Rebalance of July 31, 2014

US Treasury Aggregate constituents

Every one of the 350 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: 350
Weights sum to: 100.0000%
Contributions sum to: -0.088126%
Market value: $9.36tn

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 -0.088126% against a published month return of -0.088126%, a difference of 9.4e-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 July 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
912796BX6	0.000%	Aug 21, 2014	$80.00bn	–	–	$80.00bn	99.9957	99.9994	0.855%	+0.004%	+0.00003%
912796CB3	0.000%	Sep 18, 2014	$70.00bn	–	–	$70.00bn	99.9956	99.9973	0.748%	+0.002%	+0.00001%
912796DQ9	0.000%	Aug 14, 2014	$67.00bn	–	–	$67.00bn	99.9975	99.9996	0.716%	+0.002%	+0.00002%
912828WE6	2.750%	Nov 15, 2023	$66.00bn	–	$8.10bn	$57.90bn	102.7575	102.6141	0.636%	-0.139%	-0.00089%
912828PC8	2.625%	Nov 15, 2020	$67.41bn	–	$10.96bn	$56.45bn	104.1790	103.7439	0.629%	-0.418%	-0.00263%
912828B66	2.750%	Feb 15, 2024	$66.00bn	–	$9.31bn	$56.69bn	103.2206	103.1124	0.625%	-0.105%	-0.00066%
912828VB3	1.750%	May 15, 2023	$66.00bn	–	$8.99bn	$57.01bn	94.8798	94.6522	0.578%	-0.240%	-0.00139%
912828UX6	0.125%	Apr 15, 2018	$50.00bn	–	$213.0m	$49.79bn	105.9496	105.4300	0.564%	-0.490%	-0.00276%
912828PX2	3.625%	Feb 15, 2021	$67.58bn	–	$21.99bn	$45.59bn	111.3931	110.9536	0.543%	-0.395%	-0.00214%
912828UN8	2.000%	Feb 15, 2023	$66.00bn	–	$14.65bn	$51.35bn	97.7826	97.5477	0.537%	-0.240%	-0.00129%
912796DR7	0.000%	Aug 28, 2014	$50.00bn	–	–	$50.00bn	99.9967	99.9992	0.534%	+0.003%	+0.00001%
912796DS5	0.000%	Sep 4, 2014	$50.00bn	–	–	$50.00bn	99.9963	99.9981	0.534%	+0.002%	+0.00001%
912828MP2	3.625%	Feb 15, 2020	$71.59bn	–	$27.74bn	$43.85bn	111.2994	110.8598	0.522%	-0.395%	-0.00206%
912796DV8	0.000%	Sep 11, 2014	$48.00bn	–	–	$48.00bn	99.9959	99.9977	0.513%	+0.002%	+0.00001%
912796DW6	0.000%	Sep 25, 2014	$48.00bn	–	–	$48.00bn	99.9928	99.9969	0.513%	+0.004%	+0.00002%
912796CL1	0.000%	Nov 13, 2014	$48.00bn	–	–	$48.00bn	99.9811	99.9883	0.513%	+0.007%	+0.00004%
912796DB2	0.000%	Dec 11, 2014	$48.00bn	–	–	$48.00bn	99.9772	99.9815	0.513%	+0.004%	+0.00002%
912828RH5	1.375%	Sep 30, 2018	$64.90bn	–	$17.32bn	$47.58bn	100.1894	99.7121	0.510%	-0.476%	-0.00243%
912828SQ4	0.125%	Apr 15, 2017	$44.43bn	–	$429.9m	$44.00bn	107.9923	107.4968	0.508%	-0.459%	-0.00233%
912828RE2	1.500%	Aug 31, 2018	$64.89bn	–	$19.15bn	$45.73bn	101.0014	100.5027	0.494%	-0.494%	-0.00244%
912810RD2	3.750%	Nov 15, 2043	$42.00bn	–	$185.0m	$41.82bn	108.2914	109.2011	0.484%	+0.840%	+0.00407%
912828VS6	2.500%	Aug 15, 2023	$66.00bn	–	$21.54bn	$44.46bn	101.4705	101.3096	0.482%	-0.159%	-0.00076%
912828WJ5	2.500%	May 15, 2024	$45.00bn	–	–	$45.00bn	100.1005	100.0299	0.481%	-0.071%	-0.00034%
912796DL0	0.000%	Aug 7, 2014	$45.00bn	–	–	$45.00bn	99.9979	100.0000	0.481%	+0.002%	+0.00001%
912796CF4	0.000%	Oct 16, 2014	$45.00bn	–	–	$45.00bn	99.9880	99.9957	0.481%	+0.008%	+0.00004%
912810RE0	3.625%	Feb 15, 2044	$42.00bn	–	$1.0m	$42.00bn	106.7056	107.6411	0.479%	+0.877%	+0.00420%
912828MW7	2.500%	Mar 31, 2015	$43.42bn	–	$0.7m	$43.42bn	102.4409	102.4339	0.475%	-0.007%	-0.00003%
912828MR8	2.375%	Feb 28, 2015	$43.03bn	–	$0.2m	$43.03bn	102.3251	102.3064	0.471%	-0.018%	-0.00009%
912828ME7	2.625%	Dec 31, 2014	$43.24bn	–	$0.8m	$43.24bn	101.2884	101.2908	0.468%	+0.002%	+0.00001%
912828LZ1	2.125%	Nov 30, 2014	$43.26bn	–	$0.2m	$43.26bn	101.0237	101.0162	0.467%	-0.007%	-0.00003%
912828MH0	2.250%	Jan 31, 2015	$42.68bn	–	$0.4m	$42.68bn	102.2198	101.0686	0.466%	-0.026%	-0.00012%
912828MZ0	2.500%	Apr 30, 2015	$42.90bn	–	$449.9m	$42.45bn	102.4212	102.4130	0.465%	-0.008%	-0.00004%
912828B25	0.625%	Jan 15, 2024	$41.00bn	–	–	$41.00bn	105.5478	105.3014	0.463%	+0.068%	+0.00031%
912828VM9	0.375%	Jul 15, 2023	$41.00bn	–	$12.0m	$40.99bn	103.9891	103.8417	0.456%	+0.042%	+0.00019%
912828LS7	2.375%	Oct 31, 2014	$42.01bn	–	$0.8m	$42.01bn	101.1814	101.1627	0.454%	-0.018%	-0.00008%
912828TE0	0.125%	Jul 15, 2022	$41.00bn	–	$355.0m	$40.65bn	103.8273	103.6513	0.451%	-0.107%	-0.00048%
912828UH1	0.125%	Jan 15, 2023	$41.00bn	–	$14.0m	$40.99bn	102.4139	102.2994	0.449%	-0.049%	-0.00022%
912828QD5	0.125%	Apr 15, 2016	$38.37bn	–	$367.0m	$38.00bn	110.2849	110.0752	0.448%	-0.190%	-0.00085%
912828NF3	2.125%	May 31, 2015	$40.87bn	–	$0.2m	$40.87bn	101.9925	102.0162	0.445%	+0.023%	+0.00010%
912828LQ1	2.375%	Sep 30, 2014	$40.71bn	–	$0.5m	$40.71bn	101.1595	101.1732	0.440%	+0.014%	+0.00006%
