Rebalance of May 29, 2020
US Treasury Index constituents
Every one of the 259 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
- 259
- Weights sum to
- 100.0000%
- Contributions sum to
- -0.617546%
- Market value
- $8.92tn
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 -0.617546% against a published month return of -0.617546%, a difference of 6.6e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828Z94 | 1.500% | Feb 15, 2030 | $88.11bn | – | $12.11bn | $76.00bn | 108.9382 | 108.4409 | 0.928% | -0.456% | -0.00424% |
| 9128285M8 | 3.125% | Nov 15, 2028 | $80.51bn | – | $13.21bn | $67.30bn | 122.8486 | 121.0819 | 0.927% | -0.166% | -0.00154% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $7.93bn | $67.56bn | 119.4440 | 119.3139 | 0.904% | -0.109% | -0.00099% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $8.98bn | $66.14bn | 119.7019 | 118.1953 | 0.887% | -0.058% | -0.00051% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $17.00bn | $64.50bn | 118.1731 | 117.9279 | 0.854% | -0.207% | -0.00177% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $6.92bn | $47.95bn | 153.3077 | 146.0934 | 0.824% | -3.605% | -0.02970% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $8.22bn | $62.35bn | 117.5429 | 117.4959 | 0.821% | -0.040% | -0.00033% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $6.89bn | $48.69bn | 143.4076 | 137.9131 | 0.783% | -3.831% | -0.02998% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | $2.26bn | $63.74bn | 109.2459 | 109.4481 | 0.780% | +0.185% | +0.00144% |
| 912810SH2 | 2.875% | May 15, 2049 | $57.61bn | – | $8.80bn | $48.81bn | 141.3269 | 134.3828 | 0.773% | -3.896% | -0.03012% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $4.57bn | $61.56bn | 111.1322 | 110.1664 | 0.767% | +0.143% | +0.00110% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $11.30bn | $59.76bn | 114.1899 | 112.9535 | 0.765% | -0.043% | -0.00033% |
| 9128286T2 | 2.375% | May 15, 2029 | $84.43bn | – | $27.27bn | $57.15bn | 116.9399 | 115.4535 | 0.749% | -0.256% | -0.00191% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $5.48bn | $60.55bn | 109.6947 | 108.7289 | 0.744% | +0.145% | +0.00108% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $5.84bn | $60.16bn | 109.9663 | 108.9280 | 0.741% | +0.192% | +0.00143% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $4.58bn | $45.84bn | 142.7201 | 137.4444 | 0.733% | -3.697% | -0.02710% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $6.66bn | $59.82bn | 108.8863 | 109.0567 | 0.730% | +0.156% | +0.00114% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $11.99bn | $60.40bn | 107.3050 | 107.4850 | 0.726% | +0.168% | +0.00122% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $6.63bn | $59.37bn | 108.2926 | 108.4629 | 0.721% | +0.157% | +0.00113% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $10.03bn | $59.46bn | 107.7813 | 107.0751 | 0.718% | +0.099% | +0.00071% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $13.22bn | $56.70bn | 113.0323 | 112.9739 | 0.718% | -0.052% | -0.00037% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $5.67bn | $59.68bn | 106.7507 | 106.8472 | 0.714% | +0.090% | +0.00065% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $6.41bn | $42.75bn | 146.2236 | 139.3319 | 0.701% | -3.645% | -0.02553% |
| 912828YB0 | 1.625% | Aug 15, 2029 | $92.62bn | – | $35.74bn | $56.88bn | 109.8080 | 109.4777 | 0.700% | -0.301% | -0.00211% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $9.92bn | $56.62bn | 109.7933 | 108.8794 | 0.697% | +0.135% | +0.00094% |
| 912810SL3 | 2.000% | Feb 15, 2050 | $60.52bn | – | $8.52bn | $52.00bn | 119.4801 | 114.2754 | 0.696% | -4.356% | -0.03033% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $9.82bn | $56.18bn | 109.9567 | 108.8145 | 0.692% | +0.212% | +0.00147% |
