Rebalance of November 30, 2010

US Treasury Aggregate constituents

Every one of the 271 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: 271
Weights sum to: 100.0000%
Contributions sum to: -0.382538%
Market value: $7.67tn

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 -0.382538% against a published month return of -0.382538%, a difference of 2.7e-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 November 30, 2010 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
912795UK5	0.000%	Dec 16, 2010	$108.00bn	–	–	$108.00bn	99.9813	99.9951	1.408%	+0.014%	+0.00019%
912795UX7	0.000%	Jan 13, 2011	$85.00bn	–	–	$85.00bn	99.9747	99.9829	1.108%	+0.008%	+0.00009%
912795W98	0.000%	Dec 2, 2010	$82.00bn	–	–	$82.00bn	99.9887	99.9996	1.069%	+0.011%	+0.00012%
912795X30	0.000%	Dec 9, 2010	$82.00bn	–	–	$82.00bn	99.9863	99.9972	1.069%	+0.011%	+0.00012%
912795X48	0.000%	Dec 23, 2010	$81.00bn	–	–	$81.00bn	99.9771	99.9898	1.056%	+0.013%	+0.00013%
912828MP2	3.625%	Feb 15, 2020	$71.59bn	–	$4.59bn	$67.00bn	109.8621	109.5014	0.960%	-0.328%	-0.00315%
912828LY4	3.375%	Nov 15, 2019	$71.04bn	–	$4.04bn	$67.00bn	108.7779	106.7429	0.950%	-0.319%	-0.00304%
912828ND8	3.500%	May 15, 2020	$68.22bn	–	$2.22bn	$66.00bn	109.3981	107.2797	0.942%	-0.337%	-0.00317%
912828LJ7	3.625%	Aug 15, 2019	$66.75bn	–	$4.53bn	$62.23bn	110.3621	109.9701	0.896%	-0.355%	-0.00318%
912828NT3	2.625%	Aug 15, 2020	$67.85bn	–	$1.85bn	$66.00bn	100.5876	100.0204	0.866%	-0.564%	-0.00488%
912828KQ2	3.125%	May 15, 2019	$64.41bn	–	$4.41bn	$60.00bn	107.4124	105.3569	0.840%	-0.459%	-0.00386%
912795X71	0.000%	Jan 6, 2011	$59.00bn	–	–	$59.00bn	99.9789	99.9856	0.769%	+0.007%	+0.00005%
912795X89	0.000%	Jan 20, 2011	$59.00bn	–	–	$59.00bn	99.9723	99.9788	0.769%	+0.006%	+0.00005%
912795X97	0.000%	Jan 27, 2011	$59.00bn	–	–	$59.00bn	99.9700	99.9758	0.769%	+0.006%	+0.00004%
912828KD1	2.750%	Feb 15, 2019	$58.68bn	–	$2.68bn	$56.00bn	104.0829	103.5258	0.760%	-0.535%	-0.00407%
912828JR2	3.750%	Nov 15, 2018	$57.36bn	–	$6.43bn	$50.93bn	113.2011	110.8220	0.752%	-0.445%	-0.00335%
912795X55	0.000%	Dec 30, 2010	$57.00bn	–	–	$57.00bn	99.9759	99.9858	0.743%	+0.010%	+0.00007%
912795V40	0.000%	Feb 10, 2011	$56.00bn	–	–	$56.00bn	99.9596	99.9700	0.730%	+0.010%	+0.00008%
912795V99	0.000%	Mar 10, 2011	$56.00bn	–	–	$56.00bn	99.9487	99.9500	0.730%	+0.001%	+0.00001%
912795VD0	0.000%	Apr 7, 2011	$55.00bn	–	–	$55.00bn	99.9333	99.9360	0.717%	+0.003%	+0.00002%
912810QE1	4.625%	Feb 15, 2040	$44.90bn	–	$2.92bn	$41.98bn	111.6678	111.2323	0.611%	-0.390%	-0.00238%
912810QH4	4.375%	May 15, 2040	$43.47bn	–	$1.47bn	$42.00bn	108.2711	105.5684	0.593%	-0.476%	-0.00282%
912810QD3	4.375%	Nov 15, 2039	$44.56bn	–	$2.69bn	$41.88bn	108.2398	105.5684	0.591%	-0.447%	-0.00264%
912828MW7	2.500%	Mar 31, 2015	$43.42bn	–	$1.58bn	$41.84bn	106.7510	106.0508	0.582%	-0.656%	-0.00382%
912828ML1	1.000%	Dec 31, 2011	$45.30bn	–	$1.30bn	$44.00bn	101.1807	101.1372	0.581%	-0.043%	-0.00025%
912828MU1	1.000%	Mar 31, 2012	$45.49bn	–	$1.49bn	$44.00bn	101.0879	101.0453	0.580%	-0.042%	-0.00024%
912828NB2	1.000%	Apr 30, 2012	$44.94bn	–	$938.6m	$44.00bn	101.0340	100.9919	0.580%	-0.042%	-0.00024%
912828MJ6	0.875%	Jan 31, 2012	$44.72bn	–	$717.0m	$44.00bn	100.9711	100.9487	0.579%	-0.022%	-0.00013%
912828MQ0	0.875%	Feb 29, 2012	$45.08bn	–	$1.08bn	$44.00bn	100.9311	100.9099	0.579%	-0.021%	-0.00012%
912828MM9	0.750%	Nov 30, 2011	$45.32bn	–	$1.32bn	$44.00bn	100.8468	100.4396	0.579%	-0.032%	-0.00019%
912828LT5	1.000%	Oct 31, 2011	$45.09bn	–	$1.08bn	$44.00bn	100.7840	100.7419	0.578%	-0.042%	-0.00024%
