Rebalance of August 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
- -1.162435%
- 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 -1.162435% against a published month return of -1.162435%, a difference of 6.4e-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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912828ZQ6 | 0.625% | May 15, 2030 | $109.88bn | – | $19.88bn | $90.00bn | 100.9484 | 99.5601 | 1.002% | -1.375% | -0.01378% |
| 9128285M8 | 3.125% | Nov 15, 2028 | $80.51bn | – | $13.78bn | $66.73bn | 122.3043 | 121.2694 | 0.900% | -0.846% | -0.00762% |
| 9128284V9 | 2.875% | Aug 15, 2028 | $75.50bn | – | $7.94bn | $67.56bn | 120.4677 | 118.1016 | 0.898% | -0.771% | -0.00692% |
| 912828Z94 | 1.500% | Feb 15, 2030 | $88.11bn | – | $16.21bn | $71.90bn | 109.8568 | 107.7255 | 0.871% | -1.257% | -0.01095% |
| 9128284N7 | 2.875% | May 15, 2028 | $75.11bn | – | $9.66bn | $65.45bn | 119.2813 | 118.4453 | 0.861% | -0.701% | -0.00603% |
| 9128286B1 | 2.625% | Feb 15, 2029 | $81.51bn | – | $17.85bn | $63.66bn | 119.1635 | 116.7463 | 0.837% | -0.927% | -0.00776% |
| 9128283W8 | 2.750% | Feb 15, 2028 | $70.57bn | – | $8.25bn | $62.33bn | 118.5656 | 116.4083 | 0.815% | -0.660% | -0.00538% |
| 912810SE9 | 3.375% | Nov 15, 2048 | $54.87bn | – | $8.33bn | $46.55bn | 153.8587 | 146.0309 | 0.790% | -5.088% | -0.04019% |
| 912810SF6 | 3.000% | Feb 15, 2049 | $55.58bn | – | $6.98bn | $48.59bn | 145.4948 | 136.4198 | 0.780% | -5.206% | -0.04060% |
| 912828D56 | 2.375% | Aug 15, 2024 | $66.00bn | – | $2.72bn | $63.28bn | 109.9530 | 108.6410 | 0.767% | -0.113% | -0.00087% |
| 912810SH2 | 2.875% | May 15, 2049 | $57.61bn | – | $9.11bn | $48.50bn | 141.9063 | 134.3516 | 0.759% | -5.324% | -0.04041% |
| 912828M56 | 2.250% | Nov 15, 2025 | $66.12bn | – | $5.86bn | $60.27bn | 110.9579 | 110.7289 | 0.738% | -0.206% | -0.00152% |
| 912828X88 | 2.375% | May 15, 2027 | $71.06bn | – | $12.38bn | $58.67bn | 113.9226 | 113.3597 | 0.737% | -0.494% | -0.00364% |
| 912810SD1 | 3.000% | Aug 15, 2048 | $50.42bn | – | $4.87bn | $45.55bn | 144.8698 | 135.9823 | 0.728% | -5.099% | -0.03711% |
| 912828G38 | 2.250% | Nov 15, 2024 | $66.03bn | – | $5.80bn | $60.23bn | 109.2704 | 109.1664 | 0.726% | -0.095% | -0.00069% |
| 912828K74 | 2.000% | Aug 15, 2025 | $66.48bn | $3.0m | $7.18bn | $59.30bn | 109.7778 | 108.5611 | 0.718% | -0.197% | -0.00142% |
| 912828WJ5 | 2.500% | May 15, 2024 | $66.00bn | – | $6.63bn | $59.38bn | 109.3560 | 109.2717 | 0.716% | -0.077% | -0.00055% |
| 9128282R0 | 2.250% | Aug 15, 2027 | $69.92bn | $5.0m | $13.55bn | $56.37bn | 113.9571 | 112.1977 | 0.708% | -0.557% | -0.00394% |
| 9128282A7 | 1.500% | Aug 15, 2026 | $65.36bn | $7.0m | $5.86bn | $59.49bn | 107.7318 | 106.6005 | 0.707% | -0.354% | -0.00250% |
| 912828J27 | 2.000% | Feb 15, 2025 | $66.00bn | $7.0m | $7.31bn | $58.69bn | 109.0278 | 107.8736 | 0.706% | -0.141% | -0.00100% |
| 912828W71 | 2.125% | Mar 31, 2024 | $72.39bn | – | $13.14bn | $59.25bn | 107.9133 | 107.8004 | 0.705% | -0.105% | -0.00074% |
| 912828R36 | 1.625% | May 15, 2026 | $69.50bn | $7.0m | $10.93bn | $58.57bn | 107.9470 | 107.6376 | 0.697% | -0.287% | -0.00200% |
| 9128286T2 | 2.375% | May 15, 2029 | $84.43bn | – | $30.27bn | $54.16bn | 116.7351 | 115.5785 | 0.697% | -0.991% | -0.00691% |
| 912810SL3 | 2.000% | Feb 15, 2050 | $60.52bn | – | $8.52bn | $52.00bn | 120.9341 | 112.9049 | 0.694% | -5.812% | -0.04031% |
| 912810SJ8 | 2.250% | Aug 15, 2049 | $63.40bn | – | $14.21bn | $49.19bn | 126.9571 | 118.6664 | 0.689% | -5.644% | -0.03887% |
| 912810SC3 | 3.125% | May 15, 2048 | $49.15bn | – | $6.99bn | $42.16bn | 146.8668 | 139.4881 | 0.683% | -5.024% | -0.03431% |
| 912828WE6 | 2.750% | Nov 15, 2023 | $66.00bn | – | $10.09bn | $55.91bn | 109.1291 | 109.0645 | 0.673% | -0.059% | -0.00040% |
| 912810SN9 | 1.250% | May 15, 2050 | $73.57bn | – | $13.57bn | $60.00bn | 101.4280 | 94.9015 | 0.671% | -6.435% | -0.04319% |
| 912828P46 | 1.625% | Feb 15, 2026 | $64.95bn | $6.0m | $8.96bn | $55.98bn | 108.1339 | 107.0438 | 0.668% | -0.257% | -0.00171% |
| 912828U24 | 2.000% | Nov 15, 2026 | $69.14bn | $8.0m | $14.70bn | $54.44bn | 110.7473 | 110.3111 | 0.665% | -0.394% | -0.00262% |
