Rebalance of July 31, 2020
US Treasury Index constituents
Every one of the 260 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
- 260
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.020208%
- Market value
- $8.93tn
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 +1.020208% against a published month return of +1.020208%, a difference of 3.9e-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 | – | $13.65bn | $66.86bn | 121.3991 | 122.3043 | 0.909% | +0.746% | +0.00678% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $7.93bn | $67.56bn | 119.6133 | 120.4677 | 0.905% | +0.714% | +0.00646% |
| 912828Z94 | 1.500% | Feb 15, 2030 | $88.11bn | – | $16.21bn | $71.90bn | 108.7833 | 109.8568 | 0.876% | +0.987% | +0.00864% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $9.12bn | $65.99bn | 118.4609 | 119.2813 | 0.875% | +0.692% | +0.00606% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $17.56bn | $63.95bn | 118.2692 | 119.1635 | 0.847% | +0.756% | +0.00640% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $8.25bn | $62.33bn | 117.7538 | 118.5656 | 0.822% | +0.689% | +0.00566% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $6.93bn | $47.95bn | 147.9623 | 153.8587 | 0.794% | +3.985% | +0.03165% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | $2.70bn | $63.30bn | 109.6751 | 109.9530 | 0.777% | +0.253% | +0.00197% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $6.97bn | $48.60bn | 139.7541 | 145.4948 | 0.760% | +4.108% | +0.03124% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $5.48bn | $60.64bn | 110.5061 | 110.9579 | 0.750% | +0.409% | +0.00307% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $12.38bn | $58.67bn | 113.2096 | 113.9226 | 0.744% | +0.630% | +0.00468% |
| 912810SH2 | 2.875% | May 15, 2049 | $57.61bn | – | $8.86bn | $48.74bn | 136.1797 | 141.9063 | 0.743% | +4.205% | +0.03125% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $5.80bn | $60.23bn | 109.0061 | 109.2704 | 0.735% | +0.242% | +0.00178% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $6.45bn | $59.56bn | 109.1318 | 109.3560 | 0.728% | +0.205% | +0.00149% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $7.17bn | $59.31bn | 109.3465 | 109.7778 | 0.726% | +0.394% | +0.00286% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $12.75bn | $59.64bn | 107.6904 | 107.9133 | 0.719% | +0.207% | +0.00149% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $7.26bn | $58.73bn | 108.7215 | 109.0278 | 0.715% | +0.282% | +0.00201% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $13.52bn | $56.39bn | 113.2218 | 113.9571 | 0.715% | +0.649% | +0.00464% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $5.86bn | $59.49bn | 107.1583 | 107.7318 | 0.714% | +0.535% | +0.00382% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $4.68bn | $45.74bn | 139.2229 | 144.8698 | 0.713% | +4.056% | +0.02891% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $10.49bn | $59.01bn | 107.3950 | 107.9470 | 0.709% | +0.514% | +0.00365% |
| 9128286T2 | 2.375% | May 15, 2029 | $84.43bn | – | $29.93bn | $54.50bn | 115.8033 | 116.7351 | 0.706% | +0.805% | +0.00568% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $9.96bn | $56.04bn | 108.9450 | 109.1291 | 0.683% | +0.169% | +0.00116% |
| 912828ZQ6 | 0.625% | May 15, 2030 | $78.34bn | – | $17.34bn | $61.00bn | 99.9236 | 100.9484 | 0.682% | +1.026% | +0.00700% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $8.72bn | $56.22bn | 107.6429 | 108.1339 | 0.678% | +0.456% | +0.00309% |
| 912810SL3 | 2.000% | Feb 15, 2050 | $60.52bn | – | $8.52bn | $52.00bn | 115.7840 | 120.9341 | 0.674% | +4.448% | +0.02998% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $6.54bn | $42.62bn | 141.0866 | 146.8668 | 0.673% | +4.097% | +0.02758% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $11.52bn | $55.02bn | 109.1776 | 109.5557 | 0.672% | +0.346% | +0.00233% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $14.66bn | $54.48bn | 110.0992 | 110.7473 | 0.671% | +0.589% | +0.00395% |