912828RR3	2.000%	Nov 15, 2021	$70.10bn	–	$28.66bn	$41.43bn	98.9742	98.5802	0.438%	-0.398%	-0.00174%
912810RC4	3.625%	Aug 15, 2043	$42.00bn	–	$3.67bn	$38.33bn	106.7994	107.7036	0.438%	+0.847%	+0.00370%
912828SA9	0.125%	Jan 15, 2022	$41.28bn	–	$2.50bn	$38.79bn	105.4918	105.2801	0.437%	-0.138%	-0.00061%
912828RC6	2.125%	Aug 15, 2021	$66.73bn	–	$26.22bn	$40.51bn	100.7046	100.2616	0.436%	-0.440%	-0.00192%
912828LK4	2.375%	Aug 31, 2014	$40.17bn	–	$4.7m	$40.17bn	101.1688	101.1501	0.434%	-0.018%	-0.00008%
912828LY4	3.375%	Nov 15, 2019	$71.04bn	–	$34.52bn	$36.52bn	109.0560	108.5904	0.426%	-0.427%	-0.00182%
912828NL0	1.875%	Jun 30, 2015	$39.10bn	–	$0.7m	$39.10bn	101.7551	101.7568	0.425%	+0.002%	+0.00001%
912828NP1	1.750%	Jul 31, 2015	$38.22bn	–	$0.9m	$38.21bn	102.4800	101.5985	0.419%	-0.006%	-0.00003%
912828QV5	0.625%	Jul 15, 2021	$35.84bn	–	$849.9m	$34.99bn	111.0772	110.4656	0.415%	-0.254%	-0.00106%
912810RB6	2.875%	May 15, 2043	$42.00bn	–	$492.0m	$41.51bn	91.5859	92.3906	0.406%	+0.879%	+0.00357%
912828SP6	0.375%	Apr 15, 2015	$37.82bn	–	$0.7m	$37.82bn	100.2976	100.3294	0.405%	+0.032%	+0.00013%
912828PM6	2.125%	Dec 31, 2015	$36.75bn	–	$0.4m	$36.75bn	102.7870	102.7785	0.404%	-0.008%	-0.00003%
912828PP9	1.125%	Jan 15, 2021	$36.68bn	–	$4.68bn	$31.99bn	117.9456	117.0000	0.403%	-0.284%	-0.00115%
912828NV8	1.250%	Aug 31, 2015	$36.88bn	–	$0.4m	$36.88bn	101.7303	101.7106	0.401%	-0.019%	-0.00008%
912828PJ3	1.375%	Nov 30, 2015	$36.38bn	–	$0.1m	$36.38bn	101.7415	101.7329	0.396%	-0.008%	-0.00003%
912828NZ9	1.250%	Sep 30, 2015	$36.10bn	–	$0.7m	$36.10bn	101.6580	101.6701	0.392%	+0.012%	+0.00005%
912828NT3	2.625%	Aug 15, 2020	$67.85bn	–	$33.18bn	$34.67bn	105.0174	104.5860	0.389%	-0.411%	-0.00160%
912828PE4	1.250%	Oct 31, 2015	$35.72bn	–	$0.5m	$35.72bn	101.6168	101.6284	0.388%	+0.011%	+0.00004%
912828SE1	0.250%	Feb 15, 2015	$35.90bn	–	$0.8m	$35.90bn	100.2189	100.2091	0.385%	-0.010%	-0.00004%
912828QX1	1.500%	Jul 31, 2016	$36.04bn	–	$1.04bn	$35.00bn	102.6882	101.8478	0.384%	-0.088%	-0.00034%
912828DM9	4.000%	Feb 15, 2015	$34.21bn	–	$0.9m	$34.21bn	103.9715	103.9391	0.380%	-0.031%	-0.00012%
912828RF9	1.000%	Aug 31, 2016	$36.07bn	–	$1.07bn	$35.00bn	101.3342	101.2622	0.379%	-0.071%	-0.00027%
912828RJ1	1.000%	Sep 30, 2016	$36.09bn	–	$1.09bn	$35.00bn	101.2201	101.0861	0.379%	-0.132%	-0.00050%
912828RM4	1.000%	Oct 31, 2016	$36.33bn	–	$1.33bn	$35.00bn	101.1060	100.9402	0.378%	-0.164%	-0.00062%
912828KQ2	3.125%	May 15, 2019	$64.41bn	–	$31.56bn	$32.85bn	107.5866	107.1311	0.378%	-0.423%	-0.00160%
912828RU6	0.875%	Nov 30, 2016	$36.59bn	–	$1.59bn	$35.00bn	100.6679	100.4920	0.377%	-0.175%	-0.00066%
912828RX0	0.875%	Dec 31, 2016	$36.13bn	–	$1.13bn	$35.00bn	100.5024	100.3261	0.376%	-0.175%	-0.00066%
912828VH0	0.375%	Jun 30, 2015	$35.00bn	–	–	$35.00bn	100.2510	100.2514	0.375%	+0.000%	+0.00000%
912828UK4	0.250%	Jan 31, 2015	$35.00bn	–	–	$35.00bn	100.2293	100.0632	0.375%	-0.041%	-0.00015%
912828VN7	0.250%	Jul 31, 2015	$35.00bn	–	–	$35.00bn	100.2293	100.1257	0.375%	+0.021%	+0.00008%
912828UP3	0.250%	Feb 28, 2015	$35.00bn	–	–	$35.00bn	100.2086	100.1984	0.375%	-0.010%	-0.00004%
912828UT5	0.250%	Mar 31, 2015	$35.00bn	–	–	$35.00bn	100.1878	100.1778	0.375%	-0.010%	-0.00004%
912828VD9	0.250%	May 31, 2015	$35.00bn	–	–	$35.00bn	100.1462	100.1673	0.375%	+0.021%	+0.00008%
912828TL4	0.250%	Aug 31, 2014	$35.00bn	–	–	$35.00bn	100.1148	100.1046	0.374%	-0.010%	-0.00004%
912828TU4	0.250%	Oct 31, 2014	$35.00bn	–	–	$35.00bn	100.1046	100.0944	0.374%	-0.010%	-0.00004%
912828TQ3	0.250%	Sep 30, 2014	$35.00bn	–	–	$35.00bn	100.0941	100.1153	0.374%	+0.021%	+0.00008%
912828UY4	0.125%	Apr 30, 2015	$35.00bn	–	–	$35.00bn	100.0523	100.0628	0.374%	+0.011%	+0.00004%
912828TZ3	0.250%	Nov 30, 2014	$35.00bn	–	–	$35.00bn	100.0524	100.0736	0.374%	+0.021%	+0.00008%
912828UD0	0.125%	Dec 31, 2014	$35.00bn	–	–	$35.00bn	100.0316	100.0109	0.374%	-0.021%	-0.00008%
912828WS5	1.625%	Jun 30, 2019	$35.00bn	–	–	$35.00bn	99.9732	99.5163	0.374%	-0.457%	-0.00171%
912828PS3	2.000%	Jan 31, 2016	$35.70bn	–	$1.91bn	$33.79bn	103.5530	102.5367	0.374%	-0.016%	-0.00006%
912828C65	1.625%	Mar 31, 2019	$35.00bn	–	$250.0m	$34.75bn	100.6585	100.1711	0.374%	-0.484%	-0.00181%
912828WL0	1.500%	May 31, 2019	$35.01bn	–	$13.5m	$35.00bn	99.5645	99.0978	0.372%	-0.469%	-0.00175%
912828ND8	3.500%	May 15, 2020	$68.22bn	–	$36.62bn	$31.60bn	109.7283	109.3043	0.371%	-0.386%	-0.00143%
912828SC5	0.875%	Jan 31, 2017	$35.66bn	–	$1.26bn	$34.40bn	100.7712	100.1586	0.370%	-0.174%	-0.00064%
