Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (99.0%) | ||||||
U.S. Government Securities (99.0%) | ||||||
United States Treasury Note/Bond | 4.500% | 2/15/36 | 45,260 | 45,592 | ||
United States Treasury Note/Bond | 4.750% | 2/15/37 | 21,793 | 22,393 | ||
United States Treasury Note/Bond | 5.000% | 5/15/37 | 34,994 | 36,804 | ||
United States Treasury Note/Bond | 4.375% | 2/15/38 | 36,839 | 36,367 | ||
United States Treasury Note/Bond | 4.500% | 5/15/38 | 43,611 | 43,543 | ||
United States Treasury Note/Bond | 3.500% | 2/15/39 | 51,648 | 45,943 | ||
United States Treasury Note/Bond | 4.250% | 5/15/39 | 81,008 | 78,274 | ||
United States Treasury Note/Bond | 4.500% | 8/15/39 | 83,182 | 82,519 | ||
United States Treasury Note/Bond | 4.375% | 11/15/39 | 91,373 | 89,288 | ||
United States Treasury Note/Bond | 4.625% | 2/15/40 | 94,350 | 94,674 | ||
United States Treasury Note/Bond | 1.125% | 5/15/40 | 304,189 | 184,129 | ||
United States Treasury Note/Bond | 4.375% | 5/15/40 | 90,489 | 88,142 | ||
United States Treasury Note/Bond | 1.125% | 8/15/40 | 379,016 | 227,350 | ||
United States Treasury Note/Bond | 3.875% | 8/15/40 | 97,819 | 89,443 | ||
United States Treasury Note/Bond | 1.375% | 11/15/40 | 426,178 | 265,163 | ||
United States Treasury Note/Bond | 4.250% | 11/15/40 | 97,077 | 92,769 | ||
United States Treasury Note/Bond | 1.875% | 2/15/41 | 513,152 | 346,538 | ||
United States Treasury Note/Bond | 4.750% | 2/15/41 | 100,077 | 101,406 | ||
United States Treasury Note/Bond | 2.250% | 5/15/41 | 441,780 | 315,665 | ||
United States Treasury Note/Bond | 4.375% | 5/15/41 | 100,582 | 97,345 | ||
United States Treasury Note/Bond | 1.750% | 8/15/41 | 576,192 | 375,605 | ||
United States Treasury Note/Bond | 3.750% | 8/15/41 | 97,314 | 86,791 | ||
United States Treasury Note/Bond | 2.000% | 11/15/41 | 488,629 | 331,122 | ||
United States Treasury Note/Bond | 3.125% | 11/15/41 | 110,764 | 90,100 | ||
United States Treasury Note/Bond | 2.375% | 2/15/42 | 392,851 | 282,546 | ||
United States Treasury Note/Bond | 3.125% | 2/15/42 | 112,321 | 91,016 | ||
United States Treasury Note/Bond | 3.000% | 5/15/42 | 110,874 | 87,799 | ||
United States Treasury Note/Bond | 3.250% | 5/15/42 | 346,845 | 285,280 | ||
United States Treasury Note/Bond | 2.750% | 8/15/42 | 121,812 | 92,463 | ||
United States Treasury Note/Bond | 3.375% | 8/15/42 | 301,487 | 251,836 | ||
United States Treasury Note/Bond | 2.750% | 11/15/42 | 176,236 | 133,333 | ||
United States Treasury Note/Bond | 4.000% | 11/15/42 | 301,083 | 274,456 | ||
United States Treasury Note/Bond | 3.125% | 2/15/43 | 151,913 | 121,578 | ||
United States Treasury Note/Bond | 3.875% | 2/15/43 | 295,687 | 264,409 | ||
United States Treasury Note/Bond | 2.875% | 5/15/43 | 230,239 | 176,637 | ||
United States Treasury Note/Bond | 3.875% | 5/15/43 | 298,547 | 266,453 | ||
United States Treasury Note/Bond | 3.625% | 8/15/43 | 164,198 | 141,056 | ||
United States Treasury Note/Bond | 4.375% | 8/15/43 | 310,731 | 296,797 | ||
United States Treasury Note/Bond | 3.750% | 11/15/43 | 166,982 | 145,952 | ||
United States Treasury Note/Bond | 4.750% | 11/15/43 | 312,491 | 313,370 | ||
United States Treasury Note/Bond | 3.625% | 2/15/44 | 177,820 | 152,369 | ||
United States Treasury Note/Bond | 4.500% | 2/15/44 | 318,905 | 309,537 | ||
United States Treasury Note/Bond | 3.375% | 5/15/44 | 154,439 | 127,171 | ||
United States Treasury Note/Bond | 4.625% | 5/15/44 | 88,801 | 87,857 | ||
United States Treasury Note/Bond | 3.125% | 8/15/44 | 209,447 | 165,463 | ||
United States Treasury Note/Bond | 3.000% | 11/15/44 | 176,583 | 136,245 | ||
