Rebalance of June 28, 2013

US Treasury Aggregate constituents

Every one of the 336 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: 336
Weights sum to: 100.0000%
Contributions sum to: -1.107349%
Market value: $9.41tn

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 -1.107349% against a published month return of -1.107349%, a difference of 1.6e-8 basis points, the published rounding rather than arithmetic. That shows this level is reproducible from these holdings; it is not a check on the prices behind them, since both sides use the same ones.

How each weight is set

Par auctioned, less what Treasury has bought back and retired, less what the Federal Reserve holds, gives the float that is actually investable. The two deductions are applied in that order rather than combined: a buyback destroys the debt, while the Federal Reserve only parks it, so merging them would restore retired par the moment quantitative tightening reversed.

Every holding of the US Treasury Aggregate index at the June 28, 2013 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
9127957A3	0.000%	Jul 25, 2013	$85.00bn	–	–	$85.00bn	99.9969	99.9985	0.903%	+0.002%	+0.00001%
9127957E5	0.000%	Aug 22, 2013	$85.00bn	–	–	$85.00bn	99.9931	99.9939	0.903%	+0.001%	+0.00001%
912796AN9	0.000%	Jul 5, 2013	$63.00bn	–	–	$63.00bn	99.9990	99.9996	0.670%	+0.001%	+0.00000%
912796AS8	0.000%	Jul 11, 2013	$63.00bn	–	–	$63.00bn	99.9977	99.9993	0.670%	+0.002%	+0.00001%
912796AT6	0.000%	Jul 18, 2013	$63.00bn	–	–	$63.00bn	99.9960	99.9989	0.670%	+0.003%	+0.00002%
912828PC8	2.625%	Nov 15, 2020	$67.41bn	–	$9.21bn	$58.20bn	107.0105	104.4603	0.662%	-2.383%	-0.01577%
912828UN8	2.000%	Feb 15, 2023	$66.00bn	–	$4.52bn	$61.48bn	99.5967	96.8764	0.651%	-2.731%	-0.01777%
912796AY5	0.000%	Aug 29, 2013	$60.00bn	–	–	$60.00bn	99.9925	99.9948	0.638%	+0.002%	+0.00001%
912796AX7	0.000%	Aug 15, 2013	$59.00bn	–	–	$59.00bn	99.9937	99.9960	0.627%	+0.002%	+0.00001%
912796AV1	0.000%	Aug 8, 2013	$57.00bn	–	–	$57.00bn	99.9962	99.9966	0.606%	+0.000%	+0.00000%
912796AU3	0.000%	Aug 1, 2013	$57.00bn	–	–	$57.00bn	99.9948	99.9981	0.606%	+0.003%	+0.00002%
9127957K1	0.000%	Sep 19, 2013	$55.00bn	–	–	$55.00bn	99.9846	99.9908	0.584%	+0.006%	+0.00004%
912795Z87	0.000%	Oct 17, 2013	$55.00bn	–	–	$55.00bn	99.9768	99.9815	0.584%	+0.005%	+0.00003%
912828TY6	1.625%	Nov 15, 2022	$66.00bn	–	$10.10bn	$55.90bn	96.1464	93.4263	0.571%	-2.829%	-0.01616%
912828PX2	3.625%	Feb 15, 2021	$67.58bn	–	$21.02bn	$46.56bn	115.0815	112.4244	0.569%	-2.309%	-0.01315%
912828MP2	3.625%	Feb 15, 2020	$71.59bn	–	$27.74bn	$43.85bn	115.1127	112.8306	0.536%	-1.983%	-0.01063%
912796AE9	0.000%	Nov 14, 2013	$49.00bn	–	–	$49.00bn	99.9675	99.9768	0.521%	+0.009%	+0.00005%
912828TJ9	1.625%	Aug 15, 2022	$66.00bn	–	$16.09bn	$49.91bn	97.0161	94.3292	0.515%	-2.769%	-0.01425%
912828SQ4	0.125%	Apr 15, 2017	$44.43bn	–	$429.9m	$44.00bn	106.8174	104.8680	0.499%	-1.825%	-0.00912%
912828MW7	2.500%	Mar 31, 2015	$43.42bn	–	$0.7m	$43.42bn	104.4684	104.4409	0.482%	-0.026%	-0.00013%
912828ME7	2.625%	Dec 31, 2014	$43.24bn	–	$0.8m	$43.24bn	104.8667	103.5384	0.482%	-0.015%	-0.00007%
912828RC6	2.125%	Aug 15, 2021	$66.73bn	–	$22.80bn	$43.94bn	102.9152	100.2983	0.481%	-2.543%	-0.01222%
912828MR8	2.375%	Feb 28, 2015	$43.03bn	–	$0.2m	$43.03bn	104.2381	104.2313	0.477%	-0.007%	-0.00003%
912828LZ1	2.125%	Nov 30, 2014	$43.26bn	–	$0.2m	$43.26bn	102.8299	102.8362	0.473%	+0.006%	+0.00003%
912828MH0	2.250%	Jan 31, 2015	$42.68bn	–	$0.4m	$42.68bn	104.0458	104.0323	0.472%	-0.013%	-0.00006%
912828MZ0	2.500%	Apr 30, 2015	$42.90bn	–	$449.9m	$42.45bn	104.4185	104.3587	0.471%	-0.057%	-0.00027%
912828LS7	2.375%	Oct 31, 2014	$42.01bn	–	$0.8m	$42.01bn	103.2194	103.2439	0.461%	+0.024%	+0.00011%
912828RR3	2.000%	Nov 15, 2021	$70.10bn	–	$27.55bn	$42.55bn	101.0408	98.4117	0.457%	-2.602%	-0.01189%
912828TE0	0.125%	Jul 15, 2022	$41.00bn	–	$355.0m	$40.65bn	104.5213	98.5523	0.451%	-5.711%	-0.02578%
912828NF3	2.125%	May 31, 2015	$40.87bn	–	$0.2m	$40.87bn	103.6112	103.5550	0.450%	-0.054%	-0.00024%
912828UH1	0.125%	Jan 15, 2023	$41.00bn	–	$14.0m	$40.99bn	102.8719	97.4300	0.448%	-5.290%	-0.02370%
912828LQ1	2.375%	Sep 30, 2014	$40.71bn	–	$0.5m	$40.71bn	103.2903	103.2845	0.447%	-0.006%	-0.00003%
912828LK4	2.375%	Aug 31, 2014	$40.17bn	–	$4.7m	$40.17bn	103.3319	103.2938	0.441%	-0.037%	-0.00016%
