Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (99.4%) | ||||||
U.S. Government Securities (99.4%) | ||||||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 28,246 | 33,723 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 19,219 | 23,459 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 27,635 | 34,570 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 24,214 | 28,485 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 26,948 | 32,110 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 29,845 | 31,552 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 39,625 | 45,804 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 46,721 | 55,554 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 52,881 | 61,846 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 51,256 | 61,780 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 154,137 | 109,269 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 45,519 | 53,144 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 200,754 | 141,406 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 44,583 | 48,763 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 217,655 | 159,908 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 53,071 | 60,700 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 252,774 | 202,456 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 53,557 | 65,247 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 218,764 | 186,052 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 45,986 | 53,315 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 281,490 | 218,771 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 48,353 | 51,631 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 235,448 | 191,228 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 49,277 | 48,138 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 194,097 | 168,076 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 53,437 | 52,101 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 49,339 | 47,088 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 64,725 | 64,482 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 58,253 | 53,229 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 86,738 | 79,094 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 73,712 | 71,386 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 111,727 | 103,854 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 82,797 | 86,549 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 85,248 | 90,815 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 93,427 | 97,573 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 83,691 | 84,083 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 105,907 | 102,134 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 94,445 | 89,103 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 124,764 | 107,687 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 61,187 | 57,754 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 83,392 | 77,059 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 49,590 | 46,893 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 101,849 | 87,909 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 98,810 | 85,224 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 127,041 | 104,193 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 57,083 | 52,891 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 110,906 | 105,274 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 87,611 | 83,204 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 124,661 | 113,363 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 125,645 | 114,415 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 141,939 | 135,951 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 153,850 | 151,206 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 163,048 | 156,577 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 167,374 | 172,787 | ||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 181,118 | 175,232 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 177,257 | 167,813 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 166,365 | 138,577 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 152,889 | 130,887 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 196,519 | 154,391 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 222,948 | 143,802 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 259,401 | 173,069 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 254,674 | 181,773 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 279,965 | 212,904 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 286,532 | 245,970 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 283,642 | 222,437 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 264,310 | 201,289 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 236,282 | 197,554 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 85,280 | 82,042 | ||
Total U.S. Government and Agency Obligations (Cost $8,941,601) | 7,268,605 | |||||
Shares | ||||||
Temporary Cash Investments (0.7%) | ||||||
Money Market Fund (0.7%) | ||||||
1 | Vanguard Market Liquidity Fund (Cost $52,559) | 0.854% | 525,639 | 52,559 | ||
Total Investments (100.1%) (Cost $8,994,160) | 7,321,164 | |||||
Other Assets and Liabilities—Net (-0.1%) | (6,991) | |||||
Net Assets (100%) | 7,314,173 |
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. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 7,268,605 | — | 7,268,605 |
Temporary Cash Investments | 52,559 | — | — | 52,559 |
Total | 52,559 | 7,268,605 | — | 7,321,164 |