Rebalance of February 29, 2012

US Treasury Aggregate constituents

Every one of the 307 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: 307
Weights sum to: 100.0000%
Contributions sum to: -0.418420%
Market value: $8.54tn

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 Aggregate page, fetched separately.

These reconcile. The holdings below sum to -0.418420% against a published month return of -0.418420%, a difference of 1.6e-9 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.

Every holding of the US Treasury Aggregate index at the February 29, 2012 rebalance, heaviest first, with par and the two deductions, the float, prices, weight and contribution.
CUSIP	Coupon	Matures	Par auctioned	− Bought back	− Fed held	= Float par	Start dirty	End dirty	Weight	Return	Contribution
9127953H2	0.000%	Apr 5, 2012	$80.00bn	–	–	$80.00bn	99.9910	99.9940	0.936%	+0.003%	+0.00003%
9127953G4	0.000%	Mar 8, 2012	$79.00bn	–	–	$79.00bn	99.9949	99.9991	0.925%	+0.004%	+0.00004%
912828PX2	3.625%	Feb 15, 2021	$67.58bn	–	$4.70bn	$62.89bn	118.3933	115.5869	0.872%	-0.840%	-0.00732%
912828PC8	2.625%	Nov 15, 2020	$67.41bn	–	$2.17bn	$65.24bn	108.9375	107.9591	0.832%	-0.898%	-0.00747%
912828RC6	2.125%	Aug 15, 2021	$66.73bn	–	$746.9m	$65.99bn	104.1067	102.1188	0.804%	-0.889%	-0.00715%
912828RR3	2.000%	Nov 15, 2021	$70.10bn	–	$4.10bn	$66.00bn	102.0848	101.1192	0.789%	-0.946%	-0.00746%
912828MP2	3.625%	Feb 15, 2020	$71.59bn	–	$15.18bn	$56.41bn	118.3933	115.5869	0.782%	-0.840%	-0.00656%
912828QN3	3.125%	May 15, 2021	$66.00bn	–	$7.79bn	$58.21bn	112.9196	111.9811	0.769%	-0.831%	-0.00639%
912828NT3	2.625%	Aug 15, 2020	$67.85bn	–	$14.87bn	$52.98bn	109.7751	107.5144	0.681%	-0.864%	-0.00588%
9127955D9	0.000%	Mar 15, 2012	$56.00bn	–	–	$56.00bn	99.9939	99.9983	0.655%	+0.004%	+0.00003%
9127955E7	0.000%	Mar 22, 2012	$56.00bn	–	–	$56.00bn	99.9929	99.9976	0.655%	+0.005%	+0.00003%
9127955J6	0.000%	Apr 19, 2012	$56.00bn	–	–	$56.00bn	99.9890	99.9889	0.655%	-0.000%	-0.00000%
9127955F4	0.000%	Mar 29, 2012	$56.00bn	–	–	$56.00bn	99.9919	99.9928	0.655%	+0.001%	+0.00001%
9127955H0	0.000%	Apr 12, 2012	$56.00bn	–	–	$56.00bn	99.9900	99.9904	0.655%	+0.000%	+0.00000%
9127955K3	0.000%	Apr 26, 2012	$56.00bn	–	–	$56.00bn	99.9881	99.9889	0.655%	+0.001%	+0.00001%
912828ND8	3.500%	May 15, 2020	$68.22bn	–	$21.35bn	$46.87bn	116.5313	115.5288	0.639%	-0.860%	-0.00550%
912810QQ4	4.375%	May 15, 2041	$42.00bn	–	$2.56bn	$39.44bn	129.4375	127.1611	0.598%	-1.759%	-0.01051%
9127953N9	0.000%	May 3, 2012	$51.00bn	–	–	$51.00bn	99.9845	99.9840	0.597%	-0.001%	-0.00000%
9127953S8	0.000%	May 31, 2012	$51.00bn	–	–	$51.00bn	99.9765	99.9744	0.597%	-0.002%	-0.00001%
9127953W9	0.000%	Jun 28, 2012	$51.00bn	–	–	$51.00bn	99.9710	99.9633	0.597%	-0.008%	-0.00005%
912810QH4	4.375%	May 15, 2040	$43.47bn	–	$5.70bn	$37.77bn	129.2500	127.0361	0.571%	-1.713%	-0.00979%
912810QS0	3.750%	Aug 15, 2041	$42.49bn	–	$1.56bn	$40.93bn	117.6073	113.5608	0.563%	-1.846%	-0.01040%
912810QL5	4.250%	Nov 15, 2040	$42.90bn	–	$5.51bn	$37.40bn	126.7857	124.5618	0.555%	-1.754%	-0.00974%
912810QD3	4.375%	Nov 15, 2039	$44.56bn	–	$8.10bn	$36.46bn	129.1875	126.9423	0.551%	-1.738%	-0.00958%
912810QE1	4.625%	Feb 15, 2040	$44.90bn	–	$10.20bn	$34.70bn	135.3865	130.7843	0.550%	-1.691%	-0.00930%
9127954B4	0.000%	Jul 26, 2012	$47.00bn	–	–	$47.00bn	99.9607	99.9466	0.550%	-0.014%	-0.00008%
912810QN1	4.750%	Feb 15, 2041	$43.01bn	–	$9.06bn	$33.95bn	138.2568	133.5082	0.549%	-1.717%	-0.00943%
912828MU1	1.000%	Mar 31, 2012	$45.49bn	–	$33.4m	$45.46bn	100.4950	100.4805	0.535%	-0.014%	-0.00008%
912828LY4	3.375%	Nov 15, 2019	$71.04bn	–	$31.74bn	$39.30bn	115.3795	114.4921	0.531%	-0.769%	-0.00408%
912828NB2	1.000%	Apr 30, 2012	$44.94bn	–	$0.6m	$44.94bn	100.4742	100.4602	0.529%	-0.014%	-0.00007%
912828KQ2	3.125%	May 15, 2019	$64.41bn	–	$24.95bn	$39.46bn	113.5134	112.6374	0.524%	-0.772%	-0.00405%
912828LX6	1.375%	Nov 15, 2012	$44.97bn	–	$1.83bn	$43.15bn	101.2946	101.2479	0.512%	-0.046%	-0.00024%
