Rebalance of December 31, 2013

US Treasury Aggregate constituents

Every one of the 338 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: 338
Weights sum to: 100.0000%
Contributions sum to: -0.675785%
Market value: $9.26tn

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 -0.675785% against a published month return of -0.675785%, a difference of 5.3e-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 December 31, 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
912796AQ2	0.000%	Jan 9, 2014	$85.00bn	–	–	$85.00bn	99.9989	99.9995	0.918%	+0.001%	+0.00001%
912796AR0	0.000%	Feb 6, 2014	$83.00bn	–	–	$83.00bn	99.9923	99.9979	0.897%	+0.006%	+0.00005%
912828VS6	2.500%	Aug 15, 2023	$66.00bn	–	$2.96bn	$63.04bn	98.7717	96.8573	0.673%	-1.938%	-0.01304%
912796BU2	0.000%	Jan 16, 2014	$60.00bn	–	–	$60.00bn	99.9973	99.9996	0.648%	+0.002%	+0.00001%
912796BV0	0.000%	Jan 23, 2014	$60.00bn	–	–	$60.00bn	99.9969	99.9994	0.648%	+0.002%	+0.00002%
912828VB3	1.750%	May 15, 2023	$66.00bn	–	$886.0m	$65.11bn	92.0822	90.2633	0.648%	-1.975%	-0.01280%
912796BW8	0.000%	Jan 30, 2014	$59.00bn	–	–	$59.00bn	99.9966	99.9992	0.637%	+0.003%	+0.00002%
912828PC8	2.625%	Nov 15, 2020	$67.41bn	–	$10.96bn	$56.45bn	103.8108	101.8793	0.633%	-1.861%	-0.01178%
912796BY4	0.000%	Feb 13, 2014	$58.00bn	–	–	$58.00bn	99.9894	99.9988	0.627%	+0.009%	+0.00006%
912796BZ1	0.000%	Feb 20, 2014	$57.00bn	–	–	$57.00bn	99.9885	99.9972	0.616%	+0.009%	+0.00005%
912796CA5	0.000%	Feb 27, 2014	$57.00bn	–	–	$57.00bn	99.9850	99.9968	0.616%	+0.012%	+0.00007%
912796CJ6	0.000%	Apr 24, 2014	$56.00bn	–	–	$56.00bn	99.9635	99.9810	0.605%	+0.018%	+0.00011%
912828UN8	2.000%	Feb 15, 2023	$66.00bn	–	$9.89bn	$56.11bn	95.3111	93.4171	0.578%	-1.987%	-0.01148%
912828RH5	1.375%	Sep 30, 2018	$64.90bn	–	$11.90bn	$53.01bn	100.5192	99.1051	0.576%	-1.407%	-0.00810%
912796BE8	0.000%	May 1, 2014	$53.00bn	–	–	$53.00bn	99.9617	99.9832	0.572%	+0.021%	+0.00012%
912796BJ7	0.000%	May 29, 2014	$53.00bn	–	–	$53.00bn	99.9447	99.9752	0.572%	+0.030%	+0.00017%
912828PX2	3.625%	Feb 15, 2021	$67.58bn	–	$21.99bn	$45.59bn	111.2300	109.2228	0.548%	-1.804%	-0.00989%
912828RE2	1.500%	Aug 31, 2018	$64.89bn	–	$15.25bn	$49.64bn	101.3854	99.9826	0.544%	-1.384%	-0.00752%
912796BS7	0.000%	Jan 2, 2014	$50.00bn	–	–	$50.00bn	99.9991	100.0000	0.540%	+0.001%	+0.00001%
912796AW9	0.000%	Mar 6, 2014	$50.00bn	–	–	$50.00bn	99.9784	99.9928	0.540%	+0.014%	+0.00008%
912796BA6	0.000%	Apr 3, 2014	$50.00bn	–	–	$50.00bn	99.9688	99.9819	0.540%	+0.013%	+0.00007%
912828MP2	3.625%	Feb 15, 2020	$71.59bn	–	$27.74bn	$43.85bn	111.8862	110.1603	0.530%	-1.543%	-0.00818%
912828SQ4	0.125%	Apr 15, 2017	$44.43bn	–	$429.9m	$44.00bn	106.4485	105.6731	0.506%	-0.728%	-0.00369%
912828MW7	2.500%	Mar 31, 2015	$43.42bn	–	$0.7m	$43.42bn	103.4639	103.4894	0.485%	+0.025%	+0.00012%
912828ME7	2.625%	Dec 31, 2014	$43.24bn	–	$0.8m	$43.24bn	103.7619	102.4520	0.485%	+0.003%	+0.00001%
912828MR8	2.375%	Feb 28, 2015	$43.03bn	–	$0.2m	$43.03bn	103.2977	103.3448	0.480%	+0.046%	+0.00022%
912828LZ1	2.125%	Nov 30, 2014	$43.26bn	–	$0.2m	$43.26bn	101.9492	101.9739	0.477%	+0.024%	+0.00012%
912828MH0	2.250%	Jan 31, 2015	$42.68bn	–	$0.4m	$42.68bn	103.1644	103.1664	0.476%	+0.002%	+0.00001%
912828MZ0	2.500%	Apr 30, 2015	$42.90bn	–	$449.9m	$42.45bn	103.4710	103.4663	0.475%	-0.005%	-0.00002%
912828LS7	2.375%	Oct 31, 2014	$42.01bn	–	$0.8m	$42.01bn	102.2412	102.2571	0.464%	+0.016%	+0.00007%
912828NF3	2.125%	May 31, 2015	$40.87bn	–	$0.2m	$40.87bn	102.8554	102.8489	0.454%	-0.006%	-0.00003%
912828LQ1	2.375%	Sep 30, 2014	$40.71bn	–	$0.5m	$40.71bn	102.2548	102.2696	0.450%	+0.014%	+0.00006%
912828QD5	0.125%	Apr 15, 2016	$38.37bn	–	$367.0m	$38.00bn	108.8393	108.6383	0.447%	-0.185%	-0.00083%
912828LK4	2.375%	Aug 31, 2014	$40.17bn	–	$4.7m	$40.17bn	102.2664	102.2823	0.444%	+0.016%	+0.00007%
912828LC2	2.625%	Jul 31, 2014	$39.98bn	–	$40.0m	$39.94bn	102.5408	102.5744	0.442%	+0.033%	+0.00015%
912810RC4	3.625%	Aug 15, 2043	$42.00bn	–	$291.0m	$41.71bn	97.5112	95.9416	0.439%	-1.610%	-0.00707%
912828VM9	0.375%	Jul 15, 2023	$41.00bn	–	$12.0m	$40.99bn	98.8637	96.8550	0.438%	-2.032%	-0.00890%
912828RR3	2.000%	Nov 15, 2021	$70.10bn	–	$28.61bn	$41.49bn	97.5314	95.6402	0.437%	-1.939%	-0.00848%
912828RC6	2.125%	Aug 15, 2021	$66.73bn	–	$26.10bn	$40.64bn	99.5357	97.5897	0.437%	-1.955%	-0.00854%