912828LC2	2.625%	Jul 31, 2014	$39.98bn	–	$40.0m	$39.94bn	103.7357	103.6887	0.440%	-0.045%	-0.00020%
912828QD5	0.125%	Apr 15, 2016	$38.37bn	–	$367.0m	$38.00bn	108.9924	107.9090	0.440%	-0.994%	-0.00437%
912828SA9	0.125%	Jan 15, 2022	$41.28bn	–	$2.50bn	$38.79bn	106.1647	100.3569	0.438%	-5.471%	-0.02394%
912828LY4	3.375%	Nov 15, 2019	$71.04bn	–	$34.52bn	$36.52bn	112.5805	110.3998	0.437%	-1.937%	-0.00846%
912828NL0	1.875%	Jun 30, 2015	$39.10bn	–	$0.7m	$39.10bn	104.0164	103.0051	0.432%	-0.071%	-0.00031%
912828NT3	2.625%	Aug 15, 2020	$67.85bn	–	$30.25bn	$37.60bn	107.8769	105.4237	0.431%	-2.274%	-0.00980%
912828NP1	1.750%	Jul 31, 2015	$38.22bn	–	$0.9m	$38.21bn	103.6259	103.5425	0.421%	-0.080%	-0.00034%
912828KY5	2.625%	Jun 30, 2014	$38.07bn	–	$0.5m	$38.07bn	103.7417	102.4134	0.420%	-0.015%	-0.00006%
912810QZ4	3.125%	Feb 15, 2043	$42.00bn	–	$1.62bn	$40.38bn	97.6511	94.0490	0.419%	-3.689%	-0.01546%
912828QV5	0.625%	Jul 15, 2021	$35.84bn	–	$849.9m	$34.99bn	112.2972	106.4348	0.418%	-5.220%	-0.02180%
912828PM6	2.125%	Dec 31, 2015	$36.75bn	–	$0.4m	$36.75bn	105.2790	103.9745	0.411%	-0.230%	-0.00095%
912828PP9	1.125%	Jan 15, 2021	$36.68bn	–	$4.68bn	$31.99bn	119.7295	113.8926	0.407%	-4.875%	-0.01985%
912828SP6	0.375%	Apr 15, 2015	$37.82bn	–	$0.7m	$37.82bn	100.2065	100.1414	0.403%	-0.065%	-0.00026%
912828NV8	1.250%	Aug 31, 2015	$36.88bn	–	$0.4m	$36.88bn	102.3539	102.1990	0.401%	-0.151%	-0.00061%
912828QN3	3.125%	May 15, 2021	$66.00bn	–	$32.05bn	$33.95bn	110.3488	107.6804	0.398%	-2.418%	-0.00963%
912828SF8	2.000%	Feb 15, 2022	$74.21bn	–	$37.36bn	$36.84bn	101.1592	98.4701	0.396%	-2.658%	-0.01053%
912828PJ3	1.375%	Nov 30, 2015	$36.38bn	–	$0.1m	$36.38bn	102.4175	102.2102	0.396%	-0.202%	-0.00080%
912828KQ2	3.125%	May 15, 2019	$64.41bn	–	$30.96bn	$33.45bn	110.8801	108.8366	0.394%	-1.843%	-0.00727%
912828KV1	2.250%	May 31, 2014	$36.21bn	–	$36.1m	$36.17bn	102.0809	102.0656	0.392%	-0.015%	-0.00006%
912828NZ9	1.250%	Sep 30, 2015	$36.10bn	–	$0.7m	$36.10bn	102.2498	102.1267	0.392%	-0.120%	-0.00047%
912828SV3	1.750%	May 15, 2022	$68.98bn	–	$31.39bn	$37.60bn	98.1529	95.4735	0.392%	-2.730%	-0.01071%
912828KN9	1.875%	Apr 30, 2014	$36.21bn	–	$0.8m	$36.21bn	101.7357	101.7221	0.392%	-0.013%	-0.00005%
912828DM9	4.000%	Feb 15, 2015	$34.21bn	–	$0.9m	$34.21bn	107.5059	107.4715	0.391%	-0.032%	-0.00012%
912828RS1	0.250%	Nov 30, 2013	$36.59bn	–	$0.8m	$36.59bn	100.0645	100.0837	0.389%	+0.019%	+0.00007%
912828PE4	1.250%	Oct 31, 2015	$35.72bn	–	$0.5m	$35.72bn	102.1780	102.0231	0.388%	-0.152%	-0.00059%
912828RN2	0.250%	Oct 31, 2013	$36.33bn	–	$0.7m	$36.33bn	100.0856	100.0734	0.386%	-0.012%	-0.00005%
912828QX1	1.500%	Jul 31, 2016	$36.04bn	–	$1.04bn	$35.00bn	103.4472	102.9694	0.385%	-0.462%	-0.00178%
912828KJ8	1.750%	Mar 31, 2014	$35.61bn	–	$0.6m	$35.61bn	101.6185	101.6274	0.385%	+0.009%	+0.00003%
912828NU0	0.750%	Aug 15, 2013	$36.04bn	–	$0.0m	$36.04bn	100.3488	100.3755	0.384%	+0.027%	+0.00010%
912828RW2	0.125%	Dec 31, 2013	$36.13bn	–	$0.4m	$36.13bn	100.0532	100.0003	0.384%	+0.010%	+0.00004%
912828QW3	0.375%	Jul 31, 2013	$36.04bn	–	$0.2m	$36.04bn	100.1899	100.1877	0.384%	-0.002%	-0.00001%
912828RK8	0.125%	Sep 30, 2013	$36.09bn	–	$0.7m	$36.09bn	100.0219	100.0314	0.384%	+0.010%	+0.00004%
912828RD4	0.125%	Aug 31, 2013	$36.07bn	–	$0.5m	$36.07bn	100.0323	100.0418	0.383%	+0.010%	+0.00004%
912828SR2	0.250%	Apr 30, 2014	$35.94bn	–	$0.4m	$35.94bn	100.1168	100.1046	0.382%	-0.012%	-0.00005%
912828SE1	0.250%	Feb 15, 2015	$35.90bn	–	$0.8m	$35.90bn	100.0433	100.0314	0.382%	-0.012%	-0.00005%
912828SL5	0.250%	Mar 31, 2014	$35.83bn	–	$0.9m	$35.83bn	100.1375	100.1566	0.381%	+0.019%	+0.00007%
912828ND8	3.500%	May 15, 2020	$68.22bn	–	$36.62bn	$31.60bn	113.3995	111.0095	0.381%	-2.108%	-0.00803%
912828SB7	0.250%	Jan 31, 2014	$35.66bn	–	$0.6m	$35.66bn	100.1787	100.1668	0.380%	-0.012%	-0.00005%
912828SG6	0.250%	Feb 28, 2014	$35.50bn	–	$0.8m	$35.50bn	100.1583	100.1461	0.378%	-0.012%	-0.00005%
912828RF9	1.000%	Aug 31, 2016	$36.07bn	–	$1.07bn	$35.00bn	101.5707	101.0530	0.378%	-0.510%	-0.00193%
912828DV9	4.125%	May 15, 2015	$34.47bn	–	$1.45bn	$33.02bn	107.5880	107.5581	0.378%	-0.028%	-0.00010%
912828RJ1	1.000%	Sep 30, 2016	$36.09bn	–	$1.09bn	$35.00bn	101.4561	100.8764	0.377%	-0.571%	-0.00216%
912828RM4	1.000%	Oct 31, 2016	$36.33bn	–	$1.33bn	$35.00bn	101.3424	100.6997	0.377%	-0.634%	-0.00239%
912828TA8	0.250%	Jun 30, 2014	$35.36bn	–	$0.3m	$35.36bn	100.2001	100.0319	0.377%	-0.043%	-0.00016%