| 912810SJ8 | 2.250% | Aug 15, 2049 | $63.40bn | – | $14.21bn | $49.19bn | 121.5968 | 126.9571 | 0.670% | +4.408% | +0.02952% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $13.93bn | $52.55bn | 112.9749 | 113.7391 | 0.665% | +0.676% | +0.00450% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $121.99bn | – | $64.86bn | $57.13bn | 103.6763 | 103.7595 | 0.663% | +0.080% | +0.00053% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $9.67bn | $55.18bn | 104.5756 | 104.6935 | 0.646% | +0.113% | +0.00073% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $4.99bn | $40.06bn | 138.5979 | 144.2448 | 0.622% | +4.074% | +0.02532% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $14.69bn | $52.76bn | 104.8808 | 105.0088 | 0.619% | +0.122% | +0.00076% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $16.88bn | $48.94bn | 112.5968 | 113.2696 | 0.617% | +0.597% | +0.00369% |
| 912810SK5 | 2.375% | Nov 15, 2049 | $60.51bn | – | $16.71bn | $43.80bn | 124.3346 | 129.7663 | 0.610% | +4.369% | +0.02663% |
| 912828ZW3 | 0.250% | Jun 30, 2025 | $53.43bn | – | – | $53.43bn | 99.8444 | 100.1793 | 0.597% | +0.335% | +0.00200% |
| 912828YB0 | 1.625% | Aug 15, 2029 | $92.62bn | – | $44.73bn | $47.89bn | 109.8304 | 110.7277 | 0.589% | +0.817% | +0.00481% |
| 912828ZX1 | 0.125% | Jun 30, 2022 | $52.29bn | – | – | $52.29bn | 99.9378 | 100.0115 | 0.585% | +0.074% | +0.00043% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $18.73bn | $47.27bn | 110.2225 | 110.4718 | 0.583% | +0.226% | +0.00132% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $17.50bn | $48.50bn | 105.5340 | 105.6841 | 0.573% | +0.142% | +0.00081% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $19.73bn | $46.27bn | 104.7235 | 104.9117 | 0.542% | +0.180% | +0.00097% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $5.71bn | $35.12bn | 137.8791 | 143.2448 | 0.542% | +3.892% | +0.02109% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $9.46bn | $32.54bn | 148.3019 | 153.6305 | 0.540% | +3.593% | +0.01941% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $31.98bn | $44.69bn | 107.1069 | 107.3497 | 0.536% | +0.227% | +0.00121% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $5.62bn | $35.61bn | 131.6950 | 137.1916 | 0.525% | +4.174% | +0.02191% |
| 912828ZV5 | 0.500% | Jun 30, 2027 | $46.61bn | – | – | $46.61bn | 100.1576 | 100.8274 | 0.523% | +0.669% | +0.00349% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $22.89bn | $43.11bn | 108.1909 | 108.3238 | 0.522% | +0.123% | +0.00064% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | $8.37bn | $33.63bn | 138.0512 | 143.2407 | 0.520% | +3.759% | +0.01954% |
| 912828YS3 | 1.750% | Nov 15, 2029 | $88.55bn | – | $46.88bn | $41.68bn | 110.7235 | 111.7242 | 0.517% | +0.904% | +0.00467% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $9.13bn | $34.39bn | 132.2538 | 137.6281 | 0.509% | +4.064% | +0.02069% |
| 912828ZT0 | 0.250% | May 31, 2025 | $49.72bn | – | $4.72bn | $45.00bn | 99.9274 | 100.2312 | 0.503% | +0.304% | +0.00153% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $10.46bn | $31.54bn | 142.3685 | 147.6712 | 0.503% | +3.725% | +0.01872% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $6.49bn | $35.51bn | 124.7534 | 129.6988 | 0.496% | +3.964% | +0.01966% |
| 912828ZU7 | 0.250% | Jun 15, 2023 | $44.63bn | – | $625.6m | $44.00bn | 100.2609 | 100.3772 | 0.494% | +0.116% | +0.00057% |
| 912828ZR4 | 0.125% | May 31, 2022 | $48.62bn | – | $4.62bn | $44.00bn | 99.9481 | 100.0219 | 0.492% | +0.074% | +0.00036% |
| 912828ZL7 | 0.375% | Apr 30, 2025 | $46.73bn | – | $3.73bn | $43.00bn | 100.5319 | 100.8781 | 0.484% | +0.344% | +0.00167% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $9.98bn | $32.04bn | 134.7894 | 139.9647 | 0.483% | +3.840% | +0.01856% |
| 912828ZC7 | 1.125% | Feb 28, 2025 | $47.20bn | – | $6.18bn | $41.02bn | 104.4073 | 104.6957 | 0.479% | +0.276% | +0.00132% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $11.01bn | $31.35bn | 135.1644 | 140.3709 | 0.474% | +3.852% | +0.01827% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $9.92bn | $32.08bn | 131.4609 | 136.3750 | 0.472% | +3.738% | +0.01765% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $6.72bn | $33.55bn | 125.3159 | 130.3863 | 0.471% | +4.046% | +0.01904% |