912828NL0	1.875%	Jun 30, 2015	$39.10bn	–	$0.7m	$39.10bn	103.3835	102.4479	0.437%	+0.002%	+0.00001%
912828TE0	0.125%	Jul 15, 2022	$41.00bn	–	$355.0m	$40.65bn	99.3149	97.2309	0.436%	-2.098%	-0.00915%
912828LY4	3.375%	Nov 15, 2019	$71.04bn	–	$34.52bn	$36.52bn	109.6272	107.9475	0.433%	-1.532%	-0.00663%
912828UH1	0.125%	Jan 15, 2023	$41.00bn	–	$14.0m	$40.99bn	97.5189	95.5096	0.432%	-2.060%	-0.00890%
912828NP1	1.750%	Jul 31, 2015	$38.22bn	–	$0.9m	$38.21bn	103.0897	103.0808	0.426%	-0.009%	-0.00004%
912828SA9	0.125%	Jan 15, 2022	$41.28bn	–	$2.50bn	$38.79bn	101.2949	99.1121	0.424%	-2.155%	-0.00915%
912828KY5	2.625%	Jun 30, 2014	$38.07bn	–	$0.5m	$38.07bn	102.5744	101.2645	0.422%	+0.003%	+0.00001%
912828TY6	1.625%	Nov 15, 2022	$66.00bn	–	$24.18bn	$41.82bn	92.2326	90.3717	0.417%	-2.018%	-0.00841%
912828PM6	2.125%	Dec 31, 2015	$36.75bn	–	$0.4m	$36.75bn	104.6763	103.4492	0.416%	-0.157%	-0.00065%
912828SP6	0.375%	Apr 15, 2015	$37.82bn	–	$0.7m	$37.82bn	100.2995	100.3001	0.410%	+0.001%	+0.00000%
912828QV5	0.625%	Jul 15, 2021	$35.84bn	–	$849.9m	$34.99bn	107.6333	105.4050	0.407%	-2.070%	-0.00842%
912828NV8	1.250%	Aug 31, 2015	$36.88bn	–	$0.4m	$36.88bn	102.0711	102.0219	0.407%	-0.048%	-0.00020%
912828PJ3	1.375%	Nov 30, 2015	$36.38bn	–	$0.1m	$36.38bn	102.1638	102.0622	0.402%	-0.099%	-0.00040%
912828NZ9	1.250%	Sep 30, 2015	$36.10bn	–	$0.7m	$36.10bn	102.0288	101.9478	0.398%	-0.079%	-0.00032%
912828PP9	1.125%	Jan 15, 2021	$36.68bn	–	$4.68bn	$31.99bn	114.9461	112.6515	0.397%	-1.996%	-0.00793%
912828KV1	2.250%	May 31, 2014	$36.21bn	–	$36.1m	$36.17bn	101.0749	101.0790	0.395%	+0.004%	+0.00002%
912828KN9	1.875%	Apr 30, 2014	$36.21bn	–	$0.8m	$36.21bn	100.8845	100.8888	0.395%	+0.004%	+0.00002%
912828NT3	2.625%	Aug 15, 2020	$67.85bn	–	$33.06bn	$34.79bn	104.8400	102.9674	0.394%	-1.786%	-0.00704%
912828PE4	1.250%	Oct 31, 2015	$35.72bn	–	$0.5m	$35.72bn	101.9855	101.8738	0.394%	-0.110%	-0.00043%
912828KQ2	3.125%	May 15, 2019	$64.41bn	–	$31.05bn	$33.36bn	108.4905	106.9456	0.391%	-1.424%	-0.00557%
912828DM9	4.000%	Feb 15, 2015	$34.21bn	–	$0.9m	$34.21bn	105.7473	105.7717	0.391%	+0.023%	+0.00009%
912828QX1	1.500%	Jul 31, 2016	$36.04bn	–	$1.04bn	$35.00bn	103.2554	102.9130	0.390%	-0.332%	-0.00129%
912828SR2	0.250%	Apr 30, 2014	$35.94bn	–	$0.4m	$35.94bn	100.0846	100.0748	0.389%	-0.010%	-0.00004%
912828SE1	0.250%	Feb 15, 2015	$35.90bn	–	$0.8m	$35.90bn	100.1365	100.1576	0.388%	+0.021%	+0.00008%
912828KJ8	1.750%	Mar 31, 2014	$35.61bn	–	$0.6m	$35.61bn	100.8341	100.8582	0.388%	+0.024%	+0.00009%
912828SL5	0.250%	Mar 31, 2014	$35.83bn	–	$0.9m	$35.83bn	100.0745	100.0958	0.387%	+0.021%	+0.00008%
912828SB7	0.250%	Jan 31, 2014	$35.66bn	–	$0.6m	$35.66bn	100.1155	100.1053	0.386%	-0.010%	-0.00004%
912828RF9	1.000%	Aug 31, 2016	$36.07bn	–	$1.07bn	$35.00bn	101.6319	101.2800	0.384%	-0.346%	-0.00133%
912828RJ1	1.000%	Sep 30, 2016	$36.09bn	–	$1.09bn	$35.00bn	101.5168	101.1020	0.384%	-0.409%	-0.00157%
912828SG6	0.250%	Feb 28, 2014	$35.50bn	–	$0.8m	$35.50bn	100.0955	100.1169	0.384%	+0.021%	+0.00008%
912828RM4	1.000%	Oct 31, 2016	$36.33bn	–	$1.33bn	$35.00bn	101.3696	100.9240	0.383%	-0.440%	-0.00169%
912828TA8	0.250%	Jun 30, 2014	$35.36bn	–	$0.3m	$35.36bn	100.1678	100.0639	0.383%	+0.021%	+0.00008%
912828RX0	0.875%	Dec 31, 2016	$36.13bn	–	$1.13bn	$35.00bn	101.1498	100.2236	0.382%	-0.483%	-0.00185%
912828UX6	0.125%	Apr 15, 2018	$34.00bn	–	$213.0m	$33.79bn	104.5297	103.0418	0.382%	-1.423%	-0.00543%
912828RU6	0.875%	Nov 30, 2016	$36.59bn	–	$1.59bn	$35.00bn	100.8798	100.3918	0.381%	-0.484%	-0.00185%
912828PS3	2.000%	Jan 31, 2016	$35.70bn	–	$1.91bn	$33.79bn	104.2989	104.1236	0.381%	-0.168%	-0.00064%
912828VH0	0.375%	Jun 30, 2015	$35.00bn	–	–	$35.00bn	100.3767	100.1896	0.380%	+0.000%	+0.00000%
912828UK4	0.250%	Jan 31, 2015	$35.00bn	–	–	$35.00bn	100.1780	100.1678	0.379%	-0.010%	-0.00004%
912828TL4	0.250%	Aug 31, 2014	$35.00bn	–	–	$35.00bn	100.1580	100.1794	0.379%	+0.021%	+0.00008%
912828TQ3	0.250%	Sep 30, 2014	$35.00bn	–	–	$35.00bn	100.1370	100.1583	0.379%	+0.021%	+0.00008%
912828UP3	0.250%	Feb 28, 2015	$35.00bn	–	–	$35.00bn	100.1267	100.1481	0.379%	+0.021%	+0.00008%
912828TU4	0.250%	Oct 31, 2014	$35.00bn	–	–	$35.00bn	100.1158	100.1373	0.379%	+0.021%	+0.00008%
912828VN7	0.250%	Jul 31, 2015	$35.00bn	–	–	$35.00bn	100.1155	100.1053	0.379%	-0.010%	-0.00004%