912828A75	1.500%	Dec 31, 2018	$35.00bn	–	$435.0m	$34.57bn	100.0353	99.5054	0.370%	-0.530%	-0.00196%
912828SS0	0.875%	Apr 30, 2017	$35.94bn	–	$1.52bn	$34.42bn	100.3037	100.0649	0.369%	-0.238%	-0.00088%
912828RQ5	0.375%	Nov 15, 2014	$34.45bn	–	$0.5m	$34.45bn	100.1416	100.1420	0.369%	+0.000%	+0.00000%
912828TM2	0.625%	Aug 31, 2017	$35.00bn	–	$269.0m	$34.73bn	99.0839	98.8240	0.368%	-0.262%	-0.00096%
912828UA6	0.625%	Nov 30, 2017	$35.00bn	–	$70.0m	$34.93bn	98.4904	98.1684	0.368%	-0.327%	-0.00120%
912828SY7	0.625%	May 31, 2017	$35.00bn	–	$408.5m	$34.59bn	99.3654	99.1371	0.367%	-0.230%	-0.00084%
912828DV9	4.125%	May 15, 2015	$34.47bn	–	$1.45bn	$33.02bn	104.0268	104.0306	0.367%	+0.004%	+0.00001%
912828SZ4	0.375%	Jun 15, 2015	$34.26bn	–	$0.4m	$34.26bn	100.2664	100.2669	0.367%	+0.001%	+0.00000%
912828RZ5	0.250%	Jan 15, 2015	$34.27bn	–	$0.1m	$34.27bn	100.2091	100.0740	0.367%	-0.010%	-0.00004%
912828SK7	0.375%	Mar 15, 2015	$34.22bn	–	$0.9m	$34.22bn	100.2976	100.2979	0.367%	+0.000%	+0.00000%
912828VU1	0.375%	Aug 31, 2015	$34.00bn	–	–	$34.00bn	100.4066	100.4069	0.365%	+0.000%	+0.00000%
912828SU5	0.250%	May 15, 2015	$34.00bn	–	$0.9m	$34.00bn	100.1569	100.1467	0.364%	-0.010%	-0.00004%
912828SJ0	0.875%	Feb 28, 2017	$35.50bn	–	$1.70bn	$33.80bn	100.6362	100.3974	0.364%	-0.237%	-0.00086%
912828C24	1.500%	Feb 28, 2019	$35.10bn	–	$1.50bn	$33.60bn	100.3139	99.8152	0.360%	-0.497%	-0.00179%
912828NM8	1.250%	Jul 15, 2020	$32.38bn	–	$4.49bn	$27.89bn	119.7280	118.6596	0.357%	-0.324%	-0.00116%
912828EE6	4.250%	Aug 15, 2015	$32.47bn	–	$1.07bn	$31.40bn	106.1904	106.2106	0.356%	+0.019%	+0.00007%
912828VE7	1.000%	May 31, 2018	$35.00bn	–	$1.41bn	$33.59bn	98.9597	98.5131	0.355%	-0.451%	-0.00160%
912828RV4	0.250%	Dec 15, 2014	$33.17bn	–	$0.1m	$33.17bn	100.1047	100.0946	0.355%	-0.010%	-0.00004%
912828SM3	1.000%	Mar 31, 2017	$35.83bn	–	$2.93bn	$32.90bn	100.8451	100.6173	0.355%	-0.226%	-0.00080%
912828VY3	0.250%	Sep 30, 2015	$33.00bn	–	–	$33.00bn	100.1878	100.1778	0.353%	-0.010%	-0.00004%
912828RB8	0.500%	Aug 15, 2014	$32.98bn	–	$0.9m	$32.98bn	100.2503	100.2307	0.353%	-0.020%	-0.00007%
912828TY6	1.625%	Nov 15, 2022	$66.00bn	–	$31.13bn	$34.87bn	94.6763	94.4069	0.353%	-0.285%	-0.00100%
912828QR4	1.500%	Jun 30, 2016	$36.13bn	–	$3.86bn	$32.27bn	102.0353	101.9742	0.352%	-0.060%	-0.00021%
912810FR4	2.375%	Jan 15, 2025	$28.00bn	–	$6.58bn	$21.42bn	153.6380	152.4965	0.352%	+0.231%	+0.00081%
912828TB6	0.750%	Jun 30, 2017	$35.36bn	–	$2.33bn	$33.03bn	99.5645	99.3152	0.351%	-0.250%	-0.00088%
912828VL1	0.625%	Jul 15, 2016	$32.00bn	–	–	$32.00bn	100.5696	100.1851	0.344%	-0.072%	-0.00025%
912828VR8	0.625%	Aug 15, 2016	$32.00bn	–	–	$32.00bn	100.4536	100.3821	0.344%	-0.071%	-0.00024%
912828D23	1.625%	Apr 30, 2019	$35.00bn	–	$3.02bn	$31.98bn	100.4300	99.9419	0.343%	-0.486%	-0.00167%
912828UG3	0.375%	Jan 15, 2016	$32.00bn	–	–	$32.00bn	100.3292	100.1423	0.343%	+0.001%	+0.00000%
912828B41	0.375%	Jan 31, 2016	$32.00bn	–	–	$32.00bn	100.2814	100.1260	0.343%	+0.032%	+0.00011%
912828TX8	0.375%	Nov 15, 2015	$32.00bn	–	–	$32.00bn	100.2666	100.2670	0.343%	+0.000%	+0.00000%
912828TD2	0.250%	Jul 15, 2015	$32.00bn	–	–	$32.00bn	100.2403	100.1053	0.343%	-0.010%	-0.00003%
912828UM0	0.375%	Feb 15, 2016	$32.00bn	–	–	$32.00bn	100.2346	100.2667	0.343%	+0.032%	+0.00011%
912828RL6	0.500%	Oct 15, 2014	$32.00bn	–	–	$32.00bn	100.2302	100.2413	0.343%	+0.011%	+0.00004%
912828TK6	0.250%	Aug 15, 2015	$32.00bn	–	–	$32.00bn	100.2189	100.2091	0.343%	-0.010%	-0.00003%
912828TP5	0.250%	Sep 15, 2015	$32.00bn	–	–	$32.00bn	100.1984	100.1882	0.343%	-0.010%	-0.00003%
912828TT7	0.250%	Oct 15, 2015	$32.00bn	–	–	$32.00bn	100.1463	100.1363	0.343%	-0.010%	-0.00003%
912828US7	0.375%	Mar 15, 2016	$32.00bn	–	–	$32.00bn	100.1413	100.1729	0.342%	+0.032%	+0.00011%
912828WB2	0.250%	Oct 31, 2015	$32.00bn	–	–	$32.00bn	100.1359	100.1257	0.342%	-0.010%	-0.00003%
912828VG2	0.500%	Jun 15, 2016	$32.00bn	–	–	$32.00bn	100.1156	100.0642	0.342%	-0.051%	-0.00018%
912828RG7	0.250%	Sep 15, 2014	$32.00bn	–	–	$32.00bn	100.1046	100.0944	0.342%	-0.010%	-0.00003%
912828C40	0.375%	Mar 31, 2016	$32.00bn	–	–	$32.00bn	100.0943	100.1260	0.342%	+0.032%	+0.00011%
912828A26	0.250%	Nov 30, 2015	$32.00bn	–	–	$32.00bn	100.0524	100.0423	0.342%	-0.010%	-0.00003%
912828C81	0.375%	Apr 30, 2016	$32.00bn	–	–	$32.00bn	100.0319	100.0323	0.342%	+0.000%	+0.00000%
912828UC2	0.250%	Dec 15, 2015	$32.00bn	–	–	$32.00bn	100.0109	100.0321	0.342%	+0.021%	+0.00007%
