Rebalance of December 31, 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
- -0.450711%
- Market value
- $9.07tn
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 -0.450711% against a published month return of -0.450711%, a difference of 5.7e-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 | 111.2709 | 110.5058 | 0.912% | -0.688% | -0.00627% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $7.73bn | $73.77bn | 107.9025 | 107.0924 | 0.878% | -0.751% | -0.00659% |
| 9128286T2 | 2.375% | May 15, 2029 | $84.43bn | – | $9.40bn | $75.03bn | 105.1734 | 104.4069 | 0.870% | -0.729% | -0.00634% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $4.33bn | $71.17bn | 109.7266 | 109.0000 | 0.861% | -0.662% | -0.00570% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $6.11bn | $69.00bn | 108.8530 | 108.1291 | 0.828% | -0.665% | -0.00551% |
| 912828YB0 | 1.625% | Aug 15, 2029 | $92.62bn | – | $17.62bn | $75.00bn | 98.9501 | 98.1807 | 0.818% | -0.778% | -0.00636% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $121.99bn | – | $50.03bn | $71.96bn | 100.0759 | 100.2768 | 0.794% | +0.201% | +0.00159% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $4.57bn | $66.00bn | 108.4083 | 107.7024 | 0.789% | -0.651% | -0.00514% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $3.53bn | $68.86bn | 102.3345 | 102.4208 | 0.777% | +0.084% | +0.00065% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $7.68bn | $69.00bn | 101.5734 | 101.5553 | 0.773% | -0.018% | -0.00014% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | $60.0m | $65.94bn | 103.9535 | 103.9660 | 0.756% | +0.012% | +0.00009% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $123.3m | $66.00bn | 103.1363 | 103.0155 | 0.751% | -0.117% | -0.00088% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $165.0m | $65.87bn | 102.8863 | 102.9217 | 0.747% | +0.034% | +0.00026% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $718.8m | $65.82bn | 102.3805 | 102.3427 | 0.743% | -0.037% | -0.00027% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $148.9m | $65.85bn | 102.2486 | 102.1984 | 0.742% | -0.049% | -0.00036% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $839.5m | $65.64bn | 102.2174 | 102.1359 | 0.740% | -0.080% | -0.00059% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $1.94bn | $64.06bn | 103.7418 | 103.7984 | 0.733% | +0.055% | +0.00040% |
| 912828WG1 | 2.250% | Apr 30, 2021 | $69.51bn | – | $3.96bn | $65.55bn | 100.9478 | 101.2332 | 0.730% | +0.283% | +0.00206% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $8.06bn | $63.00bn | 104.5797 | 104.0632 | 0.726% | -0.494% | -0.00359% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $2.84bn | $62.97bn | 104.1664 | 103.6997 | 0.723% | -0.448% | -0.00324% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $7.47bn | $62.44bn | 104.2914 | 103.7310 | 0.718% | -0.537% | -0.00386% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $3.90bn | $62.58bn | 103.8238 | 103.1717 | 0.716% | -0.628% | -0.00450% |
| 912828C57 | 2.250% | Mar 31, 2021 | $69.00bn | – | $5.21bn | $63.79bn | 101.1060 | 101.3279 | 0.711% | +0.219% | +0.00156% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $4.48bn | $62.97bn | 102.3950 | 101.5117 | 0.711% | +0.175% | +0.00124% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $6.21bn | $62.92bn | 101.8747 | 101.4512 | 0.707% | -0.416% | -0.00294% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $3.92bn | $50.96bn | 125.0951 | 121.7576 | 0.703% | -2.668% | -0.01875% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $2.20bn | $62.74bn | 99.9188 | 99.7432 | 0.691% | -0.176% | -0.00121% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $6.57bn | $62.93bn | 99.4821 | 99.2143 | 0.690% | -0.269% | -0.00186% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $3.00bn | $61.85bn | 101.1047 | 101.3053 | 0.690% | +0.198% | +0.00137% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $2.33bn | $63.02bn | 99.0068 | 98.6332 | 0.688% | -0.377% | -0.00260% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $4.60bn | $50.98bn | 117.7948 | 114.5788 | 0.662% | -2.730% | -0.01808% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $8.56bn | $57.44bn | 104.3472 | 104.4251 | 0.661% | +0.075% | +0.00049% |