912828PS3	2.000%	Jan 31, 2016	$35.70bn	–	$1.91bn	$33.79bn	104.7733	104.5843	0.376%	-0.180%	-0.00068%
912828RX0	0.875%	Dec 31, 2016	$36.13bn	–	$1.13bn	$35.00bn	101.0285	99.9086	0.376%	-0.675%	-0.00254%
912828RU6	0.875%	Nov 30, 2016	$36.59bn	–	$1.59bn	$35.00bn	100.7572	100.1054	0.375%	-0.647%	-0.00242%
912810QX9	2.750%	Aug 15, 2042	$42.00bn	–	$3.02bn	$38.99bn	90.3517	86.9081	0.374%	-3.811%	-0.01427%
912828NN6	1.000%	Jul 15, 2013	$35.01bn	–	$0.9m	$35.01bn	100.4777	100.4926	0.374%	+0.015%	+0.00006%
912828TL4	0.250%	Aug 31, 2014	$35.00bn	–	–	$35.00bn	100.1270	100.1148	0.372%	-0.012%	-0.00005%
912828TQ3	0.250%	Sep 30, 2014	$35.00bn	–	–	$35.00bn	100.1062	100.0941	0.372%	-0.012%	-0.00005%
912828SW1	0.250%	May 31, 2014	$35.00bn	–	$0.5m	$35.00bn	100.0958	100.0837	0.372%	-0.012%	-0.00005%
912828TU4	0.250%	Oct 31, 2014	$35.00bn	–	–	$35.00bn	100.0856	100.0734	0.372%	-0.012%	-0.00005%
912828UK4	0.250%	Jan 31, 2015	$35.00bn	–	–	$35.00bn	100.0849	100.0730	0.372%	-0.012%	-0.00004%
912828UP3	0.250%	Feb 28, 2015	$35.00bn	–	–	$35.00bn	100.0333	99.9898	0.372%	-0.043%	-0.00016%
912828TZ3	0.250%	Nov 30, 2014	$35.00bn	–	–	$35.00bn	100.0333	100.0524	0.372%	+0.019%	+0.00007%
912828UT5	0.250%	Mar 31, 2015	$35.00bn	–	–	$35.00bn	99.9812	99.9378	0.372%	-0.043%	-0.00016%
912828TF7	0.125%	Jul 31, 2014	$35.00bn	–	–	$35.00bn	99.9800	99.9584	0.372%	-0.022%	-0.00008%
912828VD9	0.250%	May 31, 2015	$35.00bn	–	–	$35.00bn	99.8770	99.8337	0.372%	-0.043%	-0.00016%
912828UD0	0.125%	Dec 31, 2014	$35.00bn	–	–	$35.00bn	99.8657	99.8128	0.371%	+0.010%	+0.00004%
912828VE7	1.000%	May 31, 2018	$35.00bn	–	–	$35.00bn	99.7894	98.3034	0.371%	-1.489%	-0.00553%
912828UY4	0.125%	Apr 30, 2015	$35.00bn	–	–	$35.00bn	99.6365	99.6461	0.371%	+0.010%	+0.00004%
912828SY7	0.625%	May 31, 2017	$35.00bn	–	$2.5m	$35.00bn	99.3176	98.4279	0.369%	-0.896%	-0.00331%
912810QY7	2.750%	Nov 15, 2042	$42.00bn	–	$3.24bn	$38.76bn	89.5795	86.1325	0.369%	-3.848%	-0.01420%
912828SC5	0.875%	Jan 31, 2017	$35.66bn	–	$1.26bn	$34.40bn	100.8911	100.1775	0.369%	-0.707%	-0.00261%
912828TM2	0.625%	Aug 31, 2017	$35.00bn	–	$2.0m	$35.00bn	99.1301	98.0839	0.369%	-1.055%	-0.00389%
912828SS0	0.875%	Apr 30, 2017	$35.94bn	–	$1.52bn	$34.42bn	100.4558	99.6162	0.367%	-0.836%	-0.00307%
912828RQ5	0.375%	Nov 15, 2014	$34.45bn	–	$0.5m	$34.45bn	100.2694	100.2354	0.367%	-0.034%	-0.00012%
912828UA6	0.625%	Nov 30, 2017	$35.00bn	–	$18.0m	$34.98bn	98.6614	97.4592	0.367%	-1.218%	-0.00447%
912828EE6	4.250%	Aug 15, 2015	$32.47bn	–	$1.07bn	$31.40bn	109.8305	109.7529	0.367%	-0.071%	-0.00026%
912828SZ4	0.375%	Jun 15, 2015	$34.26bn	–	$0.4m	$34.26bn	100.2689	100.0476	0.365%	-0.034%	-0.00012%
912828RZ5	0.250%	Jan 15, 2015	$34.27bn	–	$0.1m	$34.27bn	100.0960	100.0841	0.365%	-0.012%	-0.00004%
912828SK7	0.375%	Mar 15, 2015	$34.22bn	–	$0.9m	$34.22bn	100.2378	100.2038	0.365%	-0.034%	-0.00012%
912828BH2	4.250%	Aug 15, 2013	$33.52bn	–	$0.2m	$33.52bn	102.1117	102.1279	0.364%	+0.016%	+0.00006%
912828JR2	3.750%	Nov 15, 2018	$57.36bn	–	$27.45bn	$29.91bn	114.0999	112.1977	0.363%	-1.667%	-0.00605%
912828SJ0	0.875%	Feb 28, 2017	$35.50bn	–	$1.70bn	$33.80bn	100.7884	100.0112	0.362%	-0.771%	-0.00279%
912828KF6	1.875%	Feb 28, 2014	$33.71bn	–	$294.2m	$33.42bn	101.7653	101.7829	0.361%	+0.017%	+0.00006%
912828TW0	0.750%	Oct 31, 2017	$35.00bn	–	$817.0m	$34.18bn	99.3818	98.1889	0.361%	-1.200%	-0.00433%
912828SU5	0.250%	May 15, 2015	$34.00bn	–	$0.9m	$34.00bn	99.8879	99.8444	0.361%	-0.044%	-0.00016%
912828QC7	1.250%	Apr 15, 2014	$33.58bn	–	$0.2m	$33.58bn	101.1048	101.1067	0.361%	+0.002%	+0.00001%
912828NM8	1.250%	Jul 15, 2020	$32.38bn	–	$4.49bn	$27.89bn	121.6145	116.1018	0.360%	-4.533%	-0.01634%
912810FR4	2.375%	Jan 15, 2025	$28.00bn	–	$6.57bn	$21.43bn	156.8659	147.8039	0.357%	-5.777%	-0.02064%
912828LJ7	3.625%	Aug 15, 2019	$66.75bn	–	$37.52bn	$29.23bn	114.8315	112.6744	0.357%	-1.879%	-0.00670%
912828TB6	0.750%	Jun 30, 2017	$35.36bn	–	$1.88bn	$33.48bn	100.0378	98.7208	0.356%	-0.942%	-0.00335%
912828NY2	0.750%	Sep 15, 2013	$33.36bn	–	$0.0m	$33.36bn	100.3505	100.3451	0.356%	-0.005%	-0.00002%
912828QR4	1.500%	Jun 30, 2016	$36.13bn	–	$3.86bn	$32.27bn	103.5444	102.3791	0.355%	-0.401%	-0.00142%
912810QT8	3.125%	Nov 15, 2041	$44.62bn	–	$10.33bn	$34.30bn	97.2863	93.7116	0.355%	-3.674%	-0.01303%
912828UZ1	0.625%	Apr 30, 2018	$35.00bn	–	$1.10bn	$33.90bn	98.1515	96.6678	0.354%	-1.512%	-0.00534%
