NPORT-EX 2 vg_intermedtermtreasindex.htm
Vanguard® Intermediate-Term Treasury Index Fund
Schedule of Investments (unaudited)
As of May 31, 2024
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 (99.1%)
U.S. Government Securities (99.1%)
  United States Treasury Note/Bond 0.500% 6/30/27 192,909 170,212
  United States Treasury Note/Bond 3.250% 6/30/27 306,798 294,622
  United States Treasury Note/Bond 0.375% 7/31/27 286,821 251,148
  United States Treasury Note/Bond 2.750% 7/31/27 292,822 276,625
  United States Treasury Note/Bond 2.250% 8/15/27 295,862 274,874
  United States Treasury Note/Bond 6.375% 8/15/27 34,829 36,581
  United States Treasury Note/Bond 0.500% 8/31/27 252,060 220,946
  United States Treasury Note/Bond 3.125% 8/31/27 301,667 287,998
  United States Treasury Note/Bond 0.375% 9/30/27 310,800 270,445
  United States Treasury Note/Bond 4.125% 9/30/27 293,947 289,400
  United States Treasury Note/Bond 0.500% 10/31/27 317,327 276,471
  United States Treasury Note/Bond 4.125% 10/31/27 279,020 274,617
  United States Treasury Note/Bond 2.250% 11/15/27 292,154 270,334
  United States Treasury Note/Bond 6.125% 11/15/27 48,683 50,965
  United States Treasury Note/Bond 0.625% 11/30/27 325,399 283,961
  United States Treasury Note/Bond 3.875% 11/30/27 292,234 285,293
  United States Treasury Note/Bond 0.625% 12/31/27 382,481 332,758
  United States Treasury Note/Bond 3.875% 12/31/27 290,041 283,107
  United States Treasury Note/Bond 0.750% 1/31/28 410,765 358,007
  United States Treasury Note/Bond 3.500% 1/31/28 270,743 260,759
  United States Treasury Note/Bond 2.750% 2/15/28 410,162 384,399
  United States Treasury Note/Bond 1.125% 2/29/28 402,699 355,130
  United States Treasury Note/Bond 4.000% 2/29/28 204,407 200,255
  United States Treasury Note/Bond 1.250% 3/31/28 379,763 335,616
  United States Treasury Note/Bond 3.625% 3/31/28 286,250 276,679
  United States Treasury Note/Bond 1.250% 4/30/28 378,360 333,666
  United States Treasury Note/Bond 3.500% 4/30/28 224,282 215,696
  United States Treasury Note/Bond 2.875% 5/15/28 436,968 410,409
  United States Treasury Note/Bond 1.250% 5/31/28 427,387 375,967
  United States Treasury Note/Bond 3.625% 5/31/28 265,901 256,844
  United States Treasury Note/Bond 1.250% 6/30/28 399,978 351,106
  United States Treasury Note/Bond 4.000% 6/30/28 205,327 201,060
  United States Treasury Note/Bond 1.000% 7/31/28 422,904 366,473
  United States Treasury Note/Bond 4.125% 7/31/28 256,345 252,179
  United States Treasury Note/Bond 2.875% 8/15/28 508,720 476,289
  United States Treasury Note/Bond 5.500% 8/15/28 48,085 49,858
  United States Treasury Note/Bond 1.125% 8/31/28 476,152 413,806
  United States Treasury Note/Bond 4.375% 8/31/28 192,350 191,028
  United States Treasury Note/Bond 1.250% 9/30/28 409,827 357,318
  United States Treasury Note/Bond 4.625% 9/30/28 252,925 253,636
  United States Treasury Note/Bond 1.375% 10/31/28 406,505 355,501
  United States Treasury Note/Bond 4.875% 10/31/28 297,187 301,041
  United States Treasury Note/Bond 3.125% 11/15/28 403,363 380,547
  United States Treasury Note/Bond 5.250% 11/15/28 88,965 91,356
  United States Treasury Note/Bond 1.500% 11/30/28 401,842 352,616
  United States Treasury Note/Bond 4.375% 11/30/28 344,442 342,343
  United States Treasury Note/Bond 1.375% 12/31/28 378,536 329,681
  United States Treasury Note/Bond 3.750% 12/31/28 289,808 280,525
  United States Treasury Note/Bond 1.750% 1/31/29 373,369 330,198
  United States Treasury Note/Bond 4.000% 1/31/29 335,451 328,113
  United States Treasury Note/Bond 2.625% 2/15/29 429,341 395,128
  United States Treasury Note/Bond 5.250% 2/15/29 34,074 35,070
  United States Treasury Note/Bond 1.875% 2/28/29 331,668 294,563
  United States Treasury Note/Bond 4.250% 2/28/29 333,664 330,015
  United States Treasury Note/Bond 2.375% 3/31/29 310,998 282,328
  United States Treasury Note/Bond 4.125% 3/31/29 304,544 299,405
  United States Treasury Note/Bond 2.875% 4/30/29 318,375 295,542