| 912810SH2 | 2.875% | May 15, 2049 | $57.61bn | – | $6.72bn | $50.89bn | 114.4468 | 111.2229 | 0.642% | -2.817% | -0.01809% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $2.42bn | $48.00bn | 117.5448 | 114.4226 | 0.622% | -2.656% | -0.01652% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $4.16bn | $44.99bn | 119.3959 | 116.1933 | 0.592% | -2.682% | -0.01589% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $436.0m | $41.56bn | 127.7925 | 124.8791 | 0.586% | -2.280% | -0.01335% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $16.18bn | $49.82bn | 105.2520 | 105.3587 | 0.578% | +0.101% | +0.00059% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $1.63bn | $40.38bn | 129.0814 | 126.1508 | 0.575% | -2.270% | -0.01305% |
| 912810SJ8 | 2.250% | Aug 15, 2049 | $63.40bn | – | $12.40bn | $51.00bn | 101.4789 | 98.4497 | 0.571% | -2.985% | -0.01703% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $14.69bn | $51.31bn | 100.4880 | 100.6058 | 0.569% | +0.117% | +0.00067% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $15.43bn | $50.57bn | 101.7486 | 101.9171 | 0.567% | +0.166% | +0.00094% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $301.0m | $41.70bn | 122.2826 | 119.3826 | 0.562% | -2.372% | -0.01333% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | – | $42.00bn | 118.3944 | 115.5326 | 0.548% | -2.417% | -0.01325% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $3.05bn | $42.00bn | 117.3573 | 114.2038 | 0.543% | -2.687% | -0.01460% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $151.5m | $41.93bn | 115.8276 | 112.8644 | 0.536% | -2.558% | -0.01370% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $366.9m | $42.00bn | 115.5776 | 112.6456 | 0.535% | -2.537% | -0.01358% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $21.4m | $42.00bn | 115.2964 | 112.4581 | 0.534% | -2.462% | -0.01314% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $330.6m | $41.99bn | 113.8516 | 111.0000 | 0.527% | -2.505% | -0.01320% |
| 912828PX2 | 3.625% | Feb 15, 2021 | $67.58bn | – | $21.99bn | $45.59bn | 103.3237 | 103.5666 | 0.519% | +0.235% | +0.00122% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $532.0m | $41.47bn | 112.4468 | 109.8479 | 0.514% | -2.311% | -0.01188% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $1.85bn | $38.98bn | 117.1386 | 114.1101 | 0.503% | -2.585% | -0.01302% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $5.28bn | $38.95bn | 116.4214 | 113.3644 | 0.500% | -2.626% | -0.01313% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.35bn | $43.65bn | 103.8342 | 103.9511 | 0.500% | +0.113% | +0.00056% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $0.6m | $42.00bn | 106.2405 | 103.5761 | 0.492% | -2.508% | -0.01234% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $4.11bn | $38.84bn | 113.6343 | 110.6604 | 0.487% | -2.617% | -0.01274% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $7.74bn | $34.26bn | 127.4487 | 124.5978 | 0.482% | -2.237% | -0.01077% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $4.53bn | $38.99bn | 111.8770 | 108.8899 | 0.481% | -2.670% | -0.01284% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | $10.0m | $40.99bn | 104.9494 | 103.7332 | 0.474% | +0.092% | +0.00044% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | – | $41.00bn | 104.2486 | 104.3655 | 0.471% | +0.112% | +0.00053% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $2.07bn | $40.90bn | 103.5443 | 103.6528 | 0.467% | +0.105% | +0.00049% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $523.5m | $41.00bn | 102.7603 | 102.7957 | 0.465% | +0.034% | +0.00016% |
| 9128286Z8 | 1.750% | Jun 30, 2024 | $43.34bn | – | $2.34bn | $41.00bn | 101.2058 | 100.3221 | 0.458% | -0.009% | -0.00004% |
