Rebalance of March 31, 2014

US Treasury Aggregate constituents

Every one of the 346 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: 346
Weights sum to: 100.0000%
Contributions sum to: -0.186091%
Market value: $9.49tn

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 -0.186091% against a published month return of -0.186091%, a difference of 3.3e-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 March 31, 2014 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
912796CJ6	0.000%	Apr 24, 2014	$134.00bn	–	–	$134.00bn	99.9924	99.9980	1.411%	+0.006%	+0.00008%
912796CH0	0.000%	Apr 17, 2014	$103.00bn	–	–	$103.00bn	99.9933	99.9986	1.085%	+0.005%	+0.00006%
912796BE8	0.000%	May 1, 2014	$81.00bn	–	–	$81.00bn	99.9931	99.9974	0.853%	+0.004%	+0.00004%
912796BA6	0.000%	Apr 3, 2014	$80.00bn	–	–	$80.00bn	99.9972	100.0000	0.843%	+0.003%	+0.00002%
912796BJ7	0.000%	May 29, 2014	$78.00bn	–	–	$78.00bn	99.9875	99.9967	0.821%	+0.009%	+0.00008%
912796CM9	0.000%	May 15, 2014	$71.00bn	–	–	$71.00bn	99.9937	99.9963	0.748%	+0.003%	+0.00002%
912828WE6	2.750%	Nov 15, 2023	$66.00bn	–	$1.52bn	$64.48bn	101.6329	101.3532	0.690%	-0.275%	-0.00190%
912828PC8	2.625%	Nov 15, 2020	$67.41bn	–	$10.96bn	$56.45bn	104.2519	103.4622	0.620%	-0.758%	-0.00470%
912796CG2	0.000%	Apr 10, 2014	$58.00bn	–	–	$58.00bn	99.9954	99.9992	0.611%	+0.004%	+0.00002%
912796CZ0	0.000%	May 22, 2014	$58.00bn	–	–	$58.00bn	99.9908	99.9957	0.611%	+0.005%	+0.00003%
912828VB3	1.750%	May 15, 2023	$66.00bn	–	$5.00bn	$61.00bn	93.5221	93.1623	0.601%	-0.385%	-0.00231%
912796CK3	0.000%	May 8, 2014	$57.00bn	–	–	$57.00bn	99.9904	99.9968	0.600%	+0.006%	+0.00004%
912796BX6	0.000%	Aug 21, 2014	$55.00bn	–	–	$55.00bn	99.9613	99.9722	0.579%	+0.011%	+0.00006%
912796BP3	0.000%	Jun 26, 2014	$52.00bn	–	–	$52.00bn	99.9869	99.9879	0.548%	+0.001%	+0.00001%
912828UX6	0.125%	Apr 15, 2018	$50.00bn	–	$213.0m	$49.79bn	104.3874	103.4958	0.547%	-0.854%	-0.00468%
912828UN8	2.000%	Feb 15, 2023	$66.00bn	–	$12.79bn	$53.21bn	95.6196	95.2174	0.536%	-0.421%	-0.00225%
912828RH5	1.375%	Sep 30, 2018	$64.90bn	–	$14.36bn	$50.54bn	100.4567	99.0350	0.535%	-0.731%	-0.00391%
912828VS6	2.500%	Aug 15, 2023	$66.00bn	–	$15.27bn	$50.73bn	99.1105	98.7483	0.530%	-0.365%	-0.00194%
912828PX2	3.625%	Feb 15, 2021	$67.58bn	–	$21.99bn	$45.59bn	109.9415	109.1069	0.528%	-0.759%	-0.00401%
912796BT5	0.000%	Jul 24, 2014	$50.00bn	–	–	$50.00bn	99.9797	99.9840	0.527%	+0.004%	+0.00002%
912828MP2	3.625%	Feb 15, 2020	$71.59bn	–	$27.74bn	$43.85bn	110.2852	109.4819	0.509%	-0.728%	-0.00371%
912828RE2	1.500%	Aug 31, 2018	$64.89bn	–	$18.09bn	$46.79bn	100.5747	99.8804	0.496%	-0.690%	-0.00342%
912828SQ4	0.125%	Apr 15, 2017	$44.43bn	–	$429.9m	$44.00bn	106.4958	105.9111	0.494%	-0.549%	-0.00271%
912828MW7	2.500%	Mar 31, 2015	$43.42bn	–	$0.7m	$43.42bn	103.5889	102.3506	0.474%	+0.011%	+0.00005%
912828ME7	2.625%	Dec 31, 2014	$43.24bn	–	$0.8m	$43.24bn	102.5121	102.5661	0.467%	+0.053%	+0.00025%
912828LZ1	2.125%	Nov 30, 2014	$43.26bn	–	$0.2m	$43.26bn	102.0429	102.0560	0.465%	+0.013%	+0.00006%
912828MR8	2.375%	Feb 28, 2015	$43.03bn	–	$0.2m	$43.03bn	102.2069	102.2690	0.463%	+0.061%	+0.00028%
912828MZ0	2.500%	Apr 30, 2015	$42.90bn	–	$449.9m	$42.45bn	103.5682	103.5810	0.463%	+0.012%	+0.00006%
912828MH0	2.250%	Jan 31, 2015	$42.68bn	–	$0.4m	$42.68bn	102.1302	102.1542	0.459%	+0.023%	+0.00011%
912810RD2	3.750%	Nov 15, 2043	$42.00bn	–	–	$42.00bn	103.6813	104.7629	0.459%	+1.043%	+0.00479%
912828LS7	2.375%	Oct 31, 2014	$42.01bn	–	$0.8m	$42.01bn	102.3070	102.3097	0.453%	+0.003%	+0.00001%
912828NF3	2.125%	May 31, 2015	$40.87bn	–	$0.2m	$40.87bn	102.9804	102.9622	0.443%	-0.018%	-0.00008%
912796DQ9	0.000%	Aug 14, 2014	$42.00bn	–	–	$42.00bn	99.9675	99.9736	0.442%	+0.006%	+0.00003%
912828LQ1	2.375%	Sep 30, 2014	$40.71bn	–	$0.5m	$40.71bn	102.3173	101.1315	0.439%	+0.002%	+0.00001%
912828QD5	0.125%	Apr 15, 2016	$38.37bn	–	$367.0m	$38.00bn	109.1881	108.9162	0.437%	-0.249%	-0.00109%
912828VM9	0.375%	Jul 15, 2023	$41.00bn	–	$12.0m	$40.99bn	99.9646	99.3689	0.432%	-0.596%	-0.00257%
912810RC4	3.625%	Aug 15, 2043	$42.00bn	–	$1.38bn	$40.62bn	100.4102	101.4506	0.430%	+1.036%	+0.00445%
912828RR3	2.000%	Nov 15, 2021	$70.10bn	–	$28.66bn	$41.44bn	98.3779	97.6632	0.429%	-0.727%	-0.00312%
912828TE0	0.125%	Jul 15, 2022	$41.00bn	–	$355.0m	$40.65bn	100.2107	99.5523	0.429%	-0.657%	-0.00282%
912828LK4	2.375%	Aug 31, 2014	$40.17bn	–	$4.7m	$40.17bn	101.1444	101.1753	0.428%	+0.031%	+0.00013%
