UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549

FORM N-Q

QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF
REGISTERED MANAGEMENT COMPANY

Investment Company Act file number: 811-4681

Name of Registrant: Vanguard Bond Index Funds

Address of Registrant: P.O. Box 2600
Valley Forge, PA 19482

Name and address of agent for service: Heidi Stam, Esquire
P.O. Box 876
Valley Forge, PA 19482

Registrant’s telephone number, including area code: (610) 669-1000

Date of fiscal year end: December 31

Date of reporting period: March 31, 2009

Item 1: Schedule of Investments

Vanguard Short-Term Bond Index Fund

Schedule of Investments

As of March 31, 2009

		Coupon		Maturity Date		Face Amount ($000)	Market Value ($000)
U.S. Government and Agency Obligations (66.4%)
U.S. Government Securities (47.8%)
	U.S. Treasury Bond		13.250%		5/15/14	35,000	35,519
	U.S. Treasury Inflation-Indexed Note		3.500%		1/15/11	11,400	14,435
	U.S. Treasury Inflation-Indexed Note		2.375%		4/15/11	16,450	17,955
	U.S. Treasury Note		3.500%		8/15/09	6,230	6,304
	U.S. Treasury Note		3.125%		11/30/09	21,880	22,256
	U.S. Treasury Note		3.500%		2/15/10	41,795	42,853
	U.S. Treasury Note		4.750%		2/15/10	4,075	4,222
	U.S. Treasury Note		2.000%		2/28/10	4,425	4,481
	U.S. Treasury Note		1.750%		3/31/10	111,215	112,448
	U.S. Treasury Note		4.500%		5/15/10	14,150	14,769
	U.S. Treasury Note		2.625%		5/31/10	154,725	158,279
	U.S. Treasury Note		2.875%		6/30/10	178,225	183,155
	U.S. Treasury Note		2.750%		7/31/10	141,800	145,766
	U.S. Treasury Note		4.125%		8/15/10	33,925	35,579
	U.S. Treasury Note		5.750%		8/15/10	3,350	3,588
	U.S. Treasury Note		2.375%		8/31/10	258,535	264,797
	U.S. Treasury Note		3.875%		9/15/10	39,800	41,678
	U.S. Treasury Note		2.000%		9/30/10	140,090	142,869
	U.S. Treasury Note		1.500%		10/31/10	244,915	247,785
	U.S. Treasury Note		4.500%		11/15/10	300	319
	U.S. Treasury Note		1.250%		11/30/10	144,050	145,221
	U.S. Treasury Note		4.375%		12/15/10	8,205	8,715
	U.S. Treasury Note		0.875%		12/31/10	106,935	107,119
	U.S. Treasury Note		0.875%		1/31/11	130,870	131,157
	U.S. Treasury Note		5.000%		2/15/11	7,070	7,637
	U.S. Treasury Note		0.875%		2/28/11	251,350	251,822
	U.S. Treasury Note		4.750%		3/31/11	14,825	15,999
	U.S. Treasury Note		4.875%		4/30/11	215	233
	U.S. Treasury Note		5.125%		6/30/11	59,315	65,034
	U.S. Treasury Note		4.875%		7/31/11	9,965	10,891
	U.S. Treasury Note		4.625%		8/31/11	24,075	26,215
	U.S. Treasury Note		4.500%		9/30/11	40,955	44,519
	U.S. Treasury Note		1.750%		11/15/11	42,375	43,209
	U.S. Treasury Note		4.500%		11/30/11	84,975	92,822
	U.S. Treasury Note		1.125%		12/15/11	66,825	67,003
	U.S. Treasury Note		4.625%		12/31/11	7,155	7,855
	U.S. Treasury Note		1.125%		1/15/12	120,320	120,433
	U.S. Treasury Note		4.750%		1/31/12	85,390	94,276
	U.S. Treasury Note		1.375%		2/15/12	950	958
	U.S. Treasury Note		4.625%		2/29/12	57,530	63,346
	U.S. Treasury Note		1.375%		3/15/12	18,475	18,605
	U.S. Treasury Note		4.500%		3/31/12	164,465	180,885
	U.S. Treasury Note		4.500%		4/30/12	34,465	37,858
	U.S. Treasury Note		4.750%		5/31/12	165,730	183,909
	U.S. Treasury Note		4.875%		6/30/12	113,350	126,509
	U.S. Treasury Note		4.625%		7/31/12	159,950	177,519
	U.S. Treasury Note		4.375%		8/15/12	25	28
	U.S. Treasury Note		4.125%		8/31/12	63,335	69,401
	U.S. Treasury Note		3.875%		10/31/12	180,175	196,335

	U.S. Treasury Note	3.375%	11/30/12	700	751
	U.S. Treasury Note	2.750%	2/28/13	17,575	18,528
	U.S. Treasury Note	3.625%	5/15/13	1,355	1,476
	U.S. Treasury Note	3.500%	5/31/13	87,210	94,609
	U.S. Treasury Note	3.375%	6/30/13	108,925	117,793
	U.S. Treasury Note	3.375%	7/31/13	6,075	6,574
	U.S. Treasury Note	3.125%	8/31/13	105,330	112,802
	U.S. Treasury Note	3.125%	9/30/13	136,525	146,252
	U.S. Treasury Note	2.750%	10/31/13	89,325	94,210
	U.S. Treasury Note	4.250%	11/15/13	2,655	2,978
	U.S. Treasury Note	2.000%	11/30/13	168,840	172,401
	U.S. Treasury Note	1.500%	12/31/13	138,125	137,845
	U.S. Treasury Note	1.750%	1/31/14	73,795	74,314
	U.S. Treasury Note	1.875%	2/28/14	95,855	96,933
	U.S. Treasury Note	1.750%	3/31/14	172,725	173,345
					5,045,381
Agency Bonds and Notes (18.6%)
1	Federal Farm Credit Bank	5.250%	9/13/10	2,325	2,459
1	Federal Farm Credit Bank	3.750%	12/6/10	24,200	25,222
1	Federal Farm Credit Bank	4.875%	2/18/11	7,000	7,448
1	Federal Farm Credit Bank	2.625%	4/21/11	6,750	6,915
1	Federal Farm Credit Bank	5.375%	7/18/11	2,100	2,277
1	Federal Farm Credit Bank	3.875%	8/25/11	6,300	6,638
1	Federal Farm Credit Bank	2.000%	1/17/12	5,000	5,006
1	Federal Farm Credit Bank	2.250%	4/24/12	3,800	3,826
1	Federal Farm Credit Bank	4.500%	10/17/12	24,200	26,189
1	Federal Farm Credit Bank	3.875%	10/7/13	17,500	18,426
1	Federal Home Loan Bank	4.875%	5/14/10	31,250	32,632
1	Federal Home Loan Bank	5.250%	6/11/10	5,450	5,721
1	Federal Home Loan Bank	2.750%	6/18/10	46,650	47,636
1	Federal Home Loan Bank	4.500%	6/22/10	10,000	10,420
1	Federal Home Loan Bank	3.500%	7/16/10	18,200	18,789
1	Federal Home Loan Bank	3.375%	8/13/10	26,050	26,879
1	Federal Home Loan Bank	4.125%	8/13/10	9,050	9,416
1	Federal Home Loan Bank	3.375%	10/20/10	44,400	45,878
1	Federal Home Loan Bank	4.750%	12/10/10	2,325	2,455
1	Federal Home Loan Bank	3.625%	12/17/10	19,700	20,492
1	Federal Home Loan Bank	3.250%	3/11/11	5,000	5,162
1	Federal Home Loan Bank	1.625%	3/16/11	10,500	10,536
1	Federal Home Loan Bank	3.125%	6/10/11	900	931
1	Federal Home Loan Bank	3.375%	6/24/11	30,000	31,273
1	Federal Home Loan Bank	3.625%	7/1/11	10,300	10,781
1	Federal Home Loan Bank	5.375%	8/19/11	37,350	40,658
1	Federal Home Loan Bank	3.750%	9/9/11	2,800	2,929
1	Federal Home Loan Bank	3.625%	9/16/11	5,575	5,832
1	Federal Home Loan Bank	4.875%	11/18/11	40,550	43,900
1	Federal Home Loan Bank	2.250%	4/13/12	9,000	9,068
1	Federal Home Loan Bank	5.750%	5/15/12	14,000	15,648
1	Federal Home Loan Bank	4.625%	10/10/12	40,000	43,625
1	Federal Home Loan Bank	4.500%	11/15/12	30,000	32,649
1	Federal Home Loan Bank	5.125%	8/14/13	4,575	5,084
1	Federal Home Loan Bank	4.000%	9/6/13	20,000	21,342
1	Federal Home Loan Bank	5.250%	9/13/13	5,425	6,019
1	Federal Home Loan Bank	4.500%	9/16/13	4,850	5,275

1	Federal Home Loan Bank	3.625%	10/18/13	34,675	36,213
1	Federal Home Loan Bank	4.875%	11/27/13	2,950	3,213
1	Federal Home Loan Mortgage Corp.	5.000%	6/11/09	30,000	30,281
1	Federal Home Loan Mortgage Corp.	2.875%	4/30/10	31,000	31,628
1	Federal Home Loan Mortgage Corp.	2.875%	6/28/10	14,875	15,221
1	Federal Home Loan Mortgage Corp.	4.125%	7/12/10	45,600	47,429
1	Federal Home Loan Mortgage Corp.	3.250%	7/16/10	15,125	15,572
1	Federal Home Loan Mortgage Corp.	5.125%	8/23/10	52,400	55,382
1	Federal Home Loan Mortgage Corp.	6.875%	9/15/10	25,000	27,097
1	Federal Home Loan Mortgage Corp.	5.000%	10/18/10	2,000	2,116
1	Federal Home Loan Mortgage Corp.	3.125%	10/25/10	18,800	19,377
1	Federal Home Loan Mortgage Corp.	4.750%	1/18/11	12,000	12,750
1	Federal Home Loan Mortgage Corp.	3.250%	2/25/11	28,500	29,532
1	Federal Home Loan Mortgage Corp.	5.625%	3/15/11	20,000	21,615
1	Federal Home Loan Mortgage Corp.	5.875%	3/21/11	4,000	4,204
1	Federal Home Loan Mortgage Corp.	5.125%	4/18/11	26,000	27,962
1	Federal Home Loan Mortgage Corp.	1.625%	4/26/11	14,700	14,754
1	Federal Home Loan Mortgage Corp.	6.000%	6/15/11	12,500	13,729
1	Federal Home Loan Mortgage Corp.	3.875%	6/29/11	4,475	4,716
1	Federal Home Loan Mortgage Corp.	5.250%	7/18/11	22,500	24,380
1	Federal Home Loan Mortgage Corp.	4.500%	11/15/11	9,000	9,638
1	Federal Home Loan Mortgage Corp.	4.750%	3/5/12	13,000	14,123
1	Federal Home Loan Mortgage Corp.	2.125%	3/23/12	47,875	48,265
1	Federal Home Loan Mortgage Corp.	5.125%	7/15/12	10,000	11,036
1	Federal Home Loan Mortgage Corp.	5.500%	8/20/12	20,000	22,383
1	Federal Home Loan Mortgage Corp.	4.625%	10/25/12	36,300	39,692
1	Federal Home Loan Mortgage Corp.	4.125%	12/21/12	22,850	24,624
1	Federal Home Loan Mortgage Corp.	4.500%	7/15/13	40,500	44,231
1	Federal Home Loan Mortgage Corp.	4.125%	9/27/13	10,000	10,763
1	Federal Home Loan Mortgage Corp.	2.500%	1/7/14	30,000	30,073
1	Federal Home Loan Mortgage Corp.	4.500%	1/15/14	15,000	16,413
1	Federal Home Loan Mortgage Corp.	5.000%	1/30/14	9,000	10,007
1	Federal National Mortgage Assn.	2.500%	4/9/10	50,000	50,805
1	Federal National Mortgage Assn.	3.000%	7/12/10	6,675	6,847
1	Federal National Mortgage Assn.	4.375%	9/13/10	25,000	26,188
1	Federal National Mortgage Assn.	2.875%	10/12/10	8,500	8,725
1	Federal National Mortgage Assn.	6.625%	11/15/10	16,850	18,327
1	Federal National Mortgage Assn.	4.750%	12/15/10	10,750	11,399
1	Federal National Mortgage Assn.	4.500%	2/15/11	14,300	15,151
1	Federal National Mortgage Assn.	5.500%	3/15/11	45,000	48,543
1	Federal National Mortgage Assn.	1.750%	3/23/11	18,075	18,186
1	Federal National Mortgage Assn.	5.125%	4/15/11	25,250	27,137
1	Federal National Mortgage Assn.	6.000%	5/15/11	90,400	99,076
1	Federal National Mortgage Assn.	3.375%	5/19/11	20,000	20,838
1	Federal National Mortgage Assn.	5.000%	10/15/11	25,000	27,111
1	Federal National Mortgage Assn.	4.875%	5/18/12	42,200	46,129
1	Federal National Mortgage Assn.	5.250%	8/1/12	4,300	4,508
1	Federal National Mortgage Assn.	4.750%	11/19/12	15,000	16,476
1	Federal National Mortgage Assn.	3.625%	2/12/13	36,725	38,944
1	Federal National Mortgage Assn.	4.750%	2/21/13	14,925	16,340
1	Federal National Mortgage Assn.	4.625%	5/1/13	10,550	10,746
1	Federal National Mortgage Assn.	3.875%	7/12/13	24,325	25,945
1	Federal National Mortgage Assn.	4.625%	10/15/13	15,000	16,485
1	Federal National Mortgage Assn.	2.875%	12/11/13	33,800	34,546
1	Federal National Mortgage Assn.	5.125%	1/2/14	9,550	9,829

1	Federal National Mortgage Assn.	2.750%	3/13/14	15,375	15,535
1	Federal National Mortgage Assn.	4.125%	4/15/14	10,000	10,772
					1,958,443
Total U.S. Government and Agency Obligations (Cost $6,797,161)					7,003,824
Corporate Bonds (26.3%)
Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)
2	Countrywide Home Loans	4.769%	5/25/33	317	297
2	DaimlerChrysler Auto Trust	5.330%	8/8/10	745	746
2	Honda Auto Receivables Owner Trust	5.300%	7/21/10	979	980
2	Salomon Brothers Mortgage Securities VII	5.559%	9/25/33	2,091	1,707
2	USAA Auto Owner Trust	5.360%	2/15/11	1,374	1,380
					5,110
Finance (12.5%)
	Banking (8.8%)
	American Express Bank, FSB	5.550%	10/17/12	13,150	12,088
	American Express Bank, FSB	5.500%	4/16/13	2,000	1,792
	American Express Centurion Bank	5.200%	11/26/10	2,150	2,062
	American Express Centurion Bank	5.550%	10/17/12	550	508
	American Express Credit Corp.	5.875%	5/2/13	7,750	6,804
	American Express Credit Corp.	7.300%	8/20/13	3,475	3,237
3	American Express Travel	5.250%	11/21/11	2,325	2,137
	AmSouth Bank NA	4.850%	4/1/13	1,500	1,338
3	BA Covered Bond Issuer	5.500%	6/14/12	6,800	6,587
	Banco Bradesco SA	8.750%	10/24/13	1,500	1,695
	Bank of America Corp.	4.500%	8/1/10	7,600	7,288
	Bank of America Corp.	4.250%	10/1/10	10,500	9,834
	Bank of America Corp.	4.375%	12/1/10	3,075	2,924
	Bank of America Corp.	5.375%	8/15/11	3,875	3,651
	Bank of America Corp.	6.250%	4/15/12	3,225	3,078
4	Bank of America Corp.	2.100%	4/30/12	27,175	27,299
4	Bank of America Corp.	3.125%	6/15/12	22,550	23,370
4	Bank of America Corp.	2.375%	6/22/12	7,675	7,789
	Bank of America Corp.	5.375%	9/11/12	4,450	4,091
	Bank of America Corp.	4.875%	9/15/12	5,025	4,547
	Bank of America Corp.	4.900%	5/1/13	6,625	5,948
	Bank of America Corp.	5.125%	11/15/14	1,350	1,169
4	Bank of America, NA	1.700%	12/23/10	7,500	7,560
	Bank of New York Mellon	4.950%	1/14/11	2,825	2,898
	Bank of New York Mellon	6.375%	4/1/12	1,000	1,029
	Bank of New York Mellon	4.950%	11/1/12	8,575	8,799
	Bank of New York Mellon	4.500%	4/1/13	2,200	2,196
	Bank of New York Mellon	5.125%	8/27/13	400	411
4	Bank of the West	2.150%	3/27/12	4,050	4,081
	Bank of Tokyo-Mitsubishi	8.400%	4/15/10	7,500	7,679
	Bank One Corp.	5.900%	11/15/11	1,500	1,470
	Barclays Bank PLC	5.450%	9/12/12	5,375	5,455
	BB&T Corp.	6.500%	8/1/11	4,050	4,086
	BB&T Corp.	4.750%	10/1/12	1,500	1,438
	Bear Stearns Co., Inc.	4.550%	6/23/10	4,800	4,855
	Bear Stearns Co., Inc.	4.500%	10/28/10	9,000	8,903
	Bear Stearns Co., Inc.	5.350%	2/1/12	8,750	8,705
	Bear Stearns Co., Inc.	6.950%	8/10/12	1,500	1,526
	Capital One Bank	5.750%	9/15/10	1,975	1,974
	Capital One Financial Corp.	5.700%	9/15/11	4,750	4,283

	Capital One Financial Corp.	4.800%	2/21/12	50	45
	Charter One Bank N.A.	5.500%	4/26/11	3,550	3,427
4	Citibank, NA	1.625%	3/30/11	3,550	3,557
4	Citigroup Funding, Inc.	2.000%	3/30/12	3,550	3,559
	Citigroup, Inc.	4.625%	8/3/10	8,350	7,837
	Citigroup, Inc.	6.500%	1/18/11	7,950	7,695
	Citigroup, Inc.	5.125%	2/14/11	4,600	4,354
	Citigroup, Inc.	5.100%	9/29/11	5,725	5,177
4	Citigroup, Inc.	2.875%	12/9/11	10,900	11,195
	Citigroup, Inc.	6.000%	2/21/12	5,700	5,290
	Citigroup, Inc.	5.250%	2/27/12	8,800	7,840
4	Citigroup, Inc.	2.125%	4/30/12	24,375	24,519
	Citigroup, Inc.	5.625%	8/27/12	3,500	2,675
	Citigroup, Inc.	5.300%	10/17/12	7,050	6,153
	Citigroup, Inc.	5.500%	4/11/13	14,425	12,852
	Citigroup, Inc.	6.500%	8/19/13	7,625	6,968
	Citigroup, Inc.	5.125%	5/5/14	1,300	1,110
	Countrywide Financial Corp.	5.800%	6/7/12	3,850	3,273
	Countrywide Home Loan	4.000%	3/22/11	1,600	1,452
	Credit Suisse First Boston USA, Inc.	4.125%	1/15/10	2,025	2,035
	Credit Suisse First Boston USA, Inc.	4.875%	8/15/10	925	930
	Credit Suisse First Boston USA, Inc.	5.250%	3/2/11	4,150	4,210
	Credit Suisse First Boston USA, Inc.	6.125%	11/15/11	8,400	8,626
	Credit Suisse First Boston USA, Inc.	6.500%	1/15/12	21,050	21,581
	Credit Suisse First Boston USA, Inc.	5.500%	8/15/13	1,700	1,676
	Credit Suisse New York	5.000%	5/15/13	3,100	2,957
	Deutsche Bank AG London	5.375%	10/12/12	17,850	18,124
	Deutsche Bank AG London	4.875%	5/20/13	8,675	8,509
	FIA Card Services NA	6.625%	6/15/12	1,000	977
	Fifth Third Bancorp.	4.200%	2/23/10	1,000	969
	Fifth Third Bancorp.	6.250%	5/1/13	1,150	1,071
	Golden West Financial Corp.	4.750%	10/1/12	3,575	3,268
2	Goldman Sachs Capital II	5.793%	12/29/49	6,250	2,673
	Goldman Sachs Group, Inc.	4.500%	6/15/10	5,915	5,840
	Goldman Sachs Group, Inc.	6.875%	1/15/11	2,800	2,855
4	Goldman Sachs Group, Inc.	1.700%	3/15/11	6,950	6,976
4	Goldman Sachs Group, Inc.	1.625%	7/15/11	9,125	9,143
	Goldman Sachs Group, Inc.	6.600%	1/15/12	24,000	24,223
	Goldman Sachs Group, Inc.	5.300%	2/14/12	3,725	3,656
4	Goldman Sachs Group, Inc.	3.250%	6/15/12	15,650	16,334
	Goldman Sachs Group, Inc.	5.700%	9/1/12	3,250	3,189
	Goldman Sachs Group, Inc.	5.450%	11/1/12	3,050	2,975
	Goldman Sachs Group, Inc.	5.250%	4/1/13	1,575	1,495
	Goldman Sachs Group, Inc.	4.750%	7/15/13	11,325	10,507
	Goldman Sachs Group, Inc.	5.250%	10/15/13	4,825	4,598
	HSBC Holdings PLC	5.250%	12/12/12	6,500	6,406
3	ICICI Bank Ltd.	6.625%	10/3/12	4,775	4,166
	JPMorgan Chase & Co.	6.750%	2/1/11	8,850	8,954
	JPMorgan Chase & Co.	5.600%	6/1/11	9,300	9,442
	JPMorgan Chase & Co.	4.850%	6/16/11	2,925	2,902
4	JPMorgan Chase & Co.	3.125%	12/1/11	23,500	24,259
	JPMorgan Chase & Co.	6.625%	3/15/12	3,725	3,705
4	JPMorgan Chase & Co.	2.200%	6/15/12	22,900	23,129
	JPMorgan Chase & Co.	5.375%	10/1/12	17,325	17,589
	JPMorgan Chase & Co.	5.750%	1/2/13	1,900	1,820

	JPMorgan Chase & Co.	4.750%	5/1/13	5,325	5,231
	JPMorgan Chase & Co.	5.250%	5/1/15	2,000	1,797
	KeyBank NA	7.000%	2/1/11	975	908
	KeyBank NA	5.500%	9/17/12	1,025	969
	KeyCorp	6.500%	5/14/13	2,975	2,857
	Marshall & Ilsley Bank	6.375%	9/1/11	1,500	1,299
	Marshall & Ilsley Bank	5.250%	9/4/12	1,850	1,206
	MBNA Corp.	7.500%	3/15/12	2,400	2,197
	MBNA Corp.	6.125%	3/1/13	675	551
2	Mellon Capital IV	6.244%	6/29/49	1,750	739
	Mellon Financial Co.	6.375%	2/15/10	1,000	1,018
	Merrill Lynch & Co., Inc.	4.125%	9/10/09	2,700	2,677
	Merrill Lynch & Co., Inc.	4.500%	11/4/10	3,500	3,124
	Merrill Lynch & Co., Inc.	5.770%	7/25/11	1,175	1,060
	Merrill Lynch & Co., Inc.	6.050%	8/15/12	8,175	6,875
	Merrill Lynch & Co., Inc.	5.450%	2/5/13	4,225	3,418
	Merrill Lynch & Co., Inc.	6.150%	4/25/13	6,050	4,965
	Morgan Stanley Dean Witter	4.250%	5/15/10	3,550	3,531
4	Morgan Stanley Dean Witter	2.900%	12/1/10	6,500	6,685
	Morgan Stanley Dean Witter	5.050%	1/21/11	1,350	1,338
	Morgan Stanley Dean Witter	6.750%	4/15/11	8,150	8,193
4	Morgan Stanley Dean Witter	3.250%	12/1/11	11,850	12,293
	Morgan Stanley Dean Witter	5.625%	1/9/12	5,675	5,578
	Morgan Stanley Dean Witter	6.600%	4/1/12	6,415	6,488
4	Morgan Stanley Dean Witter	1.950%	6/20/12	18,725	18,821
	Morgan Stanley Dean Witter	5.750%	8/31/12	5,800	5,662
	Morgan Stanley Dean Witter	5.250%	11/2/12	12,875	12,545
	Morgan Stanley Dean Witter	5.300%	3/1/13	7,800	7,471
	National Australia Bank	8.600%	5/19/10	2,000	2,052
	National City Bank	6.250%	3/15/11	1,500	1,460
	National City Bank	4.625%	5/1/13	2,275	2,024
2	National City Preferred Capital Trust I	12.000%	12/31/49	2,825	1,921
3	Nationwide Building Society	5.500%	7/18/12	2,700	2,564
	North Fork Bancorp., Inc.	5.875%	8/15/12	600	534
	Northern Trust Co.	5.500%	8/15/13	1,875	1,951
	Paribas NY	6.950%	7/22/13	775	798
	PNC Funding Corp.	7.500%	11/1/09	1,875	1,902
	PNC Funding Corp.	5.125%	12/14/10	2,950	2,952
4	Regions Bank	2.750%	12/10/10	5,800	5,949
	Regions Financial Corp.	4.375%	12/1/10	500	478
	Regions Financial Corp.	6.375%	5/15/12	7,225	6,629
	Royal Bank of Canada	4.125%	1/26/10	2,400	2,434
	Royal Bank of Scotland Group PLC	6.375%	2/1/11	1,500	1,354
	Royal Bank of Scotland Group PLC	5.000%	11/12/13	3,025	1,938
	Santander Central Hispano Issuances Ltd.	7.625%	11/3/09	5,000	5,038
	Santander Central Hispano Issuances Ltd.	7.625%	9/14/10	1,650	1,667
	Sanwa Bank Ltd.	7.400%	6/15/11	3,825	3,759
	Sovereign Bancorp, Inc.	4.800%	9/1/10	2,600	2,549
	Sovereign Bank	5.125%	3/15/13	1,600	1,355
2	State Street Capital Trust	8.250%	3/15/42	2,500	1,503
4	State Street Corp.	2.150%	4/30/12	5,150	5,192
	Sumitomo Mitsui Banking Corp.	8.000%	6/15/12	3,300	3,403
	SunTrust Banks, Inc.	6.375%	4/1/11	4,500	4,462
	SunTrust Banks, Inc.	5.250%	11/5/12	2,750	2,709
2	SunTrust Preferred Capital I	5.853%	12/31/49	2,125	499

	Synovus Financial Corp.	4.875%	2/15/13	1,000	844
	UFJ Finance Aruba AEC	6.750%	7/15/13	5,550	5,780
2,3	Unicredit Luxembourg Finance	5.584%	1/13/17	500	314
	US Bank NA	6.375%	8/1/11	8,700	9,130
	US Bank NA	6.300%	2/4/14	1,850	1,919
2	USB Capital IX	6.189%	4/15/49	2,050	800
	Wachovia Bank NA	7.800%	8/18/10	2,000	1,971
2	Wachovia Capital Trust III	5.800%	3/15/11	5,950	2,142
	Wachovia Corp.	4.375%	6/1/10	6,825	6,839
	Wachovia Corp.	5.300%	10/15/11	6,975	6,869
	Wachovia Corp.	5.500%	5/1/13	6,805	6,353
	Wells Fargo & Co.	4.200%	1/15/10	7,700	7,821
	Wells Fargo & Co.	4.875%	1/12/11	3,800	3,787
	Wells Fargo & Co.	6.375%	8/1/11	1,500	1,472
	Wells Fargo & Co.	5.300%	8/26/11	7,450	7,412
4	Wells Fargo & Co.	2.125%	6/15/12	14,475	14,588
	Wells Fargo & Co.	5.250%	10/23/12	15,425	14,946
	Wells Fargo & Co.	4.375%	1/31/13	11,000	10,359
	Wells Fargo & Co.	4.950%	10/16/13	4,975	4,576
	Wells Fargo & Co.	5.000%	11/15/14	2,375	1,998
2	Wells Fargo Capital XIII	7.700%	12/29/49	8,325	3,996
2	Wells Fargo Capital XV	9.750%	12/29/49	4,125	3,053
	Brokerage (0.0%)
	Ameriprise Financial Inc.	5.350%	11/15/10	2,675	2,493
	Amvescap PLC	5.375%	2/27/13	975	801
	Finance Companies (2.3%)
	American General Finance Corp.	3.875%	10/1/09	1,900	1,330
	American General Finance Corp.	4.625%	9/1/10	1,000	470
	American General Finance Corp.	5.625%	8/17/11	2,100	861
	American General Finance Corp.	4.875%	7/15/12	1,125	456
	American General Finance Corp.	5.375%	10/1/12	625	250
	American General Finance Corp.	5.850%	6/1/13	5,325	2,063
	Block Financial LLC	7.875%	1/15/13	800	795
	CIT Group Funding Co. of Canada	4.650%	7/1/10	3,150	2,563
	CIT Group Funding Co. of Canada	5.600%	11/2/11	375	282
	CIT Group, Inc.	4.250%	2/1/10	3,325	2,830
	CIT Group, Inc.	5.200%	11/3/10	4,025	3,220
	CIT Group, Inc.	4.750%	12/15/10	6,275	5,020
	CIT Group, Inc.	5.800%	7/28/11	525	356
	CIT Group, Inc.	5.400%	2/13/12	1,000	611
	CIT Group, Inc.	7.625%	11/30/12	1,400	1,041
	General Electric Capital Corp.	4.250%	9/13/10	4,575	4,566
	General Electric Capital Corp.	4.875%	10/21/10	6,900	6,925
	General Electric Capital Corp.	5.000%	12/1/10	2,275	2,285
4	General Electric Capital Corp.	1.625%	1/7/11	14,625	14,686
	General Electric Capital Corp.	6.125%	2/22/11	24,625	25,082
4	General Electric Capital Corp.	1.800%	3/11/11	14,700	14,788
	General Electric Capital Corp.	5.500%	4/28/11	1,150	1,163
	General Electric Capital Corp.	5.875%	2/15/12	6,060	6,071
	General Electric Capital Corp.	4.375%	3/3/12	2,325	2,244
4	General Electric Capital Corp.	2.250%	3/12/12	4,275	4,319
4	General Electric Capital Corp.	2.200%	6/8/12	21,925	22,119
	General Electric Capital Corp.	6.000%	6/15/12	15,575	15,505

	General Electric Capital Corp.	5.250%	10/19/12	18,750	18,057
	General Electric Capital Corp.	5.450%	1/15/13	6,975	6,740
	General Electric Capital Corp.	4.800%	5/1/13	11,000	10,352
	HSBC Finance Corp.	4.125%	11/16/09	7,575	7,501
	HSBC Finance Corp.	4.625%	9/15/10	6,150	5,618
	HSBC Finance Corp.	5.250%	1/14/11	5,425	4,716
	HSBC Finance Corp.	5.700%	6/1/11	13,150	11,219
	HSBC Finance Corp.	6.375%	10/15/11	800	692
	HSBC Finance Corp.	7.000%	5/15/12	4,400	3,562
	HSBC Finance Corp.	5.900%	6/19/12	1,375	1,117
	HSBC Finance Corp.	6.375%	11/27/12	3,650	2,937
	HSBC Finance Corp.	4.750%	7/15/13	4,675	3,519
	International Lease Finance Corp.	5.125%	11/1/10	2,100	1,449
	International Lease Finance Corp.	4.950%	2/1/11	2,300	1,472
	International Lease Finance Corp.	5.450%	3/24/11	975	639
	International Lease Finance Corp.	5.750%	6/15/11	8,375	5,569
	International Lease Finance Corp.	5.300%	5/1/12	5,375	2,956
	International Lease Finance Corp.	5.000%	9/15/12	4,665	2,542
	International Lease Finance Corp.	6.375%	3/25/13	4,075	2,160
	International Lease Finance Corp.	5.625%	9/20/13	3,900	2,106
	SLM Corp.	4.500%	7/26/10	3,550	2,663
	SLM Corp.	5.400%	10/25/11	3,700	2,296
	SLM Corp.	5.125%	8/27/12	2,500	1,364
	SLM Corp.	5.375%	1/15/13	2,400	1,321
	SLM Corp.	5.000%	10/1/13	4,350	2,281
	Insurance (1.0%)
	Aetna, Inc.	7.875%	3/1/11	1,675	1,740
	Aetna, Inc.	5.750%	6/15/11	1,575	1,626
	Allstate Corp.	6.125%	2/15/12	1,450	1,432
	Allstate Life Global Funding	5.375%	4/30/13	7,775	7,602
	American International Group, Inc.	4.700%	10/1/10	2,100	1,281
	American International Group, Inc.	5.375%	10/18/11	800	420
	American International Group, Inc.	4.950%	3/20/12	1,475	822
	American International Group, Inc.	4.250%	5/15/13	3,600	1,368
	Assurant, Inc.	5.625%	2/15/14	925	739
	AXA Financial, Inc.	7.750%	8/1/10	2,276	2,231
	Berkshire Hathaway Finance Corp.	4.200%	12/15/10	5,150	5,276
3	Berkshire Hathaway Finance Corp.	4.000%	4/15/12	5,400	5,407
	Berkshire Hathaway Finance Corp.	4.750%	5/15/12	500	519
	Berkshire Hathaway Finance Corp.	4.600%	5/15/13	4,350	4,427
	Berkshire Hathaway Finance Corp.	5.000%	8/15/13	4,875	5,024
	Chubb Corp.	5.200%	4/1/13	3,000	3,047
	CNA Financial Corp.	6.000%	8/15/11	2,450	2,195
	Commerce Group, Inc.	5.950%	12/9/13	900	734
	Fund American Cos., Inc.	5.875%	5/15/13	1,825	1,389
	Genworth Financial, Inc.	5.125%	3/15/11	1,600	1,133
	Genworth Financial, Inc.	5.650%	6/15/12	2,500	1,250
	Hartford Financial Services Group, Inc.	5.250%	10/15/11	4,200	3,151
	Humana Inc.	7.200%	6/15/18	975	809
	ING Capital Funding Trust III	8.439%	12/31/10	4,000	1,160
	ING USA Global	4.500%	10/1/10	3,600	3,507
	Jefferson Pilot Corp.	4.750%	1/30/14	2,400	1,032
3	Liberty Mutual Group	4.875%	2/1/10	2,500	2,421
	Lincoln National Corp.	6.200%	12/15/11	1,550	752

Lincoln National Corp.	5.650%	8/27/12	225	101
Marsh & McLennan Cos., Inc.	5.150%	9/15/10	50	49
Marsh & McLennan Cos., Inc.	6.250%	3/15/12	2,175	2,141
MetLife, Inc.	5.375%	12/15/12	2,850	2,631
MetLife, Inc.	5.000%	11/24/13	2,050	1,804
Principal Life Income Funding	5.125%	3/1/11	1,300	1,251
Principal Life Income Funding	5.300%	12/14/12	1,900	1,733
Principal Life Income Funding	5.300%	4/24/13	2,350	2,145
Progressive Corp.	6.375%	1/15/12	850	837
Protective Life Secured Trust	4.850%	8/16/10	2,075	1,986
Protective Life Secured Trust	5.450%	9/28/12	1,290	1,175
Prudential Financial, Inc.	5.100%	12/14/11	1,200	1,032
Prudential Financial, Inc.	5.800%	6/15/12	1,700	1,374
Prudential Financial, Inc.	5.150%	1/15/13	2,150	1,640
Prudential Financial, Inc.	4.500%	7/15/13	450	335
Travelers Cos. Inc.	5.375%	6/15/12	700	714
Travelers Property Casualty Corp.	5.000%	3/15/13	2,500	2,472
UnitedHealth Group, Inc.	5.250%	3/15/11	4,525	4,583
UnitedHealth Group, Inc.	5.500%	11/15/12	2,575	2,573
UnitedHealth Group, Inc.	4.875%	2/15/13	1,625	1,582
UnitedHealth Group, Inc.	4.875%	4/1/13	1,625	1,564
WellPoint Inc.	5.000%	1/15/11	1,950	1,947
WellPoint Inc.	6.375%	1/15/12	1,650	1,666
WellPoint Inc.	6.800%	8/1/12	1,150	1,177
WellPoint Inc.	6.000%	2/15/14	1,700	1,703
Willis North America Inc.	5.125%	7/15/10	900	828
XL Capital Ltd.	6.500%	1/15/12	2,575	1,799
Other Finance (0.1%)
Chicago Mercantile Exchange Group Inc.	5.400%	8/1/13	2,400	2,417
Chicago Mercantile Exchange Group Inc.	5.750%	2/15/14	2,000	2,075
Orix Corp.	5.480%	11/22/11	2,650	1,805
Real Estate Investment Trusts (0.3%)
AMB Property LP	6.300%	6/1/13	475	352
AvalonBay Communities, Inc.	5.500%	1/15/12	2,000	1,833
Boston Properties, Inc.	6.250%	1/15/13	2,100	1,787
Brandywine Operating Partnership	5.750%	4/1/12	2,750	1,893
Developers Diversified Realty Corp.	5.250%	4/15/11	1,500	725
ERP Operating LP	6.625%	3/15/12	1,350	1,249
ERP Operating LP	5.500%	10/1/12	2,000	1,761
ERP Operating LP	5.200%	4/1/13	1,000	857
Health Care Property Investors, Inc.	5.950%	9/15/11	625	534
Health Care Property Investors, Inc.	6.450%	6/25/12	750	631
Health Care Property Investors, Inc.	5.650%	12/15/13	2,250	1,734
Health Care REIT, Inc.	6.000%	11/15/13	2,775	2,296
Nationwide Health Properties, Inc.	6.250%	2/1/13	1,850	1,538
ProLogis	5.500%	4/1/12	965	604
ProLogis	5.500%	3/1/13	2,000	1,183
Regency Centers LP	6.750%	1/15/12	2,300	1,937
Simon Property Group Inc.	4.600%	6/15/10	175	165
Simon Property Group Inc.	4.875%	8/15/10	3,850	3,649
Simon Property Group Inc.	5.600%	9/1/11	1,250	1,132
Simon Property Group Inc.	5.000%	3/1/12	5,900	5,078
Simon Property Group Inc.	5.300%	5/30/13	2,925	2,414

	Vornado Realty	5.600%	2/15/11	1,850	1,734
					1,319,634
Industrial (11.9%)
	Basic Industry (0.8%)
	Alcan, Inc.	6.450%	3/15/11	3,150	3,073
	Alcan, Inc.	4.500%	5/15/13	775	652
	Alcan, Inc.	5.200%	1/15/14	1,500	1,273
	Alcoa, Inc.	6.000%	1/15/12	4,275	3,718
	Alcoa, Inc.	5.375%	1/15/13	650	493
	Alcoa, Inc.	6.000%	7/15/13	3,725	2,971
	ArcelorMittal	5.375%	6/1/13	5,050	3,953
	Barrick Gold Finance Inc.	6.125%	9/15/13	3,100	3,142
	BHP Billiton Finance (USA) Ltd.	5.000%	12/15/10	1,000	1,025
	BHP Billiton Finance (USA) Ltd.	5.125%	3/29/12	475	481
	BHP Billiton Finance (USA) Ltd.	5.500%	4/1/14	1,600	1,612
	BHP Billiton Finance (USA) Ltd.	4.800%	4/15/13	3,000	3,003
	Celulosa Arauco Constitution SA	8.625%	8/15/10	3,500	3,605
	Dow Chemical Co.	6.125%	2/1/11	2,725	2,537
	Dow Chemical Co.	6.000%	10/1/12	3,000	2,582
	E.I. du Pont de Nemours & Co.	4.125%	4/30/10	1,175	1,210
	E.I. du Pont de Nemours & Co.	5.000%	1/15/13	10,100	10,451
	E.I. du Pont de Nemours & Co.	4.125%	3/6/13	1,000	1,003
	E.I. du Pont de Nemours & Co.	5.000%	7/15/13	4,100	4,252
	Falconbridge Ltd.	7.350%	6/5/12	1,000	857
	ICI Wilmington	5.625%	12/1/13	1,600	1,528
	International Paper Co.	4.000%	4/1/10	2,000	1,888
	Lubrizol Corp.	5.500%	10/1/14	1,850	1,709
	Monsanto Co.	7.375%	8/15/12	1,200	1,345
	Noranda, Inc.	7.250%	7/15/12	1,500	1,264
	Nucor Corp.	5.000%	12/1/12	925	955
	Nucor Corp.	5.000%	6/1/13	1,200	1,236
	Potash Corp. of Saskatchewan	7.750%	5/31/11	3,325	3,572
	PPG Industries, Inc.	5.750%	3/15/13	1,875	1,892
	Praxair, Inc.	6.375%	4/1/12	1,250	1,335
	Praxair, Inc.	3.950%	6/1/13	825	829
	Praxair, Inc.	4.375%	3/31/14	1,125	1,129
	Rio Tinto Finance USA Ltd.	5.875%	7/15/13	5,450	4,888
	US Steel Corp.	5.650%	6/1/13	800	592
	Weyerhaeuser Co.	6.750%	3/15/12	4,600	4,399
	WMC Finance USA	5.125%	5/15/13	1,600	1,569
	Capital Goods (1.4%)
	3M Co.	5.125%	11/6/09	575	588
	3M Co.	4.500%	11/1/11	3,000	3,191
	3M Co.	4.375%	8/15/13	2,000	2,104
	Allied Waste North America Inc.	7.875%	4/15/13	3,500	3,491
	Bemis Co. Inc.	4.875%	4/1/12	1,600	1,481
	Black & Decker Corp.	7.125%	6/1/11	1,000	1,011
	Boeing Capital Corp.	6.100%	3/1/11	4,850	5,122
	Boeing Capital Corp.	6.500%	2/15/12	4,700	4,991
	Boeing Capital Corp.	5.800%	1/15/13	2,750	2,884
	Boeing Co.	5.000%	3/15/14	700	721
	Caterpillar Financial Services Corp.	4.150%	1/15/10	2,900	2,937
	Caterpillar Financial Services Corp.	4.300%	6/1/10	8,975	9,065

	Caterpillar Financial Services Corp.	4.250%	2/8/13	700	672
	Caterpillar Financial Services Corp.	6.200%	9/30/13	2,350	2,333
	Caterpillar Financial Services Corp.	6.125%	2/17/14	5,900	5,719
	Cooper Industries, Inc.	5.250%	11/15/12	1,400	1,442
	CRH America Inc.	5.625%	9/30/11	2,500	2,185
	CRH America Inc.	6.950%	3/15/12	2,000	1,724
	CRH America Inc.	5.300%	10/15/13	2,075	1,579
	Eaton Corp.	4.900%	5/15/13	2,050	1,991
	Emerson Electric Co.	7.125%	8/15/10	500	531
	Emerson Electric Co.	4.625%	10/15/12	3,200	3,319
	General Dynamics Corp.	4.500%	8/15/10	875	905
	General Dynamics Corp.	4.250%	5/15/13	3,800	3,916
	General Dynamics Corp.	5.250%	2/1/14	2,775	2,957
	General Electric Co.	5.000%	2/1/13	16,000	16,055
	Honeywell International, Inc.	6.125%	11/1/11	2,000	2,172
	Honeywell International, Inc.	5.625%	8/1/12	775	835
	Honeywell International, Inc.	4.250%	3/1/13	2,050	2,110
	Honeywell International, Inc.	3.875%	2/15/14	1,200	1,204
3	Illinois Tool Works, Inc.	5.150%	4/1/14	2,150	2,164
	Ingersoll-Rand GL Holding Co.	6.000%	8/15/13	1,800	1,753
	Ingersoll-Rand GL Holding Co.	9.500%	4/15/14	1,700	1,700
	John Deere Capital Corp	4.950%	12/17/12	2,300	2,330
	John Deere Capital Corp.	5.400%	10/17/11	1,325	1,375
	John Deere Capital Corp.	7.000%	3/15/12	14,050	15,049
	John Deere Capital Corp.	5.250%	10/1/12	575	583
	Lafarge SA	6.150%	7/15/11	3,175	2,872
	Lockheed Martin Corp.	4.121%	3/14/13	2,000	2,049
	Northrop Grumman Corp.	7.125%	2/15/11	4,250	4,545
	Raytheon Co.	4.850%	1/15/11	2,000	2,062
	Republic Services, Inc.	6.750%	8/15/11	1,000	1,005
	Roper Industries Inc.	6.625%	8/15/13	1,650	1,667
	Textron Financial Corp.	6.000%	11/20/09	800	737
	Textron Financial Corp.	5.125%	11/1/10	2,275	1,527
	Textron Financial Corp.	5.400%	4/28/13	1,350	814
	Textron, Inc.	6.500%	6/1/12	2,700	1,874
	Tyco International Group SA	6.750%	2/15/11	1,950	1,966
	Tyco International Group SA	6.375%	10/15/11	2,000	2,008
	United Technologies Corp.	4.375%	5/1/10	2,625	2,698
	United Technologies Corp.	7.125%	11/15/10	2,000	2,149
	United Technologies Corp.	6.350%	3/1/11	1,225	1,312
	United Technologies Corp.	6.100%	5/15/12	1,000	1,076
	Vulcan Materials Co.	6.300%	6/15/13	1,250	1,223
	Waste Management, Inc.	5.000%	3/15/14	625	603
	Communication (2.8%)
	AT&T Inc.	5.300%	11/15/10	2,400	2,476
	AT&T Inc.	6.250%	3/15/11	17,675	18,483
	AT&T Inc.	7.300%	11/15/11	8,925	9,675
	AT&T Inc.	5.875%	2/1/12	4,725	4,955
	AT&T Inc.	5.875%	8/15/12	1,825	1,930
	AT&T Inc.	4.950%	1/15/13	3,975	4,036
	AT&T Inc.	6.700%	11/15/13	2,225	2,385
	AT&T Wireless	7.875%	3/1/11	12,250	12,956
	AT&T Wireless	8.125%	5/1/12	3,900	4,280
	British Telecommunications PLC	8.625%	12/15/10	9,125	9,503

British Telecommunications PLC	5.150%	1/15/13	2,000	1,860
CBS Corp.	7.700%	7/30/10	2,475	2,476
CBS Corp.	6.625%	5/15/11	2,000	1,919
CBS Corp.	5.625%	8/15/12	2,225	1,904
CenturyTel, Inc.	7.875%	8/15/12	1,000	1,002
Cingular Wireless LLC	6.500%	12/15/11	1,000	1,055
Comcast Cable Communications Holdings Inc.	8.375%	3/15/13	5,800	6,237
Comcast Cable Communications, Inc.	6.750%	1/30/11	14,875	15,453
Comcast Corp.	5.500%	3/15/11	2,575	2,615
Cox Communications, Inc.	4.625%	1/15/10	2,850	2,813
Cox Communications, Inc.	6.750%	3/15/11	1,625	1,615
Cox Communications, Inc.	7.125%	10/1/12	3,500	3,455
Deutsche Telekom International Finance	8.500%	6/15/10	9,375	9,856
Deutsche Telekom International Finance	5.250%	7/22/13	4,015	4,066
Deutsche Telekom International Finance	5.875%	8/20/13	1,025	1,044
Embarq Corp.	6.738%	6/1/13	3,000	2,829
France Telecom	7.750%	3/1/11	15,125	16,228
Koninklijke KPN NV	8.000%	10/1/10	2,000	2,078
McGraw-Hill Cos. Inc.	5.375%	11/15/12	2,475	2,371
News America Holdings, Inc.	9.250%	2/1/13	2,825	3,007
Qwest Communications International Inc.	7.875%	9/1/11	2,375	2,339
Qwest Communications International Inc.	8.875%	3/15/12	3,875	3,827
R.R. Donnelley & Sons Co.	4.950%	5/15/10	900	863
R.R. Donnelley & Sons Co.	5.625%	1/15/12	600	494
Reed Elsevier Capital	7.750%	1/15/14	3,900	3,942
Rogers Communications Inc.	7.250%	12/15/12	3,500	3,623
Rogers Communications Inc.	6.375%	3/1/14	3,000	3,026
Rogers Communications Inc.	5.500%	3/15/14	2,150	2,112
Telecom Italia Capital	4.000%	1/15/10	2,600	2,565
Telecom Italia Capital	4.875%	10/1/10	1,000	987
Telecom Italia Capital	6.200%	7/18/11	700	686
Telecom Italia Capital	5.250%	11/15/13	2,875	2,604
Telefonica Emisiones SAU	5.984%	6/20/11	6,200	6,402
Telefonica Emisiones SAU	5.855%	2/4/13	3,000	3,107
Telefonica Europe BV	7.750%	9/15/10	5,000	5,239
Telus Corp.	8.000%	6/1/11	5,000	5,209
Thomson Corp.	6.200%	1/5/12	1,500	1,476
Thomson Reuters Corp.	5.950%	7/15/13	3,925	3,845
Time Warner Cable Inc.	5.400%	7/2/12	7,300	7,068
Time Warner Cable Inc.	6.200%	7/1/13	4,250	4,149
Time Warner Cable Inc.	7.500%	4/1/14	1,175	1,202
Time Warner Entertainment	8.875%	10/1/12	1,000	1,029
Verizon Communications Corp.	5.350%	2/15/11	3,800	3,894
Verizon Communications Corp.	4.350%	2/15/13	2,950	2,948
Verizon Communications Corp.	5.250%	4/15/13	5,675	5,844
Verizon Florida, Inc.	6.125%	1/15/13	1,500	1,509
Verizon Global Funding Corp.	7.250%	12/1/10	6,800	7,193
Verizon Global Funding Corp.	6.875%	6/15/12	2,500	2,668
Verizon Global Funding Corp.	7.375%	9/1/12	4,450	4,845
Verizon Global Funding Corp.	4.375%	6/1/13	250	250
Verizon New England, Inc.	6.500%	9/15/11	2,500	2,595
Verizon New Jersey, Inc.	5.875%	1/17/12	3,700	3,746
Verizon New York, Inc.	6.875%	4/1/12	2,000	2,051
Verizon Pennsylvania, Inc.	5.650%	11/15/11	2,000	2,058

	Verizon Virginia, Inc.	4.625%	3/15/13	3,600	3,510
3	Verizon Wireless Capital	5.250%	2/1/12	2,000	2,021
3	Verizon Wireless Capital	7.375%	11/15/13	5,675	6,107
3	Verizon Wireless Captial	5.550%	2/1/14	12,900	12,934
	Vodafone Group PLC	5.350%	2/27/12	9,025	9,259
	Consumer Cyclical (1.6%)
	Autozone, Inc.	6.500%	1/15/14	2,000	1,992
	Best Buy Co.	6.750%	7/15/13	3,350	3,224
	Costco Wholesale Corp.	5.300%	3/15/12	4,000	4,276
	CVS Caremark Corp.	5.750%	8/15/11	1,800	1,893
2	CVS Caremark Corp.	6.302%	6/1/37	2,500	1,491
	DaimlerChrysler North America Holding Corp.	4.875%	6/15/10	3,050	2,974
	DaimlerChrysler North America Holding Corp.	8.000%	6/15/10	1,175	1,184
	DaimlerChrysler North America Holding Corp.	5.875%	3/15/11	6,350	6,128
	DaimlerChrysler North America Holding Corp.	5.750%	9/8/11	10,925	10,325
	DaimlerChrysler North America Holding Corp.	7.300%	1/15/12	3,475	3,340
	DaimlerChrysler North America Holding Corp.	6.500%	11/15/13	4,850	4,431
	Darden Restaurants Inc.	5.625%	10/15/12	1,300	1,226
	Federated Retail Holding	5.350%	3/15/12	6,100	4,821
	Home Depot Inc.	4.625%	8/15/10	3,425	3,439
	Home Depot Inc.	5.200%	3/1/11	1,325	1,348
	Home Depot Inc.	5.250%	12/16/13	3,125	3,024
	Johnson Controls, Inc.	5.250%	1/15/11	1,975	1,902
	Johnson Controls, Inc.	4.875%	9/15/13	1,000	813
	Lowe's Cos., Inc.	8.250%	6/1/10	2,000	2,125
	Lowe's Cos., Inc.	5.600%	9/15/12	3,200	3,348
	Marriott International	4.625%	6/15/12	1,175	1,013
	Marriott International	5.625%	2/15/13	1,425	1,227
	McDonald's Corp.	5.750%	3/1/12	1,800	1,937
	McDonald's Corp.	4.300%	3/1/13	2,000	2,092
	Paccar Inc.	6.875%	2/15/14	2,150	2,233
	Staples Inc.	7.750%	4/1/11	1,400	1,436
	Staples Inc.	9.750%	1/15/14	4,325	4,509
	Target Corp.	7.500%	8/15/10	3,000	3,207
	Target Corp.	6.350%	1/15/11	4,900	5,196
	Target Corp.	5.125%	1/15/13	1,075	1,115
	Target Corp.	4.000%	6/15/13	825	831
	The Walt Disney Co.	5.700%	7/15/11	3,400	3,648
	The Walt Disney Co.	6.375%	3/1/12	1,500	1,623
	The Walt Disney Co.	4.700%	12/1/12	7,200	7,432
	The Walt Disney Co.	4.500%	12/15/13	325	332
	Time Warner, Inc.	6.750%	4/15/11	1,750	1,807
	Time Warner, Inc.	5.500%	11/15/11	7,925	7,876
	Time Warner, Inc.	6.875%	5/1/12	9,675	9,855
	Toll Brothers, Inc.	6.875%	11/15/12	750	711
	Toll Brothers, Inc.	5.950%	9/15/13	575	512
	Toyota Motor Credit Corp.	4.350%	12/15/10	2,300	2,351
	Toyota Motor Credit Corp.	5.450%	5/18/11	3,000	3,136
	Viacom Inc.	5.750%	4/30/11	2,925	2,847
	Wal-Mart Stores, Inc.	4.125%	7/1/10	5,300	5,464
	Wal-Mart Stores, Inc.	4.750%	8/15/10	2,850	2,982
	Wal-Mart Stores, Inc.	4.125%	2/15/11	6,475	6,780
	Wal-Mart Stores, Inc.	4.550%	5/1/13	7,575	8,038
	Wal-Mart Stores, Inc.	7.250%	6/1/13	2,300	2,660

Walgreen Co.	4.875%	8/1/13	4,200	4,461
Western Union Co.	5.400%	11/17/11	1,925	1,948
Western Union Co.	6.500%	2/26/14	3,350	3,399
Yum! Brands, Inc.	8.875%	4/15/11	6,600	7,042
Yum! Brands, Inc.	7.700%	7/1/12	1,600	1,674
Consumer Noncyclical (2.9%)
Abbott Laboratories	3.750%	3/15/11	2,275	2,353
Abbott Laboratories	5.600%	5/15/11	6,825	7,332
Abbott Laboratories	5.150%	11/30/12	3,325	3,595
Altria Group, Inc.	8.500%	11/10/13	4,100	4,490
Altria Group, Inc.	7.750%	2/6/14	5,000	5,245
AmerisourceBergen Corp.	5.625%	9/15/12	2,725	2,681
Anheuser Busch Cos., Inc.	4.700%	4/15/12	1,500	1,465
Anheuser-Busch Cos., Inc.	6.000%	4/15/11	800	812
Anheuser-Busch Cos., Inc.	4.375%	1/15/13	1,500	1,446
AstraZeneca PLC	5.400%	9/15/12	9,375	9,991
Baxter Finco, BV	4.750%	10/15/10	500	517
Baxter International, Inc.	4.000%	3/1/14	1,650	1,676
Biogen Idec Inc.	6.000%	3/1/13	4,725	4,749
Bottling Group LLC	4.625%	11/15/12	4,500	4,663
Bottling Group LLC	5.000%	11/15/13	1,500	1,579
Bottling Group LLC	6.950%	3/15/14	5,000	5,669
Bristol-Myers Squibb Co.	5.250%	8/15/13	1,675	1,775
Campbell Soup Co.	6.750%	2/15/11	1,000	1,081
Cardinal Health, Inc.	6.750%	2/15/11	425	434
Cardinal Health, Inc.	5.650%	6/15/12	375	371
Cia. Brasil de Bebidas AmBev	10.500%	12/15/11	1,300	1,456
Cia. Brasil de Bebidas AmBev	8.750%	9/15/13	2,250	2,469
Clorox Co.	4.200%	1/15/10	2,650	2,683
Coca-Cola Co.	3.625%	3/15/14	3,075	3,128
Coca-Cola Enterprises Inc.	3.750%	3/1/12	2,000	2,046
Coca-Cola Enterprises Inc.	5.000%	8/15/13	2,300	2,391
Coca-Cola Enterprises Inc.	7.375%	3/3/14	2,875	3,263
Coca-Cola HBC Finance BV	5.125%	9/17/13	1,800	1,838
Colgate-Palmolive Co.	5.980%	4/25/12	1,250	1,360
ConAgra Foods, Inc.	7.875%	9/15/10	1,000	1,053
ConAgra Foods, Inc.	6.750%	9/15/11	387	408
Covidien International	5.450%	10/15/12	2,425	2,494
Delhaize America Inc.	5.875%	2/1/14	400	399
Diageo Capital PLC	4.375%	5/3/10	500	510
Diageo Capital PLC	5.200%	1/30/13	5,036	5,136
Diageo Capital PLC	7.375%	1/15/14	3,000	3,321
Diageo Finance BV	3.875%	4/1/11	3,500	3,546
Dr. Pepper Snapple Group	6.120%	5/1/13	325	319
Eli Lilly & Co.	3.550%	3/6/12	3,400	3,493
Eli Lilly & Co.	6.000%	3/15/12	2,775	3,043
Eli Lilly & Co.	4.200%	3/6/14	525	540
Fortune Brands Inc.	5.125%	1/15/11	3,150	3,111
Genentech Inc.	4.400%	7/15/10	850	868
General Mills, Inc.	6.000%	2/15/12	4,675	4,919
General Mills, Inc.	5.650%	9/10/12	3,050	3,205
General Mills, Inc.	5.250%	8/15/13	4,225	4,383
GlaxoSmithKline Capital Inc.	4.850%	5/15/13	9,550	9,923
H.J. Heinz Co.	6.625%	7/15/11	2,500	2,651

H.J. Heinz Co.	6.000%	3/15/12	1,500	1,565
H.J. Heinz Co.	5.350%	7/15/13	1,300	1,345
Johnson & Johnson	5.150%	8/15/12	7,125	7,767
Johnson & Johnson	3.800%	5/15/13	1,525	1,602
Kellogg Co.	6.600%	4/1/11	5,850	6,237
Kellogg Co.	4.250%	3/6/13	4,175	4,243
Kimberly-Clark Corp.	5.625%	2/15/12	2,075	2,197
Kraft Foods, Inc.	4.125%	11/12/09	1,425	1,442
Kraft Foods, Inc.	5.625%	11/1/11	5,150	5,347
Kraft Foods, Inc.	6.250%	6/1/12	7,525	7,977
Kraft Foods, Inc.	5.250%	10/1/13	3,200	3,390
Kraft Foods, Inc.	6.750%	2/19/14	450	490
Kroger Co.	8.050%	2/1/10	1,700	1,761
Kroger Co.	6.800%	4/1/11	1,000	1,053
Kroger Co.	6.750%	4/15/12	3,050	3,221
Kroger Co.	6.200%	6/15/12	2,525	2,632
Kroger Co.	5.500%	2/1/13	1,425	1,435
Kroger Co.	5.000%	4/15/13	1,550	1,528
Laboratory Corp. of America	5.500%	2/1/13	875	832
McKesson Corp.	7.750%	2/1/12	1,475	1,569
McKesson Corp.	5.250%	3/1/13	2,025	2,000
Medco Health Solutions	6.125%	3/15/13	1,450	1,436
Medco Health Solutions	7.250%	8/15/13	800	824
Medtronic Inc.	4.500%	3/15/14	1,075	1,106
Merck & Co.	5.125%	11/15/11	1,850	1,982
Molson Coors Capital Finance	4.850%	9/22/10	300	304
Newell Rubbermaid, Inc.	4.000%	5/1/10	1,000	968
Newell Rubbermaid, Inc.	5.500%	4/15/13	2,500	2,206
Novartis Capital Corp.	4.125%	2/10/14	7,450	7,644
PepsiAmericas Inc.	5.750%	7/31/12	800	836
PepsiAmericas Inc.	4.375%	2/15/14	1,675	1,673
Pepsico, Inc.	5.150%	5/15/12	3,250	3,492
Pepsico, Inc.	4.650%	2/15/13	3,025	3,229
Pepsico, Inc.	3.750%	3/1/14	3,075	3,144
Pfizer, Inc.	4.450%	3/15/12	12,800	13,181
Pfizer, Inc.	4.500%	2/15/14	925	968
Philip Morris International Inc.	4.875%	5/16/13	5,525	5,613
Philip Morris International Inc.	6.875%	3/17/14	3,825	4,137
Philips Electronics NV	4.625%	3/11/13	1,450	1,444
Procter & Gamble Co.	4.600%	1/15/14	6,575	6,995
Quest Diagnostic, Inc.	5.125%	11/1/10	3,500	3,518
Reynolds American Inc.	7.250%	6/1/12	3,850	3,812
Reynolds American Inc.	7.250%	6/1/13	1,500	1,429
Safeway, Inc.	4.950%	8/16/10	875	891
Safeway, Inc.	6.500%	3/1/11	1,625	1,702
Safeway, Inc.	5.800%	8/15/12	3,050	3,177
Safeway, Inc.	6.250%	3/15/14	1,000	1,052
Sara Lee Corp.	6.250%	9/15/11	2,500	2,609
Schering-Plough Corp.	5.550%	12/1/13	2,875	3,013
Sysco Corp.	4.200%	2/12/13	600	617
Unilever Capital Corp.	7.125%	11/1/10	4,550	4,891
Unilever Capital Corp.	3.650%	2/15/14	1,350	1,360
UST, Inc.	6.625%	7/15/12	1,000	1,021
Whirlpool Corp.	5.500%	3/1/13	4,225	3,496
Wyeth	6.950%	3/15/11	5,750	6,143

Wyeth	5.500%	3/15/13	5,600	5,883
Wyeth	5.500%	2/1/14	2,750	2,899
Energy (1.2%)
Amerada Hess Corp.	6.650%	8/15/11	2,500	2,552
Anadarko Finance Co.	6.750%	5/1/11	3,375	3,407
Apache Corp.	6.250%	4/15/12	1,000	1,064
Apache Corp.	5.250%	4/15/13	1,500	1,564
Apache Corp.	6.000%	9/15/13	1,675	1,800
BP Capital Markets PLC	3.125%	3/10/12	5,275	5,337
BP Capital Markets PLC	5.250%	11/7/13	7,850	8,402
Burlington Resources, Inc.	6.680%	2/15/11	2,000	2,142
Burlington Resources, Inc.	6.500%	12/1/11	500	545
Canadian Natural Resources	6.700%	7/15/11	2,500	2,603
Canadian Natural Resources	5.450%	10/1/12	3,550	3,447
Canadian Natural Resources	5.150%	2/1/13	500	476
Chevron Corp.	3.450%	3/3/12	4,400	4,539
Chevron Corp.	3.950%	3/3/14	6,050	6,214
Conoco Funding Co.	6.350%	10/15/11	11,375	12,269
ConocoPhillips	8.750%	5/25/10	3,800	4,086
ConocoPhillips	4.750%	2/1/14	4,200	4,365
ConocoPhillips Canada	5.300%	4/15/12	1,700	1,783
Devon Financing Corp.	6.875%	9/30/11	9,800	10,266
Encana Corp.	4.750%	10/15/13	1,125	1,073
EOG Resources Inc.	6.125%	10/1/13	1,200	1,289
Halliburton Co.	5.500%	10/15/10	1,500	1,564
Husky Energy Inc.	6.250%	6/15/12	1,000	984
Kerr McGee Corp.	6.875%	9/15/11	1,425	1,443
Marathon Oil Corp.	6.125%	3/15/12	700	713
Marathon Oil Corp.	6.000%	7/1/12	900	927
Occidental Petroleum	4.250%	3/15/10	2,560	2,616
PanCanadian Energy Corp.	6.300%	11/1/11	1,500	1,509
Petro-Canada	4.000%	7/15/13	3,210	2,945
Shell International Finance BV	5.625%	6/27/11	1,950	2,101
Shell International Finance BV	4.950%	3/22/12	700	743
Shell International Finance BV	4.000%	3/21/14	8,075	8,178
Transocean Inc.	5.250%	3/15/13	3,400	3,389
Valero Energy Corp.	6.875%	4/15/12	3,000	3,014
Weatherford International Inc.	5.950%	6/15/12	2,250	2,158
Weatherford International Inc.	5.150%	3/15/13	4,175	3,852
XTO Energy, Inc.	5.000%	8/1/10	1,000	1,007
XTO Energy, Inc.	5.900%	8/1/12	8,850	9,023
Technology (0.9%)
Arrow Electronics, Inc.	6.875%	7/1/13	800	774
Cisco Systems Inc.	5.250%	2/22/11	10,000	10,579
Computer Sciences Corp.	5.500%	3/15/13	725	704
Dell Inc.	4.700%	4/15/13	1,550	1,556
Dun & Bradstreet Corp.	6.000%	4/1/13	1,700	1,730
Electronic Data Systems	6.000%	8/1/13	2,450	2,588
Fiserv, Inc.	6.125%	11/20/12	3,000	2,964
Hewlett-Packard Co.	6.500%	7/1/12	1,025	1,101
Hewlett-Packard Co.	4.500%	3/1/13	15,775	16,202
Hewlett-Packard Co.	6.125%	3/1/14	1,950	2,075
IBM International Group Capital	5.050%	10/22/12	18,400	19,571

	International Business Machines Corp.	4.950%	3/22/11	2,325	2,450
	Intuit Inc.	5.400%	3/15/12	950	898
	Lexmark International Inc.	5.900%	6/1/13	1,050	894
	Motorola, Inc.	7.625%	11/15/10	390	373
	Motorola, Inc.	8.000%	11/1/11	925	859
	Motorola, Inc.	5.375%	11/15/12	3,500	2,971
	Oracle Corp.	5.000%	1/15/11	6,150	6,464
	Oracle Corp.	4.950%	4/15/13	3,400	3,597
	Pitney Bowes, Inc.	4.625%	10/1/12	2,000	2,018
	Tyco Electronics Group	6.000%	10/1/12	3,650	3,095
	Xerox Corp.	6.875%	8/15/11	1,025	999
	Xerox Corp.	5.500%	5/15/12	11,750	10,096
	Transportation (0.3%)
	Burlington Northern Santa Fe Corp.	7.125%	12/15/10	1,500	1,575
	Burlington Northern Santa Fe Corp.	6.750%	7/15/11	2,500	2,629
	Burlington Northern Santa Fe Corp.	5.900%	7/1/12	1,050	1,092
	Canadian Pacific Railway Co.	6.250%	10/15/11	1,550	1,543
	Canadian Pacific Railway Co.	5.750%	5/15/13	1,000	960
	CSX Corp.	6.300%	3/15/12	2,000	1,987
	Delta Air Lines Enhanced Equipment Trust Certificates	6.417%	7/2/12	2,000	1,520
	Delta Air Lines, Inc.	7.111%	9/18/11	4,327	3,635
	Norfolk Southern Corp.	6.750%	2/15/11	2,925	3,073
	Ryder System Inc.	5.950%	5/2/11	850	849
	Ryder System Inc.	6.000%	3/1/13	1,500	1,377
	Southwest Airlines Co.	6.500%	3/1/12	3,225	3,134
	Union Pacific Corp.	6.650%	1/15/11	2,000	2,097
	Union Pacific Corp.	6.500%	4/15/12	4,750	4,921
	United Parcel Service of America	3.875%	4/1/14	1,500	1,502
					1,252,914
Utilities (1.9%)
	Electric (1.4%)
	Carolina Power & Light Co.	6.500%	7/15/12	1,000	1,066
	CenterPoint Energy Houston	5.700%	3/15/13	700	693
	CenterPoint Energy Houston	5.750%	1/15/14	500	493
	CenterPoint Energy Houston	7.000%	3/1/14	2,725	2,840
	Cincinnati Gas & Electric Co.	5.700%	9/15/12	2,400	2,481
	Commonwealth Edison Co.	6.150%	3/15/12	3,275	3,323
	Consolidated Edison Co. of New York	4.875%	2/1/13	4,000	4,019
	Consolidated Natural Gas	6.250%	11/1/11	1,000	1,029
	Constellation Energy Group, Inc.	6.125%	9/1/09	875	876
	Constellation Energy Group, Inc.	7.000%	4/1/12	2,300	2,262
	Consumers Energy Co.	5.000%	2/15/12	1,250	1,252
	Consumers Energy Co.	5.375%	4/15/13	750	741
	Dayton Power & Light	5.125%	10/1/13	1,875	1,943
	Detroit Edison Co.	6.125%	10/1/10	1,000	1,026
	Dominion Resources, Inc.	4.750%	12/15/10	2,125	2,145
	Dominion Resources, Inc.	5.000%	3/15/13	1,500	1,500
2	Dominion Resources, Inc.	6.300%	9/30/66	3,400	1,946
	DTE Energy Co.	7.050%	6/1/11	1,000	1,008
	Duke Energy Carolinas LLC	5.750%	11/15/13	1,500	1,611
	Duke Energy Corp.	6.250%	1/15/12	3,500	3,745
	Duke Energy Corp.	6.300%	2/1/14	2,725	2,789

Energy East Corp.	6.750%	6/15/12	1,750	1,728
Enersis SA	7.375%	1/15/14	1,000	1,035
Entergy Arkansas Inc.	5.400%	8/1/13	1,000	983
Exelon Corp.	6.750%	5/1/11	1,000	1,018
Exelon Generation Co. LLC	6.950%	6/15/11	1,500	1,519
Exelon Generation Co. LLC	5.350%	1/15/14	1,000	952
FirstEnergy Corp.	6.450%	11/15/11	6,875	6,961
Florida Power & Light Co.	4.850%	2/1/13	250	259
Florida Power Corp.	4.500%	6/1/10	1,150	1,178
FPL Group Capital, Inc.	5.625%	9/1/11	3,575	3,789
FPL Group Capital, Inc.	5.350%	6/15/13	400	410
Georgia Power Co.	6.000%	11/1/13	2,000	2,171
MidAmerican Energy Co.	5.650%	7/15/12	1,150	1,195
MidAmerican Energy Co.	5.125%	1/15/13	2,000	2,057
MidAmerican Energy Holdings Co.	5.000%	2/15/14	600	603
National Rural Utilities Cooperative Finance Corp.	4.375%	10/1/10	3,350	3,399
National Rural Utilities Cooperative Finance Corp.	7.250%	3/1/12	5,000	5,219
National Rural Utilities Cooperative Finance Corp.	5.500%	7/1/13	5,450	5,522
NiSource Finance Corp.	7.875%	11/15/10	2,800	2,758
NiSource Finance Corp.	6.150%	3/1/13	1,975	1,702
NStar Electric Co.	4.875%	10/15/12	1,925	1,976
Ohio Power Co.	5.750%	9/1/13	1,575	1,585
Oncor Electric Delivery Co.	6.375%	5/1/12	1,950	1,927
Pacific Gas & Electric Co.	4.200%	3/1/11	1,100	1,129
Pacific Gas & Electric Co.	4.800%	3/1/14	4,100	4,120
PacifiCorp	6.900%	11/15/11	3,650	3,891
Pepco Holdings, Inc.	6.450%	8/15/12	2,000	2,013
PPL Energy Supply LLC	6.400%	11/1/11	1,000	998
PPL Energy Supply LLC	6.300%	7/15/13	950	957
Progress Energy, Inc.	7.100%	3/1/11	11,118	11,625
Progress Energy, Inc.	6.850%	4/15/12	775	804
PSE&G Power LLC	7.750%	4/15/11	1,950	2,063
PSE&G Power LLC	6.950%	6/1/12	4,775	4,892
PSI Energy Inc.	5.000%	9/15/13	1,125	1,119
Public Service Co. of Colorado	7.875%	10/1/12	4,625	5,198
Public Service Electric & Gas	5.375%	9/1/13	2,000	2,073
SCANA Corp.	6.875%	5/15/11	1,500	1,564
Southern California Edison Co.	5.000%	1/15/14	2,000	2,092
Southern Co.	5.300%	1/15/12	2,550	2,678
Southern Power Co.	6.250%	7/15/12	1,000	1,054
Tampa Electric Co.	6.875%	6/15/12	1,000	1,041
Tampa Electric Co.	6.375%	8/15/12	2,000	2,056
Virginia Electric & Power Co.	5.100%	11/30/12	6,825	7,011
Wisconsin Energy Corp.	6.500%	4/1/11	4,595	4,815
Natural Gas (0.5%)
AGL Capital Corp.	7.125%	1/14/11	500	511
CenterPoint Energy Resources	7.875%	4/1/13	1,500	1,548
Duke Capital Corp.	6.250%	2/15/13	3,325	3,257
Duke Energy Field Services	7.875%	8/16/10	4,000	4,095
Energy Transfer Partners LP	5.650%	8/1/12	1,250	1,185
Energy Transfer Partners LP	6.000%	7/1/13	1,500	1,414

5	Enron Corp.	9.125%	4/1/03	2,000	10
5	Enron Corp.	7.625%	9/10/04	1,000	5
	Enterprise Products Operating LP	4.950%	6/1/10	7,175	7,075
	Enterprise Products Operating LP	5.650%	4/1/13	2,200	2,073
5	HNG Internorth	9.625%	3/15/06	1,500	8
	KeySpan Corp.	7.625%	11/15/10	1,500	1,566
	Kinder Morgan Energy Partners LP	6.750%	3/15/11	1,225	1,264
	Kinder Morgan Energy Partners LP	7.125%	3/15/12	550	562
	Kinder Morgan Energy Partners LP	5.850%	9/15/12	3,000	2,959
	ONEOK Inc.	7.125%	4/15/11	2,000	2,042
	ONEOK Partners, LP	5.900%	4/1/12	3,400	3,397
	Reliant Energy Resources	7.750%	2/15/11	2,500	2,546
	Sempra Energy	6.000%	2/1/13	2,525	2,573
	Teppco Partners, LP	5.900%	4/15/13	1,150	1,074
	Trans-Canada Pipelines	4.000%	6/15/13	1,650	1,595
	Transcontinental Gas Pipe Line Corp.	7.000%	8/15/11	650	664
	Valero Logistics	6.050%	3/15/13	2,000	1,733
	Williams Cos., Inc.	7.125%	9/1/11	2,125	2,130
	Williams Cos., Inc.	8.125%	3/15/12	2,100	2,132
					199,345
Total Corporate Bonds (Cost $2,866,096)					2,777,003
Sovereign Bonds (U.S. Dollar-Denominated) (6.3%)
	African Development Bank	1.875%	1/23/12	4,750	4,727
	Asian Development Bank	2.125%	3/15/12	3,350	3,353
	Asian Development Bank	4.500%	9/4/12	5,000	5,324
	Asian Development Bank	3.625%	9/5/13	5,850	6,097
	Canada Mortgage & Housing Corp.	4.800%	10/1/10	1,500	1,563
	Canada Mortgage & Housing Corp.	5.000%	9/1/11	4,000	4,258
	Corp. Andina de Fomento	6.875%	3/15/12	2,300	2,238
	Corp. Andina de Fomento	5.200%	5/21/13	2,575	2,315
	Eksportfinans	5.125%	10/26/11	6,000	6,298
	European Investment Bank	4.125%	9/15/10	3,600	3,695
	European Investment Bank	4.625%	9/15/10	19,750	20,470
	European Investment Bank	3.250%	2/15/11	15,425	15,733
	European Investment Bank	2.625%	5/16/11	3,800	3,837
	European Investment Bank	5.250%	6/15/11	12,975	13,774
	European Investment Bank	3.125%	7/15/11	16,425	16,816
	European Investment Bank	3.250%	10/14/11	4,775	4,897
	European Investment Bank	2.625%	11/15/11	10,450	10,594
	European Investment Bank	2.000%	2/10/12	15,425	15,443
	European Investment Bank	4.625%	3/21/12	21,700	23,100
	European Investment Bank	3.250%	5/15/13	1,050	1,074
	European Investment Bank	4.250%	7/15/13	16,950	17,978
	Export Development Canada	3.750%	7/15/11	2,575	2,698
	Export Development Canada	2.625%	11/15/11	3,300	3,371
	Export Development Canada	2.375%	3/19/12	3,875	3,905
	Export Development Canada	4.500%	10/25/12	7,500	8,213
	Export-Import Bank of Korea	5.125%	2/14/11	600	586
	Export-Import Bank of Korea	5.500%	10/17/12	7,850	7,575
	Export-Import Bank of Korea	8.125%	1/21/14	4,550	4,705
	Federation of Malaysia	7.500%	7/15/11	3,725	4,034
	Federative Republic of Brazil	9.250%	10/22/10	8,225	8,986
	Federative Republic of Brazil	11.000%	1/11/12	3,875	4,592
	Financement Quebec	5.000%	10/25/12	2,000	2,149

	Inter-American Development Bank	5.000%	4/5/11	5,000	5,282
	Inter-American Development Bank	3.250%	11/15/11	4,500	4,630
	Inter-American Development Bank	4.750%	10/19/12	12,500	13,400
	Inter-American Development Bank	3.500%	3/15/13	3,000	3,089
	International Bank for Reconstruction & Development	2.000%	4/2/12	21,600	21,654
	International Bank for Reconstruction & Development	3.625%	5/21/13	5,500	5,706
	International Finance Corp.	4.000%	6/15/10	1,250	1,287
	International Finance Corp.	5.125%	5/2/11	7,100	7,459
	Japan Bank International	4.750%	5/25/11	2,150	2,259
	Japan Bank International	4.375%	11/26/12	2,200	2,294
	Japan Bank International	4.250%	6/18/13	6,150	6,320
	Japan Finance Corp.	5.875%	3/14/11	2,000	2,142
	KFW International Finance Inc.	1.875%	3/15/11	7,950	7,974
	KFW International Finance Inc.	3.250%	10/14/11	10,950	11,243
	KFW International Finance Inc.	2.000%	1/17/12	9,425	9,438
	KFW International Finance Inc.	3.500%	3/10/14	7,925	8,012
	Korea Development Bank	5.300%	1/17/13	4,650	4,314
	Korea Development Bank	5.750%	9/10/13	5,525	5,170
	Korea Development Bank	8.000%	1/23/14	5,000	5,144
	Kreditanstalt fur Wiederaufbau	4.250%	6/15/10	9,825	10,089
4	Kreditanstalt fur Wiederaufbau	3.125%	11/15/10	6,050	6,182
	Kreditanstalt fur Wiederaufbau	3.250%	2/15/11	15,000	15,326
	Kreditanstalt fur Wiederaufbau	3.750%	6/27/11	8,825	9,130
	Kreditanstalt fur Wiederaufbau	4.750%	5/15/12	21,700	23,259
	Kreditanstalt fur Wiederaufbau	3.250%	3/15/13	7,450	7,632
	Kreditanstalt fur Wiederaufbau	3.500%	5/16/13	12,375	12,785
	Kreditanstalt fur Wiederaufbau	4.000%	10/15/13	6,125	6,450
	Landeskreditbank Baden-Wuerttemberg - Foerderbank	4.250%	9/15/10	3,500	3,597
	Landeskreditbank Baden-Wuerttemberg - Foerderbank	4.875%	1/13/12	1,500	1,619
^	Landwirtschaftliche Rentenbank	4.875%	2/14/11	6,000	6,246
	Landwirtschaftliche Rentenbank	5.250%	7/15/11	3,500	3,704
	Landwirtschaftliche Rentenbank	5.250%	7/2/12	9,600	10,363
	Landwirtschaftliche Rentenbank	3.250%	3/15/13	2,100	2,145
	Mass Transit Railway Corp.	7.500%	11/8/10	1,500	1,606
	Nordic Investment Bank	3.875%	6/15/10	3,750	3,846
^	Nordic Investment Bank	4.500%	9/13/10	5,000	5,187
	Nordic Investment Bank	3.125%	2/15/11	6,000	6,127
	Oesterreichische Kontrollbank	4.250%	10/6/10	3,375	3,486
	Oesterreichische Kontrollbank	2.875%	3/15/11	1,000	1,018
	Oesterreichische Kontrollbank	3.125%	10/14/11	450	463
	Oesterreichische Kontrollbank	4.750%	11/8/11	13,500	14,278
	Oesterreichische Kontrollbank	4.750%	10/16/12	7,725	8,265
	Ontario Hydro Electric	7.450%	3/31/13	1,000	1,170
	Pemex Project Funding Master Trust	9.125%	10/13/10	2,500	2,637
^	Petrobras International Finance	9.125%	7/2/13	2,500	2,906
	Province of Ontario	3.125%	9/8/10	3,975	4,039
	Province of Ontario	2.750%	2/22/11	3,900	3,956
	Province of Ontario	3.375%	5/20/11	950	977
	Province of Ontario	5.000%	10/18/11	12,450	13,267
	Province of Ontario	2.625%	1/20/12	2,375	2,397
	Province of Ontario	3.500%	7/15/13	6,000	6,135

		Province of Quebec		6.125%	1/22/11	4,200	4,459
		Province of Saskatchewan		7.375%	7/15/13	1,000	1,212
		Quebec Hydro Electric		6.300%	5/11/11	2,500	2,665
		Quebec Hydro Electric		8.000%	2/1/13	2,000	2,356
		Republic of Chile		7.125%	1/11/12	2,650	2,915
		Republic of Chile		5.500%	1/15/13	3,550	3,798
		Republic of Italy		6.000%	2/22/11	5,775	6,118
		Republic of Italy		3.500%	7/15/11	2,925	2,988
		Republic of Italy		5.625%	6/15/12	16,600	17,712
		Republic of Korea		4.250%	6/1/13	3,225	3,120
		Republic of Peru		9.125%	2/21/12	2,500	2,800
		Republic of Poland		6.250%	7/3/12	2,600	2,730
		Republic of Poland		5.250%	1/15/14	3,975	3,937
		Republic of South Africa		7.375%	4/25/12	2,500	2,600
		State of Israel		4.625%	6/15/13	2,350	2,452
		State of Israel		5.125%	3/1/14	2,000	2,129
		Swedish Export Credit Corp.		4.000%	6/15/10	2,175	2,227
		Swedish Export Credit Corp.		4.500%	9/27/10	8,350	8,645
		United Mexican States		9.875%	2/1/10	475	507
		United Mexican States		8.375%	1/14/11	11,600	12,702
		United Mexican States		7.500%	1/14/12	2,100	2,305
		United Mexican States		6.375%	1/16/13	2,450	2,588
		United Mexican States		5.875%	1/15/14	2,825	2,931
		United Mexican States		5.875%	2/17/14	2,375	2,464
Total Sovereign Bonds (Cost $642,162)							659,862
			Coupon			Shares	Market Value ($000)
Temporary Cash Investment (1.2%)
6,7		Vanguard Market Liquidity Fund (Cost $124,963)		0.440%		124,962,571	124,963
Total Investments (100.2%) (Cost $10,430,382)							10,565,652
Other Assets and Liabilities-Net (-0.2%)7							(23,057)
Net Assets (100%)							10,542,595
^	Part of security position is on loan to broker-dealers. The total value of securities on loan is $6,464,000.
1	The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the
	U.S. government.
2	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
	principal payments and prepayments or the possibility of the issue being called.
3	Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
	transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2009, the aggregate
	value of these securities was $46,822,000, representing 0.4% of net assets.
4	Guaranteed by the Federal Deposit Insurance Corporation (FDIC) as part of the Temporary Liquidity Guarantee
	Program.
5	Non-income-producing security--security in default.
6	Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by

	Vanguard. Rate shown is the 7-day yield.
7	Includes $6,598,000 of collateral received for securities on loan.
	REIT—Real Estate Investment Trust.

Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, 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. Other temporary cash investments are valued at amortized cost, which approximates market 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 board of trustees to represent fair value.

At March 31, 2009, the cost of investment securities for tax purposes was $10,430,382,000. Net unrealized appreciation of investment securities for tax purposes was $135,270,000, consisting of unrealized gains of $270,659,000 on securities that had risen in value since their purchase and $135,389,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determinethe value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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).

The following table summarizes the fund's investments as of March 31, 2009, based on the inputs used to value them:

Valuation Inputs	Investments in Securities ($000)
Level 1- Quoted prices	124,963
Level 2- Other significant observable inputs	10,440,689
Level 3- Significant unobservable inputs	-
Total	10,565,652

Vanguard Intermediate-Term Bond Index Fund

Schedule of Investments

As of March 31, 2009

		Coupon		Maturity Date		Face Amount ($000)	Market Value ($000)
U.S. Government and Agency Obligations (53.3%)
U.S. Government Securities (42.9%)
	U.S. Treasury Bond		11.250%		2/15/15	85,615	129,212
	U.S. Treasury Bond		10.625%		8/15/15	98,410	147,877
	U.S. Treasury Bond		9.875%		11/15/15	102,200	149,691
	U.S. Treasury Bond		9.250%		2/15/16	41,620	59,920
	U.S. Treasury Bond		7.250%		5/15/16	65,325	86,096
	U.S. Treasury Bond		7.500%		11/15/16	129,345	173,706
	U.S. Treasury Bond		8.750%		5/15/17	146,870	211,906
	U.S. Treasury Bond		8.875%		8/15/17	113,285	165,343
	U.S. Treasury Bond		9.125%		5/15/18	104,495	158,212
	U.S. Treasury Bond		8.875%		2/15/19	21,850	32,963
	U.S. Treasury Note		3.125%		11/30/09	780	793
	U.S. Treasury Note		2.625%		5/31/10	7,550	7,723
	U.S. Treasury Note		3.875%		10/31/12	8,350	9,099
	U.S. Treasury Note		3.125%		8/31/13	16,745	17,933
	U.S. Treasury Note		3.125%		9/30/13	28,300	30,316
	U.S. Treasury Note		2.750%		10/31/13	46,175	48,700
	U.S. Treasury Note		4.250%		11/15/13	2,360	2,647
	U.S. Treasury Note		2.000%		11/30/13	78,875	80,538
	U.S. Treasury Note		1.500%		12/31/13	117,600	117,361
	U.S. Treasury Note		1.750%		1/31/14	20,300	20,443
	U.S. Treasury Note		4.000%		2/15/14	3,395	3,779
	U.S. Treasury Note		1.875%		2/28/14	11,850	11,983
	U.S. Treasury Note		1.750%		3/31/14	1,600	1,606
	U.S. Treasury Note		4.750%		5/15/14	72,180	83,346
	U.S. Treasury Note		4.250%		8/15/14	1,745	1,976
	U.S. Treasury Note		4.000%		2/15/15	51,625	57,764
	U.S. Treasury Note		4.125%		5/15/15	49,945	56,422
	U.S. Treasury Note		4.250%		8/15/15	22,950	26,145
	U.S. Treasury Note		4.500%		11/15/15	750	870
	U.S. Treasury Note		4.500%		2/15/16	7,665	8,846
	U.S. Treasury Note		2.625%		2/29/16	91,175	93,540
	U.S. Treasury Note		2.375%		3/31/16	27,050	27,227
	U.S. Treasury Note		5.125%		5/15/16	91,800	109,515
	U.S. Treasury Note		4.875%		8/15/16	125,430	147,596
	U.S. Treasury Note		4.625%		11/15/16	35,400	41,058
	U.S. Treasury Note		4.625%		2/15/17	160,290	186,311
	U.S. Treasury Note		4.500%		5/15/17	165,545	190,662
	U.S. Treasury Note		4.750%		8/15/17	117,075	136,978
	U.S. Treasury Note		4.250%		11/15/17	123,255	139,875
	U.S. Treasury Note		3.500%		2/15/18	135,600	145,579
	U.S. Treasury Note		4.000%		8/15/18	112,550	125,124
	U.S. Treasury Note		3.750%		11/15/18	189,410	206,576
	U.S. Treasury Note		2.750%		2/15/19	227,905	229,259
							3,682,516
Agency Bonds and Notes (10.4%)
	Agency for International Development - Egypt (U.S. Government Guaranteed)		4.450%		9/15/15	6,825	7,225
1	Federal Farm Credit Bank		4.875%		12/16/15	12,450	13,486
1	Federal Farm Credit Bank		5.125%		8/25/16	11,300	12,454

1	Federal Farm Credit Bank	4.875%	1/17/17	5,750	6,255
1	Federal Home Loan Bank	5.250%	6/18/14	150	169
1	Federal Home Loan Bank	5.500%	8/13/14	40,075	45,656
1	Federal Home Loan Bank	5.000%	12/21/15	12,260	13,389
1	Federal Home Loan Bank	5.375%	5/18/16	19,750	22,317
1	Federal Home Loan Bank	5.625%	6/13/16	4,325	4,373
1	Federal Home Loan Bank	5.125%	10/19/16	6,400	7,052
1	Federal Home Loan Bank	4.750%	12/16/16	28,300	30,764
1	Federal Home Loan Bank	4.875%	5/17/17	24,225	26,418
1	Federal Home Loan Bank	5.000%	11/17/17	25,700	27,928
1	Federal Home Loan Bank	5.375%	8/15/18	6,000	6,619
1	Federal Home Loan Mortgage Corp.	5.000%	7/15/14	43,050	48,271
1	Federal Home Loan Mortgage Corp.	4.500%	1/15/15	25,850	28,364
1	Federal Home Loan Mortgage Corp.	5.050%	1/26/15	4,700	5,271
1	Federal Home Loan Mortgage Corp.	4.750%	1/19/16	27,925	30,796
1	Federal Home Loan Mortgage Corp.	5.250%	4/18/16	16,500	18,660
1	Federal Home Loan Mortgage Corp.	5.500%	7/18/16	52,000	59,605
1	Federal Home Loan Mortgage Corp.	5.125%	10/18/16	12,100	13,588
1	Federal Home Loan Mortgage Corp.	5.000%	2/16/17	22,000	24,456
1	Federal Home Loan Mortgage Corp.	5.125%	11/17/17	39,500	44,302
1	Federal Home Loan Mortgage Corp.	4.875%	6/13/18	29,750	32,989
1	Federal Home Loan Mortgage Corp.	5.000%	12/14/18	11,900	11,421
1	Federal Home Loan Mortgage Corp.	3.750%	3/27/19	14,200	14,400
1	Federal National Mortgage Assn.	4.125%	4/15/14	25,600	27,577
1	Federal National Mortgage Assn.	4.625%	10/15/14	16,225	17,896
1	Federal National Mortgage Assn.	5.000%	4/15/15	25,000	28,002
1	Federal National Mortgage Assn.	4.375%	10/15/15	11,050	11,998
1	Federal National Mortgage Assn.	5.000%	3/15/16	13,000	14,506
1	Federal National Mortgage Assn.	5.250%	9/15/16	32,925	37,270
1	Federal National Mortgage Assn.	4.875%	12/15/16	29,900	33,116
1	Federal National Mortgage Assn.	5.000%	2/13/17	46,475	51,626
1	Federal National Mortgage Assn.	5.000%	5/11/17	26,000	28,847
1	Federal National Mortgage Assn.	5.375%	6/12/17	25,000	28,388
1	Financing Corp.	9.400%	2/8/18	1,475	2,121
1	Financing Corp.	10.350%	8/3/18	2,170	3,326
1	Financing Corp.	9.650%	11/2/18	10,145	15,101
	Private Export Funding Corp.	4.375%	3/15/19	3,500	3,595
1	Tennessee Valley Auth.	6.000%	3/15/13	6,000	6,866
1	Tennessee Valley Auth.	4.750%	8/1/13	4,000	4,398
1	Tennessee Valley Auth.	4.375%	6/15/15	7,000	7,556
1	Tennessee Valley Auth.	5.500%	7/18/17	6,200	6,986
1	Tennessee Valley Auth.	6.250%	12/15/17	2,600	3,115
1	Tennessee Valley Auth.	4.500%	4/1/18	2,375	2,542
					891,060
Total U.S. Government and Agency Obligations (Cost $4,227,828)					4,573,576
Corporate Bonds (38.0%)
Asset-Backed/Commercial Mortgage-Backed Securities (0.0%)
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.610%	11/15/33	2,500	2,437
2,3	Commercial Mortgage Lease-Backed Certificates	6.746%	6/20/31	315	329
					2,766

Finance (14.5%)
	Banking (9.9%)
	ABN AMRO Bank NV	4.650%	6/4/18	1,925	1,506
	American Exoress Co.	7.000%	3/19/18	8,225	7,190
	American Express Bank, FSB	6.000%	9/13/17	3,325	2,630
	American Express Centurion Bank	5.950%	6/12/17	3,275	2,731
	American Express Centurion Bank	6.000%	9/13/17	4,125	3,438
	American Express Co.	5.500%	9/12/16	1,400	1,120
	American Express Co.	6.150%	8/28/17	9,750	8,097
2	American Express Co.	6.800%	9/1/66	3,525	1,693
	American Express Credit Corp.	5.300%	12/2/15	2,000	1,650
	AmSouth Bank NA	5.200%	4/1/15	2,650	2,132
	Associates Corp. of North America	6.950%	11/1/18	1,150	941
3	Banco Bilbao Vizcaya ARG	5.750%	7/20/17	1,200	1,194
	Bank of America Corp.	5.375%	6/15/14	3,425	3,002
	Bank of America Corp.	5.125%	11/15/14	4,550	3,941
	Bank of America Corp.	7.750%	8/15/15	1,000	724
	Bank of America Corp.	5.250%	12/1/15	1,900	1,260
	Bank of America Corp.	5.750%	8/15/16	3,900	2,658
	Bank of America Corp.	5.625%	10/14/16	17,150	14,575
	Bank of America Corp.	5.420%	3/15/17	10,200	6,198
	Bank of America Corp.	6.000%	9/1/17	4,150	3,600
	Bank of America Corp.	5.750%	12/1/17	6,325	5,262
	Bank of America Corp.	5.650%	5/1/18	15,700	13,152
	Bank of America, NA	5.300%	3/15/17	15,550	11,689
	Bank of America, NA	6.100%	6/15/17	2,100	1,545
	Bank of New York Mellon	4.950%	3/15/15	6,125	5,938
	Bank One Corp.	4.900%	4/30/15	6,150	5,327
	BB&T Corp.	5.200%	12/23/15	10,825	10,294
	BB&T Corp.	5.625%	9/15/16	50	45
	Bear Stearns Co., Inc.	5.700%	11/15/14	8,150	7,807
	Bear Stearns Co., Inc.	5.300%	10/30/15	1,100	1,010
	Bear Stearns Co., Inc.	5.550%	1/22/17	12,300	10,308
	Bear Stearns Co., Inc.	6.400%	10/2/17	17,700	17,104
	Bear Stearns Co., Inc.	7.250%	2/1/18	11,550	11,827
	Capital One Financial Corp.	5.500%	6/1/15	875	685
	Capital One Financial Corp.	6.150%	9/1/16	6,325	4,061
	Capital One Financial Corp.	6.750%	9/15/17	6,550	5,492
2,3	Citicorp Lease Pass-Through Trust	8.040%	12/15/19	2,100	1,862
	Citigroup, Inc.	5.125%	5/5/14	3,125	2,668
	Citigroup, Inc.	5.000%	9/15/14	29,394	19,124
	Citigroup, Inc.	4.700%	5/29/15	2,600	2,118
	Citigroup, Inc.	5.300%	1/7/16	10,825	9,079
	Citigroup, Inc.	5.500%	2/15/17	7,650	4,851
	Citigroup, Inc.	6.000%	8/15/17	9,750	8,362
	Citigroup, Inc.	6.125%	11/21/17	20,975	18,398
	Citigroup, Inc.	6.125%	5/15/18	7,500	6,440
	Comerica Bank	5.750%	11/21/16	5,025	3,733
	Comerica Bank	5.200%	8/22/17	3,025	2,179
	Comerica Inc.	4.800%	5/1/15	1,500	1,178
	Compass Bank	6.400%	10/1/17	1,600	1,325
	Countrywide Financial Corp.	6.250%	5/15/16	3,775	2,770
	Credit Suisse First Boston USA, Inc.	4.875%	1/15/15	6,675	6,144
	Credit Suisse First Boston USA, Inc.	5.125%	8/15/15	14,175	13,384
	Credit Suisse First Boston USA, Inc.	5.850%	8/16/16	3,250	3,127
2	Credit Suisse First Boston USA, Inc.	5.860%	5/15/49	6,200	2,108

	Credit Suisse New York	6.000%	2/15/18	10,750	9,698
	Deutsche Bank AG London	6.000%	9/1/17	15,300	14,789
	Deutsche Bank Financial LLC	5.375%	3/2/15	4,050	3,810
	Fifth Third Bancorp.	4.750%	2/1/15	2,800	2,051
	Fifth Third Bancorp.	5.450%	1/15/17	3,000	2,227
	Fifth Third Bancorp.	4.500%	6/1/18	1,550	1,050
2	Fifth Third Capital Trust IV	6.500%	4/15/67	5,750	1,897
	First Tennessee Bank	5.050%	1/15/15	2,800	1,872
	Goldman Sachs Group, Inc.	5.000%	10/1/14	8,875	8,109
	Goldman Sachs Group, Inc.	5.125%	1/15/15	9,650	8,831
	Goldman Sachs Group, Inc.	5.350%	1/15/16	13,275	11,868
	Goldman Sachs Group, Inc.	5.750%	10/1/16	7,950	7,256
	Goldman Sachs Group, Inc.	5.625%	1/15/17	11,725	9,628
	Goldman Sachs Group, Inc.	6.250%	9/1/17	14,825	13,804
	Goldman Sachs Group, Inc.	5.950%	1/18/18	24,325	22,085
	Goldman Sachs Group, Inc.	6.150%	4/1/18	14,525	13,374
3	HBOS Treasury Services PLC	5.250%	2/21/17	3,225	3,067
3	HBOS Treasury Services PLC	6.750%	5/21/18	925	698
	HSBC Bank USA	4.625%	4/1/14	8,000	7,645
	Huntington National Bank	5.500%	2/15/16	2,500	1,740
	JPMorgan Chase & Co.	5.125%	9/15/14	8,765	7,932
	JPMorgan Chase & Co.	4.750%	3/1/15	3,825	3,675
	JPMorgan Chase & Co.	5.250%	5/1/15	2,975	2,673
	JPMorgan Chase & Co.	5.150%	10/1/15	9,100	8,186
	JPMorgan Chase & Co.	5.875%	6/13/16	6,400	5,970
	JPMorgan Chase & Co.	6.125%	6/27/17	4,325	3,878
	JPMorgan Chase & Co.	6.000%	10/1/17	9,275	8,643
	JPMorgan Chase & Co.	6.000%	1/15/18	13,350	13,240
	KeyBank NA	5.800%	7/1/14	6,300	5,267
	KeyBank NA	4.950%	9/15/15	1,000	799
	KeyBank NA	5.450%	3/3/16	3,025	2,504
	Manufacturers & Traders Trust Co.	6.625%	12/4/17	5,425	4,710
2	Manufacturers & Traders Trust Co.	5.585%	12/28/20	2,400	1,735
	Marshall & Ilsley Bank	4.850%	6/16/15	700	529
	Marshall & Ilsley Bank	5.000%	1/17/17	1,950	1,349
	MBNA Corp.	5.000%	6/15/15	1,300	951
	Mellon Bank NA	4.750%	12/15/14	3,800	3,559
	Merrill Lynch & Co., Inc.	5.000%	2/3/14	3,325	2,507
	Merrill Lynch & Co., Inc.	5.450%	7/15/14	3,950	3,032
	Merrill Lynch & Co., Inc.	5.000%	1/15/15	13,450	10,341
	Merrill Lynch & Co., Inc.	6.050%	5/16/16	7,200	4,374
	Merrill Lynch & Co., Inc.	5.700%	5/2/17	5,550	3,160
	Merrill Lynch & Co., Inc.	6.400%	8/28/17	9,750	6,988
	Merrill Lynch & Co., Inc.	6.875%	4/25/18	34,350	26,807
	Merrill Lynch & Co., Inc.	6.500%	7/15/18	4,125	2,910
	Merrill Lynch & Co., Inc.	6.875%	11/15/18	4,075	3,204
	Morgan Stanley Dean Witter	4.750%	4/1/14	11,625	9,287
	Morgan Stanley Dean Witter	6.000%	4/28/15	10,800	10,197
	Morgan Stanley Dean Witter	5.375%	10/15/15	7,050	6,598
	Morgan Stanley Dean Witter	5.750%	10/18/16	7,750	7,041
	Morgan Stanley Dean Witter	5.450%	1/9/17	19,325	17,157
	Morgan Stanley Dean Witter	5.550%	4/27/17	11,125	9,872
	Morgan Stanley Dean Witter	6.250%	8/28/17	12,000	11,163
	Morgan Stanley Dean Witter	5.950%	12/28/17	18,725	16,897
	Morgan Stanley Dean Witter	6.625%	4/1/18	11,575	11,044

	National City Bank	5.800%	6/7/17	4,000	3,524
3	Northern Rock PLC	5.625%	6/22/17	6,325	5,813
	Northern Trust Co.	6.500%	8/15/18	1,275	1,310
	PNC Bank NA	4.875%	9/21/17	1,450	1,237
	PNC Bank NA	6.000%	12/7/17	1,125	1,037
	PNC Bank NA	6.875%	4/1/18	1,500	1,454
	PNC Funding Corp.	5.250%	11/15/15	3,575	3,224
	PNC Funding Corp.	5.625%	2/1/17	7,625	6,872
	Regions Bank	7.500%	5/15/18	1,100	950
	Royal Bank of Scotland Group PLC	5.050%	1/8/15	9,400	6,407
	Royal Bank of Scotland Group PLC	4.700%	7/3/18	800	590
	Southtrust Corp.	5.800%	6/15/14	1,350	1,212
	Sovereign Bancorp, Inc.	8.750%	5/30/18	2,825	2,274
2,3	Standard Chartered PLC	6.409%	12/31/49	1,500	690
	State Street Bank & Trust	5.300%	1/15/16	1,825	1,642
	State Street Bank & Trust	5.250%	10/15/18	1,000	884
	SunTrust Banks, Inc.	5.000%	9/1/15	3,550	3,116
	SunTrust Banks, Inc.	5.200%	1/17/17	150	132
	SunTrust Banks, Inc.	6.000%	9/11/17	1,925	1,774
	SunTrust Banks, Inc.	5.450%	12/1/17	2,350	2,120
	SunTrust Banks, Inc.	7.250%	3/15/18	3,550	3,474
	Synovus Financial Corp.	5.125%	6/15/17	750	532
	UBS AG	5.875%	7/15/16	4,800	3,672
	UBS AG	5.875%	12/20/17	16,875	14,341
	UBS AG	5.750%	4/25/18	12,975	10,873
	Union Bank of California NA	5.950%	5/11/16	4,100	3,642
	US Bank NA	4.950%	10/30/14	7,125	6,923
	US Bank NA	4.800%	4/15/15	1,000	975
	Wachovia Bank NA	4.800%	11/1/14	4,425	3,692
	Wachovia Bank NA	4.875%	2/1/15	4,475	3,815
	Wachovia Bank NA	6.000%	11/15/17	5,275	4,677
	Wachovia Corp.	4.875%	2/15/14	5,850	4,787
	Wachovia Corp.	5.625%	10/15/16	10,900	8,548
	Wachovia Corp.	5.750%	6/15/17	11,475	10,502
	Wachovia Corp.	5.750%	2/1/18	10,450	9,389
	Wells Fargo & Co.	5.625%	12/11/17	11,575	10,571
	Wells Fargo Bank NA	4.750%	2/9/15	17,100	15,143
	Wells Fargo Bank NA	5.750%	5/16/16	5,300	4,601
	Zions Bancorp.	5.650%	5/15/14	1,200	905
	Zions Bancorp.	5.500%	11/16/15	6,850	4,457
	Brokerage (0.2%)
	Ameriprise Financial Inc.	5.650%	11/15/15	3,450	2,874
2	Ameriprise Financial Inc.	7.518%	6/1/66	2,000	1,085
	BlackRock, Inc.	6.250%	9/15/17	2,950	2,869
	Jefferies Group Inc.	5.500%	3/15/16	4,500	3,236
	Lazard Group	6.850%	6/15/17	5,525	4,276
2	Schwab Capital Trust I	7.500%	11/15/37	1,850	1,217
	Finance Companies (1.5%)
	American General Finance Corp.	5.750%	9/15/16	5,725	2,004
	American General Finance Corp.	6.900%	12/15/17	16,100	5,917
	CIT Group Funding Co. of Canada	5.200%	6/1/15	5,775	3,465
	CIT Group, Inc.	5.125%	9/30/14	2,025	1,164
	CIT Group, Inc.	5.000%	2/1/15	3,400	1,938

	CIT Group, Inc.	5.400%	1/30/16	2,250	1,350
	CIT Group, Inc.	5.850%	9/15/16	2,750	1,543
	CIT Group, Inc.	5.650%	2/13/17	2,525	1,465
	Discover Financial Services	6.450%	6/12/17	1,500	1,136
	General Electric Capital Corp.	5.500%	6/4/14	5,350	5,098
	General Electric Capital Corp.	5.650%	6/9/14	9,275	8,855
	General Electric Capital Corp.	5.375%	10/20/16	925	819
	General Electric Capital Corp.	5.400%	2/15/17	18,750	16,561
	General Electric Capital Corp.	5.625%	9/15/17	6,350	5,531
	General Electric Capital Corp.	5.625%	5/1/18	26,175	22,702
2	General Electric Capital Corp.	6.375%	11/15/67	14,675	7,635
2	HSBC Finance Capital Trust IX	5.911%	11/30/35	3,925	785
	HSBC Finance Corp.	5.000%	6/30/15	29,950	22,336
	International Lease Finance Corp.	5.650%	6/1/14	8,150	3,994
	SLM Corp.	5.375%	5/15/14	4,750	2,384
	SLM Corp.	5.050%	11/14/14	1,400	665
	SLM Corp.	8.450%	6/15/18	16,650	8,826
	Insurance (2.1%)
	ACE INA Holdings, Inc.	5.875%	6/15/14	2,000	1,963
	ACE INA Holdings, Inc.	5.600%	5/15/15	2,050	1,911
	ACE INA Holdings, Inc.	5.700%	2/15/17	2,400	2,216
	ACE INA Holdings, Inc.	5.800%	3/15/18	1,850	1,701
	Aetna, Inc.	6.000%	6/15/16	5,250	5,121
	Aetna, Inc.	6.500%	9/15/18	1,450	1,397
	Allied World Assurance	7.500%	8/1/16	4,575	2,845
	Allstate Corp.	5.000%	8/15/14	6,225	5,590
2	Allstate Corp.	6.125%	5/15/37	2,575	1,427
	American International Group, Inc.	5.050%	10/1/15	9,675	3,967
	American International Group, Inc.	5.600%	10/18/16	875	346
	American International Group, Inc.	5.450%	5/18/17	6,425	2,361
	American International Group, Inc.	5.850%	1/16/18	12,925	5,041
3	American International Group, Inc.	8.250%	8/15/18	12,120	5,212
	Aspen Insurance Holdings Ltd.	6.000%	8/15/14	1,100	800
	Axis Capital Holdings Ltd.	5.750%	12/1/14	1,800	1,389
	Berkshire Hathaway Finance Corp.	4.850%	1/15/15	5,325	5,375
	Berkshire Hathaway Finance Corp.	5.400%	5/15/18	6,900	6,944
	Chubb Corp.	5.750%	5/15/18	5,600	5,510
2	Chubb Corp.	6.375%	3/29/67	5,225	2,965
	CIGNA Corp.	6.350%	3/15/18	4,050	3,471
	CNA Financial Corp.	5.850%	12/15/14	2,100	1,523
	CNA Financial Corp.	6.500%	8/15/16	3,400	2,477
	Coventry Health Care Inc.	6.300%	8/15/14	1,000	753
	Coventry Health Care Inc.	5.950%	3/15/17	3,000	1,907
	GE Global Insurance Holdings Corp.	6.450%	3/1/19	400	330
	Genworth Financial, Inc.	5.750%	6/15/14	4,250	1,530
	Genworth Financial, Inc.	4.950%	10/1/15	1,450	449
	Hartford Financial Services Group, Inc.	5.500%	10/15/16	4,525	2,584
	Hartford Financial Services Group, Inc.	5.375%	3/15/17	2,200	1,232
	Hartford Financial Services Group, Inc.	6.000%	1/15/19	1,125	642
2	Hartford Financial Services Group, Inc.	8.125%	6/15/38	2,250	698
	Humana Inc.	6.450%	6/1/16	3,775	3,172
	Humana Inc.	7.200%	6/15/18	3,975	3,298
	Humana Inc.	6.300%	8/1/18	750	581
2	ING Capital Funding Trust III	5.775%	12/8/49	4,325	995

2	Lincoln National Corp.	7.000%	5/17/66	1,780	409
2	Lincoln National Corp.	6.050%	4/20/67	4,375	919
	Loews Corp.	5.250%	3/15/16	1,850	1,681
	Marsh & McLennan Cos., Inc.	5.375%	7/15/14	1,500	1,352
	Marsh & McLennan Cos., Inc.	5.750%	9/15/15	5,550	4,833
	Marsh & McLennan Cos., Inc.	9.250%	4/15/19	1,350	1,391
	MetLife, Inc.	5.000%	6/15/15	7,450	6,396
	MetLife, Inc.	6.817%	8/15/18	5,500	4,756
	MetLife, Inc.	7.717%	2/15/19	1,850	1,665
	Principal Life Income Funding	5.100%	4/15/14	4,250	3,718
2	Progressive Corp.	6.700%	6/15/37	5,975	2,899
	Prudential Financial, Inc.	4.750%	4/1/14	1,750	1,261
	Prudential Financial, Inc.	5.100%	9/20/14	8,700	6,237
	Prudential Financial, Inc.	5.500%	3/15/16	575	352
	Prudential Financial, Inc.	6.100%	6/15/17	500	332
	Prudential Financial, Inc.	6.000%	12/1/17	5,650	3,278
	Torchmark Corp.	6.375%	6/15/16	1,750	1,495
	Transatlantic Holdings	5.750%	12/14/15	4,000	2,443
	Travelers Cos. Inc.	5.750%	12/15/17	3,550	3,448
	Travelers Cos. Inc.	5.800%	5/15/18	1,975	1,936
2	Travelers Cos. Inc.	6.250%	3/15/37	3,950	2,033
	Travelers Cos., Inc.	5.500%	12/1/15	1,350	1,329
	Travelers Cos., Inc.	6.250%	6/20/16	2,025	2,056
	UnitedHealth Group, Inc.	5.000%	8/15/14	5,400	5,167
	UnitedHealth Group, Inc.	4.875%	3/15/15	3,825	3,499
	UnitedHealth Group, Inc.	6.000%	6/15/17	5,325	4,924
	UnitedHealth Group, Inc.	6.000%	11/15/17	2,400	2,213
	UnitedHealth Group, Inc.	6.000%	2/15/18	3,050	2,883
	WellPoint Inc.	5.000%	12/15/14	4,550	4,337
	WellPoint Inc.	5.250%	1/15/16	3,900	3,579
	WellPoint Inc.	5.875%	6/15/17	3,700	3,491
	WellPoint Inc.	7.000%	2/15/19	1,000	998
	Willis North America Inc.	5.625%	7/15/15	3,150	2,244
	Willis North America Inc.	6.200%	3/28/17	1,625	1,121
	XL Capital Ltd.	5.250%	9/15/14	4,025	2,646
2	XL Capital Ltd.	6.500%	12/15/49	3,950	720
	Other Finance (0.0%)
	XTRA Finance Corp.	5.150%	4/1/17	1,600	1,618
	Real Estate Investment Trusts (0.8%)
	Arden Realty LP	5.250%	3/1/15	1,250	1,017
	AvalonBay Communities, Inc.	5.750%	9/15/16	1,750	1,435
	Boston Properties, Inc.	5.625%	4/15/15	1,925	1,486
	Brandywine Operating Partnership	5.400%	11/1/14	2,250	1,137
	Brandywine Operating Partnership	5.700%	5/1/17	1,925	915
	Camden Property Trust	5.700%	5/15/17	3,300	2,514
	Colonial Realty LP	5.500%	10/1/15	4,200	2,725
	Duke Realty LP	5.950%	2/15/17	4,975	3,138
	ERP Operating LP	5.250%	9/15/14	4,025	3,174
	ERP Operating LP	5.125%	3/15/16	5,000	3,997
	ERP Operating LP	5.375%	8/1/16	475	346
	ERP Operating LP	5.750%	6/15/17	1,675	1,328
	HCP Inc.	6.700%	1/30/18	4,500	3,094
	Health Care Property Investors, Inc.	6.300%	9/15/16	275	194

	Health Care Property Investors, Inc.	6.000%	1/30/17	3,750	2,543
	Health Care REIT, Inc.	6.200%	6/1/16	925	691
	HealthCare Realty Trust	5.125%	4/1/14	2,925	2,258
	Hospitality Properties	5.125%	2/15/15	4,150	2,123
	Hospitality Properties	5.625%	3/15/17	2,500	1,160
	HRPT Properties Trust	6.250%	8/15/16	5,150	2,955
	HRPT Properties Trust	6.250%	6/15/17	3,200	1,798
	Kimco Realty Corp.	5.783%	3/15/16	1,350	888
	Liberty Property LP	5.125%	3/2/15	5,475	3,780
	National Retail Properties	6.875%	10/15/17	3,000	2,001
	ProLogis	5.625%	11/15/15	2,800	1,456
	ProLogis	5.750%	4/1/16	3,000	1,552
	ProLogis	5.625%	11/15/16	1,925	965
	Realty Income Corp.	5.950%	9/15/16	1,000	708
	Regency Centers LP	5.250%	8/1/15	1,000	683
	Regency Centers LP	5.875%	6/15/17	3,000	1,965
	Simon Property Group Inc.	5.625%	8/15/14	2,350	1,882
	Simon Property Group Inc.	5.100%	6/15/15	1,800	1,408
	Simon Property Group Inc.	5.750%	12/1/15	4,600	3,649
	Simon Property Group Inc.	6.100%	5/1/16	1,800	1,383
	Simon Property Group Inc.	5.250%	12/1/16	8,675	6,608
	Simon Property Group Inc.	6.125%	5/30/18	3,225	2,563
	Tanger Factory Outlet Centers, Inc.	6.150%	11/15/15	1,725	1,230
					1,245,996
Industrial (19.3%)
	Basic Industry (1.8%)
	Agrium Inc.	6.750%	1/15/19	2,625	2,447
	Alcan, Inc.	5.000%	6/1/15	1,575	1,240
	Alcoa, Inc.	5.550%	2/1/17	1,900	1,201
	Alcoa, Inc.	6.750%	7/15/18	4,700	3,164
	Arcelormittal	6.500%	4/15/14	5,000	3,967
	ArcelorMittal	6.125%	6/1/18	6,925	4,996
	Barrick Gold Finance Inc.	4.875%	11/15/14	2,050	1,924
	Barrick Gold Finance Inc.	6.950%	4/1/19	675	679
	Barrick North America Finance LLC	6.800%	9/15/18	4,150	4,087
	BHP Billiton Finance (USA) Ltd.	5.500%	4/1/14	8,300	8,362
	BHP Billiton Finance (USA) Ltd.	5.250%	12/15/15	2,725	2,658
	BHP Billiton Finance (USA) Ltd.	5.400%	3/29/17	2,300	2,230
	BHP Billiton Finance (USA) Ltd.	6.500%	4/1/19	4,150	4,210
	Celulosa Arauco Constitution SA	5.625%	4/20/15	5,150	4,957
	Commercial Metals Co.	6.500%	7/15/17	1,650	1,211
	Commercial Metals Co.	7.350%	8/15/18	1,675	1,276
	Dow Chemical Co.	5.700%	5/15/18	3,300	2,334
	E.I. du Pont de Nemours & Co.	5.250%	12/15/16	5,925	5,713
	E.I. du Pont de Nemours & Co.	6.000%	7/15/18	5,975	6,025
	Freeport-McMoRan Copper & Gold Inc.	8.250%	4/1/15	10,000	9,525
	Freeport-McMoRan Copper & Gold Inc.	8.375%	4/1/17	13,800	12,800
	Inco Ltd.	5.700%	10/15/15	1,675	1,474
	International Paper Co.	7.400%	6/15/14	6,500	5,334
	International Paper Co.	5.300%	4/1/15	175	126
	International Paper Co.	5.250%	4/1/16	2,950	2,027
	International Paper Co.	7.950%	6/15/18	8,200	6,264
	Lubrizol Corp.	5.500%	10/1/14	2,575	2,379
	Lubrizol Corp.	8.875%	2/1/19	2,250	2,308

	Monsanto Co.	5.125%	4/15/18	925	928
3	Mosaic Co.	7.375%	12/1/14	2,500	2,419
3	Mosaic Co.	7.625%	12/1/16	4,000	3,850
	Noranda, Inc.	6.000%	10/15/15	2,525	1,893
	Nucor Corp.	5.750%	12/1/17	825	836
	Nucor Corp.	5.850%	6/1/18	3,275	3,309
	Plum Creek Timber Co.	5.875%	11/15/15	1,650	1,348
	PPG Industries, Inc.	6.650%	3/15/18	3,425	3,317
	Praxair, Inc.	5.250%	11/15/14	1,850	1,985
	Praxair, Inc.	4.625%	3/30/15	2,575	2,528
	Praxair, Inc.	5.375%	11/1/16	700	672
	Praxair, Inc.	5.200%	3/15/17	1,500	1,416
	Reliance Steel & Aluminum	6.200%	11/15/16	650	476
	Rio Tinto Finance USA Ltd.	6.500%	7/15/18	11,950	10,462
	Rohm & Haas Co.	6.000%	9/15/17	5,825	4,842
	US Steel Corp.	6.050%	6/1/17	3,325	1,993
	US Steel Corp.	7.000%	2/1/18	1,300	847
	Vale Overseas Ltd.	6.250%	1/11/16	5,825	5,767
	Vale Overseas Ltd.	6.250%	1/23/17	4,575	4,518
	Capital Goods (2.1%)
	Allied Waste North America Inc.	7.375%	4/15/14	2,000	1,900
	Allied Waste North America Inc.	7.125%	5/15/16	4,200	3,895
	Allied Waste North America Inc.	6.875%	6/1/17	5,000	4,575
2,3	BAE Systems Asset Trust	7.156%	12/15/11	347	355
	Black & Decker Corp.	5.750%	11/15/16	1,925	1,698
	Boeing Co.	6.000%	3/15/19	3,675	3,763
	Brascan Corp.	7.125%	6/15/12	1,000	829
	Caterpillar Financial Services Corp.	4.750%	2/17/15	7,625	6,926
	Caterpillar Financial Services Corp.	4.625%	6/1/15	1,200	1,078
	Caterpillar Financial Services Corp.	5.450%	4/15/18	7,550	6,319
	Caterpillar Financial Services Corp.	7.150%	2/15/19	2,900	2,672
	Caterpillar, Inc.	7.900%	12/15/18	7,000	7,223
	Cooper Industries, Inc.	5.450%	4/1/15	1,375	1,319
	CRH America Inc.	6.000%	9/30/16	8,375	6,025
	CRH America Inc.	8.125%	7/15/18	4,425	3,483
	Danaher Corp.	5.625%	1/15/18	1,200	1,229
	Danaher Corp.	5.400%	3/1/19	1,300	1,307
	Deere & Co.	6.950%	4/25/14	6,230	6,782
	Dover Corp.	4.875%	10/15/15	2,400	2,386
	Dover Corp.	5.450%	3/15/18	900	914
	Eaton Corp.	5.600%	5/15/18	1,825	1,692
	Embraer Overseas Ltd.	6.375%	1/24/17	1,550	1,255
	Emerson Electric Co.	5.125%	12/1/16	2,500	2,563
	Emerson Electric Co.	5.375%	10/15/17	5,000	5,206
	Emerson Electric Co.	5.250%	10/15/18	850	877
	Fisher Scientific International Inc.	6.125%	7/1/15	4,000	3,947
	General Electric Co.	5.250%	12/6/17	22,225	20,708
	Harsco Corp.	5.750%	5/15/18	2,550	2,483
	Honeywell International, Inc.	5.400%	3/15/16	1,825	1,880
	Honeywell International, Inc.	5.300%	3/15/17	1,000	1,021
	Honeywell International, Inc.	5.300%	3/1/18	4,025	4,116
	Honeywell International, Inc.	5.000%	2/15/19	3,650	3,641
3	Illinois Tool Works, Inc.	6.250%	4/1/19	5,900	5,930
	Ingersoll-Rand GL Holding Co.	6.875%	8/15/18	6,100	5,660

	John Deere Capital Corp.	5.500%	4/13/17	2,300	2,245
	John Deere Capital Corp.	5.750%	9/10/18	2,875	2,789
	Joy Global, Inc.	6.000%	11/15/16	1,275	1,062
	Lafarge SA	6.500%	7/15/16	6,500	4,681
	Lockheed Martin Corp.	7.650%	5/1/16	3,000	3,482
	Martin Marietta Material	6.600%	4/15/18	2,050	1,728
	Northrop Grumman Corp.	7.750%	3/1/16	2,900	3,355
	Parker-Hannifin Corp.	5.500%	5/15/18	2,000	1,988
	Raytheon Co.	6.400%	12/15/18	500	548
	Textron, Inc.	5.600%	12/1/17	3,700	2,144
	Tyco International Group SA	8.500%	1/15/19	3,650	3,769
	United Technologies Corp.	4.875%	5/1/15	1,950	2,054
	United Technologies Corp.	5.375%	12/15/17	5,100	5,258
	United Technologies Corp.	6.125%	2/1/19	8,000	8,574
	Vulcan Materials Co.	7.000%	6/15/18	3,275	2,930
	Waste Management, Inc.	6.375%	11/15/12	1,000	1,014
	Waste Management, Inc.	6.375%	3/11/15	2,925	2,907
	Waste Management, Inc.	7.375%	3/11/19	1,450	1,485
	Communication (3.8%)
	America Movil SA de C.V.	5.750%	1/15/15	1,525	1,451
	AT&T Inc.	5.100%	9/15/14	26,250	26,181
	AT&T Inc.	5.625%	6/15/16	4,975	4,901
	AT&T Inc.	5.500%	2/1/18	13,900	13,492
	AT&T Inc.	5.600%	5/15/18	2,475	2,397
	AT&T Inc.	5.800%	2/15/19	7,725	7,509
	BellSouth Corp.	5.200%	9/15/14	200	202
	BellSouth Corp.	5.200%	12/15/16	1,025	1,004
	British Telecommunications PLC	5.950%	1/15/18	3,875	3,110
	CenturyTel, Inc.	5.000%	2/15/15	1,000	844
	CenturyTel, Inc.	6.000%	4/1/17	2,475	2,098
	Comcast Cable Communications, Inc.	8.875%	5/1/17	1,700	1,880
	Comcast Corp.	6.500%	1/15/15	2,825	2,811
	Comcast Corp.	5.850%	11/15/15	2,300	2,205
	Comcast Corp.	5.900%	3/15/16	10,425	10,006
	Comcast Corp.	4.950%	6/15/16	2,175	1,980
	Comcast Corp.	6.500%	1/15/17	1,575	1,553
	Comcast Corp.	6.300%	11/15/17	7,125	6,903
	Comcast Corp.	5.875%	2/15/18	5,375	5,105
	Comcast Corp.	5.700%	5/15/18	1,000	937
	Cox Communications, Inc.	5.450%	12/15/14	6,725	6,009
	Cox Communications, Inc.	5.500%	10/1/15	1,250	1,095
	Deutsche Telekom International Finance	5.750%	3/23/16	2,725	2,702
	Deutsche Telekom International Finance	6.750%	8/20/18	4,550	4,584
	Embarq Corp.	7.082%	6/1/16	9,275	8,421
	GTE Corp.	6.840%	4/15/18	1,000	994
	McGraw-Hill Cos. Inc.	5.900%	11/15/17	2,950	2,589
	News America Inc.	5.300%	12/15/14	9,250	9,116
3	News America Inc.	6.900%	3/1/19	2,500	2,285
	Omnicom Group Inc.	5.900%	4/15/16	6,400	5,615
	Qwest Communications International Inc.	7.500%	10/1/14	3,475	3,162
	Qwest Communications International Inc.	6.500%	6/1/17	4,000	3,340
	R.R. Donnelley & Sons Co.	4.950%	4/1/14	2,550	1,945
	R.R. Donnelley & Sons Co.	5.500%	5/15/15	2,365	1,547
	R.R. Donnelley & Sons Co.	6.125%	1/15/17	1,750	1,166

	R.R. Donnelley & Sons Co.	11.250%	2/1/19	3,250	2,736
	Reed Elsevier Capital	8.625%	1/15/19	4,100	4,220
	Rogers Communications Inc.	6.800%	8/15/18	5,500	5,466
	TCI Communications, Inc.	8.750%	8/1/15	3,895	4,193
	Telecom Italia Capital	4.950%	9/30/14	11,100	9,627
	Telecom Italia Capital	5.250%	10/1/15	5,100	4,315
	Telecom Italia Capital	6.999%	6/4/18	2,625	2,372
	Telefonica Emisiones SAU	6.421%	6/20/16	11,075	11,454
	Telefonos de Mexico SA	5.500%	1/27/15	6,050	5,581
	Thomson Corp.	5.700%	10/1/14	5,550	5,525
	Thomson Corp.	6.500%	7/15/18	3,950	3,683
	Time Warner Cable Inc.	7.500%	4/1/14	1,625	1,662
	Time Warner Cable Inc.	5.850%	5/1/17	15,300	13,721
	Time Warner Cable Inc.	6.750%	7/1/18	11,900	11,174
	Time Warner Cable Inc.	8.750%	2/14/19	1,575	1,679
	Time Warner Cable Inc.	8.250%	4/1/19	3,875	3,986
	Verizon Communications Corp.	5.550%	2/15/16	12,150	11,924
	Verizon Communications Corp.	5.500%	2/15/18	13,075	12,603
	Verizon Communications Corp.	8.750%	11/1/18	11,075	12,634
	Verizon Communications Corp.	6.350%	4/1/19	4,325	4,268
	Verizon Global Funding Corp.	4.900%	9/15/15	2,000	1,917
3	Verizon Wireless Capital	8.500%	11/15/18	11,700	13,460
	Vodafone Group PLC	5.375%	1/30/15	8,475	8,443
	Vodafone Group PLC	5.000%	9/15/15	1,250	1,214
	Vodafone Group PLC	5.750%	3/15/16	5,350	5,334
	Vodafone Group PLC	5.625%	2/27/17	7,425	7,306
	Washington Post Co.	7.250%	2/1/19	1,075	1,080
	WPP Finance USA Corp.	5.875%	6/15/14	2,150	1,690
	Consumer Cyclical (1.8%)
	Brinker International Inc.	5.750%	6/1/14	1,700	1,278
	Costco Wholesale Corp.	5.500%	3/15/17	4,975	5,176
	CVS Caremark Corp.	4.875%	9/15/14	1,675	1,669
	CVS Caremark Corp.	5.750%	6/1/17	12,675	12,288
	CVS Caremark Corp.	6.600%	3/15/19	4,100	4,135
	Darden Restaurants Inc.	6.200%	10/15/17	4,025	3,315
	Federated Retail Holding	5.900%	12/1/16	8,800	5,594
	Home Depot Inc.	5.400%	3/1/16	15,050	13,533
	J.C. Penney Co., Inc.	7.950%	4/1/17	1,650	1,343
	J.C. Penney Co., Inc.	5.750%	2/15/18	2,650	1,836
	Johnson Controls, Inc.	5.500%	1/15/16	3,000	2,192
	Kohl's Corp.	6.250%	12/15/17	4,000	3,641
	Lowe's Cos., Inc.	5.000%	10/15/15	25	25
	Lowe's Cos., Inc.	5.400%	10/15/16	4,525	4,600
	Lowe's Cos., Inc.	6.100%	9/15/17	600	637
	Macy's Retail Holdings Inc.	5.750%	7/15/14	3,600	2,479
	Marriott International	6.200%	6/15/16	2,600	2,140
	Marriott International	6.375%	6/15/17	2,450	1,992
	McDonald's Corp.	5.300%	3/15/17	750	788
	McDonald's Corp.	5.800%	10/15/17	3,950	4,302
	McDonald's Corp.	5.350%	3/1/18	4,775	5,239
	McDonald's Corp.	5.000%	2/1/19	725	758
	Nordstrom, Inc.	6.250%	1/15/18	1,800	1,426
	Target Corp.	5.875%	7/15/16	5,375	5,549
	Target Corp.	5.375%	5/1/17	1,175	1,159

Target Corp.	6.000%	1/15/18	8,600	8,628
The Walt Disney Co.	5.625%	9/15/16	7,700	8,005
The Walt Disney Co.	5.875%	12/15/17	2,600	2,716
The Walt Disney Co.	5.500%	3/15/19	1,575	1,595
Time Warner, Inc.	5.875%	11/15/16	9,600	9,088
Toll Brothers, Inc.	5.150%	5/15/15	2,150	1,809
VF Corp.	5.950%	11/1/17	1,125	1,075
Viacom Inc.	6.250%	4/30/16	8,800	7,665
Viacom Inc.	6.125%	10/5/17	50	43
Wal-Mart Stores, Inc.	4.500%	7/1/15	7,025	7,464
Wal-Mart Stores, Inc.	5.375%	4/5/17	2,575	2,746
Wal-Mart Stores, Inc.	5.800%	2/15/18	5,025	5,493
Walgreen Co.	5.250%	1/15/19	5,600	5,608
Western Union Co.	5.930%	10/1/16	3,800	3,508
Wyndham Worldwide	6.000%	12/1/16	3,825	1,913
Yum! Brands, Inc.	6.250%	4/15/16	2,750	2,618
Yum! Brands, Inc.	6.250%	3/15/18	2,625	2,457
Consumer Noncyclical (5.3%)
Abbott Laboratories	5.875%	5/15/16	11,000	11,684
Abbott Laboratories	5.600%	11/30/17	5,000	5,233
Abbott Laboratories	5.125%	4/1/19	1,950	1,967
Allergan Inc.	5.750%	4/1/16	3,300	3,175
Altria Group, Inc.	9.700%	11/10/18	15,100	16,446
AmerisourceBergen Corp.	5.875%	9/15/15	4,425	4,131
Amgen Inc.	4.850%	11/18/14	4,125	4,269
Amgen Inc.	5.850%	6/1/17	6,075	6,261
Amgen Inc.	5.700%	2/1/19	7,350	7,498
Anheuser-Busch Cos., Inc.	5.600%	3/1/17	4,100	3,760
Anheuser-Busch Cos., Inc.	5.500%	1/15/18	4,450	3,995
Archer-Daniels-Midland Co.	8.375%	4/15/17	1,375	1,583
Archer-Daniels-Midland Co.	5.450%	3/15/18	4,050	4,041
AstraZeneca PLC	5.400%	6/1/14	3,400	3,625
AstraZeneca PLC	5.900%	9/15/17	10,925	11,579
Baxter International, Inc.	4.625%	3/15/15	3,150	3,125
Baxter International, Inc.	5.900%	9/1/16	2,600	2,738
Baxter International, Inc.	5.375%	6/1/18	3,500	3,562
Biogen Idec Inc.	6.875%	3/1/18	4,950	4,851
Bottling Group LLC	5.500%	4/1/16	6,050	6,398
Bottling Group LLC	5.125%	1/15/19	6,500	6,546
Bristol-Myers Squibb Co.	5.450%	5/1/18	3,125	3,185
Bunge Ltd. Finance Corp.	5.350%	4/15/14	2,900	2,336
Bunge Ltd. Finance Corp.	5.100%	7/15/15	1,925	1,501
Cardinal Health, Inc.	4.000%	6/15/15	2,200	1,840
Cardinal Health, Inc.	5.800%	10/15/16	1,250	1,134
Cardinal Health, Inc.	6.000%	6/15/17	900	819
Cardinal Health, Inc.	5.850%	12/15/17	1,900	1,704
Clorox Co.	5.000%	1/15/15	3,700	3,728
Coca-Cola Co.	5.350%	11/15/17	6,150	6,551
Coca-Cola Co.	4.875%	3/15/19	7,750	7,776
ConAgra Foods, Inc.	5.819%	6/15/17	1,500	1,428
Covidien International	6.000%	10/15/17	8,125	8,243
Delhaize America Inc.	6.500%	6/15/17	2,800	2,691
Diageo Capital PLC	5.500%	9/30/16	6,300	6,373
Diageo Capital PLC	5.750%	10/23/17	4,800	4,874

Diageo Finance BV	5.300%	10/28/15	2,675	2,687
Dr. Pepper Snapple Group	6.820%	5/1/18	6,075	5,737
Eli Lilly & Co.	5.200%	3/15/17	4,925	5,044
Fortune Brands Inc.	5.375%	1/15/16	6,175	5,300
Genentech Inc.	4.750%	7/15/15	3,250	3,253
General Mills, Inc.	5.200%	3/17/15	1,100	1,115
General Mills, Inc.	5.700%	2/15/17	7,850	8,034
General Mills, Inc.	5.650%	2/15/19	3,700	3,761
GlaxoSmithKline Capital Inc.	4.375%	4/15/14	8,075	8,125
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	14,250	14,709
Hasbro Inc.	6.300%	9/15/17	2,175	1,966
Hershey Foods Corp.	5.450%	9/1/16	2,100	2,090
Hospira, Inc.	5.900%	6/15/14	675	643
Hospira, Inc.	6.050%	3/30/17	2,000	1,775
Johnson & Johnson	5.550%	8/15/17	1,350	1,499
Johnson & Johnson	5.150%	7/15/18	7,325	7,925
Kimberly-Clark Corp.	4.875%	8/15/15	1,025	1,033
Kimberly-Clark Corp.	6.125%	8/1/17	7,000	7,614
Kimberly-Clark Corp.	6.250%	7/15/18	675	743
Kraft Foods, Inc.	6.500%	8/11/17	17,950	18,554
Kraft Foods, Inc.	6.125%	2/1/18	5,750	5,767
Kraft Foods, Inc.	6.125%	8/23/18	700	702
Kroger Co.	4.950%	1/15/15	6,825	6,549
Kroger Co.	6.400%	8/15/17	1,950	1,984
Laboratory Corp. of America	5.625%	12/15/15	1,250	1,123
McKesson Corp.	5.700%	3/1/17	1,000	958
Mckesson Corp.	7.500%	2/15/19	1,825	1,945
Medco Health Solutions	7.125%	3/15/18	4,100	4,061
Medtronic Inc.	4.750%	9/15/15	3,200	3,160
Medtronic Inc.	5.600%	3/15/19	1,525	1,550
Merck & Co.	4.750%	3/1/15	5,425	5,614
Novartis Securities Investment Ltd.	5.125%	2/10/19	15,875	16,112
PepsiAmericas Inc.	4.875%	1/15/15	2,875	2,862
PepsiAmericas Inc.	5.000%	5/15/17	750	747
Pepsico, Inc.	5.000%	6/1/18	9,200	9,555
Pepsico, Inc.	7.900%	11/1/18	8,700	10,652
Pfizer, Inc.	5.350%	3/15/15	15,200	16,072
Pfizer, Inc.	6.200%	3/15/19	16,200	17,341
Philip Morris International Inc	5.650%	5/16/18	11,975	12,075
Philips Electronics NV	5.750%	3/11/18	7,100	6,987
Procter & Gamble Co.	4.950%	8/15/14	10,025	10,833
Procter & Gamble Co.	3.500%	2/15/15	3,525	3,525
Procter & Gamble Co.	4.700%	2/15/19	3,350	3,408
Quest Diagnostic, Inc.	5.450%	11/1/15	4,900	4,583
Quest Diagnostic, Inc.	6.400%	7/1/17	1,325	1,265
Reynolds American Inc.	7.625%	6/1/16	1,000	866
Reynolds American Inc.	6.750%	6/15/17	6,500	5,525
Safeway, Inc.	6.350%	8/15/17	3,875	3,981
Schering-Plough Corp.	6.000%	9/15/17	4,475	4,613
Sysco Corp.	5.250%	2/12/18	2,500	2,539
Teva Pharmaceutical Finance LLC	5.550%	2/1/16	2,675	2,801
Unilever Capital Corp.	4.800%	2/15/19	2,475	2,467
UST, Inc.	5.750%	3/1/18	975	861
Wyeth	5.500%	2/15/16	5,000	5,120

	Wyeth	5.450%	4/1/17	1,725	1,733
	Energy (2.1%)
	Anadarko Petroleum Corp.	5.950%	9/15/16	8,200	7,030
	Apache Corp.	5.625%	1/15/17	3,625	3,692
	Apache Corp.	6.900%	9/15/18	2,800	3,058
	Baker Hughes, Inc.	7.500%	11/15/18	3,000	3,400
	BJ Services Co.	6.000%	6/1/18	1,225	1,148
	BP Capital Markets PLC	3.875%	3/10/15	5,250	5,256
	BP Capital Markets PLC	4.750%	3/10/19	3,975	3,922
	Cameron International Corp.	6.375%	7/15/18	1,600	1,382
	Canadian Natural Resources	4.900%	12/1/14	3,300	2,926
	Canadian Natural Resources	6.000%	8/15/16	4,000	3,686
	Canadian Natural Resources	5.700%	5/15/17	3,625	3,217
	Chevron Corp.	4.950%	3/3/19	6,300	6,483
	ConocoPhillips	5.750%	2/1/19	10,875	10,930
	ConocoPhillips Canada	5.625%	10/15/16	9,825	10,206
	Devon Energy Corp.	6.300%	1/15/19	3,275	3,197
	Diamond Offshore Drilling	4.875%	7/1/15	2,050	1,959
	Encana Corp.	5.900%	12/1/17	4,225	3,973
	Encana Holdings Finance Corp.	5.800%	5/1/14	7,750	7,613
	EOG Resources Inc.	5.875%	9/15/17	3,300	3,353
	EOG Resources Inc.	6.875%	10/1/18	2,000	2,166
	Halliburton Co.	6.150%	9/15/19	2,800	2,847
	Hess Corp.	8.125%	2/15/19	4,200	4,326
	Marathon Oil Corp.	6.000%	10/1/17	8,775	8,284
	Marathon Oil Corp.	5.900%	3/15/18	4,175	3,852
	Nabors Industries Inc.	6.150%	2/15/18	5,475	4,341
3	Nabors Industries Inc.	9.250%	1/15/19	4,800	4,611
	Nexen, Inc.	5.650%	5/15/17	1,850	1,551
	Noble Energy, Inc.	8.250%	3/1/19	4,000	4,113
	Petro-Canada Financial Partnership	5.000%	11/15/14	3,375	2,983
	Petro-Canada Financial Partnership	6.050%	5/15/18	2,225	1,909
	Questar Market Resources	6.050%	9/1/16	600	528
	Questar Market Resources	6.800%	4/1/18	2,000	1,820
	Shell International Finance BV	5.200%	3/22/17	2,775	2,872
	Suncor Energy, Inc.	6.100%	6/1/18	5,200	4,436
	Sunoco, Inc.	4.875%	10/15/14	950	852
	Sunoco, Inc.	5.750%	1/15/17	2,075	1,783
	Talisman Energy, Inc.	5.125%	5/15/15	2,150	1,873
	Transocean Inc.	6.000%	3/15/18	4,750	4,474
	Valero Energy Corp.	6.125%	6/15/17	6,000	5,224
	Valero Energy Corp.	9.375%	3/15/19	4,000	4,147
	Weatherford International Inc.	5.500%	2/15/16	3,000	2,466
	Weatherford International Inc.	6.350%	6/15/17	2,600	2,236
	Weatherford International Inc.	6.000%	3/15/18	2,575	2,089
	Weatherford International Inc.	9.625%	3/1/19	2,725	2,817
	XTO Energy, Inc.	5.000%	1/31/15	400	375
	XTO Energy, Inc.	5.300%	6/30/15	275	261
	XTO Energy, Inc.	6.250%	8/1/17	6,125	6,034
	XTO Energy, Inc.	5.500%	6/15/18	5,000	4,664
	XTO Energy, Inc.	6.500%	12/15/18	1,700	1,706

	Other Industrial (0.0%)
	Cintas Corp.	6.125%	12/1/17	1,300	1,185
	Technology (1.6%)
	Agilent Technologies Inc.	6.500%	11/1/17	4,025	3,351
	Avnet Inc.	6.625%	9/15/16	3,000	2,500
	BMC Software Inc.	7.250%	6/1/18	1,550	1,389
	Cisco Systems Inc.	5.500%	2/22/16	16,775	17,555
	Cisco Systems Inc.	4.950%	2/15/19	7,350	7,220
	Computer Sciences Corp.	6.500%	3/15/18	4,800	4,554
	Dell Inc.	5.650%	4/15/18	2,500	2,335
	Equifax Inc.	6.300%	7/1/17	1,300	1,054
	Fiserv, Inc.	6.800%	11/20/17	3,150	2,949
	Harris Corp.	5.000%	10/1/15	1,425	1,256
	Harris Corp.	5.950%	12/1/17	775	687
	Hewlett-Packard Co.	4.750%	6/2/14	7,000	7,097
	Hewlett-Packard Co.	5.400%	3/1/17	2,750	2,806
	Hewlett-Packard Co.	5.500%	3/1/18	5,375	5,534
	International Business Machines Corp.	5.700%	9/14/17	23,375	24,196
	Intuit Inc.	5.750%	3/15/17	1,025	887
	Lexmark International Inc.	6.650%	6/1/18	2,975	2,228
	Motorola, Inc.	6.000%	11/15/17	725	564
	Oracle Corp.	5.250%	1/15/16	15,100	15,417
	Oracle Corp.	5.750%	4/15/18	8,000	8,296
	Pitney Bowes, Inc.	4.875%	8/15/14	2,025	2,071
	Pitney Bowes, Inc.	4.750%	1/15/16	6,175	5,855
	Pitney Bowes, Inc.	5.750%	9/15/17	2,400	2,387
	Pitney Bowes, Inc.	4.750%	5/15/18	1,625	1,518
	Tyco Electronics Group	6.550%	10/1/17	4,025	3,056
	Xerox Corp.	6.400%	3/15/16	5,700	4,194
	Xerox Corp.	6.750%	2/1/17	1,850	1,367
	Xerox Corp.	6.350%	5/15/18	5,575	4,071
	Transportation (0.8%)
	Burlington Northern Santa Fe Corp.	5.650%	5/1/17	6,550	6,392
	Burlington Northern Santa Fe Corp.	5.750%	3/15/18	900	880
	Canadian National Railway Co.	5.800%	6/1/16	1,950	1,998
	Canadian National Railway Co.	5.850%	11/15/17	500	517
	Canadian National Railway Co.	5.550%	5/15/18	900	914
	Canadian National Railway Co.	6.800%	7/15/18	750	824
	Con-Way Inc.	7.250%	1/15/18	2,000	1,521
	Continental Airlines, Inc.	6.563%	2/15/12	500	423
2	Continental Airlines, Inc.	6.648%	9/15/17	1,592	1,242
2	Continental Airlines, Inc.	6.900%	1/2/18	1,507	1,198
2	Continental Airlines, Inc.	6.545%	2/2/19	928	798
	CSX Corp.	6.250%	4/1/15	4,000	3,622
	CSX Corp.	5.600%	5/1/17	3,850	3,250
	CSX Corp.	6.250%	3/15/18	4,000	3,437
	Federal Express Corp.	8.000%	1/15/19	1,000	1,050
	Norfolk Southern Corp.	5.257%	9/17/14	3,095	3,155
3	Norfolk Southern Corp.	5.750%	1/15/16	2,050	2,090
	Norfolk Southern Corp.	7.700%	5/15/17	2,400	2,683
	Norfolk Southern Corp.	5.750%	4/1/18	3,000	3,042
	Ryder System Inc.	5.850%	3/1/14	1,350	1,239
	Ryder System Inc.	7.200%	9/1/15	1,775	1,568
	Ryder System Inc.	5.850%	11/1/16	1,000	765

	Southwest Airlines Co.	5.250%	10/1/14	2,000	1,817
	Southwest Airlines Co.	5.750%	12/15/16	1,300	1,152
	Southwest Airlines Co.	5.125%	3/1/17	650	502
	Union Pacific Corp.	5.375%	5/1/14	2,000	1,994
	Union Pacific Corp.	7.000%	2/1/16	550	562
	Union Pacific Corp.	5.650%	5/1/17	3,300	3,110
	Union Pacific Corp.	5.750%	11/15/17	4,675	4,481
	Union Pacific Corp.	5.700%	8/15/18	2,325	2,214
	United Parcel Service of America	3.875%	4/1/14	4,775	4,781
	United Parcel Service of America	5.500%	1/15/18	1,600	1,693
	United Parcel Service of America	5.125%	4/1/19	2,200	2,233
					1,654,915
Utilities (4.2%)
	Electric (2.9%)
	Alabama Power Co.	5.500%	10/15/17	2,100	2,175
	American Electric Power Co., Inc.	5.250%	6/1/15	1,850	1,790
	American Water Capital Corp.	6.085%	10/15/17	3,025	2,825
	Arizona Public Service Co.	5.800%	6/30/14	500	459
	Arizona Public Service Co.	4.650%	5/15/15	3,825	3,121
	Baltimore Gas & Electric Co.	5.900%	10/1/16	2,250	2,025
	Carolina Power & Light Co.	5.250%	12/15/15	3,000	3,132
	Carolina Power & Light Co.	5.300%	1/15/19	8,300	8,374
	CenterPoint Energy Inc.	6.500%	5/1/18	4,500	3,892
	Cleveland Electric Illumination Co.	7.880%	11/1/17	250	272
	Commonwealth Edison Co.	4.700%	4/15/15	700	650
	Commonwealth Edison Co.	5.950%	8/15/16	1,975	1,892
	Commonwealth Edison Co.	6.150%	9/15/17	4,250	4,066
	Commonwealth Edison Co.	5.800%	3/15/18	650	606
	Connecticut Light & Power Co.	5.650%	5/1/18	3,000	3,101
	Consolidated Edison Co. of New York	5.500%	9/15/16	3,350	3,314
	Consolidated Edison Co. of New York	5.850%	4/1/18	5,000	4,972
	Consolidated Edison Co. of New York	7.125%	12/1/18	2,000	2,128
	Consolidated Edison Co. of New York	6.650%	4/1/19	1,200	1,237
	Consolidated Natural Gas	5.000%	12/1/14	3,125	3,014
	Constellation Energy Group, Inc.	4.550%	6/15/15	3,750	3,086
	Consumers Energy Co.	5.500%	8/15/16	3,850	3,685
	Dominion Resources, Inc.	5.150%	7/15/15	7,925	7,644
	Dominion Resources, Inc.	6.000%	11/30/17	5,750	5,624
	Dominion Resources, Inc.	8.875%	1/15/19	1,475	1,670
2	Dominion Resources, Inc.	7.500%	6/30/66	500	315
	Duke Energy Carolinas LLC	5.250%	1/15/18	3,000	3,057
	Duke Energy Carolinas LLC	5.100%	4/15/18	5,750	5,862
	Entergy Gulf States, Inc.	6.000%	5/1/18	2,600	2,398
	Entergy Louisiana LLC	6.500%	9/1/18	3,075	2,893
	Exelon Corp.	4.900%	6/15/15	6,025	5,210
	Exelon Generation Co. LLC	6.200%	10/1/17	3,500	3,171
	Florida Power & Light Co.	5.550%	11/1/17	3,950	4,119
	Florida Power Corp.	5.650%	6/15/18	2,100	2,210
	FPL Group Capital, Inc.	6.000%	3/1/19	2,500	2,569
2	FPL Group Capital, Inc.	6.350%	10/1/66	1,825	1,322
2	FPL Group Capital, Inc.	6.650%	6/15/67	1,700	1,232
2	FPL Group Capital, Inc.	7.300%	9/1/67	1,000	741
	Georgia Power Co.	5.700%	6/1/17	7,000	7,406
	Illinois Power Co.	6.125%	11/15/17	3,100	2,818

