# EDGAR Filing Document

**Accession Number:** 0000853437
**File Stem:** 0000853437-23-000012
**Filing Date:** 2023-1
**Character Count:** 38436
**Document Hash:** 0feee4c6d5e296c5d49cfab484501c5e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000853437-23-000012.hdr.sgml**: 20230127

**ACCESSION NUMBER**: 0000853437-23-000012

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230127

**DATE AS OF CHANGE**: 20230127

**PERIOD START**: 20230531

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** T. Rowe Price U.S. Treasury Funds, Inc.
- **CENTRAL INDEX KEY:** 0000853437
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MD
- **FISCAL YEAR END:** 0531

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05860
- **FILM NUMBER:** 23561251

**BUSINESS ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202
- **BUSINESS PHONE:** 410-345-2000

**MAIL ADDRESS:**
- **STREET 1:** 100 EAST PRATT STREET
- **CITY:** BALTIMORE
- **STATE:** MD
- **ZIP:** 21202

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** PRICE T ROWE U S TREASURY FUNDS INC
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### T. Rowe Price U.S. Treasury Long-Term Index Fund (Series ID: S000002168)

| Class ID   | Class Name                                               | Ticker Symbol   |
|:---|:---|:---|
| C000005565 | T. Rowe Price U.S. Treasury Long-Term Index Fund         | PRULX           |
| C000190631 | T. Rowe Price U.S. Treasury Long-Term Index Fund-I Class | PRUUX           |
| C000219345 | T. Rowe Price U.S. Treasury Long-Term Fund Index-Z Class | TRZUX           |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** T. ROWE PRICE U.S. TREASURY FUNDS, INC.

- **b. Investment Company Act file number:** 811-05860

- **c. CIK number of Registrant:** 0000853437

- **d. LEI of Registrant:** 549300B7392FYF2W3L63

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 100 East Pratt Street

  - **City:** Baltimore

  - **State:** MD

  - **Foreign country:** US

  - **Zip / Postal Code:** 21202

  - **Telephone number:** 410-345-2000

**Item A.2. Information about the Series.**

- **a. Name of Series:** T. Rowe Price U.S. Treasury Long-Term Index Fund

- **b. EDGAR series identifier (if any):** S000002168

- **c. LEI of Series:** 81MQEQSHGI5PN6BWN277

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-05-31

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $4420400620.12

**Total Liabilities:** $12273494.68

**Net Assets:** $4408127125.44

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -0.028555 | **1-Year:** -431.469763 | **5-Year:** -25733.868563 | **10-Year:** -24066.780892 | **30-Year:** 0.000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000 | **1-Year:** 0.000000 | **5-Year:** 0.000000 | **10-Year:** 0.000000 | **30-Year:** 0.000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000190631 | -7.89%               | -5.54%               | 7.07%                |
| Class ID C000219345 | -7.88%               | -5.53%               | 7.07%                |
| Class ID C000005565 | -8.02%               | -5.43%               | 6.92%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-10880775.60            | $-348903097.15                             |
| Month 2  | $-12427335.38            | $-238012101.25                             |
| Month 3  | $-138286401.05           | $416663190.44                              |

**Designated Index Information**

- **Index Name:** Bloomberg Barclays US Long Treasury Total Return Index Value Unhedged (Returns)