| 912828ZM5 | 0.125% | Apr 30, 2022 | $45.65bn | – | $3.65bn | $42.00bn | 99.9586 | 100.0323 | 0.470% | +0.074% | +0.00035% |
| 912828ZP8 | 0.125% | May 15, 2023 | $64.21bn | – | $22.21bn | $42.00bn | 99.8910 | 100.0272 | 0.470% | +0.136% | +0.00064% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $11.01bn | $31.31bn | 133.3946 | 138.5302 | 0.468% | +3.850% | +0.01800% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.47bn | $40.62bn | 102.7554 | 102.8098 | 0.467% | +0.053% | +0.00025% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $13.88bn | $30.35bn | 137.2269 | 142.6522 | 0.466% | +3.954% | +0.01843% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $5.84bn | $34.69bn | 119.9406 | 124.9571 | 0.466% | +4.182% | +0.01948% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $11.96bn | $30.99bn | 133.8672 | 139.1563 | 0.464% | +3.951% | +0.01835% |
| 912828ZF0 | 0.500% | Mar 31, 2025 | $46.51bn | – | $5.51bn | $41.00bn | 101.1882 | 101.5458 | 0.464% | +0.353% | +0.00164% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $10.07bn | $33.11bn | 124.8505 | 129.9810 | 0.463% | +4.109% | +0.01902% |
| 912828YV6 | 1.500% | Nov 30, 2024 | $44.25bn | – | $5.30bn | $38.95bn | 105.6270 | 105.9185 | 0.461% | +0.276% | +0.00127% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $3.72bn | $37.81bn | 108.1291 | 108.3621 | 0.458% | +0.215% | +0.00099% |
| 912828ZG8 | 0.375% | Mar 31, 2022 | $45.38bn | – | $5.38bn | $40.00bn | 100.4693 | 100.5343 | 0.450% | +0.065% | +0.00029% |
| 912810SN9 | 1.250% | May 15, 2050 | $52.90bn | – | $11.90bn | $41.00bn | 96.7221 | 101.4280 | 0.444% | +4.865% | +0.02160% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | $4.86bn | $36.14bn | 108.4759 | 108.6800 | 0.439% | +0.188% | +0.00083% |
| 912810SR0 | 1.125% | May 15, 2040 | $41.42bn | – | $2.10bn | $39.33bn | 99.5187 | 102.9008 | 0.438% | +3.398% | +0.01489% |
| 912828ZH6 | 0.250% | Apr 15, 2023 | $40.13bn | – | $1.20bn | $38.93bn | 100.3026 | 100.4189 | 0.437% | +0.116% | +0.00051% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $15.61bn | $26.39bn | 147.9269 | 153.1305 | 0.437% | +3.518% | +0.01537% |
| 912828YM6 | 1.500% | Oct 31, 2024 | $45.29bn | – | $9.03bn | $36.25bn | 105.6590 | 105.9497 | 0.429% | +0.275% | +0.00118% |
| 912828YT1 | 1.500% | Nov 30, 2021 | $43.18bn | – | $5.80bn | $37.38bn | 102.0020 | 102.0748 | 0.427% | +0.071% | +0.00030% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $16.57bn | $25.43bn | 149.8539 | 155.1277 | 0.427% | +3.519% | +0.01501% |
| 912828ZS2 | 0.500% | May 31, 2027 | $41.99bn | – | $3.99bn | $38.00bn | 100.1986 | 100.8687 | 0.426% | +0.669% | +0.00285% |
| 9128286Y1 | 1.750% | Jun 15, 2022 | $38.00bn | – | $1.22bn | $36.78bn | 103.1703 | 103.2655 | 0.425% | +0.092% | +0.00039% |
| 912828Z52 | 1.375% | Jan 31, 2025 | $45.23bn | – | $9.98bn | $35.26bn | 105.6367 | 105.2612 | 0.417% | +0.295% | +0.00123% |
| 912828YP9 | 1.500% | Oct 31, 2021 | $44.18bn | – | $7.88bn | $36.30bn | 102.0340 | 102.0747 | 0.415% | +0.040% | +0.00017% |
| 912828YA2 | 1.500% | Aug 15, 2022 | $62.80bn | – | $27.31bn | $35.49bn | 103.4083 | 103.5130 | 0.411% | +0.101% | +0.00042% |
| 912828Y87 | 1.750% | Jul 31, 2024 | $42.63bn | – | $8.31bn | $34.32bn | 106.9183 | 106.2955 | 0.411% | +0.236% | +0.00097% |
| 912828YY0 | 1.750% | Dec 31, 2024 | $44.86bn | – | $10.53bn | $34.33bn | 106.6923 | 107.0054 | 0.410% | +0.294% | +0.00120% |
| 912828YH7 | 1.500% | Sep 30, 2024 | $45.26bn | – | $10.68bn | $34.58bn | 105.6895 | 105.9810 | 0.409% | +0.276% | +0.00113% |
| 912828ZA1 | 1.125% | Feb 28, 2022 | $46.05bn | – | $10.31bn | $35.73bn | 101.9698 | 102.0394 | 0.408% | +0.068% | +0.00028% |
| 9128286Z8 | 1.750% | Jun 30, 2024 | $43.34bn | – | $9.05bn | $34.30bn | 106.0985 | 106.3179 | 0.407% | +0.207% | +0.00084% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | $7.97bn | $33.03bn | 109.2627 | 108.2079 | 0.404% | +0.179% | +0.00072% |
| 912828YF1 | 1.500% | Sep 15, 2022 | $38.00bn | – | $4.31bn | $33.69bn | 103.4090 | 103.5122 | 0.390% | +0.100% | +0.00039% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $32.95bn | $33.78bn | 102.9873 | 103.0237 | 0.389% | +0.035% | +0.00014% |