912828MW7	2.500%	Mar 31, 2015	$43.42bn	–	$2.93bn	$40.49bn	107.6907	107.2326	0.510%	-0.425%	-0.00217%
912810QT8	3.125%	Nov 15, 2041	$44.62bn	–	$2.66bn	$41.97bn	103.7009	101.6999	0.509%	-1.930%	-0.00983%
912828NE6	0.750%	May 31, 2012	$42.91bn	–	$0.7m	$42.91bn	100.3478	100.3448	0.504%	-0.003%	-0.00002%
912828MR8	2.375%	Feb 28, 2015	$43.03bn	–	$3.85bn	$39.18bn	107.2861	105.6940	0.492%	-0.377%	-0.00186%
912828LZ1	2.125%	Nov 30, 2014	$43.26bn	–	$3.43bn	$39.83bn	105.5220	105.1592	0.492%	-0.344%	-0.00169%
912828QD5	0.125%	Apr 15, 2016	$38.37bn	–	$367.0m	$38.00bn	108.8396	108.6772	0.484%	-0.149%	-0.00072%
912828NS5	0.625%	Jun 30, 2012	$41.16bn	–	$0.3m	$41.16bn	100.2737	100.2610	0.483%	-0.013%	-0.00006%
912810QK7	3.875%	Aug 15, 2040	$43.21bn	–	$9.27bn	$33.94bn	120.1026	116.0347	0.477%	-1.774%	-0.00846%
912828MB3	1.125%	Dec 15, 2012	$40.22bn	–	$152.1m	$40.06bn	101.0225	100.9867	0.474%	-0.035%	-0.00017%
912828LQ1	2.375%	Sep 30, 2014	$40.71bn	–	$2.97bn	$37.74bn	106.3671	106.0866	0.470%	-0.264%	-0.00124%
912828MH0	2.250%	Jan 31, 2015	$42.68bn	–	$4.77bn	$37.91bn	105.7874	105.4042	0.469%	-0.362%	-0.00170%
912828LR9	1.375%	Oct 15, 2012	$39.31bn	–	$0.0m	$39.31bn	101.3157	101.2684	0.466%	-0.047%	-0.00022%
912828NQ9	0.625%	Jul 31, 2012	$39.25bn	–	$0.8m	$39.25bn	100.2830	100.2703	0.461%	-0.013%	-0.00006%
912828MZ0	2.500%	Apr 30, 2015	$42.90bn	–	$6.53bn	$36.36bn	107.6075	107.1504	0.458%	-0.425%	-0.00195%
912828ME7	2.625%	Dec 31, 2014	$43.24bn	–	$6.77bn	$36.47bn	106.9495	106.5962	0.457%	-0.330%	-0.00151%
912828MG2	1.375%	Jan 15, 2013	$41.55bn	–	$3.10bn	$38.46bn	101.2517	101.2050	0.456%	-0.046%	-0.00021%
912828QV5	0.625%	Jul 15, 2021	$35.84bn	–	$840.9m	$35.00bn	110.3796	110.1259	0.452%	-0.230%	-0.00104%
912828LK4	2.375%	Aug 31, 2014	$40.17bn	–	$3.87bn	$36.30bn	106.3798	104.9440	0.452%	-0.233%	-0.00106%
912828MN7	1.375%	Feb 15, 2013	$44.49bn	–	$6.82bn	$37.67bn	101.9164	101.1817	0.449%	-0.046%	-0.00021%
912828LS7	2.375%	Oct 31, 2014	$42.01bn	–	$5.90bn	$36.11bn	106.2943	105.9835	0.449%	-0.292%	-0.00131%
912828KY5	2.625%	Jun 30, 2014	$38.07bn	–	$2.11bn	$35.96bn	105.9495	105.7212	0.446%	-0.216%	-0.00096%
912828PP9	1.125%	Jan 15, 2021	$36.68bn	–	$4.55bn	$32.13bn	118.3389	118.0428	0.445%	-0.250%	-0.00111%
912828MT4	1.375%	Mar 15, 2013	$40.47bn	–	$3.74bn	$36.74bn	101.9001	101.8221	0.438%	-0.076%	-0.00034%
912828NX4	0.375%	Sep 30, 2012	$37.13bn	–	$0.2m	$37.13bn	100.3145	100.2818	0.436%	-0.033%	-0.00014%
912828QZ6	0.500%	May 31, 2013	$37.95bn	–	$1.14bn	$36.81bn	100.5236	100.4694	0.433%	-0.054%	-0.00023%
912828PH7	0.375%	Aug 31, 2012	$37.91bn	–	$1.08bn	$36.82bn	100.3462	100.1260	0.433%	-0.033%	-0.00014%
912828PW4	0.625%	Dec 31, 2012	$36.75bn	–	$0.4m	$36.75bn	100.4924	100.4797	0.432%	-0.013%	-0.00005%
912828RS1	0.250%	Nov 30, 2013	$36.59bn	–	$0.8m	$36.59bn	100.1055	99.9691	0.429%	-0.136%	-0.00058%
912828QX1	1.500%	Jul 31, 2016	$36.04bn	–	$1.04bn	$35.00bn	103.9729	103.3736	0.426%	-0.576%	-0.00246%
912828RN2	0.250%	Oct 31, 2013	$36.33bn	–	$0.7m	$36.33bn	100.1576	100.0213	0.426%	-0.136%	-0.00058%
912828LJ7	3.625%	Aug 15, 2019	$66.75bn	–	$35.98bn	$30.77bn	118.1433	115.4306	0.426%	-0.762%	-0.00324%
912828RA0	0.375%	Jun 30, 2013	$36.13bn	–	$0.8m	$36.13bn	100.3142	100.2503	0.424%	-0.064%	-0.00027%
912828QW3	0.375%	Jul 31, 2013	$36.04bn	–	$0.2m	$36.04bn	100.2823	100.2184	0.423%	-0.064%	-0.00027%
912828NC0	1.375%	May 15, 2013	$41.31bn	–	$5.88bn	$35.43bn	101.8571	101.7792	0.422%	-0.077%	-0.00032%
912828RK8	0.125%	Sep 30, 2013	$36.09bn	–	$0.7m	$36.09bn	99.9173	99.8023	0.422%	-0.115%	-0.00049%
912828RD4	0.125%	Aug 31, 2013	$36.07bn	–	$0.5m	$36.07bn	99.9279	99.7816	0.422%	-0.084%	-0.00035%
912828QL7	0.750%	Mar 31, 2013	$36.57bn	–	$959.6m	$35.61bn	100.9416	100.9073	0.421%	-0.034%	-0.00014%
912828SC5	0.875%	Jan 31, 2017	$35.66bn	–	–	$35.66bn	100.7837	100.1971	0.421%	-0.582%	-0.00245%
912828PD6	0.375%	Oct 31, 2012	$35.72bn	–	$0.5m	$35.72bn	100.3146	100.2507	0.419%	-0.064%	-0.00027%
912828RF9	1.000%	Aug 31, 2016	$36.07bn	–	$1.07bn	$35.00bn	102.1731	101.0340	0.419%	-0.626%	-0.00262%