| 912828XB1 | 2.125% | May 15, 2025 | $66.54bn | $2.0m | $11.58bn | $54.96bn | 109.5557 | 109.3482 | 0.664% | -0.189% | -0.00126% |
| 9128283F5 | 2.250% | Nov 15, 2027 | $66.47bn | – | $13.98bn | $52.50bn | 113.7391 | 113.0414 | 0.659% | -0.613% | -0.00404% |
| 912828TY6 | 1.625% | Nov 15, 2022 | $121.99bn | – | $65.38bn | $56.61bn | 103.7595 | 103.7626 | 0.648% | +0.003% | +0.00002% |
| 912828M80 | 2.000% | Nov 30, 2022 | $64.85bn | – | $9.79bn | $55.06bn | 104.6935 | 104.6957 | 0.636% | +0.002% | +0.00001% |
| 912810SR0 | 1.125% | May 15, 2040 | $60.36bn | – | $4.42bn | $55.93bn | 102.9008 | 98.6145 | 0.635% | -4.166% | -0.02644% |
| 912810SA7 | 3.000% | Feb 15, 2048 | $45.05bn | – | $5.36bn | $39.69bn | 144.2448 | 135.5136 | 0.631% | -5.013% | -0.03165% |
| 912810SK5 | 2.375% | Nov 15, 2049 | $60.51bn | – | $16.82bn | $43.69bn | 129.7663 | 122.4535 | 0.625% | -5.635% | -0.03524% |
| 912828V98 | 2.250% | Feb 15, 2027 | $65.82bn | $5.0m | $16.92bn | $48.90bn | 113.2696 | 111.6664 | 0.611% | -0.422% | -0.00258% |
| 912828N30 | 2.125% | Dec 31, 2022 | $67.44bn | – | $14.76bn | $52.68bn | 105.0088 | 104.9888 | 0.610% | -0.019% | -0.00012% |
| 91282CAB7 | 0.250% | Jul 31, 2025 | $54.57bn | – | – | $54.57bn | 100.1583 | 99.9280 | 0.603% | -0.230% | -0.00139% |
| 91282CAC5 | 0.125% | Jul 31, 2022 | $53.45bn | – | – | $53.45bn | 100.0323 | 99.9796 | 0.590% | -0.053% | -0.00031% |
| 912828B66 | 2.750% | Feb 15, 2024 | $66.00bn | – | $18.73bn | $47.27bn | 110.4718 | 109.0020 | 0.576% | -0.086% | -0.00049% |
| 912828YB0 | 1.625% | Aug 15, 2029 | $92.62bn | – | $45.58bn | $47.04bn | 110.7277 | 108.7001 | 0.574% | -1.097% | -0.00630% |
| 912828UN8 | 2.000% | Feb 15, 2023 | $66.00bn | – | $17.53bn | $48.47bn | 105.6841 | 104.6236 | 0.565% | -0.057% | -0.00032% |
| 912810RE0 | 3.625% | Feb 15, 2044 | $42.00bn | – | $9.72bn | $32.28bn | 153.6305 | 145.5737 | 0.547% | -4.064% | -0.02223% |
| 91282CAD3 | 0.375% | Jul 31, 2027 | $49.00bn | – | – | $49.00bn | 99.8781 | 99.3139 | 0.540% | -0.565% | -0.00305% |
| 912810RV2 | 3.000% | Feb 15, 2047 | $40.83bn | – | $6.89bn | $33.94bn | 143.2448 | 134.8261 | 0.536% | -4.830% | -0.02590% |
| 912828VB3 | 1.750% | May 15, 2023 | $66.00bn | – | $19.73bn | $46.27bn | 104.9117 | 104.8621 | 0.535% | -0.047% | -0.00025% |
| 912810RH3 | 3.125% | Aug 15, 2044 | $42.00bn | – | $8.52bn | $33.48bn | 143.2407 | 135.5819 | 0.529% | -4.256% | -0.02251% |
| 912828XT2 | 2.000% | May 31, 2024 | $76.68bn | – | $32.01bn | $44.66bn | 107.3497 | 107.2269 | 0.529% | -0.114% | -0.00060% |
| 912810RZ3 | 2.750% | Nov 15, 2047 | $41.23bn | – | $6.43bn | $34.80bn | 137.1916 | 130.3145 | 0.527% | -5.013% | -0.02639% |
| 912828ZW3 | 0.250% | Jun 30, 2025 | $53.43bn | – | $6.43bn | $47.00bn | 100.1793 | 99.9803 | 0.519% | -0.199% | -0.00103% |
| 912810RY6 | 2.750% | Aug 15, 2047 | $43.51bn | – | $9.67bn | $33.84bn | 137.6281 | 129.4395 | 0.514% | -4.951% | -0.02543% |
| 912828VS6 | 2.500% | Aug 15, 2023 | $66.00bn | – | $23.16bn | $42.84bn | 108.3238 | 107.0530 | 0.512% | -0.019% | -0.00010% |
| 912828ZX1 | 0.125% | Jun 30, 2022 | $52.29bn | – | $6.29bn | $46.00bn | 100.0115 | 99.9901 | 0.507% | -0.021% | -0.00011% |
| 912828ZY9 | 0.125% | Jul 15, 2023 | $50.04bn | – | $4.04bn | $46.00bn | 100.0065 | 99.9538 | 0.507% | -0.053% | -0.00027% |
| 912810RG5 | 3.375% | May 15, 2044 | $42.00bn | – | $10.86bn | $31.14bn | 147.6712 | 141.4684 | 0.507% | -4.200% | -0.02130% |
| 912810RK6 | 2.500% | Feb 15, 2045 | $42.00bn | – | $6.57bn | $35.43bn | 129.6988 | 122.5530 | 0.507% | -4.546% | -0.02304% |
| 912828ZT0 | 0.250% | May 31, 2025 | $49.72bn | – | $4.72bn | $45.00bn | 100.2312 | 100.0635 | 0.497% | -0.167% | -0.00083% |
| 912810RJ9 | 3.000% | Nov 15, 2044 | $42.02bn | – | $10.10bn | $31.92bn | 139.9647 | 133.8261 | 0.493% | -4.386% | -0.02161% |
| 912810RM2 | 3.000% | May 15, 2045 | $42.36bn | – | $11.17bn | $31.19bn | 140.3709 | 134.1386 | 0.483% | -4.440% | -0.02144% |
| 912810RB6 | 2.875% | May 15, 2043 | $42.00bn | – | $9.93bn | $32.07bn | 136.3750 | 130.6953 | 0.482% | -4.165% | -0.02009% |
| 912828ZL7 | 0.375% | Apr 30, 2025 | $46.73bn | – | $3.73bn | $43.00bn | 100.8781 | 100.6889 | 0.478% | -0.188% | -0.00090% |