| 912828YE4 | 1.250% | Aug 31, 2024 | $46.32bn | – | $13.51bn | $32.81bn | 104.6365 | 104.9049 | 0.384% | +0.256% | +0.00099% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | $5.36bn | $32.64bn | 104.7163 | 103.5353 | 0.383% | +0.066% | +0.00025% |
| 912828ZD5 | 0.500% | Mar 15, 2023 | $38.04bn | – | $4.30bn | $33.74bn | 101.0530 | 101.1603 | 0.382% | +0.106% | +0.00041% |
| 912828YJ3 | 1.500% | Sep 30, 2021 | $44.16bn | – | $11.08bn | $33.08bn | 102.0333 | 102.1060 | 0.378% | +0.071% | +0.00027% |
| 912828ZN3 | 0.500% | Apr 30, 2027 | $38.04bn | – | $4.53bn | $33.51bn | 100.3030 | 100.9416 | 0.376% | +0.637% | +0.00240% |
| 9128287F1 | 1.750% | Jul 31, 2021 | $41.59bn | – | $8.84bn | $32.75bn | 102.4183 | 101.6080 | 0.375% | +0.063% | +0.00024% |
| 912828YW4 | 1.625% | Dec 15, 2022 | $38.00bn | – | $5.70bn | $32.30bn | 103.6648 | 103.8113 | 0.375% | +0.141% | +0.00053% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | $7.51bn | $30.49bn | 109.4414 | 109.6069 | 0.374% | +0.151% | +0.00056% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $3.67bn | $31.39bn | 103.6994 | 103.8139 | 0.364% | +0.110% | +0.00040% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $4.39bn | $31.94bn | 101.4698 | 101.5394 | 0.363% | +0.069% | +0.00025% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $18.49bn | $23.51bn | 137.2074 | 142.1470 | 0.361% | +3.600% | +0.01300% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $7.06bn | $30.94bn | 104.1921 | 104.2700 | 0.361% | +0.075% | +0.00027% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $6.20bn | $31.42bn | 102.3670 | 102.4310 | 0.360% | +0.063% | +0.00023% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | $3.10bn | $28.90bn | 111.2531 | 111.7997 | 0.360% | +0.491% | +0.00177% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $4.43bn | $31.63bn | 101.6481 | 101.6977 | 0.360% | +0.049% | +0.00018% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $16.44bn | $30.71bn | 104.6909 | 104.7926 | 0.360% | +0.097% | +0.00035% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | $7.27bn | $30.73bn | 104.4470 | 104.5350 | 0.359% | +0.084% | +0.00030% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $7.02bn | $31.07bn | 103.1482 | 103.2435 | 0.359% | +0.092% | +0.00033% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $5.25bn | $28.29bn | 112.8356 | 113.3723 | 0.357% | +0.476% | +0.00170% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $7.82bn | $30.82bn | 103.4409 | 103.5153 | 0.357% | +0.072% | +0.00026% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $18.78bn | $23.30bn | 135.6957 | 140.9334 | 0.354% | +3.860% | +0.01366% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | $10.11bn | $28.90bn | 109.3906 | 109.5547 | 0.354% | +0.150% | +0.00053% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | $3.57bn | $27.43bn | 114.7228 | 115.1808 | 0.352% | +0.399% | +0.00141% |
| 912828S76 | 1.125% | Jul 31, 2021 | $36.37bn | – | $5.43bn | $30.94bn | 101.5010 | 100.9779 | 0.352% | +0.039% | +0.00014% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $7.59bn | $29.87bn | 104.3455 | 103.4840 | 0.349% | +0.073% | +0.00025% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $17.88bn | $24.12bn | 128.8825 | 133.5978 | 0.348% | +3.659% | +0.01273% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $5.17bn | $29.68bn | 104.5870 | 104.7038 | 0.348% | +0.112% | +0.00039% |
| 912828YZ7 | 1.625% | Dec 31, 2021 | $43.76bn | – | $13.47bn | $30.30bn | 102.1919 | 102.2439 | 0.347% | +0.051% | +0.00018% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $21.29bn | $29.66bn | 103.9276 | 103.9932 | 0.345% | +0.063% | +0.00022% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $8.32bn | $29.81bn | 103.1610 | 103.2554 | 0.344% | +0.092% | +0.00032% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $15.13bn | $29.42bn | 104.0547 | 104.1250 | 0.343% | +0.068% | +0.00023% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $4.82bn | $26.81bn | 114.1693 | 113.1484 | 0.343% | +0.365% | +0.00125% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | $6.64bn | $29.36bn | 104.0736 | 104.1453 | 0.342% | +0.069% | +0.00024% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | $4.41bn | $26.59bn | 114.6304 | 115.1182 | 0.341% | +0.426% | +0.00145% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $10.46bn | $28.54bn | 106.6793 | 105.6131 | 0.341% | +0.114% | +0.00039% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $9.01bn | $27.07bn | 112.4192 | 112.7595 | 0.341% | +0.303% | +0.00103% |