912828RJ1	1.000%	Sep 30, 2016	$36.09bn	–	$1.09bn	$35.00bn	101.9950	101.3868	0.418%	-0.596%	-0.00249%
912828SB7	0.250%	Jan 31, 2014	$35.66bn	–	–	$35.66bn	100.0632	99.9581	0.418%	-0.105%	-0.00044%
912828RM4	1.000%	Oct 31, 2016	$36.33bn	–	$1.33bn	$35.00bn	101.8492	101.2727	0.417%	-0.566%	-0.00236%
912828JR2	3.750%	Nov 15, 2018	$57.36bn	–	$27.11bn	$30.25bn	117.7411	116.9461	0.417%	-0.675%	-0.00282%
912828LC2	2.625%	Jul 31, 2014	$39.98bn	–	$6.42bn	$33.56bn	105.8822	105.6226	0.416%	-0.245%	-0.00102%
912828KP4	1.375%	May 15, 2012	$41.19bn	–	$5.93bn	$35.26bn	100.6696	100.6854	0.416%	+0.016%	+0.00007%
912828RU6	0.875%	Nov 30, 2016	$36.59bn	–	$1.59bn	$35.00bn	101.1194	100.5012	0.414%	-0.611%	-0.00253%
912828RW2	0.125%	Dec 31, 2013	$36.13bn	–	$740.4m	$35.39bn	99.8547	99.7084	0.414%	-0.147%	-0.00061%
912828RX0	0.875%	Dec 31, 2016	$36.13bn	–	$1.13bn	$35.00bn	100.9519	100.3341	0.414%	-0.612%	-0.00253%
912828NF3	2.125%	May 31, 2015	$40.87bn	–	$7.66bn	$33.21bn	106.2408	105.7529	0.413%	-0.459%	-0.00190%
912828KD1	2.750%	Feb 15, 2019	$58.68bn	–	$27.31bn	$31.37bn	111.5516	109.3321	0.410%	-0.757%	-0.00310%
912828MX5	1.750%	Apr 15, 2013	$42.93bn	–	$8.79bn	$34.14bn	102.4274	102.4098	0.409%	-0.017%	-0.00007%
912810QC5	4.500%	Aug 15, 2039	$41.44bn	–	$15.47bn	$25.96bn	132.7663	128.2479	0.403%	-1.709%	-0.00689%
912828PV6	0.500%	Nov 30, 2012	$36.38bn	–	$2.11bn	$34.27bn	100.3986	100.3444	0.403%	-0.054%	-0.00022%
912828PR5	0.625%	Jan 31, 2013	$35.70bn	–	$1.55bn	$34.15bn	100.4705	100.4578	0.402%	-0.013%	-0.00005%
912828LH1	1.750%	Aug 15, 2012	$42.71bn	–	$9.00bn	$33.71bn	101.7147	100.7909	0.401%	-0.048%	-0.00019%
912828LM0	1.375%	Sep 15, 2012	$38.08bn	–	$4.38bn	$33.70bn	101.3063	101.2909	0.400%	-0.015%	-0.00006%
912828NU0	0.750%	Aug 15, 2013	$36.04bn	–	$2.36bn	$33.68bn	101.1902	100.7497	0.399%	-0.065%	-0.00026%
912810QB7	4.250%	May 15, 2039	$38.78bn	–	$12.10bn	$26.68bn	126.6607	124.4681	0.396%	-1.731%	-0.00685%
912810FR4	2.375%	Jan 15, 2025	$28.00bn	–	$6.46bn	$21.54bn	156.6066	155.9604	0.395%	-0.413%	-0.00163%
912828QR4	1.500%	Jun 30, 2016	$36.13bn	–	$3.86bn	$32.27bn	104.1006	103.5326	0.393%	-0.546%	-0.00215%
912828NM8	1.250%	Jul 15, 2020	$32.38bn	–	$4.49bn	$27.89bn	120.2306	120.0371	0.392%	-0.161%	-0.00063%
912810FH6	3.875%	Apr 15, 2029	$19.72bn	$225.0m	$4.41bn	$15.08bn	221.4281	219.6739	0.391%	-0.792%	-0.00310%
912828NY2	0.750%	Sep 15, 2013	$33.36bn	–	$550.0m	$32.81bn	101.1927	101.0649	0.389%	-0.126%	-0.00049%
912828QE3	0.625%	Apr 30, 2013	$37.21bn	–	$4.73bn	$32.48bn	100.7222	100.6782	0.383%	-0.044%	-0.00017%
912828NZ9	1.250%	Sep 30, 2015	$36.10bn	–	$4.58bn	$31.53bn	103.4547	102.9288	0.382%	-0.508%	-0.00194%
912828KV1	2.250%	May 31, 2014	$36.21bn	–	$5.28bn	$30.93bn	105.0123	104.8156	0.380%	-0.187%	-0.00071%
912828NV8	1.250%	Aug 31, 2015	$36.88bn	–	$5.53bn	$31.35bn	103.5913	102.4721	0.380%	-0.477%	-0.00181%
912828RB8	0.500%	Aug 15, 2014	$32.98bn	–	$807.9m	$32.17bn	100.8247	100.3331	0.380%	-0.240%	-0.00091%
912828QK9	0.625%	Feb 28, 2013	$36.92bn	–	$4.74bn	$32.19bn	100.7644	100.4392	0.380%	-0.013%	-0.00005%
912828PE4	1.250%	Oct 31, 2015	$35.72bn	–	$4.33bn	$31.39bn	103.3194	102.8252	0.380%	-0.478%	-0.00182%
912828QS2	0.750%	Jun 15, 2014	$32.00bn	–	–	$32.00bn	101.3171	101.0640	0.380%	-0.250%	-0.00095%
912828QU7	0.625%	Jul 15, 2014	$32.00bn	–	$15.0m	$31.99bn	100.9354	100.7040	0.378%	-0.229%	-0.00087%
912828RL6	0.500%	Oct 15, 2014	$32.00bn	–	–	$32.00bn	100.7427	100.4385	0.377%	-0.302%	-0.00114%
912828RQ5	0.375%	Nov 15, 2014	$34.45bn	–	$2.45bn	$32.00bn	100.3304	100.0165	0.376%	-0.313%	-0.00118%
912828BR0	4.250%	Nov 15, 2013	$30.63bn	–	$955.9m	$29.68bn	108.0982	107.9681	0.376%	-0.120%	-0.00045%
912828RG7	0.250%	Sep 15, 2014	$32.00bn	–	–	$32.00bn	100.0330	99.7716	0.375%	-0.261%	-0.00098%
912828RV4	0.250%	Dec 15, 2014	$33.17bn	–	$1.17bn	$32.00bn	99.9078	99.6151	0.374%	-0.293%	-0.00110%
912828RZ5	0.250%	Jan 15, 2015	$34.27bn	–	$2.27bn	$32.00bn	99.8867	99.5628	0.374%	-0.324%	-0.00121%
912828PS3	2.000%	Jan 31, 2016	$35.70bn	–	$5.84bn	$29.86bn	105.9742	105.4461	0.370%	-0.498%	-0.00185%