912828MR8	2.375%	Feb 28, 2015	$43.03bn	–	$1.33bn	$41.70bn	106.3443	105.6661	0.578%	-0.638%	-0.00369%
912828MZ0	2.500%	Apr 30, 2015	$42.90bn	–	$1.42bn	$41.48bn	106.5069	105.8078	0.576%	-0.656%	-0.00378%
912828LZ1	2.125%	Nov 30, 2014	$43.26bn	–	$1.59bn	$41.67bn	105.8629	104.1933	0.575%	-0.573%	-0.00330%
912828LW8	1.000%	Sep 30, 2011	$43.76bn	–	$761.7m	$43.00bn	100.7754	100.7641	0.565%	-0.011%	-0.00006%
912828ME7	2.625%	Dec 31, 2014	$43.24bn	–	$3.60bn	$39.65bn	107.8533	107.2548	0.558%	-0.555%	-0.00309%
912828NE6	0.750%	May 31, 2012	$42.91bn	–	$912.7m	$42.00bn	101.0031	100.5646	0.553%	-0.063%	-0.00035%
912828LG3	1.000%	Jul 31, 2011	$43.05bn	–	$1.05bn	$42.00bn	100.8465	100.8030	0.552%	-0.043%	-0.00024%
912828LV0	1.000%	Aug 31, 2011	$43.26bn	–	$1.26bn	$42.00bn	100.8275	100.8166	0.552%	-0.011%	-0.00006%
912828MH0	2.250%	Jan 31, 2015	$42.68bn	–	$3.35bn	$39.33bn	106.0061	105.3458	0.544%	-0.623%	-0.00339%
912828NF3	2.125%	May 31, 2015	$40.87bn	–	$1.53bn	$39.34bn	105.6754	103.8183	0.542%	-0.752%	-0.00408%
912810QK7	3.875%	Aug 15, 2040	$43.21bn	–	$1.21bn	$42.00bn	98.4463	97.8247	0.539%	-0.631%	-0.00340%
912828LQ1	2.375%	Sep 30, 2014	$40.71bn	–	$1.86bn	$38.85bn	106.2088	105.5608	0.538%	-0.610%	-0.00328%
912828LS7	2.375%	Oct 31, 2014	$42.01bn	–	$3.33bn	$38.68bn	105.9753	105.3909	0.535%	-0.551%	-0.00295%
912828LX6	1.375%	Nov 15, 2012	$44.97bn	–	$5.10bn	$39.87bn	102.6664	101.8108	0.534%	-0.164%	-0.00087%
912828LK4	2.375%	Aug 31, 2014	$40.17bn	–	$1.96bn	$38.22bn	106.3755	105.7598	0.530%	-0.579%	-0.00307%
912828LF5	1.125%	Jun 30, 2011	$41.16bn	–	$1.16bn	$40.00bn	101.0041	101.0020	0.527%	-0.002%	-0.00001%
912810QC5	4.500%	Aug 15, 2039	$41.44bn	–	$4.60bn	$36.84bn	109.4226	108.9457	0.526%	-0.436%	-0.00229%
912828MG2	1.375%	Jan 15, 2013	$41.55bn	–	$2.30bn	$39.26bn	102.5635	102.3631	0.525%	-0.195%	-0.00103%
912828MN7	1.375%	Feb 15, 2013	$44.49bn	–	$5.22bn	$39.27bn	102.4789	102.3098	0.525%	-0.165%	-0.00087%
912828NS5	0.625%	Jun 30, 2012	$41.16bn	–	$1.19bn	$39.97bn	100.6793	100.6053	0.525%	-0.074%	-0.00039%
912828MT4	1.375%	Mar 15, 2013	$40.47bn	–	$1.35bn	$39.13bn	102.4598	102.2300	0.523%	-0.224%	-0.00117%
912828LR9	1.375%	Oct 15, 2012	$39.31bn	–	$305.0m	$39.00bn	102.0330	101.8963	0.519%	-0.134%	-0.00070%
912828MB3	1.125%	Dec 15, 2012	$40.22bn	–	$1.30bn	$38.92bn	101.9898	101.8007	0.518%	-0.185%	-0.00096%
912828JY7	0.875%	Jan 31, 2011	$41.70bn	–	$2.23bn	$39.47bn	100.4086	100.4175	0.517%	+0.009%	+0.00005%
912828KH2	0.875%	Mar 31, 2011	$41.90bn	–	$2.98bn	$38.92bn	100.3582	100.3678	0.509%	+0.010%	+0.00005%
912828NL0	1.875%	Jun 30, 2015	$39.10bn	–	$1.84bn	$37.26bn	104.2255	103.4721	0.506%	-0.723%	-0.00366%
912828KE9	0.875%	Feb 28, 2011	$42.14bn	–	$3.56bn	$38.59bn	100.3999	100.3786	0.505%	-0.021%	-0.00011%
912828LC2	2.625%	Jul 31, 2014	$39.98bn	–	$4.05bn	$35.93bn	107.5071	106.9711	0.504%	-0.499%	-0.00251%
912828MX5	1.750%	Apr 15, 2013	$42.93bn	–	$5.63bn	$37.30bn	103.3317	103.1010	0.503%	-0.223%	-0.00112%
912828NQ9	0.625%	Jul 31, 2012	$39.25bn	–	$1.25bn	$38.00bn	100.6579	100.5526	0.499%	-0.105%	-0.00052%
912828NP1	1.750%	Jul 31, 2015	$38.22bn	–	$1.24bn	$36.98bn	103.4110	102.6162	0.499%	-0.769%	-0.00383%
912828KL3	0.875%	Apr 30, 2011	$41.39bn	–	$3.94bn	$37.45bn	100.3462	100.3562	0.490%	+0.010%	+0.00005%
912828PH7	0.375%	Aug 31, 2012	$37.91bn	–	$905.9m	$37.00bn	100.0955	100.0016	0.483%	-0.094%	-0.00045%
912828NC0	1.375%	May 15, 2013	$41.31bn	–	$5.47bn	$35.84bn	103.0102	102.0608	0.481%	-0.254%	-0.00122%