912828UT5	0.250%	Mar 31, 2015	$35.00bn	–	–	$35.00bn	100.1058	100.0958	0.379%	-0.010%	-0.00004%
912828TZ3	0.250%	Nov 30, 2014	$35.00bn	–	–	$35.00bn	100.0951	100.1164	0.379%	+0.021%	+0.00008%
912828SW1	0.250%	May 31, 2014	$35.00bn	–	$0.5m	$35.00bn	100.0639	100.0852	0.378%	+0.021%	+0.00008%
912828VD9	0.250%	May 31, 2015	$35.00bn	–	–	$35.00bn	100.0639	100.0539	0.378%	-0.010%	-0.00004%
912828TF7	0.125%	Jul 31, 2014	$35.00bn	–	–	$35.00bn	100.0421	100.0526	0.378%	+0.011%	+0.00004%
912828UD0	0.125%	Dec 31, 2014	$35.00bn	–	–	$35.00bn	100.0214	99.9694	0.378%	+0.011%	+0.00004%
912828UY4	0.125%	Apr 30, 2015	$35.00bn	–	–	$35.00bn	99.9173	99.8968	0.378%	-0.021%	-0.00008%
912828DV9	4.125%	May 15, 2015	$34.47bn	–	$1.45bn	$33.02bn	105.8812	105.8595	0.378%	-0.021%	-0.00008%
912828ND8	3.500%	May 15, 2020	$68.22bn	–	$36.62bn	$31.60bn	110.1019	108.2766	0.376%	-1.658%	-0.00623%
912828SC5	0.875%	Jan 31, 2017	$35.66bn	–	$1.26bn	$34.40bn	100.9823	100.4935	0.375%	-0.484%	-0.00182%
912810RB6	2.875%	May 15, 2043	$42.00bn	–	$236.0m	$41.76bn	82.8850	81.5375	0.374%	-1.626%	-0.00608%
912828SS0	0.875%	Apr 30, 2017	$35.94bn	–	$1.52bn	$34.42bn	100.4836	99.8398	0.374%	-0.641%	-0.00239%
912828RQ5	0.375%	Nov 15, 2014	$34.45bn	–	$0.5m	$34.45bn	100.2364	100.2372	0.373%	+0.001%	+0.00000%
912828TM2	0.625%	Aug 31, 2017	$35.00bn	–	$269.0m	$34.73bn	99.1606	98.3391	0.372%	-0.828%	-0.00308%
912828UA6	0.625%	Nov 30, 2017	$35.00bn	–	$70.0m	$34.93bn	98.5347	97.5254	0.372%	-1.024%	-0.00381%
912828SY7	0.625%	May 31, 2017	$35.00bn	–	$408.5m	$34.59bn	99.4409	98.7442	0.372%	-0.701%	-0.00260%
912828SZ4	0.375%	Jun 15, 2015	$34.26bn	–	$0.4m	$34.26bn	100.3929	100.2373	0.372%	+0.032%	+0.00012%
912828RZ5	0.250%	Jan 15, 2015	$34.27bn	–	$0.1m	$34.27bn	100.1889	100.1787	0.371%	-0.010%	-0.00004%
912828SK7	0.375%	Mar 15, 2015	$34.22bn	–	$0.9m	$34.22bn	100.3308	100.3004	0.371%	-0.030%	-0.00011%
912828VU1	0.375%	Aug 31, 2015	$34.00bn	–	–	$34.00bn	100.3151	100.2847	0.369%	-0.030%	-0.00011%
912828SJ0	0.875%	Feb 28, 2017	$35.50bn	–	$1.70bn	$33.80bn	100.8185	100.2685	0.368%	-0.546%	-0.00201%
912828SU5	0.250%	May 15, 2015	$34.00bn	–	$0.9m	$34.00bn	100.0742	100.0956	0.368%	+0.021%	+0.00008%
912828WD8	1.250%	Oct 31, 2018	$35.00bn	–	$945.0m	$34.06bn	99.6730	98.2175	0.367%	-1.460%	-0.00536%
912828EE6	4.250%	Aug 15, 2015	$32.47bn	–	$1.07bn	$31.40bn	108.0713	107.9918	0.367%	-0.074%	-0.00027%
912810QZ4	3.125%	Feb 15, 2043	$42.00bn	–	$3.65bn	$38.35bn	88.3944	86.9076	0.366%	-1.682%	-0.00616%
912828QC7	1.250%	Apr 15, 2014	$33.58bn	–	$0.2m	$33.58bn	100.6023	100.5838	0.365%	-0.018%	-0.00007%
912828KF6	1.875%	Feb 28, 2014	$33.71bn	–	$294.2m	$33.42bn	100.9192	100.9235	0.364%	+0.004%	+0.00002%
912828QR4	1.500%	Jun 30, 2016	$36.13bn	–	$3.86bn	$32.27bn	103.4130	102.3208	0.361%	-0.331%	-0.00119%
912828VE7	1.000%	May 31, 2018	$35.00bn	–	$1.41bn	$33.59bn	99.1617	97.8719	0.360%	-1.301%	-0.00468%
912828SM3	1.000%	Mar 31, 2017	$35.83bn	–	$2.93bn	$32.90bn	101.0793	100.4770	0.359%	-0.596%	-0.00214%
912828RV4	0.250%	Dec 15, 2014	$33.17bn	–	$0.1m	$33.17bn	100.2099	100.0749	0.359%	-0.010%	-0.00004%
912828RB8	0.500%	Aug 15, 2014	$32.98bn	–	$0.9m	$32.98bn	100.3981	100.4402	0.358%	+0.042%	+0.00015%
912828TB6	0.750%	Jun 30, 2017	$35.36bn	–	$2.33bn	$33.03bn	100.0659	98.9416	0.357%	-0.749%	-0.00267%
912828VY3	0.250%	Sep 30, 2015	$33.00bn	–	–	$33.00bn	100.0120	99.9708	0.357%	-0.041%	-0.00015%
912828QH6	1.250%	Feb 15, 2014	$32.73bn	–	$0.2m	$32.73bn	100.6202	100.6005	0.356%	-0.020%	-0.00007%
912828PQ7	1.000%	Jan 15, 2014	$32.70bn	–	$0.3m	$32.70bn	100.5054	100.4959	0.355%	-0.009%	-0.00003%
912828NM8	1.250%	Jul 15, 2020	$32.38bn	–	$4.49bn	$27.89bn	117.3953	115.1330	0.354%	-1.927%	-0.00682%
912828LJ7	3.625%	Aug 15, 2019	$66.75bn	–	$37.83bn	$28.93bn	111.9175	110.2853	0.350%	-1.458%	-0.00510%
912828VL1	0.625%	Jul 15, 2016	$32.00bn	–	–	$32.00bn	100.7065	100.4154	0.348%	-0.289%	-0.00101%
912828QS2	0.750%	Jun 15, 2014	$32.00bn	–	–	$32.00bn	100.6921	100.3183	0.348%	+0.001%	+0.00000%
912828PZ7	1.250%	Mar 15, 2014	$32.00bn	–	–	$32.00bn	100.6131	100.6264	0.348%	+0.013%	+0.00005%
912828VR8	0.625%	Aug 15, 2016	$32.00bn	–	–	$32.00bn	100.5914	100.2690	0.348%	-0.320%	-0.00111%
912828QU7	0.625%	Jul 15, 2014	$32.00bn	–	–	$32.00bn	100.5503	100.5717	0.348%	+0.021%	+0.00007%
912828QM5	1.000%	May 15, 2014	$32.00bn	–	–	$32.00bn	100.4532	100.4763	0.347%	+0.023%	+0.00008%