912828A67	0.250%	Dec 31, 2015	$32.00bn	–	–	$32.00bn	100.0007	100.0217	0.342%	+0.021%	+0.00007%
912828B82	0.250%	Feb 29, 2016	$32.09bn	–	$89.9m	$32.00bn	99.9898	99.9796	0.342%	-0.010%	-0.00003%
912828UW8	0.250%	Apr 15, 2016	$32.00bn	–	–	$32.00bn	99.8026	99.7925	0.341%	-0.010%	-0.00003%
912828VC1	0.250%	May 15, 2016	$32.00bn	–	–	$32.00bn	99.7507	99.6780	0.341%	-0.073%	-0.00025%
912828QN3	3.125%	May 15, 2021	$66.00bn	–	$36.42bn	$29.58bn	107.1179	106.6936	0.339%	-0.396%	-0.00134%
912828WD8	1.250%	Oct 31, 2018	$35.00bn	–	$3.14bn	$31.86bn	99.3981	98.9096	0.338%	-0.491%	-0.00166%
912828LJ7	3.625%	Aug 15, 2019	$66.75bn	–	$38.40bn	$28.35bn	111.1119	110.5786	0.337%	-0.480%	-0.00162%
912828VW7	0.875%	Sep 15, 2016	$31.00bn	–	–	$31.00bn	100.9443	100.8305	0.334%	-0.113%	-0.00038%
912828B33	1.500%	Jan 31, 2019	$35.00bn	–	$4.02bn	$30.98bn	100.5319	99.2853	0.333%	-0.494%	-0.00164%
912828WM8	0.375%	May 31, 2016	$31.01bn	–	$11.9m	$31.00bn	99.9380	99.8760	0.331%	-0.062%	-0.00021%
912828TS9	0.625%	Sep 30, 2017	$35.00bn	–	$4.19bn	$30.81bn	98.9071	98.5850	0.326%	-0.326%	-0.00106%
912828TG5	0.500%	Jul 31, 2017	$35.00bn	–	$4.22bn	$30.78bn	98.8648	98.3764	0.325%	-0.241%	-0.00078%
912828UE8	0.750%	Dec 31, 2017	$35.00bn	–	$4.22bn	$30.78bn	98.7208	98.3777	0.325%	-0.348%	-0.00113%
912828UZ1	0.625%	Apr 30, 2018	$35.00bn	–	$3.91bn	$31.09bn	97.7303	97.2829	0.325%	-0.458%	-0.00149%
912828A91	0.750%	Jan 15, 2017	$30.00bn	–	–	$30.00bn	100.5022	99.9096	0.322%	-0.217%	-0.00070%
912828C73	0.875%	Apr 15, 2017	$30.00bn	–	–	$30.00bn	100.4028	100.1644	0.322%	-0.237%	-0.00076%
912828WA4	0.625%	Oct 15, 2016	$30.00bn	–	–	$30.00bn	100.2565	100.0594	0.321%	-0.197%	-0.00063%
912828C32	0.750%	Mar 15, 2017	$30.00bn	–	–	$30.00bn	100.1889	99.9708	0.321%	-0.218%	-0.00070%
912828WF3	0.625%	Nov 15, 2016	$30.00bn	–	–	$30.00bn	100.0798	99.9137	0.321%	-0.166%	-0.00053%
912828WQ9	0.500%	Jun 30, 2016	$30.00bn	–	–	$30.00bn	100.0639	100.0122	0.321%	-0.052%	-0.00017%
912828B74	0.625%	Feb 15, 2017	$30.00bn	–	–	$30.00bn	99.9848	99.7571	0.321%	-0.228%	-0.00073%
912828A59	0.625%	Dec 15, 2016	$30.00bn	–	–	$30.00bn	99.9648	99.7678	0.321%	-0.197%	-0.00063%
912828SF8	2.000%	Feb 15, 2022	$74.21bn	–	$44.02bn	$30.18bn	99.1576	98.7977	0.320%	-0.363%	-0.00116%
912828JR2	3.750%	Nov 15, 2018	$57.36bn	–	$30.34bn	$27.02bn	110.4477	109.9198	0.319%	-0.478%	-0.00152%
912828TW0	0.750%	Oct 31, 2017	$35.00bn	–	$5.28bn	$29.72bn	99.1264	98.8145	0.315%	-0.315%	-0.00099%
912810QZ4	3.125%	Feb 15, 2043	$42.00bn	–	$11.78bn	$30.22bn	97.2678	98.0666	0.314%	+0.821%	+0.00258%
912810RG5	3.375%	May 15, 2044	$29.00bn	–	–	$29.00bn	100.9310	101.8404	0.313%	+0.901%	+0.00282%
912828A34	1.250%	Nov 30, 2018	$35.00bn	–	$5.65bn	$29.35bn	99.1684	98.6805	0.311%	-0.492%	-0.00153%
912828WH9	0.875%	May 15, 2017	$29.00bn	–	–	$29.00bn	100.2368	99.9667	0.311%	-0.269%	-0.00084%
912828WR7	2.125%	Jun 30, 2021	$29.00bn	–	–	$29.00bn	99.9745	99.4973	0.310%	-0.477%	-0.00148%
912828VQ0	1.375%	Jul 31, 2018	$35.00bn	–	$6.27bn	$28.73bn	100.6673	99.5037	0.309%	-0.473%	-0.00146%
912828WN6	2.000%	May 31, 2021	$29.01bn	–	$63.2m	$28.95bn	99.3881	98.9325	0.307%	-0.458%	-0.00141%
912828UR9	0.750%	Feb 28, 2018	$35.00bn	–	$5.95bn	$29.05bn	98.6569	98.2514	0.306%	-0.411%	-0.00126%
912828MK3	3.125%	Jan 31, 2017	$32.52bn	–	$6.10bn	$26.43bn	107.5223	105.7897	0.304%	-0.158%	-0.00048%
912828LU2	3.125%	Oct 31, 2016	$31.76bn	–	$5.20bn	$26.57bn	106.4327	106.2272	0.302%	-0.193%	-0.00058%
912828WG1	2.250%	Apr 30, 2021	$29.00bn	–	$1.19bn	$27.81bn	101.3478	100.8499	0.301%	-0.491%	-0.00148%
912810QE1	4.625%	Feb 15, 2040	$44.90bn	–	$22.64bn	$22.27bn	125.8626	126.7586	0.300%	+0.712%	+0.00213%
912828WP1	0.875%	Jun 15, 2017	$28.00bn	–	–	$28.00bn	100.0695	99.7999	0.299%	-0.269%	-0.00081%
912828NW6	1.875%	Aug 31, 2017	$29.71bn	–	$2.93bn	$26.78bn	103.4392	103.1596	0.296%	-0.270%	-0.00080%
912828WC0	1.750%	Oct 31, 2020	$29.00bn	–	$1.06bn	$27.94bn	98.8261	98.3798	0.295%	-0.452%	-0.00133%
912810QY7	2.750%	Nov 15, 2042	$42.00bn	–	$11.82bn	$30.18bn	89.4450	90.2079	0.288%	+0.853%	+0.00246%
912828PF1	1.875%	Oct 31, 2017	$29.59bn	–	$3.42bn	$26.17bn	103.0659	102.6926	0.288%	-0.362%	-0.00104%
912828VV9	2.125%	Aug 31, 2020	$29.00bn	–	$2.78bn	$26.22bn	101.7103	101.2643	0.285%	-0.438%	-0.00125%
912828C57	2.250%	Mar 31, 2021	$29.00bn	–	$2.88bn	$26.12bn	101.5968	101.1311	0.284%	-0.458%	-0.00130%
912828B90	2.000%	Feb 28, 2021	$29.08bn	–	$2.95bn	$26.13bn	100.2310	99.7432	0.280%	-0.487%	-0.00136%
912828KD1	2.750%	Feb 15, 2019	$58.68bn	–	$34.13bn	$24.55bn	106.5331	106.0499	0.280%	-0.454%	-0.00127%