912828SM3	1.000%	Mar 31, 2017	$35.83bn	–	$2.93bn	$32.90bn	101.1124	100.3139	0.354%	-0.790%	-0.00279%
912828RV4	0.250%	Dec 15, 2014	$33.17bn	–	$0.1m	$33.17bn	100.1480	100.0109	0.353%	-0.012%	-0.00004%
912828UE8	0.750%	Dec 31, 2017	$35.00bn	–	$1.62bn	$33.38bn	99.3816	97.7833	0.353%	-1.231%	-0.00434%
912828RB8	0.500%	Aug 15, 2014	$32.98bn	–	$0.9m	$32.98bn	100.5242	100.5003	0.352%	-0.024%	-0.00008%
912828QH6	1.250%	Feb 15, 2014	$32.73bn	–	$0.2m	$32.73bn	101.1542	101.1571	0.352%	+0.003%	+0.00001%
912828PQ7	1.000%	Jan 15, 2014	$32.70bn	–	$0.3m	$32.70bn	100.9152	100.9301	0.351%	+0.015%	+0.00005%
912828PU8	0.500%	Nov 15, 2013	$32.86bn	–	$0.1m	$32.86bn	100.2133	100.1889	0.350%	-0.024%	-0.00009%
912828PL8	0.750%	Dec 15, 2013	$32.47bn	–	$0.5m	$32.47bn	100.6940	100.3140	0.347%	-0.005%	-0.00002%
912828PZ7	1.250%	Mar 15, 2014	$32.00bn	–	–	$32.00bn	101.1155	101.1481	0.344%	+0.032%	+0.00011%
912828PB0	0.500%	Oct 15, 2013	$32.28bn	–	$0.2m	$32.28bn	100.2232	100.2302	0.344%	+0.007%	+0.00002%
912810QU5	3.125%	Feb 15, 2042	$47.22bn	–	$14.20bn	$33.02bn	97.9636	94.3615	0.344%	-3.677%	-0.01264%
912828QS2	0.750%	Jun 15, 2014	$32.00bn	–	–	$32.00bn	100.9440	100.5640	0.343%	-0.005%	-0.00002%
912828QM5	1.000%	May 15, 2014	$32.00bn	–	–	$32.00bn	100.8329	100.8152	0.343%	-0.018%	-0.00006%
912828QU7	0.625%	Jul 15, 2014	$32.00bn	–	–	$32.00bn	100.7400	100.7258	0.343%	-0.014%	-0.00005%
912828UU2	0.750%	Mar 31, 2018	$35.00bn	–	$2.45bn	$32.55bn	98.8811	97.4385	0.342%	-1.459%	-0.00499%
912828RL6	0.500%	Oct 15, 2014	$32.00bn	–	–	$32.00bn	100.4732	100.4802	0.342%	+0.007%	+0.00002%
912828TS9	0.625%	Sep 30, 2017	$35.00bn	–	$2.51bn	$32.49bn	98.9530	97.8446	0.342%	-1.120%	-0.00383%
912828UR9	0.750%	Feb 28, 2018	$35.00bn	–	$2.66bn	$32.34bn	99.0686	97.7194	0.340%	-1.362%	-0.00464%
912828RG7	0.250%	Sep 15, 2014	$32.00bn	–	–	$32.00bn	100.0856	100.1046	0.340%	+0.019%	+0.00006%
912828UG3	0.375%	Jan 15, 2016	$32.00bn	–	–	$32.00bn	99.9877	99.7667	0.340%	-0.221%	-0.00075%
912828TX8	0.375%	Nov 15, 2015	$32.00bn	–	–	$32.00bn	99.9569	99.7979	0.340%	-0.159%	-0.00054%
912828TD2	0.250%	Jul 15, 2015	$32.00bn	–	–	$32.00bn	99.9085	99.8341	0.340%	-0.074%	-0.00025%
912828UM0	0.375%	Feb 15, 2016	$32.00bn	–	–	$32.00bn	99.8931	99.6721	0.340%	-0.221%	-0.00075%
912828TK6	0.250%	Aug 15, 2015	$32.00bn	–	–	$32.00bn	99.8558	99.7502	0.340%	-0.106%	-0.00036%
912828US7	0.375%	Mar 15, 2016	$32.00bn	–	–	$32.00bn	99.8315	99.5476	0.340%	-0.284%	-0.00097%
912828TP5	0.250%	Sep 15, 2015	$32.00bn	–	–	$32.00bn	99.8043	99.6671	0.339%	-0.137%	-0.00047%
912828TT7	0.250%	Oct 15, 2015	$32.00bn	–	–	$32.00bn	99.7210	99.5838	0.339%	-0.138%	-0.00047%
912828UC2	0.250%	Dec 15, 2015	$32.00bn	–	–	$32.00bn	99.7105	99.3859	0.339%	-0.200%	-0.00068%
912828JZ4	1.750%	Jan 31, 2014	$31.27bn	–	$0.3m	$31.27bn	101.6571	101.6675	0.338%	+0.010%	+0.00003%
912828UW8	0.250%	Apr 15, 2016	$32.00bn	–	–	$32.00bn	99.3460	99.0526	0.338%	-0.295%	-0.00100%
912828VC1	0.250%	May 15, 2016	$32.00bn	–	–	$32.00bn	99.2629	98.9382	0.338%	-0.327%	-0.00110%
912828BR0	4.250%	Nov 15, 2013	$30.63bn	–	$0.9m	$30.63bn	102.0944	102.0740	0.332%	-0.020%	-0.00007%
912828TG5	0.500%	Jul 31, 2017	$35.00bn	–	$3.36bn	$31.64bn	98.7324	97.7711	0.332%	-0.974%	-0.00323%
912828JW1	1.500%	Dec 31, 2013	$30.04bn	–	$0.5m	$30.04bn	101.4506	100.6916	0.324%	-0.009%	-0.00003%
912810QL5	4.250%	Nov 15, 2040	$42.90bn	–	$17.54bn	$25.37bn	119.1257	115.0115	0.321%	-3.454%	-0.01109%
912810QH4	4.375%	May 15, 2040	$43.47bn	–	$18.69bn	$24.79bn	121.4759	117.3088	0.320%	-3.430%	-0.01098%
912796AZ2	0.000%	Sep 5, 2013	$30.00bn	–	–	$30.00bn	99.9919	99.9923	0.319%	+0.000%	+0.00000%
912796BC2	0.000%	Sep 26, 2013	$30.00bn	–	–	$30.00bn	99.9869	99.9875	0.319%	+0.001%	+0.00000%
912796BB4	0.000%	Sep 12, 2013	$30.00bn	–	–	$30.00bn	99.9856	99.9937	0.319%	+0.008%	+0.00003%
912796BD0	0.000%	Oct 3, 2013	$30.00bn	–	–	$30.00bn	99.9826	99.9892	0.319%	+0.007%	+0.00002%
912796BF5	0.000%	Oct 10, 2013	$30.00bn	–	–	$30.00bn	99.9780	99.9827	0.319%	+0.005%	+0.00001%
912810QE1	4.625%	Feb 15, 2040	$44.90bn	–	$21.37bn	$23.54bn	127.2861	123.0501	0.318%	-3.328%	-0.01060%
912828KD1	2.750%	Feb 15, 2019	$58.68bn	–	$31.89bn	$26.79bn	109.2892	107.4081	0.311%	-1.721%	-0.00536%
912828CA6	4.000%	Feb 15, 2014	$28.07bn	–	$0.4m	$28.07bn	103.9121	103.9090	0.310%	-0.003%	-0.00001%