912828LC2	2.625%	Jul 31, 2014	$39.98bn	–	$40.0m	$39.94bn	101.2560	101.2788	0.426%	+0.023%	+0.00010%
912828UH1	0.125%	Jan 15, 2023	$41.00bn	–	$14.0m	$40.99bn	98.5123	97.9784	0.425%	-0.542%	-0.00230%
912828RC6	2.125%	Aug 15, 2021	$66.73bn	–	$26.10bn	$40.64bn	99.2189	98.4204	0.425%	-0.805%	-0.00342%
912828NL0	1.875%	Jun 30, 2015	$39.10bn	–	$0.7m	$39.10bn	102.5711	102.5963	0.422%	+0.025%	+0.00010%
912828LY4	3.375%	Nov 15, 2019	$71.04bn	–	$34.52bn	$36.52bn	109.8194	109.0273	0.422%	-0.721%	-0.00305%
912828SA9	0.125%	Jan 15, 2022	$41.28bn	–	$2.50bn	$38.79bn	101.9137	101.1482	0.416%	-0.751%	-0.00313%
912828NP1	1.750%	Jul 31, 2015	$38.22bn	–	$0.9m	$38.21bn	102.3374	102.3838	0.412%	+0.045%	+0.00019%
912828KY5	2.625%	Jun 30, 2014	$38.07bn	–	$0.5m	$38.07bn	101.2933	101.2849	0.406%	-0.008%	-0.00003%
912828PM6	2.125%	Dec 31, 2015	$36.75bn	–	$0.4m	$36.75bn	103.7077	103.6592	0.401%	-0.047%	-0.00019%
912828SP6	0.375%	Apr 15, 2015	$37.82bn	–	$0.7m	$37.82bn	100.3932	100.3918	0.400%	-0.001%	-0.00001%
912828QV5	0.625%	Jul 15, 2021	$35.84bn	–	$849.9m	$34.99bn	107.8406	106.9056	0.397%	-0.867%	-0.00345%
912828NV8	1.250%	Aug 31, 2015	$36.88bn	–	$0.4m	$36.88bn	101.5727	101.6087	0.395%	+0.035%	+0.00014%
912828PJ3	1.375%	Nov 30, 2015	$36.38bn	–	$0.1m	$36.38bn	102.2576	102.2421	0.392%	-0.015%	-0.00006%
912828NZ9	1.250%	Sep 30, 2015	$36.10bn	–	$0.7m	$36.10bn	102.1226	101.5347	0.388%	+0.036%	+0.00014%
912828PP9	1.125%	Jan 15, 2021	$36.68bn	–	$4.68bn	$31.99bn	114.7420	113.6671	0.387%	-0.937%	-0.00362%
912828KV1	2.250%	May 31, 2014	$36.21bn	–	$36.1m	$36.17bn	101.1061	101.0979	0.385%	-0.008%	-0.00003%
912828KN9	1.875%	Apr 30, 2014	$36.21bn	–	$0.8m	$36.21bn	100.9183	100.9123	0.385%	-0.006%	-0.00002%
912828PE4	1.250%	Oct 31, 2015	$35.72bn	–	$0.5m	$35.72bn	102.0497	102.0561	0.384%	+0.006%	+0.00002%
912810RB6	2.875%	May 15, 2043	$42.00bn	–	$263.0m	$41.74bn	87.1702	88.1818	0.383%	+1.160%	+0.00445%
912828NT3	2.625%	Aug 15, 2020	$67.85bn	–	$33.06bn	$34.79bn	103.8660	103.0451	0.381%	-0.790%	-0.00301%
912828KQ2	3.125%	May 15, 2019	$64.41bn	–	$31.23bn	$33.19bn	108.4948	107.7764	0.379%	-0.662%	-0.00251%
912828SR2	0.250%	Apr 30, 2014	$35.94bn	–	$0.4m	$35.94bn	100.1162	100.1050	0.379%	-0.011%	-0.00004%
912828SE1	0.250%	Feb 15, 2015	$35.90bn	–	$0.8m	$35.90bn	100.1048	100.1248	0.379%	+0.020%	+0.00008%
912828QX1	1.500%	Jul 31, 2016	$36.04bn	–	$1.04bn	$35.00bn	102.5347	102.3424	0.378%	-0.188%	-0.00071%
912828RJ1	1.000%	Sep 30, 2016	$36.09bn	–	$1.09bn	$35.00bn	101.5481	100.8152	0.374%	-0.229%	-0.00086%
912828DM9	4.000%	Feb 15, 2015	$34.21bn	–	$0.9m	$34.21bn	103.8643	103.8722	0.374%	+0.008%	+0.00003%
912828RM4	1.000%	Oct 31, 2016	$36.33bn	–	$1.33bn	$35.00bn	101.4023	101.1386	0.374%	-0.260%	-0.00097%
912828RF9	1.000%	Aug 31, 2016	$36.07bn	–	$1.07bn	$35.00bn	101.1957	100.9620	0.373%	-0.231%	-0.00086%
912828TA8	0.250%	Jun 30, 2014	$35.36bn	–	$0.3m	$35.36bn	100.1053	100.0941	0.373%	-0.011%	-0.00004%
912828RU6	0.875%	Nov 30, 2016	$36.59bn	–	$1.59bn	$35.00bn	100.9111	100.6058	0.372%	-0.303%	-0.00113%
912828RX0	0.875%	Dec 31, 2016	$36.13bn	–	$1.13bn	$35.00bn	100.7749	100.4075	0.372%	-0.365%	-0.00135%
912828VH0	0.375%	Jun 30, 2015	$35.00bn	–	–	$35.00bn	100.3142	100.3443	0.370%	+0.030%	+0.00011%
912828A75	1.500%	Dec 31, 2018	$35.00bn	–	–	$35.00bn	100.2882	99.5646	0.370%	-0.722%	-0.00267%
912828UT5	0.250%	Mar 31, 2015	$35.00bn	–	–	$35.00bn	100.1995	100.1257	0.369%	+0.051%	+0.00019%
912828VD9	0.250%	May 31, 2015	$35.00bn	–	–	$35.00bn	100.1889	100.1775	0.369%	-0.011%	-0.00004%
912828TU4	0.250%	Oct 31, 2014	$35.00bn	–	–	$35.00bn	100.1787	100.1987	0.369%	+0.020%	+0.00007%
912828TQ3	0.250%	Sep 30, 2014	$35.00bn	–	–	$35.00bn	100.1683	100.0632	0.369%	+0.020%	+0.00007%
912828TZ3	0.250%	Nov 30, 2014	$35.00bn	–	–	$35.00bn	100.1576	100.2088	0.369%	+0.051%	+0.00019%
912828UK4	0.250%	Jan 31, 2015	$35.00bn	–	–	$35.00bn	100.1152	100.1664	0.369%	+0.051%	+0.00019%
912828VN7	0.250%	Jul 31, 2015	$35.00bn	–	–	$35.00bn	100.1152	100.1352	0.369%	+0.020%	+0.00007%
912828C24	1.500%	Feb 28, 2019	$35.10bn	–	–	$35.10bn	99.8247	99.0679	0.369%	-0.758%	-0.00280%
912828UP3	0.250%	Feb 28, 2015	$35.00bn	–	–	$35.00bn	100.0958	100.1467	0.369%	+0.051%	+0.00019%
912828SW1	0.250%	May 31, 2014	$35.00bn	–	$0.5m	$35.00bn	100.0951	100.0838	0.369%	-0.011%	-0.00004%
912828TL4	0.250%	Aug 31, 2014	$35.00bn	–	–	$35.00bn	100.0645	100.1155	0.369%	+0.051%	+0.00019%