- **Index Identifier:** LUTLTRUU

### Schedule of Portfolio Investments

| Name                                     | Title                                          | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| N/A                                      | US 10YR ULTRA FUT MAR23                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |        -3 | NC      | $-3613.62     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | US 10YR NOTE (CBT)MAR23                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      5045 | NC      | $4486014.00   | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | US 2YR NOTE (CBT) MAR23                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |      1003 | NC      | $548830.17    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                      | US 5YR NOTE (CBT) MAR23                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DIR              | CORP              | US        |     -5784 | NC      | $-3803963.28  | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  70025000 | PA      | $72760351.56  | 1.65%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 441517500 | PA      | $403988512.50 | 9.16%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 437670000 | PA      | $374618165.63 | 8.50%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND - WHEN ISSUED | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 233140000 | PA      | $209279578.13 | 4.75%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 203910000 | PA      | $169468326.56 | 3.84%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 702605000 | PA      | $546494951.56 | 12.40%            | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 525935000 | PA      | $379659328.13 | 8.61%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 182240000 | PA      | $132693500.00 | 3.01%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 205235000 | PA      | $134909944.53 | 3.06%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 134590000 | PA      | $93855495.31  | 2.13%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 141300000 | PA      | $95973609.38  | 2.18%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 102008000 | PA      | $78338956.25  | 1.78%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  73710000 | PA      | $54798778.13  | 1.24%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 226550000 | PA      | $163611578.13 | 3.71%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  95309000 | PA      | $62799695.78  | 1.42%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  89210000 | PA      | $59129503.13  | 1.34%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 122110000 | PA      | $75345685.94  | 1.71%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 132076000 | PA      | $84446092.50  | 1.92%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 126480000 | PA      | $80275275.00  | 1.82%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 119290000 | PA      | $68740862.50  | 1.56%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  19243700 | PA      | $10728362.75  | 0.24%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 198830000 | PA      | $135763609.38 | 3.08%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  78500000 | PA      | $58641953.13  | 1.33%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  65500000 | PA      | $47559140.63  | 1.08%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  21066000 | PA      | $17860018.13  | 0.41%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4316000 | PA      | $3643648.13   | 0.08%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  57430000 | PA      | $49596189.06  | 1.13%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 133500000 | PA      | $109636875.00 | 2.49%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 115925000 | PA      | $84081851.56  | 1.91%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 111335000 | PA      | $85049502.34  | 1.93%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  87020000 | PA      | $73205575.00  | 1.66%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  34115000 | PA      | $28064917.97  | 0.64%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  61455000 | PA      | $55367114.06  | 1.26%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond         | UNITED STATES TREASURY NOTE/BOND               | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        | 204180000 | PA      | $191865393.75 | 4.35%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T. Rowe Price Treasury Reserve Fund      | T. Rowe Price Treasury Reserve Fund            | CUSIP: 76105Y208<br>LEI: 5493007QR86JJLYO6D96 | Long             | STIV             | RF                | US        |   1169366 | NS      | $1169366.46   | 0.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38382DBN8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6077195 | PA      | $5250362.27   | 0.12%             | 2050-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38382BXC2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9529893 | PA      | $9354162.57   | 0.21%             | 2049-12-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38382APN9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5130161 | PA      | $5023447.61   | 0.11%             | 2049-10-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38381YNF7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3349837 | PA      | $3287856.90   | 0.07%             | 2049-09-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38381Y4J0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3116742 | PA      | $3048477.68   | 0.07%             | 2049-09-20      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38381X2R6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6523412 | PA      | $6389291.19   | 0.14%             | 2049-08-20      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38381WSQ2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3368240 | PA      | $3308525.57   | 0.08%             | 2049-06-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association | GOVERNMENT NATIONAL MORTGAGE ASSOCIATION       | CUSIP: 38380AZB6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3634379 | PA      | $3558010.27   | 0.08%             | 2046-09-20      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE I POOL                              | CUSIP: 36295SEE2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      4201 | PA      | $4337.18      | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE I POOL                              | CUSIP: 36241LDG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2405 | PA      | $2563.01      | 0.00%             | 2039-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE I POOL                              | CUSIP: 3622A2MG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    165859 | PA      | $176727.81    | 0.00%             | 2036-04-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE I POOL                              | CUSIP: 36209T2D0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       297 | PA      | $307.07       | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202FMB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    169005 | PA      | $170631.22    | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202FLP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    285893 | PA      | $288645.88    | 0.01%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202FKN5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     91218 | PA      | $92091.14     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202FHX7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28864 | PA      | $29141.49     | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202FGD2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    133550 | PA      | $134831.92    | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202FB39<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     23106 | PA      | $23328.68     | 0.00%             | 2039-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202ETA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      7330 | PA      | $7774.62      | 0.00%             | 2038-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202D7K1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     28552 | PA      | $30415.04     | 0.00%             | 2034-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202CCW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      1233 | PA      | $1248.33      | 0.00%             | 2024-10-20      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202BWH4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         9 | PA      | $8.63         | 0.00%             | 2024-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36202BT88<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |         7 | PA      | $7.45         | 0.00%             | 2023-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 3617MEFL2<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3598040 | PA      | $3389115.21   | 0.08%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 3617MEDS9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5125314 | PA      | $4817983.36   | 0.11%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 3617LSAE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1475109 | PA      | $1381450.45   | 0.03%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 3617LKBE9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2634400 | PA      | $2472944.85   | 0.06%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179WTY4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  10249443 | PA      | $9024112.51   | 0.20%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179WR26<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  14655454 | PA      | $12914341.38  | 0.29%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179WQB7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1811879 | PA      | $1637379.73   | 0.04%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179WLP1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2469699 | PA      | $2177130.94   | 0.05%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179VLK4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1178863 | PA      | $1109294.96   | 0.03%             | 2035-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179VHG8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2943286 | PA      | $2623207.10   | 0.06%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179VFD7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2783846 | PA      | $2481112.89   | 0.06%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179VDC1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1301129 | PA      | $1159757.24   | 0.03%             | 2050-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179VCS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2841242 | PA      | $2673651.86   | 0.06%             | 2035-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179UPD8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    768211 | PA      | $790450.74    | 0.02%             | 2049-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179UH62<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2608433 | PA      | $2621190.65   | 0.06%             | 2048-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179U3S9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    579484 | PA      | $517538.40    | 0.01%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179TLV5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    792677 | PA      | $804869.58    | 0.02%             | 2047-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179TJ22<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1740307 | PA      | $1773362.36   | 0.04%             | 2047-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179TG74<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    772055 | PA      | $783839.05    | 0.02%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179TE43<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     37292 | PA      | $37864.79     | 0.00%             | 2047-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179TC29<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    568025 | PA      | $576693.01    | 0.01%             | 2047-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179SYU5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    494906 | PA      | $495147.85    | 0.01%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179SSS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    674215 | PA      | $686274.91    | 0.02%             | 2046-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179SQY6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    510706 | PA      | $519101.65    | 0.01%             | 2046-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179SLU9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    308631 | PA      | $305465.48    | 0.01%             | 2046-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GOVERNMENT NATIONAL MORTGAGE A           | GINNIE MAE II POOL                             | CUSIP: 36179RZV4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    124111 | PA      | $125612.47    | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** T. ROWE PRICE U.S. TREASURY FUNDS, INC.

**Signature:** /s/ Alan Dupski

**Name of Signer:** Alan Dupski

**Title:** Treasurer & Vice President