Rebalance of August 30, 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: -0.110616%
Market value: $9.16tn

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 -0.110616% against a published month return of -0.110616%, a difference of 1.2e-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 August 30, 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
9127957K1	0.000%	Sep 19, 2013	$85.00bn	–	–	$85.00bn	99.9958	99.9983	0.928%	+0.003%	+0.00002%
912795Z87	0.000%	Oct 17, 2013	$85.00bn	–	–	$85.00bn	99.9935	99.9973	0.928%	+0.004%	+0.00004%
912828VB3	1.750%	May 15, 2023	$66.00bn	–	–	$66.00bn	92.4022	91.9341	0.666%	-0.507%	-0.00337%
912796AZ2	0.000%	Sep 5, 2013	$60.00bn	–	–	$60.00bn	99.9970	99.9997	0.655%	+0.003%	+0.00002%
912796BB4	0.000%	Sep 12, 2013	$60.00bn	–	–	$60.00bn	99.9964	99.9993	0.655%	+0.003%	+0.00002%
912796BC2	0.000%	Sep 26, 2013	$60.00bn	–	–	$60.00bn	99.9952	99.9985	0.655%	+0.003%	+0.00002%
912796BF5	0.000%	Oct 10, 2013	$60.00bn	–	–	$60.00bn	99.9941	99.9977	0.655%	+0.004%	+0.00002%
912796BD0	0.000%	Oct 3, 2013	$60.00bn	–	–	$60.00bn	99.9947	99.9991	0.655%	+0.004%	+0.00003%
912828PC8	2.625%	Nov 15, 2020	$67.41bn	–	$10.55bn	$56.86bn	103.8064	103.4168	0.644%	-0.375%	-0.00242%
912828UN8	2.000%	Feb 15, 2023	$66.00bn	–	$5.02bn	$60.98bn	95.5477	94.1033	0.636%	-0.465%	-0.00296%
912796BG3	0.000%	Oct 24, 2013	$58.00bn	–	–	$58.00bn	99.9929	99.9969	0.633%	+0.004%	+0.00003%
912828PX2	3.625%	Feb 15, 2021	$67.58bn	–	$21.99bn	$45.59bn	111.6411	109.4684	0.556%	-0.323%	-0.00179%
912796AK5	0.000%	Dec 12, 2013	$50.00bn	–	–	$50.00bn	99.9814	99.9913	0.546%	+0.010%	+0.00005%
912796AQ2	0.000%	Jan 9, 2014	$50.00bn	–	–	$50.00bn	99.9685	99.9853	0.546%	+0.017%	+0.00009%
912828TY6	1.625%	Nov 15, 2022	$66.00bn	–	$12.42bn	$53.58bn	92.2194	91.7714	0.539%	-0.486%	-0.00262%
912828MP2	3.625%	Feb 15, 2020	$71.59bn	–	$27.74bn	$43.85bn	112.2036	110.0622	0.537%	-0.293%	-0.00157%
912796AE9	0.000%	Nov 14, 2013	$49.00bn	–	–	$49.00bn	99.9882	99.9958	0.535%	+0.008%	+0.00004%
912828SQ4	0.125%	Apr 15, 2017	$44.43bn	–	$429.9m	$44.00bn	105.6745	105.4927	0.508%	-0.172%	-0.00087%
912828MW7	2.500%	Mar 31, 2015	$43.42bn	–	$0.7m	$43.42bn	104.5277	104.5343	0.495%	+0.006%	+0.00003%
912828MR8	2.375%	Feb 28, 2015	$43.03bn	–	$0.2m	$43.03bn	104.3376	103.1447	0.490%	-0.005%	-0.00003%
912828ME7	2.625%	Dec 31, 2014	$43.24bn	–	$0.8m	$43.24bn	103.6658	103.6199	0.489%	-0.044%	-0.00022%
912828LZ1	2.125%	Nov 30, 2014	$43.26bn	–	$0.2m	$43.26bn	102.8912	102.9266	0.486%	+0.034%	+0.00017%
912828MZ0	2.500%	Apr 30, 2015	$42.90bn	–	$449.9m	$42.45bn	104.4755	104.4497	0.484%	-0.025%	-0.00012%
912828MH0	2.250%	Jan 31, 2015	$42.68bn	–	$0.4m	$42.68bn	103.0061	103.0204	0.480%	+0.014%	+0.00007%
912828LS7	2.375%	Oct 31, 2014	$42.01bn	–	$0.8m	$42.01bn	103.3502	103.3444	0.474%	-0.006%	-0.00003%
912828NF3	2.125%	May 31, 2015	$40.87bn	–	$0.2m	$40.87bn	103.6412	103.6453	0.462%	+0.004%	+0.00002%
912828RC6	2.125%	Aug 15, 2021	$66.73bn	–	$24.34bn	$42.40bn	99.3241	97.8597	0.460%	-0.405%	-0.00186%
912828LQ1	2.375%	Sep 30, 2014	$40.71bn	–	$0.5m	$40.71bn	103.3607	103.3873	0.459%	+0.026%	+0.00012%
912828LK4	2.375%	Aug 31, 2014	$40.17bn	–	$4.7m	$40.17bn	103.3689	102.2384	0.453%	+0.055%	+0.00025%
912828QD5	0.125%	Apr 15, 2016	$38.37bn	–	$367.0m	$38.00bn	108.5741	108.5518	0.450%	-0.020%	-0.00009%
912828RR3	2.000%	Nov 15, 2021	$70.10bn	–	$28.00bn	$42.09bn	97.3614	96.9470	0.447%	-0.426%	-0.00190%
912828LC2	2.625%	Jul 31, 2014	$39.98bn	–	$40.0m	$39.94bn	102.4446	102.4925	0.447%	+0.047%	+0.00021%
912828NL0	1.875%	Jun 30, 2015	$39.10bn	–	$0.7m	$39.10bn	103.1318	103.0812	0.440%	-0.049%	-0.00022%
912828TE0	0.125%	Jul 15, 2022	$41.00bn	–	$355.0m	$40.65bn	99.0550	98.1326	0.439%	-0.931%	-0.00409%
912828LY4	3.375%	Nov 15, 2019	$71.04bn	–	$34.52bn	$36.52bn	109.8716	109.4868	0.438%	-0.350%	-0.00153%
912828UH1	0.125%	Jan 15, 2023	$41.00bn	–	$14.0m	$40.99bn	97.4565	96.5661	0.436%	-0.914%	-0.00398%
912828NP1	1.750%	Jul 31, 2015	$38.22bn	–	$0.9m	$38.21bn	102.7860	102.7554	0.429%	-0.030%	-0.00013%
912828TJ9	1.625%	Aug 15, 2022	$66.00bn	–	$23.85bn	$42.15bn	93.1559	91.8964	0.429%	-0.480%	-0.00206%
912828SA9	0.125%	Jan 15, 2022	$41.28bn	–	$2.50bn	$38.79bn	100.9646	99.9959	0.427%	-0.959%	-0.00410%
912828KY5	2.625%	Jun 30, 2014	$38.07bn	–	$0.5m	$38.07bn	102.5095	102.5262	0.426%	+0.016%	+0.00007%
