0001752724-23-169030.txt : 20230731 0001752724-23-169030.hdr.sgml : 20230731 20230731151552 ACCESSION NUMBER: 0001752724-23-169030 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20230531 FILED AS OF DATE: 20230731 DATE AS OF CHANGE: 20230731 PERIOD START: 20230831 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: 231127018 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 Shares VGLT NPORT-P 1 primary_doc.xml NPORT-P false 0001021882 XXXXXXXX S000026861 C000080849 C000080847 C000080848 VANGUARD SCOTTSDALE FUNDS 811-07803 0001021882 549300Y88GQ3VLJIBX57 100 Vanguard Boulevard Malvern 19355 610-669-1000 VANGUARD LONG-TERM TREASURY INDEX FUND S000026861 TFBXN648LOXYTVRKLD83 2023-08-31 2023-05-31 N 10003721714.45 11819398.48 9991902315.97 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 USD N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SY5 283417800.00000000 PA USD 219117386.63000000 2.192949647634 Long DBT UST US N 2 2041-05-15 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QN1 64792800.00000000 PA USD 72092110.64000000 0.721505358642 Long DBT UST US N 2 2041-02-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QK7 61954100.00000000 PA USD 61954100.00000000 0.620043091303 Long DBT UST US N 2 2040-08-15 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SE9 221720000.00000000 PA USD 200933750.00000000 2.010965916658 Long DBT UST US N 2 2048-11-15 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RV2 149609000.00000000 PA USD 126372852.19000000 1.264752678656 Long DBT UST US N 2 2047-02-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QH4 63161200.00000000 PA USD 67316019.53000000 0.673705740921 Long DBT UST US N 2 2040-05-15 Fixed 4.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RM2 77992600.00000000 PA USD 66123101.19000000 0.661766889817 Long DBT UST US N 2 2045-05-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RC4 98786900.00000000 PA USD 93415362.31000000 0.934910684231 Long DBT UST US N 2 2043-08-15 Fixed 3.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TN8 282490000.00000000 PA USD 271411081.19000000 2.716310394229 Long DBT UST US N 2 2053-02-15 Fixed 3.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810PW2 32028900.00000000 PA USD 34381022.34000000 0.344088855683 Long DBT UST US N 2 2038-02-15 Fixed 4.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QU5 73312500.00000000 PA USD 64858652.34000000 0.649112153912 Long DBT UST US N 2 2042-02-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RY6 159774900.00000000 PA USD 128918372.44000000 1.290228510680 Long DBT UST US N 2 2047-08-15 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SS8 321293900.00000000 PA USD 199051595.42000000 1.992129117413 Long DBT UST US N 2 2050-11-15 Fixed 1.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SD1 215994900.00000000 PA USD 182650687.31000000 1.827987119310 Long DBT UST US N 2 2048-08-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SX7 366648700.00000000 PA USD 272465815.19000000 2.726866282054 Long DBT UST US N 2 2051-05-15 Fixed 2.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TH1 223680000.00000000 PA USD 200822700.00000000 2.009854516682 Long DBT UST US N 2 2042-05-15 Fixed 3.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810PX0 37287000.00000000 PA USD 40503003.75000000 0.405358283830 Long DBT UST US N 2 2038-05-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QY7 114849700.00000000 PA USD 94894564.63000000 0.949714695252 Long DBT UST US N 2 2042-11-15 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QS0 63533500.00000000 PA USD 61835961.12000000 0.618860745077 Long DBT UST US N 2 2041-08-15 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RN0 108159000.00000000 PA USD 89619876.81000000 0.896925069681 Long DBT UST US N 2 2045-08-15 Fixed 2.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RH3 131927400.00000000 PA USD 114714990.43000000 1.148079582870 Long DBT UST US N 2 2044-08-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RX8 114188500.00000000 PA USD 96489282.50000000 0.965674797938 Long DBT UST US N 2 2047-05-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TD0 308311000.00000000 PA USD 222417466.93000000 2.225977195298 Long DBT UST US N 2 2052-02-15 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RG5 98936200.00000000 PA USD 89707312.54000000 0.897800135582 Long DBT UST US N 2 2044-05-15 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SC3 195375000.00000000 PA USD 168968857.43000000 1.691057939587 Long DBT UST US N 2 2048-05-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SJ8 205660000.00000000 PA USD 149392699.09000000 1.495137706172 Long DBT UST US N 2 2049-08-15 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RS9 130485000.00000000 PA USD 100636556.25000000 1.007181145968 Long DBT UST US N 2 2046-05-15 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SK5 189824000.00000000 PA USD 141715480.00000000 1.418303297195 Long DBT UST US N 2 2049-11-15 Fixed 2.