NPORT-EX 2 vg_intermediatetermtreas.htm
Vanguard® Intermediate-Term Treasury Index Fund
Schedule of Investments (unaudited)
As of November 30, 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 1.250% 12/31/26   311,414    283,289
  United States Treasury Note/Bond 1.750% 12/31/26   119,913    110,770
  United States Treasury Note/Bond 1.500% 1/31/27   419,656    383,657
  United States Treasury Note/Bond 2.250% 2/15/27   249,690    233,460
  United States Treasury Note/Bond 6.625% 2/15/27    15,729     16,700
  United States Treasury Note/Bond 1.125% 2/28/27    25,424     22,921
  United States Treasury Note/Bond 1.875% 2/28/27   249,593    230,406
  United States Treasury Note/Bond 0.625% 3/31/27   149,474    132,004
  United States Treasury Note/Bond 2.500% 3/31/27   279,695    263,263
  United States Treasury Note/Bond 0.500% 4/30/27   210,395    184,490
  United States Treasury Note/Bond 2.750% 4/30/27   274,233    259,793
  United States Treasury Note/Bond 2.375% 5/15/27   301,705    282,094
  United States Treasury Note/Bond 0.500% 5/31/27 192,520 168,305
  United States Treasury Note/Bond 2.625% 5/31/27 262,801 247,649
  United States Treasury Note/Bond 0.500% 6/30/27 224,641 195,789
  United States Treasury Note/Bond 3.250% 6/30/27 274,772 264,382
  United States Treasury Note/Bond 0.375% 7/31/27 260,963 225,692
  United States Treasury Note/Bond 2.750% 7/31/27 256,979 242,685
  United States Treasury Note/Bond 2.250% 8/15/27 240,845 223,271
  United States Treasury Note/Bond 6.375% 8/15/27 29,720 31,619
  United States Treasury Note/Bond 0.500% 8/31/27 232,334 201,332
  United States Treasury Note/Bond 3.125% 8/31/27 245,843 235,087
  United States Treasury Note/Bond 0.375% 9/30/27 286,888 246,634
  United States Treasury Note/Bond 4.125% 9/30/27 237,893 235,663
  United States Treasury Note/Bond 0.500% 10/31/27 257,676 222,004
  United States Treasury Note/Bond 4.125% 10/31/27 213,467 211,499
  United States Treasury Note/Bond 2.250% 11/15/27 274,398 253,432
  United States Treasury Note/Bond 6.125% 11/15/27 41,988 44,560
  United States Treasury Note/Bond 0.625% 11/30/27 299,519 258,616
  United States Treasury Note/Bond 3.875% 11/30/27 237,649 233,304
  United States Treasury Note/Bond 0.625% 12/31/27 361,102 310,999
  United States Treasury Note/Bond 3.875% 12/31/27 235,779 231,469
  United States Treasury Note/Bond 0.750% 1/31/28 355,586 307,026
  United States Treasury Note/Bond 3.500% 1/31/28 212,274 205,309
  United States Treasury Note/Bond 2.750% 2/15/28 332,177 311,520
  United States Treasury Note/Bond 1.125% 2/29/28 414,962 363,221
  United States Treasury Note/Bond 4.000% 2/29/28 17,820 17,575
  United States Treasury Note/Bond 1.250% 3/31/28 355,808 312,333
  United States Treasury Note/Bond 3.625% 3/31/28 224,099 217,761
  United States Treasury Note/Bond 1.250% 4/30/28 340,189 298,091
  United States Treasury Note/Bond 3.500% 4/30/28 154,145 148,967
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 2.875% 5/15/28   352,286    331,314
  United States Treasury Note/Bond 1.250% 5/31/28   379,835    332,000
  United States Treasury Note/Bond 3.625% 5/31/28   185,563    180,286
  United States Treasury Note/Bond 1.250% 6/30/28   320,404    279,452
  United States Treasury Note/Bond 4.000% 6/30/28   155,712    153,595
  United States Treasury Note/Bond 1.000% 7/31/28   341,548    293,678
  United States Treasury Note/Bond 4.125% 7/31/28   198,058    196,418
  United States Treasury Note/Bond 2.875% 8/15/28   356,979    334,724
  United States Treasury Note/Bond 5.500% 8/15/28    40,278     42,185
  United States Treasury Note/Bond 1.125% 8/31/28   327,959    282,967
  United States Treasury Note/Bond 4.375% 8/31/28   217,153    217,764
  United States Treasury Note/Bond 1.250% 9/30/28   329,589    285,506
  United States Treasury Note/Bond 4.625% 9/30/28   167,272    169,467
  United States Treasury Note/Bond 1.375% 10/31/28   329,583    286,634
  United States Treasury Note/Bond 4.875% 10/31/28 229,821 235,495
  United States Treasury Note/Bond 3.125% 11/15/28 326,588 308,830