912828PM6	2.125%	Dec 31, 2015	$36.75bn	–	$0.4m	$36.75bn	104.1848	104.1253	0.418%	-0.057%	-0.00024%
912828SP6	0.375%	Apr 15, 2015	$37.82bn	–	$0.7m	$37.82bn	100.2669	100.2695	0.414%	+0.003%	+0.00001%
912828NV8	1.250%	Aug 31, 2015	$36.88bn	–	$0.4m	$36.88bn	102.3668	101.6979	0.412%	-0.043%	-0.00018%
912828QV5	0.625%	Jul 15, 2021	$35.84bn	–	$849.9m	$34.99bn	106.9052	105.9599	0.408%	-0.884%	-0.00361%
912828PJ3	1.375%	Nov 30, 2015	$36.38bn	–	$0.1m	$36.38bn	102.3892	102.3569	0.407%	-0.032%	-0.00013%
912828KV1	2.250%	May 31, 2014	$36.21bn	–	$36.1m	$36.17bn	102.1311	102.1778	0.403%	+0.046%	+0.00018%
912828NZ9	1.250%	Sep 30, 2015	$36.10bn	–	$0.7m	$36.10bn	102.2951	102.2515	0.403%	-0.043%	-0.00017%
912828KN9	1.875%	Apr 30, 2014	$36.21bn	–	$0.8m	$36.21bn	101.7863	101.8295	0.402%	+0.042%	+0.00017%
912828DM9	4.000%	Feb 15, 2015	$34.21bn	–	$0.9m	$34.21bn	107.5953	105.5815	0.402%	-0.013%	-0.00005%
912828NT3	2.625%	Aug 15, 2020	$67.85bn	–	$32.75bn	$35.10bn	104.7735	103.1668	0.401%	-0.281%	-0.00113%
912828RS1	0.250%	Nov 30, 2013	$36.59bn	–	$0.8m	$36.59bn	100.1048	100.1274	0.400%	+0.023%	+0.00009%
912828PE4	1.250%	Oct 31, 2015	$35.72bn	–	$0.5m	$35.72bn	102.2221	102.1467	0.399%	-0.074%	-0.00029%
912828PP9	1.125%	Jan 15, 2021	$36.68bn	–	$4.68bn	$31.99bn	114.0972	113.2141	0.398%	-0.774%	-0.00308%
912810QZ4	3.125%	Feb 15, 2043	$42.00bn	–	$1.99bn	$40.02bn	90.9729	89.7238	0.397%	+0.345%	+0.00137%
912828RN2	0.250%	Oct 31, 2013	$36.33bn	–	$0.7m	$36.33bn	100.0944	100.1168	0.397%	+0.022%	+0.00009%
912828KQ2	3.125%	May 15, 2019	$64.41bn	–	$30.96bn	$33.45bn	108.4749	108.0988	0.396%	-0.347%	-0.00137%
912828KJ8	1.750%	Mar 31, 2014	$35.61bn	–	$0.6m	$35.61bn	101.6819	101.7147	0.395%	+0.032%	+0.00013%
912828RW2	0.125%	Dec 31, 2013	$36.13bn	–	$0.4m	$36.13bn	100.0421	100.0533	0.395%	+0.011%	+0.00004%
912828RK8	0.125%	Sep 30, 2013	$36.09bn	–	$0.7m	$36.09bn	100.0420	100.0533	0.394%	+0.011%	+0.00004%
912828SR2	0.250%	Apr 30, 2014	$35.94bn	–	$0.4m	$35.94bn	100.1569	100.1793	0.393%	+0.022%	+0.00009%
912828SE1	0.250%	Feb 15, 2015	$35.90bn	–	$0.8m	$35.90bn	100.1153	99.9817	0.392%	-0.009%	-0.00003%
912828SL5	0.250%	Mar 31, 2014	$35.83bn	–	$0.9m	$35.83bn	100.1778	100.2003	0.392%	+0.023%	+0.00009%
912828QX1	1.500%	Jul 31, 2016	$36.04bn	–	$1.04bn	$35.00bn	102.4728	102.2948	0.392%	-0.174%	-0.00068%
912810RB6	2.875%	May 15, 2043	$42.00bn	–	$140.0m	$41.86bn	85.4219	85.7422	0.390%	+0.375%	+0.00146%
912828SB7	0.250%	Jan 31, 2014	$35.66bn	–	$0.6m	$35.66bn	100.0944	100.1168	0.390%	+0.022%	+0.00009%
912828SG6	0.250%	Feb 28, 2014	$35.50bn	–	$0.8m	$35.50bn	100.1984	100.0958	0.388%	+0.022%	+0.00009%
912828DV9	4.125%	May 15, 2015	$34.47bn	–	$1.45bn	$33.02bn	107.6556	107.6505	0.388%	-0.005%	-0.00002%
912828RF9	1.000%	Aug 31, 2016	$36.07bn	–	$1.07bn	$35.00bn	101.3247	100.6020	0.387%	-0.220%	-0.00085%
912828RJ1	1.000%	Sep 30, 2016	$36.09bn	–	$1.09bn	$35.00bn	101.1798	100.9575	0.387%	-0.220%	-0.00085%
912828TA8	0.250%	Jun 30, 2014	$35.36bn	–	$0.3m	$35.36bn	100.1155	100.1692	0.386%	+0.054%	+0.00021%
912828RM4	1.000%	Oct 31, 2016	$36.33bn	–	$1.33bn	$35.00bn	101.0027	100.7486	0.386%	-0.252%	-0.00097%
912828RU6	0.875%	Nov 30, 2016	$36.59bn	–	$1.59bn	$35.00bn	100.3670	100.1334	0.383%	-0.233%	-0.00089%
912828TL4	0.250%	Aug 31, 2014	$35.00bn	–	–	$35.00bn	100.1984	100.1271	0.383%	+0.054%	+0.00021%
912828TQ3	0.250%	Sep 30, 2014	$35.00bn	–	–	$35.00bn	100.1778	100.2003	0.383%	+0.023%	+0.00009%
912828RX0	0.875%	Dec 31, 2016	$36.13bn	–	$1.13bn	$35.00bn	100.1698	99.9358	0.383%	-0.234%	-0.00089%
912828TU4	0.250%	Oct 31, 2014	$35.00bn	–	–	$35.00bn	100.1569	100.1793	0.383%	+0.022%	+0.00009%
912828PS3	2.000%	Jan 31, 2016	$35.70bn	–	$1.91bn	$33.79bn	103.7554	103.7160	0.383%	-0.038%	-0.00015%
912828SW1	0.250%	May 31, 2014	$35.00bn	–	$0.5m	$35.00bn	100.1361	100.1899	0.383%	+0.054%	+0.00021%
912828VH0	0.375%	Jun 30, 2015	$35.00bn	–	–	$35.00bn	100.1264	100.0975	0.383%	-0.029%	-0.00011%
912828TZ3	0.250%	Nov 30, 2014	$35.00bn	–	–	$35.00bn	100.1048	100.1274	0.382%	+0.023%	+0.00009%
912828UP3	0.250%	Feb 28, 2015	$35.00bn	–	–	$35.00bn	100.0734	99.9708	0.382%	+0.022%	+0.00009%
912828UT5	0.250%	Mar 31, 2015	$35.00bn	–	–	$35.00bn	100.0528	100.0441	0.382%	-0.009%	-0.00003%