| 912810SJ8 | 2.250% | Aug 15, 2049 | $63.40bn | – | $14.15bn | $49.25bn | 125.2198 | 119.9739 | 0.691% | -4.189% | -0.02896% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $121.99bn | – | $63.10bn | $58.90bn | 104.3125 | 103.6063 | 0.689% | +0.102% | +0.00070% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $13.67bn | $55.46bn | 110.7668 | 109.8111 | 0.689% | +0.040% | +0.00028% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $8.02bn | $56.92bn | 107.1830 | 107.3214 | 0.684% | +0.129% | +0.00088% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $13.26bn | $53.21bn | 113.9135 | 112.7289 | 0.679% | -0.052% | -0.00035% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $9.13bn | $55.72bn | 105.3986 | 104.5055 | 0.658% | +0.101% | +0.00067% |
| 912810SK5 | 2.375% | Nov 15, 2049 | $60.51bn | – | $15.31bn | $45.20bn | 129.1899 | 122.7035 | 0.654% | -4.102% | -0.02684% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $4.78bn | $40.27bn | 142.0326 | 136.8819 | 0.641% | -3.626% | -0.02325% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $13.61bn | $53.84bn | 105.7747 | 105.8620 | 0.638% | +0.082% | +0.00053% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $16.88bn | $48.94bn | 112.3135 | 112.3177 | 0.616% | +0.004% | +0.00002% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $18.28bn | $47.72bn | 109.8242 | 110.0271 | 0.587% | +0.185% | +0.00109% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $17.16bn | $48.84bn | 105.3551 | 105.4629 | 0.577% | +0.102% | +0.00059% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $29.33bn | $47.34bn | 107.7423 | 106.9117 | 0.572% | +0.157% | +0.00090% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $8.68bn | $35.55bn | 142.1346 | 135.5136 | 0.566% | -3.603% | -0.02040% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $8.72bn | $33.28bn | 150.8819 | 146.6281 | 0.563% | -2.819% | -0.01587% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $5.46bn | $35.37bn | 141.2201 | 136.2256 | 0.560% | -3.537% | -0.01980% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $19.35bn | $46.65bn | 105.3702 | 104.6433 | 0.551% | +0.141% | +0.00077% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $5.30bn | $35.94bn | 136.4880 | 130.0645 | 0.550% | -3.699% | -0.02033% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | $7.75bn | $34.25bn | 140.6837 | 136.4499 | 0.540% | -3.009% | -0.01625% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $8.61bn | $34.91bn | 135.5742 | 130.5271 | 0.530% | -3.723% | -0.01975% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $5.13bn | $36.87bn | 127.5845 | 123.2661 | 0.527% | -3.385% | -0.01785% |
| 912828ZL7 | 0.375% | Apr 30, 2025 | $46.73bn | – | – | $46.73bn | 100.2198 | 100.2826 | 0.525% | +0.063% | +0.00033% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $10.12bn | $31.88bn | 146.6827 | 140.7184 | 0.524% | -2.916% | -0.01528% |
| 912828YS3 | 1.750% | Nov 15, 2029 | $88.55bn | – | $46.88bn | $41.68bn | 111.5889 | 110.3621 | 0.521% | -0.315% | -0.00164% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.89bn | $43.11bn | 107.8657 | 108.0161 | 0.521% | +0.139% | +0.00073% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $9.30bn | $33.07bn | 139.6346 | 133.5448 | 0.517% | -3.287% | -0.01701% |
| 912828ZM5 | 0.125% | Apr 30, 2022 | $45.65bn | – | – | $45.65bn | 99.9066 | 99.9171 | 0.511% | +0.011% | +0.00005% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $9.30bn | $32.72bn | 139.0409 | 133.2011 | 0.510% | -3.121% | -0.01592% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $8.15bn | $35.03bn | 129.2476 | 123.2717 | 0.507% | -3.656% | -0.01855% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $5.36bn | $34.90bn | 128.3970 | 123.7349 | 0.502% | -3.631% | -0.01823% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $9.50bn | $32.82bn | 136.4128 | 131.7826 | 0.502% | -3.394% | -0.01703% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $4.66bn | $35.88bn | 123.0635 | 118.4114 | 0.495% | -3.780% | -0.01871% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $11.18bn | $31.77bn | 138.5769 | 132.2578 | 0.493% | -3.523% | -0.01738% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $9.69bn | $32.31bn | 134.9519 | 129.9453 | 0.489% | -2.645% | -0.01292% |
| 912828ZC7 | 1.125% | Feb 28, 2025 | $47.20bn | – | $6.20bn | $41.00bn | 104.0645 | 104.1906 | 0.478% | +0.121% | +0.00058% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.47bn | $40.62bn | 103.7043 | 102.7486 | 0.472% | +0.043% | +0.00020% |