  United States Treasury Note/Bond 5.250% 11/15/28 48,351 50,187
  United States Treasury Note/Bond 1.500% 11/30/28 325,605 284,396
  United States Treasury Note/Bond 4.375% 11/30/28 311,353 312,569
  United States Treasury Note/Bond 1.375% 12/31/28 305,477 264,429
  United States Treasury Note/Bond 1.750% 1/31/29 314,390 276,958
  United States Treasury Note/Bond 2.625% 2/15/29 339,687 312,406
  United States Treasury Note/Bond 5.250% 2/15/29 29,065 30,150
  United States Treasury Note/Bond 1.875% 2/28/29 294,646 260,762
  United States Treasury Note/Bond 2.375% 3/31/29 277,918 251,993
  United States Treasury Note/Bond 2.875% 4/30/29 252,857 234,920
  United States Treasury Note/Bond 2.375% 5/15/29 285,930 258,677
  United States Treasury Note/Bond 2.750% 5/31/29 246,051 226,828
  United States Treasury Note/Bond 3.250% 6/30/29 234,799 221,922
  United States Treasury Note/Bond 2.625% 7/31/29 223,988 204,599
  United States Treasury Note/Bond 1.625% 8/15/29 246,139 213,179
  United States Treasury Note/Bond 6.125% 8/15/29 30,369 32,965
  United States Treasury Note/Bond 3.125% 8/31/29 215,990 202,457
  United States Treasury Note/Bond 3.875% 9/30/29 217,163 211,598
  United States Treasury Note/Bond 4.000% 10/31/29 203,697 199,782
  United States Treasury Note/Bond 1.750% 11/15/29 176,529 153,277
  United States Treasury Note/Bond 3.875% 11/30/29 201,518 196,260
  United States Treasury Note/Bond 3.875% 12/31/29 208,114 202,619
  United States Treasury Note/Bond 3.500% 1/31/30 211,219 201,351
  United States Treasury Note/Bond 1.500% 2/15/30 315,322 266,792
  United States Treasury Note/Bond 4.000% 2/28/30 217,625 213,170
  United States Treasury Note/Bond 3.625% 3/31/30 190,832 182,960
  United States Treasury Note/Bond 3.500% 4/30/30 203,033 193,230
  United States Treasury Note/Bond 0.625% 5/15/30 456,995 361,669
  United States Treasury Note/Bond 6.250% 5/15/30 42,978 47,383
  United States Treasury Note/Bond 3.750% 5/31/30 222,034 214,297
  United States Treasury Note/Bond 3.750% 6/30/30 180,992 174,601
  United States Treasury Note/Bond 4.000% 7/31/30 185,321 181,383
  United States Treasury Note/Bond 0.625% 8/15/30 538,633 422,574
  United States Treasury Note/Bond 4.125% 8/31/30 204,617 201,708
  United States Treasury Note/Bond 4.625% 9/30/30 137,467 139,572
  United States Treasury Note/Bond 4.875% 10/31/30 188,388 194,099
  United States Treasury Note/Bond 0.875% 11/15/30 575,801 457,582
  United States Treasury Note/Bond 4.375% 11/30/30 221,271 221,478
  United States Treasury Note/Bond 1.125% 2/15/31 530,142 427,427
  United States Treasury Note/Bond 5.375% 2/15/31 28,276 30,012
  United States Treasury Note/Bond 1.625% 5/15/31 528,950 438,533
  United States Treasury Note/Bond 1.250% 8/15/31 638,750 510,601
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 1.375% 11/15/31   633,595    507,866
  United States Treasury Note/Bond 1.875% 2/15/32   592,703    491,851
  United States Treasury Note/Bond 2.875% 5/15/32   578,380    517,740
  United States Treasury Note/Bond 2.750% 8/15/32   558,259    493,100
  United States Treasury Note/Bond 4.125% 11/15/32   555,284    545,219
  United States Treasury Note/Bond 3.500% 2/15/33   536,803    501,827
  United States Treasury Note/Bond 3.375% 5/15/33   534,622    494,191
  United States Treasury Note/Bond 3.875% 8/15/33   566,625    545,200
  United States Treasury Note/Bond 4.500% 11/15/33   206,921    209,572
Total U.S. Government and Agency Obligations (Cost $28,185,364) 26,788,877
          Shares  
Temporary Cash Investments (0.5%)
Money Market Fund (0.5%)
1 Vanguard Market Liquidity Fund
(Cost $146,222) 		5.438%   1,462,381           146,223
Total Investments (99.7%) (Cost $28,331,586)   26,935,100
Other Assets and Liabilities—Net (0.3%)   71,611
Net Assets (100%)   27,006,711
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 other 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, 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 — 26,788,877 — 26,788,877
Temporary Cash Investments 146,223 — — 146,223
Total 146,223 26,788,877 — 26,935,100