912828UK4	0.250%	Jan 31, 2015	$35.00bn	–	–	$35.00bn	100.0319	100.0231	0.382%	-0.009%	-0.00003%
912828TF7	0.125%	Jul 31, 2014	$35.00bn	–	–	$35.00bn	99.9691	100.0115	0.382%	+0.042%	+0.00016%
912828VD9	0.250%	May 31, 2015	$35.00bn	–	–	$35.00bn	99.9486	99.9086	0.382%	-0.040%	-0.00015%
912828UD0	0.125%	Dec 31, 2014	$35.00bn	–	–	$35.00bn	99.8859	99.8971	0.382%	+0.011%	+0.00004%
912828VN7	0.250%	Jul 31, 2015	$35.00bn	–	–	$35.00bn	99.8444	99.8043	0.381%	-0.040%	-0.00015%
912828UY4	0.125%	Apr 30, 2015	$35.00bn	–	–	$35.00bn	99.7503	99.7303	0.381%	-0.020%	-0.00008%
912828ND8	3.500%	May 15, 2020	$68.22bn	–	$36.62bn	$31.60bn	110.3356	110.0557	0.381%	-0.254%	-0.00097%
912828VQ0	1.375%	Jul 31, 2018	$35.00bn	–	–	$35.00bn	99.5662	99.2208	0.380%	-0.347%	-0.00132%
912828VK3	1.375%	Jun 30, 2018	$35.00bn	–	$367.0m	$34.63bn	99.7758	99.4616	0.377%	-0.315%	-0.00119%
912828RQ5	0.375%	Nov 15, 2014	$34.45bn	–	$0.5m	$34.45bn	100.2982	100.3319	0.377%	+0.034%	+0.00013%
912828EE6	4.250%	Aug 15, 2015	$32.47bn	–	$1.07bn	$31.40bn	109.8356	107.6882	0.377%	-0.020%	-0.00008%
912828SC5	0.875%	Jan 31, 2017	$35.66bn	–	$1.26bn	$34.40bn	99.9711	99.7058	0.375%	-0.265%	-0.00100%
912828TM2	0.625%	Aug 31, 2017	$35.00bn	–	$4.0m	$35.00bn	98.1990	97.5989	0.375%	-0.293%	-0.00110%
912828SS0	0.875%	Apr 30, 2017	$35.94bn	–	$1.52bn	$34.42bn	99.7836	99.5183	0.375%	-0.266%	-0.00100%
912828SK7	0.375%	Mar 15, 2015	$34.22bn	–	$0.9m	$34.22bn	100.2979	100.3315	0.375%	+0.034%	+0.00013%
912828SZ4	0.375%	Jun 15, 2015	$34.26bn	–	$0.4m	$34.26bn	100.1419	100.1132	0.374%	-0.029%	-0.00011%
912828RZ5	0.250%	Jan 15, 2015	$34.27bn	–	$0.1m	$34.27bn	100.0428	100.0652	0.374%	+0.022%	+0.00008%
912828UA6	0.625%	Nov 30, 2017	$35.00bn	–	$18.0m	$34.98bn	97.5121	97.2247	0.372%	-0.295%	-0.00110%
912828SY7	0.625%	May 31, 2017	$35.00bn	–	$408.5m	$34.59bn	98.5746	98.2872	0.372%	-0.292%	-0.00109%
912828KF6	1.875%	Feb 28, 2014	$33.71bn	–	$294.2m	$33.42bn	101.8159	100.8905	0.371%	+0.012%	+0.00004%
912828SU5	0.250%	May 15, 2015	$34.00bn	–	$0.9m	$34.00bn	99.9592	99.9504	0.371%	-0.009%	-0.00003%
912828VE7	1.000%	May 31, 2018	$35.00bn	–	$405.0m	$34.60bn	98.2319	97.9158	0.371%	-0.322%	-0.00119%
912828QC7	1.250%	Apr 15, 2014	$33.58bn	–	$0.2m	$33.58bn	101.1814	101.2003	0.371%	+0.019%	+0.00007%
912828SJ0	0.875%	Feb 28, 2017	$35.50bn	–	$1.70bn	$33.80bn	100.2099	99.5073	0.370%	-0.265%	-0.00098%
912828NY2	0.750%	Sep 15, 2013	$33.36bn	–	$0.0m	$33.36bn	100.3770	100.3818	0.365%	+0.005%	+0.00002%
912828SF8	2.000%	Feb 15, 2022	$74.21bn	–	$39.88bn	$34.32bn	97.3602	95.9470	0.365%	-0.424%	-0.00155%
912828JR2	3.750%	Nov 15, 2018	$57.36bn	–	$27.60bn	$29.76bn	111.9511	111.5999	0.364%	-0.314%	-0.00114%
912828RV4	0.250%	Dec 15, 2014	$33.17bn	–	$0.1m	$33.17bn	100.0946	100.0859	0.362%	-0.009%	-0.00003%
912828RB8	0.500%	Aug 15, 2014	$32.98bn	–	$0.9m	$32.98bn	100.5744	100.3696	0.362%	+0.045%	+0.00016%
912828QH6	1.250%	Feb 15, 2014	$32.73bn	–	$0.2m	$32.73bn	101.2017	100.5958	0.362%	+0.019%	+0.00007%
912828QR4	1.500%	Jun 30, 2016	$36.13bn	–	$3.86bn	$32.27bn	102.6304	102.4524	0.362%	-0.173%	-0.00063%
912828SM3	1.000%	Mar 31, 2017	$35.83bn	–	$2.93bn	$32.90bn	100.4923	100.2387	0.361%	-0.252%	-0.00091%
912828PU8	0.500%	Nov 15, 2013	$32.86bn	–	$0.1m	$32.86bn	100.2310	100.2446	0.360%	+0.014%	+0.00005%
912828PQ7	1.000%	Jan 15, 2014	$32.70bn	–	$0.3m	$32.70bn	100.4837	100.4796	0.359%	-0.004%	-0.00001%
912828SV3	1.750%	May 15, 2022	$68.98bn	–	$34.28bn	$34.71bn	94.3397	93.8716	0.357%	-0.496%	-0.00177%
912828LJ7	3.625%	Aug 15, 2019	$66.75bn	–	$37.65bn	$29.11bn	112.2036	109.9997	0.356%	-0.349%	-0.00124%
912828TB6	0.750%	Jun 30, 2017	$35.36bn	–	$2.33bn	$33.03bn	98.8465	98.5700	0.356%	-0.280%	-0.00100%
912828PL8	0.750%	Dec 15, 2013	$32.47bn	–	$0.5m	$32.47bn	100.3151	100.3827	0.355%	+0.067%	+0.00024%
912828NM8	1.250%	Jul 15, 2020	$32.38bn	–	$4.49bn	$27.89bn	116.2550	115.4859	0.354%	-0.662%	-0.00234%
912828PZ7	1.250%	Mar 15, 2014	$32.00bn	–	–	$32.00bn	101.1596	101.2092	0.353%	+0.049%	+0.00017%
912828PB0	0.500%	Oct 15, 2013	$32.28bn	–	$0.2m	$32.28bn	100.2413	100.2551	0.353%	+0.014%	+0.00005%
912828TW0	0.750%	Oct 31, 2017	$35.00bn	–	$2.09bn	$32.91bn	98.2833	97.9755	0.353%	-0.313%	-0.00111%
912828QM5	1.000%	May 15, 2014	$32.00bn	–	–	$32.00bn	100.8995	100.9266	0.352%	+0.027%	+0.00009%