	Illinois Power Co.	6.250%	4/1/18	2,000	1,829
	Illinois Power Co.	9.750%	11/15/18	3,300	3,594
	Indiana Michigan Power Co.	7.000%	3/15/19	1,250	1,234
2	Integrys Energy Group	6.110%	12/1/66	1,500	802
	Jersey Central Power & Light	5.625%	5/1/16	5,675	5,443
	Jersey Central Power & Light	5.650%	6/1/17	5,475	5,140
	Metropolitan Edison	4.875%	4/1/14	1,000	936
	MidAmerican Energy Co.	5.950%	7/15/17	925	943
	MidAmerican Energy Co.	5.300%	3/15/18	4,900	4,770
	MidAmerican Energy Holdings Co.	5.750%	4/1/18	4,350	4,281
	National Rural Utilities Cooperative Finance Corp.	5.450%	4/10/17	3,750	3,467
	National Rural Utilities Cooperative Finance Corp.	5.450%	2/1/18	6,325	5,891
	National Rural Utilities Cooperative Finance Corp.	10.375%	11/1/18	2,525	2,933
	Nevada Power Co.	6.500%	5/15/18	2,675	2,572
	Nevada Power Co.	6.500%	8/1/18	3,575	3,435
	NiSource Finance Corp.	5.400%	7/15/14	1,025	819
	NiSource Finance Corp.	10.750%	3/15/16	1,000	1,035
	NiSource Finance Corp.	5.250%	9/15/17	500	387
	NiSource Finance Corp.	6.400%	3/15/18	5,350	4,287
	NiSource Finance Corp.	6.800%	1/15/19	850	674
	Northern States Power Co.	5.250%	3/1/18	5,350	5,491
	NStar Electric Co.	4.875%	4/15/14	2,350	2,410
	NStar Electric Co.	5.625%	11/15/17	975	1,022
	Ohio Edison	6.400%	7/15/16	1,200	1,144
	Ohio Power Co.	6.000%	6/1/16	2,425	2,345
	Oncor Electric Delivery Co.	6.375%	1/15/15	3,025	3,017
	Pacific Gas & Electric Co.	5.625%	11/30/17	4,850	4,948
	Pacific Gas & Electric Co.	8.250%	10/15/18	1,325	1,578
	PacifiCorp	5.650%	7/15/18	2,575	2,653
	PECO Energy Co.	5.350%	3/1/18	2,475	2,393
	Pennsylvania Electric Co.	6.050%	9/1/17	800	727
	PPL Energy Supply LLC	6.200%	5/15/16	3,575	3,243
	PPL Energy Supply LLC	6.500%	5/1/18	750	662
	Progress Energy, Inc.	5.625%	1/15/16	1,425	1,382
	Progress Energy, Inc.	7.050%	3/15/19	1,800	1,841
	PSE&G Power LLC	5.000%	4/1/14	2,650	2,498
	PSE&G Power LLC	5.500%	12/1/15	3,125	2,926
	PSI Energy Inc.	6.050%	6/15/16	1,500	1,528
	Public Service Co. of Colorado	5.500%	4/1/14	1,000	1,061
	Sierra Pacific Power Co.	6.000%	5/15/16	2,400	2,312
	South Carolina Electric & Gas Co.	6.500%	11/1/18	800	879
	Southern California Edison Co.	4.650%	4/1/15	2,875	2,863
	Southern California Edison Co.	5.000%	1/15/16	675	685
	Southern Power Co.	4.875%	7/15/15	1,125	1,027
	Southwestern Electric Power	5.550%	1/15/17	3,500	3,173
	Southwestern Electric Power	6.450%	1/15/19	2,075	1,949
	TransAlta Corp.	6.750%	7/15/12	125	123
	TransAlta Corp.	6.650%	5/15/18	2,975	2,651
	Union Electric Co.	5.400%	2/1/16	300	275
	Union Electric Co.	6.700%	2/1/19	4,000	3,833
	United Utilities PLC	5.375%	2/1/19	1,000	887
	Virginia Electric & Power Co.	5.400%	1/15/16	4,450	4,668

	Westar Energy, Inc.	8.625%	12/1/18	2,000	2,235
	Wisconsin Electric Power Co.	6.000%	4/1/14	1,200	1,291
2	Wisconsin Energy Corp.	6.250%	5/15/67	5,275	3,195
	Natural Gas (1.3%)
	Atmos Energy Corp.	4.950%	10/15/14	3,400	3,065
	Atmos Energy Corp.	8.500%	3/15/19	600	615
	Boardwalk Pipelines LLC	5.500%	2/1/17	3,725	3,043
	Buckeye Partners LP	6.050%	1/15/18	4,550	3,912
	CenterPoint Energy Resources	6.150%	5/1/16	1,350	1,172
	CenterPoint Energy Resources	6.000%	5/15/18	5,000	4,265
	Duke Capital Corp.	5.668%	8/15/14	1,000	938
	El Paso Natural Gas Co.	5.950%	4/15/17	1,700	1,480
	Enbridge Energy Partners	6.500%	4/15/18	3,075	2,678
	Enbridge Energy Partners	9.875%	3/1/19	1,700	1,746
	Enbridge Inc.	5.600%	4/1/17	4,050	3,576
	Energy Transfer Partners LP	5.950%	2/1/15	5,250	4,760
	Energy Transfer Partners LP	6.125%	2/15/17	4,850	4,331
	Enterprise Products Operating LP	5.600%	10/15/14	6,250	5,774
	Enterprise Products Operating LP	6.300%	9/15/17	2,525	2,326
	Enterprise Products Operating LP	6.500%	1/31/19	2,300	2,099
	Equitable Resources Inc.	6.500%	4/1/18	3,800	3,309
	Kinder Morgan Energy Partners LP	5.125%	11/15/14	9,600	9,188
	Kinder Morgan Energy Partners LP	6.000%	2/1/17	1,000	942
	Kinder Morgan Energy Partners LP	5.950%	2/15/18	250	229
	Magellan Midstream Partners, LP	5.650%	10/15/16	650	586
	National Grid PLC	6.300%	8/1/16	6,200	6,029
	NuStar Energy LP	7.650%	4/15/18	2,900	2,398
	ONEOK Inc.	5.200%	6/15/15	3,100	2,797
	ONEOK Partners, LP	6.150%	10/1/16	5,125	4,563
	ONEOK Partners, LP	8.625%	3/1/19	1,300	1,312
	Panhandle Eastern Pipeline	6.200%	11/1/17	2,000	1,704
	Panhandle Eastern Pipeline	7.000%	6/15/18	2,525	2,259
	Plains All American Pipeline LP	6.125%	1/15/17	2,500	2,106
	Plains All American Pipeline LP	6.500%	5/1/18	2,675	2,313
	San Diego Gas & Electric	5.300%	11/15/15	300	309
	Sempra Energy	6.150%	6/15/18	2,800	2,638
3	Southern Natural Gas	5.900%	4/1/17	6,525	5,699
	Spectra Energy Corp.	6.200%	4/15/18	1,700	1,601
	Teppco Partners, LP	6.650%	4/15/18	550	464
	Texas Gas Transmission	4.600%	6/1/15	500	412
	Trans-Canada Pipelines	6.500%	8/15/18	5,000	4,954
	Trans-Canada Pipelines	7.125%	1/15/19	2,500	2,630
2	Trans-Canada Pipelines	6.350%	5/15/67	6,475	3,745
	Transcontinental Gas Pipe Line Corp.	6.050%	6/15/18	2,500	2,384
	Other Utility (0.0%)
	Veolia Environnement	6.000%	6/1/18	3,500	3,304
					363,119
Total Corporate Bonds (Cost $3,645,249)					3,266,796
Sovereign Bonds (U.S. Dollar-Denominated) (6.8%)
	Asian Development Bank	6.640%	5/27/14	521	591
	Asian Development Bank	5.500%	6/27/16	6,900	7,946
	Asian Development Bank	5.250%	6/12/17	2,300	2,614

	Asian Development Bank	5.593%	7/16/18	7,800	9,064
	China Development Bank	4.750%	10/8/14	2,700	2,754
	China Development Bank	5.000%	10/15/15	3,450	3,558
	Corp. Andina de Fomento	5.750%	1/12/17	3,950	3,221
	Development Bank of Japan	4.250%	6/9/15	2,325	2,395
	Development Bank of Japan	5.125%	2/1/17	3,700	3,980
	Eksportfinans	5.500%	5/25/16	3,125	3,345
	Eksportfinans	5.500%	6/26/17	4,600	5,025
	European Bank for Reconstruction & Development	5.000%	5/19/14	3,400	3,767
	European Investment Bank	4.625%	5/15/14	12,350	12,772
	European Investment Bank	4.875%	2/16/16	9,250	9,973
	European Investment Bank	5.125%	9/13/16	19,550	21,507
	European Investment Bank	4.875%	1/17/17	14,975	16,239
	European Investment Bank	5.125%	5/30/17	13,100	14,277
	Export-Import Bank of Korea	5.125%	3/16/15	4,800	4,189
	Federative Republic of Brazil	7.875%	3/7/15	10,000	11,075
	Federative Republic of Brazil	6.000%	1/17/17	18,000	17,910
2	Federative Republic of Brazil	8.000%	1/15/18	18,500	20,188
	Federative Republic of Brazil	5.875%	1/15/19	1,750	1,702
	Inter-American Development Bank	4.500%	9/15/14	3,000	3,228
	Inter-American Development Bank	4.250%	9/14/15	9,420	10,008
	Inter-American Development Bank	5.125%	9/13/16	6,700	7,454
	International Bank for Reconstruction & Development	5.000%	4/1/16	9,375	10,518
	Japan Finance Corp.	4.625%	4/21/15	5,600	5,714
	Japan Finance Corp.	5.000%	5/16/17	3,800	3,972
	Kreditanstalt fur Wiederaufbau	4.125%	10/15/14	6,475	6,618
	Kreditanstalt fur Wiederaufbau	5.125%	3/14/16	35,975	39,133
^	Kreditanstalt fur Wiederaufbau	4.375%	3/15/18	17,700	18,288
	Kreditanstalt fur Wiederaufbau	4.500%	7/16/18	11,400	11,873
	Landwirtschaftliche Rentenbank	4.875%	11/16/15	6,525	6,900
	Landwirtschaftliche Rentenbank	5.125%	2/1/17	8,775	9,505
	Nordic Investment Bank	5.000%	2/1/17	7,650	8,473
	Oesterreichische Kontrollbank	4.500%	3/9/15	2,600	2,780
	Oesterreichische Kontrollbank	4.875%	2/16/16	5,000	5,538
	Oesterreichische Kontrollbank	5.000%	4/25/17	6,425	7,058
	Pemex Project Funding Master Trust	7.375%	12/15/14	2,500	2,538
	Pemex Project Funding Master Trust	5.750%	3/1/18	14,400	11,952
	Petrobras International Finance	6.125%	10/6/16	8,475	8,497
	Petrobras International Finance	5.875%	3/1/18	6,325	5,866
	Petrobras International Finance	8.375%	12/10/18	1,500	1,635
	Petrobras International Finance	7.875%	3/15/19	8,950	9,308
	Province of Manitoba	4.900%	12/6/16	500	536
	Province of Ontario	4.750%	1/19/16	16,725	17,554
	Province of Ontario	5.450%	4/27/16	7,100	7,746
	Province of Quebec	4.875%	5/5/14	6,000	6,400
	Province of Quebec	4.600%	5/26/15	4,800	4,913

Province of Quebec	5.000%	3/1/16	2,000	2,076
Province of Quebec	5.125%	11/14/16	10,975	11,005
Province of Quebec	4.625%	5/14/18	5,900	5,705
Quebec Hydro Electric	7.500%	4/1/16	2,500	2,821
Republic of Hungary	4.750%	2/3/15	7,350	6,389
Republic of Italy	4.500%	1/21/15	5,650	5,692
Republic of Italy	4.750%	1/25/16	13,275	13,251

		Republic of Italy		5.250%	9/20/16	30,800	31,407
		Republic of Italy		5.375%	6/12/17	425	436
		Republic of Korea		4.875%	9/22/14	6,750	6,600
		Republic of Peru		9.875%	2/6/15	8,075	9,569
		Republic of Peru		8.375%	5/3/16	2,000	2,220
		Republic of Peru		7.125%	3/30/19	2,500	2,533
		Republic of Poland		5.000%	10/19/15	4,500	4,241
		Republic of South Africa		6.500%	6/2/14	5,725	5,725
		State of Israel		5.500%	11/9/16	4,025	4,300
		State of Israel		5.125%	3/26/19	9,200	9,136
		Swedish Export Credit Corp.		5.125%	3/1/17	6,250	6,545
		United Mexican States		6.625%	3/3/15	14,200	15,017
		United Mexican States		11.375%	9/15/16	1,725	2,260
		United Mexican States		5.625%	1/15/17	18,400	17,940
		United Mexican States		5.950%	3/19/19	3,500	3,395
Total Sovereign Bonds (Cost $566,061)							580,360
Taxable Municipal Bonds (0.0%)
		Wisconsin Public Service Rev. (Cost $1,348)		4.800%	5/1/13	1,350	1,404
			Coupon			Shares	Market Value ($000)
Temporary Cash Investment (2.1%)
4,5		Vanguard Market Liquidity Fund (Cost $177,083)		0.440%		177,083,438	177,083
Total Investments (100.2%) (Cost $8,617,569)							8,599,219
Other Assets and Liabilities-Net (-0.2%)5							(14,659)
Net Assets (100%)							8,584,560
^	Part of security position is on loan to broker-dealers. The total value of securities on loan is $17,033,000.
1	The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the
	U.S. government.
2	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
	principal payments and prepayments or the possibility of the issue being called.
3	Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
	transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2009, the aggregate
	value of these securities was $59,564,000, representing 0.7% of net assets.
4	Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
	Vanguard. Rate shown is the 7-day yield.
5	Includes $18,683,000 of collateral received for securities on loan.
	REIT—Real Estate Investment Trust.

Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, 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. Other temporary cash investments are valued at amortized cost, which approximates market 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 board of trustees to represent fair value.

At March 31, 2009, the cost of investment securities for tax purposes was $8,617,569,000. Net unrealized depreciation of investment securities for tax purposes was $18,350,000, consisting of unrealized gains of $402,208,000 on securities that had risen in value since their purchase and $420,558,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determinethe value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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).

The following table summarizes the fund's investments as of March 31, 2009, based on the inputs used to value them:

Valuation Inputs	Investments in Securities ($000)
Level 1- Quoted prices	177,083
Level 2- Other significant observable inputs	8,422,136
Level 3- Significant unobservable inputs	-
Total	8,599,219

Vanguard Long-Term Bond Index Fund

Schedule of Investments

As of March 31, 2009

		Coupon		Maturity Date		Face Amount ($000)	Market Value ($000)
U.S. Government and Agency Obligations (50.6%)
U.S. Government Securities (44.9%)
	U.S. Treasury Bond		9.000%		11/15/18	840	1,273
	U.S. Treasury Bond		8.875%		2/15/19	670	1,011
	U.S. Treasury Bond		8.125%		8/15/19	300	435
	U.S. Treasury Bond		8.500%		2/15/20	10	15
	U.S. Treasury Bond		8.750%		5/15/20	27,380	41,703
	U.S. Treasury Bond		8.750%		8/15/20	54,900	83,774
	U.S. Treasury Bond		7.875%		2/15/21	38,280	55,524
	U.S. Treasury Bond		8.125%		5/15/21	15	22
	U.S. Treasury Bond		8.125%		8/15/21	41,360	61,491
	U.S. Treasury Bond		8.000%		11/15/21	95,645	141,555
	U.S. Treasury Bond		7.250%		8/15/22	11,695	16,525
	U.S. Treasury Bond		7.625%		11/15/22	36,745	53,659
	U.S. Treasury Bond		7.125%		2/15/23	44,935	63,204
	U.S. Treasury Bond		6.250%		8/15/23	22,320	29,368
	U.S. Treasury Bond		7.500%		11/15/24	50	75
	U.S. Treasury Bond		7.625%		2/15/25	75	114
	U.S. Treasury Bond		6.000%		2/15/26	17,725	23,355
	U.S. Treasury Bond		6.750%		8/15/26	36,340	51,711
	U.S. Treasury Bond		6.500%		11/15/26	800	1,112
	U.S. Treasury Bond		6.625%		2/15/27	22,305	31,419
	U.S. Treasury Bond		6.375%		8/15/27	43,105	59,397
	U.S. Treasury Bond		6.125%		11/15/27	13,850	18,630
	U.S. Treasury Bond		5.500%		8/15/28	52,455	66,241
	U.S. Treasury Bond		5.250%		11/15/28	9,570	11,777
	U.S. Treasury Bond		5.250%		2/15/29	16,600	20,449
	U.S. Treasury Bond		6.125%		8/15/29	27,580	37,573
	U.S. Treasury Bond		6.250%		5/15/30	3,905	5,422
	U.S. Treasury Bond		5.375%		2/15/31	31,000	39,128
	U.S. Treasury Bond		4.500%		2/15/36	16,705	19,266
	U.S. Treasury Bond		4.750%		2/15/37	45,775	54,902
	U.S. Treasury Bond		5.000%		5/15/37	41,600	51,812
	U.S. Treasury Bond		4.375%		2/15/38	30,083	34,200
	U.S. Treasury Bond		4.500%		5/15/38	114,160	133,460
	U.S. Treasury Note		4.750%		2/15/10	210	218
	U.S. Treasury Note		2.625%		5/31/10	645	660
	U.S. Treasury Note		3.750%		11/15/18	175	191
	U.S. Treasury Note		2.750%		2/15/19	14,400	14,485
							1,225,156
Agency Bonds and Notes (5.7%)
1	Federal Farm Credit Bank		5.150%		11/15/19	1,000	1,059
1	Federal Home Loan Bank		5.375%		5/15/19	5,250	5,611
1	Federal Home Loan Bank		5.125%		8/15/19	5,220	5,509
1	Federal Home Loan Bank		5.250%		12/11/20	3,000	3,199
1	Federal Home Loan Bank		5.625%		6/11/21	2,500	2,754
1	Federal Home Loan Bank		5.625%		3/14/36	1,000	1,117
1	Federal Home Loan Bank		5.500%		7/15/36	1,500	1,712
1	Federal Home Loan Mortgage Corp.		4.875%		6/13/18	3,000	3,327
1	Federal Home Loan Mortgage Corp.		6.750%		9/15/29	7,700	10,069
1	Federal Home Loan Mortgage Corp.		6.750%		3/15/31	8,275	11,045

1	Federal Home Loan Mortgage Corp.	6.250%	7/15/32	8,175	10,485
1	Federal National Mortgage Assn.	0.00%	10/9/19	10,300	5,684
1	Federal National Mortgage Assn.	6.250%	5/15/29	4,625	5,770
1	Federal National Mortgage Assn.	7.125%	1/15/30	12,075	16,599
1	Federal National Mortgage Assn.	7.250%	5/15/30	12,435	17,353
1	Federal National Mortgage Assn.	6.625%	11/15/30	11,800	15,528
1	Federal National Mortgage Assn.	5.625%	7/15/37	2,325	2,622
1	Federal National Mortgage Assn.	6.210%	8/6/38	1,000	1,202
1	Financing Corp.	8.600%	9/26/19	1,275	1,789
	Resolution Funding Corp. (U.S. Government Guaranteed)	8.625%	1/15/21	850	1,228
	State of Israel (U.S. Government Guaranteed)	5.500%	9/18/23	1,375	1,535
	State of Israel (U.S. Government Guaranteed)	5.500%	12/4/23	5,325	5,950
	State of Israel (U.S. Government Guaranteed)	5.500%	4/26/24	2,900	3,264
1	Tennessee Valley Auth.	4.500%	4/1/18	2,475	2,649
1	Tennessee Valley Auth.	6.750%	11/1/25	4,500	5,797
1	Tennessee Valley Auth.	7.125%	5/1/30	1,250	1,612
1	Tennessee Valley Auth.	4.650%	6/15/35	2,825	2,748
1	Tennessee Valley Auth.	5.880%	4/1/36	1,000	1,155
1	Tennessee Valley Auth.	6.150%	1/15/38	2,450	2,965
1	Tennessee Valley Auth.	5.500%	6/15/38	1,175	1,281
1	Tennessee Valley Auth.	4.875%	1/15/48	2,500	2,478
1	Tennessee Valley Auth.	5.375%	4/1/56	1,850	1,973
					157,069
Total U.S. Government and Agency Obligations (Cost $1,215,425)					1,382,225
Corporate Bonds (40.3%)
Asset-Backed/Commercial Mortgage-Backed Securities (0.1%)
2	PSE&G Transition Funding LLC	6.890%	12/15/17	2,500	2,797
Finance (7.9%)
	Banking (4.6%)
	Abbey National PLC	7.950%	10/26/29	3,700	3,138
	American Express Co.	8.150%	3/19/38	2,350	2,154
	Banc One Corp.	7.750%	7/15/25	2,000	1,796
	Banc One Corp.	7.625%	10/15/26	4,350	3,806
	Bank of America Corp.	6.800%	3/15/28	375	234
	Bank of America Corp.	6.000%	10/15/36	4,675	3,131
	Bank of America Corp.	6.500%	9/15/37	1,600	852
2	Barclays Bank PLC	6.278%	12/29/49	750	248
	BB&T Capital Trust II	6.750%	6/7/36	4,225	2,348
2	BB&T Capital Trust IV	6.820%	6/12/57	650	290
	BB&T Corp.	5.250%	11/1/19	1,000	858
	Capital One Capital III	7.686%	8/15/36	1,700	578
	Capital One Capital IV	6.745%	2/17/37	1,100	374
2,3	Citicorp Lease Pass-Through Trust	8.040%	12/15/19	450	399
	Citigroup, Inc.	6.625%	6/15/32	2,750	1,520
	Citigroup, Inc.	5.875%	2/22/33	2,750	1,440
	Citigroup, Inc.	6.000%	10/31/33	1,700	891
	Citigroup, Inc.	5.850%	12/11/34	2,300	1,772
	Citigroup, Inc.	6.125%	8/25/36	6,725	3,529
	Citigroup, Inc.	5.875%	5/29/37	2,100	1,592
	Citigroup, Inc.	6.875%	3/5/38	4,900	4,251
2	Comerica Capital Trust II	6.576%	2/20/37	1,500	435
	Compass Bank	5.900%	4/1/26	1,075	689

	Credit Suisse First Boston USA, Inc.	7.125%	7/15/32	2,100	2,072
	Fifth Third Bancorp.	8.250%	3/1/38	2,825	1,675
	First Union Institutional Capital I	8.040%	12/1/26	500	288
	Fleet Financial Group, Inc.	6.875%	1/15/28	400	239
	Goldman Sachs Group, Inc.	5.750%	10/1/16	75	68
	Goldman Sachs Group, Inc.	5.950%	1/15/27	5,950	4,101
	Goldman Sachs Group, Inc.	6.125%	2/15/33	5,150	4,303
	Goldman Sachs Group, Inc.	6.345%	2/15/34	7,350	4,492
	Goldman Sachs Group, Inc.	6.750%	10/1/37	10,875	7,543
	HSBC Bank USA	5.875%	11/1/34	4,100	3,455
	HSBC Bank USA	5.625%	8/15/35	5,300	4,041
	HSBC Holdings PLC	7.625%	5/17/32	1,050	850
	HSBC Holdings PLC	7.350%	11/27/32	200	159
	HSBC Holdings PLC	6.500%	5/2/36	2,925	2,467
	HSBC Holdings PLC	6.500%	9/15/37	5,500	4,469
	HSBC Holdings PLC	6.800%	6/1/38	2,850	2,445
	JPM Capital Trust	6.550%	9/29/36	3,375	2,108
	JPMorgan Capital Trust	5.875%	3/15/35	2,350	1,347
	JPMorgan Chase & Co.	5.850%	8/1/35	425	242
	JPMorgan Chase & Co.	6.400%	5/15/38	4,200	4,048
	JPMorgan Chase Capital XXII	6.450%	2/2/37	3,075	1,927
	JPMorgan Chase Capital XXV	6.800%	10/1/37	3,750	2,533
	KeyBank NA	6.950%	2/1/28	2,068	1,470
	Merrill Lynch & Co., Inc.	6.220%	9/15/26	4,775	2,690
	Merrill Lynch & Co., Inc.	6.110%	1/29/37	3,500	1,578
	Merrill Lynch & Co., Inc.	7.750%	5/14/38	4,500	2,551
	Morgan Stanley Dean Witter	6.250%	8/9/26	3,025	2,554
	Morgan Stanley Dean Witter	7.250%	4/1/32	1,150	1,081
	National City Corp.	6.875%	5/15/19	1,700	1,440
	Regions Bank	6.450%	6/26/37	2,000	1,199
	Regions Financial Corp.	7.375%	12/10/37	800	557
2	Regions Financial Corp.	6.625%	5/15/47	1,800	541
	SunTrust Capital VIII	6.100%	12/15/36	3,050	1,567
	Swiss Bank Corp.	7.000%	10/15/15	1,000	902
	Swiss Bank Corp.	7.375%	6/15/17	550	491
	Wachovia Bank NA	5.850%	2/1/37	4,175	2,980
	Wachovia Bank NA	6.600%	1/15/38	4,675	3,638
	Wachovia Corp.	6.605%	10/1/25	725	593
3	Wachovia Corp.	8.000%	12/15/26	2,300	1,449
	Wachovia Corp.	7.500%	4/15/35	150	119
	Wachovia Corp.	5.500%	8/1/35	4,000	2,469
	Wachovia Corp.	6.550%	10/15/35	125	91
	Wells Fargo & Co.	5.375%	2/7/35	2,450	1,845
	Wells Fargo Bank NA	5.950%	8/26/36	1,475	1,209
	Wells Fargo Capital X	5.950%	12/15/36	1,650	1,070
	Brokerage (0.1%)
	Jefferies Group Inc.	6.450%	6/8/27	1,500	840
	Jefferies Group Inc.	6.250%	1/15/36	1,400	752
	Finance Companies (1.3%)
	CIT Group, Inc.	6.000%	4/1/36	2,800	1,271
	General Electric Capital Corp.	6.750%	3/15/32	16,200	13,106
	General Electric Capital Corp.	6.150%	8/7/37	4,925	3,670
	General Electric Capital Corp.	5.875%	1/14/38	12,375	8,768

	General Electric Capital Corp.	6.875%	1/10/39	10,300	8,252
	SLM Corp.	5.625%	8/1/33	1,950	770
	Insurance (1.9%)
	ACE Capital Trust II	9.700%	4/1/30	850	664
	AEGON Funding Corp.	5.750%	12/15/20	1,000	837
	Aetna, Inc.	6.625%	6/15/36	1,850	1,549
	Aetna, Inc.	6.750%	12/15/37	1,350	1,140
	Allstate Corp.	6.125%	12/15/32	1,250	969
	Allstate Corp.	5.350%	6/1/33	1,950	1,337
	Allstate Corp.	5.550%	5/9/35	1,700	1,175
	Allstate Corp.	5.950%	4/1/36	925	661
2	Allstate Corp.	6.500%	5/15/57	1,500	719
	American International Group, Inc.	6.250%	5/1/36	875	297
2,3	American International Group, Inc.	0.00%	5/15/58		—
	Aon Capital Trust	8.205%	1/1/27	1,175	826
	Arch Capital Group Ltd.	7.350%	5/1/34	625	411
	Assurant, Inc.	6.750%	2/15/34	1,200	731
	AXA SA	8.600%	12/15/30	3,700	2,525
	Chubb Corp.	6.000%	5/11/37	2,175	1,955
	Chubb Corp.	6.500%	5/15/38	1,375	1,321
	CIGNA Corp.	7.875%	5/15/27	500	404
	CIGNA Corp.	6.150%	11/15/36	2,000	1,405
	Cincinnati Financial Corp.	6.920%	5/15/28	1,000	643
	Cincinnati Financial Corp.	6.125%	11/1/34	850	471
	Endurance Specialty Holdings	7.000%	7/15/34	700	407
	GE Global Insurance Holdings Corp.	7.000%	2/15/26	1,850	1,419
	GE Global Insurance Holdings Corp.	7.750%	6/15/30	400	315
	Genworth Financial, Inc.	6.500%	6/15/34	825	249
	Hartford Financial Services Group, Inc.	5.950%	10/15/36	650	328
	Hartford Financial Services Group, Inc.	6.100%	10/1/41	1,200	468
	Humana Inc.	8.150%	6/15/38	1,150	845
	Lincoln National Corp.	6.150%	4/7/36	1,475	590
	Loews Corp.	6.000%	2/1/35	800	588
	MetLife, Inc.	6.500%	12/15/32	3,000	2,165
	MetLife, Inc.	6.375%	6/15/34	2,925	2,139
	MetLife, Inc.	6.400%	12/15/36	2,700	1,080
	Nationwide Financial Services	6.750%	5/15/37	1,000	416
	Principal Financial Group, Inc.	6.050%	10/15/36	1,700	939
	Progressive Corp.	6.625%	3/1/29	1,625	1,410
	Prudential Financial, Inc.	5.750%	7/15/33	1,000	530
	Prudential Financial, Inc.	5.400%	6/13/35	1,000	484
	Prudential Financial, Inc.	5.900%	3/17/36	1,500	773
	Prudential Financial, Inc.	5.700%	12/14/36	3,675	1,721
	Travelers Cos. Inc.	6.250%	6/15/37	2,400	2,246
	Travelers Cos., Inc.	6.750%	6/20/36	1,000	974
	Travelers Property Casualty Corp.	6.375%	3/15/33	1,500	1,382
	UnitedHealth Group, Inc.	5.800%	3/15/36	1,300	996
	UnitedHealth Group, Inc.	6.500%	6/15/37	1,200	998
	UnitedHealth Group, Inc.	6.625%	11/15/37	1,075	909
	UnitedHealth Group, Inc.	6.875%	2/15/38	3,825	3,456
	WellPoint Inc.	5.950%	12/15/34	1,300	1,070
	WellPoint Inc.	5.850%	1/15/36	2,475	2,003
	WellPoint Inc.	6.375%	6/15/37	800	694
	XL Capital Ltd.	6.375%	11/15/24	1,150	605

	XL Capital Ltd.	6.250%	5/15/27	700	347
	Real Estate Investment Trusts (0.0%)
	Realty Income Corp.	6.750%	8/15/19	1,350	922
					216,218
Industrial (25.8%)
	Basic Industry (1.5%)
	Alcan, Inc.	6.125%	12/15/33	3,050	2,165
	Alcan, Inc.	5.750%	6/1/35	1,250	790
	Alcoa, Inc.	5.870%	2/23/22	1,250	757
	Alcoa, Inc.	5.900%	2/1/27	4,925	2,801
	Aluminum Co. of America	6.750%	1/15/28	850	481
	Barrick Gold Finance Inc.	6.950%	4/1/19	1,400	1,408
	Barrick North America Finance LLC	7.500%	9/15/38	1,225	1,169
	BHP Billiton Finance Ltd.	6.420%	3/1/26	500	466
	BHP Billiton Finance USA Ltd.	6.500%	4/1/19	3,500	3,551
	Dow Chemical Co.	7.375%	11/1/29	2,925	1,875
	E.I. du Pont de Nemours & Co.	6.500%	1/15/28	1,175	1,113
	Eastman Chemical Co.	7.250%	1/15/24	1,300	1,105
	Eastman Chemical Co.	7.600%	2/1/27	300	259
	Inco Ltd.	7.200%	9/15/32	1,050	820
	Lubrizol Corp.	6.500%	10/1/34	900	665
	Monsanto Co.	5.500%	8/15/25	1,350	1,273
	Newmont Mining	5.875%	4/1/35	1,250	949
	Nucor Corp.	6.400%	12/1/37	1,800	1,705
	Placer Dome, Inc.	6.450%	10/15/35	700	562
	Potash Corp. of Saskatchewan	5.875%	12/1/36	1,750	1,579
	Reliance Steel & Aluminum	6.850%	11/15/36	350	208
	Rio Tinto Finance USA Ltd.	7.125%	7/15/28	1,775	1,458
2	Rohm & Haas Co.	9.800%	4/15/20	316	324
	Rohm & Haas Co.	7.850%	7/15/29	2,250	1,614
	Southern Copper Corp.	7.500%	7/27/35	2,500	1,788
	US Steel Corp.	6.650%	6/1/37	725	421
	Vale Overseas Ltd.	8.250%	1/17/34	1,225	1,212
	Vale Overseas Ltd.	6.875%	11/21/36	6,475	5,557
	Weyerhaeuser Co.	8.500%	1/15/25	1,100	918
	Weyerhaeuser Co.	7.375%	3/15/32	3,875	2,634
	Capital Goods (1.9%)
	3M Co.	5.700%	3/15/37	1,150	1,181
	Boeing Co.	8.750%	8/15/21	300	359
	Boeing Co.	8.750%	9/15/31	850	999
	Boeing Co.	6.125%	2/15/33	925	866
	Boeing Co.	6.625%	2/15/38	1,050	1,025
	Boeing Co.	6.875%	3/15/39	1,425	1,418
	Caterpillar, Inc.	6.625%	7/15/28	1,575	1,487
	Caterpillar, Inc.	7.300%	5/1/31	1,200	1,205
	Caterpillar, Inc.	6.050%	8/15/36	2,125	1,766
	Caterpillar, Inc.	6.950%	5/1/42	1,425	1,319
	CRH America Inc.	6.400%	10/15/33	1,500	806
	Deere & Co.	8.100%	5/15/30	1,000	1,095
	Deere & Co.	7.125%	3/3/31	200	204
	Dover Corp.	5.375%	10/15/35	350	313
	Dover Corp.	6.600%	3/15/38	1,200	1,257

	Emerson Electric Co.	4.875%	10/15/19	1,450	1,467
	Emerson Electric Co.	6.000%	8/15/32	400	394
	Goodrich Corp.	6.800%	7/1/36	1,000	907
	Honeywell International, Inc.	5.700%	3/15/36	775	743
	Honeywell International, Inc.	5.700%	3/15/37	1,000	971
3	Illinois Tool Works, Inc.	6.250%	4/1/19	1,750	1,759
	Lafarge SA	7.125%	7/15/36	2,225	1,270
	Lockheed Martin Corp.	7.750%	5/1/26	150	175
	Lockheed Martin Corp.	6.150%	9/1/36	4,575	4,690
	Minnesota Mining & Manufacturing Corp.	6.375%	2/15/28	500	533
	Northrop Grumman Corp.	7.750%	2/15/31	2,290	2,852
	PACTIV Corp.	7.950%	12/15/25	1,000	855
	Parker-Hannifin Corp.	6.250%	5/15/38	725	656
	Raytheon Co.	7.200%	8/15/27	400	448
	Raytheon Co.	7.000%	11/1/28	1,000	1,059
	Republic Services, Inc.	6.086%	3/15/35	225	157
	Rockwell Automation	6.700%	1/15/28	300	313
	Rockwell Automation	6.250%	12/1/37	1,100	1,075
	TRW, Inc.	7.750%	6/1/29	1,475	1,575
	Tyco International Group SA	7.000%	12/15/19	2,675	2,317
	United Technologies Corp.	8.875%	11/15/19	545	675
	United Technologies Corp.	6.700%	8/1/28	250	262
	United Technologies Corp.	7.500%	9/15/29	1,875	2,140
	United Technologies Corp.	5.400%	5/1/35	3,350	3,061
	United Technologies Corp.	6.050%	6/1/36	1,775	1,772
	United Technologies Corp.	6.125%	7/15/38	250	256
	USA Waste Services, Inc.	7.000%	7/15/28	2,000	1,830
	Waste Management, Inc.	7.750%	5/15/32	875	851
	WMX Technologies Inc.	7.100%	8/1/26	800	725
	Communication (7.0%)
	Alltel Corp.	7.875%	7/1/32	1,850	1,902
	America Movil SA de C.V.	6.375%	3/1/35	1,975	1,586
	America Movil SA de C.V.	6.125%	11/15/37	1,200	921
	Ameritech Capital Funding	6.550%	1/15/28	1,000	877
	AT&T Inc.	8.000%	11/15/31	5,100	5,532
	AT&T Inc.	6.450%	6/15/34	7,750	7,059
	AT&T Inc.	6.500%	9/1/37	4,700	4,220
	AT&T Inc.	6.300%	1/15/38	6,850	6,021
	AT&T Inc.	6.550%	2/15/39	4,825	4,380
	AT&T Wireless	8.750%	3/1/31	5,850	6,381
	BellSouth Capital Funding Corp.	7.875%	2/15/30	4,250	4,298
	BellSouth Corp.	6.875%	10/15/31	1,275	1,227
	BellSouth Corp.	6.550%	6/15/34	2,475	2,246
	BellSouth Corp.	6.000%	11/15/34	1,480	1,308
	BellSouth Telecommunications Inc.	6.375%	6/1/28	4,140	3,677
	British Telecommunications PLC	9.125%	12/15/30	5,475	5,002
	CBS Corp.	7.875%	7/30/30	2,815	1,751
	CBS Corp.	5.500%	5/15/33	1,025	545
	CenturyTel Enterprises	6.875%	1/15/28	550	401
	Cingular Wireless LLC	7.125%	12/15/31	2,425	2,323
	Comcast Cable Communications Holdings Inc.	9.455%	11/15/22	3,198	3,556
	Comcast Corp.	5.650%	6/15/35	1,000	807
	Comcast Corp.	6.500%	11/15/35	6,000	5,273

Comcast Corp.	6.450%	3/15/37	3,525	3,090
Comcast Corp.	6.950%	8/15/37	1,875	1,752
Comcast Corp.	6.400%	5/15/38	3,525	3,064
Deutsche Telekom International Finance	8.750%	6/15/30	8,825	9,333
Embarq Corp.	7.995%	6/1/36	3,000	2,238
France Telecom	8.500%	3/1/31	6,100	7,732
Grupo Televisa SA	6.625%	3/18/25	1,600	1,312
Grupo Televisa SA	8.500%	3/11/32	250	230
GTE Corp.	8.750%	11/1/21	900	1,004
GTE Corp.	6.940%	4/15/28	2,275	2,039
Koninklijke KPN NV	8.375%	10/1/30	1,825	1,908
McGraw-Hill Cos. Inc.	6.550%	11/15/37	1,150	817
Michigan Bell Telephone Co.	7.850%	1/15/22	1,522	1,632
New England Telephone & Telegraph Co.	7.875%	11/15/29	400	377
News America Holdings, Inc.	8.150%	10/17/36	1,225	1,068
News America Holdings, Inc.	7.750%	12/1/45	1,225	990
News America Inc.	6.550%	3/15/33	225	162
News America Inc.	6.200%	12/15/34	9,350	6,491
News America Inc.	6.400%	12/15/35	2,225	1,641
Pacific Bell	7.125%	3/15/26	550	540
Rogers Communications Inc.	7.500%	8/15/38	1,400	1,383
TCI Communications, Inc.	7.875%	2/15/26	2,200	2,020
Telecom Italia Capital	6.375%	11/15/33	4,025	2,878
Telecom Italia Capital	6.000%	9/30/34	1,400	957
Telecom Italia Capital	7.200%	7/18/36	1,625	1,299
Telecom Italia Capital	7.721%	6/4/38	1,375	1,150
Telefonica Emisiones SAU	7.045%	6/20/36	4,875	4,977
Telefonica Europe BV	8.250%	9/15/30	2,500	2,874
Thomson Corp.	5.500%	8/15/35	900	638
Time Warner Cable Inc.	8.250%	4/1/19	4,250	4,372
Time Warner Cable Inc.	6.550%	5/1/37	3,800	3,201
Time Warner Cable Inc.	7.300%	7/1/38	3,000	2,711
Time Warner Entertainment	8.375%	3/15/23	2,733	2,592
Time Warner Entertainment	8.375%	7/15/33	1,950	1,865
US Cellular	6.700%	12/15/33	950	722
US West Communications Group	7.500%	6/15/23	2,300	1,737
US West Communications Group	6.875%	9/15/33	4,200	2,751
Verizon Communications Corp.	6.350%	4/1/19	4,625	4,564
Verizon Communications Corp.	6.250%	4/1/37	2,425	2,133
Verizon Communications Corp.	6.400%	2/15/38	3,400	3,104
Verizon Communications Corp.	6.900%	4/15/38	1,625	1,545
Verizon Communications Corp.	8.950%	3/1/39	2,775	3,174
Verizon Communications Corp.	7.350%	4/1/39	2,450	2,389
Verizon Global Funding Corp.	7.750%	12/1/30	7,525	7,964
Verizon Global Funding Corp.	5.850%	9/15/35	2,775	2,375
Verizon Maryland, Inc.	5.125%	6/15/33	500	370
Verizon New York, Inc.	7.375%	4/1/32	650	611
Vodafone AirTouch PLC	7.875%	2/15/30	1,000	1,123
Vodafone Group PLC	6.250%	11/30/32	200	191
Vodafone Group PLC	6.150%	2/27/37	5,475	5,082
Consumer Cyclical (3.0%)
CVS Caremark Corp.	6.250%	6/1/27	2,450	2,248
DaimlerChrysler North America Holding Corp.	8.500%	1/18/31	4,475	4,080
Darden Restaurants Inc.	6.800%	10/15/37	850	588

Federated Retail Holding	6.375%	3/15/37	400	224
Home Depot Inc.	5.875%	12/16/36	6,325	4,458
J.C. Penney Co., Inc.	7.125%	11/15/23	1,000	696
J.C. Penney Co., Inc.	6.375%	10/15/36	2,550	1,598
J.C. Penney Co., Inc.	7.400%	4/1/37	750	492
Johnson Controls, Inc.	6.000%	1/15/36	475	264
Kohl's Corp.	6.000%	1/15/33	400	268
Kohl's Corp.	6.875%	12/15/37	1,000	738
Lowe's Cos., Inc.	6.875%	2/15/28	550	545
Lowe's Cos., Inc.	6.500%	3/15/29	1,800	1,711
Lowe's Cos., Inc.	5.500%	10/15/35	800	689
Lowe's Cos., Inc.	5.800%	10/15/36	2,250	2,020
Macy's Retail Holdings Inc.	6.650%	7/15/24	1,450	773
Macy's Retail Holdings Inc.	6.790%	7/15/27	800	455
Macy's Retail Holdings Inc.	7.000%	2/15/28	1,100	590
Macys Retail Holdings Inc.	6.900%	4/1/29	150	76
McDonald's Corp.	6.300%	10/15/37	1,750	1,818
McDonald's Corp.	6.300%	3/1/38	1,125	1,171
McDonald's Corp.	5.700%	2/1/39	1,625	1,555
Nordstrom, Inc.	6.950%	3/15/28	300	201
Nordstrom, Inc.	7.000%	1/15/38	1,200	828
Target Corp.	7.000%	7/15/31	550	552
Target Corp.	6.350%	11/1/32	3,000	2,821
Target Corp.	6.500%	10/15/37	3,300	3,093
Target Corp.	7.000%	1/15/38	2,200	2,080
The Walt Disney Co.	7.000%	3/1/32	1,150	1,314
Time Warner, Inc.	9.150%	2/1/23	1,980	2,018
Time Warner, Inc.	7.570%	2/1/24	500	440
Time Warner, Inc.	6.950%	1/15/28	1,000	871
Time Warner, Inc.	6.625%	5/15/29	6,975	5,845
Time Warner, Inc.	7.625%	4/15/31	5,185	4,523
Time Warner, Inc.	7.700%	5/1/32	1,040	913
Time Warner, Inc.	6.500%	11/15/36	875	733
VF Corp.	6.450%	11/1/37	1,500	1,306
Viacom Inc.	6.875%	4/30/36	3,850	2,811
Wal-Mart Stores, Inc.	5.875%	4/5/27	4,025	4,121
Wal-Mart Stores, Inc.	7.550%	2/15/30	4,425	5,181
Wal-Mart Stores, Inc.	5.250%	9/1/35	4,900	4,408
Wal-Mart Stores, Inc.	6.500%	8/15/37	4,525	4,697
Wal-Mart Stores, Inc.	6.200%	4/15/38	2,025	2,063
Western Union Co.	6.200%	11/17/36	1,350	1,086
Yum! Brands, Inc.	6.875%	11/15/37	1,950	1,636
Consumer Noncyclical (6.2%)
Abbott Laboratories	5.125%	4/1/19	3,250	3,279
Abbott Laboratories	6.150%	11/30/37	2,375	2,419
Abbott Laboratories	6.000%	4/1/39	2,050	2,032
Altria Group, Inc.	9.250%	8/6/19	3,800	4,065
Altria Group, Inc.	9.950%	11/10/38	3,400	3,395
Altria Group, Inc.	10.200%	2/6/39	3,950	4,019
Amgen Inc.	6.375%	6/1/37	2,125	2,048
Amgen Inc.	6.400%	2/1/39	3,375	3,239
Anheuser-Busch Cos., Inc.	6.800%	8/20/32	3,125	2,712
Anheuser-Busch Cos., Inc.	5.950%	1/15/33	650	506
Anheuser-Busch Cos., Inc.	5.750%	4/1/36	975	728

Archer-Daniels-Midland Co.	6.625%	5/1/29	250	253
Archer-Daniels-Midland Co.	7.000%	2/1/31	2,975	3,142
Archer-Daniels-Midland Co.	5.935%	10/1/32	255	237
Archer-Daniels-Midland Co.	5.375%	9/15/35	2,750	2,405
Archer-Daniels-Midland Co.	6.450%	1/15/38	675	683
AstraZeneca PLC	6.450%	9/15/37	7,175	7,401
Baxter International, Inc.	6.250%	12/1/37	800	826
Bristol-Myers Squibb Co.	7.150%	6/15/23	1,300	1,427
Bristol-Myers Squibb Co.	6.800%	11/15/26	889	940
Bristol-Myers Squibb Co.	5.875%	11/15/36	3,300	3,175
Bristol-Myers Squibb Co.	6.125%	5/1/38	1,100	1,094
Bristol-Myers Squibb Co.	6.875%	8/1/97	200	199
C.R. Bard, Inc.	6.700%	12/1/26	500	529
Coca-Cola Enterprises Inc.	8.500%	2/1/22	1,075	1,242
Coca-Cola Enterprises Inc.	8.000%	9/15/22	500	558
Coca-Cola Enterprises Inc.	7.000%	10/1/26	1,175	1,216
Coca-Cola Enterprises Inc.	6.950%	11/15/26	3,475	3,577
Coca-Cola Enterprises Inc.	6.750%	9/15/28	1,675	1,691
ConAgra Foods, Inc.	9.750%	3/1/21	129	151
ConAgra Foods, Inc.	7.125%	10/1/26	1,150	1,112
ConAgra Foods, Inc.	7.000%	10/1/28	175	167
ConAgra Foods, Inc.	8.250%	9/15/30	1,150	1,202
Covidien International	6.550%	10/15/37	2,325	2,277
Delhaize America Inc.	9.000%	4/15/31	2,000	2,117
Diageo Capital PLC	5.875%	9/30/36	500	488
Dr. Pepper Snapple Group	7.450%	5/1/38	600	526
Eli Lilly & Co.	7.125%	6/1/25	1,000	1,108
Eli Lilly & Co.	5.500%	3/15/27	4,300	4,083
Eli Lilly & Co.	5.950%	11/15/37	450	449
Estee Lauder Ace Trust I	6.000%	5/15/37	1,025	769
Fortune Brands Inc.	5.875%	1/15/36	925	618
Genentech Inc.	5.250%	7/15/35	1,025	857
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	1,850	1,652
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	6,475	6,502
Grand Metropolitan Investment Corp.	7.450%	4/15/35	1,750	1,706
H.J. Heinz Co.	6.750%	3/15/32	1,625	1,536
Johnson & Johnson	6.950%	9/1/29	2,125	2,482
Johnson & Johnson	4.950%	5/15/33	1,325	1,269
Johnson & Johnson	5.950%	8/15/37	975	1,036
Johnson & Johnson	5.850%	7/15/38	1,700	1,770
Kellogg Co.	7.450%	4/1/31	2,600	3,107
Kimberly-Clark Corp.	6.625%	8/1/37	1,400	1,568
Kraft Foods, Inc.	6.500%	11/1/31	1,650	1,546
Kraft Foods, Inc.	7.000%	8/11/37	4,800	4,734
Kraft Foods, Inc.	6.875%	1/26/39	1,850	1,789
Kroger Co.	6.150%	1/15/20	2,300	2,268
Kroger Co.	7.700%	6/1/29	375	409
Kroger Co.	8.000%	9/15/29	1,925	2,141
Kroger Co.	7.500%	4/1/31	1,350	1,471
Merck & Co.	6.300%	1/1/26	500	502
Merck & Co.	6.400%	3/1/28	2,200	2,233
Merck & Co.	5.950%	12/1/28	1,050	1,019
Merck & Co.	5.750%	11/15/36	300	287
Pepsi Bottling Group, Inc.	7.000%	3/1/29	2,925	3,239
Pfizer, Inc.	7.200%	3/15/39	6,725	7,284

	Pharmacia Corp.	6.600%	12/1/28	1,050	1,096
	Philip Morris International Inc.	6.375%	5/16/38	3,600	3,513
	Philips Electronics NV	6.875%	3/11/38	2,550	2,476
	Procter & Gamble Co.	6.450%	1/15/26	1,850	2,017
	Procter & Gamble Co.	5.800%	8/15/34	100	103
	Procter & Gamble Co.	5.550%	3/5/37	4,650	4,775
2	Procter & Gamble Co. ESOP	9.360%	1/1/21	2,132	2,683
	Quest Diagnostic, Inc.	6.950%	7/1/37	925	820
	Reynolds American Inc.	7.250%	6/15/37	600	432
	Safeway, Inc.	7.250%	2/1/31	1,756	1,895
	Sara Lee Corp.	6.125%	11/1/32	625	527
	Schering-Plough Corp.	6.750%	12/1/33	2,825	2,978
	Schering-Plough Corp.	6.550%	9/15/37	1,675	1,739
	Sysco Corp.	5.375%	9/21/35	1,000	922
	Teva Pharmaceutical Finance LLC	6.150%	2/1/36	2,400	2,219
	Unilever Capital Corp.	5.900%	11/15/32	3,925	3,899
	Wyeth	6.450%	2/1/24	2,225	2,250
	Wyeth	6.500%	2/1/34	1,125	1,127
	Wyeth	6.000%	2/15/36	3,075	2,906
	Wyeth	5.950%	4/1/37	2,925	2,754
	Energy (3.8%)
	Alberta Energy Co. Ltd.	7.375%	11/1/31	1,000	882
	Amerada Hess Corp.	7.875%	10/1/29	3,850	3,428
	Amerada Hess Corp.	7.125%	3/15/33	925	755
	Anadarko Finance Co.	7.500%	5/1/31	1,500	1,172
	Anadarko Petroleum Corp.	6.450%	9/15/36	4,975	3,445
	Apache Corp.	6.000%	1/15/37	1,950	1,883
	Apache Finance Canada Corp.	7.750%	12/15/29	650	698
	Baker Hughes, Inc.	6.875%	1/15/29	1,000	1,023
	Burlington Resources, Inc.	7.200%	8/15/31	1,050	1,072
	Burlington Resources, Inc.	7.400%	12/1/31	1,675	1,748
	Cameron International Corp.	7.000%	7/15/38	1,200	913
	Canadian Natural Resources	7.200%	1/15/32	1,400	1,235
	Canadian Natural Resources	6.450%	6/30/33	1,175	923
	Canadian Natural Resources	6.500%	2/15/37	1,975	1,505
	Canadian Natural Resources	6.250%	3/15/38	1,750	1,349
	Canadian Natural Resources	6.750%	2/1/39	800	637
	Conoco Funding Co.	7.250%	10/15/31	400	406
	Conoco, Inc.	6.950%	4/15/29	450	449
	ConocoPhillips	5.900%	10/15/32	1,050	950
	ConocoPhillips	6.500%	2/1/39	4,950	4,815
	ConocoPhillips Canada	5.950%	10/15/36	950	843
	Devon Energy Corp.	7.950%	4/15/32	860	896
	Devon Financing Corp.	7.875%	9/30/31	4,400	4,500
	Encana Corp.	6.500%	8/15/34	4,825	3,949
	Encana Corp.	6.625%	8/15/37	1,400	1,220
	Global Marine, Inc.	7.000%	6/1/28	800	707
	Halliburton Co.	6.150%	9/15/19	1,500	1,525
	Halliburton Co.	6.700%	9/15/38	2,700	2,471
	Halliburton Co.	7.450%	9/15/39	2,450	2,446
	Husky Energy Inc.	6.150%	6/15/19	510	440
	Husky Energy Inc.	6.800%	9/15/37	1,225	940
	Kerr McGee Corp.	6.950%	7/1/24	2,000	1,539
	Kerr McGee Corp.	7.875%	9/15/31	500	427

Lasmo Inc.	7.300%	11/15/27	600	640
Marathon Oil Corp.	6.600%	10/1/37	2,200	1,742
Nexen, Inc.	7.875%	3/15/32	550	463
Nexen, Inc.	5.875%	3/10/35	1,850	1,225
Nexen, Inc.	6.400%	5/15/37	3,300	2,335
Noble Energy, Inc.	8.000%	4/1/27	775	715
Norsk Hydro	7.250%	9/23/27	2,500	2,756
Norsk Hydro	7.150%	1/15/29	1,000	1,078
Petro-Canada	7.875%	6/15/26	150	129
Petro-Canada	7.000%	11/15/28	250	194
Petro-Canada	5.350%	7/15/33	1,650	1,054
Petro-Canada	5.950%	5/15/35	2,500	1,717
Petro-Canada	6.800%	5/15/38	2,275	1,700
Shell International Finance BV	6.375%	12/15/38	6,625	6,946
Suncor Energy, Inc.	7.150%	2/1/32	800	619
Suncor Energy, Inc.	5.950%	12/1/34	875	593
Suncor Energy, Inc.	6.500%	6/15/38	4,825	3,318
Talisman Energy, Inc.	7.250%	10/15/27	450	369
Talisman Energy, Inc.	5.850%	2/1/37	2,700	1,789
Tosco Corp.	8.125%	2/15/30	7,500	8,146
Transocean Inc.	7.500%	4/15/31	1,525	1,437
Transocean Inc.	6.800%	3/15/38	2,300	2,022
Valero Energy Corp.	7.500%	4/15/32	2,450	1,909
Valero Energy Corp.	6.625%	6/15/37	2,625	1,867
Weatherford International Inc.	6.500%	8/1/36	1,500	1,075
Weatherford International Inc.	6.800%	6/15/37	700	497
Weatherford International Inc.	7.000%	3/15/38	1,100	789
XTO Energy, Inc.	6.100%	4/1/36	1,125	960
XTO Energy, Inc.	6.750%	8/1/37	4,050	3,711
XTO Energy, Inc.	6.375%	6/15/38	2,125	1,874
Technology (1.0%)
Cisco Systems Inc.	5.900%	2/15/39	4,500	4,139
Corning Inc.	7.250%	8/15/36	600	450
Dell Inc.	7.100%	4/15/28	500	438
Dell Inc.	6.500%	4/15/38	1,400	1,111
Electronic Data Systems	7.450%	10/15/29	375	403
Equifax Inc.	7.000%	7/1/37	600	420
International Business Machines Corp.	7.000%	10/30/25	1,050	1,135
International Business Machines Corp.	6.220%	8/1/27	4,600	4,628
International Business Machines Corp.	6.500%	1/15/28	3,725	3,822
International Business Machines Corp.	5.875%	11/29/32	950	916
International Business Machines Corp.	8.000%	10/15/38	1,725	2,047
International Business Machines Corp.	7.125%	12/1/96	400	398
Motorola, Inc.	7.500%	5/15/25	225	136
Motorola, Inc.	6.500%	9/1/25	1,300	768
Motorola, Inc.	6.500%	11/15/28	975	583
Motorola, Inc.	6.625%	11/15/37	2,425	1,527
Oracle Corp.	6.500%	4/15/38	3,025	3,001
Pitney Bowes, Inc.	5.250%	1/15/37	450	407
Science Applications International Corp.	5.500%	7/1/33	500	348
Tyco Electronics Group	7.125%	10/1/37	1,250	831
Xerox Capital Trust I	8.000%	2/1/27	1,050	725

	Transportation (1.4%)
	Burlington Northern Santa Fe Corp.	7.000%	12/15/25	700	669
	Burlington Northern Santa Fe Corp.	7.950%	8/15/30	1,300	1,367
	Burlington Northern Santa Fe Corp.	6.200%	8/15/36	775	703
	Burlington Northern Santa Fe Corp.	6.150%	5/1/37	1,325	1,208
	Canadian National Railway Co.	6.250%	8/1/34	2,450	2,446
	Canadian National Railway Co.	6.200%	6/1/36	1,325	1,328
	Canadian Pacific Railway Co.	7.125%	10/15/31	2,075	1,761
	CNF, Inc.	6.700%	5/1/34	1,825	1,128
2	Continental Airlines, Inc.	5.983%	4/19/22	3,500	2,607
	CSX Corp.	7.950%	5/1/27	675	587
	CSX Corp.	6.000%	10/1/36	175	121
	CSX Corp.	6.150%	5/1/37	2,025	1,428
	CSX Corp.	7.450%	4/1/38	1,600	1,322
2	Delta Air Lines Enhanced Equipment Trust Certificates	6.718%	1/2/23	824	540
2	Delta Air Lines, Inc.	6.821%	8/10/22	1,997	1,338
	Federal Express Corp.	7.600%	7/1/97	1,000	877
	Norfolk Southern Corp.	9.750%	6/15/20	411	474
	Norfolk Southern Corp.	5.590%	5/17/25	716	600
	Norfolk Southern Corp.	7.800%	5/15/27	2,802	2,895
	Norfolk Southern Corp.	5.640%	5/17/29	1,898	1,628
	Norfolk Southern Corp.	7.050%	5/1/37	2,125	2,196
	Norfolk Southern Corp.	7.900%	5/15/97	450	441
2	Southwest Airlines Co.	6.150%	8/1/22	808	730
	Union Pacific Corp.	7.125%	2/1/28	600	598
	Union Pacific Corp.	6.625%	2/1/29	1,500	1,415
	Union Pacific Corp.	6.150%	5/1/37	1,000	917
2	Union Pacific Railroad Co.	6.176%	1/2/31	934	911
	United Parcel Service of America	5.125%	4/1/19	2,150	2,183
	United Parcel Service of America	8.375%	4/1/20	500	628
	United Parcel Service of America	8.375%	4/1/30	500	599
	United Parcel Service of America	6.200%	1/15/38	3,600	3,692
					704,850
Utilities (6.5%)
	Electric (4.8%)
	AEP Texas Central Co.	6.650%	2/15/33	1,950	1,661
	Alabama Power Co.	6.000%	3/1/39	825	824
	AmerenEnergy Generating	7.950%	6/1/32	1,750	1,654
	American Water Capital Corp.	6.593%	10/15/37	2,025	1,604
	Appalachian Power Co.	5.800%	10/1/35	350	267
	Appalachian Power Co.	7.000%	4/1/38	850	754
	Baltimore Gas & Electric Co.	6.350%	10/1/36	1,075	853
	Carolina Power & Light Co.	6.300%	4/1/38	250	262
	CenterPoint Energy Houston	6.950%	3/15/33	925	839
	Cleveland Electric Illumination Co.	5.950%	12/15/36	1,000	781
	Columbus Southern Power	5.850%	10/1/35	800	611
	Commonwealth Edison Co.	5.875%	2/1/33	250	211
	Commonwealth Edison Co.	5.900%	3/15/36	1,850	1,573
	Commonwealth Edison Co.	6.450%	1/15/38	400	359
	Connecticut Light & Power Co.	6.350%	6/1/36	750	758
	Consolidated Edison Co. of New York	5.300%	3/1/35	1,125	925
	Consolidated Edison Co. of New York	5.850%	3/15/36	1,875	1,664
	Consolidated Edison Co. of New York	6.200%	6/15/36	550	512

Consolidated Edison Co. of New York	6.300%	8/15/37	1,450	1,349
Consolidated Edison Co. of New York	6.750%	4/1/38	1,025	1,030
Constellation Energy Group, Inc.	7.600%	4/1/32	1,800	1,510
Consumers Energy Co.	5.650%	4/15/20	1,250	1,193
Detroit Edison Co.	5.700%	10/1/37	500	425
Dominion Resources, Inc.	6.300%	3/15/33	2,150	1,917
Dominion Resources, Inc.	5.950%	6/15/35	1,150	986
Dominion Resources, Inc.	7.000%	6/15/38	1,600	1,555
DTE Energy Co.	6.375%	4/15/33	800	591
Duke Energy Carolinas LLC	6.100%	6/1/37	825	818
Duke Energy Carolinas LLC	6.000%	1/15/38	875	879
Duke Energy Carolinas LLC	6.050%	4/15/38	2,000	2,066
Duke Energy Corp.	6.000%	12/1/28	1,000	971
Duke Energy Corp.	6.450%	10/15/32	1,050	1,101
Duke Energy Indiana Inc.	6.350%	8/15/38	1,000	1,018
El Paso Electric Co.	6.000%	5/15/35	1,400	938
Energy East Corp.	6.750%	7/15/36	1,425	946
Exelon Corp.	5.625%	6/15/35	1,975	1,335
FirstEnergy Corp.	7.375%	11/15/31	4,800	3,909
Florida Power & Light Co.	5.950%	10/1/33	950	967
Florida Power & Light Co.	5.625%	4/1/34	1,174	1,145
Florida Power & Light Co.	4.950%	6/1/35	150	132
Florida Power & Light Co.	5.400%	9/1/35	1,875	1,771
Florida Power & Light Co.	6.200%	6/1/36	150	158
Florida Power & Light Co.	5.650%	2/1/37	2,150	2,102
Florida Power & Light Co.	5.850%	5/1/37	475	477
Florida Power & Light Co.	5.950%	2/1/38	350	359
Florida Power & Light Co.	5.960%	4/1/39	750	771
Florida Power Corp.	6.350%	9/15/37	2,725	2,804
Florida Power Corp.	6.400%	6/15/38	1,350	1,431
Georgia Power Co.	5.650%	3/1/37	2,075	1,995
Georgia Power Co.	5.950%	2/1/39	1,250	1,248
Indiana Michigan Power Co.	6.050%	3/15/37	1,775	1,456
Kansas City Power & Light	6.050%	11/15/35	500	397
Kansas Gas & Electric	5.647%	3/29/21	1,123	1,041
MidAmerican Energy Co.	6.750%	12/30/31	1,800	1,797
MidAmerican Energy Co.	5.750%	11/1/35	850	744
MidAmerican Energy Co.	5.800%	10/15/36	875	793
MidAmerican Energy Holdings Co.	8.480%	9/15/28	300	318
MidAmerican Energy Holdings Co.	6.125%	4/1/36	6,775	5,992
MidAmerican Energy Holdings Co.	5.950%	5/15/37	4,275	3,816
MidAmerican Energy Holdings Co.	6.500%	9/15/37	700	640
National Rural Utilities Cooperative Finance Corp.	8.000%	3/1/32	2,400	2,288
Nevada Power Co.	6.750%	7/1/37	2,500	2,136
NiSource Finance Corp.	5.450%	9/15/20	725	538
Northern States Power Co.	5.250%	7/15/35	1,175	1,109
Northern States Power Co.	6.250%	6/1/36	525	568
Northern States Power Co.	6.200%	7/1/37	1,050	1,129
Ohio Power Co.	6.600%	2/15/33	400	354
Oncor Electric Delivery Co.	7.000%	9/1/22	1,675	1,567
Oncor Electric Delivery Co.	7.000%	5/1/32	2,025	1,821
Oncor Electric Delivery Co.	7.250%	1/15/33	325	300
Pacific Gas & Electric Co.	6.050%	3/1/34	8,675	8,606
Pacific Gas & Electric Co.	5.800%	3/1/37	2,075	1,989

PacifiCorp	7.700%	11/15/31	400	473
PacifiCorp	5.250%	6/15/35	1,150	1,012
PacifiCorp	5.750%	4/1/37	1,000	952
PacifiCorp	6.250%	10/15/37	1,200	1,198
Pepco Holdings, Inc.	7.450%	8/15/32	300	253
Potomac Electric Power	6.500%	11/15/37	1,500	1,441
Progress Energy, Inc.	7.750%	3/1/31	1,725	1,750
Progress Energy, Inc.	7.000%	10/30/31	925	864
PSE&G Power LLC	8.625%	4/15/31	400	402
PSI Energy Inc.	6.120%	10/15/35	600	593
Public Service Co. of Colorado	6.250%	9/1/37	1,025	1,065
Public Service Co. of Colorado	6.500%	8/1/38	500	537
Public Service Co. of Oklahoma	6.625%	11/15/37	300	246
Public Service Electric & Gas	5.250%	7/1/35	675	624
Public Service Electric & Gas	5.800%	5/1/37	2,050	1,978
Puget Sound Energy Inc.	5.483%	6/1/35	825	612
Puget Sound Energy Inc.	6.274%	3/15/37	1,425	1,177
South Carolina Electric & Gas Co.	6.625%	2/1/32	500	538
South Carolina Electric & Gas Co.	5.300%	5/15/33	1,850	1,683
South Carolina Electric & Gas Co.	6.050%	1/15/38	500	503
Southern California Edison Co.	6.650%	4/1/29	700	727
Southern California Edison Co.	5.750%	4/1/35	400	391
Southern California Edison Co.	5.350%	7/15/35	3,175	2,938
Southern California Edison Co.	5.625%	2/1/36	1,100	1,051
Southern California Edison Co.	5.550%	1/15/37	600	563
Southern California Edison Co.	5.950%	2/1/38	975	967
Southern California Edison Co.	6.050%	3/15/39	1,475	1,468
Tampa Electric Co.	6.550%	5/15/36	450	375
Toledo Edison Co.	6.150%	5/15/37	600	437
United Utilities PLC	6.875%	8/15/28	375	339
Virginia Electric & Power Co.	6.000%	1/15/36	1,725	1,699
Virginia Electric & Power Co.	6.000%	5/15/37	825	807
Virginia Electric & Power Co.	6.350%	11/30/37	1,000	998
Virginia Electric & Power Co.	8.875%	11/15/38	1,200	1,491
Wisconsin Electric Power Co.	5.625%	5/15/33	450	433
Wisconsin Electric Power Co.	5.700%	12/1/36	1,675	1,627
Wisconsin Power & Light Co.	6.375%	8/15/37	950	958
Xcel Energy, Inc.	6.500%	7/1/36	650	578
Natural Gas (1.6%)
AGL Capital Corp.	6.000%	10/1/34	850	616
Duke Capital Corp.	8.000%	10/1/19	425	407
Duke Capital Corp.	6.750%	2/15/32	1,705	1,397
Duke Energy Field Services	8.125%	8/16/30	500	406
El Paso Natural Gas Co.	8.375%	6/15/32	1,350	1,311
Enbridge Energy Partners	7.500%	4/15/38	525	419
Energy Transfer Partners LP	6.625%	10/15/36	1,125	840
Energy Transfer Partners LP	7.500%	7/1/38	775	631
Enterprise Products Operating LP	6.875%	3/1/33	875	718
Enterprise Products Operating LP	6.650%	10/15/34	900	715
KeySpan Corp.	8.000%	11/15/30	1,175	1,094
Kinder Morgan Energy Partners LP	7.750%	3/15/32	500	486
Kinder Morgan Energy Partners LP	7.300%	8/15/33	1,000	917
Kinder Morgan Energy Partners LP	5.800%	3/15/35	1,675	1,258
Kinder Morgan Energy Partners LP	6.500%	2/1/37	1,350	1,080

	Kinder Morgan Energy Partners LP	6.950%	1/15/38	3,325	2,880
	ONEOK Inc.	6.000%	6/15/35	975	678
	ONEOK Partners, LP	6.650%	10/1/36	3,425	2,513
	ONEOK Partners, LP	6.850%	10/15/37	1,200	896
	Plains All American Pipeline LP	6.650%	1/15/37	1,175	870
	San Diego Gas & Electric	5.350%	5/15/35	1,775	1,723
	San Diego Gas & Electric	6.125%	9/15/37	625	670
	Southern California Gas Co.	5.750%	11/15/35	75	74
	Southern Union Co.	7.600%	2/1/24	500	392
	Southern Union Co.	8.250%	11/15/29	1,000	783
	Tennessee Gas Pipeline	7.000%	10/15/28	2,650	2,238
	Teppco Partners, LP	7.550%	4/15/38	1,125	904
	Texas Eastern Transmission	7.000%	7/15/32	700	657
	Trans-Canada Pipelines	5.600%	3/31/34	1,725	1,380
	Trans-Canada Pipelines	5.850%	3/15/36	2,575	2,068
	Trans-Canada Pipelines	6.200%	10/15/37	1,250	1,033
	Trans-Canada Pipelines	7.250%	8/15/38	1,700	1,563
	Trans-Canada Pipelines	7.625%	1/15/39	2,800	2,791
	Williams Cos., Inc.	8.750%	1/15/20	1,000	1,000
	Williams Cos., Inc.	7.500%	1/15/31	5,850	4,680
	Williams Cos., Inc.	7.750%	6/15/31	2,750	2,269
	Other Utility (0.1%)
	Veolia Environnement	6.750%	6/1/38	1,750	1,604
					177,117
Total Corporate Bonds (Cost $1,308,933)					1,100,982
Sovereign Bonds (U.S. Dollar-Denominated) (5.8%)
	Asian Development Bank	5.593%	7/16/18	4,000	4,648
	European Investment Bank	4.875%	2/15/36	2,400	2,422
	Federative Republic of Brazil	8.875%	4/15/24	3,000	3,435
	Federative Republic of Brazil	8.750%	2/4/25	8,500	9,605
	Federative Republic of Brazil	10.125%	5/15/27	6,700	8,509
	Federative Republic of Brazil	8.250%	1/20/34	6,500	7,171
	Federative Republic of Brazil	7.125%	1/20/37	6,675	6,692
	Federative Republic of Brazil	11.000%	8/17/40	13,000	16,510
	Inter-American Development Bank	7.000%	6/15/25	750	942
	International Bank for Reconstruction & Development	7.625%	1/19/23	1,807	2,524
	International Bank for Reconstruction & Development	8.875%	3/1/26	1,000	1,466
	International Bank for Reconstruction & Development	4.750%	2/15/35	2,225	2,295
	Korea Electric Power	7.000%	2/1/27	750	618
	Kreditanstalt fur Wiederaufbau	0.00%	4/18/36	6,200	1,714
	Kreditanstalt fur Wiederaufbau	0.00%	6/29/37	6,275	1,616
	Pemex Project Funding Master Trust	6.625%	6/15/35	4,900	3,565
	Pemex Project Funding Master Trust	6.625%	6/15/38	1,375	976
3	Petroleos Mexicanos	8.000%	5/3/19	4,000	3,895
	Province of British Columbia	6.500%	1/15/26	1,500	1,779
	Province of Manitoba	9.250%	4/1/20	1,500	2,202
	Province of Nova Scotia	9.125%	5/1/21	1,280	1,938
	Province of Quebec	7.500%	7/15/23	600	746
	Province of Quebec	7.125%	2/9/24	3,800	4,416
	Province of Quebec	7.500%	9/15/29	3,625	4,502

	Province of Saskatchewan	7.375%	7/15/13	600	727
	Quebec Hydro Electric	9.400%	2/1/21	1,480	2,011
	Quebec Hydro Electric	8.400%	1/15/22	775	998
	Quebec Hydro Electric	8.050%	7/7/24	5,000	6,267
	Quebec Hydro Electric	8.500%	12/1/29	1,200	1,630
	Region of Lombardy, Italy	5.804%	10/25/32	2,375	2,564
	Republic of Finland	6.950%	2/15/26	195	262
	Republic of Italy	6.875%	9/27/23	6,600	7,547
	Republic of Italy	5.375%	6/15/33	5,750	5,504
	Republic of Korea	5.625%	11/3/25	900	743
	Republic of Peru	7.350%	7/21/25	3,000	3,015
2	Republic of Peru	6.550%	3/14/37	5,000	4,475
	Republic of South Africa	5.875%	5/30/22	3,000	2,685
	United Mexican States	8.125%	12/30/19	5,750	6,440
	United Mexican States	8.300%	8/15/31	2,275	2,520
	United Mexican States	6.750%	9/27/34	13,075	12,290
	United Mexican States	6.050%	1/11/40	3,700	3,154
Total Sovereign Bonds (Cost $167,942)					157,018
Taxable Municipal Bonds (1.6%)
	Chicago IL Transit Auth. Rev.	6.899%	12/1/40	5,500	5,486
	Connecticut GO	5.850%	3/15/32	4,200	3,992
	Johns Hopkins Univ.	5.250%	7/1/19	1,200	1,188
	Illinois (Taxable Pension) GO	4.950%	6/1/23	1,700	1,557
	Illinois (Taxable Pension) GO	5.100%	6/1/33	20,125	17,473
	Kansas Dev. Finance Auth. Rev. (Public Employee Retirement System)	5.501%	5/1/34	500	454
	New Jersey Econ. Dev. Auth. State Pension Rev.	7.425%	2/15/29	5,250	5,231
	New Jersey Turnpike Auth. Rev.	4.252%	1/1/16	30	31
	New Jersey Turnpike Auth. Rev.	4.252%	1/1/16	570	537
	Oregon (Taxable Pension) GO	5.762%	6/1/23	600	559
	Oregon (Taxable Pension) GO	5.892%	6/1/27	1,850	1,774
	Oregon School Board Assn.	4.759%	6/30/28	1,850	1,513
	Oregon School Board Assn.	5.528%	6/30/28	1,500	1,409
	Tobacco Settlement Finance Auth. Rev.	7.467%	6/1/47	3,840	1,987

		Wisconsin Public Service Rev.		5.700%	5/1/26	900	839
Total Taxable Municipal Bonds (Cost $49,386)							44,030
			Coupon			Shares	Market Value ($000)
Temporary Cash Investment (1.3%)
4		Vanguard Market Liquidity Fund (Cost $34,193)		0.440%		34,193,228	34,193
Total Investments (99.6%) (Cost $2,775,879)							2,718,448
Other Assets and Liabilities-Net (0.4%)							10,725
Net Assets (100%)							2,729,173
1	The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the
	U.S. government.
2	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
	principal payments and prepayments or the possibility of the issue being called.
3	Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
	transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2009, the aggregate

	value of these securities was $7,502,000, representing 0.3% of net assets.
4	Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
	Vanguard. Rate shown is the 7-day yield.
	GO—General Obligation Bond.

Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, 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. Other temporary cash investments are valued at amortized cost, which approximates market 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 board of trustees to represent fair value.

At March 31, 2009, the cost of investment securities for tax purposes was $2,775,879,000. Net unrealized depreciation of investment securities for tax purposes was $57,431,000, consisting of unrealized gains of $177,622,000 on securities that had risen in value since their purchase and $235,053,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determinethe value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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).

The following table summarizes the fund's investments as of March 31, 2009, based on the inputs used to value them:

Valuation Inputs	Investments in Securities ($000)
Level 1- Quoted prices	34,193
Level 2- Other significant observable inputs	2,684,255
Level 3- Significant unobservable inputs	-
Total	2,718,448

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

		Coupon		Maturity Date		Face Amount ($000)	Market Value ($000)
U.S. Government and Agency Obligations (72.3%)
U.S. Government Securities (25.7%)
	U.S. Treasury Bond		13.250%		5/15/14	5,525	5,607
	U.S. Treasury Bond		11.250%		2/15/15	60,325	91,044
	U.S. Treasury Bond		10.625%		8/15/15	5,775	8,678
	U.S. Treasury Bond		9.875%		11/15/15	256,225	375,290
	U.S. Treasury Bond		9.250%		2/15/16	6,625	9,538
	U.S. Treasury Bond		7.250%		5/15/16	70,140	92,442
	U.S. Treasury Bond		7.500%		11/15/16	87,694	117,770
	U.S. Treasury Bond		8.750%		5/15/17	367,840	530,723
	U.S. Treasury Bond		8.875%		8/15/17	25,860	37,743
	U.S. Treasury Bond		9.125%		5/15/18	4,435	6,715
	U.S. Treasury Bond		8.875%		2/15/19	171,900	259,327
	U.S. Treasury Bond		8.125%		8/15/19	62,395	90,502
	U.S. Treasury Bond		8.500%		2/15/20	1,740	2,599
	U.S. Treasury Bond		8.750%		8/15/20	230,025	351,004
	U.S. Treasury Bond		7.875%		2/15/21	210,782	305,733
	U.S. Treasury Bond		8.125%		5/15/21	11,850	17,568
	U.S. Treasury Bond		8.125%		8/15/21	150,265	223,402
	U.S. Treasury Bond		8.000%		11/15/21	64,095	94,861
	U.S. Treasury Bond		7.250%		8/15/22	335	473
	U.S. Treasury Bond		7.625%		11/15/22	60,080	87,735
	U.S. Treasury Bond		7.125%		2/15/23	85,210	119,853
	U.S. Treasury Bond		6.250%		8/15/23	142,940	188,078
	U.S. Treasury Bond		6.875%		8/15/25	550	789
	U.S. Treasury Bond		6.000%		2/15/26	2,550	3,360
	U.S. Treasury Bond		6.750%		8/15/26	275,255	391,680
	U.S. Treasury Bond		6.500%		11/15/26	575	799
	U.S. Treasury Bond		6.625%		2/15/27	13,935	19,629
	U.S. Treasury Bond		6.375%		8/15/27	25,270	34,821
	U.S. Treasury Bond		6.125%		11/15/27	3,585	4,822
	U.S. Treasury Bond		5.500%		8/15/28	21,395	27,018
	U.S. Treasury Bond		5.250%		11/15/28	5,515	6,787
	U.S. Treasury Bond		5.250%		2/15/29	109,515	134,909
	U.S. Treasury Bond		6.125%		8/15/29	92,315	125,764
	U.S. Treasury Bond		6.250%		5/15/30	57,760	80,196
	U.S. Treasury Bond		5.375%		2/15/31	29,114	36,747
	U.S. Treasury Bond		4.500%		2/15/36	67,420	77,754
	U.S. Treasury Bond		4.750%		2/15/37	73,300	87,915
	U.S. Treasury Bond		5.000%		5/15/37	68,782	85,666
	U.S. Treasury Bond		4.375%		2/15/38	83,128	94,506
	U.S. Treasury Bond		4.500%		5/15/38	234,150	273,735
	U.S. Treasury Inflation-Indexed Note		3.500%		1/15/11	78,225	99,050
	U.S. Treasury Inflation-Indexed Note		2.375%		4/15/11	90,400	98,673
	U.S. Treasury Note		4.625%		7/31/09	2,180	2,212
	U.S. Treasury Note		6.000%		8/15/09	29,230	29,846
	U.S. Treasury Note		4.000%		8/31/09	15,710	15,943
	U.S. Treasury Note		4.625%		11/15/09	38,685	39,658
	U.S. Treasury Note		3.500%		2/15/10	26,620	27,294
	U.S. Treasury Note		4.750%		2/15/10	178,150	184,579

U.S. Treasury Note	2.000%	2/28/10	14,500	14,684
U.S. Treasury Note	4.000%	3/15/10	21,000	21,679
U.S. Treasury Note	1.750%	3/31/10	26,900	27,198
U.S. Treasury Note	4.000%	4/15/10	2,995	3,100
U.S. Treasury Note	2.625%	5/31/10	215,525	220,476
U.S. Treasury Note	2.875%	6/30/10	528,275	542,887
U.S. Treasury Note	3.875%	7/15/10	19,845	20,685
U.S. Treasury Note	2.750%	7/31/10	242,200	248,974
U.S. Treasury Note	4.125%	8/15/10	13,196	13,839
U.S. Treasury Note	5.750%	8/15/10	43,080	46,136
U.S. Treasury Note	2.375%	8/31/10	508,525	520,841
U.S. Treasury Note	2.000%	9/30/10	18,450	18,816
U.S. Treasury Note	1.500%	10/31/10	105,125	106,357
U.S. Treasury Note	1.250%	11/30/10	354,075	356,954
U.S. Treasury Note	0.875%	12/31/10	107,305	107,490
U.S. Treasury Note	0.875%	1/31/11	184,275	184,679
U.S. Treasury Note	5.000%	2/15/11	9,975	10,775
U.S. Treasury Note	0.875%	2/28/11	728,025	729,394
U.S. Treasury Note	4.500%	2/28/11	37,290	39,906
U.S. Treasury Note	4.750%	3/31/11	800	863
U.S. Treasury Note	4.875%	4/30/11	1,525	1,653
U.S. Treasury Note	5.125%	6/30/11	279,625	306,584
U.S. Treasury Note	4.625%	8/31/11	19,275	20,989
U.S. Treasury Note	4.500%	9/30/11	1,420	1,544
U.S. Treasury Note	4.500%	11/30/11	21,310	23,278
U.S. Treasury Note	1.125%	12/15/11	2,125	2,131
U.S. Treasury Note	4.625%	12/31/11	200	220
U.S. Treasury Note	4.750%	1/31/12	20,395	22,517
U.S. Treasury Note	1.375%	2/15/12	252,225	254,354
U.S. Treasury Note	4.625%	2/29/12	78,070	85,962
U.S. Treasury Note	1.375%	3/15/12	10,750	10,826
U.S. Treasury Note	4.500%	3/31/12	48,220	53,034
U.S. Treasury Note	4.500%	4/30/12	45,060	49,496
U.S. Treasury Note	4.750%	5/31/12	528,905	586,921
U.S. Treasury Note	4.875%	6/30/12	262,025	292,443
U.S. Treasury Note	4.625%	7/31/12	166,475	184,761
U.S. Treasury Note	4.125%	8/31/12	2,721	2,982
U.S. Treasury Note	4.250%	9/30/12	2,110	2,324
U.S. Treasury Note	3.875%	10/31/12	265,700	289,531
U.S. Treasury Note	3.375%	11/30/12	1,300	1,395
U.S. Treasury Note	2.750%	2/28/13	6,920	7,295
U.S. Treasury Note	3.500%	5/31/13	66,755	72,418
U.S. Treasury Note	3.375%	6/30/13	7,925	8,570
U.S. Treasury Note	3.375%	7/31/13	9,350	10,118
U.S. Treasury Note	3.125%	8/31/13	84,070	90,034
U.S. Treasury Note	3.125%	9/30/13	361,210	386,946
U.S. Treasury Note	2.750%	10/31/13	535,508	564,794
U.S. Treasury Note	4.250%	11/15/13	13,060	14,648
U.S. Treasury Note	2.000%	11/30/13	93,585	95,559
U.S. Treasury Note	1.500%	12/31/13	358,425	357,697
U.S. Treasury Note	1.750%	1/31/14	40,800	41,087
U.S. Treasury Note	4.000%	2/15/14	11,085	12,337
U.S. Treasury Note	1.875%	2/28/14	15,225	15,396
U.S. Treasury Note	1.750%	3/31/14	559,575	561,584
U.S. Treasury Note	4.750%	5/15/14	7,830	9,041

	U.S. Treasury Note	4.250%	8/15/14	700	793
	U.S. Treasury Note	4.000%	2/15/15	18,850	21,091
	U.S. Treasury Note	4.125%	5/15/15	64,120	72,436
	U.S. Treasury Note	4.250%	8/15/15	15,600	17,772
	U.S. Treasury Note	4.500%	11/15/15	3,735	4,331
	U.S. Treasury Note	4.500%	2/15/16	3,665	4,230
	U.S. Treasury Note	5.125%	5/15/16	207,425	247,452
	U.S. Treasury Note	4.875%	8/15/16	89,030	104,763
	U.S. Treasury Note	4.625%	11/15/16	3,201	3,713
	U.S. Treasury Note	4.625%	2/15/17	225	262
	U.S. Treasury Note	4.500%	5/15/17	4,000	4,607
	U.S. Treasury Note	4.750%	8/15/17	396,825	464,285
	U.S. Treasury Note	4.250%	11/15/17	117,615	133,474
	U.S. Treasury Note	3.500%	2/15/18	500	537
	U.S. Treasury Note	3.875%	5/15/18	2,666	2,942
	U.S. Treasury Note	3.750%	11/15/18	11,280	12,302
	U.S. Treasury Note	2.750%	2/15/19	122,240	122,966
					13,894,995
Agency Bonds and Notes (7.6%)
	Agency for International Development - Egypt (U.S. Government Guaranteed)	4.450%	9/15/15	11,875	12,571
1	Federal Farm Credit Bank	5.250%	9/13/10	4,050	4,284
1	Federal Farm Credit Bank	3.750%	12/6/10	11,450	11,933
1	Federal Farm Credit Bank	4.875%	2/18/11	23,450	24,951
1	Federal Farm Credit Bank	2.625%	4/21/11	11,475	11,756
1	Federal Farm Credit Bank	5.375%	7/18/11	22,525	24,427
1	Federal Farm Credit Bank	3.875%	8/25/11	11,925	12,566
1	Federal Farm Credit Bank	2.000%	1/17/12	15,675	15,695
1	Federal Farm Credit Bank	2.250%	4/24/12	5,925	5,965
1	Federal Farm Credit Bank	4.500%	10/17/12	11,050	11,958
1	Federal Farm Credit Bank	3.875%	10/7/13	37,075	39,037
1	Federal Farm Credit Bank	4.875%	12/16/15	1,275	1,381
1	Federal Farm Credit Bank	5.125%	8/25/16	8,100	8,927
1	Federal Farm Credit Bank	4.875%	1/17/17	7,400	8,050
1	Federal Farm Credit Bank	5.150%	11/15/19	15,675	16,594
1	Federal Home Loan Bank	5.790%	4/27/09	700	703
1	Federal Home Loan Bank	4.875%	5/14/10	13,545	14,144
1	Federal Home Loan Bank	7.625%	5/14/10	56,225	60,338
1	Federal Home Loan Bank	2.750%	6/18/10	11,575	11,820
1	Federal Home Loan Bank	3.500%	7/16/10	50,500	52,133
1	Federal Home Loan Bank	3.375%	8/13/10	5,480	5,654
1	Federal Home Loan Bank	3.375%	10/20/10	33,825	34,951
1	Federal Home Loan Bank	4.750%	12/10/10	4,150	4,382
1	Federal Home Loan Bank	3.625%	12/17/10	23,700	24,652
1	Federal Home Loan Bank	1.625%	3/16/11	16,275	16,331
1	Federal Home Loan Bank	3.125%	6/10/11	7,775	8,040
1	Federal Home Loan Bank	3.375%	6/24/11	58,650	61,140
1	Federal Home Loan Bank	3.625%	7/1/11	18,125	18,972
1	Federal Home Loan Bank	5.375%	8/19/11	63,725	69,368
1	Federal Home Loan Bank	3.750%	9/9/11	4,600	4,811
1	Federal Home Loan Bank	3.625%	9/16/11	9,250	9,676
1	Federal Home Loan Bank	4.875%	11/18/11	20,150	21,815
1	Federal Home Loan Bank	2.250%	4/13/12	19,700	19,849
1	Federal Home Loan Bank	4.625%	10/10/12	32,700	35,663
1	Federal Home Loan Bank	3.375%	2/27/13	9,750	10,220

1	Federal Home Loan Bank	3.875%	6/14/13	23,975	25,484
1	Federal Home Loan Bank	5.375%	6/14/13	11,725	13,064
1	Federal Home Loan Bank	5.125%	8/14/13	4,325	4,806
1	Federal Home Loan Bank	4.000%	9/6/13	14,125	15,073
1	Federal Home Loan Bank	5.250%	9/13/13	7,125	7,906
1	Federal Home Loan Bank	4.500%	9/16/13	31,325	34,070
1	Federal Home Loan Bank	3.625%	10/18/13	22,750	23,759
1	Federal Home Loan Bank	4.875%	11/27/13	18,975	20,669
1	Federal Home Loan Bank	5.500%	8/13/14	76,875	87,581
1	Federal Home Loan Bank	5.375%	5/18/16	38,950	44,012
1	Federal Home Loan Bank	5.625%	6/13/16	2,325	2,351
1	Federal Home Loan Bank	5.125%	10/19/16	15,625	17,217
1	Federal Home Loan Bank	4.750%	12/16/16	61,925	67,317
1	Federal Home Loan Bank	4.875%	5/17/17	23,175	25,273
1	Federal Home Loan Bank	5.000%	11/17/17	4,625	5,026
1	Federal Home Loan Bank	5.250%	12/11/20	12,675	13,518
1	Federal Home Loan Bank	5.625%	6/11/21	1,050	1,157
1	Federal Home Loan Bank	5.375%	8/15/24	24,600	26,937
1	Federal Home Loan Bank	5.500%	7/15/36	8,575	9,790
1	Federal Home Loan Mortgage Corp.	3.750%	5/12/09	2,505	2,515
1	Federal Home Loan Mortgage Corp.	2.875%	4/30/10	17,350	17,702
1	Federal Home Loan Mortgage Corp.	2.875%	6/28/10	9,075	9,286
1	Federal Home Loan Mortgage Corp.	4.125%	7/12/10	99,997	104,009
1	Federal Home Loan Mortgage Corp.	3.250%	7/16/10	9,275	9,549
1	Federal Home Loan Mortgage Corp.	5.125%	8/23/10	58,650	61,988
1	Federal Home Loan Mortgage Corp.	6.875%	9/15/10	30,258	32,795
1	Federal Home Loan Mortgage Corp.	5.000%	10/18/10	4,825	5,105
1	Federal Home Loan Mortgage Corp.	3.125%	10/25/10	9,650	9,946
1	Federal Home Loan Mortgage Corp.	4.750%	1/18/11	69,975	74,346
1	Federal Home Loan Mortgage Corp.	3.250%	2/25/11	14,500	15,025
1	Federal Home Loan Mortgage Corp.	5.625%	3/15/11	39,125	42,284
1	Federal Home Loan Mortgage Corp.	5.875%	3/21/11	550	578
1	Federal Home Loan Mortgage Corp.	5.125%	4/18/11	46,925	50,466
1	Federal Home Loan Mortgage Corp.	1.625%	4/26/11	23,400	23,486
1	Federal Home Loan Mortgage Corp.	6.000%	6/15/11	26,425	29,023
1	Federal Home Loan Mortgage Corp.	3.875%	6/29/11	8,800	9,275
1	Federal Home Loan Mortgage Corp.	5.250%	7/18/11	89,900	97,410
1	Federal Home Loan Mortgage Corp.	5.750%	1/15/12	64,075	71,164
1	Federal Home Loan Mortgage Corp.	2.125%	3/23/12	27,600	27,825
1	Federal Home Loan Mortgage Corp.	5.500%	8/20/12	39,125	43,788
1	Federal Home Loan Mortgage Corp.	4.625%	10/25/12	30,400	33,241
1	Federal Home Loan Mortgage Corp.	4.125%	12/21/12	14,050	15,141
1	Federal Home Loan Mortgage Corp.	4.500%	1/15/13	31,150	34,046
1	Federal Home Loan Mortgage Corp.	3.750%	6/28/13	29,690	31,537
1	Federal Home Loan Mortgage Corp.	4.500%	7/15/13	17,575	19,194
1	Federal Home Loan Mortgage Corp.	4.875%	11/15/13	89,825	99,724
1	Federal Home Loan Mortgage Corp.	5.000%	7/15/14	70,925	79,526
1	Federal Home Loan Mortgage Corp.	0.00%	11/24/14	7,400	6,263
1	Federal Home Loan Mortgage Corp.	4.750%	1/19/16	48,300	53,266
1	Federal Home Loan Mortgage Corp.	5.250%	4/18/16	48,375	54,707
1	Federal Home Loan Mortgage Corp.	5.500%	7/18/16	27,825	31,895
1	Federal Home Loan Mortgage Corp.	5.000%	2/16/17	23,450	26,068
1	Federal Home Loan Mortgage Corp.	5.000%	4/18/17	7,800	8,648
1	Federal Home Loan Mortgage Corp.	5.500%	8/23/17	31,250	35,783
1	Federal Home Loan Mortgage Corp.	4.875%	6/13/18	18,775	20,819

1	Federal Home Loan Mortgage Corp.	5.000%	12/14/18	23,096	22,166
1	Federal Home Loan Mortgage Corp.	3.750%	3/27/19	13,825	14,020
1	Federal Home Loan Mortgage Corp.	6.750%	9/15/29	10,950	14,319
1	Federal Home Loan Mortgage Corp.	6.750%	3/15/31	36,525	48,751
1	Federal National Mortgage Assn.	4.125%	5/15/10	30,075	31,140
1	Federal National Mortgage Assn.	7.125%	6/15/10	25	27
1	Federal National Mortgage Assn.	3.000%	7/12/10	47,725	48,952
1	Federal National Mortgage Assn.	2.875%	10/12/10	13,650	14,012
1	Federal National Mortgage Assn.	6.625%	11/15/10	54,875	59,685
1	Federal National Mortgage Assn.	4.750%	12/15/10	71,275	75,578
1	Federal National Mortgage Assn.	6.250%	2/1/11	13,065	13,765
1	Federal National Mortgage Assn.	1.750%	3/23/11	27,850	28,021
1	Federal National Mortgage Assn.	5.125%	4/15/11	29,675	31,893
1	Federal National Mortgage Assn.	6.000%	5/15/11	34,880	38,227
1	Federal National Mortgage Assn.	3.375%	5/19/11	39,125	40,765
1	Federal National Mortgage Assn.	5.000%	10/15/11	67,950	73,689
1	Federal National Mortgage Assn.	2.000%	1/9/12	118,100	119,111
1	Federal National Mortgage Assn.	5.000%	2/16/12	39,125	42,718
1	Federal National Mortgage Assn.	6.125%	3/15/12	68,630	77,300
1	Federal National Mortgage Assn.	4.875%	5/18/12	28,550	31,208
1	Federal National Mortgage Assn.	5.250%	8/1/12	7,100	7,444
1	Federal National Mortgage Assn.	4.375%	9/15/12	50,425	54,681
1	Federal National Mortgage Assn.	3.625%	2/12/13	14,175	15,031
1	Federal National Mortgage Assn.	4.750%	2/21/13	7,150	7,828
1	Federal National Mortgage Assn.	4.375%	3/15/13	11,865	12,893
1	Federal National Mortgage Assn.	4.625%	5/1/13	21,844	22,250
1	Federal National Mortgage Assn.	4.625%	10/15/13	47,575	52,284
1	Federal National Mortgage Assn.	2.875%	12/11/13	58,450	59,741
1	Federal National Mortgage Assn.	5.125%	1/2/14	3,075	3,165
1	Federal National Mortgage Assn.	2.750%	2/5/14	20,700	20,996
1	Federal National Mortgage Assn.	2.750%	3/13/14	23,325	23,568
1	Federal National Mortgage Assn.	4.125%	4/15/14	29,275	31,536
1	Federal National Mortgage Assn.	4.625%	10/15/14	39,125	43,156
1	Federal National Mortgage Assn.	5.000%	4/15/15	15,675	17,557
1	Federal National Mortgage Assn.	4.375%	10/15/15	15,675	17,021
1	Federal National Mortgage Assn.	8.200%	3/10/16	50	65
1	Federal National Mortgage Assn.	5.375%	7/15/16	15,675	17,828
1	Federal National Mortgage Assn.	5.250%	9/15/16	42,950	48,618
1	Federal National Mortgage Assn.	4.875%	12/15/16	5,100	5,649
1	Federal National Mortgage Assn.	5.000%	2/13/17	73,075	81,174
1	Federal National Mortgage Assn.	5.000%	5/11/17	48,625	53,949
1	Federal National Mortgage Assn.	0.00%	10/9/19	2,375	1,311
1	Federal National Mortgage Assn.	6.250%	5/15/29	1,050	1,310
1	Federal National Mortgage Assn.	7.125%	1/15/30	24,055	33,067
1	Federal National Mortgage Assn.	7.250%	5/15/30	43,076	60,111
1	Federal National Mortgage Assn.	6.625%	11/15/30	13,660	17,976
1	Federal National Mortgage Assn.	5.625%	7/15/37	4,375	4,934
1	Financing Corp.	9.800%	4/6/18	1,325	1,955
1	Financing Corp.	10.350%	8/3/18	4,900	7,511
1	Financing Corp.	9.650%	11/2/18	10,010	14,900
1	Financing Corp.	9.700%	4/5/19	1,575	2,329
	Private Export Funding Corp.	4.375%	3/15/19	8,325	8,550
	Resolution Funding Corp. (U.S. Government Guaranteed)	8.125%	10/15/19	450	614

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

	Resolution Funding Corp. (U.S. Government Guaranteed)	8.875%	7/15/20	180	257
	Resolution Funding Corp. (U.S. Government Guaranteed)	8.625%	1/15/30	110	167
	Small Business Administration Variable Rate Interest Only Custodial Receipts (U.S. Government Guaran	2.719%	7/15/17	4,449	222
	State of Israel (U.S. Government Guaranteed)	5.500%	9/18/23	4,350	4,856
	State of Israel (U.S. Government Guaranteed)	5.500%	12/4/23	3,050	3,408
	State of Israel (U.S. Government Guaranteed)	5.500%	4/26/24	11,400	12,831
1	Tennessee Valley Auth.	5.625%	1/18/11	175	188
1	Tennessee Valley Auth.	5.500%	7/18/17	15,475	17,436
1	Tennessee Valley Auth.	4.500%	4/1/18	4,575	4,896
1	Tennessee Valley Auth.	6.750%	11/1/25	1,700	2,190
1	Tennessee Valley Auth.	7.125%	5/1/30	25,550	32,952
1	Tennessee Valley Auth.	4.650%	6/15/35	3,450	3,356
1	Tennessee Valley Auth.	5.500%	6/15/38	2,400	2,616
1	Tennessee Valley Auth.	4.875%	1/15/48	6,700	6,642
1	Tennessee Valley Auth.	5.375%	4/1/56	5,575	5,947
					4,101,503
Conventional Mortgage-Backed Securities (36.3%)
1,2	Federal Home Loan Mortgage Corp.	4.000%	4/1/09–4/1/39	137,729	140,256
1,2	Federal Home Loan Mortgage Corp.	4.500%	4/1/09–3/1/39	525,355	540,614
1,2	Federal Home Loan Mortgage Corp.	5.000%	7/1/09–12/1/38	1,820,792	1,883,243
1,2	Federal Home Loan Mortgage Corp.	5.500%	6/1/09–4/1/38	2,244,051	2,332,592
1,2	Federal Home Loan Mortgage Corp.	6.000%	4/1/09–4/1/39	1,452,138	1,520,463
1,2	Federal Home Loan Mortgage Corp.	6.500%	4/1/09–9/1/38	288,568	304,829
1,2	Federal Home Loan Mortgage Corp.	7.000%	5/1/09–1/1/37	37,555	39,994
1,2	Federal Home Loan Mortgage Corp.	7.500%	10/1/09–2/1/32	8,996	9,586
1,2	Federal Home Loan Mortgage Corp.	8.000%	11/1/09–1/1/32	6,645	7,121
1,2	Federal Home Loan Mortgage Corp.	8.500%	4/1/10–7/1/31	1,140	1,226
1,2	Federal Home Loan Mortgage Corp.	9.000%	7/1/16–3/1/31	802	862
1,2	Federal Home Loan Mortgage Corp.	9.500%	4/1/16–6/1/25	179	194
1,2	Federal Home Loan Mortgage Corp.	10.000%	7/1/09–4/1/25	59	62
1,2	Federal National Mortgage Assn.	4.000%	9/1/10–4/1/39	163,738	166,383
1,2	Federal National Mortgage Assn.	4.500%	2/1/10–4/1/39	932,251	961,778
1,2	Federal National Mortgage Assn.	5.000%	9/1/09–4/1/38	2,334,318	2,417,994
1,2	Federal National Mortgage Assn.	5.500%	5/1/09–4/1/39	3,169,080	3,297,789
1,2	Federal National Mortgage Assn.	6.000%	4/1/09–4/1/39	2,161,781	2,261,626
1,2	Federal National Mortgage Assn.	6.500%	5/1/09–4/1/39	745,637	786,922
1,2	Federal National Mortgage Assn.	7.000%	5/1/09–11/1/38	244,017	259,428
1,2	Federal National Mortgage Assn.	7.500%	5/1/10–12/1/32	12,702	13,605
1,2	Federal National Mortgage Assn.	8.000%	1/1/10–9/1/31	3,877	4,175
1,2	Federal National Mortgage Assn.	8.500%	7/1/10–5/1/32	1,558	1,672
1,2	Federal National Mortgage Assn.	9.000%	2/1/17–8/1/30	362	388
1,2	Federal National Mortgage Assn.	9.500%	7/1/10–11/1/25	476	516
1,2	Federal National Mortgage Assn.	10.000%	10/1/14–11/1/19	97	102
1,2	Federal National Mortgage Assn.	10.500%	3/1/11–8/1/20	4	4
1,2	Federal National Mortgage Assn.	11.000%	9/1/19	5	6
2	Government National Mortgage Assn.	4.000%	8/15/18–9/15/18	1,202	1,249
2	Government National Mortgage Assn.	4.500%	6/15/18–4/1/39	65,759	67,459
2	Government National Mortgage Assn.	5.000%	11/15/17–4/1/39	419,381	435,138
2	Government National Mortgage Assn.	5.500%	3/15/15–1/20/39	946,621	985,502
2	Government National Mortgage Assn.	6.000%	5/15/09–12/15/38	782,641	817,596

² Government National Mortgage Assn. 6.500% 4/15/09–11/15/38 283,326 297,344

2	Government National Mortgage Assn.	7.000%	4/15/09–9/15/36	22,564	23,989
2	Government National Mortgage Assn.	7.250%	9/15/25	49	52
2	Government National Mortgage Assn.	7.500%	9/15/09–6/15/32	9,036	9,642
2	Government National Mortgage Assn.	7.750%	2/15/30	6	6
2	Government National Mortgage Assn.	8.000%	7/15/09–12/15/30	5,972	6,378
2	Government National Mortgage Assn.	8.500%	5/15/10–3/15/31	1,356	1,452
2	Government National Mortgage Assn.	9.000%	6/15/09–2/15/31	2,474	2,632
2	Government National Mortgage Assn.	9.500%	5/15/16–9/15/25	635	681
2	Government National Mortgage Assn.	10.000%	2/15/18–2/15/25	261	279
2	Government National Mortgage Assn.	10.500%	7/15/15–4/15/25	204	219
2	Government National Mortgage Assn.	11.000%	1/15/10–11/15/15	21	22
2	Government National Mortgage Assn.	11.500%	3/15/10–4/15/16	29	30
					19,603,100
Nonconventional Mortgage-Backed Securities (2.7%)
1,2	Federal Home Loan Mortgage Corp.	4.105%	4/1/35	724	736
1,2	Federal Home Loan Mortgage Corp.	4.381%	1/1/35	737	750
1,2	Federal Home Loan Mortgage Corp.	4.385%	12/1/34	14,349	14,449
1,2	Federal Home Loan Mortgage Corp.	4.587%	9/1/34	7,599	7,644
1,2	Federal Home Loan Mortgage Corp.	4.596%	11/1/34	11,019	11,238
1,2	Federal Home Loan Mortgage Corp.	4.596%	4/1/35	7,915	8,152
1,2	Federal Home Loan Mortgage Corp.	4.638%	12/1/35	10,115	10,373
1,2	Federal Home Loan Mortgage Corp.	4.650%	7/1/35	9,946	10,158
1,2	Federal Home Loan Mortgage Corp.	4.684%	12/1/34	5,421	5,523
1,2	Federal Home Loan Mortgage Corp.	4.797%	7/1/35	20,324	20,805
1,2	Federal Home Loan Mortgage Corp.	4.804%	3/1/36	16,495	16,822
1,2	Federal Home Loan Mortgage Corp.	5.001%	5/1/35	12,284	12,615
1,2	Federal Home Loan Mortgage Corp.	5.033%	7/1/38	10,420	10,726
1,2	Federal Home Loan Mortgage Corp.	5.248%	3/1/37	9,010	9,236
1,2	Federal Home Loan Mortgage Corp.	5.265%	3/1/36	13,672	14,079
1,2	Federal Home Loan Mortgage Corp.	5.287%	3/1/38	15,249	15,677
1,2	Federal Home Loan Mortgage Corp.	5.311%	12/1/36	7,798	7,933
1,2	Federal Home Loan Mortgage Corp.	5.330%	12/1/35	8,635	8,920
1,2	Federal Home Loan Mortgage Corp.	5.423%	4/1/37	16,497	17,068
1,2	Federal Home Loan Mortgage Corp.	5.427%	3/1/37	8,774	9,079
1,2	Federal Home Loan Mortgage Corp.	5.488%	2/1/36	11,269	11,573
1,2	Federal Home Loan Mortgage Corp.	5.549%	7/1/36	10,712	11,074
1,2	Federal Home Loan Mortgage Corp.	5.552%	6/1/37	6,295	6,447
1,2	Federal Home Loan Mortgage Corp.	5.571%	5/1/36	17,846	18,366
1,2	Federal Home Loan Mortgage Corp.	5.583%	1/1/37	6,489	6,687
1,2	Federal Home Loan Mortgage Corp.	5.596%	4/1/37	12,321	12,738
1,2	Federal Home Loan Mortgage Corp.	5.674%	12/1/36	14,119	14,635
1,2	Federal Home Loan Mortgage Corp.	5.685%	3/1/37	23,683	24,567
1,2	Federal Home Loan Mortgage Corp.	5.705%	9/1/36	29,990	31,073
1,2	Federal Home Loan Mortgage Corp.	5.715%	11/1/36	7,056	7,303
1,2	Federal Home Loan Mortgage Corp.	5.768%	5/1/36	14,082	14,583
1,2	Federal Home Loan Mortgage Corp.	5.777%	4/1/37	166	173
1,2	Federal Home Loan Mortgage Corp.	5.785%	3/1/37	5,667	5,868
1,2	Federal Home Loan Mortgage Corp.	5.817%	6/1/37	21,651	22,483
1,2	Federal Home Loan Mortgage Corp.	5.823%	10/1/37	23,618	24,511
1,2	Federal Home Loan Mortgage Corp.	5.827%	4/1/37	30,442	31,518
1,2	Federal Home Loan Mortgage Corp.	5.855%	3/1/37	1,322	1,369
1,2	Federal Home Loan Mortgage Corp.	5.864%	6/1/37	14,511	15,045
1,2	Federal Home Loan Mortgage Corp.	5.881%	12/1/36	7,063	7,328
1,2	Federal Home Loan Mortgage Corp.	5.887%	5/1/37	20,306	21,060
1,2	Federal Home Loan Mortgage Corp.	5.942%	1/1/37	6,434	6,684

1,2	Federal Home Loan Mortgage Corp.	5.974%	10/1/37	3,542	3,680
1,2	Federal Home Loan Mortgage Corp.	6.055%	3/1/37	871	906
1,2	Federal Home Loan Mortgage Corp.	6.070%	3/1/37	670	697
1,2	Federal Home Loan Mortgage Corp.	6.070%	8/1/37	17,334	18,030
1,2	Federal Home Loan Mortgage Corp.	6.108%	12/1/36	14,349	14,944
1,2	Federal Home Loan Mortgage Corp.	6.115%	8/1/37	5,576	5,807
1,2	Federal Home Loan Mortgage Corp.	6.301%	6/1/37	13,859	14,502
1,2	Federal Home Loan Mortgage Corp.	6.503%	2/1/37	10,774	11,239
1,2	Federal National Mortgage Assn.	4.008%	7/1/35	8,482	8,589
1,2	Federal National Mortgage Assn.	4.135%	5/1/34	7,531	7,663
1,2	Federal National Mortgage Assn.	4.415%	8/1/35	21,795	22,246
1,2	Federal National Mortgage Assn.	4.425%	7/1/35	7,658	7,809
1,2	Federal National Mortgage Assn.	4.573%	1/1/35	8,295	8,330
1,2	Federal National Mortgage Assn.	4.574%	11/1/34	19,740	20,161
1,2	Federal National Mortgage Assn.	4.577%	12/1/34	12,311	12,372
1,2	Federal National Mortgage Assn.	4.614%	10/1/36	5,816	5,946
1,2	Federal National Mortgage Assn.	4.622%	8/1/35	13,581	13,903
1,2	Federal National Mortgage Assn.	4.633%	9/1/34	5,385	5,493
1,2	Federal National Mortgage Assn.	4.642%	11/1/33	6,921	7,077
1,2	Federal National Mortgage Assn.	4.671%	10/1/34	8,954	8,998
1,2	Federal National Mortgage Assn.	4.689%	11/1/34	9,810	9,869
1,2	Federal National Mortgage Assn.	4.725%	8/1/35	7,643	7,771
1,2	Federal National Mortgage Assn.	4.741%	9/1/34	3,658	3,712
1,2	Federal National Mortgage Assn.	4.745%	10/1/34	12,694	12,806
1,2	Federal National Mortgage Assn.	4.751%	6/1/34	7,392	7,585
1,2	Federal National Mortgage Assn.	4.766%	5/1/35	4,474	4,586
1,2	Federal National Mortgage Assn.	4.772%	4/1/36	25,079	25,908
1,2	Federal National Mortgage Assn.	4.819%	12/1/35	16,960	17,351
1,2	Federal National Mortgage Assn.	4.829%	9/1/35	9,328	9,568
1,2	Federal National Mortgage Assn.	4.853%	11/1/35	27,195	27,841
1,2	Federal National Mortgage Assn.	4.856%	4/1/37	9,807	10,070
1,2	Federal National Mortgage Assn.	4.885%	7/1/35	11,180	11,411
1,2	Federal National Mortgage Assn.	4.934%	7/1/35	5,182	5,331
1,2	Federal National Mortgage Assn.	4.964%	11/1/34	3,799	3,906
1,2	Federal National Mortgage Assn.	4.966%	11/1/33	3,416	3,514
1,2	Federal National Mortgage Assn.	4.968%	10/1/35	18,850	19,369
1,2	Federal National Mortgage Assn.	4.976%	7/1/38	6,650	6,839
1,2	Federal National Mortgage Assn.	4.979%	5/1/37	19,608	20,184
1,2	Federal National Mortgage Assn.	5.024%	8/1/37	30,453	31,358
1,2	Federal National Mortgage Assn.	5.029%	12/1/33	4,585	4,722
1,2	Federal National Mortgage Assn.	5.047%	11/1/35	19,214	19,734
1,2	Federal National Mortgage Assn.	5.059%	2/1/36	8,664	8,909
1,2	Federal National Mortgage Assn.	5.072%	12/1/35	21,080	21,653
1,2	Federal National Mortgage Assn.	5.118%	12/1/35	25,051	25,738
1,2	Federal National Mortgage Assn.	5.119%	1/1/36	9,538	9,811
1,2	Federal National Mortgage Assn.	5.176%	3/1/38	13,782	14,156
1,2	Federal National Mortgage Assn.	5.253%	3/1/37	12,622	13,024
1,2	Federal National Mortgage Assn.	5.257%	8/1/38	1,082	1,109
1,2	Federal National Mortgage Assn.	5.317%	7/1/38	1,350	1,384
1,2	Federal National Mortgage Assn.	5.323%	12/1/35	6,683	6,887
1,2	Federal National Mortgage Assn.	5.383%	2/1/36	12,520	12,896
1,2	Federal National Mortgage Assn.	5.451%	5/1/37	5,267	5,427
1,2	Federal National Mortgage Assn.	5.457%	2/1/36	14,196	14,628
1,2	Federal National Mortgage Assn.	5.482%	4/1/37	1,431	1,478
1,2	Federal National Mortgage Assn.	5.575%	1/1/37	11,351	11,764

1,2	Federal National Mortgage Assn.	5.603%	7/1/36	8,742	9,011
1,2	Federal National Mortgage Assn.	5.621%	5/1/36	4,924	5,098
1,2	Federal National Mortgage Assn.	5.625%	3/1/37	10,360	10,748
1,2	Federal National Mortgage Assn.	5.656%	6/1/36	12,231	12,637
1,2	Federal National Mortgage Assn.	5.660%	6/1/37	7,608	7,874
1,2	Federal National Mortgage Assn.	5.674%	2/1/37	12,554	12,979
1,2	Federal National Mortgage Assn.	5.675%	3/1/37	33,200	34,418
1,2	Federal National Mortgage Assn.	5.693%	2/1/37	24,516	25,432
1,2	Federal National Mortgage Assn.	5.716%	9/1/36	8,947	9,275
1,2	Federal National Mortgage Assn.	5.734%	3/1/37	24,588	25,527
1,2	Federal National Mortgage Assn.	5.741%	12/1/36	37,485	38,877
1,2	Federal National Mortgage Assn.	5.753%	12/1/37	25,523	26,418
1,2	Federal National Mortgage Assn.	5.756%	4/1/36	10,617	10,976
1,2	Federal National Mortgage Assn.	5.769%	1/1/36	5,751	5,928
1,2	Federal National Mortgage Assn.	5.780%	4/1/37	9,294	9,612
1,2	Federal National Mortgage Assn.	5.804%	4/1/37	15,946	16,525
1,2	Federal National Mortgage Assn.	5.886%	9/1/36	11,648	12,093
1,2	Federal National Mortgage Assn.	5.947%	11/1/36	10,684	11,094
1,2	Federal National Mortgage Assn.	6.000%	10/1/37	18,303	19,013
1,2	Federal National Mortgage Assn.	6.047%	4/1/36	10,493	10,915
1,2	Federal National Mortgage Assn.	6.064%	8/1/37	13,351	13,909
1,2	Federal National Mortgage Assn.	6.130%	6/1/36	2,518	2,619
1,2	Federal National Mortgage Assn.	6.597%	9/1/37	18,917	19,763
2	Government National Mortgage Assn.	5.375%	6/20/29	353	359
2	Government National Mortgage Assn.	7.900%	2/15/21	5	6
					1,468,865
Total U.S. Government and Agency Obligations (Cost $37,369,408)					39,068,463
Corporate Bonds (23.0%)
Asset-Backed/Commercial Mortgage-Backed Securities (4.2%)
2	Banc of America Commercial Mortgage, Inc.	5.787%	5/11/35	14,088	13,991
2	Banc of America Commercial Mortgage, Inc.	6.503%	4/15/36	5,709	5,300
2	Banc of America Commercial Mortgage, Inc.	4.050%	11/10/38	6,250	5,913
2	Banc of America Commercial Mortgage, Inc.	4.153%	11/10/38	3,950	3,682
2,3	Banc of America Commercial Mortgage, Inc.	5.322%	6/10/39	9,750	8,674
2	Banc of America Commercial Mortgage, Inc.	4.877%	7/10/42	26,125	22,184
2	Banc of America Commercial Mortgage, Inc.	5.118%	7/11/43	14,555	14,308
2	Banc of America Commercial Mortgage, Inc.	5.372%	9/10/45	17,105	12,883
2,3	Banc of America Commercial Mortgage, Inc.	5.421%	9/10/45	160	75
2	Banc of America Commercial Mortgage, Inc.	5.115%	10/10/45	13,725	11,137
2,3	Banc of America Commercial Mortgage, Inc.	5.176%	10/10/45	160	90
2	Banc of America Commercial Mortgage, Inc.	5.634%	7/10/46	18,300	13,366
2	Banc of America Commercial Mortgage, Inc.	5.414%	9/10/47	8,475	6,120
2,3	Banc of America Commercial Mortgage, Inc.	6.165%	2/10/51	22,675	17,299
2,3	Bank of America Credit Card Trust	0.776%	4/16/12	18,711	18,446
2	Bank of America Credit Card Trust	4.720%	5/15/13	8,275	8,372
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.610%	11/15/33	10,750	10,477
2,3	Bear Stearns Commercial Mortgage Securities, Inc.	5.464%	4/12/38	4,275	1,889
2,3	Bear Stearns Commercial Mortgage Securities, Inc.	5.464%	4/12/38	1,200	1,039
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.464%	4/12/38	20,300	16,489

2	Bear Stearns Commercial Mortgage Securities, Inc.	4.830%	8/15/38	15,675	14,597
2,3	Bear Stearns Commercial Mortgage Securities, Inc.	5.757%	9/11/38	3,975	1,752
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.456%	3/11/39	37,700	30,036
2	Bear Stearns Commercial Mortgage Securities, Inc.	4.680%	8/13/39	8,475	7,550
2	Bear Stearns Commercial Mortgage Securities, Inc.	4.740%	3/13/40	7,000	5,834
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.664%	6/11/40	29,150	24,886
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.405%	12/11/40	943	755
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.582%	9/11/41	2,159	923
2	Bear Stearns Commercial Mortgage Securities, Inc.	4.521%	11/11/41	3,900	3,504
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.742%	9/11/42	12,650	9,587
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.793%	9/11/42	5,150	3,276
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.127%	10/12/42	9,600	8,539
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.613%	6/11/50	9,225	7,056
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.694%	6/11/50	43,425	30,940
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.700%	6/11/50	7,715	5,439
2,3	Bear Stearns Commercial Mortgage Securities, Inc.	5.915%	6/11/50	7,318	2,598
2,3,4	BMW Floorplan Master Owner Trust	0.556%	9/17/11	21,875	20,650
2	Capital Auto Receivables Asset Trust	4.680%	10/15/12	16,750	16,002
2	Capital One Multi-Asset Execution Trust	5.300%	2/18/14	5,750	5,750
2	Capital One Multi-Asset Execution Trust	5.050%	12/17/18	33,950	30,141
2	Capital One Multi-Asset Execution Trust	5.750%	7/15/20	3,100	2,839
2,3	Capital One Prime Auto Receivables Trust	0.576%	4/15/11	9,996	9,861
2	CDC Commercial Mortgage Trust	5.676%	11/15/30	19,525	17,943
2	Chase Commercial Mortgage Securities Corp.	7.757%	4/15/32	1,449	1,465
2,3	Chase Credit Card Master Trust	0.726%	9/15/11	5,525	5,513
2,3	Chase Issuance Trust	0.576%	11/15/11	24,070	23,805
2	Chase Issuance Trust	4.650%	12/17/12	30,675	31,178
2	Chase Issuance Trust	4.650%	3/15/15	30,075	29,849
2	Chase Issuance Trust	5.400%	7/15/15	9,600	9,750
2	CIT Group Home Equity Loan Trust	6.200%	2/25/30	999	717
2	Citibank Credit Card Issuance Trust	4.150%	7/7/17	3,200	2,950
2	Citibank Credit Card Issuance Trust	5.650%	9/20/19	4,575	4,377
2	Citigroup Commercial Mortgage Trust	4.623%	10/15/41	3,250	2,879
2,3	Citigroup Commercial Mortgage Trust	5.726%	3/15/49	13,375	10,553
2,3	Citigroup Commercial Mortgage Trust	5.700%	12/10/49	8,850	5,992
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.225%	7/15/44	29,726	23,206

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

2,3	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.226%	7/15/44	6,500	3,133
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.886%	11/15/44	17,250	11,498
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.648%	10/15/48	4,225	1,791
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.205%	12/11/49	22,075	16,999
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.322%	12/11/49	15,700	10,745
2,4	Commercial Mortgage Lease-Backed Certificates	6.746%	6/20/31	10,388	10,873
2	Commercial Mortgage Pass Through Certificates	4.084%	6/10/38	6,600	5,304
2	Commercial Mortgage Pass Through Certificates	5.116%	6/10/44	23,900	18,337
2	Commercial Mortgage Pass-Through Certificates	5.768%	6/10/46	15,275	11,450
2	Commercial Mortgage Pass-Through Certificates	5.248%	12/10/46	3,173	2,694
2,3	Commercial Mortgage Pass-Through Certificates	5.816%	12/10/49	20,823	14,724
2	Countrywide Home Loans	4.769%	5/25/33	4,505	4,211
2	Credit Suisse First Boston Mortgage Securities Corp.	6.380%	12/18/35	3,438	3,386
2,3	Credit Suisse First Boston Mortgage Securities Corp.	4.750%	1/15/37	15,595	13,777
2,3	Credit Suisse First Boston Mortgage Securities Corp.	5.014%	2/15/38	13,900	12,403
2	Credit Suisse First Boston Mortgage Securities Corp.	3.936%	5/15/38	10,580	8,540
2,3	Credit Suisse First Boston Mortgage Securities Corp.	5.100%	8/15/38	625	299
2	Credit Suisse First Boston Mortgage Securities Corp.	5.100%	8/15/38	33,950	26,635
2	Credit Suisse First Boston Mortgage Securities Corp.	7.290%	9/15/41	6,669	6,591
2	Credit Suisse Mortgage Capital Certificates	5.826%	6/15/38	1,083	478
2	Credit Suisse Mortgage Capital Certificates	5.826%	6/15/38	24,683	17,599
2,3	Credit Suisse Mortgage Capital Certificates	5.551%	2/15/39	160	76
2	Credit Suisse Mortgage Capital Certificates	5.551%	2/15/39	46,225	34,768
2,3	Credit Suisse Mortgage Capital Certificates	5.723%	6/15/39	30,735	17,932
2	Credit Suisse Mortgage Capital Certificates	5.509%	9/15/39	1,625	683
2	Credit Suisse Mortgage Capital Certificates	5.311%	12/15/39	27,160	17,463
2	Credit Suisse Mortgage Capital Certificates	5.383%	2/15/40	5,900	3,274
2,3	CWCapital Cobalt	5.820%	5/15/46	22,300	13,375
2,3	CWCapital Cobalt	5.484%	4/15/47	1,675	974
2	DaimlerChrysler Auto Trust	4.200%	7/8/10	1,687	1,685
2	DaimlerChrysler Auto Trust	5.330%	8/8/10	3,478	3,483
2	DaimlerChrysler Auto Trust	3.700%	6/8/12	7,400	7,037
2	Discover Card Master Trust	5.100%	10/15/13	975	972
2	Discover Card Master Trust	5.650%	12/15/15	21,775	21,198
2	Discover Card Master Trust	5.650%	3/16/20	6,950	6,220
2	Federal Housing Administration	7.430%	10/1/20	4	5

2	Fifth Third Auto Trust	4.070%	1/17/12	18,725	18,343
2	First Union National Bank Commercial Mortgage Trust	6.223%	12/12/33	9,800	9,493
2,3	First Union National Bank Commercial Mortgage Trust	6.621%	10/15/35	12,401	11,655
2	Ford Credit Auto Owner Trust	4.370%	10/15/12	14,700	13,131
2	GE Capital Commercial Mortgage Corp.	6.531%	5/15/33	13,300	12,968
2	GE Capital Commercial Mortgage Corp.	6.290%	8/11/33	2,375	2,192
2	GE Capital Commercial Mortgage Corp.	5.994%	12/10/35	1,155	1,112
2	GE Capital Commercial Mortgage Corp.	6.269%	12/10/35	11,150	10,216
2	GE Capital Commercial Mortgage Corp.	5.145%	7/10/37	1,015	850
2	GE Capital Commercial Mortgage Corp.	4.996%	12/10/37	15,675	13,466
2,3	GE Capital Commercial Mortgage Corp.	5.335%	3/10/44	31,415	24,480
2	GE Capital Credit Card Master Note Trust	5.080%	9/15/12	33,875	32,285
2	GMAC Commercial Mortgage Securities, Inc.	7.455%	8/16/33	10,295	10,135
2	GMAC Commercial Mortgage Securities, Inc.	6.465%	4/15/34	10,451	9,911
2	GMAC Commercial Mortgage Securities, Inc.	6.700%	4/15/34	13,310	13,211
2	GMAC Commercial Mortgage Securities, Inc.	4.908%	3/10/38	1,575	1,351
2	GMAC Commercial Mortgage Securities, Inc.	4.646%	4/10/40	3,850	3,487
2	GMAC Commercial Mortgage Securities, Inc.	4.864%	12/10/41	1,725	1,440
2	Greenwich Capital Commercial Funding Corp.	4.948%	1/11/35	6,450	5,536
2	Greenwich Capital Commercial Funding Corp.	4.533%	1/5/36	3,375	3,039
2	Greenwich Capital Commercial Funding Corp.	4.915%	1/5/36	11,875	10,506
2	Greenwich Capital Commercial Funding Corp.	5.317%	6/10/36	13,595	11,948
2	Greenwich Capital Commercial Funding Corp.	5.117%	4/10/37	5,896	5,567
2	Greenwich Capital Commercial Funding Corp.	5.224%	4/10/37	23,347	18,223
2,3	Greenwich Capital Commercial Funding Corp.	5.277%	4/10/37	160	77
2	Greenwich Capital Commercial Funding Corp.	4.799%	8/10/42	18,030	13,327
2	GS Mortgage Securities Corp. II	5.506%	4/10/38	13,575	11,944
2,3	GS Mortgage Securities Corp. II	5.553%	4/10/38	9,275	6,878
2	GS Mortgage Securities Corp. II	5.396%	8/10/38	24,510	21,307
2	GS Mortgage Securities Corp. II	4.608%	1/10/40	15,675	14,106
2	GS Mortgage Securities Corp. II	5.799%	8/10/45	10,445	6,755
2	Honda Auto Receivables Owner Trust	5.300%	7/21/10	1,155	1,157
2	Honda Auto Receivables Owner Trust	5.120%	10/15/10	11,294	11,338
2	Honda Auto Receivables Owner Trust	4.880%	9/18/14	7,375	7,599
2	JPMorgan Chase Commercial Mortgage Securities	6.260%	3/15/33	14,575	14,211
2	JPMorgan Chase Commercial Mortgage Securities	5.050%	12/12/34	9,275	7,948
2	JPMorgan Chase Commercial Mortgage Securities	4.985%	1/12/37	11,725	9,932
2	JPMorgan Chase Commercial Mortgage Securities	5.255%	7/12/37	1,365	1,243
2	JPMorgan Chase Commercial Mortgage Securities	5.376%	7/12/37	10,030	8,858
2	JPMorgan Chase Commercial Mortgage Securities	4.824%	9/12/37	2,700	2,401
2,3	JPMorgan Chase Commercial Mortgage Securities	4.948%	9/12/37	775	371
2	JPMorgan Chase Commercial Mortgage Securities	4.404%	1/12/39	10,345	8,664
2,3	JPMorgan Chase Commercial Mortgage Securities	5.371%	6/12/41	15,725	13,052

2	JPMorgan Chase Commercial Mortgage Securities	4.697%	7/15/42	1,500	1,243
2	JPMorgan Chase Commercial Mortgage Securities	4.780%	7/15/42	1,075	515
2,3	JPMorgan Chase Commercial Mortgage Securities	5.322%	1/12/43	160	77
2	JPMorgan Chase Commercial Mortgage Securities	5.160%	4/15/43	18,669	18,250
2,3	JPMorgan Chase Commercial Mortgage Securities	5.475%	4/15/43	3,302	2,419
2,3	JPMorgan Chase Commercial Mortgage Securities	5.445%	12/12/44	3,100	1,460
2,3	JPMorgan Chase Commercial Mortgage Securities	5.221%	12/15/44	2,835	1,343
2,3	JPMorgan Chase Commercial Mortgage Securities	5.875%	4/15/45	125	55
2	JPMorgan Chase Commercial Mortgage Securities	5.875%	4/15/45	25,225	18,706
2	JPMorgan Chase Commercial Mortgage Securities	5.447%	5/15/45	5,500	4,091
2	JPMorgan Chase Commercial Mortgage Securities	5.803%	6/15/49	18,800	15,096
2	JPMorgan Chase Commercial Mortgage Securities	5.818%	6/15/49	9,800	6,829
2	JPMorgan Chase Commercial Mortgage Securities	5.794%	2/12/51	33,105	20,698
2	JPMorgan Chase Commercial Mortgage Securities	5.855%	2/12/51	8,325	6,257
2	JPMorgan Chase Commercial Mortgage Securities	5.716%	2/15/51	9,591	4,994
2,3	JPMorgan Chase Commercial Mortgage Securities	5.882%	2/15/51	20,820	13,140
2	LB Commerical Conduit Mortgage Trust	6.780%	6/15/31	2,975	2,968
2,3	LB Commerical Conduit Mortgage Trust	5.933%	7/15/44	9,605	3,417
2	LB-UBS Commercial Mortgage Trust	5.386%	6/15/26	2,186	2,034
2	LB-UBS Commercial Mortgage Trust	7.370%	8/15/26	16,444	15,813
2	LB-UBS Commercial Mortgage Trust	4.786%	10/15/29	12,680	10,605
2	LB-UBS Commercial Mortgage Trust	4.742%	2/15/30	7,345	6,075
2	LB-UBS Commercial Mortgage Trust	4.553%	7/15/30	1,186	1,159
2	LB-UBS Commercial Mortgage Trust	5.197%	11/15/30	16,825	13,941
2	LB-UBS Commercial Mortgage Trust	6.133%	12/15/30	6,390	6,239
2	LB-UBS Commercial Mortgage Trust	4.853%	9/15/31	16,050	15,233
2	LB-UBS Commercial Mortgage Trust	4.166%	5/15/32	5,125	4,400
2	LB-UBS Commercial Mortgage Trust	4.931%	9/15/35	21,100	17,478
2,3	LB-UBS Commercial Mortgage Trust	5.661%	3/15/39	22,996	18,791
2	LB-UBS Commercial Mortgage Trust	5.413%	9/15/39	625	244
2	LB-UBS Commercial Mortgage Trust	5.424%	2/15/40	975	651
2	LB-UBS Commercial Mortgage Trust	5.430%	2/15/40	14,200	9,207
2,3	LB-UBS Commercial Mortgage Trust	6.149%	4/15/41	23,600	16,671
2	LB-UBS Commercial Mortgage Trust	5.866%	9/15/45	32,700	20,264
2	LB-UBS Commerical Mortgage Trust	4.960%	12/15/31	3,550	3,007
2,3	MBNA Credit Card Master Note Trust	1.244%	12/15/11	3,550	3,516
2,3	MBNA Credit Card Master Note Trust	0.636%	3/15/12	39,125	38,392
2	MBNA Master Credit Card Trust	7.000%	2/15/12	49,283	49,914
2	MBNA Master Credit Card Trust	7.800%	10/15/12	800	831

2	Merrill Lynch Mortgage Trust	5.236%	11/12/35	5,800	4,761
2	Merrill Lynch Mortgage Trust	5.107%	7/12/38	745	361
2	Merrill Lynch Mortgage Trust	5.657%	5/12/39	9,550	6,973
2,3	Merrill Lynch Mortgage Trust	5.291%	1/12/44	20,050	15,500
2,3	Merrill Lynch Mortgage Trust	5.829%	6/12/50	28,018	17,745
2	Merrill Lynch Mortgage Trust	5.425%	2/12/51	3,250	2,391
2	Merrill Lynch Mortgage Trust	5.690%	2/12/51	12,270	6,894
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.909%	6/12/46	32,125	23,788
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.456%	7/12/46	3,300	1,319
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.378%	8/12/48	18,720	10,427
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.590%	9/12/49	9,600	7,647
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.700%	9/12/49	27,600	17,666
2,3	Morgan Stanley Capital I	5.110%	6/15/40	14,875	12,752
2	Morgan Stanley Capital I	5.030%	6/13/41	1,397	1,334
2	Morgan Stanley Capital I	5.270%	6/13/41	2,175	1,878
2,3	Morgan Stanley Capital I	5.811%	8/12/41	180	79
2	Morgan Stanley Capital I	5.328%	11/12/41	3,300	2,343
2	Morgan Stanley Capital I	4.970%	12/15/41	8,475	7,382
2	Morgan Stanley Capital I	5.168%	1/14/42	3,600	2,750
2,3	Morgan Stanley Capital I	5.650%	6/11/42	14,000	10,431
2	Morgan Stanley Capital I	4.989%	8/13/42	21,875	17,836
2	Morgan Stanley Capital I	5.230%	9/15/42	22,425	18,445
2	Morgan Stanley Capital I	5.772%	10/15/42	7,675	5,942
2,3	Morgan Stanley Capital I	5.776%	10/15/42	340	149
2,3	Morgan Stanley Capital I	5.208%	11/14/42	15,525	12,735
2,3	Morgan Stanley Capital I	5.208%	11/14/42	160	77
2	Morgan Stanley Capital I	6.280%	1/11/43	15,725	11,668
2	Morgan Stanley Capital I	5.332%	12/15/43	4,925	3,470
2,3	Morgan Stanley Capital I	5.387%	3/12/44	28,666	21,983
2,3	Morgan Stanley Capital I	5.691%	4/15/49	275	98
2,3	Morgan Stanley Capital I	5.881%	6/11/49	3,150	1,124
2,3	Morgan Stanley Capital I	5.544%	11/12/49	5,265	1,980
2	Morgan Stanley Capital I	5.809%	12/12/49	14,700	9,447
2	Morgan Stanley Capital I	5.090%	10/12/52	7,300	6,399
2,3	Morgan Stanley Capital I	5.204%	10/12/52	3,610	1,699
2	Morgan Stanley Dean Witter Capital I	6.660%	2/15/33	3,599	3,439
2	Morgan Stanley Dean Witter Capital I	6.390%	7/15/33	3,668	3,451
2	Morgan Stanley Dean Witter Capital I	4.920%	3/12/35	15,675	13,187
2	Morgan Stanley Dean Witter Capital I	6.390%	10/15/35	4,190	3,828
2	Morgan Stanley Dean Witter Capital I	4.740%	11/13/36	21,000	17,757
2	Nissan Auto Receivables Owner Trust	4.460%	4/16/12	935	950
2	Nissan Auto Receivables Owner Trust	5.050%	11/17/14	6,175	6,393
2	Oncor Electric Delivery Transition Bond Co.	4.030%	2/15/12	583	585
2	PG&E Energy Recovery Funding LLC	4.140%	9/25/12	6,725	6,768
2	PG&E Energy Recovery Funding LLC	5.030%	3/25/14	10,700	11,040
2	PNC Mortgage Acceptance Corp.	7.300%	10/12/33	586	556
2	Prudential Securities Secured Financing	7.193%	6/16/31	69	68
2	PSE&G Transition Funding LLC	6.890%	12/15/17	20,100	22,483
2	Residential Asset Securities Corp.	6.489%	10/25/30	272	199
2	Salomon Brothers Mortgage Securities VII	5.559%	9/25/33	12,238	9,989

2	USAA Auto Owner Trust	5.360%	2/15/11	3,027	3,040
2	USAA Auto Owner Trust	4.710%	2/18/14	12,600	12,813
2	Wachovia Bank Commercial Mortgage Trust	4.440%	11/15/34	1,424	1,292
2	Wachovia Bank Commercial Mortgage Trust	4.980%	11/15/34	700	599
2	Wachovia Bank Commercial Mortgage Trust	4.867%	2/15/35	700	589
2,3	Wachovia Bank Commercial Mortgage Trust	5.125%	8/15/35	2,850	2,371
2	Wachovia Bank Commercial Mortgage Trust	4.719%	1/15/41	3,250	3,109
2	Wachovia Bank Commercial Mortgage Trust	4.748%	2/15/41	20,255	17,294
2	Wachovia Bank Commercial Mortgage Trust	5.001%	7/15/41	6,950	6,771
2,3	Wachovia Bank Commercial Mortgage Trust	5.229%	7/15/41	21,870	19,038
2	Wachovia Bank Commercial Mortgage Trust	4.803%	10/15/41	18,625	15,490
2,3	Wachovia Bank Commercial Mortgage Trust	5.083%	3/15/42	13,875	11,068
2	Wachovia Bank Commercial Mortgage Trust	5.118%	7/15/42	5,850	4,873
2,3	Wachovia Bank Commercial Mortgage Trust	5.741%	5/15/43	6,625	2,784
2,3	Wachovia Bank Commercial Mortgage Trust	5.741%	5/15/43	12,625	9,510
2	Wachovia Bank Commercial Mortgage Trust	4.699%	5/15/44	13,404	10,617
2,3	Wachovia Bank Commercial Mortgage Trust	5.210%	10/15/44	16,635	14,239
2,3	Wachovia Bank Commercial Mortgage Trust	5.265%	12/15/44	29,325	23,950
2,3	Wachovia Bank Commercial Mortgage Trust	5.765%	7/15/45	10,500	6,953
2,3	Wachovia Bank Commercial Mortgage Trust	5.818%	5/15/46	4,975	1,693
2	Wachovia Bank Commercial Mortgage Trust	5.313%	11/15/48	15,825	10,564
2	Wachovia Bank Commercial Mortgage Trust	5.339%	11/15/48	10,395	3,933
2	World Omni Auto Receivables Trust	3.940%	10/15/12	14,975	15,049
					2,282,579
Finance (7.3%)
	Banking (5.0%)
	Abbey National PLC	7.950%	10/26/29	13,865	11,759
	ABN AMRO Bank NV	4.650%	6/4/18	225	176
	American Exoress Co.	7.000%	3/19/18	10,025	8,764
	American Express Bank, FSB	5.550%	10/17/12	3,275	3,010
	American Express Bank, FSB	5.500%	4/16/13	7,800	6,990
	American Express Bank, FSB	6.000%	9/13/17	4,050	3,203
	American Express Centurion Bank	5.200%	11/26/10	1,550	1,487
	American Express Centurion Bank	5.550%	10/17/12	2,475	2,286
	American Express Centurion Bank	5.950%	6/12/17	1,750	1,459
	American Express Centurion Bank	6.000%	9/13/17	3,600	3,000
	American Express Co.	4.875%	7/15/13	5,725	5,125
	American Express Co.	5.500%	9/12/16	2,850	2,280
	American Express Co.	6.150%	8/28/17	5,075	4,215
	American Express Co.	8.150%	3/19/38	1,975	1,810
2	American Express Co.	6.800%	9/1/66	5,890	2,828
	American Express Credit Corp.	5.000%	12/2/10	4,700	4,510
	American Express Credit Corp.	5.875%	5/2/13	17,700	15,539
	American Express Credit Corp.	7.300%	8/20/13	9,825	9,151
4	American Express Travel	5.250%	11/21/11	6,075	5,584
	AmSouth Bank NA	5.200%	4/1/15	4,825	3,882
	Associates Corp. of North America	6.950%	11/1/18	250	205
4	BA Covered Bond Issuer	5.500%	6/14/12	17,750	17,194
	Banc One Corp.	7.625%	10/15/26	1,150	1,006
4	Banco Bilbao Vizcaya ARG	5.750%	7/20/17	7,475	7,435
	Bank of America Corp.	4.500%	8/1/10	7,750	7,432
	Bank of America Corp.	4.250%	10/1/10	7,525	7,048
	Bank of America Corp.	4.375%	12/1/10	1,975	1,878
	Bank of America Corp.	5.375%	8/15/11	1,275	1,201
	Bank of America Corp.	6.250%	4/15/12	4,650	4,438

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

5	Bank of America Corp.	2.100%	4/30/12	48,025	48,244
5	Bank of America Corp.	3.125%	6/15/12	32,400	33,579
5	Bank of America Corp.	2.375%	6/22/12	23,850	24,205
	Bank of America Corp.	5.375%	9/11/12	2,175	2,000
	Bank of America Corp.	4.875%	9/15/12	8,700	7,873
	Bank of America Corp.	4.900%	5/1/13	15,715	14,110
	Bank of America Corp.	5.375%	6/15/14	2,900	2,542
	Bank of America Corp.	5.125%	11/15/14	22,425	19,425
	Bank of America Corp.	5.250%	12/1/15	3,850	2,553
	Bank of America Corp.	5.750%	8/15/16	10,875	7,412
	Bank of America Corp.	5.625%	10/14/16	5,925	5,035
	Bank of America Corp.	5.420%	3/15/17	15,325	9,312
	Bank of America Corp.	6.000%	9/1/17	900	781
	Bank of America Corp.	5.750%	12/1/17	5,200	4,326
	Bank of America Corp.	5.650%	5/1/18	17,075	14,304
	Bank of America Corp.	6.800%	3/15/28	625	390
	Bank of America Corp.	6.000%	10/15/36	13,300	8,908
	Bank of America Corp.	6.500%	9/15/37	2,325	1,238
5	Bank of America, NA	1.700%	12/23/10	11,675	11,768
	Bank of America, NA	5.300%	3/15/17	23,575	17,721
	Bank of America, NA	6.100%	6/15/17	5,175	3,808
	Bank of New York Mellon	4.950%	1/14/11	2,025	2,077
	Bank of New York Mellon	6.375%	4/1/12	300	309
	Bank of New York Mellon	4.950%	11/1/12	18,325	18,803
	Bank of New York Mellon	4.500%	4/1/13	2,125	2,121
	Bank of New York Mellon	5.125%	8/27/13	3,525	3,619
	Bank of New York Mellon	4.950%	3/15/15	5,825	5,647
5	Bank of the West	2.150%	3/27/12	10,750	10,832
	Bank of Tokyo-Mitsubishi	8.400%	4/15/10	6,625	6,783
	Bank One Corp.	7.875%	8/1/10	16,530	16,881
	Bank One Corp.	5.250%	1/30/13	3,675	3,400
	Bank One Corp.	4.900%	4/30/15	1,950	1,689
	Barclays Bank PLC	5.450%	9/12/12	4,675	4,744
2	Barclays Bank PLC	6.278%	12/29/49	2,570	848
	BB&T Capital Trust II	6.750%	6/7/36	7,375	4,099
2	BB&T Capital Trust IV	6.820%	6/12/57	3,775	1,684
	BB&T Corp.	6.500%	8/1/11	2,405	2,427
	BB&T Corp.	4.750%	10/1/12	5,450	5,225
	BB&T Corp.	5.200%	12/23/15	4,375	4,160
	BB&T Corp.	5.625%	9/15/16	5,475	4,957
	BB&T Corp.	4.900%	6/30/17	525	458
	BB&T Corp.	5.250%	11/1/19	2,450	2,102
	Bear Stearns Co., Inc.	4.550%	6/23/10	6,150	6,221
	Bear Stearns Co., Inc.	4.500%	10/28/10	2,495	2,468
	Bear Stearns Co., Inc.	5.350%	2/1/12	22,650	22,533
	Bear Stearns Co., Inc.	6.950%	8/10/12	7,800	7,935
	Bear Stearns Co., Inc.	5.700%	11/15/14	14,240	13,640
	Bear Stearns Co., Inc.	5.300%	10/30/15	6,040	5,548
	Bear Stearns Co., Inc.	5.550%	1/22/17	4,000	3,352
	Bear Stearns Co., Inc.	6.400%	10/2/17	3,925	3,793
	Bear Stearns Co., Inc.	7.250%	2/1/18	10,500	10,752
	Bear Stearns Co., Inc.	4.650%	7/2/18	1,650	1,416
	Capital One Bank	5.750%	9/15/10	1,600	1,599
	Capital One Bank	6.500%	6/13/13	4,350	3,920

Capital One Capital III 7.686% 8/15/36 5,975 2,031

	Capital One Capital IV	6.745%	2/17/37	2,475	841
	Capital One Financial Corp.	5.700%	9/15/11	3,175	2,863
	Capital One Financial Corp.	4.800%	2/21/12	1,700	1,546
	Capital One Financial Corp.	5.500%	6/1/15	6,375	4,991
	Capital One Financial Corp.	6.150%	9/1/16	5,150	3,307
	Capital One Financial Corp.	5.250%	2/21/17	1,350	1,075
	Capital One Financial Corp.	6.750%	9/15/17	5,650	4,737
	Charter One Bank N.A.	5.500%	4/26/11	10,300	9,942
5	Citibank, NA	1.625%	3/30/11	8,350	8,366
2,4	Citicorp Lease Pass-Through Trust	8.040%	12/15/19	14,125	12,521
5	Citigroup Funding, Inc.	2.000%	3/30/12	8,350	8,371
	Citigroup, Inc.	4.625%	8/3/10	6,275	5,889
	Citigroup, Inc.	6.500%	1/18/11	11,670	11,296
	Citigroup, Inc.	5.125%	2/14/11	3,525	3,336
	Citigroup, Inc.	5.100%	9/29/11	21,250	19,218
5	Citigroup, Inc.	2.875%	12/9/11	17,375	17,846
	Citigroup, Inc.	6.000%	2/21/12	7,075	6,566
	Citigroup, Inc.	5.250%	2/27/12	9,725	8,664
5	Citigroup, Inc.	2.125%	4/30/12	43,225	43,480
	Citigroup, Inc.	5.500%	8/27/12	2,300	2,021
	Citigroup, Inc.	5.625%	8/27/12	6,340	4,845
	Citigroup, Inc.	5.300%	10/17/12	21,400	18,677
	Citigroup, Inc.	5.500%	4/11/13	25,815	23,000
	Citigroup, Inc.	6.500%	8/19/13	15,900	14,529
	Citigroup, Inc.	5.125%	5/5/14	5,300	4,524
	Citigroup, Inc.	5.000%	9/15/14	20,018	13,024
	Citigroup, Inc.	4.700%	5/29/15	3,225	2,627
	Citigroup, Inc.	5.300%	1/7/16	19,225	16,124
	Citigroup, Inc.	5.500%	2/15/17	3,150	1,998
	Citigroup, Inc.	6.000%	8/15/17	11,875	10,184
	Citigroup, Inc.	6.125%	11/21/17	9,800	8,596
	Citigroup, Inc.	6.125%	5/15/18	325	279
	Citigroup, Inc.	6.625%	6/15/32	1,200	663
	Citigroup, Inc.	5.875%	2/22/33	16,850	8,823
	Citigroup, Inc.	6.000%	10/31/33	2,050	1,075
	Citigroup, Inc.	5.850%	12/11/34	1,575	1,213
	Citigroup, Inc.	6.125%	8/25/36	7,475	3,923
	Citigroup, Inc.	5.875%	5/29/37	7,025	5,324
	Citigroup, Inc.	6.875%	3/5/38	14,125	12,255
	Comerica Bank	5.750%	11/21/16	12,550	9,324
	Comerica Bank	5.200%	8/22/17	4,300	3,097
2	Comerica Capital Trust II	6.576%	2/20/37	3,400	986
	Comerica Inc.	4.800%	5/1/15	4,725	3,710
	Compass Bank	6.400%	10/1/17	2,075	1,718
	Compass Bank	5.900%	4/1/26	1,875	1,202
	Countrywide Financial Corp.	5.800%	6/7/12	6,375	5,419
	Countrywide Financial Corp.	6.250%	5/15/16	1,675	1,229
	Countrywide Home Loan	5.625%	7/15/09	240	238
	Countrywide Home Loan	4.125%	9/15/09	6,510	6,477
	Countrywide Home Loan	4.000%	3/22/11	1,700	1,543
	Credit Suisse First Boston USA, Inc.	4.700%	6/1/09	15	15
	Credit Suisse First Boston USA, Inc.	4.875%	8/15/10	19,225	19,322
	Credit Suisse First Boston USA, Inc.	5.250%	3/2/11	7,275	7,380
	Credit Suisse First Boston USA, Inc.	5.500%	8/16/11	7,900	8,101
	Credit Suisse First Boston USA, Inc.	6.125%	11/15/11	9,300	9,550