912828HR4	3.500%	Feb 15, 2018	$39.20bn	–	$6.25bn	$32.96bn	110.9293	110.2459	0.477%	-0.616%	-0.00294%
912828NV8	1.250%	Aug 31, 2015	$36.88bn	–	$881.4m	$36.00bn	100.7766	99.9427	0.473%	-0.827%	-0.00391%
912828NX4	0.375%	Sep 30, 2012	$37.13bn	–	$1.13bn	$36.00bn	100.0955	99.9389	0.470%	-0.156%	-0.00074%
912828JV3	0.875%	Dec 31, 2010	$40.77bn	–	$4.96bn	$35.81bn	100.4198	100.4287	0.469%	+0.009%	+0.00004%
912828NH9	1.125%	Jun 15, 2013	$36.21bn	–	$1.31bn	$34.90bn	102.2085	101.9257	0.465%	-0.277%	-0.00129%
912828NN6	1.000%	Jul 15, 2013	$35.01bn	–	$406.9m	$34.60bn	101.7649	101.4715	0.459%	-0.288%	-0.00132%
912828LM0	1.375%	Sep 15, 2012	$38.08bn	–	$3.60bn	$34.49bn	102.0848	101.9487	0.459%	-0.133%	-0.00061%
912828NZ9	1.250%	Sep 30, 2015	$36.10bn	–	$1.10bn	$35.00bn	100.5474	99.6817	0.459%	-0.861%	-0.00395%
912810QB7	4.250%	May 15, 2039	$38.78bn	–	$6.35bn	$32.43bn	106.0571	103.4691	0.448%	-0.437%	-0.00196%
912828KY5	2.625%	Jun 30, 2014	$38.07bn	–	$6.44bn	$31.63bn	107.6970	107.1610	0.444%	-0.498%	-0.00221%
912828KU3	0.875%	May 31, 2011	$41.38bn	–	$7.89bn	$33.49bn	100.7744	100.3149	0.440%	-0.022%	-0.00010%
912828NU0	0.750%	Aug 15, 2013	$36.04bn	–	$2.65bn	$33.38bn	100.9402	100.6264	0.439%	-0.311%	-0.00137%
912828KP4	1.375%	May 15, 2012	$41.19bn	–	$8.39bn	$32.80bn	102.2602	101.5295	0.437%	-0.042%	-0.00018%
912810FR4	2.375%	Jan 15, 2025	$28.00bn	–	$3.89bn	$24.11bn	138.6736	135.3572	0.436%	-2.391%	-0.01042%
912828MK3	3.125%	Jan 31, 2017	$32.52bn	–	$2.24bn	$30.28bn	109.3835	108.6070	0.432%	-0.710%	-0.00307%
912828NA4	3.125%	Apr 30, 2017	$32.68bn	–	$2.38bn	$30.30bn	108.4149	107.5801	0.428%	-0.770%	-0.00330%
912828LH1	1.750%	Aug 15, 2012	$42.71bn	–	$10.89bn	$31.83bn	102.9022	102.7636	0.427%	-0.135%	-0.00058%
912828JH4	4.000%	Aug 15, 2018	$36.80bn	–	$8.20bn	$28.60bn	114.3166	113.7989	0.426%	-0.453%	-0.00193%
912828DM9	4.000%	Feb 15, 2015	$34.21bn	–	$5.53bn	$28.68bn	113.6291	112.9552	0.425%	-0.593%	-0.00252%
912828LU2	3.125%	Oct 31, 2016	$31.76bn	–	$1.88bn	$29.89bn	108.8836	108.0801	0.424%	-0.738%	-0.00313%
912828MD9	3.250%	Dec 31, 2016	$32.95bn	–	$3.58bn	$29.37bn	110.5014	109.7038	0.423%	-0.722%	-0.00305%
912828NY2	0.750%	Sep 15, 2013	$33.36bn	–	$1.28bn	$32.08bn	100.8474	100.4720	0.422%	-0.372%	-0.00157%
912828PB0	0.500%	Oct 15, 2013	$32.28bn	–	$281.2m	$32.00bn	99.9921	99.6271	0.417%	-0.365%	-0.00152%
912828MA5	2.750%	Nov 30, 2016	$32.96bn	–	$3.58bn	$29.38bn	107.7509	105.5701	0.413%	-0.748%	-0.00309%
912828MV9	3.250%	Mar 31, 2017	$33.08bn	–	$4.33bn	$28.75bn	109.5357	108.7411	0.411%	-0.725%	-0.00298%
912828NG1	2.750%	May 31, 2017	$31.67bn	–	$2.32bn	$29.35bn	107.1259	104.9451	0.410%	-0.752%	-0.00308%
912828NK2	2.500%	Jun 30, 2017	$30.87bn	–	$974.5m	$29.89bn	105.1236	104.2962	0.410%	-0.787%	-0.00323%
912828BR0	4.250%	Nov 15, 2013	$30.63bn	–	$2.99bn	$27.65bn	113.2446	110.6878	0.408%	-0.381%	-0.00156%
912810FH6	3.875%	Apr 15, 2029	$19.72bn	$225.0m	$3.22bn	$16.27bn	192.2179	187.3556	0.408%	-2.530%	-0.01032%
912828BH2	4.250%	Aug 15, 2013	$33.52bn	–	$5.57bn	$27.95bn	111.4321	111.0285	0.406%	-0.362%	-0.00147%
912828EE6	4.250%	Aug 15, 2015	$32.47bn	–	$6.07bn	$26.40bn	115.6508	114.7785	0.398%	-0.754%	-0.00300%
912810EL8	8.000%	Nov 15, 2021	$32.81bn	$2.17bn	$10.72bn	$19.92bn	153.0082	148.3223	0.397%	-0.448%	-0.00178%
912828LP3	3.000%	Sep 30, 2016	$29.51bn	–	$1.64bn	$27.87bn	108.5137	107.6672	0.394%	-0.780%	-0.00308%
912828KN9	1.875%	Apr 30, 2014	$36.21bn	–	$7.18bn	$29.03bn	104.1302	103.6606	0.394%	-0.451%	-0.00178%
912828MS6	3.000%	Feb 28, 2017	$32.79bn	–	$4.91bn	$27.88bn	108.2951	107.4812	0.394%	-0.752%	-0.00296%