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SH2 218664000.00000000 PA USD 180978615.32000000 1.811252848526 Long DBT UST US N 2 2049-05-15 Fixed 2.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RP5 63810900.00000000 PA USD 54029888.67000000 0.540736758241 Long DBT UST US N 2 2045-11-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TK4 190917000.00000000 PA USD 174420587.51000000 1.745619422552 Long DBT UST US N 2 2042-08-15 Fixed 3.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TB4 334739000.00000000 PA USD 220300104.38000000 2.204786410170 Long DBT UST US N 2 2051-11-15 Fixed 1.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SA7 184157700.00000000 PA USD 155670805.78000000 1.557969652397 Long DBT UST US N 2 2048-02-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RT7 163771700.00000000 PA USD 119962770.25000000 1.200599910372 Long DBT UST US N 2 2046-08-15 Fixed 2.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QA9 39315000.00000000 PA USD 37994259.75000000 0.380250512350 Long DBT UST US N 2 2039-02-15 Fixed 3.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810PT9 22884200.00000000 PA USD 25594547.44000000 0.256152898923 Long DBT UST US N 2 2037-02-15 Fixed 4.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TA6 372562300.00000000 PA USD 262714615.73000000 2.629275261329 Long DBT UST US N 2 2041-08-15 Fixed 1.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TJ7 283015800.00000000 PA USD 240651872.44000000 2.408469026517 Long DBT UST US N 2 2052-08-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QD3 67516700.00000000 PA USD 72084623.36000000 0.721430425163 Long DBT UST US N 2 2039-11-15 Fixed 4.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SR0 206551000.00000000 PA USD 134193602.81000000 1.343023566148 Long DBT UST US N 2 2040-05-15 Fixed 1.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QL5 59665100.00000000 PA USD 62517837.59000000 0.625685035872 Long DBT UST US N 2 2040-11-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TQ1 189730000.00000000 PA USD 186261507.92000000 1.864124588390 Long DBT UST US N 2 2043-02-15 Fixed 3.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RD2 100429700.00000000 PA USD 96694970.53000000 0.967733345185 Long DBT UST US N 2 2043-11-15 Fixed 3.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SN9 283346500.00000000 PA USD 158939677.34000000 1.590684859738 Long DBT UST US N 2 2050-05-15 Fixed 1.25000000 N N N N N N Vanguard Cmt Funds-Vanguard Market Liquidity Fund 1I6HV0TLSTR3A4XQ6L78 Vanguard Market Liquidity Fund N/A 832860.25500000 NS USD 83269368.29000000 0.833368518394 Long STIV CORP US N 1 N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810ST6 272013000.00000000 PA USD 182333714.06000000 1.824814817980 Long DBT UST US N 2 2040-11-15 Fixed 1.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TG3 296310000.00000000 PA USD 245474315.63000000 2.456732540686 Long DBT UST US N 2 2052-05-15 Fixed 2.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RU4 76977500.00000000 PA USD 63650770.31000000 0.637023544638 Long DBT UST US N 2 2046-11-15 Fixed 2.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QQ4 53586300.00000000 PA USD 56843339.62000000 0.568894068641 Long DBT UST US N 2 2041-05-15 Fixed 4.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QE1 57342100.00000000 PA USD 63022551.78000000 0.630736268100 Long DBT UST US N 2 2040-02-15 Fixed 4.62500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TC2 318894000.00000000 PA USD 234287435.63000000 2.344773079451 Long DBT UST US N 2 2041-11-15 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QT8 66089100.00000000 PA USD 58623093.68000000 0.586706032807 Long DBT UST US N 2 2041-11-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RB6 138164200.00000000 PA USD 116187456.94000000 1.162816181202 Long DBT UST US N 2 2043-05-15 Fixed 2.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SU3 361344800.00000000 PA USD 238713408.50000000 2.389068677327 Long DBT UST US N 2 2051-02-15 Fixed 1.