| 912828Y87 | 1.750% | Jul 31, 2024 | $42.63bn | – | $1.63bn | $41.00bn | 101.0584 | 101.0496 | 0.457% | -0.009% | -0.00004% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $1.30bn | $38.96bn | 106.3342 | 103.6073 | 0.457% | -2.564% | -0.01171% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.05bn | $41.05bn | 100.7497 | 101.0137 | 0.456% | +0.262% | +0.00120% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $4.19bn | $38.98bn | 105.7730 | 103.0172 | 0.455% | -2.605% | -0.01184% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $4.19bn | $39.32bn | 104.7345 | 104.8530 | 0.454% | +0.113% | +0.00051% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $4.33bn | $36.91bn | 111.2534 | 108.2064 | 0.453% | -2.739% | -0.01240% |
| 912828YH7 | 1.500% | Sep 30, 2024 | $45.26bn | – | $4.26bn | $41.00bn | 99.5707 | 99.5415 | 0.450% | -0.029% | -0.00013% |
| 912828YM6 | 1.500% | Oct 31, 2024 | $45.29bn | – | $4.29bn | $41.00bn | 99.4444 | 99.4159 | 0.450% | -0.029% | -0.00013% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $26.52bn | $40.22bn | 101.3794 | 101.6209 | 0.450% | +0.238% | +0.00107% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | $261.0m | $38.74bn | 104.8777 | 104.9976 | 0.448% | +0.114% | +0.00051% |
| 9128285X4 | 2.500% | Jan 31, 2021 | $40.00bn | – | $192.0m | $39.81bn | 101.7486 | 101.9592 | 0.447% | +0.207% | +0.00092% |
| 912828YE4 | 1.250% | Aug 31, 2024 | $46.32bn | – | $5.32bn | $41.00bn | 98.5381 | 98.5196 | 0.445% | -0.019% | -0.00008% |
| 9128287F1 | 1.750% | Jul 31, 2021 | $41.59bn | – | $1.59bn | $40.00bn | 100.6834 | 100.9558 | 0.444% | +0.271% | +0.00120% |
| 912828YJ3 | 1.500% | Sep 30, 2021 | $44.16bn | – | $4.16bn | $40.00bn | 99.9769 | 100.2290 | 0.441% | +0.252% | +0.00111% |
| 9128287A2 | 1.625% | Jun 30, 2021 | $42.29bn | – | $2.57bn | $39.71bn | 100.5907 | 100.0402 | 0.440% | +0.260% | +0.00115% |
| 912828YP9 | 1.500% | Oct 31, 2021 | $44.18bn | – | $4.18bn | $40.00bn | 99.8506 | 100.1034 | 0.440% | +0.253% | +0.00111% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | – | $38.00bn | 105.0574 | 105.1759 | 0.440% | +0.113% | +0.00050% |
| 9128285S5 | 2.500% | Dec 31, 2020 | $40.00bn | – | $1.05bn | $38.95bn | 101.8967 | 100.8575 | 0.438% | +0.207% | +0.00091% |
| 9128286V7 | 2.125% | May 31, 2021 | $44.20bn | – | $4.89bn | $39.31bn | 100.6366 | 100.9103 | 0.436% | +0.272% | +0.00119% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $1.51bn | $39.03bn | 101.2602 | 98.6060 | 0.436% | -2.621% | -0.01142% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | – | $38.00bn | 103.1880 | 102.0978 | 0.432% | +0.215% | +0.00093% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | $1.0m | $38.00bn | 102.7011 | 102.9429 | 0.430% | +0.235% | +0.00101% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $9.15bn | $38.00bn | 102.5842 | 102.8261 | 0.430% | +0.236% | +0.00101% |
| 912828YC8 | 1.500% | Aug 31, 2021 | $45.19bn | – | $6.34bn | $38.85bn | 100.0707 | 100.3235 | 0.429% | +0.253% | +0.00108% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | – | $38.00bn | 102.1964 | 102.4299 | 0.428% | +0.228% | +0.00098% |
| 9128286D7 | 2.500% | Feb 28, 2021 | $41.93bn | – | $3.79bn | $38.14bn | 101.6075 | 101.8204 | 0.427% | +0.210% | +0.00090% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $2.75bn | $36.86bn | 104.7026 | 104.8431 | 0.426% | +0.134% | +0.00057% |
| 9128286Y1 | 1.750% | Jun 15, 2022 | $38.00bn | – | – | $38.00bn | 101.1566 | 100.4923 | 0.424% | +0.208% | +0.00088% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $345.3m | $37.66bn | 101.7013 | 101.9544 | 0.422% | +0.249% | +0.00105% |
| 912828YA2 | 1.500% | Aug 15, 2022 | $62.80bn | – | $24.80bn | $38.00bn | 100.1318 | 100.3519 | 0.420% | +0.220% | +0.00092% |
| 912828YF1 | 1.500% | Sep 15, 2022 | $38.00bn | – | – | $38.00bn | 100.0089 | 100.1992 | 0.419% | +0.190% | +0.00080% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $7.73bn | $36.82bn | 102.4468 | 102.7229 | 0.416% | +0.270% | +0.00112% |