	Credit Suisse First Boston USA, Inc.	6.500%	1/15/12	2,825	2,896
	Credit Suisse First Boston USA, Inc.	5.500%	8/15/13	9,485	9,351
	Credit Suisse First Boston USA, Inc.	4.875%	1/15/15	16,525	15,210
	Credit Suisse First Boston USA, Inc.	5.125%	8/15/15	13,040	12,312
	Credit Suisse First Boston USA, Inc.	7.125%	7/15/32	3,375	3,330
2	Credit Suisse First Boston USA, Inc.	5.860%	5/15/49	7,250	2,465
	Credit Suisse New York	5.000%	5/15/13	11,900	11,351
	Credit Suisse New York	6.000%	2/15/18	4,050	3,654
	Dean Witter, Discover & Co.	6.750%	10/15/13	600	574
	Deutsche Bank AG London	5.375%	10/12/12	10,675	10,839
	Deutsche Bank AG London	4.875%	5/20/13	12,075	11,844
	Deutsche Bank AG London	6.000%	9/1/17	23,950	23,150
	Deutsche Bank Financial LLC	5.375%	3/2/15	4,250	3,999
	FIA Card Services NA	6.625%	6/15/12	2,715	2,653
	Fifth Third Bancorp.	4.200%	2/23/10	3,325	3,223
	Fifth Third Bancorp.	6.250%	5/1/13	4,650	4,329
	Fifth Third Bancorp.	4.750%	2/1/15	8,525	6,246
	Fifth Third Bancorp.	4.500%	6/1/18	1,225	830
	Fifth Third Bancorp.	8.250%	3/1/38	4,300	2,549
2	Fifth Third Capital Trust IV	6.500%	4/15/67	3,400	1,122
	First Tennessee Bank	5.050%	1/15/15	1,400	936
	First Union Institutional Capital I	8.040%	12/1/26	1,400	805
	Golden West Financial Corp.	4.750%	10/1/12	2,590	2,367
2	Goldman Sachs Capital II	5.793%	12/29/49	6,725	2,876
	Goldman Sachs Group, Inc.	4.500%	6/15/10	4,670	4,610
	Goldman Sachs Group, Inc.	6.875%	1/15/11	2,850	2,906
5	Goldman Sachs Group, Inc.	1.700%	3/15/11	10,550	10,589
5	Goldman Sachs Group, Inc.	1.625%	7/15/11	10,325	10,346
	Goldman Sachs Group, Inc.	6.600%	1/15/12	19,975	20,161
	Goldman Sachs Group, Inc.	5.300%	2/14/12	725	711
5	Goldman Sachs Group, Inc.	3.250%	6/15/12	29,225	30,503
	Goldman Sachs Group, Inc.	5.700%	9/1/12	650	638
	Goldman Sachs Group, Inc.	5.450%	11/1/12	9,625	9,388
	Goldman Sachs Group, Inc.	5.250%	4/1/13	9,665	9,176
	Goldman Sachs Group, Inc.	4.750%	7/15/13	10,750	9,974
	Goldman Sachs Group, Inc.	5.250%	10/15/13	12,975	12,363
	Goldman Sachs Group, Inc.	5.150%	1/15/14	2,115	1,976
	Goldman Sachs Group, Inc.	5.000%	10/1/14	12,175	11,124
	Goldman Sachs Group, Inc.	5.125%	1/15/15	11,560	10,579
	Goldman Sachs Group, Inc.	5.350%	1/15/16	15,025	13,432
	Goldman Sachs Group, Inc.	5.750%	10/1/16	9,075	8,283
	Goldman Sachs Group, Inc.	5.625%	1/15/17	11,475	9,422
	Goldman Sachs Group, Inc.	6.250%	9/1/17	24,550	22,860
	Goldman Sachs Group, Inc.	5.950%	1/18/18	23,225	21,086
	Goldman Sachs Group, Inc.	6.150%	4/1/18	12,375	11,394
	Goldman Sachs Group, Inc.	5.950%	1/15/27	8,825	6,083
	Goldman Sachs Group, Inc.	6.125%	2/15/33	11,325	9,461
	Goldman Sachs Group, Inc.	6.345%	2/15/34	15,565	9,512
	Goldman Sachs Group, Inc.	6.450%	5/1/36	2,475	1,668
	Goldman Sachs Group, Inc.	6.750%	10/1/37	34,650	24,034
4	HBOS Treasury Services PLC	5.250%	2/21/17	16,500	15,690
4	HBOS Treasury Services PLC	6.750%	5/21/18	5,675	4,284
	HSBC Bank PLC	6.950%	3/15/11	8,925	8,895
	HSBC Bank USA	4.625%	4/1/14	125	119
	HSBC Bank USA	5.875%	11/1/34	1,950	1,643

	HSBC Bank USA	5.625%	8/15/35	1,675	1,277
	HSBC Holdings PLC	7.625%	5/17/32	925	749
	HSBC Holdings PLC	7.350%	11/27/32	1,990	1,586
	HSBC Holdings PLC	6.500%	5/2/36	17,850	15,052
	HSBC Holdings PLC	6.500%	9/15/37	13,000	10,563
	HSBC Holdings PLC	6.800%	6/1/38	5,625	4,826
4	ICICI Bank Ltd.	6.625%	10/3/12	5,050	4,406
	JPM Capital Trust	6.550%	9/29/36	6,825	4,263
	JPMorgan Capital Trust	5.875%	3/15/35	4,055	2,324
	JPMorgan Chase & Co.	7.875%	6/15/10	350	356
	JPMorgan Chase & Co.	6.750%	2/1/11	11,562	11,698
5	JPMorgan Chase & Co.	1.650%	2/23/11	20,000	20,102
	JPMorgan Chase & Co.	5.600%	6/1/11	14,700	14,924
	JPMorgan Chase & Co.	4.850%	6/16/11	8,775	8,705
5	JPMorgan Chase & Co.	3.125%	12/1/11	16,850	17,394
	JPMorgan Chase & Co.	4.500%	1/15/12	4,925	4,823
	JPMorgan Chase & Co.	6.625%	3/15/12	9,825	9,773
5	JPMorgan Chase & Co.	2.200%	6/15/12	17,750	17,928
	JPMorgan Chase & Co.	5.375%	10/1/12	18,350	18,629
	JPMorgan Chase & Co.	5.750%	1/2/13	5,575	5,340
	JPMorgan Chase & Co.	4.750%	5/1/13	13,950	13,703
	JPMorgan Chase & Co.	5.375%	1/15/14	3,475	3,393
	JPMorgan Chase & Co.	4.875%	3/15/14	17,215	16,053
	JPMorgan Chase & Co.	5.125%	9/15/14	10,235	9,262
	JPMorgan Chase & Co.	4.750%	3/1/15	4,400	4,227
	JPMorgan Chase & Co.	5.250%	5/1/15	7,625	6,852
	JPMorgan Chase & Co.	5.150%	10/1/15	3,010	2,708
	JPMorgan Chase & Co.	5.875%	6/13/16	4,025	3,755
	JPMorgan Chase & Co.	6.125%	6/27/17	11,550	10,356
	JPMorgan Chase & Co.	6.000%	10/1/17	2,325	2,167
	JPMorgan Chase & Co.	6.000%	1/15/18	3,325	3,298
	JPMorgan Chase & Co.	5.850%	8/1/35	625	356
	JPMorgan Chase & Co.	6.400%	5/15/38	7,525	7,253
	JPMorgan Chase Capital XXII	6.450%	2/2/37	9,625	6,032
	JPMorgan Chase Capital XXV	6.800%	10/1/37	7,550	5,100
	KeyBank NA	7.000%	2/1/11	625	582
	KeyBank NA	5.500%	9/17/12	5,325	5,036
	KeyBank NA	5.800%	7/1/14	2,825	2,362
	KeyBank NA	4.950%	9/15/15	5,600	4,473
	KeyBank NA	5.450%	3/3/16	5,600	4,635
	KeyCorp	6.500%	5/14/13	5,275	5,066
	Manufacturers & Traders Trust Co.	6.625%	12/4/17	6,550	5,686
2	Manufacturers & Traders Trust Co.	5.585%	12/28/20	450	325
	Marshall & Ilsley Bank	5.250%	9/4/12	925	603
	Marshall & Ilsley Bank	4.850%	6/16/15	600	454
	Marshall & Ilsley Bank	5.000%	1/17/17	150	104
	MBNA Corp.	7.500%	3/15/12	2,520	2,307
	MBNA Corp.	6.125%	3/1/13	3,850	3,140
	MBNA Corp.	5.000%	6/15/15	3,425	2,505
	Mellon Bank NA	4.750%	12/15/14	2,800	2,622
2	Mellon Capital IV	6.244%	6/29/49	200	84
	Mellon Funding Corp.	6.400%	5/14/11	350	353
	Mellon Funding Corp.	5.000%	12/1/14	875	827
	Merrill Lynch & Co., Inc.	4.125%	9/10/09	6,075	6,022
	Merrill Lynch & Co., Inc.	5.770%	7/25/11	3,375	3,044

	Merrill Lynch & Co., Inc.	6.050%	8/15/12	10,000	8,410
	Merrill Lynch & Co., Inc.	5.450%	2/5/13	14,550	11,772
	Merrill Lynch & Co., Inc.	6.150%	4/25/13	20,200	16,576
	Merrill Lynch & Co., Inc.	5.000%	2/3/14	11,325	8,541
	Merrill Lynch & Co., Inc.	5.450%	7/15/14	2,250	1,727
	Merrill Lynch & Co., Inc.	5.000%	1/15/15	14,925	11,475
	Merrill Lynch & Co., Inc.	6.050%	5/16/16	3,925	2,384
	Merrill Lynch & Co., Inc.	5.700%	5/2/17	16,075	9,152
	Merrill Lynch & Co., Inc.	6.400%	8/28/17	13,850	9,927
	Merrill Lynch & Co., Inc.	6.875%	4/25/18	11,975	9,346
	Merrill Lynch & Co., Inc.	6.500%	7/15/18	325	229
	Merrill Lynch & Co., Inc.	6.875%	11/15/18	19	15
	Merrill Lynch & Co., Inc.	6.220%	9/15/26	14,925	8,409
	Merrill Lynch & Co., Inc.	6.110%	1/29/37	4,350	1,961
	Merrill Lynch & Co., Inc.	7.750%	5/14/38	10,560	5,987
	Morgan Stanley Dean Witter	4.000%	1/15/10	8,150	8,131
	Morgan Stanley Dean Witter	4.250%	5/15/10	11,880	11,816
5	Morgan Stanley Dean Witter	2.900%	12/1/10	10,700	11,005
	Morgan Stanley Dean Witter	5.050%	1/21/11	2,075	2,057
	Morgan Stanley Dean Witter	6.750%	4/15/11	16,265	16,352
5	Morgan Stanley Dean Witter	3.250%	12/1/11	28,350	29,409
	Morgan Stanley Dean Witter	5.625%	1/9/12	5,150	5,062
	Morgan Stanley Dean Witter	6.600%	4/1/12	11,335	11,464
5	Morgan Stanley Dean Witter	1.950%	6/20/12	37,075	37,266
	Morgan Stanley Dean Witter	5.750%	8/31/12	7,400	7,224
	Morgan Stanley Dean Witter	5.300%	3/1/13	18,000	17,241
	Morgan Stanley Dean Witter	4.750%	4/1/14	20,982	16,762
	Morgan Stanley Dean Witter	6.000%	4/28/15	2,225	2,101
	Morgan Stanley Dean Witter	5.375%	10/15/15	5,525	5,171
	Morgan Stanley Dean Witter	5.750%	10/18/16	14,500	13,174
	Morgan Stanley Dean Witter	5.450%	1/9/17	8,700	7,724
	Morgan Stanley Dean Witter	5.550%	4/27/17	2,875	2,551
	Morgan Stanley Dean Witter	5.950%	12/28/17	16,050	14,483
	Morgan Stanley Dean Witter	6.625%	4/1/18	16,125	15,385
	Morgan Stanley Dean Witter	6.250%	8/9/26	14,525	12,266
	Morgan Stanley Dean Witter	7.250%	4/1/32	9,815	9,230
	National City Bank	6.250%	3/15/11	475	462
	National City Bank	4.625%	5/1/13	2,500	2,224
	National City Corp.	4.900%	1/15/15	1,100	967
	National City Corp.	6.875%	5/15/19	650	551
2	National City Preferred Capital Trust I	12.000%	12/31/49	5,450	3,706
4	Nationwide Building Society	5.500%	7/18/12	19,400	18,421
	North Fork Bancorp., Inc.	5.875%	8/15/12	150	134
4	Northern Rock PLC	5.625%	6/22/17	37,275	34,259
	Northern Trust Co.	5.500%	8/15/13	1,250	1,301
	Northern Trust Co.	6.500%	8/15/18	1,075	1,104
	Paribas NY	6.950%	7/22/13	900	927
	PNC Bank NA	4.875%	9/21/17	7,650	6,528
	PNC Bank NA	6.000%	12/7/17	1,100	1,014
	PNC Bank NA	6.875%	4/1/18	175	170
	PNC Funding Corp.	5.125%	12/14/10	4,475	4,478
	PNC Funding Corp.	5.250%	11/15/15	8,050	7,260
	PNC Funding Corp.	5.625%	2/1/17	875	789
5	Regions Bank	2.750%	12/10/10	3,900	4,000
	Regions Bank	7.500%	5/15/18	1,075	929

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

	Regions Financial Corp.	4.375%	12/1/10	800	765
	Regions Financial Corp.	6.375%	5/15/12	12,450	11,424
	Regions Financial Corp.	7.375%	12/10/37	3,900	2,717
2	Regions Financial Corp.	6.625%	5/15/47	4,025	1,210
	Royal Bank of Canada	4.125%	1/26/10	3,600	3,652
	Royal Bank of Scotland Group PLC	6.375%	2/1/11	1,350	1,218
	Royal Bank of Scotland Group PLC	5.000%	11/12/13	10,275	6,584
	Royal Bank of Scotland Group PLC	5.050%	1/8/15	6,425	4,379
	Santander Central Hispano Issuances Ltd.	7.625%	9/14/10	9,075	9,168
	Santander Financial Issuances	6.375%	2/15/11	2,150	2,070
	Sanwa Bank Ltd.	7.400%	6/15/11	9,050	8,894
	Southtrust Corp.	5.800%	6/15/14	2,450	2,200
	Sovereign Bancorp, Inc.	4.800%	9/1/10	6,475	6,348
	Sovereign Bancorp, Inc.	8.750%	5/30/18	1,325	1,067
	Sovereign Bank	5.125%	3/15/13	2,275	1,926
2,4	Standard Chartered PLC	6.409%	12/31/49	5,525	2,541
	State Street Bank & Trust	5.300%	1/15/16	2,675	2,407
5	State Street Corp.	2.150%	4/30/12	11,150	11,241
	Sumitomo Mitsui Banking Corp.	8.000%	6/15/12	12,600	12,995
	SunTrust Banks, Inc.	6.375%	4/1/11	6,655	6,599
	SunTrust Banks, Inc.	5.250%	11/5/12	6,350	6,255
	SunTrust Banks, Inc.	5.000%	9/1/15	250	219
	SunTrust Banks, Inc.	6.000%	9/11/17	2,875	2,649
	SunTrust Banks, Inc.	5.450%	12/1/17	400	361
	SunTrust Banks, Inc.	7.250%	3/15/18	875	856
	SunTrust Banks, Inc.	6.000%	2/15/26	3,075	2,281
	SunTrust Capital VIII	6.100%	12/15/36	2,785	1,431
2	SunTrust Preferred Capital I	5.853%	12/31/49	2,250	529
	Swiss Bank Corp.	7.000%	10/15/15	2,200	1,985
	Swiss Bank Corp.	7.375%	6/15/17	3,225	2,879
	Synovus Financial Corp.	4.875%	2/15/13	800	675
	Synovus Financial Corp.	5.125%	6/15/17	3,875	2,749
	UBS AG	5.875%	7/15/16	2,175	1,664
	UBS AG	5.875%	12/20/17	27,059	22,995
	UBS AG	5.750%	4/25/18	10,200	8,548
	UFJ Finance Aruba AEC	6.750%	7/15/13	21,325	22,208
	Union Bank of California NA	5.950%	5/11/16	3,650	3,243
	Union Planters Corp.	7.750%	3/1/11	5,850	5,302
	UnionBanCal Corp.	5.250%	12/16/13	2,055	1,925
	US Bank NA	6.375%	8/1/11	5,500	5,772
	US Bank NA	6.300%	2/4/14	7,875	8,170
	US Bank NA	4.950%	10/30/14	8,000	7,773
2	USB Capital IX	6.189%	4/15/49	7,815	3,048
	Wachovia Bank NA	7.800%	8/18/10	10,055	9,910
	Wachovia Bank NA	4.800%	11/1/14	1,400	1,168
	Wachovia Bank NA	4.875%	2/1/15	13,500	11,508
	Wachovia Bank NA	5.000%	8/15/15	885	762
	Wachovia Bank NA	6.000%	11/15/17	7,725	6,850
	Wachovia Bank NA	5.850%	2/1/37	9,900	7,067
	Wachovia Bank NA	6.600%	1/15/38	11,450	8,910
2	Wachovia Capital Trust III	5.800%	3/15/11	10,075	3,627
	Wachovia Corp.	4.375%	6/1/10	5,400	5,411
	Wachovia Corp.	5.300%	10/15/11	13,875	13,664
	Wachovia Corp.	4.875%	2/15/14	12,625	10,332

Wachovia Corp. 5.250% 8/1/14 895 747

	Wachovia Corp.	5.625%	10/15/16	3,850	3,019
	Wachovia Corp.	5.750%	6/15/17	24,425	22,355
	Wachovia Corp.	5.750%	2/1/18	1,325	1,190
	Wachovia Corp.	6.605%	10/1/25	175	143
4	Wachovia Corp.	8.000%	12/15/26	3,975	2,504
	Wachovia Corp.	7.500%	4/15/35	875	693
	Wachovia Corp.	5.500%	8/1/35	2,850	1,759
	Wachovia Corp.	6.550%	10/15/35	575	417
	Wells Fargo & Co.	4.875%	1/12/11	10,725	10,688
	Wells Fargo & Co.	6.375%	8/1/11	1,575	1,546
	Wells Fargo & Co.	5.300%	8/26/11	7,175	7,139
5	Wells Fargo & Co.	3.000%	12/9/11	14,975	15,457
5	Wells Fargo & Co.	2.125%	6/15/12	10,950	11,036
	Wells Fargo & Co.	5.125%	9/1/12	3,150	2,994
	Wells Fargo & Co.	5.250%	10/23/12	15,525	15,043
	Wells Fargo & Co.	4.375%	1/31/13	7,175	6,757
	Wells Fargo & Co.	4.950%	10/16/13	3,725	3,426
	Wells Fargo & Co.	5.000%	11/15/14	1,775	1,494
	Wells Fargo & Co.	5.625%	12/11/17	31,050	28,357
	Wells Fargo & Co.	5.375%	2/7/35	4,350	3,276
	Wells Fargo Bank NA	6.450%	2/1/11	12,325	12,177
	Wells Fargo Bank NA	4.750%	2/9/15	10,300	9,121
	Wells Fargo Bank NA	5.750%	5/16/16	6,225	5,405
	Wells Fargo Bank NA	5.950%	8/26/36	10,025	8,216
	Wells Fargo Capital X	5.950%	12/15/36	2,450	1,589
2	Wells Fargo Capital XIII	7.700%	12/29/49	6,250	3,000
2	Wells Fargo Capital XV	9.750%	12/29/49	4,650	3,441
	Wells Fargo Financial	5.500%	8/1/12	3,125	3,021
	Zions Bancorp.	5.500%	11/16/15	5,475	3,563
	Brokerage (0.1%)
	Ameriprise Financial Inc.	5.350%	11/15/10	4,625	4,310
	Ameriprise Financial Inc.	5.650%	11/15/15	3,875	3,228
2	Ameriprise Financial Inc.	7.518%	6/1/66	925	502
	BlackRock, Inc.	6.250%	9/15/17	3,150	3,063
4	Fidelity Investments	7.490%	6/15/19	800	776
	Jefferies Group Inc.	6.450%	6/8/27	13,025	7,300
	Jefferies Group Inc.	6.250%	1/15/36	6,625	3,558
	Lazard Group	6.850%	6/15/17	6,075	4,701
2	Schwab Capital Trust I	7.500%	11/15/37	1,725	1,135
	Finance Companies (1.1%)
	American General Finance Corp.	3.875%	10/1/09	3,150	2,205
	American General Finance Corp.	4.875%	5/15/10	3,950	1,936
	American General Finance Corp.	5.625%	8/17/11	5,950	2,440
	American General Finance Corp.	4.875%	7/15/12	1,325	537
	American General Finance Corp.	5.375%	10/1/12	800	320
	American General Finance Corp.	5.850%	6/1/13	15,495	6,004
	American General Finance Corp.	5.750%	9/15/16	3,875	1,356
	American General Finance Corp.	6.900%	12/15/17	10,750	3,951
	Block Financial LLC	7.875%	1/15/13	1,575	1,566
	CIT Group Funding Co. of Canada	4.650%	7/1/10	5,875	4,781
	CIT Group Funding Co. of Canada	5.600%	11/2/11	1,150	865
	CIT Group Funding Co. of Canada	5.200%	6/1/15	6,675	4,005
	CIT Group, Inc.	5.200%	11/3/10	3,350	2,680

	CIT Group, Inc.	4.750%	12/15/10	2,800	2,240
	CIT Group, Inc.	5.800%	7/28/11	2,850	1,931
	CIT Group, Inc.	7.625%	11/30/12	3,650	2,715
	CIT Group, Inc.	5.400%	3/7/13	5,875	3,532
	CIT Group, Inc.	5.125%	9/30/14	3,175	1,826
	CIT Group, Inc.	5.000%	2/1/15	3,225	1,838
	CIT Group, Inc.	5.400%	1/30/16	2,125	1,275
	CIT Group, Inc.	5.850%	9/15/16	5,075	2,848
	CIT Group, Inc.	5.650%	2/13/17	5,425	3,147
	CIT Group, Inc.	6.000%	4/1/36	2,025	919
	Discover Financial Services	6.450%	6/12/17	925	700
	General Electric Capital Corp.	8.300%	9/20/09	175	178
	General Electric Capital Corp.	4.250%	9/13/10	4,100	4,092
	General Electric Capital Corp.	4.875%	10/21/10	8,925	8,958
	General Electric Capital Corp.	5.000%	12/1/10	2,125	2,134
5	General Electric Capital Corp.	1.625%	1/7/11	23,975	24,074
	General Electric Capital Corp.	6.125%	2/22/11	9,830	10,013
5	General Electric Capital Corp.	1.800%	3/11/11	23,825	23,967
	General Electric Capital Corp.	5.500%	4/28/11	8,950	9,050
5	General Electric Capital Corp.	3.000%	12/9/11	16,275	16,751
	General Electric Capital Corp.	5.875%	2/15/12	14,715	14,742
	General Electric Capital Corp.	4.375%	3/3/12	8,775	8,470
5	General Electric Capital Corp.	2.250%	3/12/12	14,900	15,052
	General Electric Capital Corp.	5.000%	4/10/12	150	146
5	General Electric Capital Corp.	2.200%	6/8/12	31,300	31,576
	General Electric Capital Corp.	6.000%	6/15/12	21,425	21,329
	General Electric Capital Corp.	5.250%	10/19/12	45,200	43,529
	General Electric Capital Corp.	5.450%	1/15/13	8,150	7,875
	General Electric Capital Corp.	4.800%	5/1/13	13,950	13,128
	General Electric Capital Corp.	5.500%	6/4/14	12,250	11,674
	General Electric Capital Corp.	5.650%	6/9/14	7,200	6,874
	General Electric Capital Corp.	5.375%	10/20/16	3,500	3,099
	General Electric Capital Corp.	5.400%	2/15/17	19,125	16,893
	General Electric Capital Corp.	5.625%	9/15/17	6,600	5,749
	General Electric Capital Corp.	5.625%	5/1/18	27,425	23,786
	General Electric Capital Corp.	6.750%	3/15/32	30,260	24,481
	General Electric Capital Corp.	6.150%	8/7/37	9,250	6,892
	General Electric Capital Corp.	5.875%	1/14/38	34,250	24,266
	General Electric Capital Corp.	6.875%	1/10/39	28,750	23,034
2	General Electric Capital Corp.	6.375%	11/15/67	10,650	5,541
2	HSBC Finance Capital Trust IX	5.911%	11/30/35	2,075	415
	HSBC Finance Corp.	4.625%	9/15/10	19,125	17,470
	HSBC Finance Corp.	5.250%	1/14/11	12,050	10,476
	HSBC Finance Corp.	5.700%	6/1/11	16,350	13,949
	HSBC Finance Corp.	6.375%	10/15/11	2,525	2,183
	HSBC Finance Corp.	7.000%	5/15/12	8,150	6,597
	HSBC Finance Corp.	5.900%	6/19/12	2,800	2,275
	HSBC Finance Corp.	6.375%	11/27/12	21,715	17,471
	HSBC Finance Corp.	4.750%	7/15/13	1,425	1,073
	HSBC Finance Corp.	5.250%	1/15/14	6,850	5,538
	HSBC Finance Corp.	5.000%	6/30/15	26,075	19,446
	HSBC Finance Corp.	5.500%	1/19/16	1,425	1,052
	International Lease Finance Corp.	5.125%	11/1/10	1,425	983
	International Lease Finance Corp.	4.950%	2/1/11	10,400	6,656
	International Lease Finance Corp.	5.450%	3/24/11	4,875	3,193

	International Lease Finance Corp.	5.750%	6/15/11	10,575	7,032
	International Lease Finance Corp.	5.300%	5/1/12	4,700	2,585
	International Lease Finance Corp.	5.000%	9/15/12	7,350	4,006
	International Lease Finance Corp.	6.375%	3/25/13	8,000	4,240
	International Lease Finance Corp.	5.625%	9/20/13	11,195	6,045
	International Lease Finance Corp.	5.650%	6/1/14	4,600	2,254
	SLM Corp.	4.500%	7/26/10	2,450	1,838
	SLM Corp.	5.400%	10/25/11	16,800	10,426
	SLM Corp.	5.375%	1/15/13	4,175	2,298
	SLM Corp.	5.000%	10/1/13	4,200	2,203
	SLM Corp.	5.050%	11/14/14	1,875	890
	SLM Corp.	8.450%	6/15/18	17,925	9,502
	SLM Corp.	5.625%	8/1/33	4,825	1,906
	Insurance (0.8%)
	ACE Capital Trust II	9.700%	4/1/30	1,675	1,308
	ACE INA Holdings, Inc.	5.600%	5/15/15	5,800	5,406
	ACE INA Holdings, Inc.	5.700%	2/15/17	2,425	2,239
	ACE INA Holdings, Inc.	5.800%	3/15/18	1,700	1,563
	AEGON Funding Corp.	5.750%	12/15/20	1,025	858
	AEGON NV	4.750%	6/1/13	1,700	1,405
	Aetna, Inc.	7.875%	3/1/11	1,275	1,324
	Aetna, Inc.	5.750%	6/15/11	1,075	1,110
	Aetna, Inc.	6.000%	6/15/16	9,975	9,729
	Aetna, Inc.	6.500%	9/15/18	1,900	1,831
	Aetna, Inc.	6.625%	6/15/36	2,800	2,345
	Aetna, Inc.	6.750%	12/15/37	225	190
	Allied World Assurance	7.500%	8/1/16	14,443	8,981
	Allstate Corp.	7.200%	12/1/09	6,840	6,945
	Allstate Corp.	6.125%	2/15/12	2,365	2,336
	Allstate Corp.	5.000%	8/15/14	2,075	1,863
	Allstate Corp.	6.125%	12/15/32	2,225	1,724
	Allstate Corp.	5.350%	6/1/33	895	614
	Allstate Corp.	5.550%	5/9/35	1,300	899
2	Allstate Corp.	6.125%	5/15/37	2,681	1,485
2	Allstate Corp.	6.500%	5/15/57	5,150	2,468
	Allstate Life Global Funding	5.375%	4/30/13	3,600	3,520
	American International Group, Inc.	4.700%	10/1/10	1,125	686
	American International Group, Inc.	5.375%	10/18/11	3,250	1,706
	American International Group, Inc.	4.950%	3/20/12	5,855	3,264
	American International Group, Inc.	4.250%	5/15/13	625	237
	American International Group, Inc.	5.050%	10/1/15	2,175	892
	American International Group, Inc.	5.600%	10/18/16	1,450	573
	American International Group, Inc.	5.450%	5/18/17	7,425	2,729
	American International Group, Inc.	5.850%	1/16/18	11,625	4,534
4	American International Group, Inc.	8.250%	8/15/18	300	129
	American International Group, Inc.	6.250%	5/1/36	8,450	2,873
	Aon Capital Trust	8.205%	1/1/27	975	686
	Arch Capital Group Ltd.	7.350%	5/1/34	2,525	1,660
	Aspen Insurance Holdings Ltd.	6.000%	8/15/14	2,575	1,872
	Assurant, Inc.	5.625%	2/15/14	3,000	2,396
	Assurant, Inc.	6.750%	2/15/34	3,250	1,979
	AXA Financial, Inc.	7.750%	8/1/10	875	858
	AXA SA	8.600%	12/15/30	7,675	5,239
	Axis Capital Holdings Ltd.	5.750%	12/1/14	2,075	1,601

	Berkshire Hathaway Finance Corp.	4.200%	12/15/10	5,325	5,455
	Berkshire Hathaway Finance Corp.	4.600%	5/15/13	8,950	9,109
	Berkshire Hathaway Finance Corp.	5.000%	8/15/13	17,250	17,777
	Berkshire Hathaway Finance Corp.	4.850%	1/15/15	3,830	3,866
	Berkshire Hathaway Finance Corp.	5.400%	5/15/18	7,775	7,824
	Berkshire Hathaway Finance Corp.	5.400%	5/15/18	2,525	2,541
	Chubb Corp.	5.200%	4/1/13	1,575	1,599
	Chubb Corp.	5.750%	5/15/18	5,875	5,780
	Chubb Corp.	6.000%	5/11/37	5,700	5,123
	Chubb Corp.	6.500%	5/15/38	1,775	1,705
2	Chubb Corp.	6.375%	3/29/67	5,525	3,136
	CIGNA Corp.	6.350%	3/15/18	1,125	964
	CIGNA Corp.	7.875%	5/15/27	975	788
	CIGNA Corp.	6.150%	11/15/36	5,525	3,881
	Cincinnati Financial Corp.	6.920%	5/15/28	450	290
	Cincinnati Financial Corp.	6.125%	11/1/34	3,350	1,855
	CNA Financial Corp.	6.000%	8/15/11	2,500	2,240
	CNA Financial Corp.	5.850%	12/15/14	3,275	2,375
	CNA Financial Corp.	6.500%	8/15/16	5,475	3,989
	Commerce Group, Inc.	5.950%	12/9/13	1,325	1,081
	Coventry Health Care Inc.	6.300%	8/15/14	3,945	2,971
	Fidelity National Financial, Inc.	7.300%	8/15/11	3,800	3,433
	Fund American Cos., Inc.	5.875%	5/15/13	1,675	1,275
	GE Global Insurance Holdings Corp.	6.450%	3/1/19	1,100	907
	GE Global Insurance Holdings Corp.	7.000%	2/15/26	3,250	2,492
	GE Global Insurance Holdings Corp.	7.750%	6/15/30	1,325	1,044
	Genworth Financial, Inc.	5.125%	3/15/11	550	390
	Genworth Financial, Inc.	5.650%	6/15/12	3,950	1,975
	Genworth Financial, Inc.	5.750%	6/15/14	825	297
	Genworth Financial, Inc.	4.950%	10/1/15	900	279
	Genworth Financial, Inc.	6.500%	6/15/34	3,125	945
	Hartford Financial Services Group, Inc.	5.250%	10/15/11	3,625	2,720
	Hartford Financial Services Group, Inc.	4.625%	7/15/13	2,375	1,527
	Hartford Financial Services Group, Inc.	5.500%	10/15/16	2,900	1,656
	Hartford Financial Services Group, Inc.	5.375%	3/15/17	2,475	1,386
	Hartford Financial Services Group, Inc.	6.000%	1/15/19	1,225	699
	Hartford Financial Services Group, Inc.	5.950%	10/15/36	3,125	1,577
2	Hartford Financial Services Group, Inc.	8.125%	6/15/38	1,675	519
	Hartford Financial Services Group, Inc.	6.100%	10/1/41	3,225	1,258
	Humana Inc.	6.450%	6/1/16	4,750	3,991
	Humana Inc.	7.200%	6/15/18	7,750	6,430
	Humana Inc.	6.300%	8/1/18	150	116
	Humana Inc.	8.150%	6/15/38	7,550	5,547
	ING Capital Funding Trust III	8.439%	12/31/10	500	145
2	ING Capital Funding Trust III	5.775%	12/8/49	9,950	2,288
	ING USA Global	4.500%	10/1/10	10,150	9,888
	Jefferson Pilot Corp.	4.750%	1/30/14	1,600	688
4	Liberty Mutual Group	4.875%	2/1/10	925	896
	Lincoln National Corp.	6.200%	12/15/11	900	436
	Lincoln National Corp.	5.650%	8/27/12	3,125	1,406
	Lincoln National Corp.	6.150%	4/7/36	5,675	2,270
2	Lincoln National Corp.	7.000%	5/17/66	1,085	250
2	Lincoln National Corp.	6.050%	4/20/67	5,575	1,171
	Loews Corp.	5.250%	3/15/16	3,200	2,907
	Loews Corp.	6.000%	2/1/35	550	404

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

	Marsh & McLennan Cos., Inc.	5.150%	9/15/10	2,450	2,401
	Marsh & McLennan Cos., Inc.	6.250%	3/15/12	4,850	4,773
	Marsh & McLennan Cos., Inc.	5.375%	7/15/14	450	406
	Marsh & McLennan Cos., Inc.	5.750%	9/15/15	6,950	6,053
	Marsh & McLennan Cos., Inc.	9.250%	4/15/19	3,000	3,092
	Marsh & McLennan Cos., Inc.	5.875%	8/1/33	300	202
	MetLife, Inc.	6.125%	12/1/11	650	643
	MetLife, Inc.	5.375%	12/15/12	5,900	5,447
	MetLife, Inc.	5.000%	11/24/13	4,025	3,543
	MetLife, Inc.	5.000%	6/15/15	2,625	2,254
	MetLife, Inc.	7.717%	2/15/19	2,100	1,890
	MetLife, Inc.	6.500%	12/15/32	2,700	1,949
	MetLife, Inc.	6.375%	6/15/34	2,250	1,645
	MetLife, Inc.	5.700%	6/15/35	775	539
	MetLife, Inc.	6.400%	12/15/36	6,615	2,646
	Nationwide Financial Services	6.750%	5/15/37	550	229
	Principal Financial Group, Inc.	6.050%	10/15/36	2,375	1,311
	Principal Life Income Funding	5.125%	3/1/11	3,275	3,152
	Principal Life Income Funding	5.300%	12/14/12	4,300	3,922
	Principal Life Income Funding	5.300%	4/24/13	5,275	4,815
	Principal Life Income Funding	5.100%	4/15/14	3,775	3,303
	Progressive Corp.	6.375%	1/15/12	1,525	1,502
	Progressive Corp.	6.625%	3/1/29	4,700	4,077
	Progressive Corp.	6.250%	12/1/32	225	185
2	Progressive Corp.	6.700%	6/15/37	6,600	3,202
	Protective Life Secured Trust	4.850%	8/16/10	1,700	1,627
	Prudential Financial, Inc.	5.100%	12/14/11	350	301
	Prudential Financial, Inc.	5.800%	6/15/12	1,875	1,515
	Prudential Financial, Inc.	5.150%	1/15/13	1,800	1,373
	Prudential Financial, Inc.	4.500%	7/15/13	6,125	4,553
	Prudential Financial, Inc.	4.750%	4/1/14	1,700	1,225
	Prudential Financial, Inc.	5.100%	9/20/14	6,775	4,857
	Prudential Financial, Inc.	5.500%	3/15/16	625	383
	Prudential Financial, Inc.	6.100%	6/15/17	975	648
	Prudential Financial, Inc.	6.000%	12/1/17	3,525	2,045
	Prudential Financial, Inc.	5.750%	7/15/33	1,375	729
	Prudential Financial, Inc.	5.400%	6/13/35	1,775	859
	Prudential Financial, Inc.	5.900%	3/17/36	3,450	1,778
	Prudential Financial, Inc.	5.700%	12/14/36	18,525	8,675
	Torchmark Corp.	6.375%	6/15/16	3,275	2,798
	Travelers Cos. Inc.	5.375%	6/15/12	200	204
	Travelers Cos. Inc.	5.750%	12/15/17	3,500	3,399
	Travelers Cos. Inc.	5.800%	5/15/18	150	147
2	Travelers Cos. Inc.	6.250%	3/15/37	2,350	1,210
	Travelers Cos. Inc.	6.250%	6/15/37	11,375	10,644
	Travelers Cos., Inc.	5.500%	12/1/15	1,275	1,255
	Travelers Cos., Inc.	6.250%	6/20/16	2,250	2,285
	Travelers Property Casualty Corp.	6.375%	3/15/33	325	299
	UnitedHealth Group, Inc.	5.250%	3/15/11	225	228
	UnitedHealth Group, Inc.	5.500%	11/15/12	9,275	9,268
	UnitedHealth Group, Inc.	4.875%	2/15/13	2,075	2,020
	UnitedHealth Group, Inc.	4.875%	4/1/13	2,100	2,021
	UnitedHealth Group, Inc.	5.000%	8/15/14	3,875	3,708
	UnitedHealth Group, Inc.	4.875%	3/15/15	1,975	1,807

UnitedHealth Group, Inc. 6.000% 6/15/17 6,975 6,450

	UnitedHealth Group, Inc.	6.000%	11/15/17	925	853
	UnitedHealth Group, Inc.	6.000%	2/15/18	25,455	24,063
	UnitedHealth Group, Inc.	5.800%	3/15/36	1,175	900
	UnitedHealth Group, Inc.	6.500%	6/15/37	1,700	1,414
	UnitedHealth Group, Inc.	6.625%	11/15/37	3,675	3,108
	UnitedHealth Group, Inc.	6.875%	2/15/38	4,350	3,930
	WellPoint Inc.	5.000%	1/15/11	4,425	4,419
	WellPoint Inc.	6.375%	1/15/12	2,965	2,993
	WellPoint Inc.	6.800%	8/1/12	2,085	2,135
	WellPoint Inc.	6.000%	2/15/14	2,600	2,605
	WellPoint Inc.	5.000%	12/15/14	2,775	2,645
	WellPoint Inc.	5.250%	1/15/16	550	505
	WellPoint Inc.	5.875%	6/15/17	4,050	3,822
	WellPoint Inc.	7.000%	2/15/19	175	175
	WellPoint Inc.	5.950%	12/15/34	5,525	4,548
	WellPoint Inc.	5.850%	1/15/36	5,235	4,237
	WellPoint Inc.	6.375%	6/15/37	1,030	893
	Willis North America Inc.	5.125%	7/15/10	875	805
	Willis North America Inc.	5.625%	7/15/15	3,600	2,565
	Willis North America Inc.	6.200%	3/28/17	2,125	1,466
	XL Capital Ltd.	5.250%	9/15/14	4,150	2,728
	XL Capital Ltd.	6.375%	11/15/24	475	250
	XL Capital Ltd.	6.250%	5/15/27	6,725	3,334
2	XL Capital Ltd.	6.500%	12/15/49	4,000	729
	Other Finance (0.0%)
	Chicago Mercantile Exchange Group Inc.	5.400%	8/1/13	7,950	8,008
	Chicago Mercantile Exchange Group Inc.	5.750%	2/15/14	3,050	3,165
	Orix Corp.	5.480%	11/22/11	4,750	3,234
	XTRA Finance Corp.	5.150%	4/1/17	12,025	12,158
	Real Estate Investment Trusts (0.3%)
	AMB Property LP	6.300%	6/1/13	3,075	2,279
	Arden Realty LP	5.250%	3/1/15	875	712
	AvalonBay Communities, Inc.	5.500%	1/15/12	1,925	1,764
	AvalonBay Communities, Inc.	6.125%	11/1/12	800	732
	AvalonBay Communities, Inc.	5.750%	9/15/16	775	636
	Boston Properties, Inc.	6.250%	1/15/13	3,840	3,267
	Boston Properties, Inc.	5.625%	4/15/15	4,100	3,164
	Brandywine Operating Partnership	5.750%	4/1/12	4,833	3,327
	Brandywine Operating Partnership	5.400%	11/1/14	950	480
	Brandywine Operating Partnership	5.700%	5/1/17	75	36
	Camden Property Trust	5.700%	5/15/17	6,025	4,590
	Colonial Realty LP	5.500%	10/1/15	4,315	2,799
	Developers Diversified Realty Corp.	5.250%	4/15/11	400	193
	Developers Diversified Realty Corp.	5.375%	10/15/12	3,625	1,575
	Duke Realty LP	5.950%	2/15/17	4,425	2,791
	ERP Operating LP	6.625%	3/15/12	3,970	3,673
	ERP Operating LP	5.500%	10/1/12	2,750	2,422
	ERP Operating LP	5.250%	9/15/14	625	493
	ERP Operating LP	5.125%	3/15/16	350	280
	ERP Operating LP	5.375%	8/1/16	2,875	2,095
	ERP Operating LP	5.750%	6/15/17	1,050	833
	HCP Inc.	6.700%	1/30/18	5,175	3,558
	Health Care Property Investors, Inc.	6.450%	6/25/12	3,750	3,153

	Health Care Property Investors, Inc.	5.650%	12/15/13	7,650	5,896
	Health Care Property Investors, Inc.	6.300%	9/15/16	2,475	1,746
	Health Care Property Investors, Inc.	6.000%	1/30/17	1,700	1,153
	Health Care Property Investors, Inc.	5.625%	5/1/17	100	65
	Health Care REIT, Inc.	6.000%	11/15/13	2,175	1,800
	Health Care REIT, Inc.	6.200%	6/1/16	8,350	6,234
	Hospitality Properties	5.125%	2/15/15	4,870	2,491
	HRPT Properties Trust	6.250%	8/15/16	1,325	760
	HRPT Properties Trust	6.250%	6/15/17	4,800	2,697
	Kimco Realty Corp.	5.783%	3/15/16	1,025	674
	Liberty Property LP	5.125%	3/2/15	7,525	5,195
	Liberty Property LP	5.500%	12/15/16	1,900	1,231
	National Retail Properties	6.875%	10/15/17	10,800	7,204
	Nationwide Health Properties, Inc.	6.250%	2/1/13	3,850	3,201
	ProLogis	5.500%	3/1/13	2,050	1,212
	ProLogis	5.625%	11/15/15	2,775	1,443
	ProLogis	5.750%	4/1/16	2,500	1,294
	ProLogis	5.625%	11/15/16	3,075	1,541
	Realty Income Corp.	6.750%	8/15/19	5,450	3,720
	Regency Centers LP	6.750%	1/15/12	5,650	4,758
	Regency Centers LP	5.250%	8/1/15	2,175	1,486
	Simon Property Group Inc.	4.875%	8/15/10	6,150	5,830
	Simon Property Group Inc.	5.600%	9/1/11	2,525	2,286
	Simon Property Group Inc.	5.000%	3/1/12	3,125	2,690
	Simon Property Group Inc.	6.350%	8/28/12	55	47
	Simon Property Group Inc.	5.300%	5/30/13	2,100	1,733
	Simon Property Group Inc.	5.625%	8/15/14	150	120
	Simon Property Group Inc.	5.750%	12/1/15	15,175	12,039
	Simon Property Group Inc.	5.250%	12/1/16	8,600	6,551
	Simon Property Group Inc.	5.875%	3/1/17	2,825	2,200
	Simon Property Group Inc.	6.125%	5/30/18	4,100	3,259
	Tanger Factory Outlet Centers, Inc.	6.150%	11/15/15	3,300	2,353
	Vornado Realty	5.600%	2/15/11	3,150	2,953
					3,967,425
Industrial (9.5%)
	Basic Industry (0.7%)
	Agrium Inc.	6.750%	1/15/19	12,900	12,024
	Alcan, Inc.	6.450%	3/15/11	750	732
	Alcan, Inc.	4.875%	9/15/12	850	756
	Alcan, Inc.	4.500%	5/15/13	5,650	4,750
	Alcan, Inc.	5.200%	1/15/14	675	573
	Alcan, Inc.	5.000%	6/1/15	850	669
	Alcan, Inc.	6.125%	12/15/33	6,875	4,880
	Alcoa, Inc.	6.000%	1/15/12	3,275	2,849
	Alcoa, Inc.	5.375%	1/15/13	4,010	3,039
	Alcoa, Inc.	6.000%	7/15/13	10,975	8,754
	Alcoa, Inc.	6.750%	7/15/18	200	135
	Alcoa, Inc.	5.720%	2/23/19	4,498	2,742
	Alcoa, Inc.	5.870%	2/23/22	1,252	759
	Alcoa, Inc.	5.900%	2/1/27	4,825	2,744
	Aluminum Co. of America	6.750%	1/15/28	550	311
	ArcelorMittal	5.375%	6/1/13	10,700	8,376
	ArcelorMittal	6.125%	6/1/18	8,925	6,438
	Barrick Gold Finance Inc.	6.125%	9/15/13	7,550	7,652
	Barrick Gold Finance Inc.	4.875%	11/15/14	2,600	2,441

	Barrick North America Finance LLC	6.800%	9/15/18	5,100	5,023
	Barrick North America Finance LLC	7.500%	9/15/38	6,175	5,892
	BHP Billiton Finance USA Ltd.	5.125%	3/29/12	3,350	3,395
	BHP Billiton Finance USA Ltd.	5.500%	4/1/14	100	101
	BHP Billiton Finance USA Ltd.	5.400%	3/29/17	740	718
	BHP Billiton Finance USA Ltd.	6.500%	4/1/19	15,225	15,447
	BHP Finance USA Ltd.	4.800%	4/15/13	7,090	7,096
	BHP Finance USA Ltd.	5.250%	12/15/15	4,000	3,901
	Celulosa Arauco Constitution SA	8.625%	8/15/10	6,125	6,309
	Celulosa Arauco Constitution SA	5.125%	7/9/13	1,175	1,129
	Celulosa Arauco Constitution SA	5.625%	4/20/15	2,100	2,021
	Commercial Metals Co.	6.500%	7/15/17	2,125	1,559
	Commercial Metals Co.	7.350%	8/15/18	5,375	4,094
	Dow Chemical Co.	6.125%	2/1/11	9,750	9,077
	Dow Chemical Co.	6.000%	10/1/12	1,630	1,403
	Dow Chemical Co.	5.700%	5/15/18	8,015	5,668
	Dow Chemical Co.	7.375%	11/1/29	3,050	1,955
	E.I. du Pont de Nemours & Co.	4.125%	4/30/10	4,200	4,324
	E.I. du Pont de Nemours & Co.	4.750%	11/15/12	2,895	2,967
	E.I. du Pont de Nemours & Co.	5.000%	1/15/13	13,650	14,125
	E.I. du Pont de Nemours & Co.	4.125%	3/6/13	250	251
	E.I. du Pont de Nemours & Co.	5.000%	7/15/13	6,150	6,378
	E.I. du Pont de Nemours & Co.	5.875%	1/15/14	8,900	9,401
	E.I. du Pont de Nemours & Co.	5.250%	12/15/16	600	579
	E.I. du Pont de Nemours & Co.	6.000%	7/15/18	10,275	10,360
	E.I. du Pont de Nemours & Co.	6.500%	1/15/28	1,625	1,539
	Eastman Chemical Co.	7.250%	1/15/24	575	489
	Eastman Chemical Co.	7.600%	2/1/27	2,038	1,760
	Falconbridge Ltd.	7.350%	6/5/12	950	814
	Falconbridge Ltd.	5.375%	6/1/15	350	248
	Freeport-McMoRan Copper & Gold Inc.	8.250%	4/1/15	8,850	8,430
	Freeport-McMoRan Copper & Gold Inc.	8.375%	4/1/17	18,150	16,834
	ICI Wilmington	5.625%	12/1/13	700	668
	Inco Ltd.	7.750%	5/15/12	60	63
	Inco Ltd.	5.700%	10/15/15	3,350	2,948
	Inco Ltd.	7.200%	9/15/32	1,175	917
	International Paper Co.	4.000%	4/1/10	400	378
	International Paper Co.	5.850%	10/30/12	2,268	1,883
	International Paper Co.	5.300%	4/1/15	4,375	3,157
	International Paper Co.	7.950%	6/15/18	11,675	8,919
	Lubrizol Corp.	5.500%	10/1/14	7,550	6,976
	Lubrizol Corp.	6.500%	10/1/34	3,785	2,797
	Monsanto Co.	7.375%	8/15/12	825	925
	Monsanto Co.	5.125%	4/15/18	3,100	3,110
4	Mosaic Co.	7.375%	12/1/14	5,325	5,152
	Newmont Mining	5.875%	4/1/35	2,500	1,898
	Noranda, Inc.	7.250%	7/15/12	2,900	2,445
	Noranda, Inc.	6.000%	10/15/15	1,125	843
	Noranda, Inc.	5.500%	6/15/17	5,175	3,536
	Nucor Corp.	5.000%	12/1/12	800	826
	Nucor Corp.	5.000%	6/1/13	200	206
	Nucor Corp.	5.750%	12/1/17	1,000	1,013
	Nucor Corp.	5.850%	6/1/18	4,475	4,522
	Nucor Corp.	6.400%	12/1/37	3,350	3,173
	Placer Dome, Inc.	6.450%	10/15/35	1,750	1,406

	Plum Creek Timber Co.	5.875%	11/15/15	3,325	2,717
	Potash Corp. of Saskatchewan	7.750%	5/31/11	8,100	8,701
	Potash Corp. of Saskatchewan	4.875%	3/1/13	3,950	3,848
	Potash Corp. of Saskatchewan	5.875%	12/1/36	775	699
	PPG Industries, Inc.	5.750%	3/15/13	3,850	3,884
	PPG Industries, Inc.	6.650%	3/15/18	3,400	3,293
	Praxair, Inc.	6.375%	4/1/12	1,725	1,842
	Praxair, Inc.	3.950%	6/1/13	775	779
	Praxair, Inc.	4.375%	3/31/14	2,400	2,408
	Praxair, Inc.	5.250%	11/15/14	5,625	6,034
	Praxair, Inc.	4.625%	3/30/15	325	319
	Praxair, Inc.	5.200%	3/15/17	1,075	1,015
	Reliance Steel & Aluminum	6.200%	11/15/16	250	183
	Reliance Steel & Aluminum	6.850%	11/15/36	550	326
	Rio Tinto Finance USA Ltd.	5.875%	7/15/13	12,710	11,398
	Rio Tinto Finance USA Ltd.	6.500%	7/15/18	9,125	7,988
	Rio Tinto Finance USA Ltd.	7.125%	7/15/28	4,275	3,512
	Rohm & Haas Co.	5.600%	3/15/13	150	141
	Rohm & Haas Co.	6.000%	9/15/17	8,475	7,045
2	Rohm & Haas Co.	9.800%	4/15/20	1,757	1,802
	Rohm & Haas Co.	7.850%	7/15/29	1,900	1,363
	Southern Copper Corp.	7.500%	7/27/35	7,825	5,595
	US Steel Corp.	6.050%	6/1/17	3,725	2,233
	US Steel Corp.	7.000%	2/1/18	2,275	1,483
	US Steel Corp.	6.650%	6/1/37	175	102
	Vale Overseas Ltd.	6.250%	1/11/16	2,000	1,980
	Vale Overseas Ltd.	6.250%	1/23/17	4,350	4,296
	Vale Overseas Ltd.	8.250%	1/17/34	2,300	2,276
	Vale Overseas Ltd.	6.875%	11/21/36	12,662	10,867
	Weyerhaeuser Co.	7.375%	3/15/32	6,855	4,659
	Capital Goods (1.0%)
	3M Co.	5.125%	11/6/09	1,325	1,355
	3M Co.	5.700%	3/15/37	2,225	2,284
	Allied Waste North America Inc.	7.875%	4/15/13	3,500	3,491
	Allied Waste North America Inc.	7.125%	5/15/16	1,175	1,090
2,4	BAE Systems Asset Trust	7.156%	12/15/11	1,363	1,395
4	BAE Systems Holdings Inc.	5.200%	8/15/15	600	554
	Bemis Co. Inc.	4.875%	4/1/12	1,175	1,087
	Black & Decker Corp.	7.125%	6/1/11	400	405
	Black & Decker Corp.	5.750%	11/15/16	2,325	2,051
	Boeing Capital Corp.	7.375%	9/27/10	2,525	2,692
	Boeing Capital Corp.	6.500%	2/15/12	11,900	12,637
	Boeing Capital Corp.	5.800%	1/15/13	5,065	5,312
	Boeing Co.	5.000%	3/15/14	5,075	5,225
	Boeing Co.	6.000%	3/15/19	1,300	1,331
	Boeing Co.	8.750%	8/15/21	800	957
	Boeing Co.	7.250%	6/15/25	1,750	1,798
	Boeing Co.	8.750%	9/15/31	775	911
	Boeing Co.	6.125%	2/15/33	750	702
	Boeing Co.	6.625%	2/15/38	1,820	1,777
	Boeing Co.	6.875%	3/15/39	3,475	3,459
	Caterpillar Financial Services Corp.	4.150%	1/15/10	7,800	7,899
	Caterpillar Financial Services Corp.	4.300%	6/1/10	5,950	6,010
	Caterpillar Financial Services Corp.	5.125%	10/12/11	600	608

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

	Caterpillar Financial Services Corp.	4.850%	12/7/12	300	296
	Caterpillar Financial Services Corp.	4.250%	2/8/13	3,675	3,529
	Caterpillar Financial Services Corp.	6.125%	2/17/14	16,200	15,702
	Caterpillar Financial Services Corp.	4.750%	2/17/15	4,500	4,087
	Caterpillar Financial Services Corp.	4.625%	6/1/15	2,500	2,246
	Caterpillar Financial Services Corp.	7.150%	2/15/19	7,950	7,325
	Caterpillar, Inc.	7.000%	12/15/13	1,575	1,665
	Caterpillar, Inc.	6.625%	7/15/28	650	614
	Caterpillar, Inc.	7.300%	5/1/31	600	602
	Caterpillar, Inc.	6.050%	8/15/36	17,625	14,648
	Caterpillar, Inc.	8.250%	12/15/38	800	875
	Caterpillar, Inc.	6.950%	5/1/42	950	880
	Caterpillar, Inc.	7.375%	3/1/97	4,775	4,508
	Cooper Industries, Inc.	5.250%	11/15/12	3,475	3,579
	Cooper Industries, Inc.	5.450%	4/1/15	1,925	1,846
	CRH America Inc.	5.625%	9/30/11	3,425	2,993
	CRH America Inc.	6.950%	3/15/12	4,835	4,168
	CRH America Inc.	5.300%	10/15/13	675	513
	CRH America Inc.	6.000%	9/30/16	12,000	8,633
	CRH America Inc.	8.125%	7/15/18	11,750	9,249
	CRH America Inc.	6.400%	10/15/33	1,695	911
	Danaher Corp.	5.625%	1/15/18	2,225	2,278
	Danaher Corp.	5.400%	3/1/19	1,700	1,709
	Deere & Co.	6.950%	4/25/14	5,120	5,574
	Deere & Co.	8.100%	5/15/30	2,905	3,182
	Deere & Co.	7.125%	3/3/31	625	636
	Dover Corp.	5.450%	3/15/18	6,300	6,397
	Dover Corp.	5.375%	10/15/35	550	492
	Dover Corp.	6.600%	3/15/38	2,550	2,671
	Eaton Corp.	4.900%	5/15/13	4,250	4,127
	Eaton Corp.	5.600%	5/15/18	2,075	1,924
	Embraer Overseas Ltd.	6.375%	1/24/17	4,500	3,645
	Emerson Electric Co.	7.125%	8/15/10	2,850	3,028
	Emerson Electric Co.	4.625%	10/15/12	6,625	6,871
	Emerson Electric Co.	4.500%	5/1/13	3,850	3,958
	Emerson Electric Co.	5.250%	10/15/18	6,225	6,422
	Emerson Electric Co.	4.875%	10/15/19	1,300	1,315
	General Dynamics Corp.	4.500%	8/15/10	25	26
	General Dynamics Corp.	4.250%	5/15/13	6,715	6,920
	General Dynamics Corp.	5.250%	2/1/14	6,950	7,406
	General Electric Co.	5.000%	2/1/13	28,015	28,112
	General Electric Co.	5.250%	12/6/17	10,925	10,179
	Harsco Corp.	5.750%	5/15/18	4,750	4,625
	Honeywell International, Inc.	6.125%	11/1/11	2,500	2,715
	Honeywell International, Inc.	5.625%	8/1/12	3,250	3,502
	Honeywell International, Inc.	4.250%	3/1/13	1,075	1,106
	Honeywell International, Inc.	5.400%	3/15/16	1,650	1,700
	Honeywell International, Inc.	5.300%	3/15/17	5,100	5,206
	Honeywell International, Inc.	5.300%	3/1/18	600	614
	Honeywell International, Inc.	5.000%	2/15/19	1,500	1,496
	Honeywell International, Inc.	5.700%	3/15/36	1,975	1,893
4	Illinois Tool Works, Inc.	5.150%	4/1/14	4,500	4,530
4	Illinois Tool Works, Inc.	6.250%	4/1/19	5,225	5,251
	Ingersoll-Rand GL Holding Company	6.000%	8/15/13	3,950	3,847

Ingersoll-Rand GL Holding Company 9.500% 4/15/14 325 325

Ingersoll-Rand GL Holding Company	6.875%	8/15/18	5,625	5,219
John Deere Capital Corp	4.950%	12/17/12	3,400	3,444
John Deere Capital Corp.	5.400%	10/17/11	4,400	4,566
John Deere Capital Corp.	5.350%	1/17/12	3,450	3,509
John Deere Capital Corp.	7.000%	3/15/12	14,570	15,606
John Deere Capital Corp.	5.250%	10/1/12	300	304
John Deere Capital Corp.	4.900%	9/9/13	18,125	18,021
John Deere Capital Corp.	5.750%	9/10/18	4,575	4,439
Joy Global, Inc.	6.000%	11/15/16	1,750	1,458
Lafarge SA	6.150%	7/15/11	825	746
Lafarge SA	6.500%	7/15/16	6,225	4,483
Lafarge SA	7.125%	7/15/36	13,775	7,863
Lockheed Martin Corp.	4.121%	3/14/13	2,250	2,305
Lockheed Martin Corp.	7.650%	5/1/16	4,175	4,846
Lockheed Martin Corp.	7.750%	5/1/26	500	583
Lockheed Martin Corp.	6.150%	9/1/36	9,325	9,559
Martin Marietta Material	6.600%	4/15/18	5,075	4,277
Minnesota Mining & Manufacturing Corp.	6.375%	2/15/28	3,375	3,599
Northrop Grumman Corp.	7.125%	2/15/11	8,375	8,957
Northrop Grumman Corp.	7.750%	3/1/16	600	694
Northrop Grumman Corp.	7.875%	3/1/26	2,075	2,445
Parker-Hannifin Corp.	5.500%	5/15/18	1,275	1,268
Parker-Hannifin Corp.	6.250%	5/15/38	1,525	1,380
Raytheon Co.	4.850%	1/15/11	150	155
Raytheon Co.	5.500%	11/15/12	2,075	2,179
Raytheon Co.	6.400%	12/15/18	400	438
Raytheon Co.	7.200%	8/15/27	3,600	4,028
Republic Services, Inc.	6.750%	8/15/11	1,450	1,458
Republic Services, Inc.	6.086%	3/15/35	2,225	1,551
Rockwell Automation	5.650%	12/1/17	1,025	1,037
Rockwell Automation	6.700%	1/15/28	950	992
Rockwell Automation	6.250%	12/1/37	3,650	3,568
Roper Industries Inc.	6.625%	8/15/13	8,900	8,992
Textron Financial Corp.	5.125%	11/1/10	6,125	4,112
Textron Financial Corp.	5.400%	4/28/13	4,680	2,823
Textron, Inc.	6.500%	6/1/12	6,325	4,391
Textron, Inc.	5.600%	12/1/17	975	565
TRW, Inc.	7.750%	6/1/29	4,175	4,457
Tyco International Group SA	6.750%	2/15/11	7,750	7,814
Tyco International Group SA	6.375%	10/15/11	9,975	10,016
Tyco International Group SA	6.000%	11/15/13	4,575	4,295
Tyco International Group SA	7.000%	12/15/19	1,825	1,580
United Technologies Corp.	4.375%	5/1/10	950	976
United Technologies Corp.	7.125%	11/15/10	150	161
United Technologies Corp.	6.350%	3/1/11	6,375	6,830
United Technologies Corp.	5.375%	12/15/17	11,875	12,243
United Technologies Corp.	8.875%	11/15/19	2,425	3,003
United Technologies Corp.	6.700%	8/1/28	1,317	1,381
United Technologies Corp.	7.500%	9/15/29	2,175	2,483
United Technologies Corp.	5.400%	5/1/35	6,150	5,619
United Technologies Corp.	6.050%	6/1/36	5,575	5,565
United Technologies Corp.	6.125%	7/15/38	2,125	2,172
Vulcan Materials Co.	6.300%	6/15/13	2,475	2,421
Vulcan Materials Co.	7.000%	6/15/18	4,375	3,915
Waste Management, Inc.	7.375%	8/1/10	675	699

Waste Management, Inc.	6.375%	11/15/12	600	608
Waste Management, Inc.	5.000%	3/15/14	400	386
Waste Management, Inc.	6.375%	3/11/15	3,250	3,230
Waste Management, Inc.	7.375%	3/11/19	2,025	2,074
Waste Management, Inc.	7.750%	5/15/32	425	413
WMX Technologies Inc.	7.100%	8/1/26	1,050	952
Communication (2.1%)
Alltel Corp.	7.875%	7/1/32	2,475	2,545
America Movil SA de C.V.	5.500%	3/1/14	2,050	1,950
America Movil SA de C.V.	5.750%	1/15/15	2,100	1,998
America Movil SA de C.V.	6.375%	3/1/35	7,900	6,346
America Movil SA de C.V.	6.125%	11/15/37	3,975	3,051
AT&T Inc.	5.300%	11/15/10	3,600	3,714
AT&T Inc.	6.250%	3/15/11	11,715	12,250
AT&T Inc.	7.300%	11/15/11	4,900	5,312
AT&T Inc.	5.875%	2/1/12	5,255	5,511
AT&T Inc.	5.875%	8/15/12	4,345	4,594
AT&T Inc.	4.950%	1/15/13	16,975	17,234
AT&T Inc.	6.700%	11/15/13	1,125	1,206
AT&T Inc.	4.850%	2/15/14	5,700	5,765
AT&T Inc.	5.100%	9/15/14	9,000	8,976
AT&T Inc.	5.625%	6/15/16	33,000	32,507
AT&T Inc.	5.500%	2/1/18	3,815	3,703
AT&T Inc.	5.600%	5/15/18	3,950	3,826
AT&T Inc.	5.800%	2/15/19	11,975	11,640
AT&T Inc.	8.000%	11/15/31	18,580	20,154
AT&T Inc.	6.450%	6/15/34	5,200	4,736
AT&T Inc.	6.500%	9/1/37	16,500	14,814
AT&T Inc.	6.300%	1/15/38	10,625	9,339
AT&T Inc.	6.550%	2/15/39	8,975	8,147
AT&T Wireless	7.875%	3/1/11	11,925	12,612
AT&T Wireless	8.125%	5/1/12	11,105	12,187
AT&T Wireless	8.750%	3/1/31	3,805	4,151
BellSouth Capital Funding Corp.	7.875%	2/15/30	10,100	10,215
BellSouth Corp.	5.200%	9/15/14	1,625	1,638
BellSouth Corp.	5.200%	12/15/16	5,625	5,509
BellSouth Corp.	6.875%	10/15/31	4,900	4,717
BellSouth Corp.	6.550%	6/15/34	5,325	4,832
BellSouth Corp.	6.000%	11/15/34	2,985	2,637
BellSouth Telecommunications Inc.	6.375%	6/1/28	6,565	5,830
British Telecommunications PLC	8.625%	12/15/10	6,835	7,118
British Telecommunications PLC	5.150%	1/15/13	1,575	1,464
British Telecommunications PLC	5.950%	1/15/18	5,525	4,435
British Telecommunications PLC	9.125%	12/15/30	10,285	9,396
CBS Corp.	7.700%	7/30/10	4,225	4,227
CBS Corp.	6.625%	5/15/11	2,610	2,505
CBS Corp.	5.625%	8/15/12	2,850	2,439
CBS Corp.	4.625%	5/15/18	400	255
CBS Corp.	7.875%	7/30/30	475	296
CBS Corp.	5.500%	5/15/33	575	306
CenturyTel Enterprises	6.875%	1/15/28	725	528
CenturyTel, Inc.	7.875%	8/15/12	1,850	1,855
CenturyTel, Inc.	6.000%	4/1/17	325	276
Cingular Wireless LLC	6.500%	12/15/11	2,225	2,346

	Cingular Wireless LLC	7.125%	12/15/31	9,620	9,216
	Comcast Cable Communications Holdings Inc.	8.375%	3/15/13	5,460	5,871
	Comcast Cable Communications Holdings Inc.	9.455%	11/15/22	6,961	7,741
	Comcast Cable Communications, Inc.	6.750%	1/30/11	12,365	12,845
	Comcast Cable Communications, Inc.	8.875%	5/1/17	2,200	2,432
	Comcast Corp.	5.500%	3/15/11	1,500	1,523
	Comcast Corp.	5.300%	1/15/14	3,505	3,404
	Comcast Corp.	6.500%	1/15/15	1,765	1,757
	Comcast Corp.	5.850%	11/15/15	800	767
	Comcast Corp.	5.900%	3/15/16	10,350	9,934
	Comcast Corp.	6.300%	11/15/17	34,825	33,742
	Comcast Corp.	5.875%	2/15/18	13,550	12,870
	Comcast Corp.	6.500%	11/15/35	9,075	7,976
	Comcast Corp.	6.450%	3/15/37	1,475	1,293
	Comcast Corp.	6.950%	8/15/37	7,150	6,680
	Comcast Corp.	6.400%	5/15/38	1,425	1,239
	Cox Communications, Inc.	6.750%	3/15/11	11,750	11,675
	Cox Communications, Inc.	7.125%	10/1/12	8,425	8,317
	Cox Communications, Inc.	5.450%	12/15/14	9,300	8,309
	Cox Communications, Inc.	5.500%	10/1/15	625	548
	Deutsche Telekom International Finance	8.500%	6/15/10	19,060	20,038
	Deutsche Telekom International Finance	5.875%	8/20/13	350	357
	Deutsche Telekom International Finance	5.750%	3/23/16	7,225	7,163
	Deutsche Telekom International Finance	6.750%	8/20/18	325	327
	Deutsche Telekom International Finance	8.750%	6/15/30	16,830	17,799
	Embarq Corp.	6.738%	6/1/13	550	519
	Embarq Corp.	7.082%	6/1/16	16,100	14,618
	Embarq Corp.	7.995%	6/1/36	3,140	2,342
	France Telecom	7.750%	3/1/11	12,575	13,492
	France Telecom	8.500%	3/1/31	13,825	17,524
	Grupo Televisa SA	6.625%	3/18/25	3,175	2,604
	Grupo Televisa SA	8.500%	3/11/32	550	506
	GTE Corp.	8.750%	11/1/21	2,985	3,329
	GTE Corp.	6.940%	4/15/28	3,570	3,199
	Koninklijke KPN NV	8.000%	10/1/10	580	603
	Koninklijke KPN NV	8.375%	10/1/30	4,340	4,536
	McGraw-Hill Cos. Inc.	5.375%	11/15/12	1,225	1,174
	McGraw-Hill Cos. Inc.	5.900%	11/15/17	4,700	4,125
	McGraw-Hill Cos. Inc.	6.550%	11/15/37	6,650	4,723
	New England Telephone & Telegraph Co.	7.875%	11/15/29	575	542
	News America Holdings, Inc.	9.250%	2/1/13	151	161
	News America Holdings, Inc.	8.000%	10/17/16	3,475	3,291
	News America Holdings, Inc.	7.700%	10/30/25	700	570
	News America Holdings, Inc.	8.150%	10/17/36	2,100	1,831
	News America Holdings, Inc.	7.750%	12/1/45	1,350	1,091
	News America Inc.	5.300%	12/15/14	975	961
	News America Inc.	7.250%	5/18/18	150	132
4	News America Inc.	6.900%	3/1/19	2,500	2,285
	News America Inc.	6.550%	3/15/33	175	126
	News America Inc.	6.200%	12/15/34	13,985	9,709
	News America Inc.	6.400%	12/15/35	14,085	10,388
	Omnicom Group Inc.	5.900%	4/15/16	725	636
	Pacific Bell	7.125%	3/15/26	1,275	1,252

Qwest Communications International Inc.	7.875%	9/1/11	4,100	4,039
Qwest Communications International Inc.	8.875%	3/15/12	4,525	4,468
Qwest Communications International Inc.	7.500%	10/1/14	7,900	7,189
Qwest Communications International Inc.	6.500%	6/1/17	3,025	2,526
R.R. Donnelley & Sons Co.	4.950%	5/15/10	2,650	2,542
R.R. Donnelley & Sons Co.	5.625%	1/15/12	1,425	1,174
R.R. Donnelley & Sons Co.	4.950%	4/1/14	950	725
R.R. Donnelley & Sons Co.	5.500%	5/15/15	1,260	824
R.R. Donnelley & Sons Co.	6.125%	1/15/17	225	150
R.R. Donnelley & Sons Co.	11.250%	2/1/19	1,000	842
Reed Elsevier Capital	4.625%	6/15/12	1,050	966
Reed Elsevier Capital	7.750%	1/15/14	3,600	3,639
Reed Elsevier Capital	8.625%	1/15/19	3,550	3,654
Rogers Communications Inc.	7.250%	12/15/12	3,090	3,198
Rogers Communications Inc.	6.375%	3/1/14	11,825	11,928
Rogers Communications Inc.	5.500%	3/15/14	1,050	1,032
Rogers Communications Inc.	6.800%	8/15/18	13,600	13,515
Rogers Communications Inc.	7.500%	8/15/38	500	494
TCI Communications, Inc.	8.750%	8/1/15	13,680	14,727
TCI Communications, Inc.	7.875%	2/15/26	325	298
Tele-Communications, Inc.	7.875%	8/1/13	15,501	16,123
Telecom Italia Capital	4.875%	10/1/10	2,650	2,616
Telecom Italia Capital	6.200%	7/18/11	7,500	7,350
Telecom Italia Capital	5.250%	11/15/13	5,988	5,423
Telecom Italia Capital	4.950%	9/30/14	3,260	2,827
Telecom Italia Capital	5.250%	10/1/15	7,355	6,223
Telecom Italia Capital	6.999%	6/4/18	540	488
Telecom Italia Capital	6.375%	11/15/33	4,645	3,322
Telecom Italia Capital	6.000%	9/30/34	800	547
Telecom Italia Capital	7.200%	7/18/36	2,560	2,046
Telecom Italia Capital	7.721%	6/4/38	1,200	1,004
Telefonica Emisiones SAU	5.984%	6/20/11	7,725	7,977
Telefonica Emisiones SAU	5.855%	2/4/13	1,975	2,045
Telefonica Emisiones SAU	6.421%	6/20/16	13,475	13,936
Telefonica Emisiones SAU	7.045%	6/20/36	6,700	6,841
Telefonica Europe BV	7.750%	9/15/10	10,025	10,504
Telefonica Europe BV	8.250%	9/15/30	4,500	5,173
Telefonos de Mexico SA	5.500%	1/27/15	14,625	13,492
Telus Corp.	8.000%	6/1/11	7,800	8,127
Thomson Corp.	6.200%	1/5/12	4,450	4,380
Thomson Corp.	5.700%	10/1/14	7,825	7,789
Thomson Corp.	6.500%	7/15/18	575	536
Thomson Corp.	5.500%	8/15/35	5,025	3,564
Thomson Reuters Corp.	5.950%	7/15/13	1,800	1,763
Time Warner Cable Inc.	5.400%	7/2/12	5,475	5,301
Time Warner Cable Inc.	6.200%	7/1/13	6,425	6,273
Time Warner Cable Inc.	8.250%	2/14/14	3,625	3,794
Time Warner Cable Inc.	7.500%	4/1/14	4,600	4,705
Time Warner Cable Inc.	5.850%	5/1/17	16,870	15,129
Time Warner Cable Inc.	6.750%	7/1/18	11,975	11,245
Time Warner Cable Inc.	8.750%	2/14/19	5,925	6,314
Time Warner Cable Inc.	8.250%	4/1/19	4,100	4,217
Time Warner Cable Inc.	6.550%	5/1/37	2,275	1,916
Time Warner Cable Inc.	7.300%	7/1/38	5,945	5,372
Time Warner Entertainment	10.150%	5/1/12	875	913