912828KJ8	1.750%	Mar 31, 2014	$35.61bn	–	$5.47bn	$30.14bn	103.8741	103.7003	0.366%	-0.167%	-0.00061%
912828NH9	1.125%	Jun 15, 2013	$36.21bn	–	$5.37bn	$30.84bn	101.4288	101.3617	0.366%	-0.066%	-0.00024%
912828LB4	1.500%	Jul 15, 2012	$35.59bn	–	$4.86bn	$30.74bn	100.7263	100.6896	0.362%	-0.036%	-0.00013%
912828PJ3	1.375%	Nov 30, 2015	$36.38bn	–	$6.67bn	$29.71bn	103.7367	103.2206	0.361%	-0.497%	-0.00179%
912828HR4	3.500%	Feb 15, 2018	$39.20bn	–	$12.99bn	$26.21bn	116.3981	113.9255	0.357%	-0.621%	-0.00222%
912828KG4	1.375%	Mar 15, 2012	$34.60bn	–	$4.58bn	$30.02bn	100.6813	100.6659	0.354%	-0.015%	-0.00005%
912828KN9	1.875%	Apr 30, 2014	$36.21bn	–	$7.50bn	$28.72bn	104.1353	103.9409	0.350%	-0.187%	-0.00065%
912828LU2	3.125%	Oct 31, 2016	$31.76bn	–	$5.20bn	$26.57bn	112.2984	111.6724	0.349%	-0.557%	-0.00195%
912828BH2	4.250%	Aug 15, 2013	$33.52bn	–	$6.14bn	$27.38bn	108.1821	105.9876	0.347%	-0.064%	-0.00022%
912828NW6	1.875%	Aug 31, 2017	$29.71bn	–	$1.86bn	$27.85bn	106.1995	104.6301	0.346%	-0.595%	-0.00206%
912828MK3	3.125%	Jan 31, 2017	$32.52bn	–	$6.09bn	$26.43bn	111.8211	111.1638	0.346%	-0.588%	-0.00203%
912828SD3	1.250%	Jan 31, 2019	$29.55bn	–	–	$29.55bn	100.0034	99.2905	0.346%	-0.713%	-0.00247%
912828NN6	1.000%	Jul 15, 2013	$35.01bn	–	$6.11bn	$28.90bn	101.2030	101.1576	0.342%	-0.045%	-0.00015%
912828DM9	4.000%	Feb 15, 2015	$34.21bn	–	$8.36bn	$25.85bn	112.9728	110.6023	0.342%	-0.328%	-0.00112%
912828PF1	1.875%	Oct 31, 2017	$29.59bn	–	$2.01bn	$27.58bn	105.7603	105.1597	0.341%	-0.568%	-0.00194%
912828NP1	1.750%	Jul 31, 2015	$38.22bn	–	$10.47bn	$27.75bn	104.7548	104.2692	0.340%	-0.464%	-0.00158%
912828EE6	4.250%	Aug 15, 2015	$32.47bn	–	$7.36bn	$25.12bn	115.4946	112.8314	0.340%	-0.466%	-0.00158%
912828KX7	1.875%	Jun 15, 2012	$35.37bn	–	$7.29bn	$28.08bn	100.9022	100.8945	0.332%	-0.008%	-0.00003%
912828CA6	4.000%	Feb 15, 2014	$28.07bn	–	$2.87bn	$25.21bn	109.5666	107.3836	0.323%	-0.167%	-0.00054%
912810FD5	3.625%	Apr 15, 2028	$16.81bn	$25.0m	$4.16bn	$12.62bn	214.5541	213.4228	0.317%	-0.527%	-0.00167%
9127955N7	0.000%	May 17, 2012	$27.00bn	–	–	$27.00bn	99.9851	99.9805	0.316%	-0.005%	-0.00001%
9127955M9	0.000%	May 10, 2012	$27.00bn	–	–	$27.00bn	99.9833	99.9822	0.316%	-0.001%	-0.00000%
9127955P2	0.000%	May 24, 2012	$27.00bn	–	–	$27.00bn	99.9810	99.9788	0.316%	-0.002%	-0.00001%
9127955T4	0.000%	Jun 21, 2012	$27.00bn	–	–	$27.00bn	99.9724	99.9686	0.316%	-0.004%	-0.00001%
9127955S6	0.000%	Jun 14, 2012	$27.00bn	–	–	$27.00bn	99.9737	99.9735	0.316%	-0.000%	-0.00000%
9127955R8	0.000%	Jun 7, 2012	$27.00bn	–	–	$27.00bn	99.9751	99.9780	0.316%	+0.003%	+0.00001%
9127955U1	0.000%	Jul 5, 2012	$27.00bn	–	–	$27.00bn	99.9697	99.9577	0.316%	-0.012%	-0.00004%
9127955W7	0.000%	Jul 12, 2012	$27.00bn	–	–	$27.00bn	99.9638	99.9553	0.316%	-0.008%	-0.00003%
9127955X5	0.000%	Jul 19, 2012	$27.00bn	–	–	$27.00bn	99.9622	99.9530	0.316%	-0.009%	-0.00003%
912828CJ7	4.750%	May 15, 2014	$27.29bn	–	$3.14bn	$24.16bn	111.2679	111.0838	0.315%	-0.165%	-0.00052%
912828JW1	1.500%	Dec 31, 2013	$30.04bn	–	$3.88bn	$26.17bn	102.6006	102.4389	0.314%	-0.158%	-0.00050%
912828PA2	1.875%	Sep 30, 2017	$29.91bn	–	$4.61bn	$25.30bn	105.9477	105.3463	0.314%	-0.568%	-0.00178%
912828RH5	1.375%	Sep 30, 2018	$29.90bn	–	$3.61bn	$26.29bn	101.8096	101.0748	0.313%	-0.722%	-0.00226%
912828AF7	3.000%	Jul 15, 2012	$23.01bn	–	$2.36bn	$20.65bn	128.9091	129.5187	0.312%	+0.473%	+0.00147%
912828LP3	3.000%	Sep 30, 2016	$29.51bn	–	$5.74bn	$23.78bn	111.8601	111.2541	0.311%	-0.542%	-0.00169%
912810QA9	3.500%	Feb 15, 2039	$25.91bn	–	$2.33bn	$23.58bn	112.7731	108.9567	0.311%	-1.832%	-0.00570%
912828MA5	2.750%	Nov 30, 2016	$32.96bn	–	$8.95bn	$24.01bn	110.2859	109.6600	0.310%	-0.567%	-0.00176%
912828QM5	1.000%	May 15, 2014	$32.00bn	–	$6.07bn	$25.93bn	101.9643	101.7315	0.309%	-0.228%	-0.00071%
912810FT0	4.500%	Feb 15, 2036	$26.40bn	–	$6.38bn	$20.02bn	131.7663	127.3417	0.309%	-1.650%	-0.00510%
912828JZ4	1.750%	Jan 31, 2014	$31.27bn	–	$5.74bn	$25.53bn	103.0361	102.8942	0.308%	-0.138%	-0.00042%