United States Treasury Note/Bond | 2.500% | 2/15/45 | 234,368 | 165,083 | ||
United States Treasury Note/Bond | 3.000% | 5/15/45 | 113,134 | 86,901 | ||
United States Treasury Note/Bond | 2.875% | 8/15/45 | 154,641 | 116,005 | ||
United States Treasury Note/Bond | 3.000% | 11/15/45 | 86,045 | 65,878 | ||
United States Treasury Note/Bond | 2.500% | 2/15/46 | 187,257 | 130,378 | ||
United States Treasury Note/Bond | 2.500% | 5/15/46 | 192,446 | 133,630 | ||
United States Treasury Note/Bond | 2.250% | 8/15/46 | 241,478 | 158,960 | ||
United States Treasury Note/Bond | 2.875% | 11/15/46 | 98,028 | 72,694 | ||
United States Treasury Note/Bond | 3.000% | 2/15/47 | 218,696 | 165,594 | ||
United States Treasury Note/Bond | 3.000% | 5/15/47 | 167,418 | 126,532 | ||
United States Treasury Note/Bond | 2.750% | 8/15/47 | 244,308 | 175,749 | ||
United States Treasury Note/Bond | 2.750% | 11/15/47 | 246,086 | 176,644 | ||
United States Treasury Note/Bond | 3.000% | 2/15/48 | 283,414 | 212,915 | ||
United States Treasury Note/Bond | 3.125% | 5/15/48 | 307,564 | 236,200 | ||
United States Treasury Note/Bond | 3.000% | 8/15/48 | 336,868 | 252,388 | ||
United States Treasury Note/Bond | 3.375% | 11/15/48 | 342,385 | 274,550 |
Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
United States Treasury Note/Bond | 3.000% | 2/15/49 | 360,493 | 269,468 | ||
United States Treasury Note/Bond | 2.875% | 5/15/49 | 353,979 | 257,907 | ||
United States Treasury Note/Bond | 2.250% | 8/15/49 | 331,848 | 211,346 | ||
United States Treasury Note/Bond | 2.375% | 11/15/49 | 307,974 | 201,434 | ||
United States Treasury Note/Bond | 2.000% | 2/15/50 | 379,336 | 226,772 | ||
United States Treasury Note/Bond | 1.250% | 5/15/50 | 439,075 | 213,775 | ||
United States Treasury Note/Bond | 1.375% | 8/15/50 | 494,929 | 248,856 | ||
United States Treasury Note/Bond | 1.625% | 11/15/50 | 492,544 | 264,896 | ||
United States Treasury Note/Bond | 1.875% | 2/15/51 | 549,712 | 315,483 | ||
United States Treasury Note/Bond | 2.375% | 5/15/51 | 561,711 | 364,059 | ||
United States Treasury Note/Bond | 2.000% | 8/15/51 | 555,167 | 327,722 | ||
United States Treasury Note/Bond | 1.875% | 11/15/51 | 515,588 | 294,046 | ||
United States Treasury Note/Bond | 2.250% | 2/15/52 | 475,286 | 297,648 | ||
United States Treasury Note/Bond | 2.875% | 5/15/52 | 452,601 | 326,580 | ||
United States Treasury Note/Bond | 3.000% | 8/15/52 | 430,069 | 318,587 | ||
United States Treasury Note/Bond | 4.000% | 11/15/52 | 424,131 | 380,923 | ||
United States Treasury Note/Bond | 3.625% | 2/15/53 | 429,768 | 359,931 | ||
United States Treasury Note/Bond | 3.625% | 5/15/53 | 430,042 | 360,295 | ||
United States Treasury Note/Bond | 4.125% | 8/15/53 | 475,252 | 435,969 | ||
United States Treasury Note/Bond | 4.750% | 11/15/53 | 489,351 | 498,679 | ||
United States Treasury Note/Bond | 4.250% | 2/15/54 | 532,681 | 499,721 | ||
United States Treasury Note/Bond | 4.625% | 5/15/54 | 163,096 | 162,892 | ||
Total U.S. Government and Agency Obligations (Cost $19,518,184) | 16,857,678 | |||||
Shares | ||||||
Temporary Cash Investments (1.0%) | ||||||
Money Market Fund (1.0%) | ||||||
1 | Vanguard Market Liquidity Fund (Cost $167,240) | 5.397% | 1,672,576 | 167,241 | ||
Total Investments (100.0%) (Cost $19,685,424) | 17,024,919 | |||||
Other Assets and Liabilities—Net (0.0%) | 1,175 | |||||
Net Assets (100%) | 17,026,094 |
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. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 16,857,678 | — | 16,857,678 |
Temporary Cash Investments | 167,241 | — | — | 167,241 |
Total | 167,241 | 16,857,678 | — | 17,024,919 |