912828NR7	2.375%	Jul 31, 2017	$29.95bn	–	$952.3m	$29.00bn	104.0065	103.1688	0.393%	-0.805%	-0.00317%
912795Y21	0.000%	Feb 3, 2011	$30.00bn	–	–	$30.00bn	99.9650	99.9729	0.391%	+0.008%	+0.00003%
9127952B6	0.000%	Feb 17, 2011	$30.00bn	–	–	$30.00bn	99.9568	99.9671	0.391%	+0.010%	+0.00004%
9127952C4	0.000%	Feb 24, 2011	$30.00bn	–	–	$30.00bn	99.9541	99.9618	0.391%	+0.008%	+0.00003%
9127952D2	0.000%	Mar 3, 2011	$30.00bn	–	–	$30.00bn	99.9514	99.9561	0.391%	+0.005%	+0.00002%
912828KV1	2.250%	May 31, 2014	$36.21bn	–	$8.03bn	$28.18bn	106.4155	104.7874	0.391%	-0.473%	-0.00185%
912828HZ6	3.875%	May 15, 2018	$34.08bn	–	$8.08bn	$26.00bn	114.4776	111.9525	0.388%	-0.513%	-0.00199%
912828LB4	1.500%	Jul 15, 2012	$35.59bn	–	$6.67bn	$28.92bn	102.5068	102.3791	0.387%	-0.125%	-0.00048%
912828KJ8	1.750%	Mar 31, 2014	$35.61bn	–	$7.51bn	$28.11bn	103.8101	103.3606	0.380%	-0.433%	-0.00165%
912828NW6	1.875%	Aug 31, 2017	$29.71bn	–	$710.0m	$29.00bn	100.3836	99.5078	0.380%	-0.873%	-0.00331%
912828PA2	1.875%	Sep 30, 2017	$29.91bn	–	$913.6m	$29.00bn	100.0711	99.1631	0.378%	-0.907%	-0.00343%
9127952G5	0.000%	Mar 17, 2011	$29.00bn	–	–	$29.00bn	99.9459	99.9495	0.378%	+0.004%	+0.00001%
9127952H3	0.000%	Mar 24, 2011	$29.00bn	–	–	$29.00bn	99.9432	99.9462	0.378%	+0.003%	+0.00001%
9127952J9	0.000%	Mar 31, 2011	$29.00bn	–	–	$29.00bn	99.9363	99.9395	0.378%	+0.003%	+0.00001%
9127952L4	0.000%	Apr 14, 2011	$29.00bn	–	–	$29.00bn	99.9258	99.9287	0.378%	+0.003%	+0.00001%
912828CA6	4.000%	Feb 15, 2014	$28.07bn	–	$2.26bn	$25.81bn	111.9416	111.4239	0.377%	-0.462%	-0.00174%
912828JW1	1.500%	Dec 31, 2013	$30.04bn	–	$2.31bn	$27.73bn	103.4117	102.9715	0.374%	-0.426%	-0.00159%
912828LL2	3.000%	Aug 31, 2016	$28.84bn	–	$2.66bn	$26.19bn	108.8263	108.0124	0.372%	-0.748%	-0.00278%
912828KB5	1.125%	Jan 15, 2012	$32.48bn	–	$4.57bn	$27.91bn	101.3645	101.3312	0.369%	-0.033%	-0.00012%
912828KC3	1.375%	Feb 15, 2012	$33.63bn	–	$6.00bn	$27.63bn	101.7289	101.6848	0.367%	-0.043%	-0.00016%
912828CJ7	4.750%	May 15, 2014	$27.29bn	–	$3.21bn	$24.08bn	116.5068	113.5537	0.366%	-0.496%	-0.00182%
9127952M2	0.000%	Apr 21, 2011	$28.00bn	–	–	$28.00bn	99.9178	99.9251	0.365%	+0.007%	+0.00003%
9127952N0	0.000%	Apr 28, 2011	$28.00bn	–	–	$28.00bn	99.9145	99.9255	0.365%	+0.011%	+0.00004%
912828KX7	1.875%	Jun 15, 2012	$35.37bn	–	$8.50bn	$26.87bn	103.2433	103.1470	0.362%	-0.093%	-0.00034%
912828DV9	4.125%	May 15, 2015	$34.47bn	–	$10.54bn	$23.93bn	115.5931	112.8073	0.361%	-0.626%	-0.00226%
912828AF7	3.000%	Jul 15, 2012	$23.01bn	–	$2.39bn	$20.62bn	130.2388	129.9662	0.350%	-0.209%	-0.00073%
912828KA7	1.125%	Dec 15, 2011	$28.84bn	–	$2.42bn	$26.43bn	101.3960	101.3320	0.349%	-0.063%	-0.00022%
912828DC1	4.250%	Nov 15, 2014	$25.47bn	–	$2.51bn	$22.96bn	115.5258	112.7191	0.346%	-0.590%	-0.00204%
912810FT0	4.500%	Feb 15, 2036	$26.40bn	–	$2.60bn	$23.79bn	110.2038	109.9769	0.342%	-0.206%	-0.00070%
912810FD5	3.625%	Apr 15, 2028	$16.81bn	$25.0m	$2.84bn	$13.94bn	187.4669	183.0844	0.341%	-2.338%	-0.00797%
912828BW9	2.000%	Jan 15, 2014	$21.00bn	–	$732.0m	$20.27bn	128.5980	128.0898	0.340%	-0.395%	-0.00134%
912795VE8	0.000%	May 5, 2011	$26.00bn	–	–	$26.00bn	99.9112	99.9133	0.339%	+0.002%	+0.00001%
912828JT8	2.000%	Nov 30, 2013	$27.82bn	–	$3.32bn	$24.50bn	105.2790	103.8492	0.336%	-0.408%	-0.00137%
912828KK5	1.375%	Apr 15, 2012	$35.56bn	–	$10.32bn	$25.24bn	101.6580	101.6150	0.335%	-0.042%	-0.00014%
9128277B2	5.000%	Aug 15, 2011	$26.63bn	–	$2.20bn	$24.43bn	104.8410	104.8111	0.334%	-0.029%	-0.00010%
