NPORT-EX 2 vg_longtermtreasindx.htm
Vanguard® Long-Term Treasury Index Fund
Schedule of Investments (unaudited)
As of May 31, 2022
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 (99.4%)
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.
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 May 31, 2022, 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 — 7,268,605 — 7,268,605
Temporary Cash Investments 52,559 — — 52,559
Total 52,559 7,268,605 — 7,321,164