NPORT-EX 2 vg_longtermtreasindx.htm
Vanguard® Long-Term Treasury Index Fund
Schedule of Investments (unaudited)
As of November 30, 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 (99.3%)
U.S. Government Securities (99.3%)
  United States Treasury Note/Bond 4.500% 2/15/36  25,093    27,320
  United States Treasury Note/Bond 4.750% 2/15/37  17,848    19,917
  United States Treasury Note/Bond 5.000% 5/15/37  24,636    28,100
  United States Treasury Note/Bond 4.375% 2/15/38  22,947    24,607
  United States Treasury Note/Bond 4.500% 5/15/38  30,294    32,926
  United States Treasury Note/Bond 3.500% 2/15/39  29,323    28,201
  United States Treasury Note/Bond 4.250% 5/15/39  44,647    47,019
  United States Treasury Note/Bond 4.500% 8/15/39  48,462    52,558
  United States Treasury Note/Bond 4.375% 11/15/39  50,177    53,509
  United States Treasury Note/Bond 4.625% 2/15/40  52,531    57,735
  United States Treasury Note/Bond 1.125% 5/15/40 157,646   100,795
  United States Treasury Note/Bond 4.375% 5/15/40  52,102    55,456
  United States Treasury Note/Bond 1.125% 8/15/40 193,323 122,700
  United States Treasury Note/Bond 3.875% 8/15/40 52,202 52,015
  United States Treasury Note/Bond 1.375% 11/15/40 215,864 143,077
  United States Treasury Note/Bond 4.250% 11/15/40 52,435 54,811
  United States Treasury Note/Bond 1.875% 2/15/41 259,257 187,232
  United States Treasury Note/Bond 4.750% 2/15/41 54,823 61,008
  United States Treasury Note/Bond 2.250% 5/15/41 224,030 172,048
  United States Treasury Note/Bond 4.375% 5/15/41 50,368 53,430
  United States Treasury Note/Bond 1.750% 8/15/41 289,351 201,777
  United States Treasury Note/Bond 3.750% 8/15/41 52,387 50,921
  United States Treasury Note/Bond 2.000% 11/15/41 243,202 177,081
  United States Treasury Note/Bond 3.125% 11/15/41 53,769 47,527
  United States Treasury Note/Bond 2.375% 2/15/42 196,811 153,082
  United States Treasury Note/Bond 3.125% 2/15/42 55,744 49,220
  United States Treasury Note/Bond 3.000% 5/15/42 51,440 44,335
  United States Treasury Note/Bond 3.250% 5/15/42 175,347 157,401
  United States Treasury Note/Bond 2.750% 8/15/42 59,492 48,970
  United States Treasury Note/Bond 3.375% 8/15/42 150,490 137,698
  United States Treasury Note/Bond 2.750% 11/15/42 88,058 72,249
  United States Treasury Note/Bond 4.000% 11/15/42 40,000 40,181
  United States Treasury Note/Bond 3.125% 2/15/43 76,222 66,504
  United States Treasury Note/Bond 2.875% 5/15/43 115,792 96,741
  United States Treasury Note/Bond 3.625% 8/15/43 83,957 79,103
  United States Treasury Note/Bond 3.750% 11/15/43 81,829 78,466
  United States Treasury Note/Bond 3.625% 2/15/44 89,139 83,763
  United States Treasury Note/Bond 3.375% 5/15/44 85,256 76,811
  United States Treasury Note/Bond 3.125% 8/15/44 105,178 90,799
  United States Treasury Note/Bond 3.000% 11/15/44 96,123 81,149
  United States Treasury Note/Bond 2.500% 2/15/45 127,542 98,268
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 3.000% 5/15/45  62,467    52,589
  United States Treasury Note/Bond 2.875% 8/15/45  84,908    69,850
  United States Treasury Note/Bond 3.000% 11/15/45  50,177    42,211
  United States Treasury Note/Bond 2.500% 2/15/46 103,542    79,242
  United States Treasury Note/Bond 2.500% 5/15/46 102,293    78,142
  United States Treasury Note/Bond 2.250% 8/15/46 126,735    91,922
  United States Treasury Note/Bond 2.875% 11/15/46  57,540    47,255
  United States Treasury Note/Bond 3.000% 2/15/47 115,752    97,105
  United States Treasury Note/Bond 3.000% 5/15/47  85,784    72,059
  United States Treasury Note/Bond 2.750% 8/15/47 124,916   100,128
  United States Treasury Note/Bond 2.750% 11/15/47 125,917   100,930
  United States Treasury Note/Bond 3.000% 2/15/48 145,546   122,554
  United States Treasury Note/Bond 3.125% 5/15/48 153,012   132,140
  United States Treasury Note/Bond 3.000% 8/15/48 169,365   142,981
  United States Treasury Note/Bond 3.375% 11/15/48 173,666 157,466
  United States Treasury Note/Bond 3.000% 2/15/49 182,857 155,028
  United States Treasury Note/Bond 2.875% 5/15/49 180,563 149,529
  United States Treasury Note/Bond 2.250% 8/15/49 167,948 121,946
  United States Treasury Note/Bond 2.375% 11/15/49 159,082 118,839
  United States Treasury Note/Bond 2.000% 2/15/50 200,889 137,170
  United States Treasury Note/Bond 1.250% 5/15/50 230,609 128,565
  United States Treasury Note/Bond 1.375% 8/15/50 259,930 149,785
  United States Treasury Note/Bond 1.625% 11/15/50 257,231 158,720
  United States Treasury Note/Bond 1.875% 2/15/51 286,858 189,012
  United States Treasury Note/Bond 2.375% 5/15/51 289,059 214,897
  United States Treasury Note/Bond 2.000% 8/15/51 286,014 194,266
  United States Treasury Note/Bond 1.875% 11/15/51 266,229 175,004
  United States Treasury Note/Bond 2.250% 2/15/52 243,192 175,554
  United States Treasury Note/Bond 2.875% 5/15/52 231,577 192,462
  United States Treasury Note/Bond 3.000% 8/15/52 215,188 184,187
  United States Treasury Note/Bond 4.000% 11/15/52 81,051 84,242
Total U.S. Government and Agency Obligations (Cost $9,512,539) 7,222,290
          Shares  
Temporary Cash Investments (0.8%)
Money Market Fund (0.8%)
1 Vanguard Market Liquidity Fund
(Cost $58,516) 		3.877%   585,226 58,517
Total Investments (100.1%) (Cost $9,571,055)   7,280,807
Other Assets and Liabilities—Net (-0.1%)   (4,000)
Net Assets (100%)   7,276,807
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 valuation designee to represent fair value and subject to oversight by the board of trustees.
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, 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 — 7,222,290 — 7,222,290
Temporary Cash Investments 58,517 — — 58,517
Total 58,517 7,222,290 — 7,280,807