912828DC1	4.250%	Nov 15, 2014	$25.47bn	–	$87.6m	$25.38bn	102.1053	102.0883	0.277%	-0.017%	-0.00005%
912828B58	2.125%	Jan 31, 2021	$29.00bn	–	$3.59bn	$25.41bn	101.3239	99.7870	0.275%	-0.468%	-0.00129%
912828SV3	1.750%	May 15, 2022	$68.98bn	–	$42.32bn	$26.66bn	96.4423	96.0897	0.275%	-0.366%	-0.00100%
912828MA5	2.750%	Nov 30, 2016	$32.96bn	–	$8.95bn	$24.01bn	105.3267	105.1846	0.270%	-0.135%	-0.00036%
912828LP3	3.000%	Sep 30, 2016	$29.51bn	–	$5.74bn	$23.78bn	106.2228	106.1332	0.270%	-0.084%	-0.00023%
912828CT5	4.250%	Aug 15, 2014	$24.72bn	–	$0.8m	$24.72bn	102.1279	102.1169	0.270%	-0.011%	-0.00003%
912796DP1	0.000%	Mar 5, 2015	$25.00bn	–	–	$25.00bn	99.9587	99.9638	0.267%	+0.005%	+0.00001%
912796DU0	0.000%	Apr 2, 2015	$25.00bn	–	–	$25.00bn	99.9540	99.9592	0.267%	+0.005%	+0.00001%
912796DY2	0.000%	Apr 30, 2015	$25.00bn	–	–	$25.00bn	99.9409	99.9469	0.267%	+0.006%	+0.00002%
912796EC9	0.000%	May 28, 2015	$25.00bn	–	–	$25.00bn	99.9078	99.9248	0.267%	+0.017%	+0.00005%
912796EJ4	0.000%	Jun 25, 2015	$25.00bn	–	–	$25.00bn	99.8900	99.9086	0.267%	+0.019%	+0.00005%
912828HR4	3.500%	Feb 15, 2018	$39.20bn	–	$16.56bn	$22.64bn	109.5962	109.1459	0.265%	-0.411%	-0.00109%
912828EN6	4.500%	Nov 15, 2015	$23.22bn	–	$0.6m	$23.22bn	106.4497	106.4538	0.264%	+0.004%	+0.00001%
912828UU2	0.750%	Mar 31, 2018	$35.00bn	–	$9.90bn	$25.10bn	98.4073	98.0020	0.264%	-0.412%	-0.00109%
912828LL2	3.000%	Aug 31, 2016	$28.84bn	–	$5.90bn	$22.94bn	106.3465	106.2554	0.261%	-0.086%	-0.00022%
912828SH4	1.375%	Feb 28, 2019	$29.41bn	–	$4.97bn	$24.44bn	99.7096	99.2004	0.260%	-0.511%	-0.00133%
912810QN1	4.750%	Feb 15, 2041	$43.01bn	–	$24.08bn	$18.93bn	128.6283	129.5663	0.260%	+0.729%	+0.00190%
912828QF0	2.000%	Apr 30, 2016	$37.21bn	–	$13.80bn	$23.41bn	103.3057	103.2242	0.259%	-0.079%	-0.00020%
912828VK3	1.375%	Jun 30, 2018	$35.00bn	–	$10.86bn	$24.14bn	100.1912	99.7446	0.258%	-0.446%	-0.00115%
912828DH0	1.625%	Jan 15, 2015	$19.00bn	–	–	$19.00bn	127.2218	125.8912	0.258%	-0.252%	-0.00065%
912828LD0	3.250%	Jul 31, 2016	$28.70bn	–	$6.14bn	$22.57bn	107.0744	105.3838	0.258%	-0.061%	-0.00016%
912828MV9	3.250%	Mar 31, 2017	$33.08bn	–	$10.63bn	$22.45bn	107.5357	107.3422	0.258%	-0.180%	-0.00046%
912810FH6	3.875%	Apr 15, 2029	$19.72bn	$225.0m	$8.11bn	$11.38bn	211.9025	213.3442	0.258%	+0.680%	+0.00175%
912828A42	2.000%	Nov 30, 2020	$29.00bn	–	$5.01bn	$23.99bn	100.0756	99.6200	0.257%	-0.455%	-0.00117%
912828PA2	1.875%	Sep 30, 2017	$29.91bn	–	$6.76bn	$23.16bn	103.2213	102.9114	0.255%	-0.300%	-0.00077%
912828QP8	1.750%	May 31, 2016	$37.95bn	–	$14.67bn	$23.28bn	102.6795	102.6089	0.255%	-0.069%	-0.00018%
912828MD9	3.250%	Dec 31, 2016	$32.95bn	–	$10.57bn	$22.38bn	106.4151	106.2514	0.255%	-0.154%	-0.00039%
912828A83	2.375%	Dec 31, 2020	$29.00bn	–	$5.76bn	$23.24bn	102.1315	101.6753	0.254%	-0.447%	-0.00113%
912828VF4	1.375%	May 31, 2020	$29.00bn	–	$4.75bn	$24.25bn	97.3040	96.8267	0.252%	-0.491%	-0.00124%
912828MY3	0.500%	Apr 15, 2015	$21.23bn	–	$0.7m	$21.23bn	111.0825	111.0024	0.252%	-0.072%	-0.00018%
912828NR7	2.375%	Jul 31, 2017	$29.95bn	–	$7.58bn	$22.38bn	105.3657	103.8815	0.252%	-0.282%	-0.00071%
912828SD3	1.250%	Jan 31, 2019	$29.55bn	–	$5.84bn	$23.70bn	99.3652	98.2534	0.252%	-0.490%	-0.00123%
912810QX9	2.750%	Aug 15, 2042	$42.00bn	–	$15.98bn	$26.02bn	90.3144	91.0499	0.251%	+0.814%	+0.00205%
912810FS2	2.000%	Jan 15, 2026	$20.00bn	–	$3.57bn	$16.43bn	141.7863	141.0241	0.249%	+0.306%	+0.00076%
912828VP2	2.000%	Jul 31, 2020	$29.00bn	–	$6.03bn	$22.97bn	101.3343	99.8804	0.249%	-0.448%	-0.00111%
912828PK0	2.250%	Nov 30, 2017	$30.14bn	–	$7.80bn	$22.34bn	104.0968	103.7249	0.249%	-0.357%	-0.00089%
912796DZ9	0.000%	Oct 9, 2014	$23.00bn	–	–	$23.00bn	99.9916	99.9961	0.246%	+0.005%	+0.00001%
912796EB1	0.000%	Oct 30, 2014	$23.00bn	–	–	$23.00bn	99.9898	99.9924	0.246%	+0.003%	+0.00001%
912796EA3	0.000%	Oct 23, 2014	$23.00bn	–	–	$23.00bn	99.9904	99.9930	0.246%	+0.003%	+0.00001%
912796DX4	0.000%	Oct 2, 2014	$23.00bn	–	–	$23.00bn	99.9922	99.9965	0.246%	+0.004%	+0.00001%
912796EE5	0.000%	Nov 20, 2014	$23.00bn	–	–	$23.00bn	99.9801	99.9876	0.246%	+0.007%	+0.00002%
912796ED7	0.000%	Nov 6, 2014	$23.00bn	–	–	$23.00bn	99.9821	99.9946	0.246%	+0.012%	+0.00003%
912796EF2	0.000%	Nov 28, 2014	$23.00bn	–	–	$23.00bn	99.9790	99.9867	0.246%	+0.008%	+0.00002%
912796EG0	0.000%	Dec 4, 2014	$23.00bn	–	–	$23.00bn	99.9782	99.9860	0.246%	+0.008%	+0.00002%
912796EK1	0.000%	Dec 18, 2014	$23.00bn	–	–	$23.00bn	99.9762	99.9844	0.246%	+0.008%	+0.00002%