912828B33	1.500%	Jan 31, 2019	$35.00bn	–	–	$35.00bn	100.0347	99.2799	0.369%	-0.755%	-0.00278%
912828UD0	0.125%	Dec 31, 2014	$35.00bn	–	–	$35.00bn	100.0214	100.0627	0.369%	+0.041%	+0.00015%
912828UY4	0.125%	Apr 30, 2015	$35.00bn	–	–	$35.00bn	100.0112	100.0212	0.369%	+0.010%	+0.00004%
912828TF7	0.125%	Jul 31, 2014	$35.00bn	–	–	$35.00bn	100.0107	100.0207	0.369%	+0.010%	+0.00004%
912828DV9	4.125%	May 15, 2015	$34.47bn	–	$1.45bn	$33.02bn	105.9807	105.9986	0.369%	+0.017%	+0.00006%
912828PS3	2.000%	Jan 31, 2016	$35.70bn	–	$1.91bn	$33.79bn	103.3900	103.3002	0.368%	-0.087%	-0.00032%
912828ND8	3.500%	May 15, 2020	$68.22bn	–	$36.62bn	$31.60bn	110.3879	109.5433	0.367%	-0.765%	-0.00281%
912828TY6	1.625%	Nov 15, 2022	$66.00bn	–	$28.97bn	$37.03bn	93.4536	93.0212	0.365%	-0.463%	-0.00169%
912828SS0	0.875%	Apr 30, 2017	$35.94bn	–	$1.52bn	$34.42bn	100.5161	100.0862	0.364%	-0.428%	-0.00156%
912828SC5	0.875%	Jan 31, 2017	$35.66bn	–	$1.26bn	$34.40bn	100.5749	100.2388	0.364%	-0.334%	-0.00122%
912828RQ5	0.375%	Nov 15, 2014	$34.45bn	–	$0.5m	$34.45bn	100.2994	100.2982	0.364%	-0.001%	-0.00000%
912828UA6	0.625%	Nov 30, 2017	$35.00bn	–	$70.0m	$34.93bn	98.5034	97.8970	0.362%	-0.616%	-0.00223%
912828SY7	0.625%	May 31, 2017	$35.00bn	–	$408.5m	$34.59bn	99.4409	98.9907	0.362%	-0.453%	-0.00164%
912828SZ4	0.375%	Jun 15, 2015	$34.26bn	–	$0.4m	$34.26bn	100.3304	100.3602	0.362%	+0.030%	+0.00011%
912828SK7	0.375%	Mar 15, 2015	$34.22bn	–	$0.9m	$34.22bn	100.3938	100.2361	0.362%	+0.030%	+0.00011%
912828TM2	0.625%	Aug 31, 2017	$35.00bn	–	$269.0m	$34.73bn	98.8488	98.3043	0.362%	-0.551%	-0.00199%
912828RZ5	0.250%	Jan 15, 2015	$34.27bn	–	$0.1m	$34.27bn	100.1575	100.1462	0.362%	-0.011%	-0.00004%
912828VU1	0.375%	Aug 31, 2015	$34.00bn	–	–	$34.00bn	100.2218	100.2826	0.359%	+0.061%	+0.00022%
912828SU5	0.250%	May 15, 2015	$34.00bn	–	$0.9m	$34.00bn	100.1683	100.1884	0.359%	+0.020%	+0.00007%
912828SJ0	0.875%	Feb 28, 2017	$35.50bn	–	$1.70bn	$33.80bn	100.4446	100.0448	0.358%	-0.398%	-0.00142%
912828A34	1.250%	Nov 30, 2018	$35.00bn	–	$974.0m	$34.03bn	99.3506	98.6065	0.356%	-0.749%	-0.00267%
912828QC7	1.250%	Apr 15, 2014	$33.58bn	–	$0.2m	$33.58bn	100.6023	100.6082	0.356%	+0.006%	+0.00002%
912828EE6	4.250%	Aug 15, 2015	$32.47bn	–	$1.07bn	$31.40bn	106.0628	106.1221	0.351%	+0.056%	+0.00020%
912828VE7	1.000%	May 31, 2018	$35.00bn	–	$1.41bn	$33.59bn	99.0992	98.4289	0.351%	-0.676%	-0.00237%
912828SM3	1.000%	Mar 31, 2017	$35.83bn	–	$2.93bn	$32.90bn	101.1418	100.2215	0.351%	-0.416%	-0.00146%
912828RV4	0.250%	Dec 15, 2014	$33.17bn	–	$0.1m	$33.17bn	100.1473	100.1985	0.350%	+0.051%	+0.00018%
912828QR4	1.500%	Jun 30, 2016	$36.13bn	–	$3.86bn	$32.27bn	102.6632	102.4708	0.349%	-0.187%	-0.00065%
912828RB8	0.500%	Aug 15, 2014	$32.98bn	–	$0.9m	$32.98bn	100.2096	100.2184	0.348%	+0.009%	+0.00003%
912828VY3	0.250%	Sep 30, 2015	$33.00bn	–	–	$33.00bn	100.1370	100.0319	0.348%	+0.020%	+0.00007%
912828TB6	0.750%	Jun 30, 2017	$35.36bn	–	$2.33bn	$33.03bn	99.6910	99.2198	0.347%	-0.473%	-0.00164%
912828NM8	1.250%	Jul 15, 2020	$32.38bn	–	$4.49bn	$27.89bn	116.9142	115.7859	0.343%	-0.965%	-0.00331%
912828WD8	1.250%	Oct 31, 2018	$35.00bn	–	$2.58bn	$32.42bn	99.5810	98.8686	0.340%	-0.715%	-0.00243%
912828QM5	1.000%	May 15, 2014	$32.00bn	–	–	$32.00bn	100.4858	100.4722	0.339%	-0.014%	-0.00005%
912828RL6	0.500%	Oct 15, 2014	$32.00bn	–	–	$32.00bn	100.4409	100.4808	0.339%	+0.040%	+0.00013%
912828VL1	0.625%	Jul 15, 2016	$32.00bn	–	–	$32.00bn	100.4249	100.2250	0.338%	-0.199%	-0.00067%
912828QS2	0.750%	Jun 15, 2014	$32.00bn	–	–	$32.00bn	100.3482	100.3767	0.338%	+0.028%	+0.00010%
912828VR8	0.625%	Aug 15, 2016	$32.00bn	–	–	$32.00bn	100.3089	100.0777	0.338%	-0.230%	-0.00078%
912828TX8	0.375%	Nov 15, 2015	$32.00bn	–	–	$32.00bn	100.2994	100.2982	0.338%	-0.001%	-0.00000%
912828QU7	0.625%	Jul 15, 2014	$32.00bn	–	–	$32.00bn	100.2686	100.2875	0.338%	+0.019%	+0.00006%
912828VG2	0.500%	Jun 15, 2016	$32.00bn	–	–	$32.00bn	100.2321	100.0845	0.338%	-0.147%	-0.00050%
912828US7	0.375%	Mar 15, 2016	$32.00bn	–	–	$32.00bn	100.2063	99.9548	0.338%	-0.064%	-0.00022%
912828RG7	0.250%	Sep 15, 2014	$32.00bn	–	–	$32.00bn	100.1792	100.1053	0.338%	+0.051%	+0.00017%
912828UG3	0.375%	Jan 15, 2016	$32.00bn	–	–	$32.00bn	100.1737	100.1412	0.338%	-0.032%	-0.00011%
912828B41	0.375%	Jan 31, 2016	$32.00bn	–	–	$32.00bn	100.1571	100.0934	0.338%	-0.064%	-0.00021%
912828TP5	0.250%	Sep 15, 2015	$32.00bn	–	–	$32.00bn	100.1480	100.0740	0.338%	+0.051%	+0.00017%