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

	Time Warner Entertainment	8.875%	10/1/12	650	669
	Time Warner Entertainment	8.375%	3/15/23	2,190	2,077
	Time Warner Entertainment	8.375%	7/15/33	6,835	6,536
	US Cellular	6.700%	12/15/33	2,950	2,243
	US West Communications Group	7.500%	6/15/23	3,625	2,737
	US West Communications Group	6.875%	9/15/33	4,950	3,242
	Verizon Communications Corp.	5.350%	2/15/11	6,250	6,405
	Verizon Communications Corp.	4.350%	2/15/13	50	50
	Verizon Communications Corp.	5.250%	4/15/13	4,350	4,479
	Verizon Communications Corp.	5.550%	2/15/16	8,900	8,735
	Verizon Communications Corp.	5.500%	2/15/18	16,900	16,289
	Verizon Communications Corp.	8.750%	11/1/18	2,350	2,681
	Verizon Communications Corp.	6.350%	4/1/19	9,475	9,350
	Verizon Communications Corp.	6.250%	4/1/37	2,050	1,803
	Verizon Communications Corp.	6.400%	2/15/38	5,950	5,433
	Verizon Communications Corp.	6.900%	4/15/38	7,175	6,820
	Verizon Communications Corp.	8.950%	3/1/39	9,950	11,380
	Verizon Communications Corp.	7.350%	4/1/39	14,675	14,307
	Verizon Global Funding Corp.	7.250%	12/1/10	6,250	6,612
	Verizon Global Funding Corp.	6.875%	6/15/12	14,575	15,556
	Verizon Global Funding Corp.	7.375%	9/1/12	6,275	6,833
	Verizon Global Funding Corp.	4.375%	6/1/13	860	859
	Verizon Global Funding Corp.	7.750%	12/1/30	5,765	6,101
	Verizon Global Funding Corp.	5.850%	9/15/35	13,500	11,552
	Verizon Maryland, Inc.	6.125%	3/1/12	400	406
	Verizon Maryland, Inc.	5.125%	6/15/33	350	259
	Verizon New England, Inc.	6.500%	9/15/11	3,620	3,758
	Verizon New Jersey, Inc.	5.875%	1/17/12	6,115	6,191
	Verizon New York, Inc.	6.875%	4/1/12	2,600	2,666
	Verizon New York, Inc.	7.375%	4/1/32	2,100	1,975
	Verizon Pennsylvania, Inc.	5.650%	11/15/11	8,700	8,951
	Verizon Virginia, Inc.	4.625%	3/15/13	5,750	5,606
4	Verizon Wireless Capital	5.250%	2/1/12	8,425	8,515
4	Verizon Wireless Capital	7.375%	11/15/13	20,525	22,086
4	Verizon Wireless Capital	8.500%	11/15/18	4,275	4,918
4	Verizon Wireless Captial	5.550%	2/1/14	16,850	16,894
	Vodafone AirTouch PLC	7.875%	2/15/30	3,850	4,325
	Vodafone Group PLC	5.350%	2/27/12	1,250	1,282
	Vodafone Group PLC	5.000%	12/16/13	1,150	1,165
	Vodafone Group PLC	5.375%	1/30/15	3,625	3,611
	Vodafone Group PLC	5.000%	9/15/15	1,600	1,554
	Vodafone Group PLC	5.750%	3/15/16	5,450	5,434
	Vodafone Group PLC	5.625%	2/27/17	12,700	12,496
	Vodafone Group PLC	6.250%	11/30/32	7,225	6,913
	Vodafone Group PLC	6.150%	2/27/37	3,325	3,086
	Washington Post Co.	7.250%	2/1/19	2,425	2,436
	WPP Finance USA Corp.	5.875%	6/15/14	3,025	2,378
	Consumer Cyclical (1.1%)
	Best Buy Co.	6.750%	7/15/13	9,475	9,118
	Brinker International Inc.	5.750%	6/1/14	1,500	1,128
	Costco Wholesale Corp.	5.500%	3/15/17	11,175	11,626
	CVS Caremark Corp.	5.750%	8/15/11	1,600	1,683
	CVS Caremark Corp.	4.875%	9/15/14	2,125	2,118

CVS Caremark Corp. 5.750% 6/1/17 2,030 1,968

	CVS Caremark Corp.	6.600%	3/15/19	1,700	1,715
	CVS Caremark Corp.	6.250%	6/1/27	17,025	15,620
2	CVS Caremark Corp.	6.302%	6/1/37	4,175	2,490
	DaimlerChrysler North America Holding Corp.	4.875%	6/15/10	1,275	1,243
	DaimlerChrysler North America Holding Corp.	8.000%	6/15/10	975	983
	DaimlerChrysler North America Holding Corp.	5.875%	3/15/11	11,185	10,795
	DaimlerChrysler North America Holding Corp.	5.750%	9/8/11	10,845	10,250
	DaimlerChrysler North America Holding Corp.	7.300%	1/15/12	17,920	17,225
	DaimlerChrysler North America Holding Corp.	6.500%	11/15/13	12,725	11,625
	DaimlerChrysler North America Holding Corp.	8.500%	1/18/31	5,855	5,338
	Darden Restaurants Inc.	5.625%	10/15/12	4,425	4,172
	Darden Restaurants Inc.	6.200%	10/15/17	8,525	7,021
	Darden Restaurants Inc.	6.800%	10/15/37	2,575	1,782
	Federated Retail Holding	5.350%	3/15/12	3,000	2,371
	Federated Retail Holding	5.900%	12/1/16	10,025	6,372
	Federated Retail Holding	6.375%	3/15/37	1,875	1,051
	Home Depot Inc.	4.625%	8/15/10	7,700	7,732
	Home Depot Inc.	5.200%	3/1/11	1,350	1,373
	Home Depot Inc.	5.250%	12/16/13	9,400	9,096
	Home Depot Inc.	5.400%	3/1/16	3,100	2,787
	Home Depot Inc.	5.875%	12/16/36	7,250	5,110
	J.C. Penney Co., Inc.	7.950%	4/1/17	3,900	3,174
	J.C. Penney Co., Inc.	5.750%	2/15/18	600	416
	J.C. Penney Co., Inc.	6.375%	10/15/36	5,975	3,745
	J.C. Penney Co., Inc.	7.400%	4/1/37	2,550	1,671
	Johnson Controls, Inc.	5.250%	1/15/11	3,025	2,913
	Johnson Controls, Inc.	6.000%	1/15/36	825	458
	Kohl's Corp.	6.250%	12/15/17	2,150	1,957
	Kohl's Corp.	6.000%	1/15/33	625	419
	Kohl's Corp.	6.875%	12/15/37	1,925	1,421
	Lowe's Cos., Inc.	8.250%	6/1/10	800	850
	Lowe's Cos., Inc.	5.600%	9/15/12	2,750	2,877
	Lowe's Cos., Inc.	5.400%	10/15/16	13,150	13,368
	Lowe's Cos., Inc.	6.100%	9/15/17	2,050	2,175
	Lowe's Cos., Inc.	6.875%	2/15/28	360	357
	Lowe's Cos., Inc.	6.500%	3/15/29	3,676	3,494
	Lowe's Cos., Inc.	5.500%	10/15/35	200	172
	Lowe's Cos., Inc.	5.800%	10/15/36	6,125	5,498
	Macy's Retail Holdings Inc.	5.750%	7/15/14	4,175	2,875
	Macy's Retail Holdings Inc.	6.650%	7/15/24	2,075	1,106
	Macy's Retail Holdings Inc.	6.790%	7/15/27	2,180	1,241
	Macy's Retail Holdings Inc.	7.000%	2/15/28	1,300	697
	Macys Retail Holdings Inc.	6.625%	4/1/11	2,500	2,120
	Macys Retail Holdings Inc.	6.900%	4/1/29	5,625	2,864
	Marriott International	4.625%	6/15/12	3,075	2,650
	Marriott International	5.625%	2/15/13	2,200	1,894
	Marriott International	6.200%	6/15/16	1,325	1,091
	Marriott International	6.375%	6/15/17	1,575	1,281
	McDonald's Corp.	6.000%	4/15/11	2,635	2,799
	McDonald's Corp.	5.300%	3/15/17	800	841
	McDonald's Corp.	5.800%	10/15/17	5,250	5,717
	McDonald's Corp.	5.350%	3/1/18	4,900	5,376
	McDonald's Corp.	5.000%	2/1/19	3,000	3,135
	McDonald's Corp.	6.300%	10/15/37	1,950	2,026
	McDonald's Corp.	6.300%	3/1/38	2,450	2,549

	McDonald's Corp.	5.700%	2/1/39	2,200	2,105
	MDC Holdings Inc.	5.500%	5/15/13	2,875	2,580
	Nordstrom, Inc.	6.250%	1/15/18	1,875	1,486
	Nordstrom, Inc.	6.950%	3/15/28	1,000	671
	Nordstrom, Inc.	7.000%	1/15/38	925	638
	Paccar Inc.	6.875%	2/15/14	3,375	3,505
	Staples Inc.	7.750%	4/1/11	2,300	2,359
	Staples Inc.	9.750%	1/15/14	3,225	3,362
	Target Corp.	7.500%	8/15/10	1,275	1,363
	Target Corp.	6.350%	1/15/11	2,120	2,248
	Target Corp.	5.875%	3/1/12	4,825	5,126
	Target Corp.	5.125%	1/15/13	9,900	10,270
	Target Corp.	4.000%	6/15/13	1,520	1,532
	Target Corp.	5.875%	7/15/16	12,775	13,189
	Target Corp.	5.375%	5/1/17	6,800	6,710
	Target Corp.	6.000%	1/15/18	9,650	9,681
	Target Corp.	7.000%	7/15/31	2,410	2,420
	Target Corp.	6.350%	11/1/32	5,850	5,502
	Target Corp.	6.500%	10/15/37	5,875	5,506
	Target Corp.	7.000%	1/15/38	3,825	3,616
	The Walt Disney Co.	5.700%	7/15/11	13,575	14,565
	The Walt Disney Co.	6.375%	3/1/12	925	1,001
	The Walt Disney Co.	4.700%	12/1/12	575	594
	The Walt Disney Co.	4.500%	12/15/13	6,925	7,072
	The Walt Disney Co.	5.625%	9/15/16	5,825	6,056
	The Walt Disney Co.	5.875%	12/15/17	4,950	5,170
	The Walt Disney Co.	5.500%	3/15/19	1,400	1,418
	The Walt Disney Co.	7.000%	3/1/32	1,025	1,171
	Time Warner, Inc.	6.750%	4/15/11	7,100	7,330
	Time Warner, Inc.	5.500%	11/15/11	5,350	5,317
	Time Warner, Inc.	6.875%	5/1/12	5,500	5,603
	Time Warner, Inc.	9.125%	1/15/13	625	658
	Time Warner, Inc.	5.875%	11/15/16	9,225	8,733
	Time Warner, Inc.	9.150%	2/1/23	9,300	9,480
	Time Warner, Inc.	7.570%	2/1/24	1,175	1,035
	Time Warner, Inc.	6.625%	5/15/29	7,400	6,201
	Time Warner, Inc.	7.625%	4/15/31	8,350	7,284
	Time Warner, Inc.	7.700%	5/1/32	3,695	3,243
	Time Warner, Inc.	6.500%	11/15/36	6,750	5,653
	Toll Brothers, Inc.	6.875%	11/15/12	550	522
	Toll Brothers, Inc.	5.150%	5/15/15	3,050	2,566
^	Toyota Motor Credit Corp.	4.350%	12/15/10	4,325	4,421
	Toyota Motor Credit Corp.	5.450%	5/18/11	2,825	2,953
	VF Corp.	5.950%	11/1/17	2,500	2,390
	VF Corp.	6.450%	11/1/37	2,225	1,937
	Viacom Inc.	5.750%	4/30/11	1,750	1,703
	Viacom Inc.	6.250%	4/30/16	775	675
	Viacom Inc.	6.125%	10/5/17	1,775	1,535
	Viacom Inc.	6.875%	4/30/36	490	358
	Wal-Mart Stores, Inc.	4.125%	7/1/10	9,500	9,794
	Wal-Mart Stores, Inc.	4.750%	8/15/10	5,100	5,336
	Wal-Mart Stores, Inc.	4.125%	2/15/11	19,550	20,471
	Wal-Mart Stores, Inc.	4.550%	5/1/13	4,525	4,801
	Wal-Mart Stores, Inc.	7.250%	6/1/13	600	694
	Wal-Mart Stores, Inc.	4.500%	7/1/15	850	903

Wal-Mart Stores, Inc.	5.375%	4/5/17	1,925	2,053
Wal-Mart Stores, Inc.	5.800%	2/15/18	8,575	9,374
Wal-Mart Stores, Inc.	5.875%	4/5/27	16,925	17,328
Wal-Mart Stores, Inc.	7.550%	2/15/30	11,270	13,195
Wal-Mart Stores, Inc.	5.250%	9/1/35	4,350	3,914
Wal-Mart Stores, Inc.	6.500%	8/15/37	11,075	11,496
Wal-Mart Stores, Inc.	6.200%	4/15/38	2,100	2,139
Walgreen Co.	4.875%	8/1/13	11,525	12,242
Walgreen Co.	5.250%	1/15/19	3,225	3,229
Western Union Co.	5.400%	11/17/11	3,825	3,871
Western Union Co.	6.500%	2/26/14	2,225	2,258
Western Union Co.	5.930%	10/1/16	5,275	4,869
Western Union Co.	6.200%	11/17/36	2,625	2,111
Wyndham Worldwide	6.000%	12/1/16	6,195	3,097
Yum! Brands, Inc.	8.875%	4/15/11	2,725	2,907
Yum! Brands, Inc.	7.700%	7/1/12	2,425	2,537
Yum! Brands, Inc.	6.250%	4/15/16	3,525	3,355
Yum! Brands, Inc.	6.250%	3/15/18	125	117
Yum! Brands, Inc.	6.875%	11/15/37	7,850	6,587
Consumer Noncyclical (2.5%)
Abbott Laboratories	3.750%	3/15/11	5,075	5,248
Abbott Laboratories	5.600%	5/15/11	7,000	7,520
Abbott Laboratories	5.150%	11/30/12	2,725	2,946
Abbott Laboratories	4.350%	3/15/14	3,250	3,405
Abbott Laboratories	5.875%	5/15/16	15,325	16,278
Abbott Laboratories	5.600%	11/30/17	14,975	15,673
Abbott Laboratories	5.125%	4/1/19	2,500	2,522
Abbott Laboratories	6.150%	11/30/37	3,450	3,514
Abbott Laboratories	6.000%	4/1/39	1,775	1,760
Allergan Inc.	5.750%	4/1/16	1,050	1,010
Altria Group, Inc.	8.500%	11/10/13	16,175	17,712
Altria Group, Inc.	9.700%	11/10/18	2,850	3,104
Altria Group, Inc.	9.250%	8/6/19	9,850	10,538
Altria Group, Inc.	9.950%	11/10/38	4,925	4,918
Altria Group, Inc.	10.200%	2/6/39	13,300	13,532
AmerisourceBergen Corp.	5.625%	9/15/12	950	935
AmerisourceBergen Corp.	5.875%	9/15/15	5,725	5,344
Amgen Inc.	4.850%	11/18/14	4,700	4,864
Amgen Inc.	5.850%	6/1/17	7,275	7,497
Amgen Inc.	5.700%	2/1/19	5,725	5,840
Amgen Inc.	6.375%	6/1/37	3,550	3,421
Amgen Inc.	6.400%	2/1/39	6,660	6,392
Anheuser-Busch Cos., Inc.	6.000%	4/15/11	1,175	1,193
Anheuser-Busch Cos., Inc.	4.375%	1/15/13	4,175	4,023
Anheuser-Busch Cos., Inc.	5.600%	3/1/17	5,000	4,585
Anheuser-Busch Cos., Inc.	5.500%	1/15/18	10,375	9,314
Anheuser-Busch Cos., Inc.	6.800%	8/20/32	2,075	1,801
Anheuser-Busch Cos., Inc.	5.750%	4/1/36	4,325	3,231
Archer-Daniels-Midland Co.	8.375%	4/15/17	525	604
Archer-Daniels-Midland Co.	5.450%	3/15/18	8,400	8,382
Archer-Daniels-Midland Co.	7.000%	2/1/31	3,050	3,222
Archer-Daniels-Midland Co.	5.935%	10/1/32	3,675	3,422
Archer-Daniels-Midland Co.	5.375%	9/15/35	4,125	3,607
Archer-Daniels-Midland Co.	6.450%	1/15/38	1,525	1,542

AstraZeneca PLC	5.400%	9/15/12	18,500	19,716
AstraZeneca PLC	5.400%	6/1/14	2,900	3,092
AstraZeneca PLC	5.900%	9/15/17	11,975	12,692
AstraZeneca PLC	6.450%	9/15/37	14,150	14,596
Baxter Finco, BV	4.750%	10/15/10	5,400	5,583
Baxter International, Inc.	4.000%	3/1/14	1,350	1,371
Baxter International, Inc.	5.900%	9/1/16	2,050	2,159
Baxter International, Inc.	6.250%	12/1/37	3,425	3,535
Biogen Idec Inc.	6.000%	3/1/13	7,675	7,715
Biogen Idec Inc.	6.875%	3/1/18	11,650	11,417
Bottling Group LLC	4.625%	11/15/12	13,610	14,103
Bottling Group LLC	5.000%	11/15/13	10,000	10,526
Bottling Group LLC	5.500%	4/1/16	5,750	6,081
Bristol-Myers Squibb Co.	5.250%	8/15/13	250	265
Bristol-Myers Squibb Co.	5.450%	5/1/18	2,100	2,140
Bristol-Myers Squibb Co.	7.150%	6/15/23	400	439
Bristol-Myers Squibb Co.	6.800%	11/15/26	150	159
Bristol-Myers Squibb Co.	5.875%	11/15/36	16,075	15,465
Bristol-Myers Squibb Co.	6.125%	5/1/38	2,200	2,189
Bristol-Myers Squibb Co.	6.875%	8/1/97	900	895
Bunge Ltd. Finance Corp.	5.100%	7/15/15	1,525	1,189
C.R. Bard, Inc.	6.700%	12/1/26	4,925	5,207
Campbell Soup Co.	6.750%	2/15/11	5,125	5,539
Cardinal Health, Inc.	5.650%	6/15/12	600	593
Cardinal Health, Inc.	4.000%	6/15/15	550	460
Cardinal Health, Inc.	5.800%	10/15/16	1,725	1,565
Cardinal Health, Inc.	5.850%	12/15/17	1,305	1,171
Cia. Brasil de Bebidas AmBev	10.500%	12/15/11	3,205	3,590
Cia. Brasil de Bebidas AmBev	8.750%	9/15/13	3,800	4,171
Clorox Co.	4.200%	1/15/10	1,625	1,645
Clorox Co.	5.000%	1/15/15	1,725	1,738
Coca-Cola Co.	3.625%	3/15/14	1,825	1,856
Coca-Cola Co.	5.350%	11/15/17	7,150	7,616
Coca-Cola Co.	4.875%	3/15/19	12,525	12,567
Coca-Cola Enterprises Inc.	5.000%	8/15/13	8,475	8,812
Coca-Cola Enterprises Inc.	7.375%	3/3/14	3,775	4,285
Coca-Cola Enterprises Inc.	8.500%	2/1/22	11,625	13,426
Coca-Cola Enterprises Inc.	8.000%	9/15/22	1,225	1,367
Coca-Cola Enterprises Inc.	7.000%	10/1/26	3,250	3,362
Coca-Cola Enterprises Inc.	6.950%	11/15/26	2,595	2,671
Coca-Cola Enterprises Inc.	6.750%	9/15/28	1,250	1,262
Coca-Cola HBC Finance BV	5.125%	9/17/13	945	965
ConAgra Foods, Inc.	7.875%	9/15/10	4,541	4,780
ConAgra Foods, Inc.	6.750%	9/15/11	695	733
ConAgra Foods, Inc.	5.819%	6/15/17	951	906
ConAgra Foods, Inc.	9.750%	3/1/21	129	151
ConAgra Foods, Inc.	7.125%	10/1/26	800	774
ConAgra Foods, Inc.	7.000%	10/1/28	675	643
ConAgra Foods, Inc.	8.250%	9/15/30	2,750	2,874
Covidien International	5.450%	10/15/12	2,600	2,674
Covidien International	6.000%	10/15/17	2,925	2,968
Covidien International	6.550%	10/15/37	3,975	3,893
Delhaize America Inc.	5.875%	2/1/14	2,175	2,171
Delhaize America Inc.	9.000%	4/15/31	2,175	2,302
Diageo Capital PLC	7.250%	11/1/09	350	360

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

Diageo Capital PLC	4.375%	5/3/10	1,205	1,229
Diageo Capital PLC	5.200%	1/30/13	8,125	8,286
Diageo Capital PLC	5.500%	9/30/16	1,275	1,290
Diageo Capital PLC	5.750%	10/23/17	6,625	6,727
Diageo Capital PLC	5.875%	9/30/36	875	853
Diageo Finance BV	5.300%	10/28/15	6,275	6,302
Dr. Pepper Snapple Group	6.120%	5/1/13	1,675	1,644
Dr. Pepper Snapple Group	6.820%	5/1/18	4,575	4,321
Dr. Pepper Snapple Group	7.450%	5/1/38	900	789
Eli Lilly & Co.	3.550%	3/6/12	5,825	5,984
Eli Lilly & Co.	6.000%	3/15/12	1,450	1,590
Eli Lilly & Co.	4.200%	3/6/14	4,225	4,348
Eli Lilly & Co.	5.200%	3/15/17	8,200	8,398
Eli Lilly & Co.	5.500%	3/15/27	5,250	4,985
Eli Lilly & Co.	5.550%	3/15/37	850	797
Eli Lilly & Co.	5.950%	11/15/37	3,025	3,020
Estee Lauder Ace Trust I	6.000%	5/15/37	725	544
Fortune Brands Inc.	5.125%	1/15/11	2,875	2,840
Fortune Brands Inc.	5.375%	1/15/16	13,950	11,974
Fortune Brands Inc.	5.875%	1/15/36	2,875	1,920
Genentech Inc.	4.400%	7/15/10	1,025	1,047
Genentech Inc.	4.750%	7/15/15	2,095	2,097
Genentech Inc.	5.250%	7/15/35	3,250	2,719
General Mills, Inc.	6.000%	2/15/12	8,482	8,925
General Mills, Inc.	5.650%	9/10/12	2,350	2,470
General Mills, Inc.	5.250%	8/15/13	3,625	3,761
General Mills, Inc.	5.200%	3/17/15	700	710
General Mills, Inc.	5.700%	2/15/17	12,000	12,281
GlaxoSmithKline Capital Inc.	4.850%	5/15/13	10,000	10,390
GlaxoSmithKline Capital Inc.	4.375%	4/15/14	6,050	6,088
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	14,350	14,812
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	3,500	3,126
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	16,975	17,047
Grand Metropolitan Investment Corp.	9.000%	8/15/11	400	445
Grand Metropolitan Investment Corp.	7.450%	4/15/35	875	853
H.J. Heinz Co.	6.625%	7/15/11	5,625	5,966
H.J. Heinz Co.	5.350%	7/15/13	2,075	2,147
H.J. Heinz Co.	6.750%	3/15/32	2,950	2,789
Hasbro Inc.	6.300%	9/15/17	5,450	4,925
Hershey Foods Corp.	5.450%	9/1/16	1,225	1,219
Hospira, Inc.	5.900%	6/15/14	1,500	1,429
Hospira, Inc.	6.050%	3/30/17	150	133
Johnson & Johnson	5.150%	8/15/12	8,025	8,749
Johnson & Johnson	3.800%	5/15/13	3,665	3,850
Johnson & Johnson	5.550%	8/15/17	9,550	10,607
Johnson & Johnson	5.150%	7/15/18	1,575	1,704
Johnson & Johnson	6.950%	9/1/29	4,350	5,081
Johnson & Johnson	4.950%	5/15/33	4,725	4,524
Johnson & Johnson	5.950%	8/15/37	5,125	5,445
Johnson & Johnson	5.850%	7/15/38	4,300	4,477
Kellogg Co.	6.600%	4/1/11	11,050	11,780
Kellogg Co.	5.125%	12/3/12	5,435	5,717
Kellogg Co.	4.250%	3/6/13	4,050	4,116
Kellogg Co.	7.450%	4/1/31	240	287

Kimberly-Clark Corp. 5.625% 2/15/12 2,425 2,567

Kimberly-Clark Corp.	4.875%	8/15/15	4,875	4,913
Kimberly-Clark Corp.	6.125%	8/1/17	8,125	8,838
Kimberly-Clark Corp.	6.250%	7/15/18	175	193
Kimberly-Clark Corp.	6.625%	8/1/37	850	952
Kraft Foods, Inc.	5.625%	11/1/11	46,475	48,250
Kraft Foods, Inc.	6.250%	6/1/12	4,365	4,627
Kraft Foods, Inc.	5.250%	10/1/13	175	185
Kraft Foods, Inc.	6.500%	8/11/17	12,250	12,662
Kraft Foods, Inc.	6.125%	2/1/18	300	301
Kraft Foods, Inc.	6.125%	8/23/18	6,575	6,595
Kraft Foods, Inc.	6.500%	11/1/31	7,475	7,003
Kraft Foods, Inc.	7.000%	8/11/37	10,750	10,602
Kraft Foods, Inc.	6.875%	1/26/39	2,500	2,418
Kroger Co.	6.800%	4/1/11	2,075	2,185
Kroger Co.	6.750%	4/15/12	8,275	8,738
Kroger Co.	6.200%	6/15/12	5,950	6,203
Kroger Co.	5.500%	2/1/13	1,650	1,661
Kroger Co.	5.000%	4/15/13	3,700	3,647
Kroger Co.	4.950%	1/15/15	2,825	2,711
Kroger Co.	6.400%	8/15/17	830	844
Kroger Co.	6.800%	12/15/18	3,175	3,270
Kroger Co.	6.150%	1/15/20	10,325	10,179
Kroger Co.	7.700%	6/1/29	7,200	7,852
Kroger Co.	8.000%	9/15/29	925	1,029
Kroger Co.	7.500%	4/1/31	2,395	2,610
Kroger Co.	6.900%	4/15/38	2,300	2,385
Laboratory Corp. of America	5.500%	2/1/13	1,540	1,464
Laboratory Corp. of America	5.625%	12/15/15	2,350	2,112
McKesson Corp.	7.750%	2/1/12	550	585
McKesson Corp.	5.250%	3/1/13	9,550	9,434
Mckesson Corp.	6.500%	2/15/14	1,650	1,710
Medco Health Solutions	6.125%	3/15/13	450	446
Medco Health Solutions	7.250%	8/15/13	475	489
Medco Health Solutions	7.125%	3/15/18	8,100	8,023
Medtronic Inc.	4.500%	3/15/14	2,225	2,290
Medtronic Inc.	4.750%	9/15/15	3,700	3,653
Medtronic Inc.	5.600%	3/15/19	1,150	1,169
Medtronic Inc.	6.500%	3/15/39	1,650	1,615
Merck & Co.	5.125%	11/15/11	2,425	2,598
Merck & Co.	4.375%	2/15/13	3,675	3,949
Merck & Co.	4.750%	3/1/15	11,275	11,667
Merck & Co.	6.400%	3/1/28	3,155	3,203
Merck & Co.	5.950%	12/1/28	2,050	1,989
Merck & Co.	5.750%	11/15/36	975	934
Molson Coors Capital Finance	4.850%	9/22/10	1,550	1,571
Newell Rubbermaid, Inc.	4.000%	5/1/10	1,775	1,719
Novartis Capital Corp.	4.125%	2/10/14	16,675	17,109
Novartis Securities Investment Ltd.	5.125%	2/10/19	15,800	16,036
Pepsi Bottling Group, Inc.	7.000%	3/1/29	4,000	4,430
PepsiAmericas Inc.	5.750%	7/31/12	2,500	2,611
PepsiAmericas Inc.	4.375%	2/15/14	775	774
PepsiAmericas Inc.	4.875%	1/15/15	275	274
PepsiAmericas Inc.	5.000%	5/15/17	3,550	3,536
Pepsico, Inc.	5.150%	5/15/12	2,125	2,283
Pepsico, Inc.	4.650%	2/15/13	11,750	12,542

	Pepsico, Inc.	3.750%	3/1/14	8,000	8,181
	Pepsico, Inc.	5.000%	6/1/18	9,000	9,347
	Pepsico, Inc.	7.900%	11/1/18	5,150	6,306
	Pfizer, Inc.	4.450%	3/15/12	17,500	18,020
	Pfizer, Inc.	5.350%	3/15/15	17,550	18,557
	Pfizer, Inc.	6.200%	3/15/19	21,400	22,907
	Pfizer, Inc.	7.200%	3/15/39	11,800	12,781
	Pharmacia Corp.	6.500%	12/1/18	550	598
	Pharmacia Corp.	6.600%	12/1/28	1,425	1,487
	Philip Morris International Inc	5.650%	5/16/18	9,475	9,554
	Philip Morris International Inc.	4.875%	5/16/13	8,300	8,432
	Philip Morris International Inc.	6.875%	3/17/14	7,475	8,084
	Philip Morris International Inc.	6.375%	5/16/38	7,150	6,976
	Philips Electronics NV	4.625%	3/11/13	3,700	3,685
	Philips Electronics NV	5.750%	3/11/18	9,625	9,472
	Philips Electronics NV	6.875%	3/11/38	3,800	3,690
	Procter & Gamble Co.	4.600%	1/15/14	6,900	7,341
	Procter & Gamble Co.	4.950%	8/15/14	1,275	1,378
	Procter & Gamble Co.	3.500%	2/15/15	5,100	5,100
	Procter & Gamble Co.	4.700%	2/15/19	3,625	3,688
	Procter & Gamble Co.	6.450%	1/15/26	2,875	3,134
	Procter & Gamble Co.	5.550%	3/5/37	10,525	10,809
2	Procter & Gamble Co. ESOP	9.360%	1/1/21	9,768	12,295
	Quest Diagnostic, Inc.	5.450%	11/1/15	6,375	5,962
	Quest Diagnostic, Inc.	6.400%	7/1/17	75	72
	Quest Diagnostic, Inc.	6.950%	7/1/37	2,325	2,062
	Reynolds American Inc.	6.500%	7/15/10	2,000	2,010
	Reynolds American Inc.	7.250%	6/1/12	3,225	3,193
	Reynolds American Inc.	7.250%	6/1/13	5,775	5,501
	Reynolds American Inc.	7.625%	6/1/16	3,150	2,729
	Reynolds American Inc.	6.750%	6/15/17	4,525	3,846
	Reynolds American Inc.	7.250%	6/15/37	3,650	2,628
	Safeway, Inc.	4.950%	8/16/10	2,500	2,544
	Safeway, Inc.	6.500%	3/1/11	5,900	6,180
	Safeway, Inc.	5.800%	8/15/12	2,800	2,917
	Safeway, Inc.	6.250%	3/15/14	500	526
	Safeway, Inc.	6.350%	8/15/17	600	616
	Safeway, Inc.	7.250%	2/1/31	4,425	4,775
	Sara Lee Corp.	6.125%	11/1/32	275	232
	Schering-Plough Corp.	5.550%	12/1/13	13,100	13,729
	Schering-Plough Corp.	6.000%	9/15/17	825	850
	Schering-Plough Corp.	6.750%	12/1/33	7,075	7,459
	Schering-Plough Corp.	6.550%	9/15/37	1,825	1,894
	Sysco Corp.	4.200%	2/12/13	1,700	1,747
	Sysco Corp.	5.250%	2/12/18	2,775	2,818
	Sysco Corp.	5.375%	9/21/35	3,675	3,389
	Teva Pharmaceutical Finance LLC	5.550%	2/1/16	450	471
	Teva Pharmaceutical Finance LLC	6.150%	2/1/36	8,675	8,020
	Unilever Capital Corp.	7.125%	11/1/10	8,525	9,163
	Unilever Capital Corp.	3.650%	2/15/14	5,300	5,341
	Unilever Capital Corp.	4.800%	2/15/19	1,375	1,371
	Unilever Capital Corp.	5.900%	11/15/32	25	25
	UST, Inc.	6.625%	7/15/12	600	613
	UST, Inc.	5.750%	3/1/18	2,475	2,185
	Whirlpool Corp.	5.500%	3/1/13	11,200	9,268

Wyeth	6.950%	3/15/11	1,925	2,057
Wyeth	5.500%	3/15/13	15,725	16,521
Wyeth	5.500%	2/1/14	9,650	10,172
Wyeth	5.500%	2/15/16	4,475	4,582
Wyeth	5.450%	4/1/17	3,025	3,038
Wyeth	6.450%	2/1/24	1,425	1,441
Wyeth	6.500%	2/1/34	1,550	1,553
Wyeth	6.000%	2/15/36	4,750	4,489
Wyeth	5.950%	4/1/37	12,095	11,390
Energy (1.1%)
Alberta Energy Co. Ltd.	7.375%	11/1/31	775	684
Amerada Hess Corp.	6.650%	8/15/11	1,225	1,250
Amerada Hess Corp.	7.875%	10/1/29	4,875	4,340
Amerada Hess Corp.	7.125%	3/15/33	4,675	3,814
Anadarko Finance Co.	6.750%	5/1/11	2,500	2,524
Anadarko Finance Co.	7.500%	5/1/31	785	614
Anadarko Petroleum Corp.	7.625%	3/15/14	375	372
Anadarko Petroleum Corp.	5.950%	9/15/16	5,075	4,351
Anadarko Petroleum Corp.	6.450%	9/15/36	7,320	5,068
Apache Corp.	6.250%	4/15/12	1,275	1,356
Apache Corp.	5.250%	4/15/13	800	834
Apache Corp.	6.000%	9/15/13	5,700	6,125
Apache Corp.	5.625%	1/15/17	850	866
Apache Corp.	6.900%	9/15/18	6,575	7,180
Apache Corp.	6.000%	1/15/37	5,125	4,948
Apache Finance Canada Corp.	7.750%	12/15/29	1,025	1,101
Baker Hughes, Inc.	7.500%	11/15/18	1,175	1,332
Baker Hughes, Inc.	6.875%	1/15/29	625	639
BJ Services Co.	6.000%	6/1/18	2,775	2,602
BP Capital Markets PLC	3.125%	3/10/12	12,500	12,648
BP Capital Markets PLC	5.250%	11/7/13	11,650	12,469
BP Capital Markets PLC	3.875%	3/10/15	8,800	8,811
BP Capital Markets PLC	4.750%	3/10/19	5,150	5,081
Burlington Resources, Inc.	6.680%	2/15/11	3,350	3,587
Burlington Resources, Inc.	6.500%	12/1/11	3,125	3,404
Burlington Resources, Inc.	7.200%	8/15/31	650	664
Burlington Resources, Inc.	7.400%	12/1/31	3,625	3,783
Cameron International Corp.	6.375%	7/15/18	975	842
Cameron International Corp.	7.000%	7/15/38	525	399
Canadian Natural Resources	5.450%	10/1/12	4,800	4,661
Canadian Natural Resources	5.150%	2/1/13	1,450	1,381
Canadian Natural Resources	4.900%	12/1/14	4,325	3,835
Canadian Natural Resources	6.000%	8/15/16	4,225	3,893
Canadian Natural Resources	7.200%	1/15/32	4,225	3,728
Canadian Natural Resources	6.450%	6/30/33	5,440	4,273
Canadian Natural Resources	6.500%	2/15/37	7,175	5,468
Canadian Natural Resources	6.250%	3/15/38	1,400	1,079
Canadian Natural Resources	6.750%	2/1/39	900	717
Chevron Corp.	3.450%	3/3/12	6,950	7,169
Chevron Corp.	3.950%	3/3/14	9,925	10,194
Chevron Corp.	4.950%	3/3/19	9,750	10,034
Conoco Funding Co.	6.350%	10/15/11	12,610	13,601
Conoco Funding Co.	7.250%	10/15/31	250	254
Conoco, Inc.	6.950%	4/15/29	905	904

	ConocoPhillips	8.750%	5/25/10	925	995
	ConocoPhillips	4.750%	2/1/14	4,825	5,015
	ConocoPhillips	5.750%	2/1/19	19,975	20,076
	ConocoPhillips	5.900%	10/15/32	1,525	1,379
	ConocoPhillips	6.500%	2/1/39	8,925	8,681
	ConocoPhillips Canada	5.300%	4/15/12	3,975	4,170
	ConocoPhillips Canada	5.625%	10/15/16	16,300	16,932
	ConocoPhillips Canada	5.950%	10/15/36	2,725	2,419
	Devon Energy Corp.	5.625%	1/15/14	8,100	8,211
	Devon Energy Corp.	7.950%	4/15/32	4,700	4,897
	Devon Financing Corp.	6.875%	9/30/11	7,960	8,339
	Devon Financing Corp.	7.875%	9/30/31	6,825	6,979
	Diamond Offshore Drilling	4.875%	7/1/15	575	549
	Encana Corp.	5.900%	12/1/17	7,450	7,006
	Encana Corp.	6.500%	8/15/34	7,925	6,486
	Encana Corp.	6.625%	8/15/37	1,625	1,416
	Encana Holdings Finance Corp.	5.800%	5/1/14	1,675	1,645
	EOG Resources Inc.	6.125%	10/1/13	300	322
	EOG Resources Inc.	5.875%	9/15/17	6,925	7,037
	Global Marine, Inc.	7.000%	6/1/28	3,150	2,784
	Halliburton Co.	5.500%	10/15/10	3,250	3,388
	Halliburton Co.	6.150%	9/15/19	4,475	4,550
	Halliburton Co.	6.700%	9/15/38	9,625	8,808
	Halliburton Co.	7.450%	9/15/39	8,650	8,637
	Hess Corp.	8.125%	2/15/19	725	747
	Husky Energy Inc.	6.250%	6/15/12	2,250	2,214
	Husky Energy Inc.	6.150%	6/15/19	800	690
	Husky Energy Inc.	6.800%	9/15/37	1,875	1,438
	Kerr McGee Corp.	6.875%	9/15/11	5,075	5,140
	Kerr McGee Corp.	6.950%	7/1/24	9,245	7,112
	Kerr McGee Corp.	7.875%	9/15/31	1,275	1,088
	Lasmo Inc.	7.300%	11/15/27	300	320
	Marathon Oil Corp.	6.125%	3/15/12	3,170	3,228
	Marathon Oil Corp.	6.000%	7/1/12	2,375	2,445
	Marathon Oil Corp.	6.000%	10/1/17	10,475	9,889
	Marathon Oil Corp.	5.900%	3/15/18	12,550	11,579
	Marathon Oil Corp.	6.600%	10/1/37	90	71
	Nabors Industries Inc.	6.150%	2/15/18	9,300	7,374
4	Nabors Industries Inc.	9.250%	1/15/19	2,425	2,330
	Nexen, Inc.	5.050%	11/20/13	5,225	4,774
	Nexen, Inc.	5.650%	5/15/17	1,800	1,509
	Nexen, Inc.	7.875%	3/15/32	875	736
	Nexen, Inc.	5.875%	3/10/35	300	199
	Nexen, Inc.	6.400%	5/15/37	10,100	7,147
	Noble Energy, Inc.	8.250%	3/1/19	2,500	2,571
	Noble Energy, Inc.	8.000%	4/1/27	175	162
	Norsk Hydro	7.250%	9/23/27	1,700	1,874
	Norsk Hydro	7.150%	1/15/29	2,725	2,939
	Occidental Petroleum	6.750%	1/15/12	5,250	5,627
	PanCanadian Energy Corp.	7.200%	11/1/31	5,475	4,735
	Petro-Canada	4.000%	7/15/13	5,500	5,045
	Petro-Canada	7.875%	6/15/26	1,350	1,159
	Petro-Canada	7.000%	11/15/28	1,050	813
	Petro-Canada	5.350%	7/15/33	4,700	3,001
	Petro-Canada	5.950%	5/15/35	6,575	4,515

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

	Petro-Canada	6.800%	5/15/38	1,875	1,401
	Petro-Canada Financial Partnership	5.000%	11/15/14	1,275	1,127
	Petro-Canada Financial Partnership	6.050%	5/15/18	1,875	1,609
	Questar Market Resources	6.050%	9/1/16	2,825	2,488
	Shell International Finance BV	5.625%	6/27/11	800	862
	Shell International Finance BV	4.950%	3/22/12	2,700	2,867
	Shell International Finance BV	4.000%	3/21/14	11,675	11,824
	Shell International Finance BV	5.200%	3/22/17	2,775	2,872
	Shell International Finance BV	6.375%	12/15/38	12,325	12,921
4	Statoilhydro ASA	6.500%	12/1/28	975	942
	Suncor Energy, Inc.	6.100%	6/1/18	2,950	2,517
	Suncor Energy, Inc.	7.150%	2/1/32	1,275	986
	Suncor Energy, Inc.	5.950%	12/1/34	150	102
	Suncor Energy, Inc.	6.500%	6/15/38	7,775	5,347
	Sunoco, Inc.	4.875%	10/15/14	1,275	1,143
	Sunoco, Inc.	5.750%	1/15/17	1,775	1,525
	Talisman Energy, Inc.	5.125%	5/15/15	1,075	937
	Talisman Energy, Inc.	7.250%	10/15/27	850	697
	Talisman Energy, Inc.	5.850%	2/1/37	4,350	2,882
	Tosco Corp.	8.125%	2/15/30	14,675	15,940
	Transocean Inc.	5.250%	3/15/13	3,250	3,240
	Transocean Inc.	6.000%	3/15/18	4,950	4,662
	Transocean Inc.	7.500%	4/15/31	2,125	2,003
	Transocean Inc.	6.800%	3/15/38	4,675	4,111
	Valero Energy Corp.	6.875%	4/15/12	13,825	13,891
	Valero Energy Corp.	4.750%	6/15/13	240	220
	Valero Energy Corp.	9.375%	3/15/19	7,150	7,413
	Valero Energy Corp.	7.500%	4/15/32	4,115	3,206
	Valero Energy Corp.	6.625%	6/15/37	4,440	3,157
	Weatherford International Inc.	5.950%	6/15/12	550	528
	Weatherford International Inc.	5.150%	3/15/13	1,225	1,130
	Weatherford International Inc.	6.350%	6/15/17	4,200	3,611
	Weatherford International Inc.	6.000%	3/15/18	1,725	1,399
	Weatherford International Inc.	9.625%	3/1/19	2,200	2,274
	Weatherford International Inc.	6.500%	8/1/36	7,900	5,664
	Weatherford International Inc.	6.800%	6/15/37	1,450	1,029
	Weatherford International Inc.	7.000%	3/15/38	1,700	1,219
	XTO Energy, Inc.	5.000%	8/1/10	800	805
	XTO Energy, Inc.	5.900%	8/1/12	4,750	4,843
	XTO Energy, Inc.	6.250%	4/15/13	6,675	6,866
	XTO Energy, Inc.	5.750%	12/15/13	4,600	4,675
	XTO Energy, Inc.	4.900%	2/1/14	2,500	2,422
	XTO Energy, Inc.	5.000%	1/31/15	1,300	1,218
	XTO Energy, Inc.	5.300%	6/30/15	1,050	997
	XTO Energy, Inc.	6.250%	8/1/17	8,325	8,202
	XTO Energy, Inc.	6.500%	12/15/18	4,950	4,967
	XTO Energy, Inc.	6.100%	4/1/36	975	832
	XTO Energy, Inc.	6.750%	8/1/37	6,825	6,254
	XTO Energy, Inc.	6.375%	6/15/38	1,450	1,279
	Other Industrial (0.0%)
	Cintas Corp.	6.125%	12/1/17	2,300	2,096

Technology (0.6%)
Agilent Technologies Inc.	6.500%	11/1/17	7,300	6,079

Arrow Electronics, Inc.	6.875%	7/1/13	200	193
BMC Software Inc.	7.250%	6/1/18	2,150	1,927
Cisco Systems Inc.	5.250%	2/22/11	31,550	33,375
Cisco Systems Inc.	5.500%	2/22/16	3,065	3,207
Cisco Systems Inc.	4.950%	2/15/19	3,825	3,757
Cisco Systems Inc.	5.900%	2/15/39	6,575	6,047
Computer Sciences Corp.	5.500%	3/15/13	1,650	1,602
Computer Sciences Corp.	6.500%	3/15/18	300	285
Corning Inc.	7.250%	8/15/36	300	225
Dell Inc.	4.700%	4/15/13	5,525	5,545
Dell Inc.	5.650%	4/15/18	3,025	2,826
Dell Inc.	6.500%	4/15/38	2,950	2,341
Dun & Bradstreet Corp.	6.000%	4/1/13	4,725	4,809
Electronic Data Systems	6.000%	8/1/13	4,900	5,176
Equifax Inc.	6.300%	7/1/17	975	790
Equifax Inc.	7.000%	7/1/37	1,475	1,034
Fiserv, Inc.	6.125%	11/20/12	10,325	10,201
Fiserv, Inc.	6.800%	11/20/17	5,500	5,148
Harris Corp.	5.000%	10/1/15	3,450	3,040
Harris Corp.	5.950%	12/1/17	225	199
Hewlett-Packard Co.	4.250%	2/24/12	9,900	10,150
Hewlett-Packard Co.	6.500%	7/1/12	1,410	1,514
Hewlett-Packard Co.	4.500%	3/1/13	12,350	12,685
Hewlett-Packard Co.	6.125%	3/1/14	6,550	6,970
Hewlett-Packard Co.	4.750%	6/2/14	7,350	7,452
Hewlett-Packard Co.	5.400%	3/1/17	1,610	1,643
Hewlett-Packard Co.	5.500%	3/1/18	3,325	3,424
IBM International Group Capital	5.050%	10/22/12	19,950	21,220
International Business Machines Corp.	4.950%	3/22/11	2,500	2,634
International Business Machines Corp.	7.500%	6/15/13	2,825	3,204
International Business Machines Corp.	5.700%	9/14/17	31,425	32,528
International Business Machines Corp.	7.000%	10/30/25	620	670
International Business Machines Corp.	6.220%	8/1/27	4,875	4,905
International Business Machines Corp.	6.500%	1/15/28	600	616
International Business Machines Corp.	5.875%	11/29/32	400	386
International Business Machines Corp.	8.000%	10/15/38	6,500	7,712
International Business Machines Corp.	7.125%	12/1/96	5,260	5,232
Intuit Inc.	5.400%	3/15/12	1,950	1,843
Intuit Inc.	5.750%	3/15/17	1,800	1,557
Lexmark International Inc.	5.900%	6/1/13	2,700	2,298
Lexmark International Inc.	6.650%	6/1/18	4,325	3,239
Motorola, Inc.	7.625%	11/15/10	519	497
Motorola, Inc.	8.000%	11/1/11	625	581
Motorola, Inc.	5.375%	11/15/12	4,750	4,032
Motorola, Inc.	6.000%	11/15/17	1,350	1,051
Motorola, Inc.	7.500%	5/15/25	800	483
Motorola, Inc.	6.500%	9/1/25	1,225	723
Motorola, Inc.	6.500%	11/15/28	400	239
Motorola, Inc.	6.625%	11/15/37	2,575	1,622
Oracle Corp.	5.000%	1/15/11	4,775	5,019
Oracle Corp.	4.950%	4/15/13	4,975	5,264
Oracle Corp.	5.250%	1/15/16	16,215	16,556
Oracle Corp.	5.750%	4/15/18	13,310	13,802
Oracle Corp.	6.500%	4/15/38	5,625	5,580
Pitney Bowes, Inc.	4.625%	10/1/12	3,200	3,228

	Pitney Bowes, Inc.	3.875%	6/15/13	4,000	3,958
	Pitney Bowes, Inc.	4.875%	8/15/14	250	256
	Pitney Bowes, Inc.	4.750%	1/15/16	10,800	10,240
	Pitney Bowes, Inc.	5.750%	9/15/17	3,500	3,481
	Pitney Bowes, Inc.	4.750%	5/15/18	275	257
	Pitney Bowes, Inc.	5.250%	1/15/37	450	407
	Science Applications International Corp.	6.250%	7/1/12	950	971
	Science Applications International Corp.	5.500%	7/1/33	1,350	941
	Tyco Electronics Group	6.000%	10/1/12	3,300	2,798
	Tyco Electronics Group	6.550%	10/1/17	7,325	5,561
	Tyco Electronics Group	7.125%	10/1/37	550	366
	Xerox Capital Trust I	8.000%	2/1/27	4,475	3,088
	Xerox Corp.	7.125%	6/15/10	3,150	3,217
	Xerox Corp.	6.875%	8/15/11	1,900	1,852
	Xerox Corp.	5.500%	5/15/12	2,475	2,127
	Xerox Corp.	7.625%	6/15/13	3,475	3,142
	Xerox Corp.	6.400%	3/15/16	3,975	2,925
	Xerox Corp.	6.750%	2/1/17	2,850	2,105
	Xerox Corp.	6.350%	5/15/18	10,375	7,577
	Transportation (0.4%)
	Burlington Northern Santa Fe Corp.	7.125%	12/15/10	400	420
	Burlington Northern Santa Fe Corp.	6.750%	7/15/11	2,870	3,018
	Burlington Northern Santa Fe Corp.	5.900%	7/1/12	2,625	2,731
	Burlington Northern Santa Fe Corp.	7.000%	2/1/14	500	531
	Burlington Northern Santa Fe Corp.	5.650%	5/1/17	6,725	6,563
	Burlington Northern Santa Fe Corp.	5.750%	3/15/18	3,250	3,176
	Burlington Northern Santa Fe Corp.	7.000%	12/15/25	5,025	4,804
	Burlington Northern Santa Fe Corp.	6.200%	8/15/36	3,125	2,835
	Burlington Northern Santa Fe Corp.	6.150%	5/1/37	75	68
	Canadian National Railway Co.	6.375%	10/15/11	875	932
	Canadian National Railway Co.	4.400%	3/15/13	2,450	2,464
	Canadian National Railway Co.	4.950%	1/15/14	1,875	1,942
	Canadian National Railway Co.	5.800%	6/1/16	750	768
	Canadian National Railway Co.	5.850%	11/15/17	1,100	1,137
	Canadian National Railway Co.	6.800%	7/15/18	8,600	9,449
	Canadian National Railway Co.	6.900%	7/15/28	600	642
	Canadian National Railway Co.	6.250%	8/1/34	1,500	1,498
	Canadian National Railway Co.	6.200%	6/1/36	2,400	2,405
	Canadian Pacific Railway Co.	6.250%	10/15/11	8,525	8,486
	Canadian Pacific Railway Co.	7.125%	10/15/31	450	382
	Canadian Pacific Railway Co.	5.950%	5/15/37	975	681
	CNF, Inc.	6.700%	5/1/34	3,200	1,977
	Continental Airlines, Inc.	6.563%	2/15/12	1,925	1,627
2	Continental Airlines, Inc.	6.648%	9/15/17	6,260	4,883
2	Continental Airlines, Inc.	6.900%	1/2/18	3,547	2,820
2	Continental Airlines, Inc.	6.545%	2/2/19	407	350
2	Continental Airlines, Inc.	5.983%	4/19/22	550	410
	CSX Corp.	6.750%	3/15/11	1,925	1,969
	CSX Corp.	6.300%	3/15/12	1,350	1,341
	CSX Corp.	5.750%	3/15/13	125	121
	CSX Corp.	6.250%	4/1/15	2,125	1,924
	CSX Corp.	5.600%	5/1/17	1,450	1,224
	CSX Corp.	6.250%	3/15/18	200	172
	CSX Corp.	7.950%	5/1/27	225	196

	CSX Corp.	6.000%	10/1/36	5,875	4,063
	CSX Corp.	6.150%	5/1/37	2,250	1,587
	CSX Corp.	7.450%	4/1/38	1,825	1,508
	Delta Air Lines Enhanced Equipment Trust Certificates	6.417%	7/2/12	3,250	2,470
2	Delta Air Lines Enhanced Equipment Trust Certificates	6.718%	1/2/23	2,736	1,792
	Delta Air Lines, Inc.	7.111%	9/18/11	3,250	2,730
2	Delta Air Lines, Inc.	6.821%	8/10/22	4,727	3,167
	Norfolk Southern Corp.	6.750%	2/15/11	4,725	4,965
	Norfolk Southern Corp.	5.257%	9/17/14	45	46
4	Norfolk Southern Corp.	5.750%	1/15/16	1,400	1,427
	Norfolk Southern Corp.	7.700%	5/15/17	5,000	5,590
	Norfolk Southern Corp.	5.750%	4/1/18	1,325	1,343
	Norfolk Southern Corp.	9.750%	6/15/20	1,271	1,466
	Norfolk Southern Corp.	5.590%	5/17/25	534	448
	Norfolk Southern Corp.	7.800%	5/15/27	3,245	3,352
	Norfolk Southern Corp.	5.640%	5/17/29	1,680	1,441
	Norfolk Southern Corp.	7.050%	5/1/37	10,145	10,483
	Norfolk Southern Corp.	7.900%	5/15/97	1,650	1,617
	Ryder System Inc.	5.950%	5/2/11	2,625	2,622
	Ryder System Inc.	5.850%	3/1/14	1,575	1,446
	Ryder System Inc.	7.200%	9/1/15	3,425	3,026
	Ryder System Inc.	5.850%	11/1/16	1,525	1,167
	Southwest Airlines Co.	6.500%	3/1/12	6,250	6,073
	Southwest Airlines Co.	5.250%	10/1/14	175	159
	Southwest Airlines Co.	5.750%	12/15/16	3,100	2,748
	Southwest Airlines Co.	5.125%	3/1/17	650	502
2	Southwest Airlines Co.	6.150%	8/1/22	1,578	1,426
	Union Pacific Corp.	3.625%	6/1/10	1,615	1,607
	Union Pacific Corp.	6.650%	1/15/11	4,730	4,959
	Union Pacific Corp.	6.125%	1/15/12	200	205
	Union Pacific Corp.	6.500%	4/15/12	1,858	1,925
	Union Pacific Corp.	5.450%	1/31/13	2,125	2,122
	Union Pacific Corp.	7.000%	2/1/16	350	358
	Union Pacific Corp.	5.650%	5/1/17	4,050	3,816
	Union Pacific Corp.	5.750%	11/15/17	6,625	6,351
	Union Pacific Corp.	5.700%	8/15/18	16,750	15,954
	Union Pacific Corp.	6.625%	2/1/29	1,525	1,439
2	Union Pacific Railroad Co.	6.176%	1/2/31	1,224	1,193
	United Parcel Service of America	3.875%	4/1/14	5,825	5,832
	United Parcel Service of America	5.500%	1/15/18	3,235	3,424
	United Parcel Service of America	5.125%	4/1/19	3,475	3,528
	United Parcel Service of America	6.200%	1/15/38	3,825	3,922
					5,109,315
Utilities (2.0%)
	Electric (1.5%)
	AEP Texas Central Co.	6.650%	2/15/33	2,150	1,831
	Alabama Power Co.	4.850%	12/15/12	1,875	1,937
	Alabama Power Co.	5.500%	10/15/17	3,125	3,237
	Alabama Power Co.	6.000%	3/1/39	4,775	4,767
	American Electric Power Co., Inc.	5.250%	6/1/15	675	653
	American Water Capital Corp.	6.085%	10/15/17	10,200	9,526
	American Water Capital Corp.	6.593%	10/15/37	4,925	3,900
	Appalachian Power Co.	7.000%	4/1/38	5,425	4,810

Arizona Public Service Co.	6.375%	10/15/11	600	590
Arizona Public Service Co.	5.800%	6/30/14	625	574
Arizona Public Service Co.	4.650%	5/15/15	725	591
Arizona Public Service Co.	5.500%	9/1/35	600	373
Baltimore Gas & Electric Co.	5.900%	10/1/16	3,300	2,970
Baltimore Gas & Electric Co.	6.350%	10/1/36	525	417
Carolina Power & Light Co.	6.500%	7/15/12	925	986
Carolina Power & Light Co.	5.125%	9/15/13	5,025	5,275
Carolina Power & Light Co.	5.300%	1/15/19	7,825	7,895
Carolina Power & Light Co.	6.300%	4/1/38	2,125	2,223
CenterPoint Energy Houston	5.700%	3/15/13	13,160	13,029
CenterPoint Energy Houston	5.750%	1/15/14	400	395
CenterPoint Energy Houston	6.950%	3/15/33	300	272
Cincinnati Gas & Electric Co.	5.700%	9/15/12	3,875	4,005
Cleveland Electric Illumination Co.	5.650%	12/15/13	175	170
Cleveland Electric Illumination Co.	7.880%	11/1/17	1,050	1,140
Columbus Southern Power	5.850%	10/1/35	5,225	3,991
Commonwealth Edison Co.	6.150%	3/15/12	1,600	1,623
Commonwealth Edison Co.	5.950%	8/15/16	8,530	8,171
Commonwealth Edison Co.	6.150%	9/15/17	11,750	11,242
Commonwealth Edison Co.	5.800%	3/15/18	2,825	2,632
Commonwealth Edison Co.	5.875%	2/1/33	490	413
Commonwealth Edison Co.	5.900%	3/15/36	600	510
Commonwealth Edison Co.	6.450%	1/15/38	3,025	2,713
Connecticut Light & Power Co.	6.350%	6/1/36	4,500	4,551
Consolidated Edison Co. of New York	4.875%	2/1/13	2,865	2,879
Consolidated Edison Co. of New York	5.375%	12/15/15	1,275	1,273
Consolidated Edison Co. of New York	5.500%	9/15/16	4,825	4,772
Consolidated Edison Co. of New York	6.650%	4/1/19	5,775	5,953
Consolidated Edison Co. of New York	5.300%	3/1/35	1,925	1,583
Consolidated Edison Co. of New York	5.850%	3/15/36	1,800	1,598
Consolidated Edison Co. of New York	6.200%	6/15/36	2,825	2,628
Consolidated Edison Co. of New York	6.300%	8/15/37	5,525	5,139
Consolidated Edison Co. of New York	6.750%	4/1/38	2,075	2,085
Consolidated Natural Gas	6.250%	11/1/11	6,900	7,097
Consolidated Natural Gas	5.000%	12/1/14	4,350	4,195
Constellation Energy Group, Inc.	6.125%	9/1/09	675	676
Constellation Energy Group, Inc.	7.000%	4/1/12	950	934
Constellation Energy Group, Inc.	4.550%	6/15/15	15,725	12,942
Constellation Energy Group, Inc.	7.600%	4/1/32	1,865	1,564
Consumers Energy Co.	5.000%	2/15/12	1,975	1,978
Consumers Energy Co.	5.375%	4/15/13	4,025	3,976
Consumers Energy Co.	5.500%	8/15/16	1,500	1,436
Consumers Energy Co.	5.650%	4/15/20	800	763
Detroit Edison Co.	6.125%	10/1/10	2,105	2,159
Detroit Edison Co.	5.700%	10/1/37	800	680
Dominion Resources, Inc.	4.750%	12/15/10	1,700	1,716
Dominion Resources, Inc.	6.250%	6/30/12	2,165	2,265
Dominion Resources, Inc.	5.700%	9/17/12	650	668
Dominion Resources, Inc.	5.150%	7/15/15	14,950	14,419
Dominion Resources, Inc.	6.000%	11/30/17	4,150	4,059
Dominion Resources, Inc.	6.300%	3/15/33	1,350	1,203
Dominion Resources, Inc.	5.250%	8/1/33	2,500	2,409
Dominion Resources, Inc.	5.950%	6/15/35	7,725	6,623
Dominion Resources, Inc.	7.000%	6/15/38	950	923

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

2	Dominion Resources, Inc.	7.500%	6/30/66	3,375	2,126
2	Dominion Resources, Inc.	6.300%	9/30/66	2,125	1,216
	DTE Energy Co.	7.050%	6/1/11	5,165	5,207
	DTE Energy Co.	6.375%	4/15/33	175	129
	Duke Energy Carolinas LLC	5.750%	11/15/13	400	429
	Duke Energy Carolinas LLC	6.100%	6/1/37	8,400	8,330
	Duke Energy Carolinas LLC	6.000%	1/15/38	375	377
	Duke Energy Carolinas LLC	6.050%	4/15/38	2,675	2,764
	Duke Energy Corp.	6.250%	1/15/12	6,807	7,283
	Duke Energy Corp.	6.300%	2/1/14	725	742
	Duke Energy Corp.	6.000%	12/1/28	1,475	1,431
	Duke Energy Corp.	6.450%	10/15/32	1,175	1,232
	Duke Energy Indiana Inc.	6.350%	8/15/38	7,725	7,867
	El Paso Electric Co.	6.000%	5/15/35	1,675	1,123
	Empresa Nacional Electric	8.350%	8/1/13	2,275	2,468
	Energy East Corp.	6.750%	6/15/12	4,675	4,617
	Energy East Corp.	6.750%	7/15/36	3,325	2,207
	Enersis SA	7.375%	1/15/14	2,500	2,588
	Entergy Gulf States, Inc.	6.000%	5/1/18	8,200	7,562
	Entergy Louisiana LLC	6.500%	9/1/18	1,250	1,176
	Exelon Corp.	6.750%	5/1/11	400	407
	Exelon Corp.	4.900%	6/15/15	4,050	3,502
	Exelon Corp.	5.625%	6/15/35	735	497
	FirstEnergy Corp.	6.450%	11/15/11	40,930	41,440
	FirstEnergy Corp.	7.375%	11/15/31	6,390	5,204
	Florida Power & Light Co.	4.850%	2/1/13	2,375	2,460
	Florida Power & Light Co.	5.550%	11/1/17	1,750	1,825
	Florida Power & Light Co.	5.950%	10/1/33	50	51
	Florida Power & Light Co.	5.625%	4/1/34	3,500	3,414
	Florida Power & Light Co.	4.950%	6/1/35	475	417
	Florida Power & Light Co.	5.400%	9/1/35	1,650	1,559
	Florida Power & Light Co.	6.200%	6/1/36	3,650	3,842
	Florida Power & Light Co.	5.650%	2/1/37	3,675	3,593
	Florida Power & Light Co.	5.850%	5/1/37	1,450	1,457
	Florida Power & Light Co.	5.950%	2/1/38	10,975	11,262
	Florida Power & Light Co.	5.960%	4/1/39	600	617
	Florida Power Corp.	4.500%	6/1/10	3,025	3,100
	Florida Power Corp.	4.800%	3/1/13	9,550	9,742
	Florida Power Corp.	5.650%	6/15/18	2,875	3,026
	Florida Power Corp.	6.350%	9/15/37	4,900	5,043
	Florida Power Corp.	6.400%	6/15/38	2,225	2,359
	FPL Group Capital, Inc.	5.625%	9/1/11	3,125	3,312
	FPL Group Capital, Inc.	5.350%	6/15/13	4,350	4,460
	FPL Group Capital, Inc.	6.000%	3/1/19	500	514
2	FPL Group Capital, Inc.	6.350%	10/1/66	2,075	1,503
2	FPL Group Capital, Inc.	6.650%	6/15/67	2,475	1,793
	Georgia Power Co.	5.700%	6/1/17	1,815	1,920
	Georgia Power Co.	5.650%	3/1/37	325	313
	Georgia Power Co.	5.950%	2/1/39	750	749
	Illinois Power Co.	6.125%	11/15/17	1,150	1,045
	Illinois Power Co.	6.250%	4/1/18	4,425	4,046
	Indiana Michigan Power Co.	7.000%	3/15/19	275	272
	Indiana Michigan Power Co.	6.050%	3/15/37	7,175	5,885
2	Integrys Energy Group	6.110%	12/1/66	4,000	2,139

Jersey Central Power & Light 5.625% 5/1/16 2,825 2,709

Jersey Central Power & Light	5.650%	6/1/17	1,725	1,619
Kansas City Power & Light	6.050%	11/15/35	1,650	1,311
Kansas Gas & Electric	5.647%	3/29/21	181	168
MidAmerican Energy Co.	5.650%	7/15/12	2,475	2,573
MidAmerican Energy Co.	5.125%	1/15/13	6,175	6,352
MidAmerican Energy Co.	5.950%	7/15/17	1,350	1,376
MidAmerican Energy Co.	5.300%	3/15/18	450	438
MidAmerican Energy Co.	6.750%	12/30/31	4,325	4,318
MidAmerican Energy Co.	5.750%	11/1/35	1,275	1,117
MidAmerican Energy Holdings Co.	5.875%	10/1/12	5,445	5,695
MidAmerican Energy Holdings Co.	5.000%	2/15/14	1,100	1,105
MidAmerican Energy Holdings Co.	5.750%	4/1/18	4,650	4,576
MidAmerican Energy Holdings Co.	8.480%	9/15/28	600	637
MidAmerican Energy Holdings Co.	6.125%	4/1/36	25,675	22,707
MidAmerican Energy Holdings Co.	5.950%	5/15/37	6,725	6,003
MidAmerican Energy Holdings Co.	6.500%	9/15/37	850	777
National Rural Utilities Cooperative Finance Corp.	7.250%	3/1/12	14,710	15,353
National Rural Utilities Cooperative Finance Corp.	5.500%	7/1/13	4,750	4,813
National Rural Utilities Cooperative Finance Corp.	4.750%	3/1/14	1,715	1,680
National Rural Utilities Cooperative Finance Corp.	5.450%	4/10/17	4,600	4,253
National Rural Utilities Cooperative Finance Corp.	5.450%	2/1/18	11,285	10,511
National Rural Utilities Cooperative Finance Corp.	8.000%	3/1/32	3,150	3,003
Nevada Power Co.	7.125%	3/15/19	7,900	7,731
Nevada Power Co.	6.750%	7/1/37	1,175	1,004
NiSource Finance Corp.	7.875%	11/15/10	5,185	5,108
NiSource Finance Corp.	6.150%	3/1/13	425	366
NiSource Finance Corp.	5.400%	7/15/14	1,025	819
NiSource Finance Corp.	5.250%	9/15/17	1,200	930
NiSource Finance Corp.	6.400%	3/15/18	650	521
NiSource Finance Corp.	6.800%	1/15/19	150	119
NiSource Finance Corp.	5.450%	9/15/20	1,350	1,001
Northern States Power Co.	5.250%	3/1/18	1,800	1,847
Northern States Power Co.	5.250%	7/15/35	325	307
Northern States Power Co.	6.250%	6/1/36	1,550	1,675
Northern States Power Co.	6.200%	7/1/37	2,850	3,064
NStar Electric Co.	4.875%	4/15/14	1,675	1,718
NStar Electric Co.	5.625%	11/15/17	4,900	5,136
Ohio Edison	6.400%	7/15/16	3,600	3,432
Ohio Power Co.	5.750%	9/1/13	6,625	6,667
Ohio Power Co.	6.000%	6/1/16	3,125	3,022
Oncor Electric Delivery Co.	6.375%	5/1/12	2,800	2,766
Oncor Electric Delivery Co.	6.375%	1/15/15	5,600	5,584
Oncor Electric Delivery Co.	7.000%	9/1/22	500	468
Oncor Electric Delivery Co.	7.000%	5/1/32	1,700	1,528
Oncor Electric Delivery Co.	7.250%	1/15/33	3,525	3,258
Pacific Gas & Electric Co.	4.200%	3/1/11	22,750	23,358
Pacific Gas & Electric Co.	4.800%	3/1/14	8,475	8,517
Pacific Gas & Electric Co.	5.625%	11/30/17	3,300	3,366
Pacific Gas & Electric Co.	6.050%	3/1/34	4,580	4,543

Pacific Gas & Electric Co.	5.800%	3/1/37	6,500	6,229
PacifiCorp	6.900%	11/15/11	5,925	6,316
PacifiCorp	7.700%	11/15/31	925	1,095
PacifiCorp	5.250%	6/15/35	50	44
PacifiCorp	6.250%	10/15/37	600	599
PECO Energy Co.	5.350%	3/1/18	2,575	2,490
Pennsylvania Electric Co.	6.050%	9/1/17	2,150	1,954
Pepco Holdings, Inc.	6.450%	8/15/12	6,275	6,315
Pepco Holdings, Inc.	7.450%	8/15/32	1,150	971
Potomac Electric Power	6.500%	11/15/37	800	769
PPL Energy Supply LLC	6.400%	11/1/11	9,600	9,580
PPL Energy Supply LLC	6.300%	7/15/13	2,850	2,872
PPL Energy Supply LLC	5.400%	8/15/14	800	756
PPL Energy Supply LLC	6.200%	5/15/16	1,319	1,197
PPL Energy Supply LLC	6.500%	5/1/18	2,025	1,786
Progress Energy, Inc.	7.100%	3/1/11	5,211	5,449
Progress Energy, Inc.	6.850%	4/15/12	1,675	1,738
Progress Energy, Inc.	6.050%	3/15/14	575	584
Progress Energy, Inc.	5.625%	1/15/16	1,050	1,018
Progress Energy, Inc.	7.050%	3/15/19	1,325	1,355
Progress Energy, Inc.	7.750%	3/1/31	1,375	1,395
Progress Energy, Inc.	7.000%	10/30/31	4,375	4,088
PSE&G Power LLC	7.750%	4/15/11	875	926
PSE&G Power LLC	6.950%	6/1/12	15,325	15,699
PSE&G Power LLC	5.000%	4/1/14	2,175	2,050
PSE&G Power LLC	5.500%	12/1/15	2,550	2,387
PSE&G Power LLC	8.625%	4/15/31	300	302
PSI Energy Inc.	5.000%	9/15/13	200	199
PSI Energy Inc.	6.050%	6/15/16	325	331
PSI Energy Inc.	6.120%	10/15/35	1,075	1,062
Public Service Co. of Colorado	7.875%	10/1/12	7,700	8,655
Public Service Co. of Colorado	5.500%	4/1/14	65	69
Public Service Co. of Colorado	5.800%	8/1/18	1,475	1,553
Public Service Co. of Colorado	6.250%	9/1/37	1,425	1,481
Public Service Co. of Colorado	6.500%	8/1/38	2,575	2,766
Public Service Co. of Oklahoma	6.625%	11/15/37	4,375	3,593
Public Service Electric & Gas	5.250%	7/1/35	225	208
Public Service Electric & Gas	5.800%	5/1/37	4,600	4,438
Puget Sound Energy Inc.	5.483%	6/1/35	750	556
Puget Sound Energy Inc.	6.274%	3/15/37	4,875	4,028
SCANA Corp.	6.875%	5/15/11	4,700	4,901
Sierra Pacific Power Co.	6.000%	5/15/16	2,300	2,216
Sierra Pacific Power Co.	6.750%	7/1/37	3,950	3,556
South Carolina Electric & Gas Co.	6.500%	11/1/18	1,475	1,620
South Carolina Electric & Gas Co.	6.625%	2/1/32	2,125	2,285
South Carolina Electric & Gas Co.	5.300%	5/15/33	220	200
South Carolina Electric & Gas Co.	6.050%	1/15/38	1,875	1,884
Southern California Edison Co.	5.000%	1/15/14	2,700	2,824
Southern California Edison Co.	4.650%	4/1/15	1,650	1,643
Southern California Edison Co.	5.000%	1/15/16	1,125	1,142
Southern California Edison Co.	5.750%	4/1/35	825	807
Southern California Edison Co.	5.350%	7/15/35	4,300	3,979
Southern California Edison Co.	5.625%	2/1/36	6,375	6,088
Southern California Edison Co.	5.550%	1/15/37	7,775	7,292
Southern California Edison Co.	5.950%	2/1/38	100	99