912828JZ4	1.750%	Jan 31, 2014	$31.27bn	–	$6.79bn	$24.48bn	104.1610	103.6787	0.333%	-0.463%	-0.00154%
912828LD0	3.250%	Jul 31, 2016	$28.70bn	–	$5.72bn	$22.98bn	110.6651	109.8363	0.332%	-0.749%	-0.00248%
912828BD1	1.875%	Jul 15, 2013	$20.00bn	–	$294.0m	$19.71bn	127.8452	127.4324	0.329%	-0.323%	-0.00106%
912795W64	0.000%	Jun 2, 2011	$25.00bn	–	–	$25.00bn	99.8980	99.8927	0.326%	-0.005%	-0.00002%
912795X22	0.000%	Jun 30, 2011	$25.00bn	–	–	$25.00bn	99.8712	99.8822	0.326%	+0.011%	+0.00004%
912795X63	0.000%	Jul 28, 2011	$25.00bn	–	–	$25.00bn	99.8489	99.8600	0.326%	+0.011%	+0.00004%
9127952A8	0.000%	Aug 25, 2011	$25.00bn	–	–	$25.00bn	99.8250	99.8288	0.325%	+0.004%	+0.00001%
9127952F7	0.000%	Sep 22, 2011	$25.00bn	–	–	$25.00bn	99.8087	99.8027	0.325%	-0.006%	-0.00002%
912828EN6	4.500%	Nov 15, 2015	$23.22bn	–	$2.22bn	$21.00bn	118.5476	115.1364	0.325%	-0.979%	-0.00318%
912828KG4	1.375%	Mar 15, 2012	$34.60bn	–	$10.23bn	$24.38bn	101.7098	101.6675	0.323%	-0.042%	-0.00013%
912828JM3	3.125%	Sep 30, 2013	$26.22bn	–	$3.27bn	$22.95bn	107.8997	107.5010	0.323%	-0.370%	-0.00119%
912828CT5	4.250%	Aug 15, 2014	$24.72bn	–	$3.07bn	$21.65bn	113.9008	113.2473	0.322%	-0.574%	-0.00184%
912828JU5	1.750%	Nov 15, 2011	$29.44bn	–	$5.51bn	$23.93bn	102.3709	101.4523	0.320%	-0.043%	-0.00014%
912828HH6	4.250%	Nov 15, 2017	$27.67bn	–	$6.92bn	$20.75bn	117.3696	114.5003	0.318%	-0.634%	-0.00201%
912810EQ7	6.250%	Aug 15, 2023	$22.90bn	$250.0m	$4.84bn	$17.81bn	134.9185	133.8030	0.313%	-0.827%	-0.00259%
912828CP3	2.000%	Jul 15, 2014	$19.00bn	–	$136.0m	$18.86bn	127.2890	126.7552	0.313%	-0.419%	-0.00131%
9127952K6	0.000%	Oct 20, 2011	$24.00bn	–	–	$24.00bn	99.7923	99.7750	0.312%	-0.017%	-0.00005%
9128277L0	4.875%	Feb 15, 2012	$25.14bn	–	$2.78bn	$22.36bn	106.9708	106.9307	0.312%	-0.037%	-0.00012%
912828JK7	3.125%	Aug 31, 2013	$23.83bn	–	$1.86bn	$21.98bn	108.0352	107.6379	0.310%	-0.368%	-0.00114%
912828NM8	1.250%	Jul 15, 2020	$22.11bn	–	$191.6m	$21.92bn	107.7634	106.3318	0.308%	-1.328%	-0.00409%
912828EW6	4.500%	Feb 15, 2016	$21.84bn	–	$1.80bn	$20.04bn	117.4538	116.4769	0.307%	-0.832%	-0.00255%
912828FY1	4.625%	Nov 15, 2016	$23.29bn	–	$3.67bn	$19.63bn	119.8553	116.7044	0.307%	-0.699%	-0.00215%
912828DH0	1.625%	Jan 15, 2015	$19.00bn	–	$135.0m	$18.87bn	124.3865	123.7881	0.306%	-0.481%	-0.00147%
912828KF6	1.875%	Feb 28, 2014	$33.71bn	–	$11.79bn	$21.92bn	104.4149	103.9453	0.298%	-0.450%	-0.00134%
912828JQ4	2.750%	Oct 31, 2013	$25.06bn	–	$3.67bn	$21.39bn	106.6326	106.2355	0.297%	-0.372%	-0.00111%
9128276T4	5.000%	Feb 15, 2011	$23.43bn	–	$1.65bn	$21.78bn	102.4660	102.4674	0.291%	+0.001%	+0.00000%
912810QA9	3.500%	Feb 15, 2039	$25.91bn	–	$1.80bn	$24.11bn	92.0856	91.4334	0.290%	-0.708%	-0.00205%
912828KZ2	3.250%	Jun 30, 2016	$27.78bn	–	$7.83bn	$19.96bn	111.0326	110.1101	0.289%	-0.831%	-0.00240%
912828MY3	0.500%	Apr 15, 2015	$21.23bn	–	$234.7m	$21.00bn	104.8542	104.1063	0.287%	-0.713%	-0.00205%
912810PX0	4.500%	May 15, 2038	$25.51bn	–	$5.82bn	$19.69bn	110.9851	108.2926	0.285%	-0.399%	-0.00114%
912828HA1	4.750%	Aug 15, 2017	$28.00bn	–	$9.80bn	$18.20bn	119.5693	118.8628	0.284%	-0.591%	-0.00168%
912810FB9	6.125%	Nov 15, 2027	$22.51bn	$497.0m	$6.20bn	$15.81bn	137.0482	132.4582	0.283%	-1.115%	-0.00315%
912810FS2	2.000%	Jan 15, 2026	$20.00bn	–	$3.02bn	$16.98bn	126.1471	123.0295	0.279%	-2.471%	-0.00690%
912828JD3	3.375%	Jun 30, 2013	$22.14bn	–	$2.51bn	$19.63bn	108.9810	108.6311	0.279%	-0.321%	-0.00090%
912828FL9	2.500%	Jul 15, 2016	$20.00bn	–	$3.06bn	$16.94bn	125.2519	124.7678	0.277%	-0.387%	-0.00107%