| 912828ZF0 | 0.500% | Mar 31, 2025 | $46.51bn | – | $5.51bn | $41.00bn | 100.8548 | 100.9597 | 0.463% | +0.104% | +0.00048% |
| 912828YV6 | 1.500% | Nov 30, 2024 | $44.25bn | – | $5.30bn | $38.95bn | 106.0333 | 105.4103 | 0.463% | +0.120% | +0.00055% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $3.60bn | $37.92bn | 107.7561 | 107.9457 | 0.458% | +0.176% | +0.00081% |
| 912828ZG8 | 0.375% | Mar 31, 2022 | $45.38bn | – | $5.38bn | $40.00bn | 100.4068 | 100.4385 | 0.450% | +0.032% | +0.00014% |
| 912828ZH6 | 0.250% | Apr 15, 2023 | $40.13bn | – | $131.7m | $40.00bn | 100.0734 | 100.1884 | 0.449% | +0.115% | +0.00052% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | $4.48bn | $36.52bn | 109.4111 | 109.6346 | 0.448% | +0.204% | +0.00092% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $16.14bn | $25.86bn | 154.1370 | 148.1420 | 0.447% | -2.673% | -0.01194% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $15.49bn | $26.51bn | 150.1631 | 146.2218 | 0.446% | -2.625% | -0.01171% |
| 912828YM6 | 1.500% | Oct 31, 2024 | $45.29bn | – | $8.04bn | $37.25bn | 105.2541 | 105.4429 | 0.439% | +0.179% | +0.00079% |
| 912828Z52 | 1.375% | Jan 31, 2025 | $45.23bn | – | $8.36bn | $36.88bn | 105.2500 | 105.3984 | 0.435% | +0.141% | +0.00061% |
| 912828YT1 | 1.500% | Nov 30, 2021 | $43.18bn | – | $5.60bn | $37.58bn | 102.6895 | 101.9728 | 0.433% | +0.032% | +0.00014% |
| 9128286Y1 | 1.750% | Jun 15, 2022 | $38.00bn | – | $1.22bn | $36.78bn | 103.9411 | 104.0268 | 0.428% | +0.082% | +0.00035% |
| 912828ZN3 | 0.500% | Apr 30, 2027 | $38.04bn | – | – | $38.04bn | 100.0951 | 100.0435 | 0.427% | -0.052% | -0.00022% |
| 912828ZD5 | 0.500% | Mar 15, 2023 | $38.04bn | – | $807.5m | $37.23bn | 100.8451 | 100.9497 | 0.421% | +0.104% | +0.00044% |
| 912828YY0 | 1.750% | Dec 31, 2024 | $44.86bn | – | $10.07bn | $34.79bn | 107.1803 | 107.3293 | 0.418% | +0.139% | +0.00058% |
| 912828YA2 | 1.500% | Aug 15, 2022 | $62.80bn | – | $26.88bn | $35.92bn | 103.2507 | 103.3472 | 0.416% | +0.093% | +0.00039% |
| 912828YP9 | 1.500% | Oct 31, 2021 | $44.18bn | – | $7.88bn | $36.30bn | 101.9728 | 102.0054 | 0.415% | +0.032% | +0.00013% |
| 912828YH7 | 1.500% | Sep 30, 2024 | $45.26bn | – | $10.13bn | $35.13bn | 105.3145 | 105.4728 | 0.415% | +0.150% | +0.00062% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | $7.02bn | $33.98bn | 108.8750 | 109.0879 | 0.415% | +0.196% | +0.00081% |
| 912828Y87 | 1.750% | Jul 31, 2024 | $42.63bn | – | $8.02bn | $34.61bn | 106.5313 | 106.7115 | 0.413% | +0.169% | +0.00070% |
| 9128286Z8 | 1.750% | Jun 30, 2024 | $43.34bn | – | $8.88bn | $34.46bn | 106.5553 | 106.7668 | 0.412% | +0.199% | +0.00082% |
| 912828ZA1 | 1.125% | Feb 28, 2022 | $46.05bn | – | $10.31bn | $35.73bn | 101.8770 | 101.9406 | 0.408% | +0.062% | +0.00025% |
| 912828YW4 | 1.625% | Dec 15, 2022 | $38.00bn | – | $4.34bn | $33.66bn | 104.3002 | 104.4066 | 0.393% | +0.102% | +0.00040% |
| 912828YF1 | 1.500% | Sep 15, 2022 | $38.00bn | – | $4.08bn | $33.92bn | 103.2541 | 103.3492 | 0.393% | +0.092% | +0.00036% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $32.73bn | $34.00bn | 102.9437 | 102.9372 | 0.392% | -0.006% | -0.00002% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | $4.88bn | $33.12bn | 104.6411 | 104.6978 | 0.388% | +0.054% | +0.00021% |
| 9128287F1 | 1.750% | Jul 31, 2021 | $41.59bn | – | $7.90bn | $33.69bn | 102.4063 | 102.3990 | 0.387% | -0.007% | -0.00003% |
| 912828YJ3 | 1.500% | Sep 30, 2021 | $44.16bn | – | $10.50bn | $33.66bn | 102.0020 | 102.0041 | 0.385% | +0.002% | +0.00001% |