912828NW6	1.875%	Aug 31, 2017	$29.71bn	–	$1.93bn	$27.78bn	104.7653	103.5954	0.309%	-1.117%	-0.00345%
912828MK3	3.125%	Jan 31, 2017	$32.52bn	–	$6.10bn	$26.43bn	109.8743	109.1473	0.309%	-0.662%	-0.00204%
912828LU2	3.125%	Oct 31, 2016	$31.76bn	–	$5.20bn	$26.57bn	108.7262	108.0577	0.307%	-0.615%	-0.00189%
912828VF4	1.375%	May 31, 2020	$29.00bn	–	–	$29.00bn	98.8238	96.5540	0.305%	-2.297%	-0.00700%
912828CJ7	4.750%	May 15, 2014	$27.29bn	–	$0.3m	$27.29bn	104.5890	104.5754	0.303%	-0.013%	-0.00004%
912828PF1	1.875%	Oct 31, 2017	$29.59bn	–	$2.37bn	$27.23bn	104.4232	103.1284	0.302%	-1.240%	-0.00375%
912828JT8	2.000%	Nov 30, 2013	$27.82bn	–	$0.2m	$27.82bn	100.9539	100.9506	0.298%	-0.003%	-0.00001%
912796BG3	0.000%	Oct 24, 2013	$28.00bn	–	–	$28.00bn	99.9757	99.9836	0.298%	+0.008%	+0.00002%
912828UJ7	0.875%	Jan 31, 2018	$35.00bn	–	$7.38bn	$27.62bn	99.8286	98.5212	0.293%	-1.310%	-0.00384%
912810QW1	3.000%	May 15, 2042	$43.92bn	–	$14.96bn	$28.96bn	94.6861	91.1019	0.291%	-3.785%	-0.01103%
912810QK7	3.875%	Aug 15, 2040	$43.21bn	–	$18.97bn	$24.24bn	112.9686	109.0496	0.291%	-3.469%	-0.01010%
912828BW9	2.000%	Jan 15, 2014	$21.00bn	–	–	$21.00bn	128.6677	128.6982	0.287%	+0.024%	+0.00007%
912828DC1	4.250%	Nov 15, 2014	$25.47bn	–	$87.6m	$25.38bn	106.0319	106.0428	0.286%	+0.010%	+0.00003%
912828HR4	3.500%	Feb 15, 2018	$39.20bn	–	$15.39bn	$23.81bn	112.7629	111.2837	0.285%	-1.312%	-0.00374%
912810QS0	3.750%	Aug 15, 2041	$42.49bn	–	$18.26bn	$24.23bn	110.4313	106.5026	0.284%	-3.558%	-0.01011%
912810FH6	3.875%	Apr 15, 2029	$19.72bn	$225.0m	$7.21bn	$12.28bn	216.9614	203.8216	0.283%	-6.056%	-0.01715%
912828VA5	1.125%	Apr 30, 2020	$29.00bn	–	$1.67bn	$27.33bn	97.4477	95.2208	0.283%	-2.285%	-0.00647%
912828JM3	3.125%	Sep 30, 2013	$26.22bn	–	$0.8m	$26.22bn	101.5464	101.5355	0.283%	-0.011%	-0.00003%
912828CT5	4.250%	Aug 15, 2014	$24.72bn	–	$0.8m	$24.72bn	106.1430	106.1279	0.279%	-0.014%	-0.00004%
912828SH4	1.375%	Feb 28, 2019	$29.41bn	–	$3.73bn	$25.68bn	101.1675	99.2721	0.276%	-1.874%	-0.00517%
912810QN1	4.750%	Feb 15, 2041	$43.01bn	–	$23.02bn	$19.98bn	129.8859	125.5033	0.276%	-3.374%	-0.00931%
912810QD3	4.375%	Nov 15, 2039	$44.56bn	–	$23.23bn	$21.33bn	121.3821	117.3088	0.275%	-3.356%	-0.00924%
912828LP3	3.000%	Sep 30, 2016	$29.51bn	–	$5.74bn	$23.78bn	108.3996	107.8791	0.274%	-0.480%	-0.00132%
912828MA5	2.750%	Nov 30, 2016	$32.96bn	–	$8.95bn	$24.01bn	107.2413	106.5454	0.274%	-0.649%	-0.00178%
912828EN6	4.500%	Nov 15, 2015	$23.22bn	–	$0.6m	$23.22bn	110.2011	110.0435	0.272%	-0.143%	-0.00039%
912828BD1	1.875%	Jul 15, 2013	$20.00bn	–	–	$20.00bn	127.8398	127.8202	0.272%	-0.015%	-0.00004%
912828JQ4	2.750%	Oct 31, 2013	$25.06bn	–	$0.4m	$25.06bn	101.3166	101.3383	0.270%	+0.021%	+0.00006%
912796BL2	0.000%	Nov 21, 2013	$25.00bn	–	–	$25.00bn	99.9662	99.9716	0.266%	+0.005%	+0.00001%
912796BM0	0.000%	Nov 29, 2013	$25.00bn	–	–	$25.00bn	99.9646	99.9701	0.266%	+0.005%	+0.00001%
912796AK5	0.000%	Dec 12, 2013	$25.00bn	–	–	$25.00bn	99.9621	99.9675	0.266%	+0.005%	+0.00001%
912828PA2	1.875%	Sep 30, 2017	$29.91bn	–	$6.01bn	$23.90bn	104.5466	103.3463	0.266%	-1.148%	-0.00305%
912796AQ2	0.000%	Jan 9, 2014	$25.00bn	–	–	$25.00bn	99.9566	99.9729	0.266%	+0.016%	+0.00004%
912796AR0	0.000%	Feb 6, 2014	$25.00bn	–	–	$25.00bn	99.9373	99.9504	0.266%	+0.013%	+0.00004%
912796AW9	0.000%	Mar 6, 2014	$25.00bn	–	–	$25.00bn	99.9225	99.9233	0.265%	+0.001%	+0.00000%
912796BA6	0.000%	Apr 3, 2014	$25.00bn	–	–	$25.00bn	99.9062	99.9225	0.265%	+0.016%	+0.00004%
912796BJ7	0.000%	May 29, 2014	$25.00bn	–	–	$25.00bn	99.8689	99.8883	0.265%	+0.019%	+0.00005%
912828UL2	1.375%	Jan 31, 2020	$29.00bn	–	$4.01bn	$24.99bn	99.8734	97.7298	0.265%	-2.146%	-0.00569%
912828LL2	3.000%	Aug 31, 2016	$28.84bn	–	$5.90bn	$22.94bn	108.5245	108.0340	0.265%	-0.452%	-0.00120%
912828LD0	3.250%	Jul 31, 2016	$28.70bn	–	$6.14bn	$22.57bn	109.5730	109.0432	0.263%	-0.484%	-0.00127%
912828MD9	3.250%	Dec 31, 2016	$32.95bn	–	$10.57bn	$22.38bn	110.4763	108.1651	0.263%	-0.621%	-0.00163%
912828MV9	3.250%	Mar 31, 2017	$33.08bn	–	$10.63bn	$22.45bn	110.0683	109.1919	0.263%	-0.796%	-0.00209%
912828UB4	1.000%	Nov 30, 2019	$29.00bn	–	$3.85bn	$25.15bn	97.3832	95.2722	0.260%	-2.168%	-0.00564%
912828CP3	2.000%	Jul 15, 2014	$19.00bn	–	–	$19.00bn	128.7892	128.4696	0.260%	-0.248%	-0.00065%
912828QF0	2.000%	Apr 30, 2016	$37.21bn	–	$13.80bn	$23.41bn	104.4973	104.1495	0.260%	-0.333%	-0.00087%