912828VG2	0.500%	Jun 15, 2016	$32.00bn	–	–	$32.00bn	100.4510	99.9310	0.347%	-0.269%	-0.00093%
912828RL6	0.500%	Oct 15, 2014	$32.00bn	–	–	$32.00bn	100.3784	100.3898	0.347%	+0.011%	+0.00004%
912828VQ0	1.375%	Jul 31, 2018	$35.00bn	–	$3.21bn	$31.79bn	101.0258	99.6729	0.347%	-1.339%	-0.00465%
912828UG3	0.375%	Jan 15, 2016	$32.00bn	–	–	$32.00bn	100.2677	100.1430	0.347%	-0.124%	-0.00043%
912828TX8	0.375%	Nov 15, 2015	$32.00bn	–	–	$32.00bn	100.2051	100.1122	0.346%	-0.093%	-0.00032%
912828UM0	0.375%	Feb 15, 2016	$32.00bn	–	–	$32.00bn	100.2048	100.0489	0.346%	-0.156%	-0.00054%
912828RG7	0.250%	Sep 15, 2014	$32.00bn	–	–	$32.00bn	100.1476	100.1690	0.346%	+0.021%	+0.00007%
912828US7	0.375%	Mar 15, 2016	$32.00bn	–	–	$32.00bn	100.1433	99.9567	0.346%	-0.186%	-0.00065%
912828TD2	0.250%	Jul 15, 2015	$32.00bn	–	–	$32.00bn	100.0951	100.1162	0.346%	+0.021%	+0.00007%
912828TK6	0.250%	Aug 15, 2015	$32.00bn	–	–	$32.00bn	100.0740	100.0639	0.346%	-0.010%	-0.00004%
912828TP5	0.250%	Sep 15, 2015	$32.00bn	–	–	$32.00bn	100.0226	99.9815	0.346%	-0.041%	-0.00014%
912828UC2	0.250%	Dec 15, 2015	$32.00bn	–	–	$32.00bn	100.0224	99.7936	0.346%	-0.104%	-0.00036%
912828TT7	0.250%	Oct 15, 2015	$32.00bn	–	–	$32.00bn	100.0017	99.9293	0.346%	-0.072%	-0.00025%
912828WB2	0.250%	Oct 31, 2015	$32.00bn	–	–	$32.00bn	99.9908	99.9185	0.346%	-0.072%	-0.00025%
912828UW8	0.250%	Apr 15, 2016	$32.00bn	–	–	$32.00bn	99.7517	99.5230	0.345%	-0.229%	-0.00079%
912828VC1	0.250%	May 15, 2016	$32.00bn	–	–	$32.00bn	99.6680	99.4081	0.345%	-0.261%	-0.00090%
912828QN3	3.125%	May 15, 2021	$66.00bn	–	$36.26bn	$29.74bn	106.5843	104.5706	0.342%	-1.889%	-0.00647%
912828JZ4	1.750%	Jan 31, 2014	$31.27bn	–	$0.3m	$31.27bn	100.8709	100.8621	0.341%	-0.009%	-0.00003%
912810FR4	2.375%	Jan 15, 2025	$28.00bn	–	$6.58bn	$21.42bn	146.7959	143.6097	0.340%	-2.171%	-0.00737%
912828VW7	0.875%	Sep 15, 2016	$31.00bn	–	–	$31.00bn	101.2510	100.8572	0.339%	-0.389%	-0.00132%
912828JR2	3.750%	Nov 15, 2018	$57.36bn	–	$29.53bn	$27.83bn	111.7074	110.2160	0.336%	-1.335%	-0.00448%
912828UR9	0.750%	Feb 28, 2018	$35.00bn	–	$3.61bn	$31.39bn	98.7552	97.6007	0.335%	-1.169%	-0.00392%
912828UE8	0.750%	Dec 31, 2017	$35.00bn	–	$4.22bn	$30.78bn	99.1909	97.7854	0.330%	-1.039%	-0.00343%
912828TS9	0.625%	Sep 30, 2017	$35.00bn	–	$4.19bn	$30.81bn	98.9519	98.0677	0.329%	-0.894%	-0.00294%
912828TG5	0.500%	Jul 31, 2017	$35.00bn	–	$4.22bn	$30.78bn	98.8560	98.1168	0.329%	-0.748%	-0.00246%
912828UZ1	0.625%	Apr 30, 2018	$35.00bn	–	$3.91bn	$31.09bn	97.7427	96.5150	0.328%	-1.256%	-0.00412%
912828WA4	0.625%	Oct 15, 2016	$30.00bn	–	–	$30.00bn	100.3637	99.9481	0.325%	-0.414%	-0.00135%
912828WF3	0.625%	Nov 15, 2016	$30.00bn	–	–	$30.00bn	100.2481	99.7704	0.325%	-0.477%	-0.00155%
912810QY7	2.750%	Nov 15, 2042	$42.00bn	–	$4.88bn	$37.12bn	80.9104	79.5209	0.325%	-1.717%	-0.00557%
912796CG2	0.000%	Apr 10, 2014	$30.00bn	–	–	$30.00bn	99.9670	99.9889	0.324%	+0.022%	+0.00007%
912796CH0	0.000%	Apr 17, 2014	$30.00bn	–	–	$30.00bn	99.9652	99.9911	0.324%	+0.026%	+0.00008%
912828TW0	0.750%	Oct 31, 2017	$35.00bn	–	$5.28bn	$29.72bn	99.2225	98.3180	0.319%	-0.912%	-0.00290%
912828SF8	2.000%	Feb 15, 2022	$74.21bn	–	$43.96bn	$30.25bn	97.4986	95.5734	0.319%	-1.975%	-0.00629%
912828VV9	2.125%	Aug 31, 2020	$29.00bn	–	–	$29.00bn	101.1709	99.3842	0.317%	-1.766%	-0.00560%
912828SV3	1.750%	May 15, 2022	$68.98bn	–	$37.96bn	$31.02bn	94.5197	92.6070	0.317%	-2.024%	-0.00641%
912796CK3	0.000%	May 8, 2014	$29.00bn	–	–	$29.00bn	99.9600	99.9787	0.313%	+0.019%	+0.00006%
912796CM9	0.000%	May 15, 2014	$29.00bn	–	–	$29.00bn	99.9583	99.9775	0.313%	+0.019%	+0.00006%
912828MK3	3.125%	Jan 31, 2017	$32.52bn	–	$6.10bn	$26.43bn	108.7717	108.2225	0.311%	-0.505%	-0.00157%
912828CA6	4.000%	Feb 15, 2014	$28.07bn	–	$0.4m	$28.07bn	101.9973	101.9905	0.309%	-0.007%	-0.00002%
912828LU2	3.125%	Oct 31, 2016	$31.76bn	–	$5.20bn	$26.57bn	107.6825	107.2314	0.309%	-0.419%	-0.00129%
912828WC0	1.750%	Oct 31, 2020	$29.00bn	–	–	$29.00bn	97.9984	96.1796	0.307%	-1.856%	-0.00570%
912796CZ0	0.000%	May 22, 2014	$28.00bn	–	–	$28.00bn	99.9517	99.9763	0.302%	+0.025%	+0.00007%
912828CJ7	4.750%	May 15, 2014	$27.29bn	–	$0.3m	$27.29bn	102.3168	102.3486	0.302%	+0.031%	+0.00009%
912828NW6	1.875%	Aug 31, 2017	$29.71bn	–	$2.93bn	$26.78bn	104.1067	103.2673	0.301%	-0.806%	-0.00243%
