Super Investors T. Rowe Price U.S. Treasury Long-Term Index Fund

T. Rowe Price U.S. Treasury Long-Term Index Fund

T. Rowe Price U.s. Treasury Funds, Inc. · net assets $4.5B · 67 holdings as of August 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.

Asset mix

DBT: 99.2% · STIV: 0.8% · DIR: 0.0% · ABS-MBS: 0.0%

Financial position

Total assets: $4.51B
Total liabilities: $16.5M
Net assets: $4.5B
Assets attributable to miscellaneous securities: $0
Assets invested in controlled foreign corporations: $0
Borrowings payable within one year: $0
Payable to controlled companies within one year: $0
Payable to other affiliates within one year: $0
Other liabilities payable within one year: $0
Borrowings payable after one year: $0
Payable to controlled companies after one year: $0
Payable to other affiliates after one year: $0
Other liabilities payable after one year: $0
Payables for delayed-delivery investments: $0
Payables for standby commitments: $0
Liquidation preference of outstanding preferred stock: $0
Cash not reported in Parts C or D: $0

Monthly flows and gains

	Month 1	Month 2	Month 3
Sales	$28.5M	$178M	$41M
Reinvestment	$16.7M	$16.1M	$18.1M
Redemptions	$54.3M	$76.5M	$76.4M
Net realized gain (non-derivative)	$-1.07M	$-5.11M	$-36.3M
Net unrealized appreciation (non-derivative)	$31.3M	$-201M	$58.2M

The three months of the reporting period, as filed; month 3 ends August 31, 2026.

Credit spread risk (change in value per 1bp spread move)

Tenor	Investment grade	Non-investment grade
3 months	$0	$0
1 year	$-12.9	$0
5 years	$-10.4	$0
10 years	$0	$0
30 years	$0	$0

Filing details

Registrant: T. Rowe Price U.s. Treasury Funds, Inc.
Registrant CIK: 853437
Registrant LEI: 549300B7392FYF2W3L63
Series: T. Rowe Price U.S. Treasury Long-Term Index Fund
Series ID: S000002168
Series LEI: 81MQEQSHGI5PN6BWN277
SEC file number: 811-05860
Address: 1307 Point Street, Baltimore, US-MD, 21231, US
Phone: 410-345-2000
Form: NPORT-P
Filed: October 28, 2026
Report period ends: May 31, 2027
Report month ends: August 31, 2026
Accession number: 000109926326010979

Holding	Value	% of net assets
Us Treasury N/b DBT	$204M	4.54%
Us Treasury N/b DBT	$186M	4.14%
Us Treasury N/b DBT	$178M	3.97%
Us Treasury N/b DBT	$171M	3.79%
Us Treasury N/b DBT	$170M	3.79%
Us Treasury N/b DBT	$165M	3.66%
Us Treasury N/b DBT	$159M	3.54%
Us Treasury N/b DBT	$156M	3.47%
Us Treasury N/b DBT	$145M	3.23%
Us Treasury N/b DBT	$139M	3.09%
Us Treasury N/b DBT	$130M	2.89%
Us Treasury N/b DBT	$122M	2.72%
Us Treasury N/b DBT	$115M	2.56%
Us Treasury N/b DBT	$105M	2.34%
Us Treasury N/b DBT	$95.4M	2.12%
Us Treasury N/b DBT	$94.2M	2.09%
Us Treasury N/b DBT	$91.6M	2.04%
Us Treasury N/b DBT	$87.5M	1.95%
Us Treasury N/b DBT	$87.1M	1.94%
Us Treasury N/b DBT	$84.7M	1.88%
Us Treasury N/b DBT	$83.5M	1.86%
Us Treasury N/b DBT	$82.9M	1.84%
Us Treasury N/b DBT	$82.2M	1.83%
Us Treasury N/b DBT	$77.3M	1.72%
Us Treasury N/b DBT	$76.6M	1.70%
Us Treasury N/b DBT	$73.5M	1.63%
Us Treasury N/b DBT	$72.5M	1.61%
Us Treasury N/b DBT	$72.2M	1.60%
Us Treasury N/b DBT	$70.3M	1.56%
Us Treasury N/b DBT	$69.3M	1.54%
Us Treasury N/b DBT	$69.2M	1.54%
Us Treasury N/b DBT	$67.2M	1.49%
Us Treasury N/b DBT	$65.2M	1.45%
Us Treasury N/b DBT	$63.9M	1.42%
Us Treasury N/b DBT	$60.8M	1.35%
Us Treasury N/b DBT	$57.4M	1.28%
Us Treasury N/b DBT	$55.3M	1.23%
Us Treasury N/b DBT	$51.6M	1.15%
Us Treasury N/b DBT	$50.2M	1.12%
Us Treasury N/b DBT	$48.7M	1.08%
Us Treasury N/b DBT	$42.9M	0.95%
Us Treasury N/b DBT	$41.2M	0.92%
Us Treasury N/b DBT	$34.8M	0.77%
T. Rowe Price Government Reserve Fund STIV	$34.5M	0.77%
Us Treasury N/b DBT	$32.1M	0.71%
Us Treasury N/b DBT	$32M	0.71%
Us Treasury N/b DBT	$30.7M	0.68%
Us Treasury N/b DBT	$28.8M	0.64%
Us Treasury N/b DBT	$26.1M	0.58%
Us Treasury N/b DBT	$23.2M	0.51%
Us Treasury N/b DBT	$23.1M	0.51%
Us Treasury N/b DBT	$22.2M	0.49%
Us Treasury N/b DBT	$18.6M	0.41%
Us Treasury N/b DBT	$15.9M	0.35%
Us Treasury N/b DBT	$14.5M	0.32%
Us Treasury N/b DBT	$14.5M	0.32%
Us Treasury N/b DBT	$4.1M	0.09%
Us Treasury N/b DBT	$3.88M	0.09%
Uxyz6 Us 10yr Ultra Fut Dec26 DIR	$518K	0.01%
Wnz6 Us Ultra Bond Cbt Dec26 DIR	$79.7K	0.00%

Showing top 60 of 67 holdings.

Comments