TLT 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: 1.06% at a quoted market price (level 1), one issuer country.

TLT's largest investment is U.S. Treasury Bonds at 4.58% of net assets. U.S. Treasury Bonds and U.S. Treasury Bonds follow; the three together are 13.54%. Ten companies are 42.23% of the fund; the other 37 share the rest. Among the 192 bond funds measured here, TLT behaves like 31.3 holdings against a median of 236.4 — 7.7 times more concentrated than the median. Across 27 quarterly filings TLT has become less concentrated: it behaved like 19.6 at 2019-11-30 and 31.3 at 2026-05-31. Between the 2026-02-28 and 2026-05-31 filings 2 positions were added and 1 dropped; 6.2% 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, TLT went from behaving like 19.6 equally weighted positions to 31.3 — 60% more, while its top ten went from 61.05% to 42.23% 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 47 positions in TLT's Form N-PORT, weight as a share of net assets, securities-lending collateral excluded. Every position, every quarter: TLT.csv.gz.

Monthly total returns from Item B.5 of TLT'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 0.07 percentage points over 81 months, which is roughly the distributions. Every month with the filing it came from: TLT.json · all funds.

The fund lends its holdings, and Item B.4.a of the filing names every firm holding them. At 2023-02-28, $6m was out to 1 borrower, 0.02% of net assets.

Cash collateral reported against the loan: 0.02% of net assets, 106.1% 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 TLT has filed, with each borrower: TLT.json · all funds.

46 positions became 47: 2 added (4.5% of the fund at the later date), 1 dropped (0.1% at the earlier date). Half the sum of all weight changes, a turnover proxy: 6.2%. Positions are matched on identifiers, so a security whose identifier changed shows as one drop and one add. Every filing of TLT compared this way, as a feed: changes.xml · all funds: filings received.

New: United States of America (3.98%), United States of America (0.54%). Gone: United States of America (0.11%).

98.94% debt, 1.06% short-term investment as filed; 1.1% carried at a quoted market price (fair-value level 1). Categories and levels are the filer's; 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 TLT (31.3). Same filings, same arithmetic. Position in this list says nothing about which fund is better.

• 006 Expense ratio
• 005 Duration
• 004 Maximum drawdown
• 003 Standard deviation
• 003 Total return
• 003 Convexity

• 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

• Duration and Convexity: What Bond-ETF Investors Get Wrong About Rate Sensitivity

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  31 Aug 2026 10 min Macro & Markets

• 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

• The "All-Weather" AI Portfolio: Combining Diversification with Predictive Power

  Dalio's "all-weather" idea is sound on its merits — risk-balanced exposure across four macro environments — and is implementable today with five or six...

  01 May 2026 10 min Long-Term Strategy

• 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

• Tax-Loss Harvesting and the After-Tax Compounding Gap: What the Math Actually Shows

  Over a 30-year horizon, a 1-percentage-point reduction in annual tax drag compounds into roughly a one-third increase in terminal wealth — not because of...

  10 Mar 2026 10 min Long-Term Strategy