912810QX9	2.750%	Aug 15, 2042	$42.00bn	–	$8.75bn	$33.25bn	81.7520	80.3899	0.294%	-1.666%	-0.00489%
912828PF1	1.875%	Oct 31, 2017	$29.59bn	–	$3.42bn	$26.17bn	103.6657	102.8263	0.293%	-0.810%	-0.00237%
912828KD1	2.750%	Feb 15, 2019	$58.68bn	–	$33.45bn	$25.22bn	107.3458	105.7962	0.293%	-1.444%	-0.00422%
912828VK3	1.375%	Jun 30, 2018	$35.00bn	–	$8.42bn	$26.58bn	101.2041	99.2263	0.291%	-1.275%	-0.00371%
912828BW9	2.000%	Jan 15, 2014	$21.00bn	–	–	$21.00bn	127.5565	127.4826	0.289%	-0.058%	-0.00017%
912828DC1	4.250%	Nov 15, 2014	$25.47bn	–	$87.6m	$25.38bn	104.0746	104.0948	0.285%	+0.019%	+0.00006%
912810QE1	4.625%	Feb 15, 2040	$44.90bn	–	$22.33bn	$22.58bn	116.6512	114.8533	0.285%	-1.541%	-0.00439%
912828TJ9	1.625%	Aug 15, 2022	$66.00bn	–	$38.29bn	$27.71bn	93.2626	91.3682	0.279%	-2.031%	-0.00567%
912828CT5	4.250%	Aug 15, 2014	$24.72bn	–	$0.8m	$24.72bn	104.1651	104.1481	0.278%	-0.016%	-0.00005%
912828UU2	0.750%	Mar 31, 2018	$35.00bn	–	$8.86bn	$26.14bn	98.5048	97.3499	0.278%	-1.172%	-0.00326%
912828VZ0	2.000%	Sep 30, 2020	$29.00bn	–	$3.46bn	$25.54bn	100.0337	98.2040	0.276%	-1.829%	-0.00505%
912828MA5	2.750%	Nov 30, 2016	$32.96bn	–	$8.95bn	$24.01bn	106.4214	105.9681	0.276%	-0.426%	-0.00118%
912828LP3	3.000%	Sep 30, 2016	$29.51bn	–	$5.74bn	$23.78bn	107.4567	107.0560	0.276%	-0.373%	-0.00103%
912828HR4	3.500%	Feb 15, 2018	$39.20bn	–	$16.29bn	$22.92bn	110.9742	109.8940	0.275%	-0.973%	-0.00267%
912828EN6	4.500%	Nov 15, 2015	$23.22bn	–	$0.6m	$23.22bn	108.4301	108.3154	0.272%	-0.106%	-0.00029%
912796CC1	0.000%	Mar 13, 2014	$25.00bn	–	–	$25.00bn	99.9798	99.9920	0.270%	+0.012%	+0.00003%
912796CD9	0.000%	Mar 20, 2014	$25.00bn	–	–	$25.00bn	99.9753	99.9868	0.270%	+0.012%	+0.00003%
912796CE7	0.000%	Mar 27, 2014	$25.00bn	–	–	$25.00bn	99.9738	99.9857	0.270%	+0.012%	+0.00003%
912796BP3	0.000%	Jun 26, 2014	$25.00bn	–	–	$25.00bn	99.9477	99.9607	0.270%	+0.013%	+0.00003%
912796BT5	0.000%	Jul 24, 2014	$25.00bn	–	–	$25.00bn	99.9407	99.9544	0.270%	+0.014%	+0.00004%
912796BX6	0.000%	Aug 21, 2014	$25.00bn	–	–	$25.00bn	99.9264	99.9547	0.270%	+0.028%	+0.00008%
912796CL1	0.000%	Nov 13, 2014	$25.00bn	–	–	$25.00bn	99.8837	99.9119	0.270%	+0.028%	+0.00008%
912828SH4	1.375%	Feb 28, 2019	$29.41bn	–	$4.45bn	$24.96bn	99.9157	98.3772	0.269%	-1.540%	-0.00415%
912828LL2	3.000%	Aug 31, 2016	$28.84bn	–	$5.90bn	$22.94bn	107.6145	107.2464	0.267%	-0.342%	-0.00091%
912828MD9	3.250%	Dec 31, 2016	$32.95bn	–	$10.57bn	$22.38bn	109.4001	107.2680	0.265%	-0.464%	-0.00123%
912828LD0	3.250%	Jul 31, 2016	$28.70bn	–	$6.14bn	$22.57bn	108.5014	108.1501	0.265%	-0.324%	-0.00086%
912828MV9	3.250%	Mar 31, 2017	$33.08bn	–	$10.63bn	$22.45bn	108.8750	108.3080	0.264%	-0.521%	-0.00138%
912828QF0	2.000%	Apr 30, 2016	$37.21bn	–	$13.80bn	$23.41bn	104.0518	103.7856	0.263%	-0.256%	-0.00067%
912828CP3	2.000%	Jul 15, 2014	$19.00bn	–	–	$19.00bn	127.5992	127.7913	0.262%	+0.151%	+0.00039%
912828DH0	1.625%	Jan 15, 2015	$19.00bn	–	–	$19.00bn	126.7844	126.9332	0.260%	+0.117%	+0.00031%
912828QP8	1.750%	May 31, 2016	$37.95bn	–	$14.67bn	$23.28bn	103.3534	103.0337	0.260%	-0.309%	-0.00080%
912828PA2	1.875%	Sep 30, 2017	$29.91bn	–	$6.76bn	$23.16bn	103.8558	103.0155	0.260%	-0.809%	-0.00210%
912828WE6	2.750%	Nov 15, 2023	$24.00bn	–	–	$24.00bn	100.0979	98.0834	0.260%	-2.013%	-0.00522%
912828NR7	2.375%	Jul 31, 2017	$29.95bn	–	$7.58bn	$22.38bn	106.2690	105.4691	0.257%	-0.753%	-0.00193%
912810QL5	4.250%	Nov 15, 2040	$42.90bn	–	$21.08bn	$21.82bn	108.8558	107.1260	0.257%	-1.589%	-0.00408%
912810QU5	3.125%	Feb 15, 2042	$47.22bn	–	$20.55bn	$26.67bn	88.9569	87.5014	0.256%	-1.636%	-0.00419%
912828VF4	1.375%	May 31, 2020	$29.00bn	–	$4.51bn	$24.49bn	96.4451	94.8434	0.255%	-1.661%	-0.00424%
912828SD3	1.250%	Jan 31, 2019	$29.55bn	–	$5.84bn	$23.70bn	99.5462	98.0265	0.255%	-1.527%	-0.00389%
912828PK0	2.250%	Nov 30, 2017	$30.14bn	–	$7.80bn	$22.34bn	104.9499	103.9852	0.253%	-0.919%	-0.00233%
912828MY3	0.500%	Apr 15, 2015	$21.23bn	–	$0.7m	$21.23bn	110.1340	110.2349	0.253%	+0.092%	+0.00023%
912828VA5	1.125%	Apr 30, 2020	$29.00bn	–	$4.64bn	$24.36bn	95.2244	93.6020	0.251%	-1.704%	-0.00427%
912828VP2	2.000%	Jul 31, 2020	$29.00bn	–	$6.03bn	$22.97bn	100.7677	98.9986	0.250%	-1.756%	-0.00439%
912828UB4	1.000%	Nov 30, 2019	$29.00bn	–	$4.83bn	$24.17bn	95.5367	93.9657	0.249%	-1.644%	-0.00410%