912828PK0	2.250%	Nov 30, 2017	$30.14bn	–	$7.13bn	$23.01bn	105.9247	104.6281	0.259%	-1.224%	-0.00317%
912828DH0	1.625%	Jan 15, 2015	$19.00bn	–	–	$19.00bn	127.8766	127.4108	0.258%	-0.364%	-0.00094%
912828NR7	2.375%	Jul 31, 2017	$29.95bn	–	$7.32bn	$22.63bn	107.1507	106.0532	0.258%	-1.024%	-0.00264%
912828JK7	3.125%	Aug 31, 2013	$23.83bn	–	$0.8m	$23.83bn	101.5567	101.5445	0.257%	-0.012%	-0.00003%
912828SD3	1.250%	Jan 31, 2019	$29.55bn	–	$5.56bn	$23.98bn	100.6747	98.8339	0.257%	-1.828%	-0.00469%
912828QP8	1.750%	May 31, 2016	$37.95bn	–	$14.67bn	$23.28bn	103.6393	103.2420	0.256%	-0.383%	-0.00098%
912796BH1	0.000%	Oct 31, 2013	$24.00bn	–	–	$24.00bn	99.9745	99.9826	0.255%	+0.008%	+0.00002%
912796BK4	0.000%	Nov 7, 2013	$24.00bn	–	–	$24.00bn	99.9733	99.9780	0.255%	+0.005%	+0.00001%
912810FS2	2.000%	Jan 15, 2026	$20.00bn	–	$3.57bn	$16.43bn	144.4845	135.7388	0.252%	-6.053%	-0.01527%
912828JG6	3.375%	Jul 31, 2013	$23.31bn	–	$0.4m	$23.31bn	101.6780	101.6891	0.252%	+0.011%	+0.00003%
912828TR1	1.000%	Sep 30, 2019	$29.00bn	–	$4.88bn	$24.12bn	97.8311	95.8139	0.251%	-2.062%	-0.00517%
912828UQ1	1.250%	Feb 29, 2020	$29.00bn	–	$5.21bn	$23.79bn	98.7602	96.6053	0.250%	-2.182%	-0.00545%
912828MY3	0.500%	Apr 15, 2015	$21.23bn	–	$0.7m	$21.23bn	110.4963	109.9942	0.249%	-0.454%	-0.00113%
912828MS6	3.000%	Feb 28, 2017	$32.79bn	–	$11.48bn	$21.31bn	109.1807	108.4090	0.247%	-0.707%	-0.00175%
912828QA1	2.250%	Mar 31, 2016	$36.57bn	–	$14.55bn	$22.02bn	105.3622	105.0656	0.247%	-0.282%	-0.00069%
912828VB3	1.750%	May 15, 2023	$24.00bn	–	–	$24.00bn	96.4966	93.7860	0.246%	-2.809%	-0.00691%
912796BE8	0.000%	May 1, 2014	$23.00bn	–	–	$23.00bn	99.8883	99.9062	0.244%	+0.018%	+0.00004%
912828RH5	1.375%	Sep 30, 2018	$29.90bn	–	$7.40bn	$22.51bn	101.5217	99.8144	0.243%	-1.682%	-0.00408%
912828TN0	1.000%	Aug 31, 2019	$29.00bn	–	$6.00bn	$23.00bn	98.0394	96.0217	0.240%	-2.058%	-0.00493%
912828UF5	1.125%	Dec 31, 2019	$29.00bn	–	$6.19bn	$22.81bn	98.4473	95.7531	0.239%	-2.165%	-0.00517%
912810QQ4	4.375%	May 15, 2041	$42.00bn	–	$23.55bn	$18.45bn	121.5696	117.3088	0.238%	-3.505%	-0.00835%
912828NA4	3.125%	Apr 30, 2017	$32.68bn	–	$12.39bn	$20.29bn	109.4137	108.4327	0.236%	-0.897%	-0.00212%
912828MF4	1.375%	Jan 15, 2020	$18.97bn	–	$979.9m	$17.99bn	122.5660	117.5209	0.234%	-4.116%	-0.00965%
912828NK2	2.500%	Jun 30, 2017	$30.87bn	–	$10.46bn	$20.40bn	107.9073	105.6005	0.234%	-0.979%	-0.00229%
912828FL9	2.500%	Jul 15, 2016	$20.00bn	–	$3.07bn	$16.93bn	130.0465	128.4159	0.234%	-1.254%	-0.00293%
912810FD5	3.625%	Apr 15, 2028	$16.81bn	$25.0m	$6.45bn	$10.33bn	212.2432	199.6310	0.233%	-5.942%	-0.01385%
912828EA4	1.875%	Jul 15, 2015	$17.00bn	–	–	$17.00bn	128.7518	127.9410	0.233%	-0.630%	-0.00146%
912828NG1	2.750%	May 31, 2017	$31.67bn	–	$11.50bn	$20.17bn	107.8038	106.8267	0.231%	-0.906%	-0.00209%
912828EW6	4.500%	Feb 15, 2016	$21.84bn	–	$2.46bn	$19.38bn	112.1863	111.9406	0.231%	-0.219%	-0.00051%
912828ET3	2.000%	Jan 15, 2016	$17.00bn	–	–	$17.00bn	127.8100	126.6957	0.231%	-0.872%	-0.00201%
912828FY1	4.625%	Nov 15, 2016	$23.29bn	–	$5.01bn	$18.29bn	113.8325	113.2157	0.221%	-0.542%	-0.00120%
912828UV0	1.125%	Mar 31, 2020	$29.00bn	–	$7.77bn	$21.23bn	97.6967	95.5015	0.220%	-2.247%	-0.00495%
912810PS1	2.375%	Jan 15, 2027	$16.48bn	–	$3.05bn	$13.43bn	148.6433	139.2702	0.212%	-6.306%	-0.01338%
912828KZ2	3.250%	Jun 30, 2016	$27.78bn	–	$9.71bn	$18.07bn	109.6326	107.6026	0.211%	-0.369%	-0.00078%
912810PZ5	2.500%	Jan 15, 2029	$14.15bn	–	$335.3m	$13.82bn	143.0917	134.0243	0.210%	-6.337%	-0.01331%
912828GD6	2.375%	Jan 15, 2017	$17.25bn	–	$2.59bn	$14.66bn	130.9698	128.8565	0.204%	-1.614%	-0.00329%
912828HH6	4.250%	Nov 15, 2017	$27.67bn	–	$10.99bn	$16.69bn	114.8444	113.6053	0.204%	-1.079%	-0.00220%
912810FT0	4.500%	Feb 15, 2036	$26.40bn	–	$11.01bn	$15.39bn	124.4363	120.3469	0.203%	-3.286%	-0.00669%
912810EQ7	6.250%	Aug 15, 2023	$22.90bn	$250.0m	$9.01bn	$13.64bn	139.9896	136.3793	0.203%	-2.579%	-0.00523%
912828TH3	0.875%	Jul 31, 2019	$29.00bn	–	$9.42bn	$19.58bn	97.5161	95.5212	0.203%	-2.046%	-0.00415%
912828UX6	0.125%	Apr 15, 2018	$18.00bn	–	$81.0m	$17.92bn	105.6163	103.0086	0.201%	-2.469%	-0.00497%
912828PN4	2.750%	Dec 31, 2017	$30.45bn	–	$13.21bn	$17.24bn	109.3261	106.6012	0.200%	-1.235%	-0.00247%
912810QV3	0.750%	Feb 15, 2042	$23.13bn	–	$3.92bn	$19.21bn	98.1203	90.0450	0.200%	-8.230%	-0.01648%
912828LA6	1.875%	Jul 15, 2019	$15.19bn	–	$528.0m	$14.66bn	128.0884	123.3915	0.200%	-3.667%	-0.00732%