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TF5 256994000.00000000 PA USD 200937183.75000000 2.011000281986 Long DBT UST US N 2 2042-02-15 Fixed 2.37500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810PU6 24386000.00000000 PA USD 27899108.13000000 0.279217182552 Long DBT UST US N 2 2037-05-15 Fixed 5.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810TL2 271785000.00000000 PA USD 279513885.94000000 2.797404108857 Long DBT UST US N 2 2052-11-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RK6 156577500.00000000 PA USD 121592214.84000000 1.216907561692 Long DBT UST US N 2 2045-02-15 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QW1 67385400.00000000 PA USD 58288371.00000000 0.583356093332 Long DBT UST US N 2 2042-05-15 Fixed 3.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810FT0 41037900.00000000 PA USD 44808257.06000000 0.448445707764 Long DBT UST US N 2 2036-02-15 Fixed 4.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QX9 76377200.00000000 PA USD 63321472.38000000 0.633727896626 Long DBT UST US N 2 2042-08-15 Fixed 2.75000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QZ4 84838400.00000000 PA USD 74405923.76000000 0.744662241554 Long DBT UST US N 2 2043-02-15 Fixed 3.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SL3 246399400.00000000 PA USD 168706589.19000000 1.688433131700 Long DBT UST US N 2 2050-02-15 Fixed 2.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810QB7 59186200.00000000 PA USD 62441441.00000000 0.624920450835 Long DBT UST US N 2 2039-05-15 Fixed 4.25000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RQ3 127333500.00000000 PA USD 98325337.03000000 0.984050223077 Long DBT UST US N 2 2046-02-15 Fixed 2.50000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SW9 330945000.00000000 PA USD 241072748.44000000 2.412681197400 Long DBT UST US N 2 2041-02-15 Fixed 1.87500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SQ2 246022000.00000000 PA USD 158453544.38000000 1.585819590397 Long DBT UST US N 2 2040-08-15 Fixed 1.12500000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810RJ9 114302700.00000000 PA USD 97193014.59000000 0.972717822057 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 53458600.00000000 PA USD 58019286.81000000 0.580663070707 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 912810TM0 180249000.00000000 PA USD 180361655.63000000 1.805078251633 Long DBT UST US N 2 2042-11-15 Fixed 4.00000000 N N N N N N United States Treasury Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SP4 319440000.00000000 PA USD 185075550.00000000 1.852255397895 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 227165900.00000000 PA USD 192452110.91000000 1.926080788464 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 359500700.00000000 PA USD 244516630.01000000 2.447147923165 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 107470800.00000000 PA USD 101391982.88000000 1.014741534431 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 160992900.00000000 PA USD 129901146.19000000 1.300064212821 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N 2023-07-25 VANGUARD SCOTTSDALE FUNDS Ashley Grim Ashley Grim Treasurer XXXX NPORT-EX 2 vg_longtermtreasuryindex.htm
Vanguard® Long-Term Treasury Index Fund
Schedule of Investments (unaudited)
As of May 31, 2023
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 (99.2%)
U.S. Government Securities (99.2%)
  United States Treasury Note/Bond 4.500% 2/15/36  41,095     44,871
  United States Treasury Note/Bond 4.750% 2/15/37  22,922     25,637
  United States Treasury Note/Bond 5.000% 5/15/37  24,462     27,986
  United States Treasury Note/Bond 4.375% 2/15/38  32,105     34,463
  United States Treasury Note/Bond 4.500% 5/15/38  37,382     40,606
  United States Treasury Note/Bond 3.500% 2/15/39  39,429     38,104
  United States Treasury Note/Bond 4.250% 5/15/39  56,922     60,053
  United States Treasury Note/Bond 4.500% 8/15/39  53,630     58,205
  United States Treasury Note/Bond 4.375% 11/15/39  60,597     64,696
  United States Treasury Note/Bond 4.625% 2/15/40  57,513     63,210
  United States Treasury Note/Bond 1.125% 5/15/40 207,159    134,589
  United States Treasury Note/Bond 4.375% 5/15/40  55,594     59,251
  United States Treasury Note/Bond 1.125% 8/15/40 246,763 158,931
  United States Treasury Note/Bond 3.875% 8/15/40 62,144 62,144
  United States Treasury Note/Bond 1.375% 11/15/40 272,830 182,881
  United States Treasury Note/Bond 4.250% 11/15/40 59,855 62,717
  United States Treasury Note/Bond 1.875% 2/15/41 331,933 241,792