| 912828YK0 | 1.375% | Oct 15, 2022 | $38.00bn | – | $308.0m | $37.69bn | 99.4928 | 99.6718 | 0.414% | +0.180% | +0.00074% |
| 9128287C8 | 1.750% | Jul 15, 2022 | $38.32bn | – | $1.39bn | $36.94bn | 100.9783 | 101.1882 | 0.411% | +0.208% | +0.00085% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $6.44bn | $35.81bn | 103.7963 | 103.9355 | 0.410% | +0.134% | +0.00055% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $5.13bn | $35.35bn | 104.5431 | 103.3894 | 0.407% | +0.152% | +0.00062% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | – | $36.00bn | 102.5958 | 102.8393 | 0.407% | +0.237% | +0.00097% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $14.48bn | $36.46bn | 101.2867 | 101.4990 | 0.407% | +0.210% | +0.00085% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $2.83bn | $35.12bn | 104.8641 | 105.0020 | 0.406% | +0.132% | +0.00053% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $4.58bn | $34.88bn | 103.9293 | 104.1010 | 0.400% | +0.165% | +0.00066% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $6.23bn | $34.94bn | 103.2428 | 103.4233 | 0.398% | +0.175% | +0.00070% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | – | $35.00bn | 102.4643 | 102.7297 | 0.395% | +0.259% | +0.00102% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $9.37bn | $34.17bn | 103.7957 | 103.9880 | 0.391% | +0.185% | +0.00072% |
| 912828N48 | 1.750% | Dec 31, 2020 | $35.00bn | $4.0m | $80.0m | $34.92bn | 100.7996 | 100.1034 | 0.388% | +0.177% | +0.00069% |
| 912828N89 | 1.375% | Jan 31, 2021 | $35.64bn | – | $637.1m | $35.00bn | 100.0883 | 100.2979 | 0.386% | +0.209% | +0.00081% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $4.63bn | $33.94bn | 102.5958 | 102.8587 | 0.384% | +0.256% | +0.00098% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $12.72bn | $29.28bn | 117.8006 | 115.1264 | 0.380% | -2.270% | -0.00863% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $4.62bn | $33.90bn | 101.5611 | 100.7922 | 0.380% | +0.228% | +0.00086% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $4.13bn | $34.00bn | 101.0808 | 100.4159 | 0.379% | +0.208% | +0.00079% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $4.24bn | $33.99bn | 101.0415 | 101.2316 | 0.379% | +0.188% | +0.00071% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $985.5m | $33.87bn | 101.2383 | 101.4399 | 0.378% | +0.199% | +0.00075% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $3.72bn | $33.74bn | 101.2568 | 101.4772 | 0.377% | +0.218% | +0.00082% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $4.77bn | $33.87bn | 100.7273 | 100.9808 | 0.376% | +0.252% | +0.00095% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $3.67bn | $33.95bn | 100.1971 | 100.4390 | 0.375% | +0.241% | +0.00091% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $4.19bn | $33.90bn | 100.3221 | 100.5328 | 0.375% | +0.210% | +0.00079% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $2.59bn | $33.57bn | 101.1005 | 101.3522 | 0.374% | +0.249% | +0.00093% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $1.30bn | $33.77bn | 100.4152 | 100.6473 | 0.374% | +0.231% | +0.00086% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $3.03bn | $31.78bn | 106.6407 | 106.5092 | 0.374% | -0.123% | -0.00046% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $4.96bn | $34.00bn | 99.5988 | 99.3187 | 0.373% | +0.283% | +0.00106% |
| 912828P87 | 1.125% | Feb 28, 2021 | $45.40bn | – | $11.40bn | $34.00bn | 99.5687 | 99.7895 | 0.373% | +0.222% | +0.00083% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $6.18bn | $32.82bn | 103.0815 | 103.2503 | 0.373% | +0.164% | +0.00061% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $2.37bn | $34.00bn | 99.4728 | 99.7238 | 0.373% | +0.252% | +0.00094% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $4.60bn | $33.52bn | 100.8540 | 101.1066 | 0.373% | +0.250% | +0.00093% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | $248.0m | $31.75bn | 106.3556 | 104.8894 | 0.372% | -0.145% | -0.00054% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $2.08bn | $33.98bn | 99.3286 | 99.5913 | 0.372% | +0.264% | +0.00098% |