912828KT6	2.375%	Mar 31, 2016	$25.14bn	–	$5.34bn	$19.80bn	105.5838	104.7170	0.273%	-0.821%	-0.00224%
912828EA4	1.875%	Jul 15, 2015	$17.00bn	–	$208.0m	$16.79bn	124.4699	123.8366	0.273%	-0.509%	-0.00139%
912828FF2	5.125%	May 15, 2016	$23.29bn	–	$6.38bn	$16.92bn	122.3988	118.9453	0.270%	-0.728%	-0.00197%
912828ET3	2.000%	Jan 15, 2016	$17.00bn	–	$335.0m	$16.67bn	123.1223	122.6511	0.268%	-0.383%	-0.00102%
912828JG6	3.375%	Jul 31, 2013	$23.31bn	–	$4.72bn	$18.60bn	108.9467	108.5656	0.264%	-0.350%	-0.00092%
912828GH7	4.625%	Feb 15, 2017	$22.19bn	–	$5.19bn	$17.00bn	118.6678	117.8886	0.263%	-0.657%	-0.00173%
912810FM5	6.250%	May 15, 2030	$17.05bn	–	$2.83bn	$14.21bn	139.6372	135.4637	0.259%	-0.751%	-0.00194%
912828MF4	1.375%	Jan 15, 2020	$18.97bn	–	$973.9m	$18.00bn	109.9477	108.7360	0.258%	-1.102%	-0.00284%
912828GS3	4.500%	May 15, 2017	$25.59bn	–	$8.95bn	$16.63bn	118.9538	116.0114	0.258%	-0.582%	-0.00150%
912828HY9	3.125%	Apr 30, 2013	$20.74bn	–	$2.41bn	$18.33bn	106.8524	106.5489	0.255%	-0.284%	-0.00073%
912828FQ8	4.875%	Aug 15, 2016	$22.56bn	–	$6.30bn	$16.26bn	119.9708	119.1495	0.254%	-0.685%	-0.00174%
912828KW9	3.250%	May 31, 2016	$26.90bn	–	$9.41bn	$17.49bn	111.2737	108.7902	0.254%	-0.772%	-0.00196%
912828FB1	2.375%	Apr 15, 2011	$20.18bn	–	$2.92bn	$17.26bn	111.3476	111.3871	0.251%	+0.035%	+0.00009%
912828JB7	3.500%	May 31, 2013	$20.52bn	–	$3.05bn	$17.47bn	109.5039	107.4159	0.249%	-0.309%	-0.00077%
912828KR0	2.625%	Apr 30, 2016	$26.90bn	–	$9.12bn	$17.78bn	106.6010	105.7248	0.247%	-0.822%	-0.00203%
912810DW5	7.250%	May 15, 2016	$18.82bn	–	$4.91bn	$13.91bn	134.6929	130.2267	0.244%	-0.625%	-0.00153%
912828GD6	2.375%	Jan 15, 2017	$17.25bn	–	$2.30bn	$14.95bn	124.7812	124.2511	0.243%	-0.425%	-0.00103%
912828AP5	4.000%	Nov 15, 2012	$18.11bn	–	$1.05bn	$17.06bn	109.3478	107.1455	0.243%	-0.185%	-0.00045%
912828KS8	2.625%	Feb 29, 2016	$23.18bn	–	$6.03bn	$17.14bn	107.1996	106.3234	0.240%	-0.817%	-0.00196%
912810PS1	2.375%	Jan 15, 2027	$16.48bn	–	$2.52bn	$13.96bn	130.4984	127.1622	0.238%	-2.557%	-0.00607%
912810ED6	8.125%	Aug 15, 2019	$20.21bn	$1.27bn	$6.63bn	$12.31bn	147.2846	147.3845	0.236%	+0.068%	+0.00016%
912828AU4	3.875%	Feb 15, 2013	$19.50bn	–	$3.13bn	$16.36bn	108.8838	108.6685	0.232%	-0.198%	-0.00046%
912810QF8	2.125%	Feb 15, 2040	$15.17bn	–	$171.4m	$15.00bn	118.4730	114.5168	0.232%	-3.339%	-0.00774%
912828HV5	2.500%	Mar 31, 2013	$20.57bn	–	$3.81bn	$16.76bn	105.3448	105.0821	0.230%	-0.249%	-0.00057%
912810FP8	5.375%	Feb 15, 2031	$16.43bn	–	$2.40bn	$14.03bn	125.2330	124.3274	0.229%	-0.723%	-0.00166%
912810PZ5	2.500%	Jan 15, 2029	$14.15bn	–	$267.3m	$13.88bn	125.6629	122.2563	0.227%	-2.711%	-0.00617%
912828AJ9	4.375%	Aug 15, 2012	$19.64bn	–	$3.54bn	$16.10bn	108.2086	108.0652	0.227%	-0.132%	-0.00030%
912810EG9	8.750%	Aug 15, 2020	$21.41bn	$4.36bn	$5.97bn	$11.08bn	155.1984	155.0992	0.224%	-0.064%	-0.00014%
912828LA6	1.875%	Jul 15, 2019	$15.19bn	–	$509.0m	$14.68bn	116.1049	115.0819	0.222%	-0.881%	-0.00196%
912828GX2	2.625%	Jul 15, 2017	$14.00bn	–	$376.0m	$13.62bn	124.3563	123.7649	0.221%	-0.476%	-0.00105%
912810DX3	7.500%	Nov 15, 2016	$18.86bn	$77.0m	$6.57bn	$12.21bn	137.4959	133.0502	0.219%	-0.506%	-0.00111%
912810PU6	5.000%	May 15, 2037	$21.41bn	–	$7.48bn	$13.93bn	120.0910	117.2835	0.218%	-0.256%	-0.00056%
912828FH8	4.875%	May 31, 2011	$17.14bn	–	$1.37bn	$15.78bn	104.7700	102.3259	0.216%	-0.006%	-0.00001%
912828KM1	1.250%	Apr 15, 2014	$15.28bn	–	$277.2m	$15.00bn	109.5989	109.0917	0.214%	-0.463%	-0.00099%