912828PB0	0.500%	Oct 15, 2013	$32.28bn	–	$6.15bn	$26.13bn	100.6489	100.5635	0.308%	-0.085%	-0.00026%
912828PU8	0.500%	Nov 15, 2013	$32.86bn	–	$6.75bn	$26.11bn	100.6384	100.4907	0.308%	-0.147%	-0.00045%
912828RE2	1.500%	Aug 31, 2018	$29.89bn	–	$4.35bn	$25.54bn	102.8846	101.4103	0.308%	-0.704%	-0.00217%
912828BD1	1.875%	Jul 15, 2013	$20.00bn	–	–	$20.00bn	129.7887	130.5353	0.304%	+0.575%	+0.00175%
912810QP6	2.125%	Feb 15, 2041	$23.99bn	–	$6.16bn	$17.83bn	145.1583	142.3006	0.303%	-1.213%	-0.00368%
912828MV9	3.250%	Mar 31, 2017	$33.08bn	–	$10.38bn	$22.70bn	113.6948	113.0461	0.302%	-0.571%	-0.00172%
912828LL2	3.000%	Aug 31, 2016	$28.84bn	–	$5.90bn	$22.94bn	112.0192	109.8832	0.301%	-0.568%	-0.00171%
912828NL0	1.875%	Jun 30, 2015	$39.10bn	–	$14.86bn	$24.24bn	105.2586	104.8142	0.299%	-0.422%	-0.00126%
912810EQ7	6.250%	Aug 15, 2023	$22.90bn	$250.0m	$5.26bn	$17.39bn	146.5435	142.2263	0.298%	-0.814%	-0.00243%
912828KK5	1.375%	Apr 15, 2012	$35.56bn	–	$10.31bn	$25.25bn	100.6595	100.6747	0.297%	+0.015%	+0.00004%
912828BW9	2.000%	Jan 15, 2014	$21.00bn	–	$1.62bn	$19.38bn	131.0443	131.6027	0.297%	+0.426%	+0.00127%
912828KF6	1.875%	Feb 28, 2014	$33.71bn	–	$9.44bn	$24.28bn	104.1995	103.1301	0.296%	-0.127%	-0.00037%
912828LD0	3.250%	Jul 31, 2016	$28.70bn	–	$6.14bn	$22.57bn	111.7902	111.1429	0.295%	-0.579%	-0.00171%
912828MD9	3.250%	Dec 31, 2016	$32.95bn	–	$10.57bn	$22.38bn	112.6295	111.9509	0.295%	-0.602%	-0.00178%
912828NR7	2.375%	Jul 31, 2017	$29.95bn	–	$6.69bn	$23.26bn	108.1628	107.5395	0.295%	-0.576%	-0.00170%
912795Y96	0.000%	Aug 23, 2012	$25.00bn	–	–	$25.00bn	99.9488	99.9364	0.292%	-0.012%	-0.00004%
9127955C1	0.000%	Sep 20, 2012	$25.00bn	–	–	$25.00bn	99.9417	99.9377	0.292%	-0.004%	-0.00001%
9127955G2	0.000%	Oct 18, 2012	$25.00bn	–	–	$25.00bn	99.9275	99.9033	0.292%	-0.024%	-0.00007%
9127955L1	0.000%	Nov 15, 2012	$25.00bn	–	–	$25.00bn	99.9197	99.8917	0.292%	-0.028%	-0.00008%
9127955Q0	0.000%	Dec 13, 2012	$25.00bn	–	–	$25.00bn	99.9031	99.8800	0.292%	-0.023%	-0.00007%
9127955V9	0.000%	Jan 10, 2013	$25.00bn	–	–	$25.00bn	99.8850	99.8596	0.292%	-0.025%	-0.00007%
912828QF0	2.000%	Apr 30, 2016	$37.21bn	–	$13.80bn	$23.41bn	106.6360	106.0141	0.292%	-0.583%	-0.00170%
912828PK0	2.250%	Nov 30, 2017	$30.14bn	–	$7.02bn	$23.12bn	107.7935	107.1906	0.292%	-0.559%	-0.00163%
912828DV9	4.125%	May 15, 2015	$34.47bn	–	$12.50bn	$21.97bn	113.2277	112.7438	0.291%	-0.427%	-0.00124%
912828CP3	2.000%	Jul 15, 2014	$19.00bn	–	–	$19.00bn	130.8942	131.4729	0.291%	+0.442%	+0.00129%
912828DC1	4.250%	Nov 15, 2014	$25.47bn	–	$3.31bn	$22.16bn	111.9107	111.5618	0.290%	-0.312%	-0.00091%
912828MS6	3.000%	Feb 28, 2017	$32.79bn	–	$10.95bn	$21.83bn	112.5192	110.3832	0.288%	-0.565%	-0.00163%
912828QP8	1.750%	May 31, 2016	$37.95bn	–	$14.67bn	$23.28bn	105.3950	104.8149	0.287%	-0.550%	-0.00158%
912828JM3	3.125%	Sep 30, 2013	$26.22bn	–	$3.55bn	$22.68bn	105.9025	105.8064	0.281%	-0.091%	-0.00026%
912828EN6	4.500%	Nov 15, 2015	$23.22bn	–	$2.75bn	$20.47bn	116.2143	115.6666	0.278%	-0.471%	-0.00131%
912828QA1	2.250%	Mar 31, 2016	$36.57bn	–	$14.55bn	$22.02bn	107.9185	107.3468	0.278%	-0.530%	-0.00147%
912828NA4	3.125%	Apr 30, 2017	$32.68bn	–	$11.65bn	$21.04bn	112.8297	112.2036	0.278%	-0.555%	-0.00154%
912810FS2	2.000%	Jan 15, 2026	$20.00bn	–	$3.53bn	$16.47bn	143.7603	143.0539	0.277%	-0.491%	-0.00136%
912828CT5	4.250%	Aug 15, 2014	$24.72bn	–	$3.68bn	$21.04bn	112.0571	109.6439	0.276%	-0.257%	-0.00071%
912828JK7	3.125%	Aug 31, 2013	$23.83bn	–	$1.73bn	$22.11bn	105.9159	104.2897	0.274%	-0.060%	-0.00016%
912828MY3	0.500%	Apr 15, 2015	$21.23bn	–	$234.7m	$21.00bn	110.9740	111.0669	0.273%	+0.084%	+0.00023%
912828JQ4	2.750%	Oct 31, 2013	$25.06bn	–	$3.12bn	$21.94bn	105.1401	105.0467	0.270%	-0.089%	-0.00024%
912828EW6	4.500%	Feb 15, 2016	$21.84bn	–	$2.46bn	$19.38bn	118.0788	115.2479	0.268%	-0.492%	-0.00132%
912828PL8	0.750%	Dec 15, 2013	$32.47bn	–	$9.91bn	$22.56bn	101.0984	100.9703	0.267%	-0.127%	-0.00034%
