0001752724-22-020348.txt : 20220131 0001752724-22-020348.hdr.sgml : 20220131 20220131161945 ACCESSION NUMBER: 0001752724-22-020348 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20211130 FILED AS OF DATE: 20220131 PERIOD START: 20220831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD SCOTTSDALE FUNDS CENTRAL INDEX KEY: 0001021882 IRS NUMBER: 232439140 STATE OF INCORPORATION: DE FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-07803 FILM NUMBER: 22574235 BUSINESS ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 BUSINESS PHONE: 6106691000 MAIL ADDRESS: STREET 1: PO BOX 2600 STREET 2: V26 CITY: VALLEY FORGE STATE: PA ZIP: 19482 FORMER COMPANY: FORMER CONFORMED NAME: VANGUARD TREASURY FUND DATE OF NAME CHANGE: 19960829 0001021882 S000026861 Vanguard Long-Term Treasury Index Fund C000080847 Admiral Shares VLGSX C000080848 Institutional Shares VLGIX C000080849 ETF 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83857700.00000000 PA USD 101664362.68000000 1.503928984589 Long DBT UST US N 2 2044-11-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QC5 27008600.00000000 PA USD 38672939.13000000 0.572091857398 Long DBT UST US N 2 2039-08-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SP4 223403000.00000000 PA USD 201586311.95000000 2.982082309337 Long DBT UST US N 2 2050-08-15 Fixed 1.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SF6 147454900.00000000 PA USD 185885333.31000000 2.749816486381 Long DBT UST US N 2 2049-02-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SZ2 176209700.00000000 PA USD 184552136.79000000 2.730094404467 Long DBT UST US N 2 2051-08-15 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RE0 85624800.00000000 PA USD 113064876.91000000 1.672577696269 Long DBT UST US N 2 2044-02-15 Fixed 3.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RZ3 110874900.00000000 PA USD 132200999.59000000 1.955659877600 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N 2022-01-28 VANGUARD SCOTTSDALE FUNDS Christine M. Buchanan Christine M. Buchanan Chief Financial Officer and Acting Treasurer XXXX NPORT-EX 2 vg_longtermtreasuryindexfnd.htm
Vanguard® Long-Term Treasury Index Fund
Schedule of Investments (unaudited)
As of November 30, 2021
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
U.S. Government and Agency Obligations (99.7%)
U.S. Government Securities (99.7%)
  United States Treasury Note/Bond 6.250% 5/15/30   1,077     1,497
  United States Treasury Note/Bond 4.500% 2/15/36  18,197    25,402
  United States Treasury Note/Bond 4.750% 2/15/37  13,535    19,508
  United States Treasury Note/Bond 5.000% 5/15/37  13,811    20,419
  United States Treasury Note/Bond 4.375% 2/15/38  14,620    20,450
  United States Treasury Note/Bond 4.500% 5/15/38  18,666    26,494
  United States Treasury Note/Bond 3.500% 2/15/39  45,765    58,236
  United States Treasury Note/Bond 4.250% 5/15/39  29,037    40,353
  United States Treasury Note/Bond 4.500% 8/15/39  27,009    38,673
  United States Treasury Note/Bond 4.375% 11/15/39  53,909    76,129
  United States Treasury Note/Bond 4.625% 2/15/40  46,949    68,296
  United States Treasury Note/Bond 1.125% 5/15/40 133,399   118,287
  United States Treasury Note/Bond 4.375% 5/15/40 36,087 51,176
  United States Treasury Note/Bond 1.125% 8/15/40 185,070 163,613
  United States Treasury Note/Bond 3.875% 8/15/40 39,227 52,411
  United States Treasury Note/Bond 1.375% 11/15/40 183,948 169,606
  United States Treasury Note/Bond 4.250% 11/15/40 35,466 49,586
  United States Treasury Note/Bond 1.875% 2/15/41 205,831 206,474
  United States Treasury Note/Bond 4.750% 2/15/41 37,244 55,435
  United States Treasury Note/Bond 2.250% 5/15/41 180,757 192,450