| 912828YE4 | 1.250% | Aug 31, 2024 | $46.32bn | – | $13.51bn | $32.81bn | 104.2418 | 104.4409 | 0.383% | +0.191% | +0.00073% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | $6.99bn | $31.01bn | 109.1185 | 109.2995 | 0.379% | +0.166% | +0.00063% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $18.13bn | $23.87bn | 139.2775 | 135.6374 | 0.373% | -2.614% | -0.00974% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $3.22bn | $31.84bn | 103.5550 | 103.6294 | 0.370% | +0.072% | +0.00027% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $3.62bn | $32.44bn | 101.5971 | 101.6087 | 0.369% | +0.011% | +0.00004% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | $8.82bn | $30.18bn | 109.0703 | 109.2500 | 0.369% | +0.165% | +0.00061% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $15.82bn | $31.34bn | 104.6157 | 104.6724 | 0.367% | +0.054% | +0.00020% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $18.78bn | $23.30bn | 140.3534 | 134.0448 | 0.367% | -3.426% | -0.01256% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $4.15bn | $32.17bn | 101.4708 | 101.4406 | 0.366% | -0.030% | -0.00011% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | $2.56bn | $29.44bn | 110.8156 | 110.9124 | 0.366% | +0.087% | +0.00032% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $6.76bn | $31.33bn | 103.9503 | 103.1298 | 0.365% | +0.052% | +0.00019% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $6.73bn | $31.28bn | 104.0671 | 104.1639 | 0.365% | +0.093% | +0.00034% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $6.15bn | $31.47bn | 103.2003 | 102.3485 | 0.364% | +0.023% | +0.00008% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $17.49bn | $24.51bn | 132.1755 | 127.2520 | 0.363% | -2.685% | -0.00975% |
| 912828S27 | 1.125% | Jun 30, 2021 | $38.96bn | – | $7.06bn | $31.90bn | 101.5021 | 101.4729 | 0.363% | -0.029% | -0.00010% |
| 912828ZE3 | 0.625% | Mar 31, 2027 | $36.30bn | – | $4.30bn | $32.00bn | 101.0217 | 100.9496 | 0.362% | -0.071% | -0.00026% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $7.41bn | $31.23bn | 103.3176 | 103.4130 | 0.362% | +0.092% | +0.00033% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | $2.88bn | $28.12bn | 114.2228 | 114.3832 | 0.360% | +0.140% | +0.00051% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $6.66bn | $30.79bn | 104.2188 | 104.2847 | 0.360% | +0.063% | +0.00023% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $4.99bn | $28.55bn | 112.3587 | 112.5068 | 0.360% | +0.132% | +0.00047% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | $7.27bn | $30.73bn | 104.3658 | 104.4096 | 0.359% | +0.042% | +0.00015% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $7.29bn | $30.84bn | 103.9303 | 103.9856 | 0.359% | +0.053% | +0.00019% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $7.50bn | $30.73bn | 104.1588 | 104.2551 | 0.359% | +0.092% | +0.00033% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $20.44bn | $30.51bn | 104.8870 | 103.8794 | 0.359% | +0.052% | +0.00019% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $9.79bn | $29.68bn | 107.5075 | 107.6141 | 0.358% | +0.099% | +0.00035% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $5.42bn | $30.74bn | 103.4063 | 103.4409 | 0.356% | +0.034% | +0.00012% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $5.13bn | $31.25bn | 101.4688 | 101.4708 | 0.355% | +0.002% | +0.00001% |
| 912828R77 | 1.375% | May 31, 2021 | $42.67bn | – | $11.64bn | $31.04bn | 101.8560 | 101.1600 | 0.354% | -0.008% | -0.00003% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $13.42bn | $28.84bn | 108.8371 | 107.6013 | 0.352% | +0.128% | +0.00045% |
| 912828YZ7 | 1.625% | Dec 31, 2021 | $43.76bn | – | $13.29bn | $30.48bn | 102.9196 | 102.9643 | 0.352% | +0.043% | +0.00015% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | $5.96bn | $30.05bn | 104.0319 | 104.0567 | 0.350% | +0.024% | +0.00008% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $8.50bn | $30.21bn | 103.3784 | 103.4113 | 0.350% | +0.032% | +0.00011% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | $3.66bn | $27.34bn | 114.1644 | 114.2921 | 0.350% | +0.112% | +0.00039% |