| 912828Q37 | 1.250% | Mar 31, 2021 | $42.10bn | – | $8.24bn | $33.86bn | 99.6214 | 99.8523 | 0.372% | +0.232% | +0.00086% |
| 912828Q78 | 1.375% | Apr 30, 2021 | $43.04bn | – | $9.26bn | $33.78bn | 99.6834 | 99.9255 | 0.371% | +0.243% | +0.00090% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $2.52bn | $33.80bn | 99.3187 | 99.6020 | 0.370% | +0.285% | +0.00106% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $2.28bn | $33.79bn | 99.1936 | 99.4764 | 0.370% | +0.285% | +0.00105% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $9.02bn | $33.65bn | 99.5388 | 99.8115 | 0.369% | +0.274% | +0.00101% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | $61.0m | $30.94bn | 107.5137 | 107.3942 | 0.367% | -0.111% | -0.00041% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | $701.0m | $31.30bn | 106.1970 | 106.0119 | 0.367% | -0.174% | -0.00064% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $774.3m | $32.35bn | 102.4986 | 102.7510 | 0.366% | +0.246% | +0.00090% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $2.04bn | $31.50bn | 105.2637 | 105.0704 | 0.366% | -0.184% | -0.00067% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | $275.0m | $30.73bn | 107.7039 | 107.5830 | 0.365% | -0.112% | -0.00041% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $683.5m | $31.73bn | 104.1463 | 103.9423 | 0.364% | -0.196% | -0.00071% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $6.02bn | $32.70bn | 100.9791 | 101.2325 | 0.364% | +0.251% | +0.00091% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | $122.0m | $31.88bn | 103.5748 | 103.3591 | 0.364% | -0.208% | -0.00076% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $2.25bn | $30.94bn | 106.4214 | 106.3431 | 0.363% | -0.074% | -0.00027% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | $2.0m | $32.00bn | 102.6255 | 101.5666 | 0.362% | +0.247% | +0.00089% |
| 912828Y95 | 1.875% | Jul 31, 2026 | $33.27bn | – | $1.27bn | $32.00bn | 101.5380 | 101.2585 | 0.358% | -0.275% | -0.00099% |
| 9128287B0 | 1.875% | Jun 30, 2026 | $33.83bn | – | $1.99bn | $31.84bn | 101.6960 | 100.5103 | 0.357% | -0.244% | -0.00087% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | $3.87bn | $31.49bn | 102.4491 | 102.2228 | 0.356% | -0.221% | -0.00079% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $1.77bn | $29.86bn | 107.3438 | 107.2734 | 0.353% | -0.066% | -0.00023% |
| 912828YQ7 | 1.625% | Oct 31, 2026 | $35.35bn | – | $3.35bn | $32.00bn | 99.4241 | 99.0625 | 0.351% | -0.364% | -0.00128% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $13.24bn | $28.76bn | 110.1284 | 107.6126 | 0.349% | -2.284% | -0.00798% |
| 912828YG9 | 1.625% | Sep 30, 2026 | $35.32bn | – | $3.63bn | $31.70bn | 99.5922 | 99.2611 | 0.348% | -0.332% | -0.00116% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $5.58bn | $29.63bn | 106.2345 | 106.1967 | 0.347% | -0.036% | -0.00012% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $4.27bn | $29.47bn | 106.7833 | 105.3589 | 0.347% | -0.046% | -0.00016% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $7.47bn | $31.00bn | 101.4351 | 101.7212 | 0.347% | +0.282% | +0.00098% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $23.04bn | $21.87bn | 142.9949 | 140.4470 | 0.345% | -1.782% | -0.00614% |
| 912828YD6 | 1.375% | Aug 31, 2026 | $36.16bn | – | $4.62bn | $31.54bn | 98.1013 | 97.7497 | 0.341% | -0.358% | -0.00122% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $3.72bn | $28.98bn | 106.4090 | 106.3726 | 0.340% | -0.034% | -0.00012% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $7.09bn | $28.98bn | 106.1089 | 106.0931 | 0.339% | -0.015% | -0.00005% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $44.21bn | $30.00bn | 101.3736 | 101.5734 | 0.335% | +0.197% | +0.00066% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $5.27bn | $28.83bn | 105.2331 | 105.2679 | 0.335% | +0.033% | +0.00011% |