| 912810RQ3 | 2.500% | Feb 15, 2046 | $40.26bn | – | $7.06bn | $33.21bn | 130.3863 | 122.9905 | 0.477% | -4.714% | -0.02251% |
| 912810RT7 | 2.250% | Aug 15, 2046 | $40.54bn | – | $5.92bn | $34.61bn | 124.9571 | 117.6352 | 0.477% | -4.959% | -0.02366% |
| 912828ZU7 | 0.250% | Jun 15, 2023 | $44.63bn | – | $1.58bn | $43.05bn | 100.3772 | 100.3345 | 0.477% | -0.043% | -0.00020% |
| 912828ZC7 | 1.125% | Feb 28, 2025 | $47.20bn | – | $6.18bn | $41.02bn | 104.6957 | 103.9719 | 0.474% | -0.154% | -0.00073% |
| 912810RS9 | 2.500% | May 15, 2046 | $43.17bn | – | $10.30bn | $32.87bn | 129.9810 | 123.7092 | 0.471% | -4.825% | -0.02274% |
| 912810RN0 | 2.875% | Aug 15, 2045 | $42.32bn | – | $11.54bn | $30.78bn | 138.5302 | 130.8516 | 0.470% | -4.505% | -0.02119% |
| 912810RU4 | 2.875% | Nov 15, 2046 | $42.95bn | – | $12.55bn | $30.40bn | 139.1563 | 132.4766 | 0.467% | -4.800% | -0.02239% |
| 912828ZR4 | 0.125% | May 31, 2022 | $48.62bn | – | $6.56bn | $42.06bn | 100.0219 | 100.0005 | 0.464% | -0.021% | -0.00010% |
| 912828ZM5 | 0.125% | Apr 30, 2022 | $45.65bn | – | $3.65bn | $42.00bn | 100.0323 | 100.0109 | 0.463% | -0.021% | -0.00010% |
| 912828YS3 | 1.750% | Nov 15, 2029 | $88.55bn | – | $51.30bn | $37.25bn | 111.7242 | 110.3933 | 0.459% | -1.191% | -0.00547% |
| 912828ZF0 | 0.500% | Mar 31, 2025 | $46.51bn | – | $5.61bn | $40.90bn | 101.5458 | 101.3666 | 0.458% | -0.176% | -0.00081% |
| 912828RR3 | 2.000% | Nov 15, 2021 | $70.10bn | – | $29.76bn | $40.33bn | 102.8098 | 102.8111 | 0.457% | +0.001% | +0.00001% |
| 912828ZV5 | 0.500% | Jun 30, 2027 | $46.61bn | – | $5.61bn | $41.00bn | 100.8274 | 100.2418 | 0.456% | -0.581% | -0.00265% |
| 912828ZP8 | 0.125% | May 15, 2023 | $64.21bn | – | $22.90bn | $41.31bn | 100.0272 | 99.9745 | 0.456% | -0.053% | -0.00024% |
| 912828YV6 | 1.500% | Nov 30, 2024 | $44.25bn | – | $5.30bn | $38.95bn | 105.9185 | 105.7561 | 0.455% | -0.153% | -0.00070% |
| 9128286R6 | 2.250% | Apr 30, 2024 | $41.52bn | – | $3.87bn | $37.66bn | 108.3621 | 108.2582 | 0.450% | -0.096% | -0.00043% |
| 912810RC4 | 3.625% | Aug 15, 2043 | $42.00bn | – | $15.66bn | $26.34bn | 153.1305 | 145.1987 | 0.445% | -3.996% | -0.01778% |
| 912810RD2 | 3.750% | Nov 15, 2043 | $42.00bn | – | $16.61bn | $25.39bn | 155.1277 | 148.8920 | 0.434% | -4.020% | -0.01746% |
| 912828ZH6 | 0.250% | Apr 15, 2023 | $40.13bn | – | $1.20bn | $38.93bn | 100.4189 | 100.3762 | 0.431% | -0.043% | -0.00018% |
| 912810RX8 | 3.000% | May 15, 2047 | $44.23bn | – | $16.96bn | $27.27bn | 142.6522 | 135.7323 | 0.429% | -4.851% | -0.02081% |
| 9128285U0 | 2.625% | Dec 31, 2023 | $41.00bn | – | $5.36bn | $35.64bn | 108.6800 | 108.6056 | 0.427% | -0.068% | -0.00029% |
| 912828ZG8 | 0.375% | Mar 31, 2022 | $45.38bn | – | $6.98bn | $38.40bn | 100.5343 | 100.5328 | 0.426% | -0.002% | -0.00001% |
| 912828YM6 | 1.500% | Oct 31, 2024 | $45.29bn | – | $9.34bn | $35.95bn | 105.9497 | 105.8179 | 0.420% | -0.124% | -0.00052% |
| 912828YT1 | 1.500% | Nov 30, 2021 | $43.18bn | – | $5.92bn | $37.26bn | 102.0748 | 102.0686 | 0.419% | -0.006% | -0.00003% |
| 912828ZS2 | 0.500% | May 31, 2027 | $41.99bn | – | $4.30bn | $37.69bn | 100.8687 | 100.3145 | 0.419% | -0.549% | -0.00230% |
| 9128286Y1 | 1.750% | Jun 15, 2022 | $38.00bn | – | $1.22bn | $36.78bn | 103.2655 | 103.2480 | 0.419% | -0.017% | -0.00007% |
| 912828Z52 | 1.375% | Jan 31, 2025 | $45.23bn | – | $10.03bn | $35.20bn | 105.2612 | 105.1196 | 0.409% | -0.135% | -0.00055% |
| 912828YY0 | 1.750% | Dec 31, 2024 | $44.86bn | – | $10.53bn | $34.33bn | 107.0054 | 106.8308 | 0.405% | -0.163% | -0.00066% |
| 912828YA2 | 1.500% | Aug 15, 2022 | $62.80bn | – | $27.31bn | $35.49bn | 103.5130 | 102.7255 | 0.405% | -0.036% | -0.00015% |
| 912828YP9 | 1.500% | Oct 31, 2021 | $44.18bn | – | $8.28bn | $35.90bn | 102.0747 | 102.0992 | 0.404% | +0.024% | +0.00010% |
| 912828YH7 | 1.500% | Sep 30, 2024 | $45.26bn | – | $10.78bn | $34.48bn | 105.9810 | 105.8499 | 0.403% | -0.124% | -0.00050% |
| 9128286Z8 | 1.750% | Jun 30, 2024 | $43.34bn | – | $9.05bn | $34.30bn | 106.3179 | 106.2058 | 0.402% | -0.105% | -0.00042% |
| 912828Y87 | 1.750% | Jul 31, 2024 | $42.63bn | – | $8.37bn | $34.25bn | 106.2955 | 106.1522 | 0.402% | -0.135% | -0.00054% |