912810PV4	1.750%	Jan 15, 2028	$15.64bn	–	$1.64bn	$14.00bn	133.3758	124.5168	0.198%	-6.642%	-0.01318%
912810QA9	3.500%	Feb 15, 2039	$25.91bn	–	$8.33bn	$17.58bn	106.1379	102.5024	0.198%	-3.425%	-0.00679%
912828FQ8	4.875%	Aug 15, 2016	$22.56bn	–	$6.35bn	$16.21bn	115.0482	114.6127	0.198%	-0.378%	-0.00075%
912810FP8	5.375%	Feb 15, 2031	$16.43bn	–	$2.80bn	$13.63bn	136.2286	131.9881	0.197%	-3.113%	-0.00614%
912828HA1	4.750%	Aug 15, 2017	$28.00bn	–	$12.27bn	$15.73bn	117.6359	116.5033	0.197%	-0.963%	-0.00189%
912810QC5	4.500%	Aug 15, 2039	$41.44bn	–	$26.63bn	$14.81bn	124.8113	120.7219	0.196%	-3.276%	-0.00644%
912828RY8	1.375%	Dec 31, 2018	$29.94bn	–	$12.41bn	$17.53bn	101.6162	99.0975	0.189%	-1.802%	-0.00341%
912828KW9	3.250%	May 31, 2016	$26.90bn	–	$10.57bn	$16.33bn	108.1204	107.7753	0.188%	-0.319%	-0.00060%
912828RE2	1.500%	Aug 31, 2018	$29.89bn	–	$12.87bn	$17.02bn	102.4185	100.7201	0.185%	-1.658%	-0.00307%
912828GH7	4.625%	Feb 15, 2017	$22.19bn	–	$7.16bn	$15.03bn	115.6611	114.8938	0.185%	-0.663%	-0.00123%
912828PT1	2.625%	Jan 31, 2018	$29.58bn	–	$13.58bn	$16.00bn	108.5169	107.1575	0.185%	-1.253%	-0.00231%
912828HN3	1.625%	Jan 15, 2018	$16.41bn	–	$2.63bn	$13.78bn	125.2328	122.0943	0.183%	-2.506%	-0.00460%
912828KM1	1.250%	Apr 15, 2014	$15.28bn	–	$0.2m	$15.28bn	111.8495	111.5714	0.182%	-0.249%	-0.00045%
912828JE1	1.375%	Jul 15, 2018	$14.97bn	–	$974.0m	$14.00bn	121.7974	118.2220	0.181%	-2.936%	-0.00532%
912828KT6	2.375%	Mar 31, 2016	$25.14bn	–	$9.04bn	$16.10bn	105.7591	105.4407	0.181%	-0.301%	-0.00054%
912828FF2	5.125%	May 15, 2016	$23.29bn	–	$8.40bn	$14.90bn	113.7646	113.4046	0.180%	-0.316%	-0.00057%
912828GX2	2.625%	Jul 15, 2017	$14.00bn	–	$1.08bn	$12.92bn	131.1236	128.3492	0.180%	-2.116%	-0.00381%
912828QB9	2.875%	Mar 31, 2018	$30.30bn	–	$14.82bn	$15.48bn	109.3777	107.9102	0.180%	-1.342%	-0.00241%
912828QJ2	2.125%	Feb 29, 2016	$36.92bn	–	$21.17bn	$15.75bn	105.0798	104.8040	0.176%	-0.262%	-0.00046%
912828JX9	2.125%	Jan 15, 2019	$14.76bn	–	$1.78bn	$12.98bn	127.3182	123.2436	0.176%	-3.200%	-0.00562%
912828JH4	4.000%	Aug 15, 2018	$36.80bn	–	$22.61bn	$14.20bn	116.1309	114.3465	0.175%	-1.537%	-0.00269%
912810PX0	4.500%	May 15, 2038	$25.51bn	–	$12.17bn	$13.34bn	123.4823	119.4185	0.175%	-3.291%	-0.00576%
912810QB7	4.250%	May 15, 2039	$38.78bn	–	$25.07bn	$13.71bn	119.0319	115.0428	0.173%	-3.351%	-0.00581%
912810FB9	6.125%	Nov 15, 2027	$22.51bn	$497.0m	$10.55bn	$11.46bn	141.9412	137.7510	0.173%	-2.952%	-0.00511%
912828QT0	2.375%	Jun 30, 2018	$29.93bn	–	$14.91bn	$15.02bn	107.5416	104.7565	0.172%	-1.486%	-0.00255%
912810DW5	7.250%	May 15, 2016	$18.82bn	–	$5.62bn	$13.20bn	120.0618	119.7385	0.168%	-0.269%	-0.00045%
912810QP6	2.125%	Feb 15, 2041	$23.99bn	–	$12.67bn	$11.31bn	139.4767	129.1300	0.168%	-7.418%	-0.01244%
912828TC4	1.000%	Jun 30, 2019	$29.30bn	–	$14.31bn	$14.99bn	98.5504	96.0652	0.157%	-2.014%	-0.00316%
912828RT9	1.375%	Nov 30, 2018	$30.31bn	–	$15.86bn	$14.45bn	101.1363	99.3665	0.155%	-1.750%	-0.00272%
912810RB6	2.875%	May 15, 2043	$16.00bn	–	$121.0m	$15.88bn	91.8984	88.4297	0.155%	-3.775%	-0.00585%
912828PY0	2.750%	Feb 28, 2018	$30.59bn	–	$17.33bn	$13.26bn	108.9912	107.5442	0.154%	-1.328%	-0.00204%
912828HZ6	3.875%	May 15, 2018	$34.08bn	–	$21.42bn	$12.65bn	114.0438	112.4637	0.153%	-1.386%	-0.00212%
912828TV2	1.250%	Oct 31, 2019	$29.00bn	–	$14.52bn	$14.48bn	99.2405	97.1481	0.153%	-2.108%	-0.00322%
912828GS3	4.500%	May 15, 2017	$25.59bn	–	$13.23bn	$12.36bn	114.7323	113.7935	0.151%	-0.818%	-0.00123%
912828KR0	2.625%	Apr 30, 2016	$26.90bn	–	$13.58bn	$13.33bn	106.3363	106.0048	0.151%	-0.312%	-0.00047%
912828SX9	1.125%	May 31, 2019	$29.00bn	–	$14.73bn	$14.27bn	99.0092	97.0640	0.150%	-1.965%	-0.00295%
912828RP7	1.750%	Oct 31, 2018	$30.10bn	–	$16.72bn	$13.38bn	103.3492	101.6386	0.147%	-1.655%	-0.00243%
912810EL8	8.000%	Nov 15, 2021	$32.81bn	$2.17bn	$21.44bn	$9.20bn	149.1943	145.8967	0.146%	-2.210%	-0.00322%
912828KS8	2.625%	Feb 29, 2016	$23.18bn	–	$10.58bn	$12.60bn	106.5839	106.3149	0.143%	-0.252%	-0.00036%
912828QQ6	2.375%	May 31, 2018	$31.44bn	–	$18.93bn	$12.51bn	106.5820	104.9824	0.142%	-1.501%	-0.00213%
912828QG8	2.625%	Apr 30, 2018	$30.83bn	–	$18.49bn	$12.34bn	107.9925	106.4423	0.142%	-1.436%	-0.00203%
912810FM5	6.250%	May 15, 2030	$17.05bn	–	$8.20bn	$8.85bn	146.6039	142.1420	0.138%	-3.044%	-0.00420%