912828QA1	2.250%	Mar 31, 2016	$36.57bn	–	$14.55bn	$22.02bn	104.7957	104.5810	0.249%	-0.205%	-0.00051%
912810FH6	3.875%	Apr 15, 2029	$19.72bn	$225.0m	$7.95bn	$11.54bn	199.7597	195.7670	0.249%	-1.999%	-0.00498%
912828MS6	3.000%	Feb 28, 2017	$32.79bn	–	$11.48bn	$21.31bn	108.1770	107.5901	0.249%	-0.542%	-0.00135%
912810QH4	4.375%	May 15, 2040	$43.47bn	–	$22.91bn	$20.56bn	111.1430	109.3614	0.247%	-1.603%	-0.00396%
912828TR1	1.000%	Sep 30, 2019	$29.00bn	–	$5.29bn	$23.71bn	96.1731	94.6020	0.246%	-1.634%	-0.00403%
912828UL2	1.375%	Jan 31, 2020	$29.00bn	–	$5.70bn	$23.30bn	97.7758	96.1729	0.246%	-1.639%	-0.00404%
912810QN1	4.750%	Feb 15, 2041	$43.01bn	–	$23.92bn	$19.09bn	118.8757	117.0258	0.245%	-1.556%	-0.00382%
912810QT8	3.125%	Nov 15, 2041	$44.62bn	–	$19.58bn	$25.04bn	88.3655	86.8831	0.239%	-1.678%	-0.00401%
912810FS2	2.000%	Jan 15, 2026	$20.00bn	–	$3.57bn	$16.43bn	134.1955	131.2560	0.238%	-2.190%	-0.00522%
912796CB3	0.000%	Sep 18, 2014	$22.00bn	–	–	$22.00bn	99.9267	99.9493	0.238%	+0.023%	+0.00005%
912796CF4	0.000%	Oct 16, 2014	$22.00bn	–	–	$22.00bn	99.9197	99.9438	0.238%	+0.024%	+0.00006%
912828NA4	3.125%	Apr 30, 2017	$32.68bn	–	$12.39bn	$20.29bn	108.2762	107.5751	0.237%	-0.648%	-0.00154%
912828UF5	1.125%	Dec 31, 2019	$29.00bn	–	$6.40bn	$22.60bn	96.5363	94.3812	0.236%	-1.650%	-0.00389%
912828UJ7	0.875%	Jan 31, 2018	$35.00bn	–	$13.10bn	$21.90bn	99.5136	98.4310	0.235%	-1.088%	-0.00256%
912828FL9	2.500%	Jul 15, 2016	$20.00bn	–	$3.07bn	$16.93bn	128.6295	128.1826	0.235%	-0.347%	-0.00082%
912828NK2	2.500%	Jun 30, 2017	$30.87bn	–	$10.55bn	$20.31bn	106.9905	104.9513	0.235%	-0.738%	-0.00173%
912828EA4	1.875%	Jul 15, 2015	$17.00bn	–	–	$17.00bn	127.3966	127.5980	0.234%	+0.158%	+0.00037%
912828NG1	2.750%	May 31, 2017	$31.67bn	–	$11.50bn	$20.17bn	106.8589	106.0931	0.233%	-0.717%	-0.00167%
912828ET3	2.000%	Jan 15, 2016	$17.00bn	–	–	$17.00bn	126.6017	126.4760	0.233%	-0.099%	-0.00023%
912828EW6	4.500%	Feb 15, 2016	$21.84bn	–	$2.46bn	$19.38bn	110.4891	110.3370	0.231%	-0.138%	-0.00032%
912828MF4	1.375%	Jan 15, 2020	$18.97bn	–	$979.9m	$17.99bn	118.7836	116.6137	0.231%	-1.827%	-0.00422%
912810QK7	3.875%	Aug 15, 2040	$43.21bn	–	$23.16bn	$20.06bn	103.2728	101.6304	0.224%	-1.590%	-0.00356%
912828FY1	4.625%	Nov 15, 2016	$23.29bn	–	$5.01bn	$18.29bn	112.0609	111.6133	0.221%	-0.400%	-0.00088%
912810FD5	3.625%	Apr 15, 2028	$16.81bn	$25.0m	$6.47bn	$10.31bn	195.8425	191.9962	0.218%	-1.964%	-0.00429%
912828UQ1	1.250%	Feb 29, 2020	$29.00bn	–	$8.31bn	$20.69bn	96.6336	95.0219	0.216%	-1.668%	-0.00360%
912828KZ2	3.250%	Jun 30, 2016	$27.78bn	–	$9.71bn	$18.07bn	108.6501	106.7055	0.212%	-0.294%	-0.00062%
912810QS0	3.750%	Aug 15, 2041	$42.49bn	–	$23.08bn	$19.41bn	100.6420	99.0204	0.211%	-1.611%	-0.00340%
912810QD3	4.375%	Nov 15, 2039	$44.56bn	–	$27.07bn	$17.50bn	111.1742	109.4239	0.210%	-1.574%	-0.00331%
912828GD6	2.375%	Jan 15, 2017	$17.25bn	–	$2.59bn	$14.66bn	129.5193	128.6959	0.205%	-0.636%	-0.00130%
912828HH6	4.250%	Nov 15, 2017	$27.67bn	–	$11.01bn	$16.67bn	112.8558	111.9073	0.203%	-0.840%	-0.00171%
912828PN4	2.750%	Dec 31, 2017	$30.45bn	–	$13.28bn	$17.17bn	108.0958	105.6714	0.201%	-0.971%	-0.00195%
912810PS1	2.375%	Jan 15, 2027	$16.48bn	–	$3.05bn	$13.43bn	137.4653	134.6312	0.200%	-2.062%	-0.00411%
912828TN0	1.000%	Aug 31, 2019	$29.00bn	–	$9.93bn	$19.07bn	96.4444	94.8738	0.199%	-1.629%	-0.00324%
912828FQ8	4.875%	Aug 15, 2016	$22.56bn	–	$6.35bn	$16.21bn	113.3190	112.9484	0.198%	-0.327%	-0.00065%
912828LA6	1.875%	Jul 15, 2019	$15.19bn	–	$528.0m	$14.66bn	124.6560	122.4250	0.197%	-1.790%	-0.00353%
912810PZ5	2.500%	Jan 15, 2029	$14.15bn	–	$336.3m	$13.81bn	131.6927	128.9675	0.197%	-2.069%	-0.00407%
912828HA1	4.750%	Aug 15, 2017	$28.00bn	–	$12.51bn	$15.49bn	115.5632	114.7758	0.193%	-0.681%	-0.00132%
912828UV0	1.125%	Mar 31, 2020	$29.00bn	–	$10.31bn	$18.69bn	95.5697	93.9468	0.193%	-1.698%	-0.00328%
912828TH3	0.875%	Jul 31, 2019	$29.00bn	–	$10.45bn	$18.55bn	96.0448	94.4935	0.192%	-1.615%	-0.00311%
912828KW9	3.250%	May 31, 2016	$26.90bn	–	$10.57bn	$16.33bn	107.1116	106.7634	0.189%	-0.325%	-0.00061%
912828RY8	1.375%	Dec 31, 2018	$29.94bn	–	$12.70bn	$17.24bn	100.4541	98.3201	0.187%	-1.440%	-0.00270%
912810PV4	1.750%	Jan 15, 2028	$15.64bn	–	$1.64bn	$14.00bn	122.8397	120.1815	0.186%	-2.164%	-0.00402%
912810FT0	4.500%	Feb 15, 2036	$26.40bn	–	$11.43bn	$14.97bn	114.7391	113.0870	0.186%	-1.440%	-0.00267%