| 9128287C8 | 1.750% | Jul 15, 2022 | $38.32bn | – | $9.21bn | $29.11bn | 104.0264 | 103.2466 | 0.339% | +0.091% | +0.00031% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $6.95bn | $29.21bn | 103.4705 | 102.6090 | 0.338% | +0.074% | +0.00025% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $45.08bn | $29.12bn | 103.6902 | 103.7778 | 0.338% | +0.084% | +0.00029% |
| 912828Z60 | 1.375% | Jan 31, 2022 | $44.13bn | – | $14.72bn | $29.41bn | 102.4804 | 101.8862 | 0.337% | +0.091% | +0.00031% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $9.41bn | $28.82bn | 104.3151 | 104.4216 | 0.337% | +0.102% | +0.00034% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $16.04bn | $27.47bn | 109.3685 | 109.5652 | 0.336% | +0.180% | +0.00061% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | $367.0m | $28.63bn | 104.6477 | 103.7351 | 0.335% | +0.084% | +0.00028% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | $5.66bn | $26.34bn | 113.6587 | 112.8651 | 0.335% | +0.457% | +0.00153% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | $8.34bn | $27.02bn | 110.3362 | 110.9028 | 0.334% | +0.514% | +0.00171% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | $351.0m | $28.65bn | 103.4088 | 103.5154 | 0.332% | +0.103% | +0.00034% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | $141.0m | $28.86bn | 102.5651 | 102.6404 | 0.331% | +0.073% | +0.00024% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $12.97bn | $27.51bn | 107.3196 | 107.4925 | 0.331% | +0.161% | +0.00053% |
| 912828YC8 | 1.500% | Aug 31, 2021 | $45.19bn | – | $16.33bn | $28.87bn | 102.0326 | 102.1046 | 0.330% | +0.071% | +0.00023% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $1.57bn | $27.31bn | 107.4392 | 107.7011 | 0.328% | +0.244% | +0.00080% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $16.00bn | $26.98bn | 108.7313 | 108.9130 | 0.328% | +0.167% | +0.00055% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $10.41bn | $28.30bn | 103.4704 | 103.5448 | 0.328% | +0.072% | +0.00024% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $5.82bn | $26.29bn | 111.2315 | 110.3016 | 0.327% | +0.288% | +0.00094% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $1.00bn | $28.00bn | 104.3142 | 104.4198 | 0.327% | +0.101% | +0.00033% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $15.19bn | $27.07bn | 107.7017 | 107.8559 | 0.326% | +0.143% | +0.00047% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | $955.0m | $28.05bn | 103.9120 | 104.0088 | 0.326% | +0.093% | +0.00030% |
| 912828Y95 | 1.875% | Jul 31, 2026 | $33.27bn | – | $6.70bn | $26.58bn | 109.6267 | 109.2653 | 0.326% | +0.525% | +0.00171% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $9.27bn | $25.54bn | 113.8685 | 114.3777 | 0.326% | +0.447% | +0.00146% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $1.06bn | $28.05bn | 103.2011 | 103.2643 | 0.324% | +0.061% | +0.00020% |
| 912828YK0 | 1.375% | Oct 15, 2022 | $38.00bn | – | $9.98bn | $28.02bn | 103.0393 | 103.1633 | 0.323% | +0.120% | +0.00039% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | $1.16bn | $27.84bn | 103.2099 | 103.2731 | 0.322% | +0.061% | +0.00020% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $12.90bn | $26.57bn | 107.7446 | 107.8974 | 0.321% | +0.142% | +0.00045% |