912828TD2	0.250%	Jul 15, 2015	$32.00bn	–	–	$32.00bn	100.1262	100.1462	0.337%	+0.020%	+0.00007%
912828UM0	0.375%	Feb 15, 2016	$32.00bn	–	–	$32.00bn	100.1103	100.0466	0.337%	-0.064%	-0.00021%
912828B82	0.250%	Feb 29, 2016	$32.09bn	–	–	$32.09bn	99.8145	99.7405	0.337%	-0.074%	-0.00025%
912828TT7	0.250%	Oct 15, 2015	$32.00bn	–	–	$32.00bn	100.0955	100.1154	0.337%	+0.020%	+0.00007%
912828WB2	0.250%	Oct 31, 2015	$32.00bn	–	–	$32.00bn	100.0849	100.0737	0.337%	-0.011%	-0.00004%
912828TK6	0.250%	Aug 15, 2015	$32.00bn	–	–	$32.00bn	100.0735	100.1248	0.337%	+0.051%	+0.00017%
912828A26	0.250%	Nov 30, 2015	$32.00bn	–	–	$32.00bn	100.0326	100.0213	0.337%	-0.011%	-0.00004%
912828UC2	0.250%	Dec 15, 2015	$32.00bn	–	–	$32.00bn	99.9911	99.9797	0.337%	-0.011%	-0.00004%
912828A67	0.250%	Dec 31, 2015	$32.00bn	–	–	$32.00bn	99.9803	99.9378	0.337%	-0.042%	-0.00014%
912828UW8	0.250%	Apr 15, 2016	$32.00bn	–	–	$32.00bn	99.8142	99.7091	0.336%	-0.105%	-0.00035%
912828VC1	0.250%	May 15, 2016	$32.00bn	–	–	$32.00bn	99.7308	99.5946	0.336%	-0.137%	-0.00046%
912828QN3	3.125%	May 15, 2021	$66.00bn	–	$36.42bn	$29.58bn	107.2136	106.4014	0.334%	-0.758%	-0.00253%
912810FR4	2.375%	Jan 15, 2025	$28.00bn	–	$6.58bn	$21.42bn	147.2724	146.5473	0.332%	-0.492%	-0.00164%
912828VW7	0.875%	Sep 15, 2016	$31.00bn	–	–	$31.00bn	101.2522	100.5717	0.331%	-0.240%	-0.00079%
912828LJ7	3.625%	Aug 15, 2019	$66.75bn	–	$38.40bn	$28.35bn	110.2540	109.5444	0.329%	-0.644%	-0.00212%
912810QZ4	3.125%	Feb 15, 2043	$42.00bn	–	$7.74bn	$34.26bn	91.2319	92.2322	0.329%	+1.096%	+0.00361%
912828JR2	3.750%	Nov 15, 2018	$57.36bn	–	$29.83bn	$27.53bn	111.6500	110.9817	0.324%	-0.599%	-0.00194%
912828TS9	0.625%	Sep 30, 2017	$35.00bn	–	$4.19bn	$30.81bn	98.9519	98.0955	0.321%	-0.550%	-0.00177%
912828UE8	0.750%	Dec 31, 2017	$35.00bn	–	$4.22bn	$30.78bn	98.7847	98.1885	0.320%	-0.604%	-0.00193%
912828UZ1	0.625%	Apr 30, 2018	$35.00bn	–	$3.91bn	$31.09bn	97.7124	97.0437	0.320%	-0.684%	-0.00219%
912828TG5	0.500%	Jul 31, 2017	$35.00bn	–	$4.22bn	$30.78bn	98.6366	98.1141	0.320%	-0.530%	-0.00169%
912828WA4	0.625%	Oct 15, 2016	$30.00bn	–	–	$30.00bn	100.3949	100.1010	0.317%	-0.293%	-0.00093%
912828A91	0.750%	Jan 15, 2017	$30.00bn	–	–	$30.00bn	100.3474	99.9700	0.317%	-0.376%	-0.00119%
912828VQ0	1.375%	Jul 31, 2018	$35.00bn	–	$5.00bn	$30.00bn	100.2740	99.5717	0.317%	-0.700%	-0.00222%
912828WF3	0.625%	Nov 15, 2016	$30.00bn	–	–	$30.00bn	100.2490	99.9240	0.317%	-0.324%	-0.00103%
912828A59	0.625%	Dec 15, 2016	$30.00bn	–	–	$30.00bn	100.1339	99.7775	0.316%	-0.356%	-0.00113%
912810QY7	2.750%	Nov 15, 2042	$42.00bn	–	$6.71bn	$35.29bn	85.0704	86.0407	0.316%	+1.141%	+0.00361%
912828B74	0.625%	Feb 15, 2017	$30.00bn	–	–	$30.00bn	99.8401	99.3902	0.315%	-0.451%	-0.00142%
912828TW0	0.750%	Oct 31, 2017	$35.00bn	–	$5.28bn	$29.72bn	99.2236	98.6587	0.311%	-0.569%	-0.00177%
912828SF8	2.000%	Feb 15, 2022	$74.21bn	–	$44.02bn	$30.18bn	97.4009	96.8111	0.310%	-0.606%	-0.00187%
912828B90	2.000%	Feb 28, 2021	$29.08bn	–	–	$29.08bn	98.9851	98.1739	0.303%	-0.819%	-0.00248%
912828LU2	3.125%	Oct 31, 2016	$31.76bn	–	$5.20bn	$26.57bn	107.7181	107.4997	0.301%	-0.203%	-0.00061%
912828UR9	0.750%	Feb 28, 2018	$35.00bn	–	$5.92bn	$29.08bn	98.3499	97.6902	0.301%	-0.671%	-0.00202%
912828B58	2.125%	Jan 31, 2021	$29.00bn	–	$647.0m	$28.35bn	100.0882	99.2585	0.299%	-0.829%	-0.00248%
912828MK3	3.125%	Jan 31, 2017	$32.52bn	–	$6.10bn	$26.43bn	107.2989	106.9242	0.299%	-0.349%	-0.00104%
912828A42	2.000%	Nov 30, 2020	$29.00bn	–	$737.0m	$28.26bn	99.8860	99.0453	0.297%	-0.842%	-0.00250%
912828CJ7	4.750%	May 15, 2014	$27.29bn	–	$0.3m	$27.29bn	102.3546	102.3602	0.294%	+0.005%	+0.00002%
912828NW6	1.875%	Aug 31, 2017	$29.71bn	–	$2.93bn	$26.78bn	103.1403	102.6630	0.291%	-0.463%	-0.00135%
912828WC0	1.750%	Oct 31, 2020	$29.00bn	–	$970.0m	$28.03bn	98.5321	97.7348	0.291%	-0.809%	-0.00235%
912828PF1	1.875%	Oct 31, 2017	$29.59bn	–	$3.42bn	$26.17bn	103.6683	103.0998	0.286%	-0.548%	-0.00157%
912828VV9	2.125%	Aug 31, 2020	$29.00bn	–	$2.16bn	$26.84bn	100.6111	99.8098	0.284%	-0.796%	-0.00227%
912796DC0	0.000%	Jun 12, 2014	$27.00bn	–	–	$27.00bn	99.9884	99.9959	0.284%	+0.008%	+0.00002%
912796DD8	0.000%	Jun 19, 2014	$27.00bn	–	–	$27.00bn	99.9877	99.9911	0.284%	+0.003%	+0.00001%
912796DA4	0.000%	Jun 5, 2014	$27.00bn	–	–	$27.00bn	99.9865	99.9945	0.284%	+0.008%	+0.00002%
912810QE1	4.625%	Feb 15, 2040	$44.90bn	–	$22.56bn	$22.34bn	119.2669	120.2312	0.281%	+0.808%	+0.00227%
