AGG holdings

Computed by this site from the fund's SEC Form N-PORT filing; what the measure does not tell you · every fund in one table · hold it with other funds? X-ray the mix. Pricing: 3.34% at a quoted market price (level 1), 31 issuer countries.

The largest line in AGG's filing is not a stock but BlackRock Cash Funds: Treasury, SL Agency Shares, a short-term position at 2.78% of net assets. Ten companies are 6.3% of the fund; the other 13,258 share the rest. Among the 192 bond funds measured here, AGG behaves like 562.7 holdings against a median of 236.4 — 2.4 times the median. Across 27 quarterly filings AGG has become less concentrated: it behaved like 282.2 at 2019-11-30 and 562.7 at 2026-05-31. Between the 2026-02-28 and 2026-05-31 filings 527 positions were added and 444 dropped; 8.1% of the weight moved.

Each sentence is read from the fund's own SEC filing; the class median is computed across the comparable bond funds on this site. Nothing here is a view on the fund.

Between 2019-11-30 and 2026-05-31, AGG went from behaving like 282.2 equally weighted positions to 562.7 — 99% more, while its top ten went from 9.71% to 6.3% of net assets. Read across the funds on the concentration-over-time table.

One row per filed reporting period, newest first, read from EDGAR. Quarterly because that is the public filing cadence. Rows marked * are published but held out of the comparison above; the methodology page says when and why.

Measured against every other fund on this site, from the same filings. Combined effective holdings is how the pair behaves held in equal size.

The 15 largest of 13,268 positions in AGG's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: listed with the point-in-time files, available on request.

Share of AGG's own investments by the issuer country the filer reported (incorporation, not revenue). Each country links to every fund that holds it.

Monthly total returns from Item B.5 of AGG's own filings, 81 months on record. Not computed here and not from a price feed.

Cross-checked against a series computed separately from prices: median difference 0.04 percentage points over 81 months, which is roughly the distributions. Every month with the filing it came from: AGG.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2026-05-31, $822m was out to 24 borrowers, 0.60% of net assets. The largest, STATE STREET BANK & TRUST COMPANY, held 27.4% of it.

Cash collateral reported against the loan: 0.62% of net assets, 103% of the amount lent. That is a floor on the collateral, not the whole of it — collateral the fund does not hold as a position is not in this filing, so a figure under 100% is not evidence of under-collateralisation. How that figure behaves across all funds. Every quarter AGG has filed, with each borrower: AGG.json · all funds.

13,180 positions became 13,263: 527 added (5.8% of the fund at the later date), 444 dropped (5.3% at the earlier date). Half the sum of all weight changes, a turnover proxy: 8.1%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of AGG compared this way, as a feed: changes.xml · all funds: filings received.

New: United States Treasury (0.36%), United States Treasury (0.31%), United States Treasury (0.30%), United States Treasury (0.26%), UMBS, TBA (0.19%), United States Treasury (0.16%). Gone: United States Treasury (0.27%), UMBS, TBA (0.22%), United States Treasury (0.21%), United States Treasury (0.21%), UMBS, TBA (0.20%), United States Treasury (0.19%).

3.3% of AGG is carried at a quoted market price (fair-value level 1). Categories and levels are the filer's, from Form N-PORT; what a low level-1 share does and does not mean is in the measure's page.

Every measured debt fund lined up by how many holdings it behaves like; these sit either side of AGG (562.7). Same filings, same arithmetic. Position in this list says nothing about which fund is better.

• 011 Expense ratio
• 010 Maximum drawdown
• 010 Duration
• 008 Standard deviation
• 005 Total return
• 004 Correlation
• 003 Rebalancing bands

• How Long Will Your Money Last? The 4% Rule Tested on 25 Years of Real Fund Returns

  A retirement withdrawal test that uses the actual monthly returns of VTI, QQQ, IWM, AGG and TLT since 1999-2003 — including 2000-02 and 2008 — instead of an assumed return distribution. Eight portfolios, four withdrawal rates, 2,000 resampled 30-year paths each. The 4% rule survives almost everywhere in nominal terms; the interesting numbers are at 5%, 6% and 7%, and in what a bad decade does to a bond-only or Nasdaq-only retiree.

  16 Sept 2026 5 min Investment Framework

• The Diversification Return: Why Rebalancing Can Add Yield Even When Nothing Outperforms

  A rebalanced portfolio can earn a higher compound (geometric) return than the weighted average of its parts — even if no single holding beats the others....

  29 Aug 2026 9 min Long-Term Strategy

• BNDX vs BND: Does Adding International Bonds Do Anything for a US Portfolio?

  BNDX (international bonds) and BND (US bonds) have delivered nearly identical 10-year CAGRs — 1.5% and 1.4% respectively — which is not a coincidence,...

  30 Jul 2026 9 min ETF Analysis

• MUB vs BND: When Municipal Bonds Beat Taxable Bonds — The Tax-Equivalent Yield Math

  On stated yield, BND (3.95%) pays more than MUB (3.16%) — but MUB's income is exempt from federal tax, so the honest comparison is the tax-equivalent yield,...

  29 Jul 2026 10 min Long-Term Strategy

• LQD vs HYG: Investment-Grade vs High-Yield Credit — What the Spread Actually Pays You For

  The credit spread pays you for default risk — but over the last five years, the fund that lost more was the investment-grade one, not the high-yield one....

  21 Jul 2026 9 min ETF Analysis

• TIP vs SCHP vs VTIP: How Inflation-Protected Bond ETFs Differ by Duration

  TIP and SCHP hold the full-maturity TIPS ladder and behave almost identically; the only durable difference between them is a 0.15% fee gap that favors SCHP....

  20 Jul 2026 9 min ETF Analysis

• TLT vs IEF vs SHY: Building a Treasury Duration Ladder for Different Rate Scenarios

  TLT, IEF, and SHY charge the same 0.15% expense ratio, so this decision is not about cost — it is entirely about how much interest-rate duration you want to...

  19 Jul 2026 9 min ETF Analysis

• BND vs AGG: The Two Total-Bond Giants — Duration, Yield, and Tracking Difference

  BND and AGG charge the identical 0.03% expense ratio, yield within two basis points of each other, and posted max drawdowns within 0.1 percentage points...

  25 Jun 2026 9 min ETF Analysis

• AGG vs. BNDI: Total Bond Market vs. AI-Driven Active Fixed Income Strategy

  AGG and BNDI hold roughly the same investment-grade bond universe in their core. The difference is one decision: BNDI writes options on top of that core to...

  09 May 2026 10 min ETF Analysis

• Gold vs Bonds in 2026: Two Different Hedges, Two Different Risks

  Gold and bonds get grouped as "safe havens", but they hedge different risks — real rates and fiat credibility for gold; nominal yields and growth...

  13 Apr 2026 11 min Macro & Markets

• What SGOV and Gold Actually Do: A Quant Look at Defensive Assets in 2026

  SGOV's five-year realized volatility is 0.2% and its worst drawdown was 0.03% — it behaves like cash with a yield, not like a "bond." The 3.9% distribution...

  18 Mar 2026 10 min Long-Term Strategy

• SGOV and Gold in a 4.5% World: Rethinking the Defensive Sleeve for 2026

  With SGOV's distribution yield at 3.9% and the 10-year Treasury at 4.47% (FRED, asof 2026-05-14), the opportunity cost of holding non-yielding gold is...

  09 Mar 2026 10 min Long-Term Strategy