912828QS2	0.750%	Jun 15, 2014	$32.00bn	–	–	$32.00bn	100.6276	100.6639	0.351%	+0.036%	+0.00013%
912828RL6	0.500%	Oct 15, 2014	$32.00bn	–	–	$32.00bn	100.5225	100.5676	0.351%	+0.045%	+0.00016%
912828QU7	0.625%	Jul 15, 2014	$32.00bn	–	–	$32.00bn	100.4664	100.5224	0.351%	+0.056%	+0.00020%
912828RG7	0.250%	Sep 15, 2014	$32.00bn	–	–	$32.00bn	100.1882	100.2106	0.350%	+0.022%	+0.00008%
912828VL1	0.625%	Jul 15, 2016	$32.00bn	–	–	$32.00bn	99.9976	99.8037	0.349%	-0.194%	-0.00068%
912828TX8	0.375%	Nov 15, 2015	$32.00bn	–	–	$32.00bn	99.9545	99.9256	0.349%	-0.029%	-0.00010%
912828TK6	0.250%	Aug 15, 2015	$32.00bn	–	–	$32.00bn	99.8966	99.7317	0.349%	-0.040%	-0.00014%
912828TD2	0.250%	Jul 15, 2015	$32.00bn	–	–	$32.00bn	99.8553	99.8152	0.349%	-0.040%	-0.00014%
912810QY7	2.750%	Nov 15, 2042	$42.00bn	–	$3.60bn	$38.40bn	83.2079	83.5482	0.349%	+0.409%	+0.00143%
912828UM0	0.375%	Feb 15, 2016	$32.00bn	–	–	$32.00bn	99.8292	99.6131	0.349%	-0.029%	-0.00010%
912828TP5	0.250%	Sep 15, 2015	$32.00bn	–	–	$32.00bn	99.8132	99.8043	0.349%	-0.009%	-0.00003%
912828UG3	0.375%	Jan 15, 2016	$32.00bn	–	–	$32.00bn	99.7673	99.7072	0.348%	-0.060%	-0.00021%
912828VG2	0.500%	Jun 15, 2016	$32.00bn	–	–	$32.00bn	99.7517	99.6093	0.348%	-0.143%	-0.00050%
912828US7	0.375%	Mar 15, 2016	$32.00bn	–	–	$32.00bn	99.7354	99.6440	0.348%	-0.092%	-0.00032%
912828TT7	0.250%	Oct 15, 2015	$32.00bn	–	–	$32.00bn	99.7300	99.7213	0.348%	-0.009%	-0.00003%
912828QN3	3.125%	May 15, 2021	$66.00bn	–	$36.14bn	$29.86bn	106.7874	106.4113	0.348%	-0.352%	-0.00123%
912828UC2	0.250%	Dec 15, 2015	$32.00bn	–	–	$32.00bn	99.5634	99.4921	0.348%	-0.072%	-0.00025%
912828UW8	0.250%	Apr 15, 2016	$32.00bn	–	–	$32.00bn	99.2613	99.1588	0.347%	-0.103%	-0.00036%
912828VC1	0.250%	May 15, 2016	$32.00bn	–	–	$32.00bn	99.1467	99.0129	0.346%	-0.135%	-0.00047%
912828JZ4	1.750%	Jan 31, 2014	$31.27bn	–	$0.3m	$31.27bn	100.8485	100.8492	0.344%	+0.001%	+0.00000%
912828UE8	0.750%	Dec 31, 2017	$35.00bn	–	$2.87bn	$32.13bn	97.8152	97.5387	0.343%	-0.283%	-0.00097%
912810FR4	2.375%	Jan 15, 2025	$28.00bn	–	$6.58bn	$21.42bn	146.6556	145.7654	0.343%	-0.607%	-0.00208%
912810QX9	2.750%	Aug 15, 2042	$42.00bn	–	$4.65bn	$37.35bn	84.0186	82.9857	0.343%	+0.407%	+0.00139%
912828BR0	4.250%	Nov 15, 2013	$30.63bn	–	$0.9m	$30.63bn	102.1196	102.1257	0.341%	+0.006%	+0.00002%
912828UR9	0.750%	Feb 28, 2018	$35.00bn	–	$3.09bn	$31.91bn	97.7514	97.0375	0.340%	-0.347%	-0.00118%
912828UZ1	0.625%	Apr 30, 2018	$35.00bn	–	$2.83bn	$32.17bn	96.6579	96.3390	0.339%	-0.330%	-0.00112%
912828TS9	0.625%	Sep 30, 2017	$35.00bn	–	$3.93bn	$31.07bn	97.9600	97.6726	0.332%	-0.293%	-0.00097%
912828JW1	1.500%	Dec 31, 2013	$30.04bn	–	$0.5m	$30.04bn	100.7242	100.7337	0.330%	+0.009%	+0.00003%
912828TG5	0.500%	Jul 31, 2017	$35.00bn	–	$4.22bn	$30.78bn	97.6264	97.3587	0.328%	-0.274%	-0.00090%
912810QT8	3.125%	Nov 15, 2041	$44.62bn	–	$12.22bn	$32.41bn	90.7249	91.0988	0.321%	+0.412%	+0.00132%
912828CA6	4.000%	Feb 15, 2014	$28.07bn	–	$0.4m	$28.07bn	103.9391	101.9878	0.319%	+0.047%	+0.00015%
912828VP2	2.000%	Jul 31, 2020	$29.00bn	–	–	$29.00bn	99.3179	99.0285	0.314%	-0.291%	-0.00092%
912828LU2	3.125%	Oct 31, 2016	$31.76bn	–	$5.20bn	$26.57bn	108.3210	108.1012	0.314%	-0.203%	-0.00064%
912828CJ7	4.750%	May 15, 2014	$27.29bn	–	$0.3m	$27.29bn	104.6318	104.6827	0.312%	+0.049%	+0.00015%
912828MK3	3.125%	Jan 31, 2017	$32.52bn	–	$6.10bn	$26.43bn	107.7272	107.4762	0.311%	-0.233%	-0.00072%
912828UU2	0.750%	Mar 31, 2018	$35.00bn	–	$5.83bn	$29.17bn	97.4708	97.1634	0.310%	-0.315%	-0.00098%
912828KD1	2.750%	Feb 15, 2019	$58.68bn	–	$32.20bn	$26.48bn	107.1124	105.3607	0.310%	-0.352%	-0.00109%
912828JT8	2.000%	Nov 30, 2013	$27.82bn	–	$0.2m	$27.82bn	100.9638	100.9879	0.307%	+0.024%	+0.00007%
912810QU5	3.125%	Feb 15, 2042	$47.22bn	–	$16.57bn	$30.65bn	91.3791	90.1613	0.306%	+0.377%	+0.00115%
912828NW6	1.875%	Aug 31, 2017	$29.71bn	–	$2.93bn	$26.78bn	103.7534	102.5155	0.303%	-0.289%	-0.00088%
912810QH4	4.375%	May 15, 2040	$43.47bn	–	$19.47bn	$24.01bn	113.8961	114.3509	0.298%	+0.399%	+0.00119%
912810QE1	4.625%	Feb 15, 2040	$44.90bn	–	$22.04bn	$22.86bn	119.5711	117.7075	0.298%	+0.375%	+0.00112%
912828PF1	1.875%	Oct 31, 2017	$29.59bn	–	$3.25bn	$26.34bn	103.2551	102.9857	0.297%	-0.261%	-0.00077%
912810QL5	4.250%	Nov 15, 2040	$42.90bn	–	$18.64bn	$24.26bn	111.5883	112.0319	0.296%	+0.398%	+0.00117%
