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