  United States Treasury Note/Bond 4.750% 2/15/41 65,002 72,325
  United States Treasury Note/Bond 2.250% 5/15/41 284,273 219,778
  United States Treasury Note/Bond 4.375% 5/15/41 53,757 57,025
  United States Treasury Note/Bond 1.750% 8/15/41 373,683 263,505
  United States Treasury Note/Bond 3.750% 8/15/41 63,724 62,021
  United States Treasury Note/Bond 2.000% 11/15/41 319,844 234,985
  United States Treasury Note/Bond 3.125% 11/15/41 66,279 58,792
  United States Treasury Note/Bond 2.375% 2/15/42 257,773 201,546
  United States Treasury Note/Bond 3.125% 2/15/42 66,919 59,202
  United States Treasury Note/Bond 3.000% 5/15/42 61,750 53,414
  United States Treasury Note/Bond 3.250% 5/15/42 224,345 201,420
  United States Treasury Note/Bond 2.750% 8/15/42 72,368 59,998
  United States Treasury Note/Bond 3.375% 8/15/42 191,487 174,941
  United States Treasury Note/Bond 2.750% 11/15/42 115,192 95,177
  United States Treasury Note/Bond 4.000% 11/15/42 180,800 180,913
  United States Treasury Note/Bond 3.125% 2/15/43 85,085 74,623
  United States Treasury Note/Bond 3.875% 2/15/43 180,543 177,242
  United States Treasury Note/Bond 2.875% 5/15/43 138,582 116,539
  United States Treasury Note/Bond 3.875% 5/15/43 66,209 65,019
  United States Treasury Note/Bond 3.625% 8/15/43 99,091 93,703
  United States Treasury Note/Bond 3.750% 11/15/43 100,734 96,988
  United States Treasury Note/Bond 3.625% 2/15/44 107,794 101,697
  United States Treasury Note/Bond 3.375% 5/15/44 99,240 89,983
  United States Treasury Note/Bond 3.125% 8/15/44 127,666 111,010
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 3.000% 11/15/44 114,645     97,484
  United States Treasury Note/Bond 2.500% 2/15/45 157,052    121,961
  United States Treasury Note/Bond 3.000% 5/15/45  78,221     66,316
  United States Treasury Note/Bond 2.875% 8/15/45 108,482     89,888
  United States Treasury Note/Bond 3.000% 11/15/45  60,184     50,959
  United States Treasury Note/Bond 2.500% 2/15/46 123,726     95,540
  United States Treasury Note/Bond 2.500% 5/15/46 130,865    100,930
  United States Treasury Note/Bond 2.250% 8/15/46 159,347    116,721
  United States Treasury Note/Bond 2.875% 11/15/46  77,205     63,839
  United States Treasury Note/Bond 3.000% 2/15/47 145,614    122,998
  United States Treasury Note/Bond 3.000% 5/15/47 114,530     96,778
  United States Treasury Note/Bond 2.750% 8/15/47 160,250    129,302
  United States Treasury Note/Bond 2.750% 11/15/47 157,174    126,820
  United States Treasury Note/Bond 3.000% 2/15/48 184,690    156,121
  United States Treasury Note/Bond 3.125% 5/15/48 195,945 169,462
  United States Treasury Note/Bond 3.000% 8/15/48 214,515 181,399
  United States Treasury Note/Bond 3.375% 11/15/48 220,363 199,704
  United States Treasury Note/Bond 3.000% 2/15/49 224,358 190,073
  United States Treasury Note/Bond 2.875% 5/15/49 219,329 181,529
  United States Treasury Note/Bond 2.250% 8/15/49 206,287 149,848
  United States Treasury Note/Bond 2.375% 11/15/49 190,413 142,155
  United States Treasury Note/Bond 2.000% 2/15/50 243,281 166,572
  United States Treasury Note/Bond 1.250% 5/15/50 279,034 156,521
  United States Treasury Note/Bond 1.375% 8/15/50 320,409 185,637
  United States Treasury Note/Bond 1.625% 11/15/50 317,435 196,661
  United States Treasury Note/Bond 1.875% 2/15/51 358,045 236,533
  United States Treasury Note/Bond 2.375% 5/15/51 364,159 270,615
  United States Treasury Note/Bond 2.000% 8/15/51 356,978 242,801
  United States Treasury Note/Bond 1.875% 11/15/51 332,297 218,693
  United States Treasury Note/Bond 2.250% 2/15/52 305,628 220,482
  United States Treasury Note/Bond 2.875% 5/15/52 293,922 243,496
  United States Treasury Note/Bond 3.000% 8/15/52 280,643 238,634
  United States Treasury Note/Bond 4.000% 11/15/52 269,857 277,531
  United States Treasury Note/Bond 3.625% 2/15/53 280,402 269,405
  United States Treasury Note/Bond 3.625% 5/15/53 101,191 97,412
Total U.S. Government and Agency Obligations (Cost $12,102,416) 9,952,802
          Shares  
Temporary Cash Investments (0.8%)
Money Market Fund (0.8%)
1 Vanguard Market Liquidity Fund
(Cost $82,806) 		5.125%   828,141 82,798
Total Investments (100.0%) (Cost $12,185,222)   10,035,600
Other Assets and Liabilities—Net (0.0%)   (2,340)
Net Assets (100%)   10,033,260
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 May 31, 2023, 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 — 9,952,802 — 9,952,802
Temporary Cash Investments 82,798 — — 82,798
Total 82,798 9,952,802 — 10,035,600