912828SV3	1.750%	May 15, 2022	$68.98bn	–	$41.15bn	$27.83bn	95.4596	94.9123	0.280%	-0.573%	-0.00160%
912828DC1	4.250%	Nov 15, 2014	$25.47bn	–	$87.6m	$25.38bn	104.1430	104.1709	0.278%	+0.027%	+0.00007%
912828KD1	2.750%	Feb 15, 2019	$58.68bn	–	$34.12bn	$24.55bn	105.9340	105.2481	0.274%	-0.648%	-0.00177%
912796DE6	0.000%	Jul 3, 2014	$26.00bn	–	–	$26.00bn	99.9861	99.9896	0.274%	+0.003%	+0.00001%
912796DH9	0.000%	Jul 10, 2014	$26.00bn	–	–	$26.00bn	99.9853	99.9860	0.274%	+0.001%	+0.00000%
912796DJ5	0.000%	Jul 17, 2014	$26.00bn	–	–	$26.00bn	99.9768	99.9880	0.274%	+0.011%	+0.00003%
912828VK3	1.375%	Jun 30, 2018	$35.00bn	–	$9.49bn	$25.51bn	100.5167	99.8144	0.270%	-0.699%	-0.00189%
912828LP3	3.000%	Sep 30, 2016	$29.51bn	–	$5.74bn	$23.78bn	107.5192	105.7894	0.269%	-0.214%	-0.00058%
912828MA5	2.750%	Nov 30, 2016	$32.96bn	–	$8.95bn	$24.01bn	106.4526	106.1405	0.269%	-0.293%	-0.00079%
912810QX9	2.750%	Aug 15, 2042	$42.00bn	–	$12.04bn	$29.96bn	84.5590	85.5294	0.267%	+1.147%	+0.00306%
912828CT5	4.250%	Aug 15, 2014	$24.72bn	–	$0.8m	$24.72bn	102.0941	102.0908	0.266%	-0.003%	-0.00001%
912828EN6	4.500%	Nov 15, 2015	$23.22bn	–	$0.6m	$23.22bn	108.5613	108.5155	0.266%	-0.042%	-0.00011%
912796DR7	0.000%	Aug 28, 2014	$25.00bn	–	–	$25.00bn	99.9598	99.9708	0.263%	+0.011%	+0.00003%
912796CL1	0.000%	Nov 13, 2014	$25.00bn	–	–	$25.00bn	99.9355	99.9496	0.263%	+0.014%	+0.00004%
912796DB2	0.000%	Dec 11, 2014	$25.00bn	–	–	$25.00bn	99.9285	99.9433	0.263%	+0.015%	+0.00004%
912828SH4	1.375%	Feb 28, 2019	$29.41bn	–	$4.45bn	$24.96bn	99.1675	98.4321	0.261%	-0.742%	-0.00193%
912828UU2	0.750%	Mar 31, 2018	$35.00bn	–	$9.88bn	$25.13bn	98.4736	97.4708	0.261%	-0.637%	-0.00166%
912828HR4	3.500%	Feb 15, 2018	$39.20bn	–	$16.56bn	$22.64bn	109.1859	108.6226	0.260%	-0.516%	-0.00134%
912828A83	2.375%	Dec 31, 2020	$29.00bn	–	$4.82bn	$24.18bn	102.0943	101.2533	0.260%	-0.824%	-0.00214%
912828MV9	3.250%	Mar 31, 2017	$33.08bn	–	$10.63bn	$22.45bn	108.9375	106.9151	0.258%	-0.365%	-0.00094%
912828QF0	2.000%	Apr 30, 2016	$37.21bn	–	$13.80bn	$23.41bn	104.1171	103.9960	0.257%	-0.116%	-0.00030%
912828LL2	3.000%	Aug 31, 2016	$28.84bn	–	$5.90bn	$22.94bn	106.1807	105.9484	0.257%	-0.219%	-0.00056%
912828B66	2.750%	Feb 15, 2024	$24.00bn	–	–	$24.00bn	100.6840	100.4356	0.255%	-0.247%	-0.00063%
912828LD0	3.250%	Jul 31, 2016	$28.70bn	–	$6.14bn	$22.57bn	106.9346	106.7262	0.254%	-0.195%	-0.00050%
912828MD9	3.250%	Dec 31, 2016	$32.95bn	–	$10.57bn	$22.38bn	107.8066	107.4420	0.254%	-0.338%	-0.00086%
912828CP3	2.000%	Jul 15, 2014	$19.00bn	–	–	$19.00bn	126.6915	126.6331	0.254%	-0.046%	-0.00012%
912828QP8	1.750%	May 31, 2016	$37.95bn	–	$14.67bn	$23.28bn	103.3846	103.2740	0.253%	-0.107%	-0.00027%
912828PA2	1.875%	Sep 30, 2017	$29.91bn	–	$6.76bn	$23.16bn	103.8870	102.4114	0.253%	-0.518%	-0.00131%
912828DH0	1.625%	Jan 15, 2015	$19.00bn	–	–	$19.00bn	126.0758	126.1380	0.252%	+0.049%	+0.00012%
912828NR7	2.375%	Jul 31, 2017	$29.95bn	–	$7.58bn	$22.38bn	105.0784	104.5811	0.248%	-0.473%	-0.00117%
912828VF4	1.375%	May 31, 2020	$29.00bn	–	$4.75bn	$24.25bn	96.9138	96.1484	0.247%	-0.790%	-0.00195%
912810FH6	3.875%	Apr 15, 2029	$19.72bn	$225.0m	$7.95bn	$11.54bn	203.4057	203.2182	0.247%	-0.092%	-0.00023%
912828MY3	0.500%	Apr 15, 2015	$21.23bn	–	$0.7m	$21.23bn	110.4252	110.4139	0.247%	-0.010%	-0.00003%
912828PK0	2.250%	Nov 30, 2017	$30.14bn	–	$7.80bn	$22.34bn	104.9186	104.3166	0.247%	-0.574%	-0.00142%
912828SD3	1.250%	Jan 31, 2019	$29.55bn	–	$5.84bn	$23.70bn	98.8570	98.1134	0.247%	-0.752%	-0.00186%
912810QN1	4.750%	Feb 15, 2041	$43.01bn	–	$23.92bn	$19.09bn	121.6474	122.7155	0.245%	+0.878%	+0.00215%
912828QA1	2.250%	Mar 31, 2016	$36.57bn	–	$14.55bn	$22.02bn	104.8269	103.5999	0.243%	-0.097%	-0.00024%
912828VP2	2.000%	Jul 31, 2020	$29.00bn	–	$6.03bn	$22.97bn	100.2338	99.4252	0.243%	-0.807%	-0.00196%
912796DF3	0.000%	Jan 8, 2015	$23.00bn	–	–	$23.00bn	99.9128	99.9214	0.242%	+0.009%	+0.00002%
912828VA5	1.125%	Apr 30, 2020	$29.00bn	–	$5.08bn	$23.92bn	95.6010	94.8786	0.241%	-0.756%	-0.00182%
912828MS6	3.000%	Feb 28, 2017	$32.79bn	–	$11.48bn	$21.31bn	106.7120	106.3234	0.240%	-0.364%	-0.00087%
912828UL2	1.375%	Jan 31, 2020	$29.00bn	–	$5.79bn	$23.21bn	97.3677	96.6029	0.238%	-0.786%	-0.00187%
912810QL5	4.250%	Nov 15, 2040	$42.90bn	–	$23.04bn	$19.87bn	113.6742	114.6709	0.238%	+0.877%	+0.00209%
912810QH4	4.375%	May 15, 2040	$43.47bn	–	$24.10bn	$19.37bn	115.9615	116.9370	0.237%	+0.841%	+0.00199%