912810DP0	11.250%	Feb 15, 2015	$12.67bn	$2.15bn	$0.7m	$10.52bn	121.9189	121.9140	0.136%	-0.004%	-0.00001%
912828SN1	1.500%	Mar 31, 2019	$29.69bn	–	$17.24bn	$12.45bn	101.6685	99.7520	0.135%	-1.885%	-0.00254%
912810DX3	7.500%	Nov 15, 2016	$18.86bn	$77.0m	$8.57bn	$10.22bn	123.7622	123.1454	0.134%	-0.498%	-0.00067%
912810EW4	6.000%	Feb 15, 2026	$12.90bn	$67.0m	$4.32bn	$8.52bn	140.2588	136.3166	0.127%	-2.811%	-0.00357%
912810QF8	2.125%	Feb 15, 2040	$15.17bn	–	$6.84bn	$8.34bn	140.9463	130.5648	0.125%	-7.366%	-0.00920%
912810FF0	5.250%	Nov 15, 2028	$10.95bn	–	$2.56bn	$8.38bn	131.5836	127.5455	0.117%	-3.069%	-0.00360%
912828QY9	2.250%	Jul 31, 2018	$29.86bn	–	$19.53bn	$10.34bn	106.6708	105.0010	0.117%	-1.565%	-0.00183%
912810DY1	8.750%	May 15, 2017	$18.19bn	$2.64bn	$7.26bn	$8.30bn	131.5768	130.6175	0.116%	-0.729%	-0.00085%
912810FG8	5.250%	Feb 15, 2029	$11.35bn	–	$3.46bn	$7.89bn	133.0350	128.9411	0.112%	-3.077%	-0.00343%
912828ST8	1.250%	Apr 30, 2019	$29.78bn	–	$19.40bn	$10.38bn	99.9905	98.0543	0.110%	-1.936%	-0.00214%
912810PW2	4.375%	Feb 15, 2038	$22.53bn	–	$14.14bn	$8.38bn	122.2740	118.2686	0.109%	-3.276%	-0.00357%
912810FE3	5.500%	Aug 15, 2028	$11.78bn	–	$4.58bn	$7.19bn	136.0471	131.9413	0.104%	-3.018%	-0.00314%
912810FQ6	3.375%	Apr 15, 2032	$5.00bn	–	$405.0m	$4.60bn	197.0022	183.6794	0.096%	-6.763%	-0.00651%
912810ED6	8.125%	Aug 15, 2019	$20.21bn	$1.27bn	$12.76bn	$6.18bn	143.2990	140.8025	0.094%	-1.742%	-0.00164%
912810PU6	5.000%	May 15, 2037	$21.41bn	–	$14.99bn	$6.42bn	132.1019	127.8261	0.090%	-3.237%	-0.00292%
912810ES3	7.500%	Nov 15, 2024	$11.46bn	$1.87bn	$4.24bn	$5.35bn	153.1372	149.0829	0.087%	-2.648%	-0.00230%
912810EM6	7.250%	Aug 15, 2022	$10.36bn	$225.0m	$4.57bn	$5.56bn	147.2255	143.7238	0.087%	-2.378%	-0.00207%
912810EC8	8.875%	Feb 15, 2019	$19.24bn	$6.16bn	$7.46bn	$5.62bn	145.2415	143.0843	0.087%	-1.485%	-0.00129%
912810EP9	7.125%	Feb 15, 2023	$18.37bn	$2.59bn	$10.32bn	$5.45bn	147.3132	143.7393	0.085%	-2.426%	-0.00207%
912810EY0	6.500%	Nov 15, 2026	$11.47bn	$633.0m	$5.46bn	$5.38bn	145.3668	141.2364	0.083%	-2.841%	-0.00236%
912810EG9	8.750%	Aug 15, 2020	$21.41bn	$4.36bn	$11.94bn	$5.11bn	152.0792	149.1310	0.083%	-1.939%	-0.00160%
912810EV6	6.875%	Aug 15, 2025	$12.60bn	$1.42bn	$6.28bn	$4.91bn	149.6136	145.5829	0.078%	-2.694%	-0.00210%
912810PT9	4.750%	Feb 15, 2037	$16.59bn	–	$10.92bn	$5.67bn	128.8546	124.7220	0.078%	-3.207%	-0.00249%
912810FJ2	6.125%	Aug 15, 2029	$11.18bn	–	$6.23bn	$4.94bn	145.5148	141.1449	0.076%	-3.003%	-0.00230%
912810ET1	7.625%	Feb 15, 2025	$11.72bn	$2.22bn	$5.04bn	$4.46bn	156.8999	152.8334	0.074%	-2.592%	-0.00193%
912810FA1	6.375%	Aug 15, 2027	$10.73bn	$1.54bn	$4.49bn	$4.71bn	146.3394	142.1450	0.073%	-2.866%	-0.00210%
912810RA8	0.625%	Feb 15, 2043	$9.00bn	–	$1.59bn	$7.41bn	92.4419	84.4997	0.073%	-8.592%	-0.00626%
912810DZ8	8.875%	Aug 15, 2017	$14.01bn	$3.05bn	$6.13bn	$4.83bn	135.9915	134.8343	0.070%	-0.851%	-0.00059%
912810EZ7	6.625%	Feb 15, 2027	$10.45bn	$934.0m	$5.16bn	$4.36bn	148.8828	144.6764	0.069%	-2.825%	-0.00195%
912810DT2	9.875%	Nov 15, 2015	$6.89bn	$1.31bn	$325.5m	$5.25bn	123.5411	123.3550	0.069%	-0.151%	-0.00010%
912810EX2	6.750%	Aug 15, 2026	$10.90bn	$2.08bn	$4.86bn	$3.96bn	149.6701	145.5047	0.063%	-2.783%	-0.00175%
912810EN4	7.625%	Nov 15, 2022	$10.70bn	$3.28bn	$3.74bn	$3.68bn	149.4249	145.8176	0.058%	-2.414%	-0.00141%
912810EB0	9.000%	Nov 15, 2018	$9.03bn	$1.86bn	$3.68bn	$3.49bn	142.2772	140.2120	0.053%	-1.452%	-0.00077%
912810DS4	10.625%	Aug 15, 2015	$7.15bn	$3.13bn	$217.4m	$3.81bn	125.7636	125.6167	0.051%	-0.117%	-0.00006%
912810EJ3	8.125%	May 15, 2021	$11.95bn	$1.89bn	$7.05bn	$3.01bn	148.4820	145.3815	0.048%	-2.088%	-0.00099%
912810EA2	9.125%	May 15, 2018	$8.70bn	$1.99bn	$3.52bn	$3.19bn	139.7836	137.9467	0.047%	-1.314%	-0.00062%
912810EH7	7.875%	Feb 15, 2021	$11.11bn	$1.04bn	$7.05bn	$3.02bn	147.5994	144.5523	0.047%	-2.064%	-0.00098%
912810EK0	8.125%	Aug 15, 2021	$12.16bn	$2.66bn	$6.65bn	$2.85bn	151.4240	148.1150	0.046%	-2.185%	-0.00100%
912810EE4	8.500%	Feb 15, 2020	$10.23bn	$753.0m	$6.63bn	$2.84bn	148.0047	145.3496	0.045%	-1.794%	-0.00080%
912810DV7	9.250%	Feb 15, 2016	$7.25bn	$1.84bn	$2.41bn	$3.01bn	126.3222	125.9751	0.040%	-0.275%	-0.00011%
912810EF1	8.750%	May 15, 2020	$10.16bn	$2.58bn	$5.31bn	$2.27bn	148.7018	145.9300	0.036%	-1.864%	-0.00067%
Total						$8.93tn			100.000%		-1.10735%

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.