912828DC1	4.250%	Nov 15, 2014	$25.47bn	–	$87.6m	$25.38bn	106.1196	106.1257	0.294%	+0.006%	+0.00002%
912828BW9	2.000%	Jan 15, 2014	$21.00bn	–	–	$21.00bn	127.8412	127.9436	0.293%	+0.080%	+0.00023%
912828JM3	3.125%	Sep 30, 2013	$26.22bn	–	$0.8m	$26.22bn	101.5502	101.5507	0.291%	+0.001%	+0.00000%
912828HR4	3.500%	Feb 15, 2018	$39.20bn	–	$15.48bn	$23.73bn	111.3334	109.2745	0.288%	-0.277%	-0.00080%
912828CT5	4.250%	Aug 15, 2014	$24.72bn	–	$0.8m	$24.72bn	106.2106	104.1257	0.287%	+0.038%	+0.00011%
912828LP3	3.000%	Sep 30, 2016	$29.51bn	–	$5.74bn	$23.78bn	108.0707	107.8724	0.280%	-0.183%	-0.00051%
912828MA5	2.750%	Nov 30, 2016	$32.96bn	–	$8.95bn	$24.01bn	106.8096	106.6513	0.280%	-0.148%	-0.00041%
912828EN6	4.500%	Nov 15, 2015	$23.22bn	–	$0.6m	$23.22bn	110.2038	110.2011	0.279%	-0.002%	-0.00001%
912828JQ4	2.750%	Oct 31, 2013	$25.06bn	–	$0.4m	$25.06bn	101.3512	101.3791	0.277%	+0.027%	+0.00008%
912828VA5	1.125%	Apr 30, 2020	$29.00bn	–	$2.31bn	$26.70bn	94.4718	94.1352	0.275%	-0.356%	-0.00098%
912828VF4	1.375%	May 31, 2020	$29.00bn	–	$2.82bn	$26.18bn	95.8267	95.5131	0.274%	-0.327%	-0.00090%
912796BL2	0.000%	Nov 21, 2013	$25.00bn	–	–	$25.00bn	99.9874	99.9954	0.273%	+0.008%	+0.00002%
912796BN8	0.000%	Dec 5, 2013	$25.00bn	–	–	$25.00bn	99.9859	99.9919	0.273%	+0.006%	+0.00002%
912796BM0	0.000%	Nov 29, 2013	$25.00bn	–	–	$25.00bn	99.9866	99.9924	0.273%	+0.006%	+0.00002%
912796BS7	0.000%	Jan 2, 2014	$25.00bn	–	–	$25.00bn	99.9742	99.9896	0.273%	+0.015%	+0.00004%
912796BQ1	0.000%	Dec 19, 2013	$25.00bn	–	–	$25.00bn	99.9765	99.9908	0.273%	+0.014%	+0.00004%
912796BR9	0.000%	Dec 26, 2013	$25.00bn	–	–	$25.00bn	99.9712	99.9869	0.273%	+0.016%	+0.00004%
912796BU2	0.000%	Jan 16, 2014	$25.00bn	–	–	$25.00bn	99.9671	99.9884	0.273%	+0.021%	+0.00006%
912796BV0	0.000%	Jan 23, 2014	$25.00bn	–	–	$25.00bn	99.9658	99.9838	0.273%	+0.018%	+0.00005%
912796AR0	0.000%	Feb 6, 2014	$25.00bn	–	–	$25.00bn	99.9631	99.9822	0.273%	+0.019%	+0.00005%
912796AW9	0.000%	Mar 6, 2014	$25.00bn	–	–	$25.00bn	99.9516	99.9687	0.273%	+0.017%	+0.00005%
912796BA6	0.000%	Apr 3, 2014	$25.00bn	–	–	$25.00bn	99.9385	99.9520	0.273%	+0.014%	+0.00004%
912796BJ7	0.000%	May 29, 2014	$25.00bn	–	–	$25.00bn	99.9245	99.9396	0.273%	+0.015%	+0.00004%
912796BP3	0.000%	Jun 26, 2014	$25.00bn	–	–	$25.00bn	99.9083	99.9250	0.273%	+0.017%	+0.00005%
912796BT5	0.000%	Jul 24, 2014	$25.00bn	–	–	$25.00bn	99.8707	99.8998	0.273%	+0.029%	+0.00008%
912828SH4	1.375%	Feb 28, 2019	$29.41bn	–	$4.28bn	$25.13bn	99.0129	97.9489	0.272%	-0.380%	-0.00103%
912828LL2	3.000%	Aug 31, 2016	$28.84bn	–	$5.90bn	$22.94bn	108.2554	106.5561	0.271%	-0.184%	-0.00050%
912828MV9	3.250%	Mar 31, 2017	$33.08bn	–	$10.63bn	$22.45bn	109.3422	109.1040	0.268%	-0.218%	-0.00058%
912828QF0	2.000%	Apr 30, 2016	$37.21bn	–	$13.80bn	$23.41bn	104.3804	104.2785	0.267%	-0.098%	-0.00026%
912828LD0	3.250%	Jul 31, 2016	$28.70bn	–	$6.14bn	$22.57bn	107.6963	107.4878	0.265%	-0.194%	-0.00051%
912828MD9	3.250%	Dec 31, 2016	$32.95bn	–	$10.57bn	$22.38bn	108.3764	108.1053	0.265%	-0.250%	-0.00066%
912828CP3	2.000%	Jul 15, 2014	$19.00bn	–	–	$19.00bn	127.6337	127.8171	0.265%	+0.144%	+0.00038%
912810FH6	3.875%	Apr 15, 2029	$19.72bn	$225.0m	$7.57bn	$11.92bn	203.0114	202.8020	0.264%	-0.103%	-0.00027%
912828DH0	1.625%	Jan 15, 2015	$19.00bn	–	–	$19.00bn	127.0053	127.1095	0.263%	+0.082%	+0.00022%
912828PA2	1.875%	Sep 30, 2017	$29.91bn	–	$6.63bn	$23.28bn	103.5051	103.2367	0.263%	-0.259%	-0.00068%
912828QP8	1.750%	May 31, 2016	$37.95bn	–	$14.67bn	$23.28bn	103.5152	103.3605	0.263%	-0.149%	-0.00039%
912796BH1	0.000%	Oct 31, 2013	$24.00bn	–	–	$24.00bn	99.9898	99.9966	0.262%	+0.007%	+0.00002%
912796BK4	0.000%	Nov 7, 2013	$24.00bn	–	–	$24.00bn	99.9890	99.9942	0.262%	+0.005%	+0.00001%
912828UL2	1.375%	Jan 31, 2020	$29.00bn	–	$4.14bn	$24.86bn	96.3787	96.0333	0.262%	-0.358%	-0.00094%
912810QS0	3.750%	Aug 15, 2041	$42.49bn	–	$19.39bn	$23.10bn	103.2612	101.7874	0.260%	+0.388%	+0.00101%
912828PK0	2.250%	Nov 30, 2017	$30.14bn	–	$7.45bn	$22.70bn	104.6624	104.3965	0.259%	-0.254%	-0.00066%
912828UB4	1.000%	Nov 30, 2019	$29.00bn	–	$3.93bn	$25.07bn	94.7319	94.3533	0.259%	-0.400%	-0.00104%
912810QK7	3.875%	Aug 15, 2040	$43.21bn	–	$20.83bn	$22.38bn	105.8501	104.2938	0.259%	+0.360%	+0.00093%