  United States Treasury Note/Bond 4.625% 4/30/29 259,772 261,071
  United States Treasury Note/Bond 2.375% 5/15/29 350,027 317,103
  United States Treasury Note/Bond 2.750% 5/31/29 301,695 278,125
  United States Treasury Note/Bond 4.500% 5/31/29 400,647 400,710
  United States Treasury Note/Bond 3.250% 6/30/29 288,144 271,666
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 2.625% 7/31/29 274,889 251,223
  United States Treasury Note/Bond 1.625% 8/15/29 266,800 231,699
  United States Treasury Note/Bond 6.125% 8/15/29 35,016 37,549
  United States Treasury Note/Bond 3.125% 8/31/29 264,897 247,886
  United States Treasury Note/Bond 3.875% 9/30/29 266,468 258,432
  United States Treasury Note/Bond 4.000% 10/31/29 249,266 243,112
  United States Treasury Note/Bond 1.750% 11/15/29 201,876 175,695
  United States Treasury Note/Bond 3.875% 11/30/29 247,357 239,704
  United States Treasury Note/Bond 3.875% 12/31/29 256,790 248,725
  United States Treasury Note/Bond 3.500% 1/31/30 254,637 241,826
  United States Treasury Note/Bond 1.500% 2/15/30 393,447 334,553
  United States Treasury Note/Bond 4.000% 2/28/30 260,388 253,675
  United States Treasury Note/Bond 3.625% 3/31/30 250,153 238,857
  United States Treasury Note/Bond 3.500% 4/30/30 246,063 233,260
  United States Treasury Note/Bond 0.625% 5/15/30 562,090 449,409
  United States Treasury Note/Bond 6.250% 5/15/30 47,082 51,275
  United States Treasury Note/Bond 3.750% 5/31/30 269,018 258,341
  United States Treasury Note/Bond 3.750% 6/30/30 230,509 221,217
  United States Treasury Note/Bond 4.000% 7/31/30 230,579 224,310
  United States Treasury Note/Bond 0.625% 8/15/30 699,485 554,123
  United States Treasury Note/Bond 4.125% 8/31/30 248,179 242,983
  United States Treasury Note/Bond 4.625% 9/30/30 235,742 237,142
  United States Treasury Note/Bond 4.875% 10/31/30 261,902 267,140
  United States Treasury Note/Bond 0.875% 11/15/30 664,790 531,417
  United States Treasury Note/Bond 4.375% 11/30/30 287,805 285,601
  United States Treasury Note/Bond 3.750% 12/31/30 244,737 234,336
  United States Treasury Note/Bond 4.000% 1/31/31 253,289 246,007
  United States Treasury Note/Bond 1.125% 2/15/31 627,449 507,253
  United States Treasury Note/Bond 5.375% 2/15/31 22,954 24,163
  United States Treasury Note/Bond 4.250% 2/28/31 239,834 236,386
  United States Treasury Note/Bond 4.125% 3/31/31 137,215 134,213
  United States Treasury Note/Bond 4.625% 4/30/31 174,676 175,986
  United States Treasury Note/Bond 1.625% 5/15/31 663,573 550,973
  United States Treasury Note/Bond 4.625% 5/31/31 250,915 252,836
  United States Treasury Note/Bond 1.250% 8/15/31 770,791 618,439
  United States Treasury Note/Bond 1.375% 11/15/31 764,747 614,904
  United States Treasury Note/Bond 1.875% 2/15/32 732,019 608,033
  United States Treasury Note/Bond 2.875% 5/15/32 706,663 630,365
  United States Treasury Note/Bond 2.750% 8/15/32 683,138 601,802
  United States Treasury Note/Bond 4.125% 11/15/32 678,023 660,225
  United States Treasury Note/Bond 3.500% 2/15/33 673,250 625,176
  United States Treasury Note/Bond 3.375% 5/15/33 671,917 616,694
  United States Treasury Note/Bond 3.875% 8/15/33 721,280 687,470
  United States Treasury Note/Bond 4.500% 11/15/33 691,738 691,955
  United States Treasury Note/Bond 4.000% 2/15/34 691,342 664,769
  United States Treasury Note/Bond 4.375% 5/15/34 249,792 247,567
Total U.S. Government and Agency Obligations (Cost $35,229,913) 33,847,890
          Shares  
Temporary Cash Investments (0.6%)
Money Market Fund (0.6%)
1 Vanguard Market Liquidity Fund (Cost $205,440) 5.397%   2,054,646 205,444
Total Investments (99.7%) (Cost $35,435,353)   34,053,334
Other Assets and Liabilities—Net (0.3%)   96,866
Net Assets (100%)   34,150,200
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 May 31, 2024, 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 — 33,847,890 — 33,847,890
Temporary Cash Investments 205,444 — — 205,444
Total 205,444 33,847,890 — 34,053,334