| 912828ZA1 | 1.125% | Feb 28, 2022 | $46.05bn | – | $10.58bn | $35.46bn | 102.0394 | 101.4719 | 0.399% | -0.005% | -0.00002% |
| 9128285Z9 | 2.500% | Jan 31, 2024 | $41.00bn | – | $8.48bn | $32.52bn | 108.2079 | 108.1236 | 0.388% | -0.078% | -0.00030% |
| 912828YF1 | 1.500% | Sep 15, 2022 | $38.00bn | – | $4.31bn | $33.69bn | 103.5122 | 103.4742 | 0.385% | -0.037% | -0.00014% |
| 912828RC6 | 2.125% | Aug 15, 2021 | $66.73bn | – | $33.03bn | $33.71bn | 103.0237 | 101.9732 | 0.383% | +0.012% | +0.00004% |
| 912828YE4 | 1.250% | Aug 31, 2024 | $46.32bn | – | $13.51bn | $32.81bn | 104.9049 | 104.1285 | 0.380% | -0.144% | -0.00055% |
| 912828ZN3 | 0.500% | Apr 30, 2027 | $38.04bn | – | $4.58bn | $33.46bn | 100.9416 | 100.4185 | 0.372% | -0.518% | -0.00193% |
| 912828YJ3 | 1.500% | Sep 30, 2021 | $44.16bn | – | $11.08bn | $33.08bn | 102.1060 | 102.0999 | 0.372% | -0.006% | -0.00002% |
| 9128285V8 | 2.500% | Jan 15, 2022 | $38.00bn | – | $5.42bn | $32.59bn | 103.5353 | 103.5448 | 0.372% | +0.009% | +0.00003% |
| 912828ZD5 | 0.500% | Mar 15, 2023 | $38.04bn | – | $4.85bn | $33.19bn | 101.1603 | 101.1372 | 0.370% | -0.023% | -0.00008% |
| 912828YW4 | 1.625% | Dec 15, 2022 | $38.00bn | – | $5.70bn | $32.30bn | 103.8113 | 103.7526 | 0.370% | -0.057% | -0.00021% |
| 912810QZ4 | 3.125% | Feb 15, 2043 | $42.00bn | – | $18.55bn | $23.45bn | 142.1470 | 134.9256 | 0.368% | -3.981% | -0.01463% |
| 912810RP5 | 3.000% | Nov 15, 2045 | $42.08bn | – | $18.78bn | $23.30bn | 140.9334 | 134.5761 | 0.362% | -4.511% | -0.01634% |
| 9128282S8 | 1.625% | Aug 31, 2022 | $35.07bn | – | $3.72bn | $31.34bn | 103.8139 | 102.9732 | 0.359% | -0.027% | -0.00010% |
| 9128282F6 | 1.125% | Aug 31, 2021 | $36.33bn | – | $4.42bn | $31.91bn | 101.5394 | 100.9719 | 0.357% | -0.005% | -0.00002% |
| 9128286L9 | 2.250% | Mar 31, 2026 | $32.00bn | – | $3.10bn | $28.90bn | 111.7997 | 111.5092 | 0.356% | -0.260% | -0.00093% |
| 912828T67 | 1.250% | Oct 31, 2021 | $36.06bn | – | $4.53bn | $31.53bn | 101.6977 | 101.7024 | 0.354% | +0.005% | +0.00002% |
| 9128285D8 | 2.875% | Sep 30, 2023 | $38.00bn | – | $8.76bn | $29.24bn | 109.6069 | 109.5534 | 0.353% | -0.049% | -0.00017% |
| 912810QY7 | 2.750% | Nov 15, 2042 | $42.00bn | – | $18.02bn | $23.98bn | 133.5978 | 128.1270 | 0.353% | -4.095% | -0.01447% |
| 9128286C9 | 2.500% | Feb 15, 2022 | $47.15bn | – | $16.64bn | $30.51bn | 104.7926 | 103.5217 | 0.353% | -0.020% | -0.00007% |
| 912828XR6 | 1.750% | May 31, 2022 | $38.09bn | – | $7.15bn | $30.94bn | 103.2435 | 103.2572 | 0.352% | +0.013% | +0.00005% |
| 9128286F2 | 2.500% | Feb 28, 2026 | $33.54bn | – | $5.40bn | $28.14bn | 113.3723 | 111.8194 | 0.352% | -0.267% | -0.00094% |
| 9128286M7 | 2.250% | Apr 15, 2022 | $38.01bn | – | $7.42bn | $30.58bn | 104.2700 | 104.2608 | 0.352% | -0.009% | -0.00003% |
| 912828U65 | 1.750% | Nov 30, 2021 | $37.62bn | – | $6.70bn | $30.92bn | 102.4310 | 102.4447 | 0.349% | +0.013% | +0.00005% |
| 9128283C2 | 2.000% | Oct 31, 2022 | $34.85bn | – | $5.17bn | $29.68bn | 104.7038 | 104.6739 | 0.343% | -0.029% | -0.00010% |
| 9128282P4 | 1.875% | Jul 31, 2022 | $37.46bn | – | $7.65bn | $29.81bn | 103.4840 | 103.4755 | 0.340% | -0.008% | -0.00003% |
| 912828X47 | 1.875% | Apr 30, 2022 | $38.64bn | – | $9.04bn | $29.60bn | 103.5153 | 103.5068 | 0.338% | -0.008% | -0.00003% |
| 9128285J5 | 3.000% | Oct 31, 2025 | $31.00bn | – | $4.45bn | $26.55bn | 115.1182 | 114.8546 | 0.337% | -0.229% | -0.00077% |
| 9128286U9 | 2.125% | May 15, 2022 | $50.95bn | – | $21.60bn | $29.35bn | 103.9932 | 104.0044 | 0.337% | +0.011% | +0.00004% |
| 912828YZ7 | 1.625% | Dec 31, 2021 | $43.76bn | – | $13.95bn | $29.82bn | 102.2439 | 102.2469 | 0.336% | +0.003% | +0.00001% |
| 912828XW5 | 1.750% | Jun 30, 2022 | $38.13bn | – | $8.76bn | $29.38bn | 103.2554 | 103.2371 | 0.335% | -0.018% | -0.00006% |
| 9128283Z1 | 2.750% | Feb 28, 2025 | $36.07bn | – | $9.23bn | $26.84bn | 112.7595 | 111.2263 | 0.334% | -0.140% | -0.00047% |
| 912828SF8 | 2.000% | Feb 15, 2022 | $74.21bn | – | $45.11bn | $29.10bn | 103.7778 | 102.7799 | 0.333% | +0.002% | +0.00001% |
| 9128285L0 | 2.875% | Nov 15, 2021 | $44.55bn | – | $15.62bn | $28.93bn | 104.1250 | 104.1328 | 0.332% | +0.008% | +0.00002% |