912828NG1	2.750%	May 31, 2017	$31.67bn	–	$11.18bn	$20.50bn	110.5984	109.9725	0.265%	-0.566%	-0.00150%
912810FB9	6.125%	Nov 15, 2027	$22.51bn	$497.0m	$6.88bn	$15.14bn	149.5625	147.7067	0.265%	-1.241%	-0.00329%
912828NK2	2.500%	Jun 30, 2017	$30.87bn	–	$10.35bn	$20.52bn	109.0635	108.4190	0.262%	-0.591%	-0.00155%
912828FL9	2.500%	Jul 15, 2016	$20.00bn	–	$3.07bn	$16.93bn	131.8265	131.8287	0.261%	+0.002%	+0.00000%
912828QC7	1.250%	Apr 15, 2014	$33.58bn	–	$12.02bn	$21.56bn	102.6535	102.4088	0.259%	-0.238%	-0.00062%
912810PX0	4.500%	May 15, 2038	$25.51bn	–	$8.78bn	$16.72bn	131.4330	129.1666	0.257%	-1.724%	-0.00444%
912828MF4	1.375%	Jan 15, 2020	$18.97bn	–	$979.9m	$17.99bn	121.7824	121.6616	0.257%	-0.099%	-0.00025%
912828DH0	1.625%	Jan 15, 2015	$19.00bn	–	$2.10bn	$16.90bn	129.4912	129.7311	0.256%	+0.185%	+0.00047%
912828FY1	4.625%	Nov 15, 2016	$23.29bn	–	$5.01bn	$18.29bn	119.6473	118.9220	0.256%	-0.606%	-0.00155%
912828EA4	1.875%	Jul 15, 2015	$17.00bn	–	$358.0m	$16.64bn	130.1122	130.2909	0.253%	+0.137%	+0.00035%
912828RT9	1.375%	Nov 30, 2018	$30.31bn	–	$9.01bn	$21.30bn	101.3304	100.6269	0.253%	-0.694%	-0.00175%
912828JD3	3.375%	Jun 30, 2013	$22.14bn	–	$1.65bn	$20.50bn	104.7967	104.7218	0.251%	-0.071%	-0.00018%
912828JT8	2.000%	Nov 30, 2013	$27.82bn	–	$7.14bn	$20.68bn	103.5943	103.5027	0.251%	-0.088%	-0.00022%
912828QT0	2.375%	Jun 30, 2018	$29.93bn	–	$10.15bn	$19.79bn	108.1150	107.4293	0.250%	-0.634%	-0.00159%
912828ET3	2.000%	Jan 15, 2016	$17.00bn	–	$513.0m	$16.49bn	129.4413	129.6229	0.250%	+0.140%	+0.00035%
912828HH6	4.250%	Nov 15, 2017	$27.67bn	–	$9.96bn	$17.72bn	119.7545	118.9993	0.248%	-0.631%	-0.00157%
912828PZ7	1.250%	Mar 15, 2014	$32.00bn	–	$11.79bn	$20.21bn	102.6336	102.4519	0.243%	-0.177%	-0.00043%
912828JG6	3.375%	Jul 31, 2013	$23.31bn	–	$3.57bn	$19.75bn	104.7593	104.6844	0.242%	-0.071%	-0.00017%
912828HY9	3.125%	Apr 30, 2013	$20.74bn	–	$1.23bn	$19.51bn	104.4859	104.4224	0.239%	-0.061%	-0.00015%
912828QH6	1.250%	Feb 15, 2014	$32.73bn	–	$12.95bn	$19.79bn	102.6399	101.8953	0.238%	-0.117%	-0.00028%
912828KZ2	3.250%	Jun 30, 2016	$27.78bn	–	$9.71bn	$18.07bn	111.8795	111.2321	0.237%	-0.579%	-0.00137%
912810FP8	5.375%	Feb 15, 2031	$16.43bn	–	$2.50bn	$13.93bn	144.3268	139.5965	0.235%	-1.415%	-0.00333%
912810PZ5	2.500%	Jan 15, 2029	$14.15bn	–	$282.3m	$13.87bn	144.3811	143.2173	0.234%	-0.806%	-0.00189%
912810PS1	2.375%	Jan 15, 2027	$16.48bn	–	$3.05bn	$13.43bn	148.7993	147.5959	0.234%	-0.809%	-0.00189%
912828RY8	1.375%	Dec 31, 2018	$29.94bn	–	$10.47bn	$19.47bn	101.0896	100.3867	0.230%	-0.695%	-0.00160%
912828FQ8	4.875%	Aug 15, 2016	$22.56bn	–	$6.35bn	$16.21bn	121.4083	118.2634	0.230%	-0.583%	-0.00134%
912810PU6	5.000%	May 15, 2037	$21.41bn	–	$7.48bn	$13.93bn	140.4152	138.1260	0.229%	-1.630%	-0.00373%
912828GD6	2.375%	Jan 15, 2017	$17.25bn	–	$2.59bn	$14.66bn	132.6387	132.4533	0.228%	-0.140%	-0.00032%
912828HA1	4.750%	Aug 15, 2017	$28.00bn	–	$12.25bn	$15.75bn	123.3818	120.2582	0.227%	-0.607%	-0.00138%
912828RP7	1.750%	Oct 31, 2018	$30.10bn	–	$11.47bn	$18.63bn	104.1034	103.3990	0.227%	-0.677%	-0.00154%
912828QY9	2.250%	Jul 31, 2018	$29.86bn	–	$11.90bn	$17.96bn	107.0999	106.4354	0.225%	-0.620%	-0.00140%
912828PN4	2.750%	Dec 31, 2017	$30.45bn	–	$13.21bn	$17.25bn	110.5543	109.8984	0.223%	-0.593%	-0.00132%
912828JB7	3.500%	May 31, 2013	$20.52bn	–	$2.47bn	$18.05bn	105.0087	104.9423	0.222%	-0.063%	-0.00014%
912828AP5	4.000%	Nov 15, 2012	$18.11bn	–	$0.9m	$18.11bn	103.9196	103.8633	0.220%	-0.054%	-0.00012%
912828PQ7	1.000%	Jan 15, 2014	$32.70bn	–	$14.27bn	$18.43bn	101.5780	101.4389	0.219%	-0.137%	-0.00030%
912828LA6	1.875%	Jul 15, 2019	$15.19bn	–	$528.0m	$14.66bn	127.5681	127.4444	0.219%	-0.097%	-0.00021%
912810PV4	1.750%	Jan 15, 2028	$15.64bn	–	$1.64bn	$14.00bn	133.5209	132.3984	0.219%	-0.841%	-0.00184%
912828GH7	4.625%	Feb 15, 2017	$22.19bn	–	$7.07bn	$15.12bn	121.4490	118.3781	0.215%	-0.625%	-0.00134%
912828KW9	3.250%	May 31, 2016	$26.90bn	–	$10.57bn	$16.33bn	112.0594	111.4107	0.214%	-0.579%	-0.00124%
912828HV5	2.500%	Mar 31, 2013	$20.57bn	–	$3.11bn	$17.45bn	103.5657	103.5138	0.212%	-0.050%	-0.00011%