| 9128287B0 | 1.875% | Jun 30, 2026 | $33.83bn | – | $7.56bn | $26.27bn | 108.7863 | 109.3295 | 0.320% | +0.499% | +0.00160% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | $1.26bn | $27.74bn | 102.9120 | 103.0088 | 0.320% | +0.094% | +0.00030% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $11.97bn | $25.98bn | 109.0546 | 107.8349 | 0.317% | +0.142% | +0.00045% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $7.62bn | $25.09bn | 112.9219 | 113.3047 | 0.317% | +0.339% | +0.00108% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $8.22bn | $24.96bn | 113.4192 | 113.8533 | 0.317% | +0.383% | +0.00121% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $5.69bn | $25.97bn | 108.9124 | 109.2391 | 0.317% | +0.300% | +0.00095% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $11.07bn | $27.45bn | 102.7554 | 102.8098 | 0.316% | +0.053% | +0.00017% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $1.88bn | $27.12bn | 103.9711 | 104.0977 | 0.316% | +0.122% | +0.00038% |
| 912828WY2 | 2.250% | Jul 31, 2021 | $29.01bn | – | $1.81bn | $27.20bn | 103.1896 | 102.1121 | 0.314% | +0.046% | +0.00014% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $2.96bn | $27.00bn | 103.8345 | 103.3539 | 0.314% | +0.139% | +0.00044% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $3.93bn | $25.85bn | 108.2521 | 107.3308 | 0.313% | +0.188% | +0.00059% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $7.85bn | $26.82bn | 104.0333 | 104.1685 | 0.312% | +0.130% | +0.00041% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $2.94bn | $26.76bn | 104.2206 | 104.3759 | 0.312% | +0.149% | +0.00047% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $8.58bn | $27.49bn | 101.4390 | 101.5092 | 0.312% | +0.069% | +0.00022% |
| 912828ZE3 | 0.625% | Mar 31, 2027 | $36.30bn | – | $8.77bn | $27.54bn | 101.2196 | 101.8697 | 0.312% | +0.642% | +0.00200% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | $1.89bn | $27.11bn | 102.7432 | 102.8288 | 0.312% | +0.083% | +0.00026% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $3.25bn | $26.67bn | 104.2408 | 104.3954 | 0.311% | +0.148% | +0.00046% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $2.02bn | $26.98bn | 102.7935 | 102.8478 | 0.310% | +0.053% | +0.00016% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $15.25bn | $25.91bn | 107.0034 | 107.1663 | 0.310% | +0.152% | +0.00047% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $3.33bn | $26.36bn | 105.0550 | 105.2320 | 0.310% | +0.168% | +0.00052% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $10.69bn | $24.52bn | 112.8685 | 113.2527 | 0.310% | +0.340% | +0.00105% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | $2.22bn | $26.78bn | 103.1899 | 103.2852 | 0.309% | +0.092% | +0.00029% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $5.24bn | $25.74bn | 106.7425 | 106.9341 | 0.308% | +0.179% | +0.00055% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $6.20bn | $25.62bn | 107.1495 | 107.3913 | 0.307% | +0.226% | +0.00069% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $9.33bn | $26.11bn | 104.3675 | 104.5132 | 0.305% | +0.140% | +0.00043% |
| 912828Z86 | 1.375% | Feb 15, 2023 | $54.90bn | – | $28.67bn | $26.23bn | 103.6738 | 103.7984 | 0.304% | +0.120% | +0.00037% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $18.32bn | $25.21bn | 107.4086 | 107.5190 | 0.303% | +0.103% | +0.00031% |
| 912828YQ7 | 1.625% | Oct 31, 2026 | $35.35bn | – | $10.22bn | $25.12bn | 107.7425 | 108.3570 | 0.303% | +0.570% | +0.00173% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $3.87bn | $24.83bn | 109.0041 | 109.2996 | 0.303% | +0.271% | +0.00082% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $8.27bn | $24.14bn | 111.9314 | 112.4881 | 0.302% | +0.497% | +0.00150% |
| 912828Y20 | 2.625% | Jul 15, 2021 | $33.13bn | – | $7.13bn | $26.00bn | 103.7428 | 102.4793 | 0.302% | +0.047% | +0.00014% |
| 912828YD6 | 1.375% | Aug 31, 2026 | $36.16bn | – | $10.83bn | $25.33bn | 106.3033 | 106.8954 | 0.301% | +0.557% | +0.00168% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | $2.86bn | $26.14bn | 102.9404 | 103.0070 | 0.301% | +0.065% | +0.00019% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $6.93bn | $24.95bn | 107.7103 | 107.9321 | 0.301% | +0.206% | +0.00062% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $6.18bn | $25.90bn | 103.5975 | 103.7208 | 0.300% | +0.119% | +0.00036% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $4.80bn | $24.72bn | 108.3987 | 108.6841 | 0.300% | +0.263% | +0.00079% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $12.83bn | $25.74bn | 103.9100 | 103.9718 | 0.299% | +0.059% | +0.00018% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $6.28bn | $24.57bn | 108.5749 | 107.7673 | 0.299% | +0.235% | +0.00070% |