| 9128286X3 | 2.125% | May 31, 2026 | $35.36bn | – | $8.36bn | $27.00bn | 110.9028 | 110.5712 | 0.330% | -0.299% | -0.00099% |
| 9128283U2 | 2.375% | Jan 31, 2023 | $39.00bn | – | $10.65bn | $28.35bn | 105.6131 | 105.5815 | 0.330% | -0.030% | -0.00010% |
| 912828V72 | 1.875% | Jan 31, 2022 | $36.16bn | – | $7.05bn | $29.11bn | 102.6090 | 102.6005 | 0.329% | -0.008% | -0.00003% |
| 912828XQ8 | 2.000% | Jul 31, 2022 | $29.00bn | – | $367.0m | $28.63bn | 103.7351 | 103.7052 | 0.328% | -0.029% | -0.00009% |
| 9128286A3 | 2.625% | Jan 31, 2026 | $32.00bn | – | $5.78bn | $26.22bn | 112.8651 | 112.6033 | 0.326% | -0.232% | -0.00076% |
| 9128285P1 | 2.875% | Nov 30, 2023 | $43.51bn | – | $16.51bn | $27.01bn | 109.5652 | 109.4805 | 0.326% | -0.077% | -0.00025% |
| 9128285F3 | 2.875% | Oct 15, 2021 | $36.00bn | – | $7.61bn | $28.39bn | 104.1453 | 104.1544 | 0.326% | +0.009% | +0.00003% |
| 912828Z60 | 1.375% | Jan 31, 2022 | $44.13bn | – | $15.16bn | $28.97bn | 101.8862 | 101.8696 | 0.326% | -0.016% | -0.00005% |
| 9128287C8 | 1.750% | Jul 15, 2022 | $38.32bn | – | $9.77bn | $28.55bn | 103.2466 | 103.2283 | 0.325% | -0.018% | -0.00006% |
| 912828G53 | 1.875% | Nov 30, 2021 | $29.00bn | – | $281.0m | $28.72bn | 102.6404 | 102.6327 | 0.325% | -0.007% | -0.00002% |
| 9128285K2 | 2.875% | Oct 31, 2023 | $39.00bn | – | $12.10bn | $26.90bn | 109.5547 | 109.5313 | 0.325% | -0.021% | -0.00007% |
| 912828YC8 | 1.500% | Aug 31, 2021 | $45.19bn | – | $16.36bn | $28.83bn | 102.1046 | 101.3479 | 0.325% | -0.007% | -0.00002% |
| 9128282U3 | 1.875% | Aug 31, 2024 | $28.88bn | – | $1.57bn | $27.31bn | 107.7011 | 106.6302 | 0.324% | -0.124% | -0.00040% |
| 9128285N6 | 2.875% | Nov 30, 2025 | $34.81bn | – | $9.28bn | $25.53bn | 114.3777 | 114.1368 | 0.322% | -0.211% | -0.00068% |
| 912828L24 | 1.875% | Aug 31, 2022 | $29.00bn | – | $1.05bn | $27.95bn | 104.4198 | 103.4739 | 0.322% | -0.008% | -0.00003% |
| 9128286H8 | 2.375% | Mar 15, 2022 | $38.00bn | – | $10.12bn | $27.88bn | 104.5350 | 104.5346 | 0.321% | -0.000% | -0.00000% |
| 912828Y95 | 1.875% | Jul 31, 2026 | $33.27bn | – | $6.70bn | $26.58bn | 109.2653 | 108.9130 | 0.320% | -0.322% | -0.00103% |
| 9128286G0 | 2.375% | Feb 29, 2024 | $42.97bn | – | $16.32bn | $26.65bn | 108.9130 | 107.6628 | 0.320% | -0.058% | -0.00018% |
| 9128283V0 | 2.500% | Jan 31, 2025 | $32.12bn | – | $5.82bn | $26.29bn | 110.3016 | 110.1549 | 0.320% | -0.133% | -0.00043% |
| 912828YK0 | 1.375% | Oct 15, 2022 | $38.00bn | – | $10.00bn | $28.00bn | 103.1633 | 103.1472 | 0.319% | -0.016% | -0.00005% |
| 9128284U1 | 2.625% | Jun 30, 2023 | $40.48bn | – | $13.67bn | $26.81bn | 107.4925 | 107.4494 | 0.318% | -0.040% | -0.00013% |
| 912828XD7 | 1.875% | May 31, 2022 | $29.00bn | – | $1.29bn | $27.71bn | 103.5154 | 103.4764 | 0.316% | -0.038% | -0.00012% |
| 9128282W9 | 1.875% | Sep 30, 2022 | $38.23bn | – | $10.78bn | $27.45bn | 104.4216 | 104.3827 | 0.316% | -0.037% | -0.00012% |
| 9128287B0 | 1.875% | Jun 30, 2026 | $33.83bn | – | $7.63bn | $26.20bn | 109.3295 | 109.0085 | 0.316% | -0.294% | -0.00093% |
| 912828WZ9 | 1.750% | Apr 30, 2022 | $29.11bn | – | $1.39bn | $27.71bn | 103.2643 | 103.2459 | 0.316% | -0.018% | -0.00006% |
| 912828J43 | 1.750% | Feb 28, 2022 | $29.00bn | – | $1.32bn | $27.68bn | 103.2731 | 102.4111 | 0.315% | +0.013% | +0.00004% |
| 912828G87 | 2.125% | Dec 31, 2021 | $29.00bn | – | $1.31bn | $27.69bn | 103.0088 | 102.9888 | 0.315% | -0.019% | -0.00006% |
| 912828W55 | 1.875% | Feb 28, 2022 | $38.72bn | – | $11.21bn | $27.50bn | 103.5448 | 102.5989 | 0.314% | -0.008% | -0.00003% |
| 9128284M9 | 2.875% | Apr 30, 2025 | $32.70bn | – | $7.62bn | $25.09bn | 113.3047 | 113.1250 | 0.313% | -0.159% | -0.00050% |
| 9128283P3 | 2.250% | Dec 31, 2024 | $31.66bn | – | $5.69bn | $25.97bn | 109.2391 | 109.0727 | 0.313% | -0.152% | -0.00048% |
| 912828XG0 | 2.125% | Jun 30, 2022 | $29.00bn | – | $1.78bn | $27.22bn | 104.0088 | 103.9575 | 0.312% | -0.049% | -0.00015% |
| 912828U81 | 2.000% | Dec 31, 2021 | $38.52bn | – | $11.07bn | $27.45bn | 102.8098 | 102.8111 | 0.311% | +0.001% | +0.00000% |
| 9128284L1 | 2.750% | Apr 30, 2023 | $39.47bn | – | $13.37bn | $26.10bn | 107.8974 | 107.8641 | 0.311% | -0.031% | -0.00010% |
| 9128285C0 | 3.000% | Sep 30, 2025 | $31.00bn | – | $6.57bn | $24.43bn | 115.1808 | 114.9498 | 0.310% | -0.201% | -0.00062% |