	Southern California Edison Co.	6.050%	3/15/39	2,975	2,962
	Southern Co.	5.300%	1/15/12	1,650	1,733
	Southern Power Co.	6.250%	7/15/12	3,205	3,379
	Southern Power Co.	4.875%	7/15/15	6,225	5,685
	Southwestern Electric Power	5.550%	1/15/17	400	363
	Southwestern Electric Power	6.450%	1/15/19	3,625	3,404
	Tampa Electric Co.	6.375%	8/15/12	3,950	4,060
	Tampa Electric Co.	6.550%	5/15/36	2,825	2,357
	Toledo Edison Co.	6.150%	5/15/37	300	219
	TransAlta Corp.	6.650%	5/15/18	1,225	1,092
	Union Electric Co.	5.400%	2/1/16	3,100	2,845
	Union Electric Co.	6.700%	2/1/19	2,500	2,396
	Virginia Electric & Power Co.	5.100%	11/30/12	575	591
	Virginia Electric & Power Co.	5.400%	1/15/16	875	918
	Virginia Electric & Power Co.	6.000%	1/15/36	5,575	5,492
	Virginia Electric & Power Co.	6.000%	5/15/37	2,500	2,446
	Virginia Electric & Power Co.	6.350%	11/30/37	1,750	1,747
	Virginia Electric & Power Co.	8.875%	11/15/38	675	839
	Wisconsin Electric Power Co.	6.000%	4/1/14	375	403
	Wisconsin Electric Power Co.	5.625%	5/15/33	950	915
	Wisconsin Electric Power Co.	5.700%	12/1/36	825	801
	Wisconsin Energy Corp.	6.500%	4/1/11	8,425	8,829
2	Wisconsin Energy Corp.	6.250%	5/15/67	13,250	8,026
	Wisconsin Power & Light Co.	6.375%	8/15/37	4,000	4,033
	Xcel Energy, Inc.	5.613%	4/1/17	536	519
	Xcel Energy, Inc.	6.500%	7/1/36	2,850	2,532
	Natural Gas (0.5%)
	AGL Capital Corp.	7.125%	1/14/11	1,825	1,866
	AGL Capital Corp.	6.000%	10/1/34	150	109
	Atmos Energy Corp.	4.950%	10/15/14	2,780	2,506
	Atmos Energy Corp.	8.500%	3/15/19	2,175	2,229
	Boardwalk Pipelines LLC	5.500%	2/1/17	3,175	2,594
	British Transco Finance	6.625%	6/1/18	1,625	1,591
	Buckeye Partners LP	6.050%	1/15/18	350	301
	CenterPoint Energy Resources	7.875%	4/1/13	3,180	3,283
	CenterPoint Energy Resources	6.150%	5/1/16	1,050	911
	Duke Capital Corp.	6.250%	2/15/13	1,050	1,029
	Duke Capital Corp.	5.500%	3/1/14	2,975	2,817
	Duke Capital Corp.	5.668%	8/15/14	150	141
	Duke Capital Corp.	6.750%	2/15/32	2,175	1,782
	Duke Energy Field Services	7.875%	8/16/10	3,550	3,635
	Duke Energy Field Services	8.125%	8/16/30	225	183
	El Paso Natural Gas Co.	5.950%	4/15/17	2,100	1,828
	Enbridge Energy Partners	6.500%	4/15/18	2,225	1,938
	Enbridge Energy Partners	9.875%	3/1/19	4,375	4,494
	Enbridge Energy Partners	7.500%	4/15/38	5,150	4,113
	Enbridge Inc.	5.600%	4/1/17	275	243
	Energy Transfer Partners LP	5.650%	8/1/12	4,325	4,099
	Energy Transfer Partners LP	5.950%	2/1/15	6,400	5,803
	Energy Transfer Partners LP	6.125%	2/15/17	1,100	982
	Energy Transfer Partners LP	6.625%	10/15/36	1,325	989
	Energy Transfer Partners LP	7.500%	7/1/38	625	509
6	Enron Corp.	7.625%	9/10/04	1,600	8
6	Enron Corp.	6.625%	11/15/05	1,075	5

6	Enron Corp.	7.125%	5/15/07	6,846	34
6	Enron Corp.	6.875%	10/15/07	6,700	33
6	Enron Corp.	6.750%	8/1/09	5,145	26
	Enterprise Products Operating LP	4.950%	6/1/10	3,525	3,476
	Enterprise Products Operating LP	5.650%	4/1/13	3,475	3,274
	Enterprise Products Operating LP	5.600%	10/15/14	3,550	3,279
	Enterprise Products Operating LP	6.300%	9/15/17	8,725	8,036
	Enterprise Products Operating LP	6.500%	1/31/19	2,775	2,533
	Enterprise Products Operating LP	6.875%	3/1/33	1,350	1,108
	Enterprise Products Operating LP	6.650%	10/15/34	150	119
	Equitable Resources Inc.	6.500%	4/1/18	11,475	9,993
6	HNG Internorth	9.625%	3/15/06	3,680	18
	KeySpan Corp.	7.625%	11/15/10	1,075	1,122
	Kinder Morgan Energy Partners LP	6.750%	3/15/11	775	800
	Kinder Morgan Energy Partners LP	7.125%	3/15/12	5,410	5,523
	Kinder Morgan Energy Partners LP	5.850%	9/15/12	5,800	5,721
	Kinder Morgan Energy Partners LP	5.000%	12/15/13	12,025	11,473
	Kinder Morgan Energy Partners LP	5.125%	11/15/14	1,725	1,651
	Kinder Morgan Energy Partners LP	6.000%	2/1/17	40	38
	Kinder Morgan Energy Partners LP	5.950%	2/15/18	9,400	8,592
	Kinder Morgan Energy Partners LP	7.300%	8/15/33	150	137
	Kinder Morgan Energy Partners LP	6.500%	2/1/37	550	440
	Kinder Morgan Energy Partners LP	6.950%	1/15/38	2,870	2,486
	Magellan Midstream Partners, LP	5.650%	10/15/16	825	744
	National Grid PLC	6.300%	8/1/16	7,700	7,488
	NuStar Energy LP	7.650%	4/15/18	4,500	3,722
	ONEOK Inc.	5.200%	6/15/15	2,750	2,481
	ONEOK Inc.	6.000%	6/15/35	2,175	1,512
	ONEOK Partners, LP	5.900%	4/1/12	2,600	2,598
	ONEOK Partners, LP	6.150%	10/1/16	4,200	3,740
	ONEOK Partners, LP	8.625%	3/1/19	6,350	6,410
	ONEOK Partners, LP	6.650%	10/1/36	11,525	8,456
	ONEOK Partners, LP	6.850%	10/15/37	4,625	3,453
	Panhandle Eastern Pipeline	6.200%	11/1/17	7,425	6,326
	Panhandle Eastern Pipeline	7.000%	6/15/18	1,050	939
	Plains All American Pipeline LP	6.650%	1/15/37	1,000	741
	Reliant Energy Resources	7.750%	2/15/11	800	815
	San Diego Gas & Electric	5.300%	11/15/15	2,000	2,058
	San Diego Gas & Electric	5.350%	5/15/35	750	728
	San Diego Gas & Electric	6.125%	9/15/37	225	241
	Sempra Energy	6.000%	2/1/13	700	713
	Sempra Energy	6.150%	6/15/18	100	94
	Southern California Gas Co.	5.750%	11/15/35	800	793
4	Southern Natural Gas	5.900%	4/1/17	6,635	5,795
	Southern Union Co.	7.600%	2/1/24	800	627
	Spectra Energy Corp.	6.200%	4/15/18	925	871
	Teppco Partners, LP	5.900%	4/15/13	2,175	2,031
	Teppco Partners, LP	6.650%	4/15/18	2,200	1,857
	Teppco Partners, LP	7.550%	4/15/38	1,375	1,105
	Texas Eastern Transmission	7.000%	7/15/32	200	188
	Texas Gas Transmission	4.600%	6/1/15	2,450	2,019
	Trans-Canada Pipelines	4.000%	6/15/13	3,300	3,190
	Trans-Canada Pipelines	6.500%	8/15/18	3,800	3,765
	Trans-Canada Pipelines	7.125%	1/15/19	1,375	1,446
	Trans-Canada Pipelines	5.600%	3/31/34	2,505	2,004

Vanguard Total Bond Market Index Fund

Schedule of Investments

As of March 31, 2009

	Trans-Canada Pipelines	5.850%	3/15/36	8,025	6,446
	Trans-Canada Pipelines	6.200%	10/15/37	2,700	2,232
	Trans-Canada Pipelines	7.625%	1/15/39	1,225	1,221
2	Trans-Canada Pipelines	6.350%	5/15/67	10,755	6,220
	Transcontinental Gas Pipe Line Corp.	7.000%	8/15/11	3,425	3,499
	Williams Cos., Inc.	7.125%	9/1/11	5,975	5,990
	Williams Cos., Inc.	8.125%	3/15/12	2,075	2,106
	Williams Cos., Inc.	7.625%	7/15/19	9,125	8,600
	Williams Cos., Inc.	7.500%	1/15/31	9,050	7,240
	Williams Cos., Inc.	7.750%	6/15/31	2,200	1,815
	Other Utility (0.0%)
	Veolia Environnement	6.750%	6/1/38	125	114
					1,064,956
Total Corporate Bonds (Cost $13,882,205)					12,424,275
Sovereign Bonds (U.S. Dollar-Denominated) (3.2%)
	African Development Bank	1.875%	1/23/12	5,600	5,573
	Asian Development Bank	4.125%	9/15/10	400	413
	Asian Development Bank	2.125%	3/15/12	4,425	4,428
	Asian Development Bank	4.500%	9/4/12	1,050	1,118
	Asian Development Bank	3.625%	9/5/13	22,675	23,631
	Asian Development Bank	5.250%	6/12/17	600	682
	Asian Development Bank	5.593%	7/16/18	2,778	3,228
	Canada Mortgage & Housing Corp.	4.800%	10/1/10	1,050	1,094
	China Development Bank	4.750%	10/8/14	3,475	3,545
	China Development Bank	5.000%	10/15/15	1,375	1,418
	Corp. Andina de Fomento	5.200%	5/21/13	4,350	3,912
	Corp. Andina de Fomento	5.750%	1/12/17	9,075	7,400
	Development Bank of Japan	4.250%	6/9/15	1,975	2,034
	Eksportfinans	5.500%	5/25/16	8,170	8,746
	Eksportfinans	5.500%	6/26/17	6,275	6,855
	European Investment Bank	4.125%	9/15/10	300	308
	European Investment Bank	4.625%	9/15/10	8,550	8,862
	European Investment Bank	3.250%	2/15/11	9,625	9,817
	European Investment Bank	2.625%	5/16/11	4,725	4,771
	European Investment Bank	5.250%	6/15/11	11,275	11,969
	European Investment Bank	3.125%	7/15/11	3,275	3,353
	European Investment Bank	3.250%	10/14/11	4,075	4,179
	European Investment Bank	2.625%	11/15/11	3,275	3,320
	European Investment Bank	2.000%	2/10/12	52,100	52,161
	European Investment Bank	4.625%	3/21/12	27,400	29,168
	European Investment Bank	2.875%	3/15/13	7,500	7,518
	European Investment Bank	3.250%	5/15/13	19,175	19,613
	European Investment Bank	4.250%	7/15/13	31,050	32,932
^	European Investment Bank	2.375%	3/14/14	13,050	12,828
	European Investment Bank	4.625%	5/15/14	33,525	34,671
	European Investment Bank	4.875%	2/16/16	525	566
	European Investment Bank	5.125%	9/13/16	2,025	2,228
	European Investment Bank	4.875%	1/17/17	19,250	20,875
	European Investment Bank	5.125%	5/30/17	20,200	22,016
	European Investment Bank	4.875%	2/15/36	300	303
	Export Development Canada	3.750%	7/15/11	550	576
	Export Development Canada	2.625%	11/15/11	5,075	5,185

Export Development Canada	2.375%	3/19/12	4,875	4,912
Export-Import Bank of Korea	5.125%	2/14/11	9,275	9,065

	Export-Import Bank of Korea	5.500%	10/17/12	7,625	7,358
	Export-Import Bank of Korea	8.125%	1/21/14	5,600	5,791
	Export-Import Bank of Korea	5.125%	3/16/15	875	764
	Federation of Malaysia	7.500%	7/15/11	8,675	9,394
	Federative Republic of Brazil	9.250%	10/22/10	3,650	3,988
	Federative Republic of Brazil	11.000%	1/11/12	3,900	4,622
	Federative Republic of Brazil	7.875%	3/7/15	6,300	6,977
	Federative Republic of Brazil	6.000%	1/17/17	16,575	16,492
2	Federative Republic of Brazil	8.000%	1/15/18	22,025	24,035
	Federative Republic of Brazil	5.875%	1/15/19	19,925	19,377
	Federative Republic of Brazil	8.875%	10/14/19	11,450	13,368
	Federative Republic of Brazil	8.875%	4/15/24	4,325	4,952
	Federative Republic of Brazil	8.750%	2/4/25	11,525	13,023
	Federative Republic of Brazil	10.125%	5/15/27	11,525	14,637
	Federative Republic of Brazil	8.250%	1/20/34	18,525	20,438
	Federative Republic of Brazil	7.125%	1/20/37	7,725	7,744
	Federative Republic of Brazil	11.000%	8/17/40	22,875	29,051
	Financement Quebec	5.000%	10/25/12	3,500	3,761
	Inter-American Development Bank	8.500%	3/15/11	1,715	1,916
	Inter-American Development Bank	4.750%	10/19/12	3,850	4,127
	Inter-American Development Bank	3.500%	3/15/13	9,375	9,653
	Inter-American Development Bank	4.250%	9/14/15	1,475	1,567
	Inter-American Development Bank	5.125%	9/13/16	200	223
	Inter-American Development Bank	4.250%	9/10/18	21,725	22,791
	Inter-American Development Bank	7.000%	6/15/25	2,450	3,077
	International Bank for Reconstruction & Development	3.125%	11/15/11	600	616
	International Bank for Reconstruction & Development	2.000%	4/2/12	24,950	25,012
	International Bank for Reconstruction & Development	5.000%	4/1/16	14,525	16,296
	International Bank for Reconstruction & Development	7.625%	1/19/23	3,250	4,540
	International Bank for Reconstruction & Development	8.875%	3/1/26	850	1,246
	International Bank for Reconstruction & Development	4.750%	2/15/35	575	593
	Japan Bank International	4.750%	5/25/11	1,750	1,839
	Japan Bank International	4.375%	11/26/12	5,025	5,240
	Japan Bank International	4.250%	6/18/13	21,850	22,454
	Japan Finance Corp.	5.875%	3/14/11	325	348
	Japan Finance Corp.	4.625%	4/21/15	6,600	6,734
	Japan Finance Corp.	5.000%	5/16/17	3,950	4,129
	KFW International Finance Inc.	1.875%	3/15/11	4,475	4,488
	KFW International Finance Inc.	3.250%	10/14/11	13,025	13,374
	KFW International Finance Inc.	2.000%	1/17/12	12,650	12,668
	KFW International Finance Inc.	3.500%	3/10/14	19,350	19,561
	Korea Development Bank	4.625%	9/16/10	2,050	2,013
	Korea Development Bank	5.300%	1/17/13	2,050	1,902
	Korea Development Bank	5.750%	9/10/13	9,390	8,787
	Korea Development Bank	8.000%	1/23/14	12,850	13,220
	Korea Electric Power	7.750%	4/1/13	5,475	5,448
	Kreditanstalt fur Wiederaufbau	5.000%	6/1/10	9,225	9,539
	Kreditanstalt fur Wiederaufbau	4.250%	6/15/10	5,725	5,879
	Kreditanstalt fur Wiederaufbau	3.125%	11/15/10	3,575	3,653

	Kreditanstalt fur Wiederaufbau	3.250%	2/15/11	20,225	20,665
	Kreditanstalt fur Wiederaufbau	3.750%	6/27/11	20,650	21,363
	Kreditanstalt fur Wiederaufbau	4.750%	5/15/12	12,525	13,425
	Kreditanstalt fur Wiederaufbau	3.250%	3/15/13	62,900	64,435
	Kreditanstalt fur Wiederaufbau	3.500%	5/16/13	11,450	11,829
	Kreditanstalt fur Wiederaufbau	4.000%	10/15/13	22,875	24,090
	Kreditanstalt fur Wiederaufbau	4.125%	10/15/14	1,300	1,329
	Kreditanstalt fur Wiederaufbau	5.125%	3/14/16	20,835	22,664
^	Kreditanstalt fur Wiederaufbau	4.375%	3/15/18	1,750	1,808
	Kreditanstalt fur Wiederaufbau	4.500%	7/16/18	13,600	14,164
	Landeskreditbank Baden-Wuerttemberg – Foerderbank	4.250%	9/15/10	1,500	1,542
	Landeskreditbank Baden-Wuerttemberg – Foerderbank	4.875%	1/13/12	9,375	10,116
	Landwirtschaftliche Rentenbank	5.250%	7/2/12	6,825	7,368
	Landwirtschaftliche Rentenbank	3.250%	3/15/13	19,575	19,994
	Landwirtschaftliche Rentenbank	4.875%	11/16/15	3,075	3,252
	Landwirtschaftliche Rentenbank	5.125%	2/1/17	6,975	7,556
	Mass Transit Railway Corp.	7.500%	11/8/10	325	348
	Nordic Investment Bank	3.875%	6/15/10	550	564
	Nordic Investment Bank	4.500%	9/13/10	3,150	3,268
	Nordic Investment Bank	4.875%	3/15/11	400	422
	Nordic Investment Bank	5.000%	2/1/17	4,200	4,652
	Oesterreichische Kontrollbank	4.250%	10/6/10	300	310
	Oesterreichische Kontrollbank	2.875%	3/15/11	9,375	9,546
	Oesterreichische Kontrollbank	3.125%	10/14/11	3,545	3,650
	Oesterreichische Kontrollbank	4.750%	11/8/11	2,525	2,671
	Oesterreichische Kontrollbank	1.875%	3/21/12	5,950	5,931
	Oesterreichische Kontrollbank	4.750%	10/16/12	4,125	4,413
	Oesterreichische Kontrollbank	5.000%	4/25/17	13,075	14,364
	Ontario Hydro Electric	7.450%	3/31/13	3,650	4,269
	Pemex Project Funding Master Trust	9.125%	10/13/10	295	311
	Pemex Project Funding Master Trust	5.750%	3/1/18	25,500	21,165
	Pemex Project Funding Master Trust	6.625%	6/15/35	11,149	8,111
	Pemex Project Funding Master Trust	6.625%	6/15/38	5,625	3,994
	People’s Republic of China	4.750%	10/29/13	5,550	5,716
	Petrobras International Finance	6.125%	10/6/16	12,750	12,783
	Petrobras International Finance	5.875%	3/1/18	5,075	4,707
	Petrobras International Finance	8.375%	12/10/18	3,150	3,434
	Petrobras International Finance	7.875%	3/15/19	4,050	4,212
4	Petroleos Mexicanos	8.000%	5/3/19	5,075	4,942
	Province of Nova Scotia	5.750%	2/27/12	1,550	1,659
	Province of Ontario	3.125%	9/8/10	11,900	12,092
	Province of Ontario	2.750%	2/22/11	5,950	6,035
	Province of Ontario	3.375%	5/20/11	725	745
	Province of Ontario	5.000%	10/18/11	15,500	16,517
^	Province of Ontario	3.500%	7/15/13	7,700	7,873
	Province of Ontario	4.750%	1/19/16	1,675	1,758
	Province of Ontario	5.450%	4/27/16	29,275	31,938
	Province of Quebec	6.125%	1/22/11	6,335	6,726
	Province of Quebec	4.875%	5/5/14	550	587
	Province of Quebec	4.600%	5/26/15	7,475	7,651
	Province of Quebec	5.125%	11/14/16	20,975	21,032
	Province of Quebec	4.625%	5/14/18	5,875	5,681
	Province of Quebec	7.125%	2/9/24	905	1,052

	Province of Quebec	7.500%	9/15/29	6,905	8,576
	Province of Saskatchewan	7.375%	7/15/13	1,275	1,545
	Quebec Hydro Electric	6.300%	5/11/11	15,775	16,814
	Quebec Hydro Electric	8.000%	2/1/13	9,950	11,720
	Quebec Hydro Electric	7.500%	4/1/16	1,400	1,580
	Quebec Hydro Electric	8.400%	1/15/22	750	965
	Quebec Hydro Electric	8.050%	7/7/24	2,375	2,977
	Quebec Hydro Electric	8.500%	12/1/29	400	543
	Region of Lombardy, Italy	5.804%	10/25/32	2,125	2,294
	Republic of Chile	7.125%	1/11/12	2,875	3,163
	Republic of Chile	5.500%	1/15/13	2,840	3,039
	Republic of Hungary	4.750%	2/3/15	6,350	5,520
	Republic of Italy	6.000%	2/22/11	12,750	13,507
	Republic of Italy	3.500%	7/15/11	6,950	7,099
	Republic of Italy	5.625%	6/15/12	21,275	22,701
	Republic of Italy	4.500%	1/21/15	14,350	14,458
	Republic of Italy	4.750%	1/25/16	20,375	20,337
	Republic of Italy	5.250%	9/20/16	10,975	11,191
	Republic of Italy	6.875%	9/27/23	10,100	11,549
	Republic of Italy	5.375%	6/15/33	15,300	14,646
	Republic of Korea	4.250%	6/1/13	18,625	18,017
	Republic of Korea	5.625%	11/3/25	1,325	1,093
	Republic of Peru	9.125%	2/21/12	800	896
	Republic of Peru	9.875%	2/6/15	5,575	6,606
	Republic of Peru	7.125%	3/30/19	3,475	3,521
	Republic of Peru	7.350%	7/21/25	4,675	4,698
2	Republic of Peru	6.550%	3/14/37	10,150	9,084
	Republic of Poland	6.250%	7/3/12	6,650	6,983
	Republic of Poland	5.250%	1/15/14	1,270	1,258
	Republic of Poland	5.000%	10/19/15	2,875	2,710
	Republic of South Africa	7.375%	4/25/12	7,350	7,644
	Republic of South Africa	5.875%	5/30/22	3,250	2,909
	State of Israel	4.625%	6/15/13	2,275	2,373
	State of Israel	5.125%	3/1/14	800	852
	State of Israel	5.500%	11/9/16	6,975	7,452
	State of Israel	5.125%	3/26/19	17,800	17,676
	Swedish Export Credit Corp.	4.000%	6/15/10	2,150	2,201
	Swedish Export Credit Corp.	4.500%	9/27/10	14,625	15,142
	Swedish Export Credit Corp.	5.125%	3/1/17	1,175	1,230
	United Mexican States	9.875%	2/1/10	4,430	4,729
	United Mexican States	8.375%	1/14/11	13,642	14,938
	United Mexican States	7.500%	1/14/12	4,347	4,771
	United Mexican States	6.375%	1/16/13	4,355	4,600
	United Mexican States	5.875%	1/15/14	12,125	12,580
	United Mexican States	5.875%	2/17/14	4,175	4,332
	United Mexican States	6.625%	3/3/15	2,086	2,206
	United Mexican States	11.375%	9/15/16	4,725	6,190
	United Mexican States	5.625%	1/15/17	28,400	27,690
	United Mexican States	5.950%	3/19/19	9,750	9,458
	United Mexican States	8.300%	8/15/31	8,850	9,801
	United Mexican States	6.750%	9/27/34	28,388	26,685
	United Mexican States	6.050%	1/11/40	4,825	4,113
Total Sovereign Bonds (Cost $1,723,561)					1,723,369
Taxable Municipal Bonds (0.2%)
	Chicago IL Transit Auth. Rev.	6.899%	12/1/40	7,800	7,780

		Connecticut GO	5.850%	3/15/32	7,800	7,415
		Illinois (Taxable Pension) GO	4.950%	6/1/23	11,925	10,921
		Illinois (Taxable Pension) GO	5.100%	6/1/33	39,400	34,209
		John Hopkins Univ.	5.250%	7/1/19	7,525	7,449
		Kansas Dev. Finance Auth. Rev. (Public Employee Retirement System)	5.501%	5/1/34	4,350	3,950
		New Jersey Econ. Dev. Auth. State Pension Rev.	7.425%	2/15/29	9,250	9,217
		New Jersey Turnpike Auth. Rev.	4.252%	1/1/16	190	194
		New Jersey Turnpike Auth. Rev.	4.252%	1/1/16	2,735	2,578
		Oregon (Taxable Pension) GO	5.762%	6/1/23	1,850	1,722
		Oregon (Taxable Pension) GO	5.892%	6/1/27	2,525	2,421
		Oregon School Board Assn.	4.759%	6/30/28	1,950	1,594
		Oregon School Board Assn.	5.528%	6/30/28	1,150	1,080
		Tobacco Settlement Finance Auth. Rev.	7.467%	6/1/47	4,000	2,070
		Wisconsin Public Service Rev.	4.800%	5/1/13	2,400	2,496
		Wisconsin Public Service Rev.	5.700%	5/1/26	2,675	2,492
Total Taxable Municipal Bonds (Cost $106,648)						97,588
					Shares
Temporary Cash Investment (2.4%)
7,8		Vanguard Market Liquidity Fund (Cost $1,293,123)	0.440%		1,293,123,000	1,293,123
Total Investments (101.1%) (Cost $54,374,945)						54,606,818
Other Assets and Liabilities-Net (-1.1%)8						(589,924)
Net Assets (100%)						54,016,894
^	Part of security position is on loan to broker-dealers. The total value of securities on loan is $10,156,000.
1	The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the
	U.S. government.
2	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
	principal payments and prepayments or the possibility of the issue being called.
3	Adjustable-rate security.
4	Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
	transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2009, the aggregate
	value of these securities was $245,179,000, representing 0.5% of net assets.
5	Guaranteed by the Federal Deposit Insurance Corporation (FDIC) as part of the Temporary Liquidity Guarantee
	Program.
6	Non-income-producing security--security in default.
7	Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
	Vanguard. Rate shown is the 7-day yield.
8	Includes $10,400,000 of collateral received for securities on loan.
	GO—General Obligation Bond.

REIT—Real Estate Investment Trust.

Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, 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. Other temporary cash investments are valued at amortized cost, which approximates market 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 board of trustees to represent fair value.

At March 31, 2009, the cost of investment securities for tax purposes was $54,374,945,000. Net unrealized appreciation of investment securities for tax purposes was $231,873,000, consisting of unrealized gains of $1,851,419,000 on securities that had risen in value since their purchase and $1,619,546,000 in unrealized losses on securities that had fallen in value since their purchase.

Swap Contracts: The fund is subject to credit risk in the normal course of pursuing its investment objectives and through its investment in swap transactions to earn the total return on the Commercial Mortgage-Backed Securities (CMBS) Index. Under the terms of the swaps, the fund receives the total return (either receiving the increase or paying the decrease) on the CMBS index, applied to a notional principal amount. In return, the fund agrees to pay the counterparty a floating rate, which is reset periodically based on short-term interest rates, applied to the same notional amount. At the same time, the fund invests an amount equal to the notional amount of the swaps in high-quality floating-rate securities.

The notional amounts of swap contracts are not recorded in the Schedule of Investments. Swaps are valued daily and the change in value is recorded as unrealized appreciation (depreciation) until the swap terminates, at which time realized gain (loss) is recorded. The primary risk for total return swaps is that a counterparty will default on its obligation to pay net amounts due to the fund. The fund’s maximum risk of loss from counterparty credit risk is the amount of unrealized appreciation on the swap contract.

			Floating	Unrealized
		Notional	Interest	Appreciation
		Amount	Rate	(Depreciation)
Reference Entity/Termination Date	Counterparty1	($000)	Paid2	($000)
Commercial Mortgage-Backed Securities Index
4/30/2009	BA	65,000	0.500%	(14,936)
1 BA-Bank of America, N.A.
2 Based on one-month London InterBank Offered Rate (LIBOR) as of the most recent
payment date.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determinethe value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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).

The following table summarizes the fund's investments as of March 31, 2009, based on the inputs used to value them:

Valuation Inputs	Investments in Securities ($000)	Swap Contracts ($000)
Level 1- Quoted prices	1,293,123	-
Level 2- Other significant observable inputs	53,313,695	(14,936)
Level 3- Significant unobservable inputs	-	-
Total	54,606,818	(14,936)

Vanguard Inflation-Protected Securities Fund

Schedule of Investments

As of March 31, 2009

			Coupon		Maturity Date		Face Amount ($000)	Market Value ($000)
U.S. Government and Agency Obligations (98.1%)
		U.S. Treasury Inflation-Indexed Bond		2.375%		1/15/25	1,372,270	1,596,698
		U.S. Treasury Inflation-Indexed Bond		2.000%		1/15/26	1,047,425	1,100,678
		U.S. Treasury Inflation-Indexed Bond		2.375%		1/15/27	1,019,625	1,114,423
		U.S. Treasury Inflation-Indexed Bond		3.625%		4/15/28	436,625	702,424
		U.S. Treasury Inflation-Indexed Bond		2.500%		1/15/29	322,500	343,322
		U.S. Treasury Inflation-Indexed Bond		3.875%		4/15/29	284,150	468,341
		U.S. Treasury Inflation-Indexed Note		4.250%		1/15/10	93,575	120,572
		U.S. Treasury Inflation-Indexed Note		0.875%		4/15/10	778,200	862,583
		U.S. Treasury Inflation-Indexed Note		3.500%		1/15/11	234,500	296,930
		U.S. Treasury Inflation-Indexed Note		2.375%		4/15/11	685,050	747,741
		U.S. Treasury Inflation-Indexed Note		3.375%		1/15/12	325,640	411,907
		U.S. Treasury Inflation-Indexed Note		3.000%		7/15/12	1,050,775	1,312,993
		U.S. Treasury Inflation-Indexed Note		1.875%		7/15/13	987,875	1,163,347
		U.S. Treasury Inflation-Indexed Note		2.000%		1/15/14	930,100	1,094,390
		U.S. Treasury Inflation-Indexed Note		2.000%		7/15/14	747,845	865,310
		U.S. Treasury Inflation-Indexed Note		1.625%		1/15/15	1,141,015	1,274,720
		U.S. Treasury Inflation-Indexed Note		1.875%		7/15/15	871,225	970,549
		U.S. Treasury Inflation-Indexed Note		2.000%		1/15/16	528,550	580,202
		U.S. Treasury Inflation-Indexed Note		2.500%		7/15/16	656,525	734,452
		U.S. Treasury Inflation-Indexed Note		2.375%		1/15/17	818,025	910,002
		U.S. Treasury Inflation-Indexed Note		2.625%		7/15/17	918,425	1,016,785
		U.S. Treasury Inflation-Indexed Note		1.625%		1/15/18	261,100	266,071
		U.S. Treasury Inflation-Indexed Note		1.375%		7/15/18	412,700	400,939
		U.S. Treasury Inflation-Indexed Note		2.125%		1/15/19	54,300	56,904
		U.S. Treasury Inflation-Indexed Note		1.750%		1/15/28	527,625	509,172
Total U.S. Government and Agency Obligations (Cost $18,421,828)								18,921,455
			Coupon				Shares	Market Value ($000)
Temporary Cash Investments (1.6%)
1		Vanguard Market Liquidity Fund (Cost $310,810)		0.440%			310,810,377	310,810
Total Investments (99.7%) (Cost $18,732,638)								19,232,265
Other Assets and Liabilities-Net (0.3%)								62,084
Net Assets (100%)								19,294,349
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.

Inflation-Protected Securities Fund

Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, 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. Other temporary cash investments are valued at amortized cost, which approximates market 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 board of trustees to represent fair value.

At March 31, 2009, the cost of investment securities for tax purposes was $18,732,638,000. Net unrealized appreciation of investment securities for tax purposes was $499,627,000, consisting of unrealized gains of $504,760,000 on securities that had risen in value since their purchase and $5,133,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determinethe value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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).

The following table summarizes the fund's investments as of March 31, 2009, based on the inputs used to value them:

Valuation Inputs	Investments in Securities ($000)
Level 1- Quoted prices	310,810
Level 2- Other significant observable inputs	18,921,455
Level 3- Significant unobservable inputs	-
Total	19,232,265

		Vanguard Market Neutral Fund
		Schedule of Investments
		March 31, 2009
			Shares	Market Value ($000)
		Common Stocks - Long Positions (88.8%)
		Consumer Discretionary (11.2%)
	†	McDonald's Corp.	20,700	1,130
		The Walt Disney Co.	46,600	846
*	†	AutoZone Inc.	4,200	683
	†	H & R Block, Inc.	30,500	555
	†	Darden Restaurants Inc.	12,100	415
	†	Phillips-Van Heusen Corp.	10,400	236
	†	WABCO Holdings Inc.	18,600	229
	†	Polo Ralph Lauren Corp.	5,400	228
	†	The Gap, Inc.	17,400	226
	†	Ross Stores, Inc.	6,300	226
	†	Advance Auto Parts, Inc.	5,500	226
*	†	Big Lots Inc.	10,700	222
	†	Pulte Homes, Inc.	20,100	220
	†	Home Depot, Inc.	9,200	217
*	†	Jarden Corp.	16,900	214
*	†	Apollo Group, Inc. Class A	2,700	212
*	†	Interpublic Group of Cos., Inc.	50,300	207
	†	International Speedway Corp.	9,000	199
	†	Family Dollar Stores, Inc.	5,900	197
	†	Snap-On Inc.	7,700	193
*		Discovery Communications Inc. Class A	11,700	187
	†	Whirlpool Corp.	6,100	181
*		GameStop Corp. Class A	5,900	165
*	†	Dollar Tree, Inc.	3,600	160
*		Liberty Global, Inc. Class A	10,200	149

	†	Foot Locker, Inc.	13,200	138
	†	Limited Brands, Inc.	15,800	137
	†	Sherwin-Williams Co.	2,600	135
	†	Macy's Inc.	14,300	127
*		Priceline.com, Inc.	1,600	126
*	†	DISH Network Corp.	11,300	126
*	†	Warner Music Group Corp.	48,400	114
*	†	DIRECTV Group, Inc.	4,900	112
	†	International Game Technology	11,800	109
		PetSmart, Inc.	4,500	94
*	†	Ford Motor Co.	34,700	91
	†	Wyndham Worldwide Corp.	20,500	86
	†	Weight Watchers International, Inc.	4,500	83
	†	Autoliv, Inc.	3,600	67
	†	Yum! Brands, Inc.	2,200	60
	†	RadioShack Corp.	6,400	55
*	†	Federal-Mogul Corp.	7,300	49
		NIKE, Inc. Class B	700	33
	†	MDC Holdings, Inc.	900	28
		Meredith Corp.	1,500	25
	†	The McGraw-Hill Cos., Inc.	900	21
	†	John Wiley & Sons Class A	500	15
				9,554
		Consumer Staples (11.7%)
	†	Wal-Mart Stores, Inc.	24,000	1,250
	†	CVS Caremark Corp.	41,000	1,127
	†	Kraft Foods Inc.	42,100	938
	†	Archer-Daniels-Midland Co.	27,400	761
	†	Walgreen Co.	24,000	623
	†	Colgate-Palmolive Co.	9,600	566

	†	Kellogg Co.	13,520	495
	†	Safeway, Inc.	21,700	438
	†	Lorillard, Inc.	4,800	296
*	†	Dean Foods Co.	14,700	266
	†	ConAgra Foods, Inc.	13,900	235
	†	The Clorox Co.	4,300	221
	†	Sara Lee Corp.	27,400	221
*	†	Energizer Holdings, Inc.	4,400	219
	†	Del Monte Foods Co.	28,800	210
	†	PepsiAmericas, Inc.	11,200	193
	†	General Mills, Inc.	3,700	185
	†	Alberto-Culver Co.	8,000	181
	†	The Hershey Co.	4,900	170
	†	Campbell Soup Co.	5,900	161
		The Pepsi Bottling Group, Inc.	5,600	124
*		Ralcorp Holdings, Inc.	2,200	119
	†	Church & Dwight, Inc.	2,200	115
*	†	BJ's Wholesale Club, Inc.	3,500	112
	†	The Estee Lauder Cos. Inc. Class A	4,400	108
	†	The Kroger Co.	4,900	104
		Tyson Foods, Inc.	10,700	100
*		Constellation Brands, Inc. Class A	7,840	93
*		Dr. Pepper Snapple Group, Inc.	5,400	91
	†	Corn Products International, Inc.	4,200	89
	†	Sysco Corp.	3,200	73
	†	Herbalife Ltd.	2,100	31
				9,915
		Energy (4.2%)
	†	Chevron Corp.	10,700	719
*	†	Southwestern Energy Co.	15,200	451

*	†	Pride International, Inc.	11,100	200
	†	Noble Corp.	8,300	200
	†	Marathon Oil Corp.	7,000	184
	†	Peabody Energy Corp.	7,300	183
	†	ENSCO International, Inc.	6,900	182
*	†	Encore Acquisition Co.	6,300	147
	†	Tesoro Corp.	10,200	137
*	†	SEACOR Holdings Inc.	2,300	134
	†	Sunoco, Inc.	4,900	130
	†	Teekay Shipping Corp.	8,400	120
*	†	Oil States International, Inc.	8,900	119
	†	Helmerich & Payne, Inc.	5,200	118
	†	Overseas Shipholding Group Inc.	5,200	118
	†	Massey Energy Co.	11,400	115
	†	Frontline Ltd.	5,700	99
		Foundation Coal Holdings, Inc.	6,300	90
	†	Anadarko Petroleum Corp.	1,900	74
	†	Murphy Oil Corp.	1,600	72
				3,592
		Financials (9.9%)
	†	The Travelers Cos., Inc.	20,900	849
	†	JPMorgan Chase & Co.	29,300	779
	†	State Street Corp.	17,500	539
	†	Hudson City Bancorp, Inc.	31,493	368
	†	Wells Fargo & Co.	24,400	347
	†	Everest Re Group, Ltd.	4,100	290
	†	U.S. Bancorp	16,300	238
	†	Bank of New York Mellon Corp.	8,400	237
	†	Raymond James Financial, Inc.	12,000	236
*	†	TD Ameritrade Holding Corp.	16,500	228

	†	Federated Investors, Inc.	10,200	227
*	†	Investment Technology Group, Inc.	8,900	227
	†	The Chubb Corp.	5,300	224
	†	Progressive Corp. of Ohio	16,500	222
	†	Bank of Hawaii Corp.	6,700	221
	†	Northern Trust Corp.	3,700	221
	†	American Financial Group, Inc.	13,600	218
	†	Torchmark Corp.	8,100	212
	†	Astoria Financial Corp.	22,800	210
	†	AFLAC Inc.	10,300	199
	†	Morgan Stanley	8,700	198
	†	Reinsurance Group of America, Inc.	6,100	198
	†	Unum Group	15,100	189
	†	The Hanover Insurance Group Inc.	5,700	164
		Bank of America Corp.	22,200	151
		PartnerRe Ltd.	2,200	137
	†	MetLife, Inc.	5,800	132
		Cincinnati Financial Corp.	5,300	121
		Willis Group Holdings Ltd.	5,200	114
	†	Assurant, Inc.	4,500	98
	†	New York Community Bancorp, Inc.	8,000	89
	†	BB&T Corp.	4,900	83
	†	PNC Financial Services Group	2,500	73
	†	MGIC Investment Corp.	47,200	67
	†	Allied World Assurance Holdings, Ltd.	1,700	65
	†	Ameriprise Financial, Inc.	3,100	64
	†	Lincoln National Corp.	6,700	45
	†	Moody's Corp.	1,800	41
	†	Cullen/Frost Bankers, Inc.	500	23

	†	Capital One Financial Corp.	1,600	20
	†	Axis Capital Holdings Ltd.	800	18
*	†	Nasdaq Stock Market Inc.	700	14
				8,396
		Health Care (14.2%)
	†	Bristol-Myers Squibb Co.	68,100	1,493
*	†	Amgen Inc.	27,500	1,362
*	†	Gilead Sciences, Inc.	27,200	1,260
	†	Baxter International, Inc.	16,400	840
*	†	Biogen Idec Inc.	14,300	750
	†	Johnson & Johnson	10,900	573
*	†	Express Scripts Inc.	11,800	545
*	†	Forest Laboratories, Inc.	21,800	479
*	†	Genzyme Corp.	7,800	463
*	†	Watson Pharmaceuticals, Inc.	12,000	373
	†	Pfizer Inc.	27,100	369
	†	Omnicare, Inc.	12,700	311
		Cardinal Health, Inc.	8,000	252
	†	Cooper Cos., Inc.	9,000	238
*	†	Hologic, Inc.	17,600	230
	†	Quest Diagnostics, Inc.	4,600	218
*	†	DaVita, Inc.	4,800	211
*	†	Lincare Holdings, Inc.	9,400	205
	†	AmerisourceBergen Corp.	6,100	199
	†	Covidien Ltd.	5,900	196
	†	IMS Health, Inc.	14,100	176
*	†	Community Health Systems, Inc.	11,400	175
*	†	LifePoint Hospitals, Inc.	8,400	175
*		Mylan Inc.	11,400	153
*	†	Health Management Associates Class A	58,700	151
*		Humana Inc.	5,800	151

		Beckman Coulter, Inc.	2,600	133
	†	Teleflex Inc.	2,800	109
*	†	Endo Pharmaceuticals Holdings, Inc.	3,700	65
	†	Hill-Rom Holdings, Inc.	6,400	63
	†	Universal Health Services Class B	1,200	46
	†	Techne Corp.	200	11
*	†	Gen-Probe Inc.	200	9
				11,984
		Industrials (10.4%)
	†	Lockheed Martin Corp.	12,400	856
	†	United Technologies Corp.	17,600	756
	†	General Dynamics Corp.	17,500	728
	†	Raytheon Co.	17,500	681
	†	L-3 Communications Holdings, Inc.	7,800	529
	†	Goodrich Corp.	10,100	383
	†	Dover Corp.	14,200	375
	†	Union Pacific Corp.	6,900	284
	†	Pitney Bowes, Inc.	10,400	243
	†	J.B. Hunt Transport Services, Inc.	9,300	224
	†	The Dun & Bradstreet Corp.	2,900	223
*	†	AGCO Corp.	11,200	220
	†	Norfolk Southern Corp.	6,500	219
	†	Flowserve Corp.	3,700	208
	†	W.W. Grainger, Inc.	2,900	204
	†	Fluor Corp.	5,700	197
	†	Joy Global Inc.	9,200	196
	†	Waste Management, Inc.	7,500	192
*	†	Kirby Corp.	7,000	187
	†	Bucyrus International, Inc.	12,100	184
	†	FedEx Corp.	4,100	182

	†	Northrop Grumman Corp.	4,000	175
		Equifax, Inc.	6,800	166
*	†	Delta Air Lines Inc.	28,400	160
	†	Lennox International Inc.	5,200	138
	†	The Brink's Co.	5,000	132
	†	GATX Corp.	6,200	125
	†	ITT Industries, Inc.	3,200	123
*		URS Corp.	3,000	121
	†	Ryder System, Inc.	3,700	105
	†	UTI Worldwide, Inc.	8,600	103
	†	Hubbell Inc. Class B	2,800	76
*		Aecom Technology Corp.	2,500	65
*		WESCO International, Inc.	2,700	49
	†	Copa Holdings SA Class A	1,300	37
*	†	Corrections Corp. of America	2,500	32
		Burlington Northern Santa Fe Corp.	400	24
*		Jacobs Engineering Group Inc.	200	8
				8,910
		Information Technology (17.4%)
	†	Hewlett-Packard Co.	45,500	1,459
	†	International Business Machines Corp.	14,600	1,415
	†	Microsoft Corp.	57,200	1,051
	†	Accenture Ltd.	30,800	847
		Texas Instruments, Inc.	39,400	650
*	†	Oracle Corp.	34,000	614
*	†	Computer Sciences Corp.	15,300	564
*	†	Intuit, Inc.	19,900	537
	†	CA, Inc.	19,100	336
*	†	Hewitt Associates, Inc.	10,300	307
*	†	McAfee Inc.	8,500	285

*	†	BMC Software, Inc.	8,400	277
	†	Harris Corp.	8,500	246
*	†	Genpact, Ltd.	27,600	245
*		Fiserv, Inc.	6,500	237
*	†	Metavante Technologies	11,700	234
*	†	Alliance Data Systems Corp.	6,300	233
*	†	SAIC, Inc.	12,200	228
*	†	Symantec Corp.	15,000	224
	†	Altera Corp.	12,700	223
	†	Intel Corp.	14,800	223
*	†	Dolby Laboratories Inc.	6,500	222
*	†	Ingram Micro, Inc. Class A	17,400	220
*	†	Cisco Systems, Inc.	13,000	218
*	†	Marvell Technology Group Ltd.	23,800	218
*	†	Teradata Corp.	13,300	216
*	†	Broadcom Corp.	10,700	214
	†	Xilinx, Inc.	11,100	213
*	†	QLogic Corp.	18,500	206
*		Sun Microsystems, Inc.	28,100	206
*		Mettler-Toledo International Inc.	3,800	195
	†	Broadridge Financial Solutions LLC	10,500	195
	†	Analog Devices, Inc.	10,000	193
*	†	Sohu.com Inc.	4,600	190
*	†	Lexmark International, Inc.	11,200	189
*	†	NCR Corp.	23,400	186
*	†	Integrated Device Technology Inc.	39,500	180
	†	Diebold, Inc.	8,000	171
*	†	Compuware Corp.	25,700	169
*		Affiliated Computer Services, Inc. Class A	3,400	163

*		Autodesk, Inc.	8,100	136
*	†	Amdocs Ltd.	7,000	130
*		Synopsys, Inc.	5,500	114
*		Micron Technology, Inc.	25,700	104
		Global Payments Inc.	3,100	104
*	†	Juniper Networks, Inc.	3,400	51
*	†	FLIR Systems, Inc.	1,700	35
	†	Xerox Corp.	3,700	17
				14,890
		Materials (2.9%)
	†	Airgas, Inc.	9,700	328
	†	Ball Corp.	5,100	221
	†	Monsanto Co.	2,600	216
	†	FMC Corp.	4,800	207
	†	The Mosaic Co.	4,900	206
	†	United States Steel Corp.	9,400	199
	†	Temple-Inland Inc.	36,100	194
	†	Greif Inc. Class A	5,800	193
	†	Cliffs Natural Resources Inc.	9,700	176
		CF Industries Holdings, Inc.	2,300	164
	†	Eastman Chemical Co.	4,300	115
	†	Celanese Corp. Series A	8,000	107
	†	Bemis Co., Inc.	3,400	71
*	†	Owens-Illinois, Inc.	900	13
				2,410
		Telecommunication Services (1.0%)
	†	Windstream Corp.	43,000	347
	†	Verizon Communications Inc.	8,900	269
	†	CenturyTel, Inc.	4,100	115
*		NII Holdings Inc.	6,000	90
	†	Qwest Communications International Inc.	15,300	52

*	†	Level 3 Communications, Inc.	39,300	36
				909
		Utilities (4.4%)
	†	PG&E Corp.	16,900	646
	†	DTE Energy Co.	12,900	357
	†	CMS Energy Corp.	27,600	327
	†	Edison International	10,600	305
	†	NiSource, Inc.	30,200	296
	†	Sempra Energy	5,100	236
	†	Atmos Energy Corp.	9,400	217
	†	American Electric Power Co., Inc.	7,500	189
	†	CenterPoint Energy Inc.	17,500	183
*	†	Mirant Corp.	15,900	181
	†	UGI Corp. Holding Co.	7,400	175
	†	FirstEnergy Corp.	4,300	166
	†	Pepco Holdings, Inc.	13,000	162
		MDU Resources Group, Inc.	7,500	121
		Northeast Utilities	5,500	119
		Pinnacle West Capital Corp.	3,100	82
				3,762
		Other (1.5%)
1		Miscellaneous Securities		1,305
		Total Common Stocks - Long Positions
		(Cost $87,021)		75,627
		Common Stocks Sold Short (-80.4%)
		Consumer Discretionary (-8.3%)
		News Corp., Class A	(138,900)	(920)
*		Starbucks Corp.	(61,800)	(687)
		Fortune Brands, Inc.	(13,800)	(339)

		Best Buy Co., Inc.	(6,500)	(247)
		Harman International Industries, Inc.	(17,000)	(230)
		Staples, Inc.	(12,700)	(230)
		American Eagle Outfitters, Inc.	(18,800)	(230)
		Target Corp.	(6,700)	(230)
*		Bed Bath & Beyond, Inc.	(9,200)	(228)
		BorgWarner, Inc.	(10,900)	(221)
*		O'Reilly Automotive, Inc.	(6,300)	(221)
		Washington Post Co. Class B	(600)	(214)
*		NVR, Inc.	(500)	(214)
*		LKQ Corp.	(14,900)	(213)
		Marriott International, Inc. Class A	(12,900)	(211)
*		Time Warner Cable Inc.	(8,216)	(204)
*		Dick's Sporting Goods, Inc.	(14,200)	(203)
		Williams-Sonoma, Inc.	(19,900)	(201)
		Mattel, Inc.	(17,100)	(197)
	†	McDonald's Corp.	(3,400)	(186)
*		Mohawk Industries, Inc.	(5,800)	(173)
		Time Warner Inc.	(8,033)	(155)
		Johnson Controls, Inc.	(12,300)	(148)
		Scripps Networks Interactive	(5,400)	(122)
*		Kohl's Corp.	(2,800)	(118)
*		Hanesbrands Inc.	(11,900)	(114)
		Strayer Education, Inc.	(600)	(108)
		Abercrombie & Fitch Co.	(4,000)	(95)
		Harley-Davidson, Inc.	(7,000)	(94)
		The Stanley Works	(3,000)	(87)
*		Expedia, Inc.	(7,000)	(64)
*		Scientific Games Corp.	(4,700)	(57)

*		Toll Brothers, Inc.	(2,900)	(53)
		Brinker International, Inc.	(700)	(11)
		Gentex Corp.	(600)	(6)
*		The Goodyear Tire & Rubber Co.	(1,000)	(6)
		OfficeMax, Inc.	(900)	(3)
				(7,040)
		Consumer Staples (-6.2%)
		The Coca-Cola Co.	(35,000)	(1538)
		PepsiCo, Inc.	(27,900)	(1436)
		Coca-Cola Enterprises, Inc.	(25,300)	(334)
		Hormel Foods Corp.	(6,800)	(216)
	†	Walgreen Co.	(8,300)	(215)
		Tyson Foods, Inc.	(22,500)	(211)
	†	Sara Lee Corp.	(25,900)	(209)
		Molson Coors Brewing Co. Class B	(5,800)	(199)
		J.M. Smucker Co.	(5,100)	(190)
	†	Church & Dwight, Inc.	(3,600)	(188)
	†	The Estee Lauder Cos. Inc. Class A	(6,600)	(163)
		Kimberly-Clark Corp.	(3,400)	(157)
	†	Kellogg Co.	(3,400)	(125)
*		NBTY, Inc.	(8,300)	(117)
		Costco Wholesale Corp.	(700)	(32)
				(5,330)
		Energy (-11.1%)
		Schlumberger Ltd.	(34,900)	(1418)
		Occidental Petroleum Corp.	(18,100)	(1007)
		ExxonMobil Corp.	(14,200)	(967)
	†	Peabody Energy Corp.	(37,400)	(936)
		Devon Energy Corp.	(14,100)	(630)
		Hess Corp.	(11,200)	(607)
		Apache Corp.	(8,900)	(570)

		Spectra Energy Corp.	(21,100)	(298)
*		Newfield Exploration Co.	(10,700)	(243)
		Williams Cos., Inc.	(18,400)	(209)
		Range Resources Corp.	(5,000)	(206)
*		CNX Gas Corp.	(8,500)	(202)
		Pioneer Natural Resources Co.	(12,200)	(201)
		XTO Energy, Inc.	(6,400)	(196)
		Cabot Oil & Gas Corp.	(8,000)	(189)
*		Petrohawk Energy Corp.	(9,300)	(179)
		Smith International, Inc.	(7,400)	(159)
*		Ultra Petroleum Corp.	(4,400)	(158)
		BJ Services Co.	(15,500)	(154)
		El Paso Corp.	(21,500)	(134)
*		FMC Technologies Inc.	(4,200)	(132)
*		Nabors Industries, Inc.	(12,580)	(126)
		W&T Offshore, Inc.	(19,900)	(122)
*		SandRidge Energy, Inc.	(15,200)	(100)
*		Plains Exploration & Production Co.	(4,000)	(69)
*		Forest Oil Corp.	(5,100)	(67)
	†	Murphy Oil Corp.	(1,500)	(67)
		Halliburton Co.	(2,900)	(45)
*		Quicksilver Resources, Inc.	(6,600)	(37)
				(9,428)
		Financials (-11.1%)
		Citigroup Inc.	(625,000)	(1581)
		Charles Schwab Corp.	(29,900)	(463)
	†	Progressive Corp. of Ohio	(26,900)	(362)
*		IntercontinentalExchange Inc.	(4,400)	(328)
*		Leucadia National Corp.	(20,400)	(304)
		American Express Co.	(21,200)	(289)

		T. Rowe Price Group Inc.	(8,800)	(254)
		Eaton Vance Corp.	(10,600)	(242)
		Mercury General Corp.	(7,700)	(229)
		Legg Mason Inc.	(14,300)	(227)
		Old Republic International Corp.	(21,000)	(227)
		RenaissanceRe Holdings Ltd.	(4,600)	(227)
		Lazard Ltd. Class A	(7,700)	(226)
		Wesco Financial Corp.	(800)	(221)
		BlackRock, Inc.	(1,700)	(221)
		Invesco, Ltd.	(15,700)	(218)
	†	Moody's Corp.	(9,400)	(215)
		Fidelity National Financial, Inc. Class A	(11,000)	(215)
		Comerica, Inc.	(11,600)	(212)
		Fulton Financial Corp.	(30,100)	(200)
*		Markel Corp.	(700)	(199)
		The Allstate Corp.	(10,200)	(195)
		Franklin Resources Corp.	(3,600)	(194)
*		Alleghany Corp.	(714)	(193)
		CNA Financial Corp.	(18,900)	(173)
		White Mountains Insurance Group Inc.	(1,000)	(172)
		Whitney Holdings Corp.	(14,500)	(166)
		Waddell & Reed Financial, Inc.	(8,400)	(152)
		NYSE Euronext	(8,300)	(149)
		OneBeacon Insurance Group Ltd.	(14,400)	(139)
		Prudential Financial, Inc.	(6,800)	(129)
		CME Group, Inc.	(500)	(123)
		Student Loan Corp.	(2,800)	(122)
*		Arch Capital Group Ltd.	(2,000)	(108)
		W.R. Berkley Corp.	(4,500)	(101)

*	†	TD Ameritrade Holding Corp.	(7,100)	(98)
		KeyCorp	(12,000)	(94)
	†	U.S. Bancorp	(6,200)	(91)
		Arthur J. Gallagher & Co.	(4,900)	(83)
		SEI Investments Co.	(6,000)	(73)
		Commerce Bancshares, Inc.	(1,900)	(69)
		Regions Financial Corp.	(10,900)	(46)
	†	Everest Re Group, Ltd.	(600)	(42)
	†	AFLAC Inc.	(1,400)	(27)
		Brown & Brown, Inc.	(900)	(17)
		Washington Federal Inc.	(1,200)	(16)
				(9,432)
		Health Care (-7.1%)
		Eli Lilly & Co.	(25,800)	(862)
		UnitedHealth Group Inc.	(36,800)	(770)
		Allergan, Inc.	(14,200)	(678)
*		Boston Scientific Corp.	(67,800)	(539)
		Cardinal Health, Inc.	(6,200)	(195)
*		Intuitive Surgical, Inc.	(3,100)	(296)
*		VCA Antech, Inc.	(9,500)	(214)
*		Patterson Companies, Inc.	(11,200)	(211)
*		St. Jude Medical, Inc.	(5,800)	(211)
*		Health Net Inc.	(14,600)	(211)
		Stryker Corp.	(6,100)	(208)
*		Zimmer Holdings, Inc.	(5,700)	(208)
*		Celgene Corp.	(4,600)	(204)
*		Vertex Pharmaceuticals, Inc.	(6,800)	(195)
*		Millipore Corp.	(3,300)	(189)
*		BioMarin Pharmaceutical Inc.	(11,700)	(144)
*	†	Gilead Sciences, Inc.	(2,800)	(130)

*		Coventry Health Care Inc.	(9,600)	(124)
		Perrigo Co.	(5,000)	(124)
		PerkinElmer, Inc.	(6,200)	(79)
*		ResMed Inc.	(1,900)	(67)
*		Humana Inc.	(2,400)	(63)
		DENTSPLY International Inc.	(2,200)	(59)
*		King Pharmaceuticals, Inc.	(5,400)	(38)
				(6,019)
		Industrials (-11.2%)
		United Parcel Service, Inc.	(22,200)	(1093)
		3M Co.	(14,500)	(721)
		Caterpillar, Inc.	(25,300)	(707)
		Illinois Tool Works, Inc.	(21,000)	(648)
		The Boeing Co.	(15,800)	(562)
		Deere & Co.	(13,700)	(450)
		Eaton Corp.	(9,100)	(335)
		Republic Services, Inc. Class A	(18,800)	(322)
		Robert Half International, Inc.	(17,200)	(307)
		Roper Industries Inc.	(6,000)	(255)
*		FTI Consulting, Inc.	(4,600)	(228)
		Cintas Corp.	(9,000)	(222)
*		Iron Mountain, Inc.	(10,000)	(222)
		Con-way, Inc.	(12,100)	(217)
		IDEX Corp.	(9,800)	(214)
		PACCAR, Inc.	(7,800)	(201)
		Danaher Corp.	(3,600)	(195)
		Landstar System, Inc.	(5,700)	(191)
	†	FedEx Corp.	(4,300)	(191)
*		McDermott International, Inc.	(13,800)	(185)
*		BE Aerospace, Inc.	(20,800)	(180)

	†	Fluor Corp.	(5,000)	(173)
		Graco, Inc.	(9,500)	(162)
		Cummins Inc.	(6,200)	(158)
		Southwest Airlines Co.	(24,400)	(154)
		Masco Corp.	(21,300)	(149)
		Cooper Industries, Inc. Class A	(5,400)	(140)
*		Kansas City Southern	(10,900)	(139)
		Ametek, Inc.	(4,200)	(131)
		General Electric Co.	(12,100)	(122)
		Ingersoll-Rand Co.	(8,100)	(112)
	†	Flowserve Corp.	(1,900)	(107)
		Donaldson Co., Inc.	(3,900)	(105)
		Rockwell Automation, Inc.	(4,800)	(105)
*		Monster Worldwide Inc.	(9,700)	(79)
*		Terex Corp.	(8,400)	(78)
*		Copart, Inc.	(900)	(27)
				(9,587)
		Information Technology (-16.3%)
*		Google Inc.	(4,330)	(1507)
*	†	Cisco Systems, Inc.	(74,900)	(1256)
	†	Intel Corp.	(82,600)	(1243)
*		Apple Inc.	(11,200)	(1177)
*		Dell Inc.	(77,500)	(735)
*		Yahoo! Inc.	(53,300)	(683)
*		Electronic Arts Inc.	(21,700)	(395)
*	†	Symantec Corp.	(25,200)	(376)
*		Adobe Systems, Inc.	(15,300)	(327)
*		salesforce.com, inc.	(10,000)	(327)
		Western Union Co.	(21,600)	(272)
*		Novellus Systems, Inc.	(14,900)	(248)

*		SanDisk Corp.	(18,900)	(239)
*		Ciena Corp.	(30,100)	(234)
*		Varian Semiconductor Equipment Associates, Inc.	(10,700)	(232)
*	†	Intuit, Inc.	(8,400)	(227)
		QUALCOMM Inc.	(5,800)	(226)
		Corning, Inc.	(16,900)	(224)
		Applied Materials, Inc.	(20,700)	(223)
		Molex, Inc.	(16,200)	(223)
		Paychex, Inc.	(8,600)	(221)
*		NVIDIA Corp.	(22,200)	(219)
		KLA-Tencor Corp.	(10,900)	(218)
*		Cognizant Technology Solutions Corp.	(10,400)	(216)
*		Activision Blizzard, Inc.	(20,600)	(215)
*		Citrix Systems, Inc.	(9,400)	(213)
*		VeriSign, Inc.	(11,000)	(208)
*		LAM Research Corp.	(9,100)	(207)
		Motorola, Inc.	(47,700)	(202)
		National Instruments Corp.	(9,900)	(185)
*		Cadence Design Systems, Inc.	(41,400)	(174)
		Tyco Electronics Ltd.	(15,400)	(170)
*		CommScope, Inc.	(14,900)	(169)
*		Western Digital Corp.	(6,400)	(124)
*		Akamai Technologies, Inc.	(6,400)	(124)
*		Fiserv, Inc.	(3,300)	(120)
		Texas Instruments, Inc.	(6,300)	(104)
*	†	FLIR Systems, Inc.	(4,500)	(92)
		MasterCard, Inc. Class A	(500)	(84)
*		Trimble Navigation Ltd.	(3,700)	(57)
*	†	Amdocs Ltd.	(2,500)	(46)
*		ANSYS, Inc.	(1,800)	(45)
		Seagate Technology	(5,300)	(32)

*		Sun Microsystems, Inc.	(4,100)	(30)
*		Teradyne, Inc.	(4,900)	(21)
				(13,870)
		Materials (-4.6%)
		Freeport-McMoRan Copper & Gold, Inc. Class B	(18,500)	(705)
	†	Cliffs Natural Resources Inc.	(29,000)	(527)
		Alcoa Inc.	(58,200)	(427)
		Weyerhaeuser Co.	(15,100)	(416)
		Air Products & Chemicals, Inc.	(3,900)	(219)
		MeadWestvaco Corp.	(17,900)	(215)
		Ecolab, Inc.	(6,000)	(208)
		Commercial Metals Co.	(17,800)	(206)
		Nucor Corp.	(4,600)	(176)
		Packaging Corp. of America	(13,100)	(171)
		Newmont Mining Corp. (Holding Co.)	(3,400)	(152)
		PPG Industries, Inc.	(3,300)	(122)
*		Crown Holdings, Inc.	(5,300)	(120)
		Southern Copper Corp. (U.S. Shares)	(6,500)	(113)
		International Paper Co.	(12,400)	(87)
	†	United States Steel Corp.	(3,700)	(78)
*		Century Aluminum Co.	(4,600)	(10)
				(3,952)
		Telecommunication Services (-0.6%)
		AT&T Inc.	(6,800)	(171)
*		Leap Wireless International, Inc.	(4,400)	(153)
		Telephone & Data Systems, Inc.	(2,800)	(74)
*		NII Holdings Inc.	(3,700)	(56)
*		SBA Communications Corp.	(900)	(21)
*		Crown Castle International Corp.	(1,000)	(20)

				(495)
		Utilities (-3.9%)
		Exelon Corp.	(12,100)	(549)
		Dominion Resources, Inc.	(17,300)	(536)
		PPL Corp.	(11,800)	(339)
		MDU Resources Group, Inc.	(14,100)	(228)
		Alliant Energy Corp.	(9,000)	(222)
		Southern Co.	(7,000)	(214)
		Northeast Utilities	(9,700)	(209)
*		Calpine Corp.	(28,600)	(195)
		Allegheny Energy, Inc.	(7,200)	(167)
		Constellation Energy Group, Inc.	(7,800)	(161)
		Integrys Energy Group, Inc.	(6,200)	(161)
		EQT Corp.	(4,600)	(144)
		Ameren Corp.	(4,500)	(104)
		OGE Energy Corp.	(3,500)	(83)
		Great Plains Energy, Inc.	(1,200)	(16)
*		Reliant Energy, Inc.	(4,100)	(13)
				(3,341)
		Total Common Stocks Sold Short
		(Proceeds $77,387)		(68,494)
		Temporary Cash Investment (27.3%)
2		Vanguard Market Liquidity Fund, 0.440%
		(Cost $23,248)	23,247,775	23,248
	†	Other Assets and Liabilities -Net (64.3%)		54,784
		Net Assets (100%)		85,165

* Non-income-producing security.

† Long security positions with a value of $63,534,000 and cash of $67,574,000 have been segregated in connection with securities sold short.

1 Securities representing up to 5% of the market value of unaffiliated securities are permitted to be combined and reported as "miscellaneous securities" provided that they have been held for less than one year and not previously reported by name.

2 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.

Investment Securities: 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. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. 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 at their fair values calculated according to procedures adopted by the board of trustees. These procedures include obtaining quotations from an independent pricing service, monitoring news to identify significant market- or security-specific events, and evaluating changes in the values of foreign market proxies (for example, ADRs, futures contracts, or exchange-traded funds), between the time the foreign markets close and the fund's pricing time. When fair-value pricing is employed, the prices of securities used by a fund to calculate its net asset value may differ from quoted or published prices for the same securities. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value.

At June 30, 2008, the cost of long security positions for tax purposes was $111,739,000. Net unrealized depreciation of long security positions for tax purposes was $12,864,000, consisting of unrealized gains of $3,424,000 on securities that had risen in value since their purchase and $16,288,000 in unrealized losses on securities that had fallen in value since their purchase. Tax-basis net unrealized appreciation on securities sold short was $8,463,000 consisting of unrealized gains of $12,626,000 on securities that had fallen in value since their sale and $4,163,000 in unrealized losses on securities that had risen in value since their sale.

Short Sales: Short Sales are the sales of securities that the fund does not own. The fund may sell a security it does not own in anticipation of a decline in the value of that security. In order to deliver the security to the purchaser, the fund borrows the security from a broker-dealer. The fund must segregate, as collateral for its obligation to return the borrowed security, an amount of cash and long security positions at least equal to the market value of the security sold short. The fund later closes out the position by returning the security to the lender, typically by purchasing the security in the open market.

In September 2006, the Financial Accounting Standards Board issued Interpretation No. 157 ("FAS 157"), "Fair Value Measurements." FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determine the value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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).

At March 31, 2009, 100% of the fund's investments were valued based on Level 1 inputs.