| 9128287C8 | 1.750% | Jul 15, 2022 | $38.32bn | – | $8.31bn | $30.01bn | 103.9207 | 103.9760 | 0.350% | +0.053% | +0.00019% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $5.01bn | $29.84bn | 104.4429 | 104.5489 | 0.349% | +0.101% | +0.00035% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $4.25bn | $27.38bn | 113.7188 | 113.8698 | 0.349% | +0.133% | +0.00046% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $15.04bn | $29.51bn | 105.4519 | 104.0391 | 0.349% | +0.023% | +0.00008% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $15.50bn | $28.02bn | 110.4518 | 109.2266 | 0.347% | +0.192% | +0.00067% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $9.98bn | $29.01bn | 106.5000 | 106.6085 | 0.346% | +0.102% | +0.00035% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $11.97bn | $28.51bn | 108.3486 | 108.5096 | 0.346% | +0.149% | +0.00051% |
| 912828Z60 | 1.375% | Jan 31, 2022 | $44.13bn | – | $14.09bn | $30.04bn | 102.4063 | 102.4609 | 0.345% | +0.053% | +0.00018% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $8.39bn | $26.82bn | 113.8893 | 112.5704 | 0.342% | +0.104% | +0.00036% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | $5.04bn | $26.96bn | 113.1875 | 113.3173 | 0.342% | +0.115% | +0.00039% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $14.94bn | $28.03bn | 108.3376 | 108.5377 | 0.340% | +0.185% | +0.00063% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $9.01bn | $27.07bn | 112.0258 | 112.1637 | 0.340% | +0.123% | +0.00042% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | $8.11bn | $27.25bn | 110.9821 | 110.0058 | 0.339% | +0.078% | +0.00026% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $45.08bn | $29.12bn | 103.6363 | 103.6817 | 0.338% | +0.044% | +0.00015% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | $206.0m | $28.79bn | 104.5313 | 104.6078 | 0.337% | +0.073% | +0.00025% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $8.72bn | $26.09bn | 114.8268 | 113.5391 | 0.336% | +0.130% | +0.00044% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | $351.0m | $28.65bn | 104.2526 | 103.3801 | 0.335% | +0.062% | +0.00021% |
| 912828YC8 | 1.500% | Aug 31, 2021 | $45.19bn | – | $15.92bn | $29.28bn | 102.0027 | 102.0041 | 0.335% | +0.001% | +0.00000% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | $141.0m | $28.86bn | 103.4401 | 102.5364 | 0.335% | +0.033% | +0.00011% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $10.54bn | $27.42bn | 108.7500 | 108.9217 | 0.334% | +0.158% | +0.00053% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $5.22bn | $26.90bn | 110.8438 | 110.9629 | 0.334% | +0.108% | +0.00036% |
| 9128286V7 | 2.125% | May 31, 2021 | $44.20bn | – | $15.33bn | $28.87bn | 103.0133 | 101.9121 | 0.333% | -0.038% | -0.00013% |
| 912828YK0 | 1.375% | Oct 15, 2022 | $38.00bn | – | $9.16bn | $28.84bn | 102.9039 | 102.9891 | 0.333% | +0.083% | +0.00028% |
| 9128287B0 | 1.875% | Jun 30, 2026 | $33.83bn | – | $6.71bn | $27.12bn | 109.2847 | 109.4131 | 0.332% | +0.118% | +0.00039% |
| 912828Y95 | 1.875% | Jul 31, 2026 | $33.27bn | – | $6.17bn | $27.10bn | 109.2188 | 109.3159 | 0.332% | +0.089% | +0.00030% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $6.40bn | $26.30bn | 112.5078 | 112.6563 | 0.332% | +0.132% | +0.00044% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $13.57bn | $27.60bn | 106.8055 | 106.9235 | 0.330% | +0.110% | +0.00036% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $10.13bn | $28.40bn | 103.6703 | 103.7157 | 0.330% | +0.044% | +0.00014% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $6.01bn | $26.40bn | 111.4752 | 111.5815 | 0.330% | +0.095% | +0.00031% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | $944.0m | $28.06bn | 104.8685 | 104.9557 | 0.330% | +0.083% | +0.00027% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $912.0m | $28.09bn | 104.1909 | 104.2863 | 0.328% | +0.092% | +0.00030% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $1.56bn | $27.32bn | 107.0346 | 107.1926 | 0.328% | +0.148% | +0.00048% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $1.06bn | $28.05bn | 103.0985 | 103.1834 | 0.324% | +0.082% | +0.00027% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | $986.0m | $28.01bn | 103.1386 | 103.1610 | 0.324% | +0.022% | +0.00007% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | $1.26bn | $27.74bn | 103.8997 | 103.9557 | 0.323% | +0.054% | +0.00017% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $4.30bn | $26.68bn | 107.4821 | 106.5996 | 0.321% | +0.167% | +0.00054% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $5.55bn | $26.11bn | 109.6291 | 109.7895 | 0.321% | +0.146% | +0.00047% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $7.87bn | $28.20bn | 101.4390 | 101.4406 | 0.321% | +0.002% | +0.00000% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $1.48bn | $27.52bn | 103.8670 | 103.9214 | 0.320% | +0.052% | +0.00017% |