912828GH7	4.625%	Feb 15, 2017	$22.19bn	–	$7.16bn	$15.03bn	113.9012	113.2908	0.185%	-0.536%	-0.00099%
912810FP8	5.375%	Feb 15, 2031	$16.43bn	–	$2.93bn	$13.50bn	126.7796	124.5448	0.185%	-1.763%	-0.00326%
912810QQ4	4.375%	May 15, 2041	$42.00bn	–	$26.60bn	$15.40bn	110.9867	109.2051	0.185%	-1.605%	-0.00296%
912828HN3	1.625%	Jan 15, 2018	$16.41bn	–	$2.63bn	$13.78bn	123.4853	121.9634	0.184%	-1.232%	-0.00227%
912828VJ6	1.875%	Jun 30, 2020	$29.00bn	–	$12.02bn	$16.98bn	100.1960	97.5104	0.184%	-1.745%	-0.00321%
912828KM1	1.250%	Apr 15, 2014	$15.28bn	–	$0.2m	$15.28bn	111.1581	111.3705	0.183%	+0.191%	+0.00035%
912810QC5	4.500%	Aug 15, 2039	$41.44bn	–	$26.63bn	$14.81bn	114.5204	112.7120	0.183%	-1.579%	-0.00289%
912828KT6	2.375%	Mar 31, 2016	$25.14bn	–	$9.04bn	$16.10bn	105.1298	104.9258	0.183%	-0.194%	-0.00035%
912828JE1	1.375%	Jul 15, 2018	$14.97bn	–	$974.0m	$14.00bn	119.7961	118.0583	0.181%	-1.451%	-0.00263%
912828PT1	2.625%	Jan 31, 2018	$29.58bn	–	$14.00bn	$15.58bn	107.2595	106.2306	0.181%	-0.959%	-0.00173%
912828GX2	2.625%	Jul 15, 2017	$14.00bn	–	$1.08bn	$12.92bn	129.0976	128.1010	0.180%	-0.772%	-0.00139%
912828FF2	5.125%	May 15, 2016	$23.29bn	–	$8.40bn	$14.90bn	111.8032	111.4921	0.180%	-0.278%	-0.00050%
912810QW1	3.000%	May 15, 2042	$43.92bn	–	$24.69bn	$19.22bn	85.8284	84.3665	0.178%	-1.703%	-0.00304%
912828QJ2	2.125%	Feb 29, 2016	$36.92bn	–	$21.17bn	$15.75bn	104.5459	104.3529	0.178%	-0.185%	-0.00033%
912828QB9	2.875%	Mar 31, 2018	$30.30bn	–	$15.07bn	$15.23bn	107.8726	106.7424	0.177%	-1.048%	-0.00186%
912828JH4	4.000%	Aug 15, 2018	$36.80bn	–	$22.61bn	$14.20bn	113.8410	112.4280	0.175%	-1.241%	-0.00217%
912828JX9	2.125%	Jan 15, 2019	$14.76bn	–	$1.78bn	$12.98bn	124.4486	122.4895	0.175%	-1.574%	-0.00275%
912810RD2	3.750%	Nov 15, 2043	$16.00bn	–	–	$16.00bn	98.8636	97.2785	0.171%	-1.603%	-0.00274%
912810QV3	0.750%	Feb 15, 2042	$23.13bn	–	$4.63bn	$18.50bn	85.4211	83.3947	0.171%	-2.372%	-0.00405%
912810DW5	7.250%	May 15, 2016	$18.82bn	–	$5.62bn	$13.20bn	117.1530	116.7426	0.167%	-0.350%	-0.00059%
912828QT0	2.375%	Jun 30, 2018	$29.93bn	–	$15.66bn	$14.28bn	106.1253	103.7006	0.164%	-1.166%	-0.00191%
912810FB9	6.125%	Nov 15, 2027	$22.51bn	$497.0m	$11.26bn	$10.75bn	133.0689	130.8122	0.155%	-1.696%	-0.00262%
912828PY0	2.750%	Feb 28, 2018	$30.59bn	–	$17.38bn	$13.21bn	107.6127	106.5670	0.154%	-0.972%	-0.00149%
912828KR0	2.625%	Apr 30, 2016	$26.90bn	–	$13.58bn	$13.33bn	105.6070	105.3631	0.152%	-0.231%	-0.00035%
912828TV2	1.250%	Oct 31, 2019	$29.00bn	–	$14.66bn	$14.34bn	97.3917	95.8113	0.151%	-1.623%	-0.00245%
912828GS3	4.500%	May 15, 2017	$25.59bn	–	$13.23bn	$12.36bn	112.9301	112.1904	0.151%	-0.655%	-0.00099%
912828HZ6	3.875%	May 15, 2018	$34.08bn	–	$21.74bn	$12.34bn	111.9945	110.7013	0.149%	-1.155%	-0.00172%
912828RT9	1.375%	Nov 30, 2018	$30.31bn	–	$16.54bn	$13.77bn	100.0701	98.6247	0.149%	-1.444%	-0.00215%
912828TC4	1.000%	Jun 30, 2019	$29.30bn	–	$15.18bn	$14.12bn	97.0774	95.0680	0.148%	-1.555%	-0.00230%
912828KS8	2.625%	Feb 29, 2016	$23.18bn	–	$10.58bn	$12.60bn	105.7994	105.6492	0.144%	-0.142%	-0.00020%
912810QA9	3.500%	Feb 15, 2039	$25.91bn	–	$12.35bn	$13.56bn	97.1929	95.6440	0.142%	-1.594%	-0.00227%
912810EL8	8.000%	Nov 15, 2021	$32.81bn	$2.17bn	$21.44bn	$9.20bn	142.2194	139.8420	0.141%	-1.672%	-0.00236%
912810RA8	0.625%	Feb 15, 2043	$23.00bn	–	$6.81bn	$16.19bn	80.3199	78.3583	0.141%	-2.442%	-0.00343%
912828RP7	1.750%	Oct 31, 2018	$30.10bn	–	$17.47bn	$12.63bn	102.1547	100.7421	0.139%	-1.383%	-0.00193%
912810QB7	4.250%	May 15, 2039	$38.78bn	–	$27.14bn	$11.63bn	109.0746	107.3448	0.137%	-1.586%	-0.00217%
912828SX9	1.125%	May 31, 2019	$29.00bn	–	$16.19bn	$12.81bn	97.5374	96.0707	0.135%	-1.504%	-0.00203%
912810QP6	2.125%	Feb 15, 2041	$23.99bn	–	$13.95bn	$10.03bn	123.2220	120.6977	0.134%	-2.049%	-0.00274%
912810DX3	7.500%	Nov 15, 2016	$18.86bn	$77.0m	$8.57bn	$10.22bn	120.6335	120.1507	0.133%	-0.400%	-0.00053%
912810DP0	11.250%	Feb 15, 2015	$12.67bn	$2.15bn	$0.7m	$10.52bn	116.6447	116.5924	0.133%	-0.045%	-0.00006%
912828QG8	2.625%	Apr 30, 2018	$30.83bn	–	$19.40bn	$11.43bn	106.5758	105.3943	0.132%	-1.109%	-0.00146%
912810FM5	6.250%	May 15, 2030	$17.05bn	–	$8.34bn	$8.71bn	136.5748	134.3287	0.128%	-1.645%	-0.00211%
912828SN1	1.500%	Mar 31, 2019	$29.69bn	–	$17.95bn	$11.74bn	100.2284	98.6999	0.127%	-1.525%	-0.00194%