| 912828ZE3 | 0.625% | Mar 31, 2027 | $36.30bn | – | $8.77bn | $27.54bn | 101.8697 | 101.3880 | 0.309% | -0.473% | -0.00146% |
| 912828L57 | 1.750% | Sep 30, 2022 | $29.00bn | $5.0m | $2.12bn | $26.88bn | 104.0977 | 104.0801 | 0.309% | -0.017% | -0.00005% |
| 912828T26 | 1.375% | Sep 30, 2023 | $29.71bn | – | $2.94bn | $26.76bn | 104.3759 | 104.3286 | 0.308% | -0.045% | -0.00014% |
| 912828S92 | 1.250% | Jul 31, 2023 | $29.96bn | – | $3.05bn | $26.90bn | 103.3539 | 103.2962 | 0.307% | -0.056% | -0.00017% |
| 9128284R8 | 2.875% | May 31, 2025 | $35.21bn | – | $10.70bn | $24.52bn | 113.2527 | 113.0743 | 0.306% | -0.158% | -0.00048% |
| 912828T34 | 1.125% | Sep 30, 2021 | $36.07bn | – | $8.73bn | $27.34bn | 101.5092 | 101.5359 | 0.306% | +0.026% | +0.00008% |
| 912828T91 | 1.625% | Oct 31, 2023 | $29.69bn | – | $3.33bn | $26.36bn | 105.2320 | 105.1726 | 0.306% | -0.056% | -0.00017% |
| 9128282D1 | 1.375% | Aug 31, 2023 | $29.91bn | – | $3.38bn | $26.54bn | 104.3954 | 103.6600 | 0.306% | -0.046% | -0.00014% |
| 912828F96 | 2.000% | Oct 31, 2021 | $29.00bn | – | $2.09bn | $26.91bn | 102.8288 | 102.8302 | 0.305% | +0.001% | +0.00000% |
| 912828V80 | 2.250% | Jan 31, 2024 | $29.78bn | – | $4.01bn | $25.76bn | 107.3308 | 107.2582 | 0.305% | -0.068% | -0.00021% |
| 912828Q29 | 1.500% | Mar 31, 2023 | $34.67bn | – | $8.18bn | $26.49bn | 104.1685 | 104.1311 | 0.304% | -0.036% | -0.00011% |
| 912828D72 | 2.000% | Aug 31, 2021 | $29.00bn | – | $2.23bn | $26.77bn | 102.8478 | 101.8493 | 0.304% | +0.001% | +0.00000% |
| 912828U57 | 2.125% | Nov 30, 2023 | $30.98bn | – | $5.24bn | $25.74bn | 106.9341 | 106.8837 | 0.304% | -0.047% | -0.00014% |
| 912828X70 | 2.000% | Apr 30, 2024 | $31.82bn | $3.0m | $6.20bn | $25.62bn | 107.3913 | 107.2989 | 0.303% | -0.086% | -0.00026% |
| 912828Y61 | 2.750% | Jul 31, 2023 | $37.95bn | – | $12.47bn | $25.49bn | 107.8349 | 107.8016 | 0.303% | -0.031% | -0.00009% |
| 9128284Z0 | 2.750% | Aug 31, 2025 | $33.18bn | – | $9.07bn | $24.11bn | 113.8533 | 112.2576 | 0.303% | -0.194% | -0.00059% |
| 9128284D9 | 2.500% | Mar 31, 2023 | $41.17bn | – | $15.56bn | $25.61bn | 107.1663 | 107.1144 | 0.303% | -0.048% | -0.00015% |
| 912828R28 | 1.625% | Apr 30, 2023 | $35.44bn | – | $9.33bn | $26.11bn | 104.5132 | 104.4851 | 0.301% | -0.027% | -0.00008% |
| 912828YQ7 | 1.625% | Oct 31, 2026 | $35.35bn | – | $10.22bn | $25.12bn | 108.3570 | 107.9538 | 0.300% | -0.372% | -0.00112% |
| 9128286S4 | 2.375% | Apr 30, 2026 | $32.41bn | – | $8.30bn | $24.11bn | 112.4881 | 112.1440 | 0.299% | -0.306% | -0.00092% |
| 912828Z86 | 1.375% | Feb 15, 2023 | $54.90bn | – | $28.78bn | $26.12bn | 103.7984 | 103.0948 | 0.299% | -0.016% | -0.00005% |
| 912828YD6 | 1.375% | Aug 31, 2026 | $36.16bn | – | $10.84bn | $25.32bn | 106.8954 | 105.8475 | 0.298% | -0.337% | -0.00101% |
| 9128284A5 | 2.625% | Feb 28, 2023 | $43.53bn | – | $18.43bn | $25.10bn | 107.5190 | 106.1948 | 0.298% | -0.011% | -0.00003% |
| 9128284S6 | 2.750% | May 31, 2023 | $42.25bn | – | $17.26bn | $24.99bn | 107.8559 | 107.8238 | 0.297% | -0.030% | -0.00009% |
| 912828J76 | 1.750% | Mar 31, 2022 | $29.00bn | – | $2.92bn | $26.08bn | 103.2852 | 103.2676 | 0.297% | -0.017% | -0.00005% |
| 912828Y79 | 2.875% | Jul 31, 2025 | $31.63bn | – | $7.83bn | $23.80bn | 113.1484 | 112.9688 | 0.297% | -0.159% | -0.00047% |
| 912828S35 | 1.375% | Jun 30, 2023 | $32.08bn | – | $6.18bn | $25.90bn | 103.7208 | 103.7041 | 0.296% | -0.016% | -0.00005% |
| 9128283J7 | 2.125% | Nov 30, 2024 | $29.52bn | – | $4.80bn | $24.72bn | 108.6841 | 108.5712 | 0.296% | -0.104% | -0.00031% |
| 912828W48 | 2.125% | Feb 29, 2024 | $31.88bn | $4.0m | $7.03bn | $24.85bn | 107.9321 | 106.7871 | 0.296% | -0.076% | -0.00023% |
| 9128283D0 | 2.250% | Oct 31, 2024 | $28.70bn | – | $4.16bn | $24.54bn | 109.2996 | 109.1644 | 0.296% | -0.124% | -0.00037% |
| 912828F21 | 2.125% | Sep 30, 2021 | $29.00bn | – | $3.00bn | $26.00bn | 103.0070 | 103.0191 | 0.295% | +0.012% | +0.00003% |
| 9128284W7 | 2.750% | Aug 15, 2021 | $38.57bn | – | $13.10bn | $25.47bn | 103.9718 | 102.6270 | 0.292% | +0.029% | +0.00008% |