| 912828QN3 | 3.125% | May 15, 2021 | $66.00bn | – | $38.84bn | $27.16bn | 104.4736 | 102.9256 | 0.318% | +0.014% | +0.00004% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $8.10bn | $25.09bn | 112.9633 | 113.1012 | 0.318% | +0.122% | +0.00039% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $17.10bn | $26.43bn | 107.1923 | 107.3196 | 0.318% | +0.119% | +0.00038% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $13.57bn | $26.04bn | 108.7133 | 108.8825 | 0.317% | +0.156% | +0.00049% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $2.63bn | $27.32bn | 103.5313 | 103.7002 | 0.317% | +0.163% | +0.00052% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $1.60bn | $27.41bn | 103.1563 | 103.1604 | 0.317% | +0.004% | +0.00001% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $3.64bn | $26.14bn | 107.8750 | 108.0979 | 0.316% | +0.207% | +0.00065% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $2.56bn | $27.14bn | 103.8665 | 104.0454 | 0.316% | +0.172% | +0.00054% |
| 912828Z29 | 1.500% | Jan 15, 2023 | $39.22bn | – | $12.13bn | $27.09bn | 103.8784 | 104.0062 | 0.315% | +0.123% | +0.00039% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $7.61bn | $27.06bn | 103.8145 | 103.9416 | 0.315% | +0.122% | +0.00039% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $1.68bn | $27.32bn | 102.7745 | 102.7554 | 0.315% | -0.019% | -0.00006% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $2.69bn | $26.83bn | 104.5938 | 104.7115 | 0.315% | +0.113% | +0.00035% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | $1.72bn | $27.28bn | 102.7242 | 102.7364 | 0.314% | +0.012% | +0.00004% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $8.60bn | $26.84bn | 104.1294 | 104.2663 | 0.313% | +0.131% | +0.00041% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $6.20bn | $26.93bn | 103.7404 | 103.7139 | 0.313% | -0.025% | -0.00008% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $9.04bn | $24.70bn | 113.1092 | 113.2497 | 0.313% | +0.124% | +0.00039% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $3.22bn | $26.69bn | 103.9192 | 104.0975 | 0.311% | +0.172% | +0.00053% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | $2.12bn | $26.88bn | 103.1170 | 103.1714 | 0.311% | +0.053% | +0.00016% |
| 912828YQ7 | 1.625% | Oct 31, 2026 | $35.35bn | – | $9.58bn | $25.77bn | 107.4107 | 107.4538 | 0.310% | +0.040% | +0.00012% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $5.90bn | $25.92bn | 106.7554 | 106.9552 | 0.310% | +0.187% | +0.00058% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $3.33bn | $26.37bn | 104.7232 | 104.8913 | 0.309% | +0.161% | +0.00050% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | $2.28bn | $26.72bn | 102.9300 | 102.9225 | 0.308% | -0.007% | -0.00002% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $5.44bn | $25.41bn | 108.1563 | 108.3685 | 0.308% | +0.196% | +0.00060% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $3.41bn | $25.29bn | 108.5999 | 108.7582 | 0.308% | +0.146% | +0.00045% |
| 912828YD6 | 1.375% | Aug 31, 2026 | $36.16bn | – | $10.25bn | $25.91bn | 105.9192 | 106.0037 | 0.308% | +0.080% | +0.00025% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $12.18bn | $26.40bn | 103.8867 | 103.9021 | 0.307% | +0.015% | +0.00005% |
| 912828YX2 | 1.750% | Dec 31, 2026 | $35.01bn | – | $9.87bn | $25.15bn | 108.9303 | 108.9543 | 0.307% | +0.022% | +0.00007% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $4.48bn | $25.04bn | 109.0446 | 108.1621 | 0.306% | +0.165% | +0.00051% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | $2.42bn | $26.59bn | 102.6250 | 102.6902 | 0.306% | +0.064% | +0.00019% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $5.85bn | $26.23bn | 103.9921 | 104.1405 | 0.306% | +0.143% | +0.00044% |