912828QQ6	2.375%	May 31, 2018	$31.44bn	–	$20.44bn	$11.00bn	105.2318	103.9966	0.125%	-1.174%	-0.00147%
912810EW4	6.000%	Feb 15, 2026	$12.90bn	$67.0m	$4.43bn	$8.40bn	132.1209	129.8451	0.120%	-1.723%	-0.00207%
912810EQ7	6.250%	Aug 15, 2023	$22.90bn	$250.0m	$14.43bn	$8.23bn	132.9137	130.6902	0.118%	-1.673%	-0.00198%
912810DY1	8.750%	May 15, 2017	$18.19bn	$2.64bn	$7.26bn	$8.30bn	127.5984	126.8165	0.114%	-0.613%	-0.00070%
912810PX0	4.500%	May 15, 2038	$25.51bn	–	$16.23bn	$9.28bn	113.3988	111.6279	0.114%	-1.562%	-0.00178%
912828QY9	2.250%	Jul 31, 2018	$29.86bn	–	$20.00bn	$9.86bn	105.3207	104.0102	0.112%	-1.244%	-0.00140%
912810FF0	5.250%	Nov 15, 2028	$10.95bn	–	$2.56bn	$8.38bn	123.0903	120.9774	0.111%	-1.717%	-0.00191%
912810QF8	2.125%	Feb 15, 2040	$15.17bn	–	$7.04bn	$8.13bn	124.7455	122.2902	0.110%	-1.968%	-0.00216%
912828ST8	1.250%	Apr 30, 2019	$29.78bn	–	$19.90bn	$9.88bn	98.5792	97.0613	0.105%	-1.540%	-0.00162%
912810FE3	5.500%	Aug 15, 2028	$11.78bn	–	$4.79bn	$6.98bn	127.4103	125.2486	0.096%	-1.697%	-0.00163%
912810FG8	5.250%	Feb 15, 2029	$11.35bn	–	$4.28bn	$7.07bn	124.3675	122.2785	0.095%	-1.680%	-0.00160%
912810FQ6	3.375%	Apr 15, 2032	$5.00bn	–	$405.0m	$4.60bn	179.9353	175.8656	0.089%	-2.262%	-0.00202%
912810ED6	8.125%	Aug 15, 2019	$20.21bn	$1.27bn	$13.26bn	$5.68bn	138.1253	136.2785	0.085%	-1.337%	-0.00113%
912810EC8	8.875%	Feb 15, 2019	$19.24bn	$6.16bn	$7.50bn	$5.59bn	140.2225	138.5326	0.085%	-1.205%	-0.00102%
912810PU6	5.000%	May 15, 2037	$21.41bn	–	$14.99bn	$6.42bn	121.5473	119.7880	0.084%	-1.447%	-0.00122%
912810PW2	4.375%	Feb 15, 2038	$22.53bn	–	$15.75bn	$6.78bn	112.3896	110.6332	0.082%	-1.563%	-0.00129%
912810EG9	8.750%	Aug 15, 2020	$21.41bn	$4.36bn	$11.94bn	$5.11bn	145.7792	143.6101	0.080%	-1.488%	-0.00120%
912810EY0	6.500%	Nov 15, 2026	$11.47bn	$633.0m	$5.59bn	$5.25bn	136.6490	134.2994	0.077%	-1.719%	-0.00133%
912810FJ2	6.125%	Aug 15, 2029	$11.18bn	–	$6.24bn	$4.93bn	135.8454	133.5802	0.072%	-1.668%	-0.00121%
912810EM6	7.250%	Aug 15, 2022	$10.36bn	$225.0m	$5.38bn	$4.76bn	140.0849	137.7582	0.072%	-1.661%	-0.00120%
912810EP9	7.125%	Feb 15, 2023	$18.37bn	$2.59bn	$11.05bn	$4.73bn	139.7979	137.4606	0.071%	-1.672%	-0.00119%
912810ES3	7.500%	Nov 15, 2024	$11.46bn	$1.87bn	$5.11bn	$4.48bn	144.5710	142.1195	0.070%	-1.696%	-0.00119%
912810DZ8	8.875%	Aug 15, 2017	$14.01bn	$3.05bn	$6.14bn	$4.82bn	131.8162	130.9389	0.069%	-0.666%	-0.00046%
912810DT2	9.875%	Nov 15, 2015	$6.89bn	$1.31bn	$325.5m	$5.25bn	119.1825	118.9969	0.068%	-0.156%	-0.00011%
912810ET1	7.625%	Feb 15, 2025	$11.72bn	$2.22bn	$5.30bn	$4.20bn	148.0397	145.6508	0.067%	-1.614%	-0.00109%
912810EV6	6.875%	Aug 15, 2025	$12.60bn	$1.42bn	$6.85bn	$4.34bn	140.9738	138.6467	0.066%	-1.651%	-0.00109%
912810FA1	6.375%	Aug 15, 2027	$10.73bn	$1.54bn	$4.86bn	$4.33bn	137.4195	135.0815	0.064%	-1.701%	-0.00109%
912810PT9	4.750%	Feb 15, 2037	$16.59bn	–	$11.59bn	$5.00bn	118.7194	116.9633	0.064%	-1.479%	-0.00095%
912810EX2	6.750%	Aug 15, 2026	$10.90bn	$2.08bn	$4.92bn	$3.90bn	140.8431	138.4742	0.059%	-1.682%	-0.00100%
912810EZ7	6.625%	Feb 15, 2027	$10.45bn	$934.0m	$5.71bn	$3.81bn	139.8685	137.5204	0.058%	-1.679%	-0.00097%
912810DS4	10.625%	Aug 15, 2015	$7.15bn	$3.13bn	$217.4m	$3.81bn	120.8346	120.6671	0.050%	-0.139%	-0.00007%
912810EB0	9.000%	Nov 15, 2018	$9.03bn	$1.86bn	$3.82bn	$3.35bn	137.3289	135.7246	0.050%	-1.168%	-0.00058%
912810EJ3	8.125%	May 15, 2021	$11.95bn	$1.89bn	$7.05bn	$3.01bn	141.7253	139.4211	0.046%	-1.626%	-0.00075%
912810EH7	7.875%	Feb 15, 2021	$11.11bn	$1.04bn	$7.05bn	$3.02bn	141.2388	138.9647	0.046%	-1.610%	-0.00074%
912810EK0	8.125%	Aug 15, 2021	$12.16bn	$2.66bn	$6.65bn	$2.85bn	144.4378	142.0910	0.044%	-1.625%	-0.00072%
912810EE4	8.500%	Feb 15, 2020	$10.23bn	$753.0m	$6.63bn	$2.84bn	142.2677	140.2649	0.044%	-1.408%	-0.00061%
912810EN4	7.625%	Nov 15, 2022	$10.70bn	$3.28bn	$4.60bn	$2.82bn	141.8893	139.4486	0.043%	-1.720%	-0.00074%
912810EA2	9.125%	May 15, 2018	$8.70bn	$1.99bn	$3.89bn	$2.83bn	135.1473	133.8349	0.041%	-0.971%	-0.00040%
912810DV7	9.250%	Feb 15, 2016	$7.25bn	$1.84bn	$2.41bn	$3.01bn	122.3648	122.0815	0.040%	-0.232%	-0.00009%
912810EF1	8.750%	May 15, 2020	$10.16bn	$2.58bn	$5.31bn	$2.27bn	142.7234	140.6290	0.035%	-1.467%	-0.00051%
Total						$8.95tn			100.000%		-0.67578%

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.