| 9128282N9 | 2.125% | Jul 31, 2024 | $30.85bn | – | $6.33bn | $24.52bn | 107.7673 | 107.6535 | 0.291% | -0.106% | -0.00031% |
| 912828R69 | 1.625% | May 31, 2023 | $35.14bn | $3.0m | $9.93bn | $25.21bn | 104.5029 | 104.5067 | 0.291% | +0.004% | +0.00001% |
| 912828M49 | 1.875% | Oct 31, 2022 | $29.00bn | – | $3.77bn | $25.23bn | 104.3903 | 104.3818 | 0.290% | -0.008% | -0.00002% |
| 9128285T3 | 2.625% | Dec 31, 2025 | $32.00bn | – | $8.75bn | $23.25bn | 112.9300 | 112.6681 | 0.290% | -0.232% | -0.00067% |
| 9128282Y5 | 2.125% | Sep 30, 2024 | $31.48bn | – | $7.40bn | $24.08bn | 108.7570 | 108.6441 | 0.289% | -0.104% | -0.00030% |
| 912828XX3 | 2.000% | Jun 30, 2024 | $31.40bn | – | $7.13bn | $24.27bn | 107.3098 | 107.2174 | 0.287% | -0.086% | -0.00025% |
| 912828H86 | 1.500% | Jan 31, 2022 | $29.00bn | – | $3.70bn | $25.30bn | 102.0435 | 102.0367 | 0.285% | -0.007% | -0.00002% |
| 912828Z29 | 1.500% | Jan 15, 2023 | $39.22bn | – | $14.26bn | $24.95bn | 103.4524 | 103.4144 | 0.285% | -0.037% | -0.00010% |
| 912828YU8 | 1.625% | Nov 30, 2026 | $34.54bn | – | $10.76bn | $23.78bn | 108.2842 | 107.8817 | 0.284% | -0.372% | -0.00106% |
| 912828P79 | 1.500% | Feb 28, 2023 | $37.38bn | $8.0m | $12.76bn | $24.62bn | 104.1671 | 103.3791 | 0.283% | -0.036% | -0.00010% |
| 912828P38 | 1.750% | Jan 31, 2023 | $29.53bn | $7.0m | $4.94bn | $24.58bn | 104.0455 | 104.0272 | 0.282% | -0.018% | -0.00005% |
| 912828YX2 | 1.750% | Dec 31, 2026 | $35.01bn | – | $11.58bn | $23.43bn | 109.0054 | 108.5808 | 0.282% | -0.390% | -0.00110% |
| 912828SV3 | 1.750% | May 15, 2022 | $68.98bn | – | $44.44bn | $24.54bn | 103.2554 | 103.2371 | 0.279% | -0.018% | -0.00005% |
| 912810QX9 | 2.750% | Aug 15, 2042 | $42.00bn | – | $23.26bn | $18.74bn | 134.3781 | 127.5958 | 0.278% | -4.024% | -0.01118% |
| 912828V23 | 2.250% | Dec 31, 2023 | $31.72bn | – | $8.32bn | $23.40bn | 107.3641 | 107.2914 | 0.277% | -0.068% | -0.00019% |
| 9128285A4 | 2.750% | Sep 15, 2021 | $35.00bn | – | $11.14bn | $23.86bn | 103.9599 | 103.9891 | 0.274% | +0.028% | +0.00008% |
| 912828XZ8 | 2.750% | Jun 30, 2025 | $33.74bn | – | $11.83bn | $21.91bn | 112.5978 | 112.3770 | 0.272% | -0.196% | -0.00053% |
| 9128284X5 | 2.750% | Aug 31, 2023 | $39.61bn | – | $17.23bn | $22.38bn | 109.1658 | 107.7576 | 0.269% | -0.030% | -0.00008% |
| 912828W89 | 1.875% | Mar 31, 2022 | $38.12bn | – | $14.56bn | $23.56bn | 103.5154 | 103.5077 | 0.269% | -0.007% | -0.00002% |
| 912828YG9 | 1.625% | Sep 30, 2026 | $35.32bn | – | $13.32bn | $22.00bn | 108.4300 | 108.0587 | 0.263% | -0.342% | -0.00090% |
| 912828Z78 | 1.500% | Jan 31, 2027 | $35.30bn | – | $13.10bn | $22.21bn | 107.3560 | 106.8804 | 0.263% | -0.443% | -0.00116% |
| 912810QN1 | 4.750% | Feb 15, 2041 | $43.01bn | – | $29.27bn | $13.74bn | 172.9059 | 164.5007 | 0.262% | -3.488% | -0.00914% |
| 9128285R7 | 2.625% | Dec 15, 2021 | $38.00bn | – | $15.49bn | $22.51bn | 103.7577 | 103.7469 | 0.258% | -0.010% | -0.00003% |
| 912828TJ9 | 1.625% | Aug 15, 2022 | $66.00bn | $5.0m | $44.12bn | $21.87bn | 103.8214 | 102.9813 | 0.250% | -0.027% | -0.00007% |
| 912810QE1 | 4.625% | Feb 15, 2040 | $44.90bn | – | $31.43bn | $13.47bn | 168.5350 | 160.5574 | 0.250% | -3.361% | -0.00842% |
| 9128284F4 | 2.625% | Mar 31, 2025 | $34.11bn | – | $13.91bn | $20.20bn | 112.0840 | 111.9170 | 0.250% | -0.149% | -0.00037% |
| 912810QU5 | 3.125% | Feb 15, 2042 | $47.22bn | – | $31.54bn | $15.68bn | 141.9907 | 134.8944 | 0.246% | -3.897% | -0.00957% |
| 912810QD3 | 4.375% | Nov 15, 2039 | $44.56bn | – | $31.19bn | $13.37bn | 162.2636 | 156.8271 | 0.239% | -3.350% | -0.00802% |
| 912810QH4 | 4.375% | May 15, 2040 | $43.47bn | – | $30.43bn | $13.04bn | 163.2011 | 157.5771 | 0.235% | -3.446% | -0.00809% |
| 912810QL5 | 4.250% | Nov 15, 2040 | $42.90bn | – | $30.03bn | $12.87bn | 161.6427 | 155.9151 | 0.229% | -3.543% | -0.00813% |
| 912810QQ4 | 4.375% | May 15, 2041 | $42.00bn | – | $29.40bn | $12.60bn | 164.7323 | 158.8271 | 0.229% | -3.585% | -0.00821% |
| 912810QC5 | 4.500% | Aug 15, 2039 | $41.44bn | – | $29.00bn | $12.44bn | 165.3516 | 157.6454 | 0.227% | -3.300% | -0.00748% |
| 912810QK7 | 3.875% | Aug 15, 2040 | $43.21bn | – | $30.25bn | $12.96bn | 155.0598 | 147.6478 | 0.222% | -3.531% | -0.00783% |