| 912828Z86 | 1.375% | Feb 15, 2023 | $54.90bn | – | $28.61bn | $26.29bn | 103.5058 | 103.6229 | 0.305% | +0.113% | +0.00035% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | $7.99bn | $24.01bn | 113.2548 | 113.4159 | 0.305% | +0.142% | +0.00043% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $6.62bn | $25.26bn | 107.3268 | 107.5370 | 0.304% | +0.196% | +0.00060% |
| 912828YU8 | 1.625% | Nov 30, 2026 | $34.54bn | – | $9.75bn | $24.79bn | 108.1481 | 107.3794 | 0.300% | +0.041% | +0.00012% |
| 912828WN6 | 2.000% | May 31, 2021 | $29.01bn | – | $2.98bn | $26.03bn | 102.8048 | 101.8180 | 0.300% | +0.013% | +0.00004% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $3.33bn | $25.67bn | 104.1301 | 104.2255 | 0.300% | +0.092% | +0.00027% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $9.69bn | $25.44bn | 104.8981 | 104.2232 | 0.299% | +0.131% | +0.00039% |
| 9128284P2 | 2.625% | May 15, 2021 | $38.47bn | – | $12.79bn | $25.68bn | 103.7428 | 102.4338 | 0.299% | +0.003% | +0.00001% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $7.11bn | $24.61bn | 107.9104 | 108.1020 | 0.298% | +0.178% | +0.00053% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $6.80bn | $24.61bn | 107.6703 | 107.8719 | 0.297% | +0.187% | +0.00056% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $7.27bn | $24.21bn | 108.0862 | 108.2662 | 0.293% | +0.167% | +0.00049% |
| 9128287A2 | 1.625% | Jun 30, 2021 | $42.29bn | – | $16.71bn | $25.57bn | 102.2009 | 102.2143 | 0.293% | +0.013% | +0.00004% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $44.09bn | $24.89bn | 103.9639 | 103.1433 | 0.290% | +0.052% | +0.00015% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $12.49bn | $24.89bn | 103.8465 | 103.9416 | 0.290% | +0.092% | +0.00027% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | $10.40bn | $24.60bn | 103.8825 | 103.8641 | 0.286% | -0.018% | -0.00005% |
| 912828WR7 | 2.125% | Jun 30, 2021 | $29.00bn | – | $4.31bn | $24.69bn | 102.9935 | 102.9557 | 0.285% | -0.037% | -0.00010% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $22.67bn | $19.33bn | 131.4492 | 127.9959 | 0.285% | -2.627% | -0.00748% |
| 9128284T4 | 2.625% | Jun 15, 2021 | $32.00bn | – | $7.59bn | $24.41bn | 103.7398 | 103.7121 | 0.284% | -0.027% | -0.00008% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $13.76bn | $24.36bn | 103.3463 | 103.4114 | 0.282% | +0.063% | +0.00018% |
| 912828Z78 | 1.500% | Jan 31, 2027 | $35.30bn | – | $11.83bn | $23.48bn | 107.1563 | 107.1590 | 0.282% | +0.003% | +0.00001% |
| 912828YG9 | 1.625% | Sep 30, 2026 | $35.32bn | – | $12.20bn | $23.13bn | 107.4814 | 107.5253 | 0.279% | +0.041% | +0.00011% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | $14.40bn | $23.60bn | 104.9273 | 104.9621 | 0.278% | +0.033% | +0.00009% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $12.79bn | $21.32bn | 111.3473 | 111.4759 | 0.266% | +0.115% | +0.00031% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $29.16bn | $13.85bn | 169.6793 | 166.3963 | 0.263% | -1.935% | -0.00510% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $44.11bn | $21.89bn | 103.5893 | 103.6652 | 0.254% | +0.073% | +0.00019% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $31.43bn | $13.47bn | 165.7157 | 163.0470 | 0.250% | -1.610% | -0.00403% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $31.37bn | $15.85bn | 139.1212 | 135.6999 | 0.247% | -2.459% | -0.00608% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.19bn | $13.37bn | 162.0817 | 156.9521 | 0.243% | -1.815% | -0.00441% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $30.43bn | $13.04bn | 162.4880 | 157.7334 | 0.238% | -1.580% | -0.00375% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $30.03bn | $12.87bn | 160.6490 | 155.7901 | 0.232% | -1.702% | -0.00394% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $29.40bn | $12.60bn | 164.0192 | 158.4521 | 0.232% | -2.061% | -0.00477% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 163.1271 | 160.0416 | 0.227% | -1.891% | -0.00430% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $30.25bn | $12.96bn | 152.2153 | 149.5141 | 0.221% | -1.775% | -0.00392% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $29.74bn | $12.75bn | 150.9392 | 147.5398 | 0.216% | -2.252% | -0.00486% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $31.24bn | $13.39bn | 139.5361 | 134.6444 | 0.209% | -2.386% | -0.00499% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 159.2428 | 154.3526 | 0.208% | -1.736% | -0.00361% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $30.49bn | $13.43bn | 137.3534 | 132.4198 | 0.207% | -2.500% | -0.00517% |