| 912828Z29 | 1.500% | Jan 15, 2023 | $39.22bn | – | $13.69bn | $25.53bn | 104.0673 | 103.4524 | 0.297% | +0.130% | +0.00039% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $10.06bn | $23.68bn | 112.1950 | 112.5978 | 0.297% | +0.359% | +0.00107% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $3.58bn | $25.42bn | 104.2846 | 104.3903 | 0.297% | +0.101% | +0.00030% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | $3.38bn | $25.62bn | 102.7201 | 102.0435 | 0.295% | +0.071% | +0.00021% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $9.93bn | $25.21bn | 104.3564 | 104.5029 | 0.294% | +0.140% | +0.00041% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | $8.67bn | $23.33bn | 112.4446 | 112.9300 | 0.294% | +0.432% | +0.00127% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $7.40bn | $24.08bn | 108.5029 | 108.7570 | 0.293% | +0.234% | +0.00069% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $4.61bn | $24.91bn | 104.7933 | 104.0455 | 0.292% | +0.121% | +0.00035% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $7.13bn | $24.27bn | 107.0679 | 107.3098 | 0.291% | +0.226% | +0.00066% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $12.61bn | $24.77bn | 104.0326 | 104.1671 | 0.288% | +0.129% | +0.00037% |
| 912828YU8 | 1.625% | Nov 30, 2026 | $34.54bn | – | $10.69bn | $23.85bn | 107.6689 | 108.2842 | 0.288% | +0.571% | +0.00164% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | $10.53bn | $24.47bn | 103.9008 | 103.9599 | 0.285% | +0.057% | +0.00016% |
| 912828YX2 | 1.750% | Dec 31, 2026 | $35.01bn | – | $11.56bn | $23.46bn | 108.3798 | 109.0054 | 0.285% | +0.577% | +0.00164% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $8.02bn | $23.70bn | 107.1624 | 107.3641 | 0.284% | +0.188% | +0.00054% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $44.43bn | $24.55bn | 103.1610 | 103.2554 | 0.284% | +0.092% | +0.00026% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $16.55bn | $23.06bn | 109.0129 | 109.1658 | 0.281% | +0.140% | +0.00039% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $14.04bn | $24.08bn | 103.4401 | 103.5154 | 0.279% | +0.073% | +0.00020% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $22.88bn | $19.12bn | 129.6913 | 134.3781 | 0.278% | +3.614% | +0.01003% |
| 912828Z78 | 1.500% | Jan 31, 2027 | $35.30bn | – | $13.10bn | $22.21bn | 107.4389 | 107.3560 | 0.267% | +0.621% | +0.00166% |
| 912828YG9 | 1.625% | Sep 30, 2026 | $35.32bn | – | $13.32bn | $22.00bn | 107.8460 | 108.4300 | 0.266% | +0.542% | +0.00144% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | $15.21bn | $22.79bn | 103.6773 | 103.7577 | 0.264% | +0.078% | +0.00021% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $29.27bn | $13.74bn | 168.1003 | 172.9059 | 0.259% | +2.859% | +0.00739% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $13.66bn | $20.45bn | 111.7536 | 112.0840 | 0.256% | +0.296% | +0.00076% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $44.11bn | $21.89bn | 103.7054 | 103.8214 | 0.254% | +0.112% | +0.00028% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $31.43bn | $13.47bn | 164.3032 | 168.5350 | 0.248% | +2.576% | +0.00638% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $31.54bn | $15.68bn | 137.2699 | 141.9907 | 0.241% | +3.439% | +0.00829% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.19bn | $13.37bn | 158.1838 | 162.2636 | 0.237% | +2.579% | +0.00611% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $30.43bn | $13.04bn | 158.9338 | 163.2011 | 0.232% | +2.685% | +0.00623% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $30.03bn | $12.87bn | 157.1990 | 161.6427 | 0.227% | +2.827% | +0.00640% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $29.40bn | $12.60bn | 160.0275 | 164.7323 | 0.226% | +2.940% | +0.00664% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 