912796DF3	0.000%	Jan 8, 2015	$23.00bn	–	–	$23.00bn	99.9733	99.9776	0.246%	+0.004%	+0.00001%
912796EL9	0.000%	Dec 26, 2014	$23.00bn	–	–	$23.00bn	99.9652	99.9794	0.246%	+0.014%	+0.00004%
912828VA5	1.125%	Apr 30, 2020	$29.00bn	–	$5.14bn	$23.86bn	96.0958	95.6281	0.245%	-0.487%	-0.00119%
912828QA1	2.250%	Mar 31, 2016	$36.57bn	–	$14.55bn	$22.02bn	103.8781	103.8499	0.244%	-0.027%	-0.00007%
912828MS6	3.000%	Feb 28, 2017	$32.79bn	–	$11.48bn	$21.31bn	106.9402	106.7867	0.244%	-0.144%	-0.00035%
912810QH4	4.375%	May 15, 2040	$43.47bn	–	$24.66bn	$18.81bn	120.2463	121.1773	0.242%	+0.774%	+0.00187%
912828UL2	1.375%	Jan 31, 2020	$29.00bn	–	$6.01bn	$22.99bn	98.3235	97.1912	0.242%	-0.452%	-0.00109%
912810QL5	4.250%	Nov 15, 2040	$42.90bn	–	$24.40bn	$18.51bn	118.1053	118.9633	0.234%	+0.726%	+0.00170%
912828FL9	2.500%	Jul 15, 2016	$20.00bn	–	$3.07bn	$16.93bn	128.7226	126.9556	0.233%	-0.231%	-0.00054%
912828UJ7	0.875%	Jan 31, 2018	$35.00bn	–	$13.10bn	$21.90bn	99.3650	98.5336	0.233%	-0.396%	-0.00092%
912828MF4	1.375%	Jan 15, 2020	$18.97bn	–	$979.9m	$17.99bn	120.9123	119.7096	0.233%	-0.370%	-0.00086%
912828EA4	1.875%	Jul 15, 2015	$17.00bn	–	–	$17.00bn	127.7352	126.3885	0.232%	-0.158%	-0.00037%
912828NA4	3.125%	Apr 30, 2017	$32.68bn	–	$12.39bn	$20.29bn	106.9640	106.7585	0.232%	-0.192%	-0.00045%
912828ET3	2.000%	Jan 15, 2016	$17.00bn	–	–	$17.00bn	127.0796	125.6667	0.231%	-0.170%	-0.00039%
912828TJ9	1.625%	Aug 15, 2022	$66.00bn	–	$43.57bn	$22.43bn	95.5167	95.2497	0.229%	-0.280%	-0.00064%
912828NG1	2.750%	May 31, 2017	$31.67bn	–	$11.50bn	$20.17bn	105.6704	105.4346	0.228%	-0.223%	-0.00051%
912828NK2	2.500%	Jun 30, 2017	$30.87bn	–	$10.55bn	$20.31bn	104.7255	104.5299	0.227%	-0.187%	-0.00042%
912828UF5	1.125%	Dec 31, 2019	$29.00bn	–	$7.03bn	$21.97bn	96.5656	96.1291	0.227%	-0.452%	-0.00102%
912828UB4	1.000%	Nov 30, 2019	$29.00bn	–	$6.97bn	$22.03bn	96.1784	95.7319	0.226%	-0.464%	-0.00105%
912828EW6	4.500%	Feb 15, 2016	$21.84bn	–	$2.46bn	$19.38bn	108.5031	108.4197	0.225%	-0.077%	-0.00017%
912828VZ0	2.000%	Sep 30, 2020	$29.00bn	–	$8.38bn	$20.62bn	100.6590	100.2034	0.222%	-0.453%	-0.00100%
912828FY1	4.625%	Nov 15, 2016	$23.29bn	–	$5.01bn	$18.29bn	110.0594	109.9178	0.215%	-0.129%	-0.00028%
912810PS1	2.375%	Jan 15, 2027	$16.48bn	–	$3.05bn	$13.43bn	145.4803	144.7877	0.209%	+0.485%	+0.00101%
912810PZ5	2.500%	Jan 15, 2029	$14.15bn	–	$336.3m	$13.81bn	140.5752	140.1937	0.208%	+0.712%	+0.00148%
912828TR1	1.000%	Sep 30, 2019	$29.00bn	–	$9.08bn	$19.92bn	96.6889	96.2423	0.206%	-0.462%	-0.00095%
912810FD5	3.625%	Apr 15, 2028	$16.81bn	$25.0m	$7.47bn	$9.31bn	206.8739	208.1860	0.206%	+0.634%	+0.00131%
912810QU5	3.125%	Feb 15, 2042	$47.22bn	–	$27.59bn	$19.63bn	97.7678	98.5354	0.205%	+0.785%	+0.00161%
912810QK7	3.875%	Aug 15, 2040	$43.21bn	–	$26.15bn	$17.07bn	112.2058	113.0689	0.205%	+0.769%	+0.00157%
912828KZ2	3.250%	Jun 30, 2016	$27.78bn	–	$9.71bn	$18.07bn	105.5401	105.5014	0.204%	-0.037%	-0.00007%
912828GD6	2.375%	Jan 15, 2017	$17.25bn	–	$2.59bn	$14.66bn	129.8667	128.0143	0.203%	-0.350%	-0.00071%
912828UQ1	1.250%	Feb 29, 2020	$29.00bn	–	$9.63bn	$19.37bn	97.3553	96.8981	0.202%	-0.470%	-0.00095%
912810QS0	3.750%	Aug 15, 2041	$42.49bn	–	$25.40bn	$17.09bn	109.8463	110.6987	0.201%	+0.776%	+0.00156%
912828C99	0.125%	Apr 15, 2019	$18.00bn	–	–	$18.00bn	104.2048	103.7229	0.200%	-0.462%	-0.00093%
912828HH6	4.250%	Nov 15, 2017	$27.67bn	–	$11.01bn	$16.67bn	111.1678	110.7133	0.198%	-0.409%	-0.00081%
912828LA6	1.875%	Jul 15, 2019	$15.19bn	–	$528.0m	$14.66bn	125.9053	124.3288	0.197%	-0.424%	-0.00084%
912810PV4	1.750%	Jan 15, 2028	$15.64bn	–	$1.66bn	$13.98bn	131.1571	131.0029	0.196%	+0.639%	+0.00125%
912810FT0	4.500%	Feb 15, 2036	$26.40bn	–	$11.55bn	$14.85bn	122.9719	123.7322	0.195%	+0.618%	+0.00121%
912828PN4	2.750%	Dec 31, 2017	$30.45bn	–	$13.28bn	$17.17bn	105.6637	105.2079	0.194%	-0.431%	-0.00084%
912810QD3	4.375%	Nov 15, 2039	$44.56bn	–	$29.52bn	$15.04bn	120.0900	120.9586	0.193%	+0.723%	+0.00140%
912810QC5	4.500%	Aug 15, 2039	$41.44bn	–	$26.82bn	$14.62bn	123.3469	124.2322	0.193%	+0.718%	+0.00138%
912828FQ8	4.875%	Aug 15, 2016	$22.56bn	–	$6.35bn	$16.21bn	111.0815	110.9677	0.192%	-0.102%	-0.00020%
912796DG1	0.000%	Feb 5, 2015	$18.00bn	–	–	$18.00bn	99.9694	99.9737	0.192%	+0.004%	+0.00001%
912810QV3	0.750%	Feb 15, 2042	$23.13bn	–	$5.12bn	$18.00bn	98.8520	100.3841	0.190%	+1.550%	+0.00295%
912828UV0	1.125%	Mar 31, 2020	$29.00bn	–	$10.61bn	$18.40bn	96.3453	95.8781	0.189%	-0.485%	-0.00092%