912810FS2	2.000%	Jan 15, 2026	$20.00bn	–	$3.57bn	$16.43bn	134.9648	134.5183	0.234%	-0.331%	-0.00077%
912828UB4	1.000%	Nov 30, 2019	$29.00bn	–	$5.96bn	$23.04bn	95.7555	95.0227	0.232%	-0.765%	-0.00178%
912796CB3	0.000%	Sep 18, 2014	$22.00bn	–	–	$22.00bn	99.9551	99.9668	0.232%	+0.012%	+0.00003%
912796CF4	0.000%	Oct 16, 2014	$22.00bn	–	–	$22.00bn	99.9489	99.9668	0.232%	+0.018%	+0.00004%
912810QU5	3.125%	Feb 15, 2042	$47.22bn	–	$23.26bn	$23.96bn	91.7631	92.7635	0.232%	+1.090%	+0.00252%
912828NA4	3.125%	Apr 30, 2017	$32.68bn	–	$12.39bn	$20.29bn	108.2806	107.8747	0.231%	-0.375%	-0.00087%
912828TR1	1.000%	Sep 30, 2019	$29.00bn	–	$6.45bn	$22.55bn	96.3606	95.1277	0.229%	-0.761%	-0.00174%
912828UJ7	0.875%	Jan 31, 2018	$35.00bn	–	$13.10bn	$21.90bn	99.0749	98.4575	0.229%	-0.623%	-0.00142%
912828FL9	2.500%	Jul 15, 2016	$20.00bn	–	$3.07bn	$16.93bn	127.4516	126.9326	0.227%	-0.407%	-0.00093%
912828NG1	2.750%	May 31, 2017	$31.67bn	–	$11.50bn	$20.17bn	106.7964	106.3280	0.227%	-0.439%	-0.00100%
912828EA4	1.875%	Jul 15, 2015	$17.00bn	–	–	$17.00bn	126.6880	126.5578	0.227%	-0.103%	-0.00023%
912828NK2	2.500%	Jun 30, 2017	$30.87bn	–	$10.55bn	$20.31bn	105.7407	105.2222	0.226%	-0.490%	-0.00111%
912828ET3	2.000%	Jan 15, 2016	$17.00bn	–	–	$17.00bn	125.7526	125.5319	0.225%	-0.176%	-0.00040%
912828UF5	1.125%	Dec 31, 2019	$29.00bn	–	$6.83bn	$22.17bn	96.2239	95.4703	0.225%	-0.783%	-0.00176%
912828VZ0	2.000%	Sep 30, 2020	$29.00bn	–	$7.79bn	$21.21bn	100.5337	98.7242	0.225%	-0.805%	-0.00181%
912828MF4	1.375%	Jan 15, 2020	$18.97bn	–	$979.9m	$17.99bn	118.1955	117.1372	0.224%	-0.895%	-0.00201%
912828TJ9	1.625%	Aug 15, 2022	$66.00bn	–	$43.29bn	$22.71bn	93.5718	93.0458	0.224%	-0.562%	-0.00126%
912828EW6	4.500%	Feb 15, 2016	$21.84bn	–	$2.46bn	$19.38bn	108.3239	108.2781	0.221%	-0.042%	-0.00009%
912810FD5	3.625%	Apr 15, 2028	$16.81bn	$25.0m	$6.47bn	$10.31bn	199.0833	198.8837	0.216%	-0.100%	-0.00022%
912828FY1	4.625%	Nov 15, 2016	$23.29bn	–	$5.01bn	$18.29bn	112.1611	111.8441	0.216%	-0.283%	-0.00061%
912796DK2	0.000%	Jul 31, 2014	$20.00bn	–	–	$20.00bn	99.9788	99.9864	0.211%	+0.008%	+0.00002%
912796DL0	0.000%	Aug 7, 2014	$20.00bn	–	–	$20.00bn	99.9733	99.9821	0.211%	+0.009%	+0.00002%
912810QK7	3.875%	Aug 15, 2040	$43.21bn	–	$24.85bn	$18.36bn	105.9213	106.8879	0.205%	+0.913%	+0.00187%
912828KZ2	3.250%	Jun 30, 2016	$27.78bn	–	$9.71bn	$18.07bn	107.0254	106.8795	0.204%	-0.136%	-0.00028%
912810QS0	3.750%	Aug 15, 2041	$42.49bn	–	$24.26bn	$18.23bn	103.4157	104.4662	0.199%	+1.016%	+0.00202%
912828HH6	4.250%	Nov 15, 2017	$27.67bn	–	$11.01bn	$16.67bn	112.8930	112.3584	0.198%	-0.473%	-0.00094%
912828GD6	2.375%	Jan 15, 2017	$17.25bn	–	$2.59bn	$14.66bn	128.1923	127.5541	0.198%	-0.498%	-0.00099%
912828UQ1	1.250%	Feb 29, 2020	$29.00bn	–	$9.53bn	$19.47bn	96.3539	95.5774	0.198%	-0.806%	-0.00159%
912810QD3	4.375%	Nov 15, 2039	$44.56bn	–	$28.50bn	$16.07bn	115.9615	116.8745	0.196%	+0.787%	+0.00155%
912810PS1	2.375%	Jan 15, 2027	$16.48bn	–	$3.05bn	$13.43bn	138.3781	138.1388	0.196%	-0.173%	-0.00034%
912810PZ5	2.500%	Jan 15, 2029	$14.15bn	–	$336.3m	$13.81bn	132.8793	132.7078	0.193%	-0.129%	-0.00025%
912828PN4	2.750%	Dec 31, 2017	$30.45bn	–	$13.28bn	$17.17bn	106.6585	106.0975	0.193%	-0.526%	-0.00101%
912828LA6	1.875%	Jul 15, 2019	$15.19bn	–	$528.0m	$14.66bn	123.3928	122.2749	0.191%	-0.906%	-0.00173%
912796DG1	0.000%	Feb 5, 2015	$18.00bn	–	–	$18.00bn	99.8955	99.9050	0.189%	+0.009%	+0.00002%
912828FQ8	4.875%	Aug 15, 2016	$22.56bn	–	$6.35bn	$16.21bn	110.8717	110.6685	0.189%	-0.183%	-0.00035%
912810QT8	3.125%	Nov 15, 2041	$44.62bn	–	$25.57bn	$19.06bn	92.7136	93.6827	0.186%	+1.045%	+0.00195%
912828UV0	1.125%	Mar 31, 2020	$29.00bn	–	$10.61bn	$18.40bn	95.9447	94.5968	0.186%	-0.819%	-0.00152%
912828HA1	4.750%	Aug 15, 2017	$28.00bn	–	$12.51bn	$15.49bn	113.1787	112.6842	0.185%	-0.437%	-0.00081%
912828KW9	3.250%	May 31, 2016	$26.90bn	–	$10.57bn	$16.33bn	107.1741	107.0893	0.184%	-0.079%	-0.00015%
912810FT0	4.500%	Feb 15, 2036	$26.40bn	–	$11.44bn	$14.96bn	116.9489	117.7156	0.184%	+0.656%	+0.00121%
912810PV4	1.750%	Jan 15, 2028	$15.64bn	–	$1.64bn	$14.00bn	124.1787	123.9646	0.183%	-0.172%	-0.00032%
912810QC5	4.500%	Aug 15, 2039	$41.44bn	–	$26.63bn	$14.81bn	117.0426	117.9656	0.183%	+0.789%	+0.00144%
912828RY8	1.375%	Dec 31, 2018	$29.94bn	–	$12.70bn	$17.24bn	99.7042	99.0019	0.181%	-0.704%	-0.00128%
912810QQ4	4.375%	May 15, 2041	$42.00bn	–	$27.22bn	$14.78bn	115.9302	117.0307	0.181%	+0.949%	+0.00171%
