0001752724-24-166229.txt : 20240726 0001752724-24-166229.hdr.sgml : 20240726 20240726141559 ACCESSION NUMBER: 0001752724-24-166229 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20240531 FILED AS OF DATE: 20240726 DATE AS OF CHANGE: 20240726 PERIOD START: 20240831 FILER: COMPANY DATA: COMPANY CONFORMED NAME: VANGUARD SCOTTSDALE FUNDS CENTRAL INDEX KEY: 0001021882 ORGANIZATION NAME: 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: 241145729 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 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Note/Bond 254900HROIFWPRGM1V77 US TREASURY N/B 912810SZ2 554890700.00000000 PA USD 327558916.34000000 1.928345577823 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 177729800.00000000 PA USD 152292222.38000000 0.896547213077 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 245965900.00000000 PA USD 176557397.59000000 1.039396761593 Long DBT UST US N 2 2047-11-15 Fixed 2.75000000 N N N N N N 2024-07-26 VANGUARD SCOTTSDALE FUNDS Ashley Grim Ashley Grim Treasurer XXXX NPORT-EX 2 vg_longtermtreasindex.htm
Vanguard® Long-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 (99.0%)
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.
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 — 16,857,678 — 16,857,678
Temporary Cash Investments 167,241 — — 167,241
Total 167,241 16,857,678 — 17,024,919