912810QQ4	4.375%	May 15, 2041	$42.00bn	–	$27.32bn	$14.68bn	120.5588	121.4586	0.189%	+0.746%	+0.00141%
912810FP8	5.375%	Feb 15, 2031	$16.43bn	–	$3.14bn	$13.29bn	133.1756	133.6046	0.189%	+0.322%	+0.00061%
912828HA1	4.750%	Aug 15, 2017	$28.00bn	–	$12.51bn	$15.49bn	113.5345	113.2225	0.188%	-0.275%	-0.00052%
912828KW9	3.250%	May 31, 2016	$26.90bn	–	$10.57bn	$16.33bn	105.7128	105.6443	0.184%	-0.065%	-0.00012%
912828RY8	1.375%	Dec 31, 2018	$29.94bn	–	$12.70bn	$17.24bn	99.5350	99.0258	0.183%	-0.512%	-0.00094%
912828HN3	1.625%	Jan 15, 2018	$16.41bn	–	$2.63bn	$13.78bn	124.2665	122.7989	0.183%	-0.440%	-0.00081%
912828JE1	1.375%	Jul 15, 2018	$14.97bn	–	$974.0m	$14.00bn	120.8055	119.4600	0.181%	-0.487%	-0.00088%
912828GH7	4.625%	Feb 15, 2017	$22.19bn	–	$7.16bn	$15.03bn	111.9563	111.7274	0.180%	-0.204%	-0.00037%
912828KT6	2.375%	Mar 31, 2016	$25.14bn	–	$9.04bn	$16.10bn	104.1282	104.0794	0.179%	-0.047%	-0.00008%
912828GX2	2.625%	Jul 15, 2017	$14.00bn	–	$1.08bn	$12.92bn	129.4259	127.3716	0.179%	-0.425%	-0.00076%
912828PT1	2.625%	Jan 31, 2018	$29.58bn	–	$14.00bn	$15.58bn	106.3137	104.5071	0.177%	-0.465%	-0.00082%
912828QJ2	2.125%	Feb 29, 2016	$36.92bn	–	$21.17bn	$15.75bn	103.7103	103.6705	0.175%	-0.038%	-0.00007%
912828FF2	5.125%	May 15, 2016	$23.29bn	–	$8.40bn	$14.90bn	109.4671	109.3988	0.174%	-0.062%	-0.00011%
912828JX9	2.125%	Jan 15, 2019	$14.76bn	–	$1.78bn	$12.98bn	125.4433	123.6920	0.174%	-0.459%	-0.00080%
912828QB9	2.875%	Mar 31, 2018	$30.30bn	–	$15.11bn	$15.19bn	106.8477	106.3099	0.174%	-0.503%	-0.00087%
912828VJ6	1.875%	Jun 30, 2020	$29.00bn	–	$12.87bn	$16.13bn	99.8801	99.4130	0.172%	-0.468%	-0.00081%
912810RF7	1.375%	Feb 15, 2044	$16.03bn	–	$1.81bn	$14.22bn	112.1654	113.9530	0.170%	+1.594%	+0.00272%
912828JH4	4.000%	Aug 15, 2018	$36.80bn	–	$22.61bn	$14.20bn	112.2840	111.7828	0.170%	-0.446%	-0.00076%
912828TN0	1.000%	Aug 31, 2019	$29.00bn	–	$13.37bn	$15.63bn	96.8967	96.4497	0.162%	-0.461%	-0.00075%
912810QW1	3.000%	May 15, 2042	$43.92bn	–	$27.90bn	$16.02bn	94.5394	95.2921	0.162%	+0.796%	+0.00129%
912810DW5	7.250%	May 15, 2016	$18.82bn	–	$5.62bn	$13.20bn	113.6760	113.5992	0.160%	-0.068%	-0.00011%
912810QT8	3.125%	Nov 15, 2041	$44.62bn	–	$29.38bn	$15.24bn	97.1179	97.9436	0.158%	+0.850%	+0.00135%
912828QT0	2.375%	Jun 30, 2018	$29.93bn	–	$15.80bn	$14.13bn	104.2252	103.6440	0.157%	-0.558%	-0.00088%
912828TH3	0.875%	Jul 31, 2019	$29.00bn	–	$14.00bn	$15.00bn	96.4900	95.6274	0.155%	-0.441%	-0.00068%
912828PY0	2.750%	Feb 28, 2018	$30.59bn	–	$17.38bn	$13.21bn	106.6067	106.0883	0.151%	-0.486%	-0.00073%
912810FB9	6.125%	Nov 15, 2027	$22.51bn	$497.0m	$11.84bn	$10.18bn	138.0010	138.1107	0.150%	+0.080%	+0.00012%
912828TV2	1.250%	Oct 31, 2019	$29.00bn	–	$14.66bn	$14.34bn	97.8356	97.3784	0.150%	-0.467%	-0.00070%
912828KR0	2.625%	Apr 30, 2016	$26.90bn	–	$13.58bn	$13.33bn	104.5360	104.4759	0.149%	-0.058%	-0.00009%
912810QP6	2.125%	Feb 15, 2041	$23.99bn	–	$14.08bn	$9.91bn	139.4332	141.3399	0.148%	+1.367%	+0.00202%
912828RT9	1.375%	Nov 30, 2018	$30.31bn	–	$16.54bn	$13.77bn	99.8040	99.2642	0.147%	-0.541%	-0.00079%
912828GS3	4.500%	May 15, 2017	$25.59bn	–	$13.23bn	$12.36bn	110.9810	110.7976	0.147%	-0.165%	-0.00024%
912810QB7	4.250%	May 15, 2039	$38.78bn	–	$27.14bn	$11.63bn	117.7615	118.5883	0.146%	+0.702%	+0.00103%
912828HZ6	3.875%	May 15, 2018	$34.08bn	–	$21.80bn	$12.28bn	110.4949	110.0088	0.145%	-0.440%	-0.00064%
912810QA9	3.500%	Feb 15, 2039	$25.91bn	–	$13.37bn	$12.54bn	105.4399	106.2396	0.141%	+0.758%	+0.00107%
912828KS8	2.625%	Feb 29, 2016	$23.18bn	–	$10.58bn	$12.60bn	104.7211	104.6923	0.141%	-0.028%	-0.00004%
912810EL8	8.000%	Nov 15, 2021	$32.81bn	$2.17bn	$21.44bn	$9.20bn	141.0217	140.6019	0.139%	-0.298%	-0.00041%
912828RP7	1.750%	Oct 31, 2018	$30.10bn	–	$17.47bn	$12.63bn	101.6698	101.0985	0.137%	-0.562%	-0.00077%
912810RA8	0.625%	Feb 15, 2043	$23.00bn	–	$9.65bn	$13.35bn	93.6579	95.2043	0.134%	+1.651%	+0.00221%
912810DX3	7.500%	Nov 15, 2016	$18.86bn	$77.0m	$8.57bn	$10.22bn	117.2391	117.0272	0.128%	-0.181%	-0.00023%
912828QG8	2.625%	Apr 30, 2018	$30.83bn	–	$19.54bn	$11.29bn	105.6298	105.1634	0.127%	-0.442%	-0.00056%
912828SX9	1.125%	May 31, 2019	$29.00bn	–	$16.86bn	$12.14bn	97.7828	97.3156	0.127%	-0.478%	-0.00061%
912810FM5	6.250%	May 15, 2030	$17.05bn	–	$8.76bn	$8.29bn	142.7670	143.1060	0.126%	+0.237%	+0.00030%
912828SN1	1.500%	Mar 31, 2019	$29.69bn	–	$17.96bn	$11.73bn	100.1270	99.6291	0.125%	-0.497%	-0.00062%