912810FP8	5.375%	Feb 15, 2031	$16.43bn	–	$3.08bn	$13.34bn	127.8938	128.3557	0.180%	+0.361%	+0.00065%
912828KM1	1.250%	Apr 15, 2014	$15.28bn	–	$0.2m	$15.28bn	111.3256	111.3740	0.179%	+0.043%	+0.00008%
912828KT6	2.375%	Mar 31, 2016	$25.14bn	–	$9.04bn	$16.10bn	105.1611	103.8815	0.178%	-0.088%	-0.00016%
912828HN3	1.625%	Jan 15, 2018	$16.41bn	–	$2.63bn	$13.78bn	122.3874	121.5280	0.178%	-0.702%	-0.00125%
912828GH7	4.625%	Feb 15, 2017	$22.19bn	–	$7.16bn	$15.03bn	111.6107	111.2312	0.177%	-0.340%	-0.00060%
912828TN0	1.000%	Aug 31, 2019	$29.00bn	–	$11.57bn	$17.43bn	96.1332	95.3995	0.176%	-0.763%	-0.00135%
912828FF2	5.125%	May 15, 2016	$23.29bn	–	$8.40bn	$14.90bn	111.8728	111.7521	0.176%	-0.108%	-0.00019%
912828JE1	1.375%	Jul 15, 2018	$14.97bn	–	$974.0m	$14.00bn	118.8993	117.9071	0.175%	-0.835%	-0.00146%
912828PT1	2.625%	Jan 31, 2018	$29.58bn	–	$14.00bn	$15.58bn	105.9435	105.3413	0.174%	-0.568%	-0.00099%
912828GX2	2.625%	Jul 15, 2017	$14.00bn	–	$1.08bn	$12.92bn	127.6873	126.9229	0.174%	-0.599%	-0.00104%
912828QB9	2.875%	Mar 31, 2018	$30.30bn	–	$15.07bn	$15.23bn	107.8726	105.8204	0.173%	-0.570%	-0.00099%
912828QJ2	2.125%	Feb 29, 2016	$36.92bn	–	$21.17bn	$15.75bn	103.5486	103.4973	0.172%	-0.050%	-0.00009%
912810QW1	3.000%	May 15, 2042	$43.92bn	–	$25.81bn	$18.11bn	90.0825	91.1041	0.172%	+1.134%	+0.00195%
912828VJ6	1.875%	Jun 30, 2020	$29.00bn	–	$12.86bn	$16.14bn	99.6961	98.8776	0.169%	-0.821%	-0.00139%
912810RE0	3.625%	Feb 15, 2044	$16.00bn	–	–	$16.00bn	100.3165	101.4194	0.169%	+1.099%	+0.00186%
912810QV3	0.750%	Feb 15, 2042	$23.13bn	–	$5.09bn	$18.04bn	88.6568	90.0951	0.168%	+1.622%	+0.00273%
912828JX9	2.125%	Jan 15, 2019	$14.76bn	–	$1.78bn	$12.98bn	123.1562	122.0678	0.168%	-0.884%	-0.00149%
912828JH4	4.000%	Aug 15, 2018	$36.80bn	–	$22.61bn	$14.20bn	111.7393	111.0910	0.167%	-0.580%	-0.00097%
912810DW5	7.250%	May 15, 2016	$18.82bn	–	$5.62bn	$13.20bn	117.1317	116.9938	0.163%	-0.118%	-0.00019%
912828B25	0.625%	Jan 15, 2024	$15.00bn	–	–	$15.00bn	101.1395	100.5704	0.160%	-0.563%	-0.00090%
912828QT0	2.375%	Jun 30, 2018	$29.93bn	–	$15.67bn	$14.26bn	104.9068	104.2845	0.158%	-0.593%	-0.00093%
912828TH3	0.875%	Jul 31, 2019	$29.00bn	–	$13.61bn	$15.39bn	95.7624	95.0200	0.155%	-0.775%	-0.00120%
912810FB9	6.125%	Nov 15, 2027	$22.51bn	$497.0m	$11.67bn	$10.35bn	136.4523	136.7243	0.149%	+0.199%	+0.00030%
912828KR0	2.625%	Apr 30, 2016	$26.90bn	–	$13.58bn	$13.33bn	105.6732	105.5710	0.148%	-0.097%	-0.00014%
912828PY0	2.750%	Feb 28, 2018	$30.59bn	–	$17.38bn	$13.21bn	106.2412	105.5829	0.148%	-0.620%	-0.00092%
912828TV2	1.250%	Oct 31, 2019	$29.00bn	–	$14.66bn	$14.34bn	97.5810	96.8686	0.147%	-0.730%	-0.00108%
912828GS3	4.500%	May 15, 2017	$25.59bn	–	$13.23bn	$12.36bn	112.9363	112.4843	0.147%	-0.400%	-0.00059%
912828HZ6	3.875%	May 15, 2018	$34.08bn	–	$21.76bn	$12.31bn	111.9373	111.3415	0.145%	-0.532%	-0.00077%
912828RT9	1.375%	Nov 30, 2018	$30.31bn	–	$16.54bn	$13.77bn	99.9763	99.2734	0.145%	-0.703%	-0.00102%
912810QB7	4.250%	May 15, 2039	$38.78bn	–	$27.14bn	$11.63bn	113.6742	114.6084	0.139%	+0.822%	+0.00114%
912810EL8	8.000%	Nov 15, 2021	$32.81bn	$2.17bn	$21.44bn	$9.20bn	143.2617	142.3401	0.139%	-0.643%	-0.00089%
912828KS8	2.625%	Feb 29, 2016	$23.18bn	–	$10.58bn	$12.60bn	104.5526	104.4783	0.139%	-0.071%	-0.00010%
912828RP7	1.750%	Oct 31, 2018	$30.10bn	–	$17.47bn	$12.63bn	102.0634	101.3286	0.136%	-0.720%	-0.00098%
912810QA9	3.500%	Feb 15, 2039	$25.91bn	–	$13.26bn	$12.65bn	99.7172	100.5601	0.133%	+0.845%	+0.00112%
912810QP6	2.125%	Feb 15, 2041	$23.99bn	–	$14.04bn	$9.95bn	126.4369	128.3600	0.132%	+1.521%	+0.00201%
912810DX3	7.500%	Nov 15, 2016	$18.86bn	$77.0m	$8.57bn	$10.22bn	120.7376	120.4634	0.130%	-0.227%	-0.00030%
912828QG8	2.625%	Apr 30, 2018	$30.83bn	–	$19.44bn	$11.39bn	106.5482	105.9147	0.128%	-0.595%	-0.00076%
912828SX9	1.125%	May 31, 2019	$29.00bn	–	$16.77bn	$12.23bn	97.6312	96.9083	0.126%	-0.740%	-0.00093%
912810FM5	6.250%	May 15, 2030	$17.05bn	–	$8.66bn	$8.39bn	140.4896	140.9278	0.124%	+0.312%	+0.00039%
912828SN1	1.500%	Mar 31, 2019	$29.69bn	–	$17.96bn	$11.73bn	100.2596	98.7541	0.124%	-0.754%	-0.00093%
912810DP0	11.250%	Feb 15, 2015	$12.67bn	$2.15bn	$0.7m	$10.52bn	111.0597	111.1485	0.123%	+0.080%	+0.00010%
912828QQ6	2.375%	May 31, 2018	$31.44bn	–	$20.44bn	$11.00bn	105.2005	104.5460	0.122%	-0.622%	-0.00076%
912828TC4	1.000%	Jun 30, 2019	$29.30bn	–	$17.37bn	$11.92bn	96.7025	95.9701	0.121%	-0.757%	-0.00092%