912828HN3	1.625%	Jan 15, 2018	$16.41bn	–	$2.41bn	$14.00bn	115.5537	114.9119	0.211%	-0.555%	-0.00117%
912810PV4	1.750%	Jan 15, 2028	$15.64bn	–	$1.64bn	$14.00bn	115.5597	112.3874	0.211%	-2.745%	-0.00579%
912828FS4	4.625%	Aug 31, 2011	$17.50bn	–	$2.13bn	$15.37bn	104.4171	104.4254	0.209%	+0.008%	+0.00002%
912828FK1	5.125%	Jun 30, 2011	$17.50bn	–	$2.25bn	$15.25bn	104.9769	104.9885	0.209%	+0.011%	+0.00002%
912828JX9	2.125%	Jan 15, 2019	$14.76bn	–	$1.18bn	$13.58bn	117.1618	116.3570	0.208%	-0.687%	-0.00143%
912828FA3	4.750%	Mar 31, 2011	$17.50bn	–	$1.95bn	$15.55bn	102.2926	102.2778	0.207%	-0.014%	-0.00003%
912828BA7	3.625%	May 15, 2013	$18.25bn	–	$3.79bn	$14.46bn	109.9871	107.8165	0.207%	-0.326%	-0.00068%
912810PW2	4.375%	Feb 15, 2038	$22.53bn	–	$7.88bn	$14.64bn	107.7086	107.2840	0.206%	-0.394%	-0.00081%
912810PT9	4.750%	Feb 15, 2037	$16.59bn	–	$2.92bn	$13.67bn	114.4443	114.1128	0.204%	-0.290%	-0.00059%
912828FN5	4.875%	Jul 31, 2011	$16.83bn	–	$1.90bn	$14.93bn	104.7007	104.6919	0.204%	-0.008%	-0.00002%
912828GN4	2.000%	Apr 15, 2012	$17.28bn	–	$3.29bn	$13.99bn	111.6522	111.3563	0.204%	-0.265%	-0.00054%
912828FD7	4.875%	Apr 30, 2011	$17.50bn	–	$2.31bn	$15.19bn	102.3260	102.3550	0.203%	+0.028%	+0.00006%
912828JE1	1.375%	Jul 15, 2018	$14.97bn	–	$974.0m	$14.00bn	110.6997	109.9596	0.202%	-0.669%	-0.00135%
912828FU9	4.500%	Sep 30, 2011	$17.50bn	–	$2.66bn	$14.84bn	104.3019	104.2352	0.202%	-0.064%	-0.00013%
912828EX4	4.500%	Feb 28, 2011	$17.50bn	–	$2.38bn	$15.13bn	102.2082	102.2061	0.202%	-0.002%	-0.00000%
912828HT0	2.750%	Feb 28, 2013	$17.78bn	–	$3.24bn	$14.55bn	106.0335	105.7301	0.201%	-0.286%	-0.00058%
912828GC8	4.625%	Dec 31, 2011	$16.13bn	–	$1.90bn	$14.23bn	106.6209	106.5917	0.198%	-0.027%	-0.00005%
912828HW3	0.625%	Apr 15, 2013	$15.00bn	–	$999.7m	$14.00bn	106.8023	106.4332	0.195%	-0.346%	-0.00067%
912810DY1	8.750%	May 15, 2017	$18.19bn	$2.64bn	$5.45bn	$10.11bn	147.5421	142.4805	0.194%	-0.465%	-0.00091%
912810EP9	7.125%	Feb 15, 2023	$18.37bn	$2.59bn	$5.52bn	$10.25bn	143.9789	142.9348	0.192%	-0.725%	-0.00140%
912828GM6	4.500%	Mar 31, 2012	$16.35bn	–	$2.50bn	$13.86bn	106.3956	106.2977	0.192%	-0.092%	-0.00018%
912828HQ6	2.875%	Jan 31, 2013	$15.70bn	–	$1.90bn	$13.80bn	106.4453	106.1797	0.192%	-0.250%	-0.00048%
912810EW4	6.000%	Feb 15, 2026	$12.90bn	$67.0m	$1.97bn	$10.87bn	133.1155	131.7296	0.189%	-1.041%	-0.00196%
912828GA2	4.500%	Nov 30, 2011	$17.04bn	–	$3.66bn	$13.37bn	106.4559	104.1686	0.186%	-0.035%	-0.00007%
912828GQ7	4.500%	Apr 30, 2012	$16.45bn	–	$3.10bn	$13.35bn	106.3562	106.2291	0.185%	-0.119%	-0.00022%
912828FW5	4.625%	Oct 31, 2011	$16.18bn	–	$2.95bn	$13.24bn	104.3878	104.3336	0.180%	-0.052%	-0.00009%
912828HM5	3.625%	Dec 31, 2012	$15.66bn	–	$3.00bn	$12.66bn	108.3152	108.1107	0.179%	-0.189%	-0.00034%
912828GF1	4.750%	Jan 31, 2012	$14.93bn	–	$2.15bn	$12.78bn	106.7942	106.7439	0.178%	-0.047%	-0.00008%
912828HK9	3.375%	Nov 30, 2012	$15.95bn	–	$3.55bn	$12.40bn	107.7638	105.8530	0.174%	-0.207%	-0.00036%
912828ES5	4.250%	Jan 15, 2011	$13.00bn	–	$50.0m	$12.95bn	102.1026	102.1053	0.172%	+0.003%	+0.00000%
912810EV6	6.875%	Aug 15, 2025	$12.60bn	$1.42bn	$2.00bn	$9.19bn	143.7385	142.3614	0.172%	-0.958%	-0.00165%
912828HE3	4.250%	Sep 30, 2012	$15.88bn	–	$3.67bn	$12.21bn	107.8736	107.7239	0.172%	-0.139%	-0.00024%
912810EC8	8.875%	Feb 15, 2019	$19.24bn	$6.16bn	$4.57bn	$8.51bn	152.3186	152.1984	0.169%	-0.079%	-0.00013%
912828HG8	3.875%	Oct 31, 2012	$15.51bn	–	$3.47bn	$12.04bn	107.1045	106.9256	0.168%	-0.167%	-0.00028%