912828FF2	5.125%	May 15, 2016	$23.29bn	–	$8.40bn	$14.90bn	120.4732	119.8503	0.210%	-0.517%	-0.00109%
912828PT1	2.625%	Jan 31, 2018	$29.58bn	–	$13.27bn	$16.30bn	109.6010	108.9351	0.209%	-0.608%	-0.00127%
912828GN4	2.000%	Apr 15, 2012	$17.28bn	–	$1.52bn	$15.76bn	112.8125	112.9190	0.208%	+0.094%	+0.00020%
912828QB9	2.875%	Mar 31, 2018	$30.30bn	–	$14.45bn	$15.85bn	112.0990	111.4206	0.208%	-0.605%	-0.00126%
912828KT6	2.375%	Mar 31, 2016	$25.14bn	–	$9.04bn	$16.10bn	108.3984	107.8991	0.204%	-0.461%	-0.00094%
912810PW2	4.375%	Feb 15, 2038	$22.53bn	–	$9.21bn	$13.32bn	129.9898	125.5865	0.203%	-1.705%	-0.00345%
912828HN3	1.625%	Jan 15, 2018	$16.41bn	–	$2.63bn	$13.78bn	125.3475	125.2114	0.202%	-0.109%	-0.00022%
912828AU4	3.875%	Feb 15, 2013	$19.50bn	–	$3.15bn	$16.34bn	105.6651	103.6909	0.202%	-0.035%	-0.00007%
912810DW5	7.250%	May 15, 2016	$18.82bn	–	$5.62bn	$13.20bn	130.1161	129.3499	0.201%	-0.589%	-0.00118%
912828GX2	2.625%	Jul 15, 2017	$14.00bn	–	$1.08bn	$12.92bn	132.6203	132.4188	0.201%	-0.152%	-0.00030%
912828KM1	1.250%	Apr 15, 2014	$15.28bn	–	$255.2m	$15.02bn	113.7425	114.2340	0.200%	+0.432%	+0.00086%
912828JH4	4.000%	Aug 15, 2018	$36.80bn	–	$22.60bn	$14.20bn	120.2853	117.5711	0.200%	-0.594%	-0.00119%
912828BA7	3.625%	May 15, 2013	$18.25bn	–	$2.10bn	$16.15bn	105.2143	105.1281	0.199%	-0.082%	-0.00016%
912828JE1	1.375%	Jul 15, 2018	$14.97bn	–	$974.0m	$14.00bn	121.3051	121.2514	0.199%	-0.044%	-0.00009%
912828QJ2	2.125%	Feb 29, 2016	$36.92bn	–	$21.17bn	$15.75bn	107.4615	105.8183	0.198%	-0.540%	-0.00107%
912828AJ9	4.375%	Aug 15, 2012	$19.64bn	–	$3.54bn	$16.11bn	104.3336	102.1178	0.197%	-0.027%	-0.00005%
912810EL8	8.000%	Nov 15, 2021	$32.81bn	$2.17bn	$20.07bn	$10.57bn	158.5893	157.4454	0.196%	-0.721%	-0.00141%
912828JX9	2.125%	Jan 15, 2019	$14.76bn	–	$1.75bn	$13.01bn	127.7674	127.6302	0.195%	-0.107%	-0.00021%
912828GU8	4.750%	May 31, 2012	$16.24bn	–	$0.8m	$16.24bn	102.3489	102.3502	0.195%	+0.001%	+0.00000%
912828QQ6	2.375%	May 31, 2018	$31.44bn	–	$16.35bn	$15.09bn	108.3776	107.7220	0.191%	-0.605%	-0.00116%
912828HW3	0.625%	Apr 15, 2013	$15.00bn	–	$144.7m	$14.86bn	109.8070	110.5566	0.191%	+0.683%	+0.00130%
912828HG8	3.875%	Oct 31, 2012	$15.51bn	–	$0.9m	$15.51bn	103.8025	103.7675	0.188%	-0.034%	-0.00006%
912828SA9	0.125%	Jan 15, 2022	$15.28bn	–	–	$15.28bn	104.0514	103.8670	0.186%	-0.177%	-0.00033%
912810FM5	6.250%	May 15, 2030	$17.05bn	–	$6.86bn	$10.18bn	155.3080	153.2435	0.185%	-1.329%	-0.00246%
912828HT0	2.750%	Feb 28, 2013	$17.78bn	–	$2.76bn	$15.02bn	103.9447	102.5387	0.183%	-0.030%	-0.00005%
912828GS3	4.500%	May 15, 2017	$25.59bn	–	$12.62bn	$12.97bn	120.1518	119.5103	0.182%	-0.534%	-0.00097%
912828HZ6	3.875%	May 15, 2018	$34.08bn	–	$20.99bn	$13.09bn	118.1429	117.4516	0.181%	-0.585%	-0.00106%
912828PM6	2.125%	Dec 31, 2015	$36.75bn	–	$22.30bn	$14.46bn	106.6556	106.1061	0.180%	-0.515%	-0.00093%
912810EW4	6.000%	Feb 15, 2026	$12.90bn	$67.0m	$2.43bn	$10.40bn	146.8967	142.3098	0.179%	-1.080%	-0.00193%
912828HQ6	2.875%	Jan 31, 2013	$15.70bn	–	$931.0m	$14.77bn	102.7266	102.7057	0.178%	-0.020%	-0.00004%
912828QG8	2.625%	Apr 30, 2018	$30.83bn	–	$17.26bn	$13.57bn	110.2332	109.6298	0.175%	-0.547%	-0.00096%
912810PT9	4.750%	Feb 15, 2037	$16.59bn	–	$5.69bn	$10.90bn	136.7568	132.1645	0.174%	-1.621%	-0.00283%
912828HK9	3.375%	Nov 30, 2012	$15.95bn	–	$1.52bn	$14.43bn	103.2684	103.2234	0.174%	-0.044%	-0.00008%
912828PY0	2.750%	Feb 28, 2018	$30.59bn	–	$17.31bn	$13.29bn	111.5072	109.5075	0.173%	-0.560%	-0.00097%
912828KR0	2.625%	Apr 30, 2016	$26.90bn	–	$13.58bn	$13.33bn	109.3894	108.8173	0.171%	-0.523%	-0.00089%
912828GM6	4.500%	Mar 31, 2012	$16.35bn	–	$2.32bn	$14.04bn	102.2121	102.2249	0.168%	+0.013%	+0.00002%
912810QF8	2.125%	Feb 15, 2040	$15.17bn	–	$5.37bn	$9.81bn	146.2230	143.6552	0.168%	-0.996%	-0.00167%
912828KS8	2.625%	Feb 29, 2016	$23.18bn	–	$10.58bn	$12.60bn	109.6418	107.8196	0.162%	-0.465%	-0.00075%
912828HM5	3.625%	Dec 31, 2012	$15.66bn	–	$2.41bn	$13.25bn	103.4749	103.4512	0.161%	-0.023%	-0.00004%