912810QN1	4.750%	Feb 15, 2041	$43.01bn	–	$23.65bn	$19.35bn	121.9100	120.0265	0.258%	+0.403%	+0.00104%
912828NR7	2.375%	Jul 31, 2017	$29.95bn	–	$7.58bn	$22.38bn	105.0065	104.7194	0.256%	-0.273%	-0.00070%
912828MY3	0.500%	Apr 15, 2015	$21.23bn	–	$0.7m	$21.23bn	110.5043	110.5516	0.256%	+0.043%	+0.00011%
912828UJ7	0.875%	Jan 31, 2018	$35.00bn	–	$11.23bn	$23.77bn	98.0961	97.8308	0.255%	-0.270%	-0.00069%
912828SD3	1.250%	Jan 31, 2019	$29.55bn	–	$5.74bn	$23.80bn	97.9409	97.6155	0.254%	-0.332%	-0.00085%
912828QA1	2.250%	Mar 31, 2016	$36.57bn	–	$14.55bn	$22.02bn	105.2874	105.1778	0.253%	-0.104%	-0.00026%
912828MS6	3.000%	Feb 28, 2017	$32.79bn	–	$11.48bn	$21.31bn	108.5992	106.8374	0.253%	-0.241%	-0.00061%
912796BE8	0.000%	May 1, 2014	$23.00bn	–	–	$23.00bn	99.9315	99.9458	0.251%	+0.014%	+0.00004%
912828TR1	1.000%	Sep 30, 2019	$29.00bn	–	$4.93bn	$24.07bn	95.3048	94.9262	0.250%	-0.397%	-0.00099%
912828UQ1	1.250%	Feb 29, 2020	$29.00bn	–	$5.21bn	$23.79bn	95.8981	94.9479	0.249%	-0.339%	-0.00084%
912810QW1	3.000%	May 15, 2042	$43.92bn	–	$18.20bn	$25.72bn	88.1359	88.4986	0.247%	+0.412%	+0.00102%
912810QD3	4.375%	Nov 15, 2039	$44.56bn	–	$24.68bn	$19.88bn	113.9273	114.3821	0.247%	+0.399%	+0.00099%
912810FS2	2.000%	Jan 15, 2026	$20.00bn	–	$3.57bn	$16.43bn	134.4558	133.8165	0.241%	-0.475%	-0.00115%
912828NA4	3.125%	Apr 30, 2017	$32.68bn	–	$12.39bn	$20.29bn	108.6335	108.4137	0.241%	-0.202%	-0.00049%
912828VJ6	1.875%	Jun 30, 2020	$29.00bn	–	$6.91bn	$22.09bn	98.8193	98.5187	0.238%	-0.304%	-0.00072%
912828EW6	4.500%	Feb 15, 2016	$21.84bn	–	$2.46bn	$19.38bn	112.1385	109.8261	0.237%	-0.056%	-0.00013%
912828EA4	1.875%	Jul 15, 2015	$17.00bn	–	–	$17.00bn	127.4985	127.4470	0.237%	-0.040%	-0.00010%
912828FL9	2.500%	Jul 15, 2016	$20.00bn	–	$3.07bn	$16.93bn	127.9160	127.8713	0.236%	-0.035%	-0.00008%
912828UF5	1.125%	Dec 31, 2019	$29.00bn	–	$6.26bn	$22.74bn	95.1603	94.8237	0.236%	-0.354%	-0.00084%
912828RH5	1.375%	Sep 30, 2018	$29.90bn	–	$8.25bn	$21.66bn	99.7121	99.3986	0.236%	-0.314%	-0.00074%
912828NG1	2.750%	May 31, 2017	$31.67bn	–	$11.50bn	$20.17bn	106.9658	106.7138	0.236%	-0.236%	-0.00055%
912828NK2	2.500%	Jun 30, 2017	$30.87bn	–	$10.55bn	$20.31bn	105.7486	105.5041	0.234%	-0.231%	-0.00054%
912828ET3	2.000%	Jan 15, 2016	$17.00bn	–	–	$17.00bn	126.3136	126.2060	0.234%	-0.085%	-0.00020%
912828MF4	1.375%	Jan 15, 2020	$18.97bn	–	$979.9m	$17.99bn	117.6202	116.9252	0.231%	-0.591%	-0.00137%
912828FY1	4.625%	Nov 15, 2016	$23.29bn	–	$5.01bn	$18.29bn	113.4178	113.2075	0.226%	-0.185%	-0.00042%
912828TN0	1.000%	Aug 31, 2019	$29.00bn	–	$7.42bn	$21.59bn	95.6060	94.6645	0.225%	-0.462%	-0.00104%
912810FD5	3.625%	Apr 15, 2028	$16.81bn	$25.0m	$6.46bn	$10.32bn	199.0785	198.8611	0.224%	-0.109%	-0.00024%
912810QQ4	4.375%	May 15, 2041	$42.00bn	–	$24.20bn	$17.80bn	113.8648	114.2884	0.221%	+0.372%	+0.00082%
912828UV0	1.125%	Mar 31, 2020	$29.00bn	–	$8.29bn	$20.72bn	94.7843	94.4795	0.214%	-0.322%	-0.00069%
912828KZ2	3.250%	Jun 30, 2016	$27.78bn	–	$9.71bn	$18.07bn	107.8451	107.6678	0.213%	-0.164%	-0.00035%
912828HH6	4.250%	Nov 15, 2017	$27.67bn	–	$10.99bn	$16.68bn	113.6821	113.3757	0.207%	-0.270%	-0.00056%
912828GD6	2.375%	Jan 15, 2017	$17.25bn	–	$2.59bn	$14.66bn	128.4885	128.3231	0.206%	-0.129%	-0.00026%
912828FQ8	4.875%	Aug 15, 2016	$22.56bn	–	$6.35bn	$16.21bn	114.8427	112.1892	0.203%	-0.188%	-0.00038%
912828UX6	0.125%	Apr 15, 2018	$18.00bn	–	$81.0m	$17.92bn	103.5805	103.1487	0.203%	-0.417%	-0.00084%
912810PS1	2.375%	Jan 15, 2027	$16.48bn	–	$3.05bn	$13.43bn	137.7653	137.5498	0.202%	-0.156%	-0.00032%
912828PN4	2.750%	Dec 31, 2017	$30.45bn	–	$13.28bn	$17.17bn	106.6141	106.3607	0.200%	-0.238%	-0.00048%
912810PZ5	2.500%	Jan 15, 2029	$14.15bn	–	$335.3m	$13.82bn	132.0860	131.9702	0.199%	-0.088%	-0.00017%
912828LA6	1.875%	Jul 15, 2019	$15.19bn	–	$528.0m	$14.66bn	123.2734	122.6286	0.197%	-0.523%	-0.00103%
912828HA1	4.750%	Aug 15, 2017	$28.00bn	–	$12.51bn	$15.49bn	116.6288	113.9952	0.197%	-0.222%	-0.00044%
912828TH3	0.875%	Jul 31, 2019	$29.00bn	–	$9.99bn	$19.01bn	94.6899	94.2996	0.196%	-0.412%	-0.00081%
912810FT0	4.500%	Feb 15, 2036	$26.40bn	–	$11.19bn	$15.20bn	117.2010	115.4198	0.195%	+0.400%	+0.00078%
912828KW9	3.250%	May 31, 2016	$26.90bn	–	$10.57bn	$16.33bn	107.9880	107.8436	0.192%	-0.134%	-0.00026%
912810EQ7	6.250%	Aug 15, 2023	$22.90bn	$250.0m	$9.61bn	$13.04bn	134.7583	131.3227	0.192%	-0.230%	-0.00044%
