Rebalance of January 29, 2010
Inflation-Linked constituents
Every one of the 28 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
- 28
- Weights sum to
- 100.0000%
- Contributions sum to
- +1.370628%
- Market value
- $512.83bn
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 Inflation-Linked page, fetched separately.
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.
| CUSIP | Coupon | Matures | Par auctioned | − Bought back | − Fed held | = Float par | Start dirty | End dirty | Weight | Return | Contribution |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 912810FR4 | 2.375% | Jan 15, 2025 | $28.00bn | – | $3.76bn | $24.24bn | 121.9586 | 123.0351 | 5.764% | +2.000% | +0.11525% |
| 912810FH6 | 3.875% | Apr 15, 2029 | $19.72bn | $225.0m | $3.03bn | $16.46bn | 169.8354 | 172.5156 | 5.451% | +1.578% | +0.08603% |
| 912828AF7 | 3.000% | Jul 15, 2012 | $23.01bn | – | $2.39bn | $20.62bn | 130.9164 | 130.3375 | 5.265% | +0.936% | +0.04927% |
| 912828BW9 | 2.000% | Jan 15, 2014 | $21.00bn | – | $732.0m | $20.27bn | 124.7579 | 124.8712 | 4.931% | +1.029% | +0.05073% |
| 912828BD1 | 1.875% | Jul 15, 2013 | $20.00bn | – | $293.0m | $19.71bn | 124.9275 | 125.2875 | 4.801% | +1.172% | +0.05625% |
| 912828CP3 | 2.000% | Jul 15, 2014 | $19.00bn | – | $50.0m | $18.95bn | 122.5450 | 122.7997 | 4.528% | +1.144% | +0.05180% |
| 912810FD5 | 3.625% | Apr 15, 2028 | $16.81bn | $25.0m | $2.84bn | $13.94bn | 165.6963 | 168.4747 | 4.505% | +1.677% | +0.07555% |
| 912828DH0 | 1.625% | Jan 15, 2015 | $19.00bn | – | $135.0m | $18.87bn | 118.5096 | 118.9039 | 4.359% | +1.109% | +0.04835% |
| 912828FL9 | 2.500% | Jul 15, 2016 | $20.00bn | – | $3.06bn | $16.94bn | 117.7433 | 118.0914 | 3.889% | +1.432% | +0.05571% |
| 912828EA4 | 1.875% | Jul 15, 2015 | $17.00bn | – | $208.0m | $16.79bn | 117.9967 | 118.3714 | 3.864% | +1.201% | +0.04640% |
| 912828FB1 | 2.375% | Apr 15, 2011 | $20.18bn | – | $2.92bn | $17.26bn | 112.6952 | 113.7498 | 3.793% | +0.936% | +0.03549% |
| 912828ET3 | 2.000% | Jan 15, 2016 | $17.00bn | – | $335.0m | $16.67bn | 115.9402 | 116.4883 | 3.768% | +1.413% | +0.05322% |
| 912810FS2 | 2.000% | Jan 15, 2026 | $20.00bn | – | $3.00bn | $17.00bn | 110.0514 | 110.9705 | 3.648% | +1.825% | +0.06658% |
| 912828GD6 | 2.375% | Jan 15, 2017 | $17.25bn | – | $2.27bn | $14.98bn | 116.8764 | 117.3145 | 3.413% | +1.464% | +0.04998% |
| 912828GX2 | 2.625% | Jul 15, 2017 | $14.00bn | – | $250.0m | $13.75bn | 115.8667 | 116.2818 | 3.107% | +1.540% | +0.04785% |
| 912810PS1 | 2.375% | Jan 15, 2027 | $16.48bn | – | $2.48bn | $14.00bn | 113.7276 | 114.4984 | 3.105% | +1.797% | +0.05580% |
| 912828LA6 | 1.875% | Jul 15, 2019 | $15.19bn | – | $190.0m | $15.00bn | 105.9100 | 106.7569 | 3.098% | +1.696% | +0.05254% |
| 912828KM1 | 1.250% | Apr 15, 2014 | $15.28bn | – | $277.2m | $15.00bn | 105.7902 | 106.7547 | 3.094% | +0.912% | +0.02821% |
| 912828GN4 | 2.000% | Apr 15, 2012 | $17.28bn | – | $3.29bn | $13.99bn | 111.7748 | 112.6433 | 3.049% | +0.777% | +0.02369% |
| 912810PZ5 | 2.500% | Jan 15, 2029 | $14.15bn | – | $150.3m | $14.00bn | 108.8327 | 109.4418 | 2.971% | +1.717% | +0.05100% |
| 912828JX9 | 2.125% | Jan 15, 2019 | $14.76bn | – | $757.8m | $14.00bn | 107.6797 | 108.4483 | 2.940% | +1.708% | +0.05020% |
| 912828HN3 | 1.625% | Jan 15, 2018 | $16.41bn | – | $2.41bn | $14.00bn | 106.3062 | 107.2130 | 2.902% | +1.642% | +0.04765% |
| 912828HW3 | 0.625% | Apr 15, 2013 | $15.00bn | – | $999.7m | $14.00bn | 104.0875 | 105.0348 | 2.842% | +0.910% | +0.02586% |
| 912828JE1 | 1.375% | Jul 15, 2018 | $14.97bn | – | $974.0m | $14.00bn | 100.9980 | 102.0150 | 2.757% | +1.690% | +0.04659% |
| 912810PV4 | 1.750% | Jan 15, 2028 | $15.64bn | – | $1.64bn | $14.00bn | 99.4979 | 100.3135 | 2.716% | +1.727% | +0.04692% |
| 9128276R8 | 3.500% | Jan 15, 2011 | $11.00bn | – | $1.11bn | $9.89bn | 130.9178 | 129.6656 | 2.525% | +0.704% | +0.01778% |
| 9128277J5 | 3.375% | Jan 15, 2012 | $6.00bn | – | $90.0m | $5.91bn | 132.0943 | 131.0861 | 1.522% | +0.793% | +0.01206% |
| 912810FQ6 | 3.375% | Apr 15, 2032 | $5.00bn | – | $266.0m | $4.73bn | 151.0688 | 153.6529 | 1.395% | +1.711% | +0.02385% |
| Total | $428.96bn | 100.000% | +1.37063% | ||||||||
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.