | 0.309% | -0.293% | -0.00090% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 101.8194 | 101.4791 | 0.308% | -0.334% | -0.00103% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | $14.0m | $27.99bn | 101.3379 | 101.3527 | 0.307% | +0.015% | +0.00004% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 100.9962 | 100.0089 | 0.306% | -0.173% | -0.00053% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.46bn | $27.98bn | 100.3170 | 100.1116 | 0.303% | -0.205% | -0.00062% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 100.1305 | 99.9770 | 0.302% | -0.153% | -0.00046% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.11bn | $27.97bn | 99.9008 | 99.7041 | 0.302% | -0.197% | -0.00059% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 100.0374 | 99.8519 | 0.302% | -0.185% | -0.00056% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 99.6717 | 99.4451 | 0.302% | -0.227% | -0.00069% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.89bn | $27.80bn | 100.3482 | 100.1116 | 0.302% | -0.236% | -0.00071% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 99.5265 | 99.2679 | 0.301% | -0.260% | -0.00078% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 147.3193 | 146.0632 | 0.301% | -0.853% | -0.00257% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.63bn | $27.38bn | 101.4665 | 100.4484 | 0.300% | -0.018% | -0.00005% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.98bn | $27.98bn | 99.3159 | 99.0774 | 0.300% | -0.240% | -0.00072% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $1.96bn | $27.04bn | 101.5910 | 101.5825 | 0.297% | -0.008% | -0.00002% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 101.3207 | 101.3227 | 0.285% | +0.002% | +0.00001% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 111.4891 | 110.7833 | 0.284% | -0.633% | -0.00180% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.8719 | 100.8547 | 0.280% | -0.017% | -0.00005% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.46bn | $25.52bn | 101.3397 | 100.3942 | 0.280% | -0.070% | -0.00019% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $25.21bn | $18.26bn | 141.1773 | 137.7981 | 0.279% | -0.844% | -0.00235% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.1620 | 101.2160 | 0.275% | +0.053% | +0.00015% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 101.0611 | 101.1046 | 0.262% | +0.043% | +0.00011% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 100.9933 | 101.0584 | 0.262% | +0.064% | +0.00017% |
| 9128283G3 | 1.750% | Nov 15, 2020 | $26.92bn | – | $3.06bn | $23.86bn | 100.9334 | 100.1442 | 0.260% | +0.085% | +0.00022% |
| 912828A42 | 2.000% | Nov 30, 2020 | $29.00bn | – | $5.63bn | $23.37bn | 101.2478 | 100.3234 | 0.256% | +0.075% | +0.00019% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.76bn | $23.24bn | 101.6440 | 101.7191 | 0.255% | +0.074% | +0.00019% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $26.29bn | $16.61bn | 139.2133 | 135.9485 | 0.250% | -0.819% | -0.00205% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.66bn | $22.33bn | 100.6257 | 100.4813 | 0.243% | -0.143% | -0.00035% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 118.4749 | 117.5819 | 0.235% | -0.754% | -0.00177% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.99bn | $16.23bn | 131.5088 | 130.3978 | 0.231% | -0.845% | -0.00195% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.33bn | $16.16bn | 129.5448 | 128.5795 | 0.226% | -0.745% | -0.00169% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.61bn | $14.39bn | 141.8023 | 138.4856 | 0.221% | -0.796% | -0.00176% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 138.0476 | 136.6766 | 0.217% | -0.993% | -0.00215% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.19bn | $13.37bn | 140.8648 | 137.3606 | 0.204% | -0.935% | -0.00190% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 138.4830 | 137.6546 | 0.199% | -0.598% | -0.00119% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.49bn | $15.43bn | 116.8859 | 114.5776 | 0.195% | -0.691% | -0.00135% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 141.8601 | 140.3641 | 0.191% | -1.055% | -0.00201% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.97bn | $14.66bn | 119.2561 | 116.7084 | 0.189% | -0.826% | -0.00156% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 138.4633 | 134.9172 | 0.174% | -1.026% | -0.00179% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.58bn | $12.33bn | 124.8981 | 123.7242 | 0.167% | -0.940% | -0.00156% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 136.5482 | 132.7861 | 0.139% | -0.512% | -0.00071% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.82bn | $8.23bn | 146.6372 | 142.6669 | 0.130% | -0.576% | -0.00075% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.60bn | $8.35bn | 132.3940 | 128.9014 | 0.119% | -0.655% | -0.00078% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 141.8913 | 138.3352 | 0.117% | -0.921% | -0.00108% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 116.4144 | 112.3736 | 0.116% | -0.035% | -0.00004% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 127.5842 | 126.9022 | 0.111% | -0.535% | -0.00059% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 148.7473 | 144.8898 | 0.103% | -0.913% | -0.00094% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.77bn | $6.76bn | 138.5211 | 137.1709 | 0.101% | -0.975% | -0.00099% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 132.4470 | 131.5666 | 0.094% | -0.665% | -0.00062% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.5747 | 118.2887 | 0.087% | -0.241% | -0.00021% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 131.8003 | 130.9613 | 0.087% | -0.637% | -0.00055% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.60bn | $4.99bn | 143.3818 | 142.0007 | 0.077% | -0.963% | -0.00075% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 135.5027 | 131.5223 | 0.075% | -0.539% | -0.00040% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.31bn | $4.86bn | 141.2982 | 140.4392 | 0.074% | -0.608% | -0.00045% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 119.3227 | 119.1104 | 0.061% | -0.178% | -0.00011% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 132.1522 | 127.9753 | 0.060% | -0.323% | -0.00020% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 135.9137 | 135.1695 | 0.057% | -0.548% | -0.00031% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 134.4307 | 133.6868 | 0.056% | -0.553% | -0.00031% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.72bn | $4.41bn | 116.9742 | 116.8662 | 0.056% | -0.092% | -0.00005% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 130.6760 | 130.0988 | 0.055% | -0.442% | -0.00024% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 132.2412 | 131.7897 | 0.054% | -0.341% | -0.00018% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 135.7480 | 134.9935 | 0.051% | -0.556% | -0.00029% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 113.5034 | 109.5670 | 0.037% | +0.111% | +0.00004% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 109.4817 | 109.5200 | 0.036% | +0.035% | +0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 113.0971 | 113.0628 | 0.035% | -0.030% | -0.00001% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 121.4912 | 117.4811 | 0.033% | -0.163% | -0.00005% |
| Total | $8.72tn | 100.000% | -0.33174% | ||||||||
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.