| 912828ZB9 | 1.125% | Feb 28, 2027 | $36.84bn | – | $19.75bn | $17.09bn | 104.5020 | 104.5031 | 0.200% | +0.001% | +0.00000% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $7.36bn | $9.07bn | 150.8098 | 150.3613 | 0.153% | -0.297% | -0.00046% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $16.60bn | $9.31bn | 144.8870 | 142.1538 | 0.151% | -1.886% | -0.00285% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $17.99bn | $8.41bn | 156.2208 | 154.1978 | 0.147% | -1.295% | -0.00191% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $9.17bn | $7.87bn | 157.8846 | 154.5075 | 0.139% | -0.160% | -0.00022% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 162.0457 | 157.5204 | 0.139% | -1.404% | -0.00195% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $14.00bn | $8.02bn | 144.2957 | 141.4079 | 0.130% | +0.121% | +0.00016% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.92bn | $8.03bn | 141.4231 | 138.8363 | 0.127% | +0.027% | +0.00003% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 168.5577 | 164.0435 | 0.121% | -1.195% | -0.00145% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.77bn | $6.76bn | 158.5697 | 156.3173 | 0.120% | -1.420% | -0.00171% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 115.6611 | 111.6821 | 0.119% | +0.018% | +0.00002% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $5.95bn | $6.88bn | 133.0027 | 133.2325 | 0.103% | +0.173% | +0.00018% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.82bn | $5.96bn | 141.1484 | 141.1793 | 0.094% | +0.022% | +0.00002% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 120.9299 | 121.0247 | 0.092% | +0.078% | +0.00007% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.61bn | $4.98bn | 162.8043 | 160.8025 | 0.091% | -1.230% | -0.00112% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $6.07bn | $5.28bn | 141.1587 | 141.1058 | 0.083% | -0.037% | -0.00003% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $6.19bn | $4.64bn | 141.8125 | 138.8315 | 0.074% | +0.190% | +0.00014% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.85bn | $4.32bn | 151.5601 | 151.3630 | 0.073% | -0.130% | -0.00010% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 120.6751 | 120.7507 | 0.064% | +0.063% | +0.00004% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $5.03bn | $3.79bn | 140.4718 | 140.7030 | 0.060% | +0.165% | +0.00010% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.53bn | $3.66bn | 143.3310 | 143.4677 | 0.059% | +0.095% | +0.00006% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.56bn | $3.62bn | 135.4042 | 135.6772 | 0.055% | +0.202% | +0.00011% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $6.04bn | $3.55bn | 135.7428 | 132.1590 | 0.054% | +0.122% | +0.00007% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $6.04bn | $3.47bn | 136.2483 | 136.3977 | 0.053% | +0.110% | +0.00006% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $6.15bn | $3.98bn | 117.5137 | 117.6624 | 0.052% | +0.127% | +0.00007% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.55bn | $2.97bn | 142.2582 | 142.5412 | 0.047% | +0.199% | +0.00009% |
| 912810EJ3 | 8.125% | May 15, 2021 | $11.95bn | $1.89bn | $7.05bn | $3.01bn | 111.9375 | 107.8441 | 0.038% | -0.028% | -0.00001% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 111.8214 | 111.9196 | 0.036% | +0.088% | +0.00003% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.09bn | $2.33bn | 122.2380 | 118.5085 | 0.032% | +0.068% | +0.00002% |
| Total | $7.89tn | 100.000% | -0.61755% | ||||||||
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.