912810RA8	0.625%	Feb 15, 2043	$23.00bn	–	$9.65bn	$13.35bn	83.6422	85.0654	0.118%	+1.701%	+0.00200%
912810EW4	6.000%	Feb 15, 2026	$12.90bn	$67.0m	$4.54bn	$8.29bn	131.9214	132.0271	0.115%	+0.080%	+0.00009%
912810DY1	8.750%	May 15, 2017	$18.19bn	$2.64bn	$7.26bn	$8.30bn	127.6417	127.2490	0.112%	-0.308%	-0.00034%
912810FF0	5.250%	Nov 15, 2028	$10.95bn	–	$2.58bn	$8.37bn	126.5350	126.8306	0.112%	+0.234%	+0.00026%
912810EQ7	6.250%	Aug 15, 2023	$22.90bn	$250.0m	$14.68bn	$7.97bn	131.5575	131.1207	0.110%	-0.332%	-0.00037%
912828QY9	2.250%	Jul 31, 2018	$29.86bn	–	$20.00bn	$9.86bn	104.1614	103.4354	0.108%	-0.697%	-0.00075%
912810QF8	2.125%	Feb 15, 2040	$15.17bn	–	$7.26bn	$7.91bn	127.8013	129.5809	0.107%	+1.393%	+0.00148%
912828ST8	1.250%	Apr 30, 2019	$29.78bn	–	$19.91bn	$9.87bn	98.6435	97.8686	0.103%	-0.786%	-0.00081%
912810PX0	4.500%	May 15, 2038	$25.51bn	–	$17.72bn	$7.79bn	118.0300	118.9218	0.097%	+0.756%	+0.00073%
912810RF7	1.375%	Feb 15, 2044	$9.03bn	–	–	$9.03bn	100.7369	102.3901	0.096%	+1.641%	+0.00157%
912810FE3	5.500%	Aug 15, 2028	$11.78bn	–	$4.95bn	$6.82bn	128.0868	128.3712	0.092%	+0.222%	+0.00020%
912810FG8	5.250%	Feb 15, 2029	$11.35bn	–	$4.55bn	$6.80bn	125.2008	125.5589	0.090%	+0.286%	+0.00026%
912810FQ6	3.375%	Apr 15, 2032	$5.00bn	–	$405.0m	$4.60bn	184.2371	183.9559	0.089%	-0.153%	-0.00014%
912810PU6	5.000%	May 15, 2037	$21.41bn	–	$14.99bn	$6.42bn	126.3980	127.2985	0.086%	+0.712%	+0.00061%
912810PW2	4.375%	Feb 15, 2038	$22.53bn	–	$15.75bn	$6.78bn	114.7559	115.6064	0.082%	+0.741%	+0.00061%
912810ED6	8.125%	Aug 15, 2019	$20.21bn	$1.27bn	$13.26bn	$5.68bn	134.2341	133.3850	0.080%	-0.633%	-0.00051%
912810EC8	8.875%	Feb 15, 2019	$19.24bn	$6.16bn	$7.50bn	$5.59bn	135.8298	135.0095	0.080%	-0.604%	-0.00048%
912810EG9	8.750%	Aug 15, 2020	$21.41bn	$4.36bn	$11.94bn	$5.11bn	141.9180	140.8690	0.076%	-0.739%	-0.00056%
912810EY0	6.500%	Nov 15, 2026	$11.47bn	$633.0m	$5.69bn	$5.15bn	139.7830	139.9599	0.076%	+0.127%	+0.00010%
912810FJ2	6.125%	Aug 15, 2029	$11.18bn	–	$6.24bn	$4.93bn	136.5207	136.8864	0.071%	+0.268%	+0.00019%
912810EP9	7.125%	Feb 15, 2023	$18.37bn	$2.59bn	$11.05bn	$4.73bn	137.8462	137.2607	0.069%	-0.425%	-0.00029%
912810ES3	7.500%	Nov 15, 2024	$11.46bn	$1.87bn	$5.23bn	$4.36bn	147.0813	146.8071	0.067%	-0.186%	-0.00013%
912810EM6	7.250%	Aug 15, 2022	$10.36bn	$225.0m	$5.53bn	$4.60bn	137.8829	137.1512	0.067%	-0.531%	-0.00035%
912810DT2	9.875%	Nov 15, 2015	$6.89bn	$1.31bn	$325.5m	$5.25bn	119.1961	119.2685	0.066%	+0.061%	+0.00004%
912810DZ8	8.875%	Aug 15, 2017	$14.01bn	$3.05bn	$6.14bn	$4.82bn	127.3923	126.8532	0.065%	-0.423%	-0.00027%
912810PT9	4.750%	Feb 15, 2037	$16.59bn	–	$11.59bn	$5.00bn	121.0224	121.9030	0.064%	+0.728%	+0.00046%
912810ET1	7.625%	Feb 15, 2025	$11.72bn	$2.22bn	$5.42bn	$4.08bn	146.9308	146.7291	0.063%	-0.137%	-0.00009%
912810EV6	6.875%	Aug 15, 2025	$12.60bn	$1.42bn	$7.10bn	$4.09bn	140.3039	140.2921	0.060%	-0.008%	-0.00001%
912810FA1	6.375%	Aug 15, 2027	$10.73bn	$1.54bn	$5.10bn	$4.09bn	137.5318	137.7925	0.059%	+0.190%	+0.00011%
912810EX2	6.750%	Aug 15, 2026	$10.90bn	$2.08bn	$4.92bn	$3.89bn	140.5483	140.6828	0.058%	+0.096%	+0.00006%
912810EZ7	6.625%	Feb 15, 2027	$10.45bn	$934.0m	$5.86bn	$3.66bn	139.7616	139.9798	0.054%	+0.156%	+0.00008%
912810EB0	9.000%	Nov 15, 2018	$9.03bn	$1.86bn	$3.84bn	$3.33bn	137.3413	136.5623	0.048%	-0.567%	-0.00027%
912810DS4	10.625%	Aug 15, 2015	$7.15bn	$3.13bn	$217.4m	$3.81bn	115.5946	115.6333	0.046%	+0.033%	+0.00002%
912810EJ3	8.125%	May 15, 2021	$11.95bn	$1.89bn	$7.05bn	$3.01bn	142.6115	141.6999	0.045%	-0.639%	-0.00029%
912810EH7	7.875%	Feb 15, 2021	$11.11bn	$1.04bn	$7.05bn	$3.02bn	138.0668	137.1352	0.044%	-0.675%	-0.00030%
912810EK0	8.125%	Aug 15, 2021	$12.16bn	$2.66bn	$6.65bn	$2.85bn	141.3591	140.4788	0.042%	-0.623%	-0.00026%
912810EE4	8.500%	Feb 15, 2020	$10.23bn	$753.0m	$6.63bn	$2.84bn	138.4069	137.4316	0.041%	-0.705%	-0.00029%
912810EA2	9.125%	May 15, 2018	$8.70bn	$1.99bn	$3.89bn	$2.82bn	135.1911	134.5471	0.040%	-0.476%	-0.00019%
912810EN4	7.625%	Nov 15, 2022	$10.70bn	$3.28bn	$4.86bn	$2.56bn	143.3999	142.6982	0.039%	-0.489%	-0.00019%
912810DV7	9.250%	Feb 15, 2016	$7.25bn	$1.84bn	$2.41bn	$3.01bn	117.7213	117.7436	0.037%	+0.019%	+0.00001%
912810EF1	8.750%	May 15, 2020	$10.16bn	$2.58bn	$5.31bn	$2.27bn	143.1105	142.1240	0.034%	-0.689%	-0.00024%
Total						$9.18tn			100.000%		-0.18609%

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.