| 9128284G2 | 2.375% | Apr 15, 2021 | $30.05bn | – | $87.4m | $29.96bn | 101.2177 | 101.4814 | 0.334% | +0.260% | +0.00087% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $36.56bn | $29.44bn | 102.1772 | 102.4433 | 0.332% | +0.260% | +0.00086% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | – | $29.00bn | 102.1763 | 101.3242 | 0.327% | +0.206% | +0.00067% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $9.4m | $29.00bn | 101.6957 | 101.9477 | 0.325% | +0.248% | +0.00081% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | $48.0m | $28.95bn | 101.8638 | 101.0429 | 0.325% | +0.237% | +0.00077% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | – | $29.00bn | 101.6427 | 101.8424 | 0.325% | +0.197% | +0.00064% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $4.12bn | $28.00bn | 104.9361 | 104.9592 | 0.324% | +0.022% | +0.00007% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $2.5m | $29.00bn | 101.0735 | 101.3063 | 0.323% | +0.230% | +0.00074% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | $51.0m | $28.95bn | 101.1783 | 101.4208 | 0.323% | +0.240% | +0.00077% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | – | $29.00bn | 100.6971 | 100.9399 | 0.322% | +0.241% | +0.00078% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | $40.0m | $28.96bn | 100.8008 | 101.0649 | 0.322% | +0.262% | +0.00084% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | – | $29.00bn | 100.6352 | 100.8566 | 0.322% | +0.220% | +0.00071% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | – | $29.00bn | 100.5825 | 100.7932 | 0.322% | +0.210% | +0.00067% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | – | $29.00bn | 100.4477 | 100.7316 | 0.321% | +0.283% | +0.00091% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $106.1m | $29.00bn | 100.4351 | 100.6779 | 0.321% | +0.242% | +0.00078% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | – | $29.00bn | 100.2242 | 100.4755 | 0.320% | +0.251% | +0.00080% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $3.66bn | $28.00bn | 103.7914 | 102.6686 | 0.320% | +0.002% | +0.00001% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $305.0m | $28.70bn | 101.1353 | 101.3575 | 0.320% | +0.220% | +0.00070% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $810.9m | $28.71bn | 100.9647 | 101.1433 | 0.320% | +0.177% | +0.00057% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $332.0m | $28.67bn | 100.8836 | 101.0433 | 0.319% | +0.158% | +0.00050% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $1.78bn | $28.00bn | 103.1957 | 103.2602 | 0.319% | +0.063% | +0.00020% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $722.4m | $27.98bn | 102.9791 | 103.0144 | 0.318% | +0.034% | +0.00011% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $477.0m | $28.52bn | 100.6450 | 100.8557 | 0.316% | +0.209% | +0.00066% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $3.97bn | $27.75bn | 103.3539 | 102.2936 | 0.316% | +0.063% | +0.00020% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $3.89bn | $27.99bn | 102.4804 | 102.5677 | 0.316% | +0.085% | +0.00027% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $2.96bn | $27.89bn | 102.8098 | 102.8325 | 0.316% | +0.022% | +0.00007% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $3.40bn | $28.00bn | 102.3736 | 101.3860 | 0.316% | +0.012% | +0.00004% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $1.56bn | $27.96bn | 102.2304 | 102.2228 | 0.315% | -0.007% | -0.00002% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $3.70bn | $27.78bn | 102.5220 | 102.5458 | 0.314% | +0.023% | +0.00007% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $3.82bn | $28.00bn | 101.6758 | 101.7212 | 0.314% | +0.045% | +0.00014% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $3.08bn | $27.90bn | 101.8866 | 101.9728 | 0.313% | +0.085% | +0.00027% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $877.6m | $28.00bn | 101.4791 | 101.4825 | 0.313% | +0.003% | +0.00001% |