912828GZ7	4.625%	Jul 31, 2012	$15.80bn	–	$2.41bn	$13.39bn	102.2940	102.2562	0.160%	-0.037%	-0.00006%
912810DX3	7.500%	Nov 15, 2016	$18.86bn	$77.0m	$8.57bn	$10.22bn	134.0134	133.1109	0.160%	-0.673%	-0.00108%
912828GQ7	4.500%	Apr 30, 2012	$16.45bn	–	$3.09bn	$13.36bn	102.2435	102.2270	0.160%	-0.016%	-0.00003%
912828GW4	4.875%	Jun 30, 2012	$15.90bn	–	$3.19bn	$12.71bn	102.3973	102.3795	0.152%	-0.017%	-0.00003%
912828HE3	4.250%	Sep 30, 2012	$15.88bn	–	$3.67bn	$12.21bn	104.1899	104.1516	0.149%	-0.037%	-0.00005%
912810EP9	7.125%	Feb 15, 2023	$18.37bn	$2.59bn	$7.70bn	$8.08bn	155.1039	150.3874	0.147%	-0.744%	-0.00109%
912810DY1	8.750%	May 15, 2017	$18.19bn	$2.64bn	$6.87bn	$8.69bn	143.5000	142.5409	0.146%	-0.668%	-0.00098%
912810FG8	5.250%	Feb 15, 2029	$11.35bn	–	$2.46bn	$8.89bn	140.1128	135.6226	0.146%	-1.331%	-0.00194%
912810EM6	7.250%	Aug 15, 2022	$10.36bn	$225.0m	$2.25bn	$7.88bn	155.2867	150.4863	0.143%	-0.757%	-0.00108%
912828HC7	4.125%	Aug 31, 2012	$16.09bn	–	$4.35bn	$11.74bn	104.0889	101.9800	0.143%	-0.045%	-0.00006%
912810FF0	5.250%	Nov 15, 2028	$10.95bn	–	$2.13bn	$8.82bn	138.5625	136.6683	0.143%	-1.367%	-0.00196%
912810EV6	6.875%	Aug 15, 2025	$12.60bn	$1.42bn	$4.00bn	$7.18bn	157.2697	152.2833	0.132%	-0.985%	-0.00130%
912810ED6	8.125%	Aug 15, 2019	$20.21bn	$1.27bn	$11.72bn	$7.22bn	153.2534	148.1473	0.130%	-0.681%	-0.00088%
912810FE3	5.500%	Aug 15, 2028	$11.78bn	–	$4.44bn	$7.33bn	143.2908	138.6329	0.123%	-1.331%	-0.00164%
912810ES3	7.500%	Nov 15, 2024	$11.46bn	$1.87bn	$3.30bn	$6.29bn	161.4509	160.0172	0.119%	-0.888%	-0.00106%
912810EC8	8.875%	Feb 15, 2019	$19.24bn	$6.16bn	$6.84bn	$6.24bn	156.5061	151.0220	0.114%	-0.669%	-0.00076%
912810EY0	6.500%	Nov 15, 2026	$11.47bn	$633.0m	$4.47bn	$6.37bn	152.9241	151.1920	0.114%	-1.133%	-0.00129%
912810FQ6	3.375%	Apr 15, 2032	$5.00bn	–	$401.0m	$4.60bn	203.5346	201.7029	0.110%	-0.900%	-0.00099%
912810ET1	7.625%	Feb 15, 2025	$11.72bn	$2.22bn	$3.89bn	$5.61bn	165.3974	160.0642	0.109%	-0.919%	-0.00100%
912810FJ2	6.125%	Aug 15, 2029	$11.18bn	–	$5.16bn	$6.02bn	153.7982	148.6899	0.108%	-1.330%	-0.00144%
912810EZ7	6.625%	Feb 15, 2027	$10.45bn	$934.0m	$3.65bn	$5.87bn	156.6855	151.5855	0.108%	-1.141%	-0.00123%
912810FA1	6.375%	Aug 15, 2027	$10.73bn	$1.54bn	$3.44bn	$5.76bn	154.1950	149.1377	0.104%	-1.213%	-0.00126%
912810EG9	8.750%	Aug 15, 2020	$21.41bn	$4.36bn	$11.94bn	$5.11bn	162.5109	157.0793	0.097%	-0.650%	-0.00063%
912810DP0	11.250%	Feb 15, 2015	$12.67bn	$2.15bn	$4.70bn	$5.82bn	138.2908	132.1198	0.094%	-0.395%	-0.00037%
912810DZ8	8.875%	Aug 15, 2017	$14.01bn	$3.05bn	$5.93bn	$5.04bn	147.9749	142.6157	0.087%	-0.623%	-0.00054%
912810EN4	7.625%	Nov 15, 2022	$10.70bn	$3.28bn	$2.98bn	$4.44bn	157.8839	156.7414	0.082%	-0.724%	-0.00059%
912810EX2	6.750%	Aug 15, 2026	$10.90bn	$2.08bn	$4.46bn	$4.36bn	157.4620	152.3407	0.080%	-1.109%	-0.00089%
912810EB0	9.000%	Nov 15, 2018	$9.03bn	$1.86bn	$3.60bn	$3.57bn	153.7723	152.7394	0.064%	-0.672%	-0.00043%
912810EA2	9.125%	May 15, 2018	$8.70bn	$1.99bn	$3.36bn	$3.36bn	151.7366	150.8073	0.060%	-0.612%	-0.00037%
912810EK0	8.125%	Aug 15, 2021	$12.16bn	$2.66bn	$6.37bn	$3.13bn	160.9721	155.6786	0.059%	-0.765%	-0.00045%
912810EJ3	8.125%	May 15, 2021	$11.95bn	$1.89bn	$7.05bn	$3.01bn	157.8973	156.8571	0.056%	-0.659%	-0.00037%
912810EH7	7.875%	Feb 15, 2021	$11.11bn	$1.04bn	$7.05bn	$3.02bn	156.8254	151.8245	0.055%	-0.678%	-0.00038%
912810EE4	8.500%	Feb 15, 2020	$10.23bn	$753.0m	$6.63bn	$2.84bn	158.4579	153.1003	0.053%	-0.699%	-0.00037%
912810DV7	9.250%	Feb 15, 2016	$7.25bn	$1.84bn	$2.41bn	$3.01bn	139.5231	134.2249	0.049%	-0.482%	-0.00024%
912810DT2	9.875%	Nov 15, 2015	$6.89bn	$1.31bn	$2.78bn	$2.80bn	137.6786	137.1216	0.045%	-0.405%	-0.00018%
912810EF1	8.750%	May 15, 2020	$10.16bn	$2.58bn	$5.31bn	$2.27bn	159.2188	158.2284	0.042%	-0.622%	-0.00026%
912810DS4	10.625%	Aug 15, 2015	$7.15bn	$3.13bn	$2.16bn	$1.87bn	140.9395	135.0941	0.031%	-0.378%	-0.00012%
Total						$7.81tn			100.000%		-0.41842%

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.