  United States Treasury Note/Bond 4.375% 5/15/41 36,433 51,992
  United States Treasury Note/Bond 1.750% 8/15/41 153,903 151,090
  United States Treasury Note/Bond 3.750% 8/15/41 40,397 53,405
  United States Treasury Note/Bond 2.000% 11/15/41 26,165 26,823
  United States Treasury Note/Bond 3.125% 11/15/41 44,164 53,770
  United States Treasury Note/Bond 3.125% 2/15/42 47,114 57,449
  United States Treasury Note/Bond 3.000% 5/15/42 44,041 52,795
  United States Treasury Note/Bond 2.750% 8/15/42 50,263 57,999
  United States Treasury Note/Bond 2.750% 11/15/42 75,667 87,371
  United States Treasury Note/Bond 3.125% 2/15/43 65,954 80,547
  United States Treasury Note/Bond 2.875% 5/15/43 111,852 131,758
  United States Treasury Note/Bond 3.625% 8/15/43 81,744 107,519
  United States Treasury Note/Bond 3.750% 11/15/43 80,861 108,429
  United States Treasury Note/Bond 3.625% 2/15/44 85,625 113,065
  United States Treasury Note/Bond 3.375% 5/15/44 63,948 81,694
  United States Treasury Note/Bond 3.125% 8/15/44 94,466 116,518
  United States Treasury Note/Bond 3.000% 11/15/44 83,858 101,664
  United States Treasury Note/Bond 2.500% 2/15/45 106,453 119,228
  United States Treasury Note/Bond 3.000% 5/15/45 51,685 62,983
  United States Treasury Note/Bond 2.875% 8/15/45 74,877 89,618
  United States Treasury Note/Bond 3.000% 11/15/45 36,436 44,600
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 2.500% 2/15/46  88,920   100,230
  United States Treasury Note/Bond 2.500% 5/15/46  38,795    43,772
  United States Treasury Note/Bond 2.250% 8/15/46 107,624   116,217
  United States Treasury Note/Bond 2.875% 11/15/46  26,379    31,897
  United States Treasury Note/Bond 3.000% 2/15/47  62,716    77,640
  United States Treasury Note/Bond 3.000% 5/15/47  80,837   100,365
  United States Treasury Note/Bond 2.750% 8/15/47  68,325    81,371
  United States Treasury Note/Bond 2.750% 11/15/47 110,875   132,201
  United States Treasury Note/Bond 3.000% 2/15/48 118,357   147,890
  United States Treasury Note/Bond 3.125% 5/15/48 130,392   166,881
  United States Treasury Note/Bond 3.000% 8/15/48 139,617   174,957
  United States Treasury Note/Bond 3.375% 11/15/48 142,122   190,532
  United States Treasury Note/Bond 3.000% 2/15/49 147,455   185,885
  United States Treasury Note/Bond 2.875% 5/15/49 146,389   180,928
  United States Treasury Note/Bond 2.250% 8/15/49 156,445 171,992
  United States Treasury Note/Bond 2.375% 11/15/49 125,524 141,744
  United States Treasury Note/Bond 2.000% 2/15/50 178,957 186,955
  United States Treasury Note/Bond 1.250% 5/15/50 190,208 166,314
  United States Treasury Note/Bond 1.375% 8/15/50 223,403 201,586
  United States Treasury Note/Bond 1.625% 11/15/50 221,059 211,906
  United States Treasury Note/Bond 1.875% 2/15/51 224,367 228,083
  United States Treasury Note/Bond 2.375% 5/15/51 220,337 249,944
  United States Treasury Note/Bond 2.000% 8/15/51 176,210 184,552
  United States Treasury Note/Bond 1.875% 11/15/51 56,210 57,317
Total U.S. Government and Agency Obligations (Cost $6,652,182) 6,735,971
          Shares  
Temporary Cash Investments (0.5%)
Money Market Fund (0.5%)
1 Vanguard Market Liquidity Fund
(Cost $34,609) 		0.077%   346,090 34,609
Total Investments (100.2%) (Cost $6,686,791)   6,770,580
Other Assets and Liabilities—Net (-0.2%)   (10,628)
Net Assets (100%)   6,759,952
Cost is in $000.
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value.
B.  Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments as of November 30, 2021, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
U.S. Government and Agency Obligations — 6,735,971 — 6,735,971
Temporary Cash Investments 34,609 — — 34,609
Total 34,609 6,735,971 — 6,770,580