912828GK0	4.625%	Feb 29, 2012	$16.64bn	–	$4.63bn	$12.01bn	106.5734	106.5504	0.167%	-0.022%	-0.00004%
912828HC7	4.125%	Aug 31, 2012	$16.09bn	–	$4.36bn	$11.74bn	107.6440	107.5171	0.165%	-0.118%	-0.00019%
9128276R8	3.500%	Jan 15, 2011	$11.00bn	–	$1.11bn	$9.89bn	127.5968	127.7938	0.165%	+0.154%	+0.00025%
912828GU8	4.750%	May 31, 2012	$16.24bn	–	$4.88bn	$11.35bn	108.9986	106.5443	0.161%	-0.073%	-0.00012%
912828EQ9	4.375%	Dec 15, 2010	$13.00bn	–	$960.0m	$12.04bn	102.1615	102.1764	0.160%	+0.015%	+0.00002%
912828GZ7	4.625%	Jul 31, 2012	$15.80bn	–	$4.60bn	$11.21bn	108.7313	108.6084	0.159%	-0.113%	-0.00018%
912810EH7	7.875%	Feb 15, 2021	$11.11bn	$1.04bn	$1.93bn	$8.14bn	148.5442	148.1861	0.158%	-0.241%	-0.00038%
912810EM6	7.250%	Aug 15, 2022	$10.36bn	$225.0m	$2.04bn	$8.09bn	144.9742	143.8152	0.153%	-0.799%	-0.00122%
912810FF0	5.250%	Nov 15, 2028	$10.95bn	–	$1.69bn	$9.26bn	124.8315	120.9508	0.151%	-1.006%	-0.00152%
912810ES3	7.500%	Nov 15, 2024	$11.46bn	$1.87bn	$2.06bn	$7.53bn	152.4022	147.4252	0.150%	-0.805%	-0.00121%
912810ET1	7.625%	Feb 15, 2025	$11.72bn	$2.22bn	$2.05bn	$7.45bn	152.3349	151.0503	0.148%	-0.843%	-0.00125%
912810FG8	5.250%	Feb 15, 2029	$11.35bn	–	$2.16bn	$9.19bn	123.4565	122.2595	0.148%	-0.970%	-0.00143%
912828GW4	4.875%	Jun 30, 2012	$15.90bn	–	$5.56bn	$10.34bn	109.2677	109.1338	0.147%	-0.122%	-0.00018%
912810FE3	5.500%	Aug 15, 2028	$11.78bn	–	$2.92bn	$8.86bn	126.9470	125.6454	0.147%	-1.025%	-0.00150%
912810FJ2	6.125%	Aug 15, 2029	$11.18bn	–	$2.93bn	$8.24bn	136.0170	134.7976	0.146%	-0.897%	-0.00131%
912810DZ8	8.875%	Aug 15, 2017	$14.01bn	$3.05bn	$3.84bn	$7.13bn	147.0374	146.3546	0.137%	-0.464%	-0.00063%
912810EJ3	8.125%	May 15, 2021	$11.95bn	$1.89bn	$3.52bn	$6.54bn	153.3471	148.8279	0.131%	-0.298%	-0.00039%
912810EY0	6.500%	Nov 15, 2026	$11.47bn	$633.0m	$3.80bn	$7.04bn	141.7215	136.8810	0.130%	-1.122%	-0.00146%
912810DP0	11.250%	Feb 15, 2015	$12.67bn	$2.15bn	$3.68bn	$6.84bn	145.6345	144.9266	0.130%	-0.486%	-0.00063%
912810EK0	8.125%	Aug 15, 2021	$12.16bn	$2.66bn	$3.32bn	$6.18bn	151.8159	151.3533	0.122%	-0.305%	-0.00037%
912810EE4	8.500%	Feb 15, 2020	$10.23bn	$753.0m	$3.31bn	$6.16bn	151.7079	151.6821	0.122%	-0.017%	-0.00002%
912810EZ7	6.625%	Feb 15, 2027	$10.45bn	$934.0m	$3.29bn	$6.23bn	141.9042	140.2880	0.115%	-1.139%	-0.00131%
912810FA1	6.375%	Aug 15, 2027	$10.73bn	$1.54bn	$3.21bn	$5.98bn	138.8200	137.3084	0.108%	-1.089%	-0.00118%
912810EX2	6.750%	Aug 15, 2026	$10.90bn	$2.08bn	$3.08bn	$5.73bn	143.1807	141.5747	0.107%	-1.122%	-0.00120%
912810FQ6	3.375%	Apr 15, 2032	$5.00bn	–	$284.0m	$4.72bn	173.4987	168.4417	0.107%	-2.915%	-0.00311%
912810EF1	8.750%	May 15, 2020	$10.16bn	$2.58bn	$2.65bn	$4.93bn	156.7921	152.2617	0.101%	-0.099%	-0.00010%
9128277J5	3.375%	Jan 15, 2012	$6.00bn	–	$90.0m	$5.91bn	130.0555	129.7776	0.100%	-0.214%	-0.00021%
912810EN4	7.625%	Nov 15, 2022	$10.70bn	$3.28bn	$2.60bn	$4.82bn	151.0537	146.2120	0.095%	-0.681%	-0.00065%
912810EB0	9.000%	Nov 15, 2018	$9.03bn	$1.86bn	$2.51bn	$4.66bn	154.9701	150.1478	0.094%	-0.208%	-0.00020%
912810EA2	9.125%	May 15, 2018	$8.70bn	$1.99bn	$2.35bn	$4.36bn	154.2154	149.1533	0.088%	-0.324%	-0.00028%
912810DT2	9.875%	Nov 15, 2015	$6.89bn	$1.31bn	$1.91bn	$3.67bn	147.1556	141.3115	0.070%	-0.616%	-0.00043%
912810DV7	9.250%	Feb 15, 2016	$7.25bn	$1.84bn	$1.90bn	$3.52bn	142.8356	141.8397	0.066%	-0.697%	-0.00046%
912810DS4	10.625%	Aug 15, 2015	$7.15bn	$3.13bn	$1.41bn	$2.62bn	146.7833	145.8682	0.050%	-0.623%	-0.00031%
Total						$7.12tn			100.000%		-0.38254%

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.