912810FP8	5.375%	Feb 15, 2031	$16.43bn	–	$2.85bn	$13.58bn	129.0734	126.7463	0.191%	+0.279%	+0.00053%
912810QC5	4.500%	Aug 15, 2039	$41.44bn	–	$26.63bn	$14.81bn	117.3260	115.5448	0.190%	+0.400%	+0.00076%
912828GH7	4.625%	Feb 15, 2017	$22.19bn	–	$7.16bn	$15.03bn	115.1024	112.5513	0.189%	-0.207%	-0.00039%
912810PV4	1.750%	Jan 15, 2028	$15.64bn	–	$1.64bn	$14.00bn	123.2014	122.9788	0.188%	-0.181%	-0.00034%
912828KM1	1.250%	Apr 15, 2014	$15.28bn	–	$0.2m	$15.28bn	111.9897	112.1789	0.187%	+0.169%	+0.00032%
912828RY8	1.375%	Dec 31, 2018	$29.94bn	–	$12.69bn	$17.25bn	98.8696	98.5554	0.186%	-0.318%	-0.00059%
912828KT6	2.375%	Mar 31, 2016	$25.14bn	–	$9.04bn	$16.10bn	105.6732	105.5748	0.186%	-0.093%	-0.00017%
912828FF2	5.125%	May 15, 2016	$23.29bn	–	$8.40bn	$14.90bn	113.6488	113.5459	0.185%	-0.091%	-0.00017%
912810QV3	0.750%	Feb 15, 2042	$23.13bn	–	$3.92bn	$19.21bn	87.7585	87.3309	0.184%	-0.046%	-0.00009%
912828HN3	1.625%	Jan 15, 2018	$16.41bn	–	$2.63bn	$13.78bn	122.1523	121.7751	0.184%	-0.309%	-0.00057%
912828PT1	2.625%	Jan 31, 2018	$29.58bn	–	$13.69bn	$15.89bn	105.8509	105.5238	0.184%	-0.309%	-0.00057%
912828QB9	2.875%	Mar 31, 2018	$30.30bn	–	$14.83bn	$15.48bn	107.9037	107.5692	0.182%	-0.310%	-0.00057%
912828JE1	1.375%	Jul 15, 2018	$14.97bn	–	$974.0m	$14.00bn	118.4235	117.9645	0.181%	-0.388%	-0.00070%
912828QJ2	2.125%	Feb 29, 2016	$36.92bn	–	$21.17bn	$15.75bn	105.0455	103.8926	0.181%	-0.086%	-0.00016%
912828GX2	2.625%	Jul 15, 2017	$14.00bn	–	$1.08bn	$12.92bn	127.8798	127.7159	0.180%	-0.128%	-0.00023%
912828JH4	4.000%	Aug 15, 2018	$36.80bn	–	$22.61bn	$14.20bn	114.3141	111.9565	0.177%	-0.313%	-0.00055%
912828JX9	2.125%	Jan 15, 2019	$14.76bn	–	$1.78bn	$12.98bn	122.9466	122.3985	0.174%	-0.446%	-0.00078%
912828RE2	1.500%	Aug 31, 2018	$29.89bn	–	$14.14bn	$15.74bn	100.6590	99.5749	0.173%	-0.332%	-0.00057%
912810DW5	7.250%	May 15, 2016	$18.82bn	–	$5.62bn	$13.20bn	119.9742	119.8431	0.173%	-0.109%	-0.00019%
912828QT0	2.375%	Jun 30, 2018	$29.93bn	–	$14.98bn	$14.96bn	104.6440	104.3257	0.171%	-0.304%	-0.00052%
912810FB9	6.125%	Nov 15, 2027	$22.51bn	$497.0m	$10.63bn	$11.38bn	135.2670	135.5350	0.168%	+0.198%	+0.00033%
912828VM9	0.375%	Jul 15, 2023	$15.00bn	–	–	$15.00bn	98.7698	97.9144	0.162%	-0.866%	-0.00140%
912810QA9	3.500%	Feb 15, 2039	$25.91bn	–	$11.18bn	$14.73bn	99.4896	98.1182	0.160%	+0.381%	+0.00061%
912828PY0	2.750%	Feb 28, 2018	$30.59bn	–	$17.34bn	$13.26bn	107.5883	105.8665	0.156%	-0.322%	-0.00050%
912828HZ6	3.875%	May 15, 2018	$34.08bn	–	$21.43bn	$12.65bn	112.4463	112.1063	0.155%	-0.302%	-0.00047%
912828KR0	2.625%	Apr 30, 2016	$26.90bn	–	$13.58bn	$13.33bn	106.2571	106.1175	0.155%	-0.131%	-0.00020%
912828GS3	4.500%	May 15, 2017	$25.59bn	–	$13.23bn	$12.36bn	113.9226	113.6698	0.154%	-0.222%	-0.00034%
912828TC4	1.000%	Jun 30, 2019	$29.30bn	–	$14.64bn	$14.66bn	95.6807	95.3329	0.153%	-0.364%	-0.00056%
912810QB7	4.250%	May 15, 2039	$38.78bn	–	$26.33bn	$12.45bn	111.7446	112.1882	0.152%	+0.397%	+0.00060%
912810PX0	4.500%	May 15, 2038	$25.51bn	–	$13.52bn	$11.98bn	116.0788	116.5136	0.152%	+0.375%	+0.00057%
912828TV2	1.250%	Oct 31, 2019	$29.00bn	–	$14.66bn	$14.34bn	96.6284	96.2405	0.151%	-0.401%	-0.00061%
912828RT9	1.375%	Nov 30, 2018	$30.31bn	–	$16.53bn	$13.79bn	99.1704	98.8569	0.149%	-0.316%	-0.00047%
912828SX9	1.125%	May 31, 2019	$29.00bn	–	$14.98bn	$14.02bn	96.7218	96.3233	0.148%	-0.412%	-0.00061%
912810QP6	2.125%	Feb 15, 2041	$23.99bn	–	$13.30bn	$10.69bn	126.3955	125.2406	0.147%	-0.019%	-0.00003%
912828KS8	2.625%	Feb 29, 2016	$23.18bn	–	$10.58bn	$12.60bn	106.5048	105.1155	0.146%	-0.072%	-0.00011%
912810EL8	8.000%	Nov 15, 2021	$32.81bn	$2.17bn	$21.44bn	$9.20bn	144.6332	144.1943	0.145%	-0.303%	-0.00044%
912828QG8	2.625%	Apr 30, 2018	$30.83bn	–	$18.65bn	$12.18bn	106.3821	106.0550	0.141%	-0.307%	-0.00043%
912828RP7	1.750%	Oct 31, 2018	$30.10bn	–	$17.37bn	$12.73bn	101.4735	101.1304	0.141%	-0.338%	-0.00048%
912810DP0	11.250%	Feb 15, 2015	$12.67bn	$2.15bn	$0.7m	$10.52bn	122.0337	116.4246	0.140%	+0.013%	+0.00002%
912828QQ6	2.375%	May 31, 2018	$31.44bn	–	$19.34bn	$12.10bn	104.9336	104.6165	0.139%	-0.302%	-0.00042%
912810DX3	7.500%	Nov 15, 2016	$18.86bn	$77.0m	$8.57bn	$10.22bn	123.3397	123.1060	0.138%	-0.189%	-0.00026%