912810DP0	11.250%	Feb 15, 2015	$12.67bn	$2.15bn	$0.7m	$10.52bn	111.1640	111.1587	0.125%	-0.005%	-0.00001%
912828QQ6	2.375%	May 31, 2018	$31.44bn	–	$20.47bn	$10.97bn	104.4199	103.8711	0.122%	-0.526%	-0.00064%
912828TC4	1.000%	Jun 30, 2019	$29.30bn	–	$17.95bn	$11.35bn	96.8777	96.4620	0.117%	-0.429%	-0.00050%
912810EW4	6.000%	Feb 15, 2026	$12.90bn	$67.0m	$4.79bn	$8.05bn	135.8166	135.8617	0.117%	+0.033%	+0.00004%
912810QF8	2.125%	Feb 15, 2040	$15.17bn	–	$7.38bn	$7.79bn	140.2442	142.1036	0.117%	+1.326%	+0.00155%
912810FF0	5.250%	Nov 15, 2028	$10.95bn	–	$2.58bn	$8.37bn	128.6705	128.8628	0.115%	+0.149%	+0.00017%
912810EQ7	6.250%	Aug 15, 2023	$22.90bn	$250.0m	$14.80bn	$7.86bn	134.1606	133.9145	0.113%	-0.183%	-0.00021%
912810DY1	8.750%	May 15, 2017	$18.19bn	$2.64bn	$7.26bn	$8.30bn	123.6488	123.4171	0.110%	-0.187%	-0.00021%
912828QY9	2.250%	Jul 31, 2018	$29.86bn	–	$20.41bn	$9.46bn	104.5635	102.9124	0.106%	-0.503%	-0.00053%
912828ST8	1.250%	Apr 30, 2019	$29.78bn	–	$19.93bn	$9.85bn	98.6793	98.2221	0.104%	-0.463%	-0.00048%
912810PX0	4.500%	May 15, 2038	$25.51bn	–	$17.85bn	$7.66bn	121.9497	122.7663	0.100%	+0.670%	+0.00067%
912810FQ6	3.375%	Apr 15, 2032	$5.00bn	–	$405.0m	$4.60bn	193.6950	195.1728	0.095%	+0.763%	+0.00073%
912810FE3	5.500%	Aug 15, 2028	$11.78bn	–	$5.08bn	$6.70bn	132.7850	132.9748	0.095%	+0.143%	+0.00014%
912810PU6	5.000%	May 15, 2037	$21.41bn	–	$14.99bn	$6.42bn	130.2323	131.0598	0.089%	+0.635%	+0.00057%
912810FG8	5.250%	Feb 15, 2029	$11.35bn	–	$4.96bn	$6.39bn	130.0661	130.2657	0.089%	+0.153%	+0.00014%
912810PW2	4.375%	Feb 15, 2038	$22.53bn	–	$15.75bn	$6.78bn	120.8311	121.6121	0.088%	+0.646%	+0.00057%
912810ED6	8.125%	Aug 15, 2019	$20.21bn	$1.27bn	$13.26bn	$5.68bn	135.0212	134.5608	0.082%	-0.341%	-0.00028%
912810EC8	8.875%	Feb 15, 2019	$19.24bn	$6.16bn	$7.50bn	$5.59bn	136.5530	136.0005	0.082%	-0.405%	-0.00033%
912810EG9	8.750%	Aug 15, 2020	$21.41bn	$4.36bn	$11.94bn	$5.11bn	143.0685	142.5679	0.078%	-0.350%	-0.00027%
912810EY0	6.500%	Nov 15, 2026	$11.47bn	$633.0m	$5.74bn	$5.10bn	140.7989	140.8777	0.077%	+0.056%	+0.00004%
912810FJ2	6.125%	Aug 15, 2029	$11.18bn	–	$6.24bn	$4.93bn	141.7699	142.0131	0.075%	+0.172%	+0.00013%
912810EP9	7.125%	Feb 15, 2023	$18.37bn	$2.59bn	$11.05bn	$4.73bn	140.3330	140.0682	0.071%	-0.189%	-0.00013%
912810EM6	7.250%	Aug 15, 2022	$10.36bn	$225.0m	$5.53bn	$4.60bn	140.0675	139.6884	0.069%	-0.271%	-0.00019%
912810PT9	4.750%	Feb 15, 2037	$16.59bn	–	$11.59bn	$5.00bn	127.2845	128.0975	0.068%	+0.639%	+0.00043%
912810DZ8	8.875%	Aug 15, 2017	$14.01bn	$3.05bn	$6.14bn	$4.82bn	127.8343	127.5318	0.066%	-0.237%	-0.00016%
912810ES3	7.500%	Nov 15, 2024	$11.46bn	$1.87bn	$5.40bn	$4.19bn	146.7391	146.6209	0.066%	-0.081%	-0.00005%
912810DT2	9.875%	Nov 15, 2015	$6.89bn	$1.31bn	$325.5m	$5.25bn	114.5112	114.4993	0.064%	-0.010%	-0.00001%
912810ET1	7.625%	Feb 15, 2025	$11.72bn	$2.22bn	$5.75bn	$3.75bn	150.4584	150.4239	0.060%	-0.023%	-0.00001%
912810EV6	6.875%	Aug 15, 2025	$12.60bn	$1.42bn	$7.28bn	$3.90bn	144.1454	144.1404	0.060%	-0.003%	-0.00000%
912810EX2	6.750%	Aug 15, 2026	$10.90bn	$2.08bn	$4.94bn	$3.88bn	144.7547	144.8014	0.060%	+0.032%	+0.00002%
912810FA1	6.375%	Aug 15, 2027	$10.73bn	$1.54bn	$5.27bn	$3.92bn	142.1763	142.2847	0.060%	+0.076%	+0.00005%
912810EZ7	6.625%	Feb 15, 2027	$10.45bn	$934.0m	$5.98bn	$3.54bn	144.2077	144.2750	0.055%	+0.047%	+0.00003%
912810EB0	9.000%	Nov 15, 2018	$9.03bn	$1.86bn	$3.84bn	$3.33bn	133.5557	133.1264	0.047%	-0.321%	-0.00015%
912810DS4	10.625%	Aug 15, 2015	$7.15bn	$3.13bn	$217.4m	$3.81bn	115.7417	115.7141	0.047%	-0.024%	-0.00001%
912810EJ3	8.125%	May 15, 2021	$11.95bn	$1.89bn	$7.05bn	$3.01bn	140.1940	139.6909	0.045%	-0.359%	-0.00016%
912810EH7	7.875%	Feb 15, 2021	$11.11bn	$1.04bn	$7.05bn	$3.02bn	139.6148	139.1017	0.045%	-0.368%	-0.00017%
912810EK0	8.125%	Aug 15, 2021	$12.16bn	$2.66bn	$6.65bn	$2.85bn	143.1462	142.6858	0.044%	-0.322%	-0.00014%
912810EE4	8.500%	Feb 15, 2020	$10.23bn	$753.0m	$6.63bn	$2.84bn	139.3809	138.8900	0.042%	-0.352%	-0.00015%
912810EA2	9.125%	May 15, 2018	$8.70bn	$1.99bn	$3.89bn	$2.82bn	131.1967	130.7779	0.040%	-0.319%	-0.00013%
912810EN4	7.625%	Nov 15, 2022	$10.70bn	$3.28bn	$4.89bn	$2.53bn	141.9113	141.5849	0.038%	-0.230%	-0.00009%
912810DV7	9.250%	Feb 15, 2016	$7.25bn	$1.84bn	$2.41bn	$3.01bn	117.9751	117.9548	0.038%	-0.017%	-0.00001%
912810EF1	8.750%	May 15, 2020	$10.16bn	$2.58bn	$5.31bn	$2.27bn	139.8988	139.3859	0.034%	-0.367%	-0.00012%
Total						$8.99tn			100.000%		-0.08813%

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.