| 9128284B3 | 2.375% | Mar 15, 2021 | $28.00bn | – | $149.0m | $27.85bn | 101.3527 | 101.5862 | 0.311% | +0.230% | +0.00072% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $7.46bn | $27.98bn | 100.1116 | 100.2813 | 0.309% | +0.169% | +0.00052% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $7.14bn | $28.00bn | 100.0089 | 100.1465 | 0.309% | +0.138% | +0.00042% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $9.43bn | $27.94bn | 99.9770 | 100.1360 | 0.308% | +0.159% | +0.00049% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $4.11bn | $27.97bn | 99.7041 | 99.1326 | 0.307% | +0.116% | +0.00036% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $6.76bn | $27.91bn | 99.8519 | 100.0102 | 0.307% | +0.159% | +0.00049% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $1.91bn | $28.00bn | 99.4451 | 99.5309 | 0.307% | +0.086% | +0.00027% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $1.89bn | $27.80bn | 100.1116 | 100.1875 | 0.307% | +0.076% | +0.00023% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $1.71bn | $28.00bn | 99.2679 | 99.3531 | 0.306% | +0.086% | +0.00026% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $1.98bn | $27.98bn | 99.0774 | 99.1827 | 0.306% | +0.106% | +0.00032% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $24.11bn | $18.90bn | 146.0632 | 143.3696 | 0.304% | -1.844% | -0.00561% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $1.63bn | $27.38bn | 100.4484 | 100.7116 | 0.303% | +0.262% | +0.00079% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $2.11bn | $26.89bn | 101.5825 | 100.7617 | 0.301% | +0.238% | +0.00072% |
| 912828YS3 | 1.750% | Nov 15, 2029 | $39.78bn | – | $12.78bn | $27.00bn | 99.7692 | 98.8558 | 0.297% | -0.916% | -0.00272% |
| 9128283X6 | 2.250% | Feb 15, 2021 | $30.91bn | – | $4.91bn | $26.00bn | 101.3227 | 101.5122 | 0.290% | +0.187% | +0.00054% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $18.42bn | $23.58bn | 110.7833 | 108.3274 | 0.288% | -2.217% | -0.00639% |
| 912828B90 | 2.000% | Feb 28, 2021 | $29.08bn | – | $3.40bn | $25.69bn | 100.8547 | 101.0876 | 0.286% | +0.231% | +0.00066% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $43.46bn | $25.52bn | 100.3942 | 100.5745 | 0.283% | +0.180% | +0.00051% |
| 912828B58 | 2.125% | Jan 31, 2021 | $29.00bn | – | $3.87bn | $25.13bn | 101.2160 | 101.3950 | 0.280% | +0.177% | +0.00050% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $25.21bn | $18.26bn | 137.7981 | 135.2957 | 0.278% | -1.816% | -0.00504% |
| 9128283Q1 | 2.000% | Jan 15, 2021 | $24.81bn | – | $812.8m | $24.00bn | 101.1046 | 101.3043 | 0.268% | +0.198% | +0.00053% |
| 9128283L2 | 1.875% | Dec 15, 2020 | $24.00bn | – | – | $24.00bn | 101.0584 | 100.3110 | 0.267% | +0.188% | +0.00050% |
| 912828A83 | 2.375% | Dec 31, 2020 | $29.00bn | – | $5.96bn | $23.05bn | 101.7191 | 100.7005 | 0.258% | +0.166% | +0.00043% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $26.29bn | $16.61bn | 135.9485 | 133.4042 | 0.249% | -1.872% | -0.00466% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $43.71bn | $22.29bn | 100.4813 | 100.7120 | 0.247% | +0.230% | +0.00057% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $28.89bn | $18.33bn | 117.5819 | 115.0951 | 0.238% | -2.115% | -0.00503% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $26.99bn | $16.23bn | 130.3978 | 127.9429 | 0.233% | -1.883% | -0.00439% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $26.35bn | $16.14bn | 128.5795 | 126.0516 | 0.229% | -1.966% | -0.00450% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $27.61bn | $14.39bn | 138.4856 | 135.8894 | 0.220% | -1.875% | -0.00412% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $11.88bn | $14.52bn | 136.6766 | 134.6495 | 0.219% | -1.483% | -0.00324% |