912810FM5	6.250%	May 15, 2030	$17.05bn	–	$8.20bn	$8.85bn	139.1997	139.5414	0.134%	+0.245%	+0.00033%
912828SN1	1.500%	Mar 31, 2019	$29.69bn	–	$17.45bn	$12.24bn	99.4416	99.0768	0.133%	-0.367%	-0.00049%
912810EW4	6.000%	Feb 15, 2026	$12.90bn	$67.0m	$4.36bn	$8.47bn	134.2055	131.2473	0.124%	+0.031%	+0.00004%
912810DY1	8.750%	May 15, 2017	$18.19bn	$2.64bn	$7.26bn	$8.30bn	130.7296	130.4518	0.118%	-0.213%	-0.00025%
912828QY9	2.250%	Jul 31, 2018	$29.86bn	–	$19.69bn	$10.18bn	103.7874	103.4579	0.115%	-0.317%	-0.00037%
912810QF8	2.125%	Feb 15, 2040	$15.17bn	–	$6.95bn	$8.22bn	127.9279	126.7582	0.115%	-0.018%	-0.00002%
912810RA8	0.625%	Feb 15, 2043	$16.00bn	–	$3.22bn	$12.78bn	82.2663	82.1417	0.115%	+0.234%	+0.00027%
912810FF0	5.250%	Nov 15, 2028	$10.95bn	–	$2.56bn	$8.38bn	125.0190	125.3023	0.114%	+0.227%	+0.00026%
912828ST8	1.250%	Apr 30, 2019	$29.78bn	–	$19.62bn	$10.16bn	97.7221	97.3655	0.108%	-0.365%	-0.00040%
912810FG8	5.250%	Feb 15, 2029	$11.35bn	–	$3.63bn	$7.72bn	126.3907	124.0523	0.107%	+0.227%	+0.00024%
912810FE3	5.500%	Aug 15, 2028	$11.78bn	–	$4.58bn	$7.19bn	129.4435	126.9715	0.102%	+0.215%	+0.00022%
912810PW2	4.375%	Feb 15, 2038	$22.53bn	–	$15.01bn	$7.52bn	115.0183	113.2571	0.094%	+0.371%	+0.00035%
912810FQ6	3.375%	Apr 15, 2032	$5.00bn	–	$405.0m	$4.60bn	182.9882	182.6397	0.092%	-0.190%	-0.00017%
912810ED6	8.125%	Aug 15, 2019	$20.21bn	$1.27bn	$13.19bn	$5.75bn	140.3733	135.9507	0.088%	-0.256%	-0.00023%
912810PU6	5.000%	May 15, 2037	$21.41bn	–	$14.99bn	$6.42bn	124.4035	124.8207	0.087%	+0.335%	+0.00029%
912810EC8	8.875%	Feb 15, 2019	$19.24bn	$6.16bn	$7.49bn	$5.59bn	142.8130	138.0207	0.087%	-0.248%	-0.00022%
912810EG9	8.750%	Aug 15, 2020	$21.41bn	$4.36bn	$11.94bn	$5.11bn	148.2866	143.5768	0.083%	-0.226%	-0.00019%
912810EY0	6.500%	Nov 15, 2026	$11.47bn	$633.0m	$5.49bn	$5.34bn	138.9402	139.0231	0.081%	+0.060%	+0.00005%
912810EM6	7.250%	Aug 15, 2022	$10.36bn	$225.0m	$5.03bn	$5.10bn	142.3759	138.3743	0.079%	-0.264%	-0.00021%
912810ES3	7.500%	Nov 15, 2024	$11.46bn	$1.87bn	$4.78bn	$4.81bn	147.0584	146.9185	0.077%	-0.095%	-0.00007%
912810FJ2	6.125%	Aug 15, 2029	$11.18bn	–	$6.23bn	$4.94bn	138.3569	135.5975	0.075%	+0.219%	+0.00016%
912810EV6	6.875%	Aug 15, 2025	$12.60bn	$1.42bn	$6.49bn	$4.70bn	143.4529	139.9487	0.074%	-0.046%	-0.00003%
912810EP9	7.125%	Feb 15, 2023	$18.37bn	$2.59bn	$11.05bn	$4.73bn	142.1619	138.2429	0.073%	-0.251%	-0.00018%
912810ET1	7.625%	Feb 15, 2025	$11.72bn	$2.22bn	$5.10bn	$4.41bn	150.7364	146.7687	0.072%	-0.103%	-0.00007%
912810FA1	6.375%	Aug 15, 2027	$10.73bn	$1.54bn	$4.53bn	$4.66bn	139.6910	136.7354	0.071%	+0.166%	+0.00012%
912810DZ8	8.875%	Aug 15, 2017	$14.01bn	$3.05bn	$6.14bn	$4.82bn	134.9068	130.2395	0.071%	-0.170%	-0.00012%
912810DT2	9.875%	Nov 15, 2015	$6.89bn	$1.31bn	$325.5m	$5.25bn	123.5618	123.5724	0.071%	+0.009%	+0.00001%
912810PT9	4.750%	Feb 15, 2037	$16.59bn	–	$11.25bn	$5.34bn	121.3788	119.4640	0.071%	+0.379%	+0.00027%
912810EZ7	6.625%	Feb 15, 2027	$10.45bn	$934.0m	$5.17bn	$4.35bn	142.2750	139.0608	0.068%	+0.069%	+0.00005%
912810EX2	6.750%	Aug 15, 2026	$10.90bn	$2.08bn	$4.87bn	$3.95bn	143.2389	139.9110	0.062%	+0.033%	+0.00002%
912810EB0	9.000%	Nov 15, 2018	$9.03bn	$1.86bn	$3.69bn	$3.48bn	140.0326	139.6522	0.053%	-0.272%	-0.00014%
912810DS4	10.625%	Aug 15, 2015	$7.15bn	$3.13bn	$217.4m	$3.81bn	125.7453	120.3923	0.052%	-0.032%	-0.00002%
912810EN4	7.625%	Nov 15, 2022	$10.70bn	$3.28bn	$4.25bn	$3.17bn	144.3974	143.9874	0.050%	-0.284%	-0.00014%
912810EJ3	8.125%	May 15, 2021	$11.95bn	$1.89bn	$7.05bn	$3.01bn	144.2221	143.8257	0.047%	-0.275%	-0.00013%
912810EH7	7.875%	Feb 15, 2021	$11.11bn	$1.04bn	$7.05bn	$3.02bn	143.5392	139.2816	0.047%	-0.223%	-0.00011%
912810EK0	8.125%	Aug 15, 2021	$12.16bn	$2.66bn	$6.65bn	$2.85bn	146.9358	142.5132	0.046%	-0.245%	-0.00011%
912810EA2	9.125%	May 15, 2018	$8.70bn	$1.99bn	$3.69bn	$3.02bn	137.9341	137.6899	0.046%	-0.177%	-0.00008%
912810EE4	8.500%	Feb 15, 2020	$10.23bn	$753.0m	$6.63bn	$2.84bn	144.6713	140.0951	0.045%	-0.225%	-0.00010%
912810DV7	9.250%	Feb 15, 2016	$7.25bn	$1.84bn	$2.41bn	$3.01bn	126.2985	121.6338	0.042%	-0.031%	-0.00001%
912810EF1	8.750%	May 15, 2020	$10.16bn	$2.58bn	$5.31bn	$2.27bn	145.1359	144.8580	0.036%	-0.191%	-0.00007%
Total						$8.84tn			100.000%		-0.11062%

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.