| 912810QS0 | 3.750% | Aug 15, 2041 | $42.49bn | – | $29.74bn | $12.75bn | 153.9076 | 146.2982 | 0.216% | -3.726% | -0.00806% |
| 912810QT8 | 3.125% | Nov 15, 2041 | $44.62bn | – | $31.24bn | $13.39bn | 140.8356 | 135.3631 | 0.208% | -3.886% | -0.00808% |
| 912810QB7 | 4.250% | May 15, 2039 | $38.78bn | – | $27.14bn | $11.63bn | 159.2989 | 154.0401 | 0.204% | -3.301% | -0.00675% |
| 912810QW1 | 3.000% | May 15, 2042 | $43.92bn | – | $30.69bn | $13.22bn | 138.6209 | 133.1386 | 0.202% | -3.955% | -0.00800% |
| 912828ZB9 | 1.125% | Feb 28, 2027 | $36.84bn | – | $21.51bn | $15.33bn | 105.4144 | 104.3781 | 0.178% | -0.449% | -0.00080% |
| 912810FT0 | 4.500% | Feb 15, 2036 | $26.40bn | – | $17.99bn | $8.41bn | 157.9766 | 151.3329 | 0.146% | -2.781% | -0.00407% |
| 912810QA9 | 3.500% | Feb 15, 2039 | $25.91bn | – | $17.05bn | $8.86bn | 146.7284 | 140.0054 | 0.143% | -3.389% | -0.00486% |
| 912810FP8 | 5.375% | Feb 15, 2031 | $16.43bn | – | $8.23bn | $8.20bn | 152.1353 | 147.5296 | 0.138% | -1.261% | -0.00173% |
| 912810PX0 | 4.500% | May 15, 2038 | $25.51bn | – | $17.85bn | $7.66bn | 162.3220 | 157.0829 | 0.137% | -3.228% | -0.00442% |
| 912810FB9 | 6.125% | Nov 15, 2027 | $22.51bn | $497.0m | $14.00bn | $8.02bn | 142.5815 | 141.8454 | 0.126% | -0.516% | -0.00065% |
| 912810FM5 | 6.250% | May 15, 2030 | $17.05bn | – | $9.72bn | $7.32bn | 156.0774 | 154.5075 | 0.126% | -1.006% | -0.00127% |
| 912810FF0 | 5.250% | Nov 15, 2028 | $10.95bn | – | $3.00bn | $7.95bn | 140.1726 | 139.1800 | 0.123% | -0.708% | -0.00087% |
| 912810PW2 | 4.375% | Feb 15, 2038 | $22.53bn | – | $15.77bn | $6.76bn | 160.9183 | 153.6709 | 0.120% | -3.144% | -0.00377% |
| 912810PU6 | 5.000% | May 15, 2037 | $21.41bn | – | $14.99bn | $6.42bn | 168.2432 | 163.2310 | 0.119% | -2.979% | -0.00355% |
| 912810EL8 | 8.000% | Nov 15, 2021 | $32.81bn | $2.17bn | $21.44bn | $9.20bn | 111.7391 | 111.7446 | 0.113% | +0.005% | +0.00001% |
| 912810EW4 | 6.000% | Feb 15, 2026 | $12.90bn | $67.0m | $6.14bn | $6.70bn | 134.1147 | 130.8084 | 0.099% | -0.228% | -0.00023% |
| 912810FE3 | 5.500% | Aug 15, 2028 | $11.78bn | – | $5.98bn | $5.80bn | 142.4437 | 138.7853 | 0.091% | -0.638% | -0.00058% |
| 912810EQ7 | 6.250% | Aug 15, 2023 | $22.90bn | $250.0m | $15.86bn | $6.79bn | 121.2002 | 118.2262 | 0.091% | +0.125% | +0.00011% |
| 912810PT9 | 4.750% | Feb 15, 2037 | $16.59bn | – | $11.61bn | $4.98bn | 164.6872 | 157.4382 | 0.090% | -2.960% | -0.00268% |
| 912810FG8 | 5.250% | Feb 15, 2029 | $11.35bn | – | $6.08bn | $5.27bn | 142.4832 | 138.7425 | 0.083% | -0.783% | -0.00065% |
| 912810EY0 | 6.500% | Nov 15, 2026 | $11.47bn | $633.0m | $6.21bn | $4.63bn | 139.7880 | 139.3628 | 0.071% | -0.304% | -0.00022% |
| 912810FJ2 | 6.125% | Aug 15, 2029 | $11.18bn | – | $6.96bn | $4.21bn | 152.8293 | 148.4079 | 0.071% | -0.889% | -0.00063% |
| 912810EP9 | 7.125% | Feb 15, 2023 | $18.37bn | $2.59bn | $11.05bn | $4.73bn | 120.9526 | 117.3604 | 0.063% | -0.025% | -0.00002% |
| 912810EX2 | 6.750% | Aug 15, 2026 | $10.90bn | $2.08bn | $5.03bn | $3.79bn | 141.6837 | 137.8743 | 0.059% | -0.307% | -0.00018% |
| 912810FA1 | 6.375% | Aug 15, 2027 | $10.73bn | $1.54bn | $5.53bn | $3.66bn | 144.6023 | 140.7320 | 0.058% | -0.472% | -0.00028% |
| 912810EV6 | 6.875% | Aug 15, 2025 | $12.60bn | $1.42bn | $7.58bn | $3.60bn | 136.3984 | 132.7238 | 0.054% | -0.174% | -0.00009% |
| 912810ET1 | 7.625% | Feb 15, 2025 | $11.72bn | $2.22bn | $6.06bn | $3.45bn | 137.0299 | 133.0710 | 0.052% | -0.107% | -0.00006% |
| 912810EM6 | 7.250% | Aug 15, 2022 | $10.36bn | $225.0m | $6.15bn | $3.98bn | 117.7610 | 114.0849 | 0.052% | -0.043% | -0.00002% |
| 912810ES3 | 7.500% | Nov 15, 2024 | $11.46bn | $1.87bn | $6.07bn | $3.52bn | 132.7242 | 132.6277 | 0.052% | -0.073% | -0.00004% |
| 912810EZ7 | 6.625% | Feb 15, 2027 | $10.45bn | $934.0m | $6.67bn | $2.85bn | 143.5316 | 139.7748 | 0.045% | -0.310% | -0.00014% |
| 912810EK0 | 8.125% | Aug 15, 2021 | $12.16bn | $2.66bn | $6.65bn | $2.85bn | 111.9509 | 107.9378 | 0.035% | +0.044% | +0.00002% |
| 912810EN4 | 7.625% | Nov 15, 2022 | $10.70bn | $3.28bn | $5.09bn | $2.33bn | 118.6889 | 118.6335 | 0.030% | -0.047% | -0.00001% |
| Total | $8.04tn | 100.000% | -1.16244% | ||||||||
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.