| 912810SK5 | 2.375% | Nov 15, 2049 | $28.00bn | – | $9.00bn | $19.00bn | 103.7047 | 100.5944 | 0.217% | -2.999% | -0.00652% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.19bn | $13.37bn | 137.3606 | 134.8269 | 0.203% | -1.845% | -0.00374% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $3.16bn | $13.27bn | 137.6546 | 136.4198 | 0.201% | -0.897% | -0.00181% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $28.49bn | $15.43bn | 114.5776 | 112.1144 | 0.195% | -2.150% | -0.00419% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 140.3641 | 137.8057 | 0.192% | -1.823% | -0.00351% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $29.97bn | $14.66bn | 116.7084 | 114.3183 | 0.189% | -2.048% | -0.00386% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 134.9172 | 132.5604 | 0.173% | -1.747% | -0.00302% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $13.64bn | $12.27bn | 123.7242 | 121.5190 | 0.167% | -1.782% | -0.00298% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $12.61bn | $9.41bn | 132.7861 | 132.2452 | 0.138% | -0.407% | -0.00056% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $8.82bn | $8.22bn | 142.6669 | 141.5742 | 0.129% | -0.766% | -0.00099% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.60bn | $8.35bn | 128.9014 | 128.0986 | 0.119% | -0.623% | -0.00074% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 138.3352 | 136.0622 | 0.117% | -1.643% | -0.00192% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 112.3736 | 112.6487 | 0.114% | +0.245% | +0.00028% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $4.81bn | $8.02bn | 126.9022 | 126.7514 | 0.112% | -0.119% | -0.00013% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 144.8898 | 142.5656 | 0.103% | -1.604% | -0.00165% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.77bn | $6.76bn | 137.1709 | 135.0082 | 0.102% | -1.577% | -0.00161% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.21bn | $6.57bn | 131.5666 | 130.8736 | 0.095% | -0.527% | -0.00050% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 118.2887 | 118.5027 | 0.089% | +0.181% | +0.00016% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $5.26bn | $6.08bn | 130.9613 | 130.0285 | 0.088% | -0.712% | -0.00063% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.60bn | $4.99bn | 142.0007 | 139.7446 | 0.078% | -1.589% | -0.00124% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.31bn | $4.86bn | 140.4392 | 139.5177 | 0.075% | -0.656% | -0.00049% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $5.74bn | $5.10bn | 131.5223 | 131.2321 | 0.074% | -0.221% | -0.00016% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 119.1104 | 119.4918 | 0.062% | +0.320% | +0.00020% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $5.36bn | $4.23bn | 127.9753 | 127.9890 | 0.060% | +0.011% | +0.00001% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.28bn | $3.91bn | 135.1695 | 134.7690 | 0.058% | -0.296% | -0.00017% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $5.72bn | $4.41bn | 116.8662 | 117.1644 | 0.057% | +0.255% | +0.00014% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $4.97bn | $3.85bn | 133.6868 | 133.5367 | 0.057% | -0.112% | -0.00006% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.28bn | $3.91bn | 130.0988 | 130.0530 | 0.056% | -0.035% | -0.00002% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $5.75bn | $3.75bn | 131.7897 | 131.8071 | 0.054% | +0.013% | +0.00001% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.03bn | $3.49bn | 134.9935 | 134.7079 | 0.052% | -0.212% | -0.00011% |
| 912810EH7 | 7.875% | Feb 15, 2021 | $11.11bn | $1.04bn | $7.05bn | $3.02bn | 109.5200 | 109.8397 | 0.036% | +0.292% | +0.00011% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 109.5670 | 109.8527 | 0.036% | +0.261% | +0.00009% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 113.0628 | 113.4348 | 0.035% | +0.329% | +0.00012% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $4.95bn | $2.48bn | 117.4811 | 117.8492 | 0.032% | +0.313% | +0.00010% |
| Total | $8.60tn | 100.000% | -0.45071% | ||||||||
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.