161.3187 | 165.3516 | 0.225% | +2.500% | +0.00561% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $30.25bn | $12.96bn | 150.8647 | 155.0598 | 0.219% | +2.781% | +0.00609% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $29.74bn | $12.75bn | 149.1927 | 153.9076 | 0.213% | +3.160% | +0.00673% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $31.24bn | $13.39bn | 136.2116 | 140.8356 | 0.204% | +3.395% | +0.00693% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 155.4178 | 159.2989 | 0.202% | +2.497% | +0.00505% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $30.59bn | $13.33bn | 133.9769 | 138.6209 | 0.200% | +3.466% | +0.00693% |
| 912828ZB9 | 1.125% | Feb 28, 2027 | $36.84bn | – | $21.05bn | $15.79bn | 104.7823 | 105.4144 | 0.185% | +0.603% | +0.00112% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $16.79bn | $9.12bn | 143.1298 | 146.7284 | 0.146% | +2.514% | +0.00367% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $17.99bn | $8.41bn | 155.0999 | 157.9766 | 0.146% | +1.855% | +0.00271% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $8.16bn | $8.27bn | 150.6793 | 152.1353 | 0.140% | +0.966% | +0.00135% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 158.6997 | 162.3220 | 0.136% | +2.282% | +0.00310% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $9.60bn | $7.45bn | 154.8607 | 156.0774 | 0.129% | +0.786% | +0.00101% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $14.00bn | $8.02bn | 141.7510 | 142.5815 | 0.127% | +0.586% | +0.00075% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $2.95bn | $8.00bn | 139.1393 | 140.1726 | 0.125% | +0.743% | +0.00092% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.77bn | $6.76bn | 157.3966 | 160.9183 | 0.119% | +2.237% | +0.00266% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 164.9823 | 168.2432 | 0.119% | +1.976% | +0.00235% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 111.7092 | 111.7391 | 0.115% | +0.027% | +0.00003% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $6.14bn | $6.70bn | 133.5395 | 134.1147 | 0.100% | +0.431% | +0.00043% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.93bn | $5.85bn | 141.5388 | 142.4437 | 0.093% | +0.639% | +0.00059% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 121.1648 | 121.2002 | 0.092% | +0.029% | +0.00003% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.61bn | $4.98bn | 161.6003 | 164.6872 | 0.090% | +1.910% | +0.00172% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $6.08bn | $5.27bn | 141.4760 | 142.4832 | 0.083% | +0.712% | +0.00059% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $6.21bn | $4.63bn | 139.1427 | 139.7880 | 0.072% | +0.464% | +0.00033% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.96bn | $4.21bn | 151.7428 | 152.8293 | 0.072% | +0.716% | +0.00051% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 120.8692 | 120.9526 | 0.064% | +0.069% | +0.00004% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $5.03bn | $3.79bn | 141.0405 | 141.6837 | 0.060% | +0.456% | +0.00027% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.53bn | $3.66bn | 143.8056 | 144.6023 | 0.059% | +0.554% | +0.00033% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.58bn | $3.60bn | 135.9626 | 136.3984 | 0.055% | +0.321% | +0.00018% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $6.06bn | $3.45bn | 136.6198 | 137.0299 | 0.053% | +0.300% | +0.00016% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $6.15bn | $3.98bn | 117.6975 | 117.7610 | 0.052% | +0.054% | +0.00003% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $6.07bn | $3.52bn | 132.4266 | 132.7242 | 0.052% | +0.225% | +0.00012% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.64bn | $2.88bn | 142.8685 | 143.5316 | 0.046% | +0.464% | +0.00021% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 111.9643 | 111.9509 | 0.036% | -0.012% | -0.00000% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.09bn | $2.33bn | 118.5988 | 118.6889 | 0.031% | +0.076% | +0.00002% |
| Total | $7.98tn | 100.000% | +1.02021% | ||||||||
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.