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

		Coupon		Maturity Date		Face Amount ($000)	Market Value ($000)
U.S. Government and Agency Obligations (73.3%)
U.S. Government Securities (26.2%)
	U.S. Treasury Bond		13.250%		5/15/14	1,675	1,700
	U.S. Treasury Bond		11.250%		2/15/15	16,875	25,468
	U.S. Treasury Bond		10.625%		8/15/15	1,675	2,517
	U.S. Treasury Bond		9.875%		11/15/15	75,525	110,621
	U.S. Treasury Bond		9.250%		2/15/16	1,950	2,807
	U.S. Treasury Bond		7.250%		5/15/16	4,500	5,931
	U.S. Treasury Bond		7.500%		11/15/16	25,375	34,078
	U.S. Treasury Bond		8.750%		5/15/17	109,125	157,447
	U.S. Treasury Bond		8.875%		8/15/17	27,525	40,174
	U.S. Treasury Bond		9.125%		5/15/18	1,700	2,574
	U.S. Treasury Bond		8.875%		2/15/19	50,800	76,636
	U.S. Treasury Bond		8.125%		8/15/19	17,425	25,274
	U.S. Treasury Bond		8.500%		2/15/20	425	635
	U.S. Treasury Bond		8.750%		5/15/20	650	990
	U.S. Treasury Bond		8.750%		8/15/20	72,200	110,173
	U.S. Treasury Bond		7.875%		2/15/21	64,550	93,628
	U.S. Treasury Bond		8.125%		5/15/21	3,300	4,892
	U.S. Treasury Bond		8.125%		8/15/21	45,825	68,129
	U.S. Treasury Bond		8.000%		11/15/21	18,225	26,973
	U.S. Treasury Bond		7.250%		8/15/22	2,225	3,144
	U.S. Treasury Bond		7.625%		11/15/22	16,825	24,570
	U.S. Treasury Bond		7.125%		2/15/23	24,675	34,707
	U.S. Treasury Bond		6.250%		8/15/23	79,325	104,374
	U.S. Treasury Bond		6.875%		8/15/25	125	179
	U.S. Treasury Bond		6.000%		2/15/26	1,375	1,812
	U.S. Treasury Bond		6.750%		8/15/26	22,650	32,230
	U.S. Treasury Bond		6.500%		11/15/26	225	313
	U.S. Treasury Bond		6.625%		2/15/27	8,450	11,903
	U.S. Treasury Bond		6.375%		8/15/27	8,300	11,437
	U.S. Treasury Bond		6.125%		11/15/27	1,050	1,412
	U.S. Treasury Bond		5.500%		8/15/28	11,600	14,649
	U.S. Treasury Bond		5.250%		11/15/28	1,925	2,369
	U.S. Treasury Bond		5.250%		2/15/29	30,675	37,788
	U.S. Treasury Bond		6.125%		8/15/29	32,650	44,480
	U.S. Treasury Bond		6.250%		5/15/30	24,025	33,357
	U.S. Treasury Bond		5.375%		2/15/31	4,250	5,364
	U.S. Treasury Bond		4.500%		2/15/36	37,225	42,931
	U.S. Treasury Bond		4.750%		2/15/37	32,300	38,740
	U.S. Treasury Bond		5.000%		5/15/37	22,975	28,615
	U.S. Treasury Bond		4.375%		2/15/38	37,625	42,775
	U.S. Treasury Bond		4.500%		5/15/38	42,400	49,568
	U.S. Treasury Inflation-Indexed Note		3.500%		1/15/11	21,225	26,876
	U.S. Treasury Inflation-Indexed Note		2.375%		4/15/11	27,100	29,580
	U.S. Treasury Note		4.625%		7/31/09	625	634
	U.S. Treasury Note		6.000%		8/15/09	400	408
	U.S. Treasury Note		4.000%		8/31/09	425	431
	U.S. Treasury Note		4.625%		11/15/09	600	615
	U.S. Treasury Note		3.500%		2/15/10	2,300	2,358

U.S. Treasury Note	4.750%	2/15/10	8,800	9,118
U.S. Treasury Note	2.000%	2/28/10	300	304
U.S. Treasury Note	4.000%	3/15/10	48,575	50,146
U.S. Treasury Note	1.750%	3/31/10	25,125	25,404
U.S. Treasury Note	4.000%	4/15/10	350	362
U.S. Treasury Note	2.625%	5/31/10	58,775	60,125
U.S. Treasury Note	2.875%	6/30/10	34,400	35,352
U.S. Treasury Note	3.875%	7/15/10	300	313
U.S. Treasury Note	2.750%	7/31/10	3,500	3,598
U.S. Treasury Note	4.125%	8/15/10	3,725	3,907
U.S. Treasury Note	5.750%	8/15/10	1,475	1,580
U.S. Treasury Note	2.375%	8/31/10	37,375	38,280
U.S. Treasury Note	2.000%	9/30/10	5,500	5,609
U.S. Treasury Note	1.500%	10/31/10	240,325	243,142
U.S. Treasury Note	1.250%	11/30/10	113,825	114,750
U.S. Treasury Note	4.375%	12/15/10	100	106
U.S. Treasury Note	0.875%	12/31/10	20,400	20,435
U.S. Treasury Note	0.875%	1/31/11	75,375	75,540
U.S. Treasury Note	5.000%	2/15/11	850	918
U.S. Treasury Note	0.875%	2/28/11	95,300	95,479
U.S. Treasury Note	4.500%	2/28/11	10,325	11,049
U.S. Treasury Note	0.875%	3/31/11	170,000	170,053
U.S. Treasury Note	4.750%	3/31/11	250	270
U.S. Treasury Note	4.875%	4/30/11	425	461
U.S. Treasury Note	5.125%	6/30/11	725	795
U.S. Treasury Note	4.875%	7/31/11	800	874
U.S. Treasury Note	4.625%	8/31/11	171,575	186,830
U.S. Treasury Note	4.500%	9/30/11	2,325	2,527
U.S. Treasury Note	1.750%	11/15/11	23,025	23,478
U.S. Treasury Note	4.500%	11/30/11	2,325	2,540
U.S. Treasury Note	1.125%	12/15/11	550	552
U.S. Treasury Note	4.625%	12/31/11	1,175	1,290
U.S. Treasury Note	1.125%	1/15/12	1,800	1,802
U.S. Treasury Note	4.750%	1/31/12	4,700	5,189
U.S. Treasury Note	1.375%	2/15/12	2,625	2,647
U.S. Treasury Note	4.875%	2/15/12	8,500	9,411
U.S. Treasury Note	4.625%	2/29/12	4,375	4,817
U.S. Treasury Note	1.375%	3/15/12	15,675	15,785
U.S. Treasury Note	4.500%	3/31/12	21,275	23,399
U.S. Treasury Note	4.500%	4/30/12	149,075	163,750
U.S. Treasury Note	4.750%	5/31/12	60,300	66,914
U.S. Treasury Note	4.875%	6/30/12	80,500	89,845
U.S. Treasury Note	4.625%	7/31/12	20,450	22,696
U.S. Treasury Note	4.125%	8/31/12	875	959
U.S. Treasury Note	4.250%	9/30/12	1,000	1,101
U.S. Treasury Note	3.875%	10/31/12	260,575	283,946
U.S. Treasury Note	3.375%	11/30/12	1,150	1,234
U.S. Treasury Note	2.750%	2/28/13	1,900	2,003
U.S. Treasury Note	3.500%	5/31/13	1,100	1,193
U.S. Treasury Note	3.375%	6/30/13	3,125	3,379
U.S. Treasury Note	3.375%	7/31/13	3,400	3,679
U.S. Treasury Note	3.125%	8/31/13	35,525	38,045
U.S. Treasury Note	3.125%	9/30/13	97,700	104,661
U.S. Treasury Note	2.750%	10/31/13	111,650	117,756
U.S. Treasury Note	4.250%	11/15/13	2,300	2,580

	U.S. Treasury Note	2.000%	11/30/13	62,275	63,588
	U.S. Treasury Note	1.500%	12/31/13	575	574
	U.S. Treasury Note	1.750%	1/31/14	39,700	39,979
	U.S. Treasury Note	4.000%	2/15/14	100	111
	U.S. Treasury Note	1.875%	2/28/14	90,175	91,190
	U.S. Treasury Note	1.750%	3/31/14	127,825	128,284
	U.S. Treasury Note	4.750%	5/15/14	1,725	1,992
	U.S. Treasury Note	4.250%	8/15/14	250	283
	U.S. Treasury Note	4.000%	2/15/15	525	587
	U.S. Treasury Note	4.125%	5/15/15	36,800	41,573
	U.S. Treasury Note	4.250%	8/15/15	4,325	4,927
	U.S. Treasury Note	4.500%	11/15/15	2,425	2,812
	U.S. Treasury Note	4.500%	2/15/16	1,000	1,154
	U.S. Treasury Note	2.625%	2/29/16	30,400	31,189
	U.S. Treasury Note	5.125%	5/15/16	45,075	53,773
	U.S. Treasury Note	4.875%	8/15/16	57,700	67,897
	U.S. Treasury Note	4.625%	11/15/16	850	986
	U.S. Treasury Note	4.500%	5/15/17	1,150	1,325
	U.S. Treasury Note	4.750%	8/15/17	11,425	13,367
	U.S. Treasury Note	4.250%	11/15/17	104,250	118,307
	U.S. Treasury Note	3.500%	2/15/18	10,100	10,843
	U.S. Treasury Note	3.875%	5/15/18	750	828
	U.S. Treasury Note	4.000%	8/15/18	19,475	21,651
	U.S. Treasury Note	3.750%	11/15/18	3,900	4,254
	U.S. Treasury Note	2.750%	2/15/19	24,425	24,570
					4,296,288
Agency Bonds and Notes (7.6%)
	Agency for International Development - Egypt (U.S. Government Guaranteed)	4.450%	9/15/15	3,500	3,705
1	Federal Farm Credit Bank	5.250%	9/13/10	1,375	1,455
1	Federal Farm Credit Bank	3.750%	12/6/10	3,375	3,518
1	Federal Farm Credit Bank	4.875%	2/18/11	6,550	6,969
1	Federal Farm Credit Bank	2.625%	4/21/11	3,800	3,893
1	Federal Farm Credit Bank	5.375%	7/18/11	6,925	7,510
1	Federal Farm Credit Bank	3.875%	8/25/11	3,775	3,978
1	Federal Farm Credit Bank	2.000%	1/17/12	5,150	5,157
1	Federal Farm Credit Bank	2.250%	4/24/12	1,825	1,837
1	Federal Farm Credit Bank	4.500%	10/17/12	3,875	4,194
1	Federal Farm Credit Bank	3.875%	10/7/13	2,875	3,027
1	Federal Farm Credit Bank	4.875%	12/16/15	200	217
1	Federal Farm Credit Bank	5.125%	8/25/16	2,825	3,114
1	Federal Farm Credit Bank	4.875%	1/17/17	2,400	2,611
1	Federal Farm Credit Bank	5.150%	11/15/19	4,325	4,579
1	Federal Home Loan Bank	5.790%	4/27/09	200	201
1	Federal Home Loan Bank	4.875%	5/14/10	7,850	8,197
1	Federal Home Loan Bank	7.625%	5/14/10	17,375	18,646
1	Federal Home Loan Bank	2.750%	6/18/10	3,775	3,855
1	Federal Home Loan Bank	3.500%	7/16/10	15,125	15,614
1	Federal Home Loan Bank	3.375%	8/13/10	3,200	3,302
1	Federal Home Loan Bank	3.375%	10/20/10	10,350	10,695
1	Federal Home Loan Bank	4.750%	12/10/10	1,375	1,452
1	Federal Home Loan Bank	3.625%	12/17/10	3,425	3,563
1	Federal Home Loan Bank	2.625%	3/11/11	2,750	2,806
1	Federal Home Loan Bank	1.625%	3/16/11	4,800	4,817
1	Federal Home Loan Bank	3.125%	6/10/11	2,850	2,947

1	Federal Home Loan Bank	3.375%	6/24/11	16,350	17,044
1	Federal Home Loan Bank	3.625%	7/1/11	5,050	5,286
1	Federal Home Loan Bank	5.375%	8/19/11	24,000	26,125
1	Federal Home Loan Bank	3.750%	9/9/11	1,475	1,543
1	Federal Home Loan Bank	3.625%	9/16/11	2,900	3,034
1	Federal Home Loan Bank	4.875%	11/18/11	5,600	6,063
1	Federal Home Loan Bank	2.250%	4/13/12	300	302
1	Federal Home Loan Bank	4.625%	10/10/12	9,925	10,824
1	Federal Home Loan Bank	3.375%	2/27/13	2,950	3,092
1	Federal Home Loan Bank	3.875%	6/14/13	6,650	7,069
1	Federal Home Loan Bank	5.375%	6/14/13	3,550	3,955
1	Federal Home Loan Bank	5.125%	8/14/13	2,325	2,584
1	Federal Home Loan Bank	4.000%	9/6/13	4,475	4,775
1	Federal Home Loan Bank	5.250%	9/13/13	3,100	3,440
1	Federal Home Loan Bank	4.500%	9/16/13	9,675	10,523
1	Federal Home Loan Bank	3.625%	10/18/13	7,125	7,441
1	Federal Home Loan Bank	4.875%	11/27/13	5,875	6,400
1	Federal Home Loan Bank	5.500%	8/13/14	20,175	22,985
1	Federal Home Loan Bank	5.375%	5/18/16	3,950	4,463
1	Federal Home Loan Bank	5.625%	6/13/16	725	733
1	Federal Home Loan Bank	5.125%	10/19/16	9,525	10,496
1	Federal Home Loan Bank	4.750%	12/16/16	18,050	19,622
1	Federal Home Loan Bank	4.875%	5/17/17	6,600	7,197
1	Federal Home Loan Bank	5.000%	11/17/17	16,475	17,903
1	Federal Home Loan Bank	5.250%	12/11/20	4,225	4,506
1	Federal Home Loan Bank	5.625%	6/11/21	375	413
1	Federal Home Loan Bank	5.375%	8/15/24	400	438
1	Federal Home Loan Bank	5.500%	7/15/36	3,250	3,710
1	Federal Home Loan Mortgage Corp.	3.750%	5/12/09	625	628
1	Federal Home Loan Mortgage Corp.	2.875%	4/30/10	5,675	5,790
1	Federal Home Loan Mortgage Corp.	2.875%	6/28/10	2,925	2,993
1	Federal Home Loan Mortgage Corp.	4.125%	7/12/10	34,300	35,676
1	Federal Home Loan Mortgage Corp.	3.250%	7/16/10	2,925	3,011
1	Federal Home Loan Mortgage Corp.	5.125%	8/23/10	16,350	17,280
1	Federal Home Loan Mortgage Corp.	6.875%	9/15/10	9,175	9,944
1	Federal Home Loan Mortgage Corp.	5.000%	10/18/10	1,700	1,799
1	Federal Home Loan Mortgage Corp.	3.125%	10/25/10	3,400	3,504
1	Federal Home Loan Mortgage Corp.	4.750%	1/18/11	17,000	18,062
1	Federal Home Loan Mortgage Corp.	3.250%	2/25/11	4,700	4,870
1	Federal Home Loan Mortgage Corp.	5.625%	3/15/11	10,875	11,753
1	Federal Home Loan Mortgage Corp.	5.875%	3/21/11	200	210
1	Federal Home Loan Mortgage Corp.	5.125%	4/18/11	13,075	14,062
1	Federal Home Loan Mortgage Corp.	1.625%	4/26/11	7,175	7,201
1	Federal Home Loan Mortgage Corp.	6.000%	6/15/11	10,475	11,505
1	Federal Home Loan Mortgage Corp.	3.875%	6/29/11	2,525	2,661
1	Federal Home Loan Mortgage Corp.	5.250%	7/18/11	28,650	31,043
1	Federal Home Loan Mortgage Corp.	5.750%	1/15/12	21,475	23,851
1	Federal Home Loan Mortgage Corp.	2.125%	3/23/12	8,600	8,670
1	Federal Home Loan Mortgage Corp.	5.500%	8/20/12	12,225	13,682
1	Federal Home Loan Mortgage Corp.	4.625%	10/25/12	9,400	10,278
1	Federal Home Loan Mortgage Corp.	4.125%	12/21/12	4,575	4,930
1	Federal Home Loan Mortgage Corp.	4.500%	1/15/13	8,925	9,755
1	Federal Home Loan Mortgage Corp.	3.750%	6/28/13	10,775	11,445
1	Federal Home Loan Mortgage Corp.	4.500%	7/15/13	5,200	5,679
1	Federal Home Loan Mortgage Corp.	4.875%	11/15/13	27,925	31,002

1	Federal Home Loan Mortgage Corp.	5.000%	7/15/14	22,625	25,369
1	Federal Home Loan Mortgage Corp.	0.00%	11/24/14	2,100	1,777
1	Federal Home Loan Mortgage Corp.	4.500%	1/15/15	1,725	1,893
1	Federal Home Loan Mortgage Corp.	5.050%	1/26/15	300	336
1	Federal Home Loan Mortgage Corp.	4.750%	1/19/16	9,950	10,973
1	Federal Home Loan Mortgage Corp.	5.250%	4/18/16	1,025	1,159
1	Federal Home Loan Mortgage Corp.	5.500%	7/18/16	575	659
1	Federal Home Loan Mortgage Corp.	5.125%	10/18/16	17,075	19,174
1	Federal Home Loan Mortgage Corp.	5.000%	2/16/17	9,300	10,338
1	Federal Home Loan Mortgage Corp.	5.000%	4/18/17	3,550	3,936
1	Federal Home Loan Mortgage Corp.	5.500%	8/23/17	10,100	11,565
1	Federal Home Loan Mortgage Corp.	4.875%	6/13/18	6,125	6,792
1	Federal Home Loan Mortgage Corp.	5.000%	12/14/18	7,275	6,982
1	Federal Home Loan Mortgage Corp.	3.750%	3/27/19	4,200	4,259
1	Federal Home Loan Mortgage Corp.	6.750%	9/15/29	3,325	4,348
1	Federal Home Loan Mortgage Corp.	6.750%	3/15/31	11,575	15,450
1	Federal Home Loan Mortgage Corp.	6.250%	7/15/32	100	128
1	Federal National Mortgage Assn.	3.875%	2/15/10		—
1	Federal National Mortgage Assn.	4.750%	3/12/10		—
1	Federal National Mortgage Assn.	4.125%	5/15/10	8,600	8,905
1	Federal National Mortgage Assn.	3.000%	7/12/10	14,300	14,668
1	Federal National Mortgage Assn.	4.250%	8/15/10	2,175	2,270
1	Federal National Mortgage Assn.	2.875%	10/12/10	4,375	4,491
1	Federal National Mortgage Assn.	6.625%	11/15/10	13,200	14,357
1	Federal National Mortgage Assn.	4.750%	12/15/10	20,125	21,340
1	Federal National Mortgage Assn.	6.250%	2/1/11	3,725	3,925
1	Federal National Mortgage Assn.	1.750%	3/23/11	8,350	8,401
1	Federal National Mortgage Assn.	2.750%	4/11/11	6,025	6,191
1	Federal National Mortgage Assn.	5.125%	4/15/11	9,075	9,753
1	Federal National Mortgage Assn.	6.000%	5/15/11	11,050	12,110
1	Federal National Mortgage Assn.	3.375%	5/19/11	10,875	11,331
1	Federal National Mortgage Assn.	5.000%	10/15/11	19,475	21,120
1	Federal National Mortgage Assn.	2.000%	1/9/12	9,100	9,178
1	Federal National Mortgage Assn.	5.000%	2/16/12	10,875	11,874
1	Federal National Mortgage Assn.	6.125%	3/15/12	19,075	21,485
1	Federal National Mortgage Assn.	4.875%	5/18/12	9,025	9,865
1	Federal National Mortgage Assn.	5.250%	8/1/12	2,200	2,306
1	Federal National Mortgage Assn.	4.375%	9/15/12	11,675	12,661
1	Federal National Mortgage Assn.	3.625%	2/12/13	4,625	4,904
1	Federal National Mortgage Assn.	4.750%	2/21/13	2,225	2,436
1	Federal National Mortgage Assn.	4.375%	3/15/13	3,775	4,102
1	Federal National Mortgage Assn.	4.625%	5/1/13	7,350	7,487
1	Federal National Mortgage Assn.	3.875%	7/12/13	2,950	3,146
1	Federal National Mortgage Assn.	4.625%	10/15/13	16,175	17,776
1	Federal National Mortgage Assn.	2.875%	12/11/13	46,250	47,271
1	Federal National Mortgage Assn.	5.125%	1/2/14	1,000	1,029
1	Federal National Mortgage Assn.	2.750%	2/5/14	5,825	5,908
1	Federal National Mortgage Assn.	2.750%	3/13/14	6,575	6,643
1	Federal National Mortgage Assn.	4.125%	4/15/14	8,225	8,860
1	Federal National Mortgage Assn.	4.625%	10/15/14	10,875	11,995
1	Federal National Mortgage Assn.	5.000%	4/15/15	4,875	5,460
1	Federal National Mortgage Assn.	4.375%	10/15/15	4,325	4,696
1	Federal National Mortgage Assn.	5.375%	7/15/16	4,325	4,919
1	Federal National Mortgage Assn.	5.250%	9/15/16	13,850	15,678
1	Federal National Mortgage Assn.	4.875%	12/15/16	2,650	2,935

1	Federal National Mortgage Assn.	5.000%	2/13/17	24,375	27,077
1	Federal National Mortgage Assn.	5.000%	5/11/17	11,275	12,510
1	Federal National Mortgage Assn.	5.375%	6/12/17	1,350	1,533
1	Federal National Mortgage Assn.	0.00%	10/9/19	625	345
1	Federal National Mortgage Assn.	6.250%	5/15/29	325	406
1	Federal National Mortgage Assn.	7.125%	1/15/30	7,325	10,069
1	Federal National Mortgage Assn.	7.250%	5/15/30	7,700	10,745
1	Federal National Mortgage Assn.	6.625%	11/15/30	3,800	5,001
1	Federal National Mortgage Assn.	5.625%	7/15/37	1,500	1,692
1	Financing Corp.	9.800%	4/6/18	575	848
1	Financing Corp.	10.350%	8/3/18	100	153
1	Financing Corp.	9.650%	11/2/18	2,025	3,014
1	Financing Corp.	9.700%	4/5/19	425	628
	Private Export Funding Corp.	4.375%	3/15/19	1,850	1,900
	Resolution Funding Corp. (U.S. Government Guaranteed)	8.125%	10/15/19	100	136
	Resolution Funding Corp. (U.S. Government Guaranteed)	8.875%	7/15/20	100	143
	State of Israel (U.S. Government Guaranteed)	5.500%	9/18/23	1,300	1,451
	State of Israel (U.S. Government Guaranteed)	5.500%	12/4/23	950	1,062
	State of Israel (U.S. Government Guaranteed)	5.500%	4/26/24	3,800	4,277
1	Tennessee Valley Auth.	5.625%	1/18/11	1,200	1,292
1	Tennessee Valley Auth.	5.500%	7/18/17	5,325	6,000
1	Tennessee Valley Auth.	4.500%	4/1/18	1,500	1,605
1	Tennessee Valley Auth.	6.750%	11/1/25	475	612
1	Tennessee Valley Auth.	7.125%	5/1/30	8,000	10,318
1	Tennessee Valley Auth.	4.650%	6/15/35	1,175	1,143
1	Tennessee Valley Auth.	5.500%	6/15/38	725	790
1	Tennessee Valley Auth.	4.875%	1/15/48	1,975	1,958
1	Tennessee Valley Auth.	5.375%	4/1/56	2,000	2,134
					1,240,565
Conventional Mortgage-Backed Securities (36.9%)
1,2	Federal Home Loan Mortgage Corp.	4.000%	4/1/09–3/1/24	34,920	35,675
1,2	Federal Home Loan Mortgage Corp.	4.500%	8/1/09–3/1/39	152,856	157,461
1,2	Federal Home Loan Mortgage Corp.	5.000%	4/1/11–12/1/38	515,667	533,489
1,2	Federal Home Loan Mortgage Corp.	5.500%	6/1/09–11/1/38	640,826	666,158
1,2	Federal Home Loan Mortgage Corp.	6.000%	4/1/13–2/1/39	396,683	415,320
1,2	Federal Home Loan Mortgage Corp.	6.500%	6/1/13–9/1/38	90,072	95,159
1,2	Federal Home Loan Mortgage Corp.	7.000%	6/1/15–1/1/37	10,984	11,706
1,2	Federal Home Loan Mortgage Corp.	7.500%	6/1/27–11/1/27	289	311
1,2	Federal Home Loan Mortgage Corp.	8.000%	1/1/27–11/1/31	513	550
1,2	Federal Home Loan Mortgage Corp.	8.500%	6/1/25	97	105
1,2	Federal National Mortgage Assn.	4.000%	9/1/10–4/1/39	52,002	52,853
1,2	Federal National Mortgage Assn.	4.500%	2/1/10–4/1/39	258,301	266,297
1,2	Federal National Mortgage Assn.	5.000%	9/1/09–4/1/38	716,899	742,699
1,2	Federal National Mortgage Assn.	5.500%	11/1/16–4/1/39	986,484	1,026,573
1,2	Federal National Mortgage Assn.	6.000%	4/1/09–4/1/39	685,605	717,197
1,2	Federal National Mortgage Assn.	6.500%	4/1/16–4/1/39	188,830	199,275
1,2	Federal National Mortgage Assn.	7.000%	11/1/18–12/1/38	83,520	88,771
1,2	Federal National Mortgage Assn.	7.500%	1/1/31–12/1/32	839	899
1,2	Federal National Mortgage Assn.	8.000%	12/1/29	97	105
2	Government National Mortgage Assn.	4.000%	8/15/18–4/1/39	8,693	8,748
2	Government National Mortgage Assn.	4.500%	6/15/18–4/1/39	58,878	60,280
2	Government National Mortgage Assn.	5.000%	12/15/17–4/1/39	194,740	201,706
2	Government National Mortgage Assn.	5.500%	4/15/17–1/20/39	344,128	358,012

2	Government National Mortgage Assn.	6.000%	6/15/28–4/1/39	261,800	273,445
2	Government National Mortgage Assn.	6.500%	7/15/24–4/1/39	132,332	138,986
2	Government National Mortgage Assn.	7.000%	7/15/23–9/15/36	2,750	2,917
2	Government National Mortgage Assn.	7.500%	12/15/23	98	105
2	Government National Mortgage Assn.	8.000%	6/15/25–1/15/27	197	211
2	Government National Mortgage Assn.	9.000%	11/15/17–12/15/17	289	304
					6,055,317
Nonconventional Mortgage-Backed Securities (2.6%)
1,2	Federal Home Loan Mortgage Corp.	4.105%	4/1/35	190	193
1,2	Federal Home Loan Mortgage Corp.	4.381%	1/1/35	214	218
1,2	Federal Home Loan Mortgage Corp.	4.385%	12/1/34	4,396	4,427
1,2	Federal Home Loan Mortgage Corp.	4.587%	9/1/34	2,297	2,310
1,2	Federal Home Loan Mortgage Corp.	4.596%	11/1/34	3,625	3,697
1,2	Federal Home Loan Mortgage Corp.	4.596%	4/1/35	2,910	2,998
1,2	Federal Home Loan Mortgage Corp.	4.638%	12/1/35	3,484	3,573
1,2	Federal Home Loan Mortgage Corp.	4.650%	7/1/35	3,087	3,153
1,2	Federal Home Loan Mortgage Corp.	4.684%	12/1/34	1,804	1,838
1,2	Federal Home Loan Mortgage Corp.	4.797%	7/1/35	6,282	6,430
1,2	Federal Home Loan Mortgage Corp.	4.804%	3/1/36	5,063	5,163
1,2	Federal Home Loan Mortgage Corp.	5.001%	5/1/35	3,803	3,906
1,2	Federal Home Loan Mortgage Corp.	5.033%	7/1/38	2,949	3,036
1,2	Federal Home Loan Mortgage Corp.	5.248%	3/1/37	2,906	2,979
1,2	Federal Home Loan Mortgage Corp.	5.265%	3/1/36	4,480	4,613
1,2	Federal Home Loan Mortgage Corp.	5.287%	3/1/38	4,272	4,392
1,2	Federal Home Loan Mortgage Corp.	5.311%	12/1/36	2,599	2,644
1,2	Federal Home Loan Mortgage Corp.	5.330%	12/1/35	3,016	3,116
1,2	Federal Home Loan Mortgage Corp.	5.423%	4/1/37	5,479	5,668
1,2	Federal Home Loan Mortgage Corp.	5.427%	3/1/37	2,787	2,884
1,2	Federal Home Loan Mortgage Corp.	5.488%	2/1/36	3,444	3,537
1,2	Federal Home Loan Mortgage Corp.	5.549%	7/1/36	2,941	3,041
1,2	Federal Home Loan Mortgage Corp.	5.552%	6/1/37	2,502	2,563
1,2	Federal Home Loan Mortgage Corp.	5.571%	5/1/36	5,546	5,707
1,2	Federal Home Loan Mortgage Corp.	5.583%	1/1/37	2,141	2,206
1,2	Federal Home Loan Mortgage Corp.	5.596%	4/1/37	3,992	4,127
1,2	Federal Home Loan Mortgage Corp.	5.674%	12/1/36	4,763	4,937
1,2	Federal Home Loan Mortgage Corp.	5.685%	3/1/37	300	311
1,2	Federal Home Loan Mortgage Corp.	5.705%	9/1/36	8,039	8,330
1,2	Federal Home Loan Mortgage Corp.	5.715%	11/1/36	2,326	2,408
1,2	Federal Home Loan Mortgage Corp.	5.768%	5/1/36	4,287	4,439
1,2	Federal Home Loan Mortgage Corp.	5.785%	3/1/37	1,849	1,915
1,2	Federal Home Loan Mortgage Corp.	5.817%	6/1/37	6,559	6,811
1,2	Federal Home Loan Mortgage Corp.	5.823%	10/1/37	6,649	6,901
1,2	Federal Home Loan Mortgage Corp.	5.827%	4/1/37	9,827	10,174
1,2	Federal Home Loan Mortgage Corp.	5.855%	3/1/37	517	535
1,2	Federal Home Loan Mortgage Corp.	5.864%	6/1/37	4,099	4,250
1,2	Federal Home Loan Mortgage Corp.	5.881%	12/1/36	2,491	2,584
1,2	Federal Home Loan Mortgage Corp.	5.887%	5/1/37	6,712	6,961
1,2	Federal Home Loan Mortgage Corp.	5.942%	1/1/37	1,816	1,887
1,2	Federal Home Loan Mortgage Corp.	5.974%	10/1/37	1,272	1,321
1,2	Federal Home Loan Mortgage Corp.	6.055%	3/1/37	288	299
1,2	Federal Home Loan Mortgage Corp.	6.070%	3/1/37	187	195
1,2	Federal Home Loan Mortgage Corp.	6.070%	8/1/37	5,230	5,440
1,2	Federal Home Loan Mortgage Corp.	6.108%	12/1/36	3,932	4,095
1,2	Federal Home Loan Mortgage Corp.	6.115%	8/1/37	1,827	1,903
1,2	Federal Home Loan Mortgage Corp.	6.301%	6/1/37	4,030	4,216

1,2	Federal Home Loan Mortgage Corp.	6.503%	2/1/37	3,831	3,997
1,2	Federal National Mortgage Assn.	4.008%	7/1/35	3,658	3,704
1,2	Federal National Mortgage Assn.	4.135%	5/1/34	2,547	2,592
1,2	Federal National Mortgage Assn.	4.415%	8/1/35	7,254	7,404
1,2	Federal National Mortgage Assn.	4.425%	7/1/35	2,289	2,334
1,2	Federal National Mortgage Assn.	4.573%	1/1/35	2,754	2,765
1,2	Federal National Mortgage Assn.	4.574%	11/1/34	6,696	6,839
1,2	Federal National Mortgage Assn.	4.577%	12/1/34	3,898	3,917
1,2	Federal National Mortgage Assn.	4.614%	10/1/36	2,602	2,660
1,2	Federal National Mortgage Assn.	4.622%	8/1/35	4,238	4,338
1,2	Federal National Mortgage Assn.	4.633%	9/1/34	1,789	1,825
1,2	Federal National Mortgage Assn.	4.642%	11/1/33	2,129	2,177
1,2	Federal National Mortgage Assn.	4.671%	10/1/34	2,975	2,990
1,2	Federal National Mortgage Assn.	4.689%	11/1/34	3,088	3,107
1,2	Federal National Mortgage Assn.	4.725%	8/1/35	2,401	2,441
1,2	Federal National Mortgage Assn.	4.741%	9/1/34	1,251	1,270
1,2	Federal National Mortgage Assn.	4.745%	10/1/34	4,281	4,319
1,2	Federal National Mortgage Assn.	4.751%	6/1/34	2,453	2,517
1,2	Federal National Mortgage Assn.	4.766%	5/1/35	1,871	1,918
1,2	Federal National Mortgage Assn.	4.772%	4/1/36	8,093	8,360
1,2	Federal National Mortgage Assn.	4.819%	12/1/35	5,213	5,333
1,2	Federal National Mortgage Assn.	4.829%	9/1/35	3,055	3,134
1,2	Federal National Mortgage Assn.	4.853%	11/1/35	400	410
1,2	Federal National Mortgage Assn.	4.856%	4/1/37	5,594	5,744
1,2	Federal National Mortgage Assn.	4.885%	7/1/35	3,747	3,825
1,2	Federal National Mortgage Assn.	4.934%	7/1/35	1,789	1,840
1,2	Federal National Mortgage Assn.	4.964%	11/1/34	1,101	1,132
1,2	Federal National Mortgage Assn.	4.966%	11/1/33	1,150	1,183
1,2	Federal National Mortgage Assn.	4.968%	10/1/35	5,975	6,140
1,2	Federal National Mortgage Assn.	4.976%	7/1/38	1,856	1,909
1,2	Federal National Mortgage Assn.	4.979%	5/1/37	6,817	7,018
1,2	Federal National Mortgage Assn.	5.024%	8/1/37	7,678	7,907
1,2	Federal National Mortgage Assn.	5.029%	12/1/33	1,523	1,569
1,2	Federal National Mortgage Assn.	5.047%	11/1/35	6,185	6,352
1,2	Federal National Mortgage Assn.	5.059%	2/1/36	2,573	2,646
1,2	Federal National Mortgage Assn.	5.072%	12/1/35	3,497	3,592
1,2	Federal National Mortgage Assn.	5.118%	12/1/35	7,166	7,362
1,2	Federal National Mortgage Assn.	5.119%	1/1/36	3,175	3,266
1,2	Federal National Mortgage Assn.	5.176%	3/1/38	3,845	3,949
1,2	Federal National Mortgage Assn.	5.253%	3/1/37	4,079	4,209
1,2	Federal National Mortgage Assn.	5.257%	8/1/38	402	412
1,2	Federal National Mortgage Assn.	5.317%	7/1/38	400	410
1,2	Federal National Mortgage Assn.	5.323%	12/1/35	2,476	2,551
1,2	Federal National Mortgage Assn.	5.383%	2/1/36	3,466	3,570
1,2	Federal National Mortgage Assn.	5.451%	5/1/37	1,838	1,893
1,2	Federal National Mortgage Assn.	5.457%	2/1/36	4,655	4,797
1,2	Federal National Mortgage Assn.	5.482%	4/1/37	424	438
1,2	Federal National Mortgage Assn.	5.575%	1/1/37	3,790	3,928
1,2	Federal National Mortgage Assn.	5.603%	7/1/36	2,847	2,935
1,2	Federal National Mortgage Assn.	5.621%	5/1/36	1,354	1,401
1,2	Federal National Mortgage Assn.	5.625%	3/1/37	3,426	3,554
1,2	Federal National Mortgage Assn.	5.656%	6/1/36	3,687	3,810
1,2	Federal National Mortgage Assn.	5.660%	6/1/37	2,115	2,189
1,2	Federal National Mortgage Assn.	5.674%	2/1/37	3,951	4,085
1,2	Federal National Mortgage Assn.	5.675%	3/1/37	2,698	2,797

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

1,2	Federal National Mortgage Assn.	5.693%	2/1/37	400	415
1,2	Federal National Mortgage Assn.	5.716%	9/1/36	2,472	2,563
1,2	Federal National Mortgage Assn.	5.734%	3/1/37	9,007	9,351
1,2	Federal National Mortgage Assn.	5.741%	12/1/36	3,663	3,799
1,2	Federal National Mortgage Assn.	5.753%	12/1/37	7,165	7,416
1,2	Federal National Mortgage Assn.	5.756%	4/1/36	3,490	3,608
1,2	Federal National Mortgage Assn.	5.769%	1/1/36	1,948	2,008
1,2	Federal National Mortgage Assn.	5.780%	4/1/37	5,781	5,980
1,2	Federal National Mortgage Assn.	5.804%	4/1/37	5,145	5,332
1,2	Federal National Mortgage Assn.	5.886%	9/1/36	3,548	3,683
1,2	Federal National Mortgage Assn.	5.947%	11/1/36	3,327	3,454
1,2	Federal National Mortgage Assn.	6.000%	10/1/37	5,106	5,304
1,2	Federal National Mortgage Assn.	6.047%	4/1/36	2,967	3,086
1,2	Federal National Mortgage Assn.	6.064%	8/1/37	3,951	4,116
1,2	Federal National Mortgage Assn.	6.130%	6/1/36	772	803
1,2	Federal National Mortgage Assn.	6.597%	9/1/37	5,893	6,157
2	Government National Mortgage Assn.	5.375%	6/20/29	92	94
					424,264
Total U.S. Government and Agency Obligations (Cost $11,923,830)					12,016,434
Corporate Bonds (22.4%)
Asset-Backed/Commercial Mortgage-Backed Securities (4.2%)
2	Banc of America Commercial Mortgage, Inc.	5.787%	5/11/35	3,979	3,952
2	Banc of America Commercial Mortgage, Inc.	6.503%	4/15/36	2,455	2,279
2	Banc of America Commercial Mortgage, Inc.	4.050%	11/10/38	1,850	1,750
2	Banc of America Commercial Mortgage, Inc.	4.153%	11/10/38	1,225	1,142
2	Banc of America Commercial Mortgage, Inc.	5.322%	6/10/39	6,817	6,065
2	Banc of America Commercial Mortgage, Inc.	4.877%	7/10/42	12,475	10,593
2	Banc of America Commercial Mortgage, Inc.	5.118%	7/11/43	4,000	3,932
2	Banc of America Commercial Mortgage, Inc.	5.372%	9/10/45	5,750	4,331
2,3	Banc of America Commercial Mortgage, Inc.	5.421%	9/10/45	40	19
2	Banc of America Commercial Mortgage, Inc.	5.115%	10/10/45	4,350	3,530
2,3	Banc of America Commercial Mortgage, Inc.	5.120%	10/10/45	575	475
2,3	Banc of America Commercial Mortgage, Inc.	5.176%	10/10/45	40	22
2	Banc of America Commercial Mortgage, Inc.	5.634%	7/10/46	5,875	4,291
2	Banc of America Commercial Mortgage, Inc.	5.414%	9/10/47	2,925	2,112
2,3	Banc of America Commercial Mortgage, Inc.	6.165%	2/10/51	7,375	5,626
2	Bank of America Credit Card Trust	0.776%	4/16/12	5,175	5,102
2	Bank of America Credit Card Trust	4.720%	5/15/13	2,325	2,352
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.610%	11/15/33	2,875	2,802
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.464%	4/12/38	325	281
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.464%	4/12/38	6,125	4,975
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.464%	4/12/38	1,325	586
2	Bear Stearns Commercial Mortgage Securities, Inc.	4.830%	8/15/38	4,400	4,097
2,3	Bear Stearns Commercial Mortgage Securities, Inc.	5.757%	9/11/38	435	192
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.456%	3/11/39	11,600	9,242

² Bear Stearns Commercial Mortgage Securities, Inc. 4.680% 8/13/39 2,500 2,227

2	Bear Stearns Commercial Mortgage Securities, Inc.	4.740%	3/13/40	2,150	1,792
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.664%	6/11/40	8,625	7,363
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.405%	12/11/40	225	180
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.582%	9/11/41	579	248
2	Bear Stearns Commercial Mortgage Securities, Inc.	4.521%	11/11/41	1,225	1,101
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.742%	9/11/42	4,075	3,088
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.793%	9/11/42	1,600	1,018
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.127%	10/12/42	3,000	2,668
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.151%	10/12/42	300	254
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.613%	6/11/50	2,975	2,276
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.694%	6/11/50	13,825	9,850
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.700%	6/11/50	375	264
2	Bear Stearns Commercial Mortgage Securities, Inc.	5.915%	6/11/50	2,325	825
2,4	BMW Floorplan Master Owner Trust	0.556%	9/17/11	6,125	5,782
2	Capital Auto Receivables Asset Trust	4.680%	10/15/12	5,375	5,135
2	Capital One Multi-Asset Execution Trust	5.300%	2/18/14	1,850	1,850
2	Capital One Multi-Asset Execution Trust	5.050%	12/17/18	11,200	9,943
2	Capital One Multi-Asset Execution Trust	5.750%	7/15/20	1,000	916
2,3	Capital One Prime Auto Receivables Trust	0.576%	4/15/11	3,741	3,690
2	CDC Commercial Mortgage Trust	5.676%	11/15/30	5,825	5,353
2	Chase Commercial Mortgage Securities Corp.	7.757%	4/15/32	423	427
2	Chase Credit Card Master Trust	0.726%	9/15/11	1,475	1,472
2,3	Chase Issuance Trust	0.576%	11/15/11	6,750	6,676
2	Chase Issuance Trust	4.650%	12/17/12	8,900	9,046
2	Chase Issuance Trust	4.650%	3/15/15	9,875	9,801
2	Chase Issuance Trust	5.400%	7/15/15	3,025	3,072
2	CIT Group Home Equity Loan Trust	6.200%	2/25/30	319	229
2	Citibank Credit Card Issuance Trust	4.150%	7/7/17	1,100	1,014
2	Citibank Credit Card Issuance Trust	5.650%	9/20/19	1,075	1,029
2	Citigroup Commercial Mortgage Trust	4.623%	10/15/41	1,000	886
2,3	Citigroup Commercial Mortgage Trust	5.726%	3/15/49	4,400	3,472
2,3	Citigroup Commercial Mortgage Trust	5.700%	12/10/49	2,875	1,947
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.225%	7/15/44	8,750	6,831
2,3	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.226%	7/15/44	2,125	1,024
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.886%	11/15/44	5,550	3,699
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.648%	10/15/48	1,300	551

2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.205%	12/11/49	6,975	5,371
2	Citigroup/Deutsche Bank Commercial Mortgage Trust	5.322%	12/11/49	4,975	3,405
2,4	Commercial Mortgage Lease-Backed Certificates	6.746%	6/20/31	3,126	3,272
2	Commercial Mortgage Pass Through Certificates	4.084%	6/10/38	1,900	1,527
2	Commercial Mortgage Pass Through Certificates	5.116%	6/10/44	7,350	5,639
2	Commercial Mortgage Pass-Through Certificates	5.768%	6/10/46	5,275	3,954
2	Commercial Mortgage Pass-Through Certificates	5.248%	12/10/46	950	806
2	Commercial Mortgage Pass-Through Certificates	5.816%	12/10/49	975	689
2	Countrywide Home Loans	4.769%	5/25/33	1,292	1,208
2	Credit Suisse First Boston Mortgage Securities Corp.	6.380%	12/18/35	945	931
2	Credit Suisse First Boston Mortgage Securities Corp.	4.750%	1/15/37	4,650	4,108
2,3	Credit Suisse First Boston Mortgage Securities Corp.	5.014%	2/15/38	3,800	3,391
2	Credit Suisse First Boston Mortgage Securities Corp.	3.936%	5/15/38	3,450	2,785
2,3	Credit Suisse First Boston Mortgage Securities Corp.	5.100%	8/15/38	125	60
2	Credit Suisse First Boston Mortgage Securities Corp.	5.100%	8/15/38	10,000	7,845
2	Credit Suisse First Boston Mortgage Securities Corp.	7.290%	9/15/41	1,850	1,828
2	Credit Suisse Mortgage Capital Certificates	5.826%	6/15/38	300	132
2	Credit Suisse Mortgage Capital Certificates	5.826%	6/15/38	7,675	5,472
2,3	Credit Suisse Mortgage Capital Certificates	5.551%	2/15/39	40	19
2	Credit Suisse Mortgage Capital Certificates	5.551%	2/15/39	13,775	10,361
2	Credit Suisse Mortgage Capital Certificates	5.723%	6/15/39	9,825	5,732
2	Credit Suisse Mortgage Capital Certificates	5.509%	9/15/39	500	210
2	Credit Suisse Mortgage Capital Certificates	5.311%	12/15/39	7,875	5,063
2	Credit Suisse Mortgage Capital Certificates	5.383%	2/15/40	1,950	1,082
2	CWCapital Cobalt	5.820%	5/15/46	7,150	4,288
2	CWCapital Cobalt	5.484%	4/15/47	525	305
2	DaimlerChrysler Auto Trust	4.200%	7/8/10	588	588
2	DaimlerChrysler Auto Trust	5.330%	8/8/10	1,113	1,115
2	DaimlerChrysler Auto Trust	3.700%	6/8/12	2,800	2,662
2	Discover Card Master Trust	5.100%	10/15/13	225	224
2	Discover Card Master Trust	5.650%	12/15/15	6,975	6,790
2	Discover Card Master Trust	5.650%	3/16/20	2,200	1,969
2	Fifth Third Auto Trust	4.070%	1/17/12	5,275	5,167
2	First Union National Bank Commercial Mortgage Trust	6.223%	12/12/33	2,750	2,664
2,3	First Union National Bank Commercial Mortgage Trust	6.621%	10/15/35	3,800	3,571
2	Ford Credit Auto Owner Trust	4.370%	10/15/12	4,800	4,288
2	GE Capital Commercial Mortgage Corp.	6.531%	5/15/33	3,700	3,608
2	GE Capital Commercial Mortgage Corp.	6.290%	8/11/33	625	577

2	GE Capital Commercial Mortgage Corp.	5.994%	12/10/35	385	370
2	GE Capital Commercial Mortgage Corp.	6.269%	12/10/35	3,050	2,794
2	GE Capital Commercial Mortgage Corp.	5.145%	7/10/37	325	272
2	GE Capital Commercial Mortgage Corp.	4.996%	12/10/37	4,325	3,715
2	GE Capital Commercial Mortgage Corp.	5.335%	3/10/44	9,900	7,715
2	GE Capital Credit Card Master Note Trust	5.080%	9/15/12	11,275	10,746
2	GMAC Commercial Mortgage Securities, Inc.	7.455%	8/16/33	3,077	3,030
2	GMAC Commercial Mortgage Securities, Inc.	6.465%	4/15/34	2,925	2,774
2	GMAC Commercial Mortgage Securities, Inc.	6.700%	4/15/34	3,690	3,662
2	GMAC Commercial Mortgage Securities, Inc.	4.908%	3/10/38	475	408
2	GMAC Commercial Mortgage Securities, Inc.	4.646%	4/10/40	1,225	1,110
2	GMAC Commercial Mortgage Securities, Inc.	4.864%	12/10/41	725	605
2	Greenwich Capital Commercial Funding Corp.	4.948%	1/11/35	2,075	1,781
2	Greenwich Capital Commercial Funding Corp.	4.533%	1/5/36	950	855
2	Greenwich Capital Commercial Funding Corp.	4.915%	1/5/36	3,375	2,986
2	Greenwich Capital Commercial Funding Corp.	5.317%	6/10/36	4,325	3,801
2	Greenwich Capital Commercial Funding Corp.	5.117%	4/10/37	1,800	1,700
2	Greenwich Capital Commercial Funding Corp.	5.224%	4/10/37	7,500	5,854
2,3	Greenwich Capital Commercial Funding Corp.	5.277%	4/10/37	40	19
2	Greenwich Capital Commercial Funding Corp.	4.799%	8/10/42	5,400	3,992
2	GS Mortgage Securities Corp. II	5.506%	4/10/38	4,375	3,849
2,3	GS Mortgage Securities Corp. II	5.553%	4/10/38	2,825	2,095
2	GS Mortgage Securities Corp. II	5.396%	8/10/38	7,850	6,824
2	GS Mortgage Securities Corp. II	4.608%	1/10/40	4,325	3,892
2	GS Mortgage Securities Corp. II	5.799%	8/10/45	525	340
2	Harley-Davidson Motorcycle Trust	5.210%	6/17/13	1,775	1,760
2	Honda Auto Receivables Owner Trust	5.300%	7/21/10	385	385
2	Honda Auto Receivables Owner Trust	5.120%	10/15/10	3,695	3,710
2	Honda Auto Receivables Owner Trust	4.880%	9/18/14	2,325	2,396
2	JPMorgan Chase Commercial Mortgage Securities	6.260%	3/15/33	4,203	4,098
2	JPMorgan Chase Commercial Mortgage Securities	5.050%	12/12/34	2,700	2,314
2	JPMorgan Chase Commercial Mortgage Securities	4.985%	1/12/37	3,275	2,774
2	JPMorgan Chase Commercial Mortgage Securities	5.255%	7/12/37	425	387
2	JPMorgan Chase Commercial Mortgage Securities	5.376%	7/12/37	2,750	2,429
2	JPMorgan Chase Commercial Mortgage Securities	4.824%	9/12/37	750	667
2	JPMorgan Chase Commercial Mortgage Securities	4.948%	9/12/37	225	108
2	JPMorgan Chase Commercial Mortgage Securities	4.404%	1/12/39	3,550	2,973
2,3	JPMorgan Chase Commercial Mortgage Securities	5.371%	6/12/41	5,325	4,420
2	JPMorgan Chase Commercial Mortgage Securities	4.780%	7/15/42	350	168
2	JPMorgan Chase Commercial Mortgage Securities	5.322%	1/12/43	40	19
2	JPMorgan Chase Commercial Mortgage Securities	5.160%	4/15/43	5,371	5,250

2	JPMorgan Chase Commercial Mortgage Securities	5.475%	4/15/43	950	696
2	JPMorgan Chase Commercial Mortgage Securities	5.445%	12/12/44	975	459
2,3	JPMorgan Chase Commercial Mortgage Securities	5.221%	12/15/44	845	400
2,3	JPMorgan Chase Commercial Mortgage Securities	5.875%	4/15/45	35	15
2	JPMorgan Chase Commercial Mortgage Securities	5.875%	4/15/45	8,050	5,970
2	JPMorgan Chase Commercial Mortgage Securities	5.447%	5/15/45	1,800	1,339
2	JPMorgan Chase Commercial Mortgage Securities	5.803%	6/15/49	5,900	4,738
2	JPMorgan Chase Commercial Mortgage Securities	5.818%	6/15/49	425	296
2	JPMorgan Chase Commercial Mortgage Securities	5.794%	2/12/51	1,800	1,125
2	JPMorgan Chase Commercial Mortgage Securities	5.855%	2/12/51	2,675	2,011
2	JPMorgan Chase Commercial Mortgage Securities	5.716%	2/15/51	2,950	1,536
2,3	JPMorgan Chase Commercial Mortgage Securities	5.882%	2/15/51	6,675	4,213
2	LB Commerical Conduit Mortgage Trust	6.780%	6/15/31	930	928
2	LB Commerical Conduit Mortgage Trust	5.933%	7/15/44	3,070	1,092
2	LB-UBS Commercial Mortgage Trust	5.386%	6/15/26	578	538
2	LB-UBS Commercial Mortgage Trust	7.370%	8/15/26	4,882	4,695
2	LB-UBS Commercial Mortgage Trust	4.786%	10/15/29	3,750	3,136
2	LB-UBS Commercial Mortgage Trust	4.742%	2/15/30	2,425	2,006
2	LB-UBS Commercial Mortgage Trust	4.553%	7/15/30	362	353
2	LB-UBS Commercial Mortgage Trust	5.197%	11/15/30	5,150	4,267
2	LB-UBS Commercial Mortgage Trust	6.133%	12/15/30	1,800	1,757
2	LB-UBS Commercial Mortgage Trust	4.853%	9/15/31	5,225	4,959
2	LB-UBS Commercial Mortgage Trust	4.166%	5/15/32	1,675	1,438
2	LB-UBS Commercial Mortgage Trust	4.931%	9/15/35	5,900	4,887
2,3	LB-UBS Commercial Mortgage Trust	5.661%	3/15/39	7,475	6,108
2	LB-UBS Commercial Mortgage Trust	5.413%	9/15/39	185	72
2	LB-UBS Commercial Mortgage Trust	5.424%	2/15/40	125	83
2	LB-UBS Commercial Mortgage Trust	5.430%	2/15/40	900	584
2,3	LB-UBS Commercial Mortgage Trust	6.149%	4/15/41	7,575	5,351
2	LB-UBS Commercial Mortgage Trust	5.866%	9/15/45	1,400	868
2	LB-UBS Commerical Mortgage Trust	4.960%	12/15/31	1,650	1,398
2,3	MBNA Credit Card Master Note Trust	1.244%	12/15/11	950	941
2	MBNA Credit Card Master Note Trust	0.636%	3/15/12	10,875	10,671
2	MBNA Master Credit Card Trust	7.000%	2/15/12	15,375	15,572
2	MBNA Master Credit Card Trust	7.800%	10/15/12	200	208
2	Merrill Lynch Mortgage Trust	5.236%	11/12/35	1,775	1,457
2	Merrill Lynch Mortgage Trust	5.657%	5/12/39	3,350	2,446
2,3	Merrill Lynch Mortgage Trust	5.291%	1/12/44	6,125	4,735
2,3	Merrill Lynch Mortgage Trust	5.829%	6/12/50	14,600	9,247
2	Merrill Lynch Mortgage Trust	5.425%	2/12/51	1,100	809
2	Merrill Lynch Mortgage Trust	5.690%	2/12/51	625	351

2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.909%	6/12/46	14,450	10,700
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.456%	7/12/46	100	40
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.378%	8/12/48	6,100	3,398
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.590%	9/12/49	3,175	2,529
2	Merrill Lynch/Countrywide Commercial Mortgage Trust	5.700%	9/12/49	1,450	928
2,3	Morgan Stanley Capital I	5.110%	6/15/40	4,425	3,794
2	Morgan Stanley Capital I	5.030%	6/13/41	425	406
2	Morgan Stanley Capital I	5.270%	6/13/41	625	540
2,3	Morgan Stanley Capital I	5.811%	8/12/41	50	22
2	Morgan Stanley Capital I	5.328%	11/12/41	950	675
2	Morgan Stanley Capital I	4.970%	12/15/41	2,675	2,330
2	Morgan Stanley Capital I	5.168%	1/14/42	1,275	974
2	Morgan Stanley Capital I	5.650%	6/11/42	4,125	3,073
2	Morgan Stanley Capital I	4.989%	8/13/42	6,225	5,076
2	Morgan Stanley Capital I	5.230%	9/15/42	6,925	5,696
2	Morgan Stanley Capital I	5.772%	10/15/42	2,400	1,858
2,3	Morgan Stanley Capital I	5.776%	10/15/42	75	33
2,3	Morgan Stanley Capital I	5.208%	11/14/42	40	19
2,3	Morgan Stanley Capital I	5.208%	11/14/42	5,025	4,122
2	Morgan Stanley Capital I	6.280%	1/11/43	5,200	3,858
2	Morgan Stanley Capital I	5.332%	12/15/43	1,375	969
2,3	Morgan Stanley Capital I	5.387%	3/12/44	9,175	7,036
2	Morgan Stanley Capital I	5.691%	4/15/49	125	44
2	Morgan Stanley Capital I	5.881%	6/11/49	1,000	357
2,3	Morgan Stanley Capital I	5.544%	11/12/49	1,665	626
2	Morgan Stanley Capital I	5.809%	12/12/49	250	161
2	Morgan Stanley Capital I	5.090%	10/12/52	2,300	2,016
2,3	Morgan Stanley Capital I	5.204%	10/12/52	1,025	482
2	Morgan Stanley Dean Witter Capital I	6.660%	2/15/33	1,195	1,142
2	Morgan Stanley Dean Witter Capital I	6.390%	7/15/33	1,220	1,148
2	Morgan Stanley Dean Witter Capital I	4.920%	3/12/35	4,325	3,639
2	Morgan Stanley Dean Witter Capital I	6.390%	10/15/35	1,250	1,142
2	Morgan Stanley Dean Witter Capital I	4.740%	11/13/36	6,000	5,074
2	Morgan Stanley Dean Witter Capital I	5.980%	1/15/39	925	909
2	Nissan Auto Receivables Owner Trust	4.460%	4/16/12	225	229
2	Nissan Auto Receivables Owner Trust	5.050%	11/17/14	1,975	2,045
2	Oncor Electric Delivery Transition Bond Co.	4.030%	2/15/12	172	173
2	PG&E Energy Recovery Funding LLC	4.140%	9/25/12	2,000	2,013
2	PG&E Energy Recovery Funding LLC	5.030%	3/25/14	3,150	3,250
2	PNC Mortgage Acceptance Corp.	7.300%	10/12/33	199	189
2	Prudential Securities Secured Financing	7.193%	6/16/31	16	16
2	PSE&G Transition Funding LLC	6.890%	12/15/17	6,275	7,019
2	Public Service New Hampshire Funding LLC	6.480%	5/1/15	200	210
2	Residential Asset Securities Corp.	6.489%	10/25/30	95	69
2	Salomon Brothers Mortgage Securities VII	5.559%	9/25/33	3,568	2,912
2	USAA Auto Owner Trust	5.360%	2/15/11	1,084	1,089
2	USAA Auto Owner Trust	4.710%	2/18/14	4,000	4,068
2	Wachovia Bank Commercial Mortgage Trust	4.440%	11/15/34	413	375
2	Wachovia Bank Commercial Mortgage Trust	4.980%	11/15/34	200	171
2	Wachovia Bank Commercial Mortgage Trust	4.867%	2/15/35	200	168

2,3	Wachovia Bank Commercial Mortgage Trust	5.125%	8/15/35	925	769
2	Wachovia Bank Commercial Mortgage Trust	4.719%	1/15/41	1,000	957
2	Wachovia Bank Commercial Mortgage Trust	4.748%	2/15/41	6,875	5,870
2	Wachovia Bank Commercial Mortgage Trust	5.001%	7/15/41	2,350	2,289
2,3	Wachovia Bank Commercial Mortgage Trust	5.229%	7/15/41	6,850	5,963
2	Wachovia Bank Commercial Mortgage Trust	4.803%	10/15/41	9,625	8,005
2,3	Wachovia Bank Commercial Mortgage Trust	5.083%	3/15/42	4,650	3,709
2	Wachovia Bank Commercial Mortgage Trust	5.118%	7/15/42	2,225	1,853
2,3	Wachovia Bank Commercial Mortgage Trust	5.741%	5/15/43	4,150	3,126
2,3	Wachovia Bank Commercial Mortgage Trust	5.741%	5/15/43	1,825	767
2	Wachovia Bank Commercial Mortgage Trust	4.699%	5/15/44	4,275	3,386
2,3	Wachovia Bank Commercial Mortgage Trust	5.210%	10/15/44	5,175	4,429
2,3	Wachovia Bank Commercial Mortgage Trust	5.265%	12/15/44	9,500	7,759
2,3	Wachovia Bank Commercial Mortgage Trust	5.765%	7/15/45	200	132
2	Wachovia Bank Commercial Mortgage Trust	5.818%	5/15/46	1,365	465
2	Wachovia Bank Commercial Mortgage Trust	5.313%	11/15/48	4,850	3,238
2	Wachovia Bank Commercial Mortgage Trust	5.339%	11/15/48	3,325	1,258
2	World Omni Auto Receivables Trust	3.940%	10/15/12	4,925	4,949
					689,991
Finance (7.0%)
	Banking (4.7%)
	Abbey National PLC	7.950%	10/26/29	2,200	1,866
	ABN AMRO Bank NV	4.650%	6/4/18	100	78
	American Exoress Co.	7.000%	3/19/18	4,525	3,956
	American Express Bank, FSB	5.550%	10/17/12	1,125	1,034
	American Express Bank, FSB	5.500%	4/16/13	2,725	2,442
	American Express Bank, FSB	6.000%	9/13/17	1,325	1,048
	American Express Centurion Bank	5.200%	11/26/10	425	408
	American Express Centurion Bank	5.550%	10/17/12	825	762
	American Express Centurion Bank	5.950%	6/12/17	525	438
	American Express Centurion Bank	6.000%	9/13/17	1,250	1,042
	American Express Co.	4.875%	7/15/13	1,575	1,410
	American Express Co.	5.500%	9/12/16	900	720
	American Express Co.	6.150%	8/28/17	1,675	1,391
	American Express Co.	8.150%	3/19/38	525	481
2	American Express Co.	6.800%	9/1/66	1,900	912
	American Express Credit Corp.	5.000%	12/2/10	1,650	1,583
	American Express Credit Corp.	5.875%	5/2/13	1,775	1,558
	American Express Credit Corp.	7.300%	8/20/13	875	815
4	American Express Travel	5.250%	11/21/11	2,025	1,861
	AmSouth Bank NA	5.200%	4/1/15	1,600	1,287
	Associates Corp. of North America	6.950%	11/1/18	100	82
4	BA Covered Bond Issuer	5.500%	6/14/12	4,950	4,795
	Banc One Corp.	7.625%	10/15/26	375	328
4	Banco Bilbao Vizcaya ARG	5.750%	7/20/17	2,300	2,288
	Bank of America Capital Trust VI	5.625%	3/8/35		—
	Bank of America Corp.	4.500%	8/1/10	575	551
	Bank of America Corp.	4.250%	10/1/10	775	726
	Bank of America Corp.	4.375%	12/1/10	1,125	1,070
	Bank of America Corp.	5.375%	8/15/11	750	707
	Bank of America Corp.	6.250%	4/15/12	1,600	1,527
5	Bank of America Corp.	2.100%	4/30/12	15,050	15,119
5	Bank of America Corp.	3.125%	6/15/12	7,950	8,239
5	Bank of America Corp.	2.375%	6/22/12	1,550	1,573
	Bank of America Corp.	5.375%	9/11/12	875	804

	Bank of America Corp.	4.875%	9/15/12	2,750	2,489
	Bank of America Corp.	4.900%	5/1/13	775	696
	Bank of America Corp.	5.375%	6/15/14	950	833
	Bank of America Corp.	5.125%	11/15/14	5,850	5,067
	Bank of America Corp.	4.750%	8/1/15	100	81
	Bank of America Corp.	5.250%	12/1/15	1,125	746
	Bank of America Corp.	5.750%	8/15/16	3,150	2,147
	Bank of America Corp.	5.625%	10/14/16	2,050	1,742
	Bank of America Corp.	5.420%	3/15/17	4,775	2,902
	Bank of America Corp.	6.000%	9/1/17	350	304
	Bank of America Corp.	5.750%	12/1/17	1,525	1,269
	Bank of America Corp.	5.650%	5/1/18	2,800	2,346
	Bank of America Corp.	6.800%	3/15/28	350	218
	Bank of America Corp.	6.000%	10/15/36	3,950	2,646
	Bank of America Corp.	6.500%	9/15/37	750	399
5	Bank of America, NA	1.700%	12/23/10	3,750	3,780
	Bank of America, NA	5.300%	3/15/17	6,650	4,999
	Bank of America, NA	6.100%	6/15/17	1,725	1,269
	Bank of New York Mellon	4.950%	1/14/11	825	846
	Bank of New York Mellon	6.375%	4/1/12	100	103
	Bank of New York Mellon	4.950%	11/1/12	5,625	5,772
	Bank of New York Mellon	4.500%	4/1/13	525	524
	Bank of New York Mellon	5.125%	8/27/13	975	1,001
	Bank of New York Mellon	4.950%	3/15/15	1,925	1,866
5	Bank of the West	2.150%	3/27/12	3,075	3,098
	Bank of Tokyo-Mitsubishi	8.400%	4/15/10	2,050	2,099
	Bank One Corp.	7.875%	8/1/10	5,250	5,361
	Bank One Corp.	5.900%	11/15/11	200	196
	Bank One Corp.	5.250%	1/30/13	1,250	1,156
	Bank One Corp.	4.900%	4/30/15	750	650
	Barclays Bank PLC	5.450%	9/12/12	1,350	1,370
2	Barclays Bank PLC	6.278%	12/29/49	825	272
	BB&T Capital Trust II	6.750%	6/7/36	2,375	1,320
2	BB&T Capital Trust IV	6.820%	6/12/57	1,050	468
	BB&T Corp.	6.500%	8/1/11	650	656
	BB&T Corp.	4.750%	10/1/12	1,275	1,222
	BB&T Corp.	5.200%	12/23/15	1,375	1,308
	BB&T Corp.	5.625%	9/15/16	1,675	1,517
	BB&T Corp.	4.900%	6/30/17	100	87
	BB&T Corp.	5.250%	11/1/19	1,025	879
	Bear Stearns Co., Inc.	4.550%	6/23/10	2,050	2,074
	Bear Stearns Co., Inc.	4.500%	10/28/10	725	717
	Bear Stearns Co., Inc.	5.350%	2/1/12	5,600	5,571
	Bear Stearns Co., Inc.	6.950%	8/10/12	2,350	2,391
	Bear Stearns Co., Inc.	5.700%	11/15/14	4,400	4,215
	Bear Stearns Co., Inc.	5.300%	10/30/15	1,775	1,630
	Bear Stearns Co., Inc.	5.550%	1/22/17	1,475	1,236
	Bear Stearns Co., Inc.	6.400%	10/2/17	1,525	1,474
	Bear Stearns Co., Inc.	7.250%	2/1/18	3,450	3,533
	Bear Stearns Co., Inc.	4.650%	7/2/18	425	365
	Capital One Bank	5.750%	9/15/10	800	800
	Capital One Bank	6.500%	6/13/13	1,150	1,036
	Capital One Capital III	7.686%	8/15/36	1,850	629
	Capital One Capital IV	6.745%	2/17/37	725	247
	Capital One Financial Corp.	5.700%	9/15/11	950	857

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

	Capital One Financial Corp.	4.800%	2/21/12	475	432
	Capital One Financial Corp.	5.500%	6/1/15	2,675	2,094
	Capital One Financial Corp.	6.150%	9/1/16	1,625	1,043
	Capital One Financial Corp.	5.250%	2/21/17	725	578
	Capital One Financial Corp.	6.750%	9/15/17	1,575	1,321
	Charter One Bank N.A.	5.500%	4/26/11	3,125	3,017
5	Citibank, NA	1.625%	3/30/11	1,750	1,753
2,4	Citicorp Lease Pass-Through Trust	8.040%	12/15/19	3,950	3,501
5	Citigroup Funding, Inc.	2.000%	3/30/12	1,750	1,754
	Citigroup, Inc.	4.625%	8/3/10	150	141
	Citigroup, Inc.	6.500%	1/18/11	3,725	3,606
	Citigroup, Inc.	5.125%	2/14/11	975	923
	Citigroup, Inc.	5.100%	9/29/11	2,875	2,600
5	Citigroup, Inc.	2.875%	12/9/11	5,575	5,726
	Citigroup, Inc.	6.000%	2/21/12	2,100	1,949
	Citigroup, Inc.	5.250%	2/27/12	3,300	2,940
5	Citigroup, Inc.	2.125%	4/30/12	13,250	13,328
	Citigroup, Inc.	5.500%	8/27/12	825	725
	Citigroup, Inc.	5.625%	8/27/12	2,000	1,528
	Citigroup, Inc.	5.300%	10/17/12	6,300	5,498
	Citigroup, Inc.	5.500%	4/11/13	7,200	6,415
	Citigroup, Inc.	6.500%	8/19/13	6,250	5,711
	Citigroup, Inc.	5.125%	5/5/14	600	512
	Citigroup, Inc.	5.000%	9/15/14	3,125	2,033
	Citigroup, Inc.	4.700%	5/29/15	925	753
	Citigroup, Inc.	5.300%	1/7/16	5,450	4,571
	Citigroup, Inc.	5.500%	2/15/17	850	539
	Citigroup, Inc.	6.000%	8/15/17	3,775	3,238
	Citigroup, Inc.	6.125%	11/21/17	9,050	7,938
	Citigroup, Inc.	6.125%	5/15/18	425	365
	Citigroup, Inc.	6.625%	6/15/32	1,100	608
	Citigroup, Inc.	5.875%	2/22/33	4,175	2,186
	Citigroup, Inc.	6.000%	10/31/33	675	354
	Citigroup, Inc.	5.850%	12/11/34	525	404
	Citigroup, Inc.	6.125%	8/25/36	2,100	1,102
	Citigroup, Inc.	5.875%	5/29/37	2,000	1,516
	Citigroup, Inc.	6.875%	3/5/38	4,175	3,622
	Comerica Bank	5.750%	11/21/16	650	483
	Comerica Bank	5.200%	8/22/17	1,275	918
2	Comerica Capital Trust II	6.576%	2/20/37	950	276
	Comerica Inc.	4.800%	5/1/15	1,275	1,001
	Compass Bank	6.400%	10/1/17	775	642
	Compass Bank	5.900%	4/1/26	575	369
	Countrywide Financial Corp.	5.800%	6/7/12	1,800	1,530
	Countrywide Financial Corp.	6.250%	5/15/16	450	330
	Countrywide Home Loan	5.625%	7/15/09	100	99
	Countrywide Home Loan	4.125%	9/15/09	2,050	2,040
	Countrywide Home Loan	4.000%	3/22/11	200	182
	Credit Suisse First Boston USA, Inc.	4.875%	8/15/10	5,050	5,076
	Credit Suisse First Boston USA, Inc.	5.250%	3/2/11	2,250	2,282
	Credit Suisse First Boston USA, Inc.	5.500%	8/16/11	2,475	2,538
	Credit Suisse First Boston USA, Inc.	6.125%	11/15/11	2,625	2,695
	Credit Suisse First Boston USA, Inc.	6.500%	1/15/12	1,125	1,153
	Credit Suisse First Boston USA, Inc.	5.500%	8/15/13	3,550	3,500

Credit Suisse First Boston USA, Inc. 4.875% 1/15/15 5,075 4,671

	Credit Suisse First Boston USA, Inc.	5.125%	8/15/15	3,575	3,375
	Credit Suisse First Boston USA, Inc.	7.125%	7/15/32	1,025	1,011
2	Credit Suisse First Boston USA, Inc.	5.860%	5/15/49	2,225	757
	Credit Suisse New York	5.000%	5/15/13	3,400	3,243
	Credit Suisse New York	6.000%	2/15/18	1,150	1,037
	Dean Witter, Discover & Co.	6.750%	10/15/13	200	191
	Deutsche Bank AG London	5.375%	10/12/12	3,400	3,452
	Deutsche Bank AG London	4.875%	5/20/13	3,800	3,727
	Deutsche Bank AG London	6.000%	9/1/17	8,425	8,144
	Deutsche Bank Financial LLC	5.375%	3/2/15	1,450	1,364
	FIA Card Services NA	6.625%	6/15/12	925	904
	Fifth Third Bancorp.	4.200%	2/23/10	1,100	1,066
	Fifth Third Bancorp.	6.250%	5/1/13	100	93
	Fifth Third Bancorp.	4.750%	2/1/15	2,625	1,923
	Fifth Third Bancorp.	4.500%	6/1/18	525	356
	Fifth Third Bancorp.	8.250%	3/1/38	1,475	874
2	Fifth Third Capital Trust IV	6.500%	4/15/67	950	314
	First Tennessee Bank	5.050%	1/15/15	450	301
	First Union Institutional Capital I	8.040%	12/1/26	475	273
	Golden West Financial Corp.	4.750%	10/1/12	850	777
2	Goldman Sachs Capital II	5.793%	12/29/49	2,200	941
	Goldman Sachs Group, Inc.	4.500%	6/15/10	1,800	1,777
	Goldman Sachs Group, Inc.	6.875%	1/15/11	1,025	1,045
5	Goldman Sachs Group, Inc.	1.700%	3/15/11	1,650	1,656
5	Goldman Sachs Group, Inc.	1.625%	7/15/11	3,250	3,257
	Goldman Sachs Group, Inc.	6.600%	1/15/12	6,650	6,712
	Goldman Sachs Group, Inc.	5.300%	2/14/12	275	270
5	Goldman Sachs Group, Inc.	3.250%	6/15/12	9,325	9,733
	Goldman Sachs Group, Inc.	5.700%	9/1/12	225	221
	Goldman Sachs Group, Inc.	5.450%	11/1/12	3,150	3,072
	Goldman Sachs Group, Inc.	5.250%	4/1/13	3,100	2,943
	Goldman Sachs Group, Inc.	4.750%	7/15/13	3,675	3,410
	Goldman Sachs Group, Inc.	5.250%	10/15/13	4,075	3,883
	Goldman Sachs Group, Inc.	5.150%	1/15/14	1,325	1,238
	Goldman Sachs Group, Inc.	5.000%	10/1/14	8,650	7,903
	Goldman Sachs Group, Inc.	5.125%	1/15/15	3,775	3,455
	Goldman Sachs Group, Inc.	5.350%	1/15/16	4,775	4,269
	Goldman Sachs Group, Inc.	5.750%	10/1/16	1,825	1,666
	Goldman Sachs Group, Inc.	5.625%	1/15/17	3,750	3,079
	Goldman Sachs Group, Inc.	6.250%	9/1/17	8,075	7,519
	Goldman Sachs Group, Inc.	5.950%	1/18/18	2,650	2,406
	Goldman Sachs Group, Inc.	6.150%	4/1/18	2,700	2,486
	Goldman Sachs Group, Inc.	5.950%	1/15/27	3,025	2,085
	Goldman Sachs Group, Inc.	6.125%	2/15/33	300	251
	Goldman Sachs Group, Inc.	6.345%	2/15/34	4,625	2,826
	Goldman Sachs Group, Inc.	6.450%	5/1/36	1,000	674
	Goldman Sachs Group, Inc.	6.750%	10/1/37	10,775	7,474
4	HBOS Treasury Services PLC	5.250%	2/21/17	5,350	5,087
4	HBOS Treasury Services PLC	6.750%	5/21/18	1,825	1,378
	HSBC Bank PLC	6.950%	3/15/11	2,525	2,516
	HSBC Bank USA	4.625%	4/1/14	300	287
	HSBC Bank USA	5.875%	11/1/34	850	716
	HSBC Bank USA	5.625%	8/15/35	825	629
	HSBC Holdings PLC	7.625%	5/17/32	325	263
	HSBC Holdings PLC	7.350%	11/27/32	550	438

	HSBC Holdings PLC	6.500%	5/2/36	4,925	4,153
	HSBC Holdings PLC	6.500%	9/15/37	4,250	3,453
	HSBC Holdings PLC	6.800%	6/1/38	1,700	1,458
4	ICICI Bank Ltd.	6.625%	10/3/12	1,600	1,396
	JPM Capital Trust	6.550%	9/29/36	2,075	1,296
	JPMorgan Capital Trust	5.875%	3/15/35	1,625	931
	JPMorgan Chase & Co.	7.875%	6/15/10	100	102
	JPMorgan Chase & Co.	6.750%	2/1/11	550	556
5	JPMorgan Chase & Co.	1.650%	2/23/11	6,250	6,282
	JPMorgan Chase & Co.	5.600%	6/1/11	200	203
	JPMorgan Chase & Co.	4.850%	6/16/11	2,425	2,406
5	JPMorgan Chase & Co.	3.125%	12/1/11	5,375	5,549
	JPMorgan Chase & Co.	4.500%	1/15/12	2,175	2,130
	JPMorgan Chase & Co.	6.625%	3/15/12	2,850	2,835
5	JPMorgan Chase & Co.	2.200%	6/15/12	5,475	5,530
	JPMorgan Chase & Co.	5.375%	10/1/12	5,850	5,939
	JPMorgan Chase & Co.	5.750%	1/2/13	1,875	1,796
	JPMorgan Chase & Co.	4.750%	5/1/13	3,725	3,659
	JPMorgan Chase & Co.	5.375%	1/15/14	450	439
	JPMorgan Chase & Co.	4.875%	3/15/14	8,200	7,647
	JPMorgan Chase & Co.	5.125%	9/15/14	2,925	2,647
	JPMorgan Chase & Co.	4.750%	3/1/15	4,475	4,299
	JPMorgan Chase & Co.	5.250%	5/1/15	2,550	2,291
	JPMorgan Chase & Co.	5.150%	10/1/15	1,175	1,057
	JPMorgan Chase & Co.	5.875%	6/13/16	1,200	1,119
	JPMorgan Chase & Co.	6.125%	6/27/17	3,475	3,116
	JPMorgan Chase & Co.	6.000%	10/1/17	625	582
	JPMorgan Chase & Co.	6.000%	1/15/18	950	942
	JPMorgan Chase & Co.	5.850%	8/1/35	225	128
	JPMorgan Chase & Co.	6.400%	5/15/38	2,625	2,530
	JPMorgan Chase Capital XXII	6.450%	2/2/37	3,400	2,131
	JPMorgan Chase Capital XXV	6.800%	10/1/37	2,425	1,638
	KeyBank NA	7.000%	2/1/11	175	163
	KeyBank NA	5.500%	9/17/12	1,725	1,631
	KeyBank NA	5.800%	7/1/14	850	711
	KeyBank NA	4.950%	9/15/15	1,800	1,438
	KeyBank NA	5.450%	3/3/16	2,025	1,676
	KeyCorp	6.500%	5/14/13	1,500	1,441
	Manufacturers & Traders Trust Co.	6.625%	12/4/17	2,125	1,845
2	Manufacturers & Traders Trust Co.	5.585%	12/28/20	100	72
	Marshall & Ilsley Bank	5.250%	9/4/12	225	147
	Marshall & Ilsley Bank	4.850%	6/16/15	225	170
	Marshall & Ilsley Bank	5.000%	1/17/17	100	69
	MBNA Corp.	7.500%	3/15/12	925	847
	MBNA Corp.	6.125%	3/1/13	1,200	979
	MBNA Corp.	5.000%	6/15/15	1,175	859
	Mellon Bank NA	4.750%	12/15/14	850	796
	Mellon Funding Corp.	6.400%	5/14/11	100	101
	Mellon Funding Corp.	5.000%	12/1/14	325	307
	Merrill Lynch & Co., Inc.	4.125%	9/10/09	1,675	1,661
	Merrill Lynch & Co., Inc.	5.770%	7/25/11	1,225	1,105
	Merrill Lynch & Co., Inc.	6.050%	8/15/12	3,150	2,649
	Merrill Lynch & Co., Inc.	5.450%	2/5/13	3,050	2,468
	Merrill Lynch & Co., Inc.	6.150%	4/25/13	6,375	5,231
	Merrill Lynch & Co., Inc.	5.000%	2/3/14	1,825	1,376

	Merrill Lynch & Co., Inc.	5.450%	7/15/14	725	556
	Merrill Lynch & Co., Inc.	5.000%	1/15/15	6,450	4,959
	Merrill Lynch & Co., Inc.	6.050%	5/16/16	1,025	623
	Merrill Lynch & Co., Inc.	5.700%	5/2/17	5,175	2,946
	Merrill Lynch & Co., Inc.	6.400%	8/28/17	4,650	3,333
	Merrill Lynch & Co., Inc.	6.875%	4/25/18	3,550	2,770
	Merrill Lynch & Co., Inc.	6.500%	7/15/18	100	71
	Merrill Lynch & Co., Inc.	6.220%	9/15/26	4,325	2,437
	Merrill Lynch & Co., Inc.	6.110%	1/29/37	1,825	823
	Merrill Lynch & Co., Inc.	7.750%	5/14/38	3,550	2,013
	Morgan Stanley Dean Witter	4.000%	1/15/10	425	424
	Morgan Stanley Dean Witter	4.250%	5/15/10	3,500	3,481
5	Morgan Stanley Dean Witter	2.900%	12/1/10	3,375	3,471
	Morgan Stanley Dean Witter	5.050%	1/21/11	650	644
	Morgan Stanley Dean Witter	6.750%	4/15/11	2,000	2,011
5	Morgan Stanley Dean Witter	3.250%	12/1/11	8,850	9,181
	Morgan Stanley Dean Witter	5.625%	1/9/12	2,875	2,826
	Morgan Stanley Dean Witter	6.600%	4/1/12	3,275	3,312
5	Morgan Stanley Dean Witter	1.950%	6/20/12	11,800	11,861
	Morgan Stanley Dean Witter	5.750%	8/31/12	2,175	2,123
	Morgan Stanley Dean Witter	5.300%	3/1/13	4,950	4,741
	Morgan Stanley Dean Witter	4.750%	4/1/14	10,450	8,348
	Morgan Stanley Dean Witter	6.000%	4/28/15	3,225	3,045
	Morgan Stanley Dean Witter	5.375%	10/15/15	1,825	1,708
	Morgan Stanley Dean Witter	5.750%	10/18/16	4,325	3,929
	Morgan Stanley Dean Witter	5.450%	1/9/17	2,825	2,508
	Morgan Stanley Dean Witter	5.550%	4/27/17	1,100	976
	Morgan Stanley Dean Witter	5.950%	12/28/17	4,800	4,331
	Morgan Stanley Dean Witter	6.625%	4/1/18	5,700	5,438
	Morgan Stanley Dean Witter	6.250%	8/9/26	4,750	4,011
	Morgan Stanley Dean Witter	7.250%	4/1/32	400	376
	National City Bank	6.250%	3/15/11	350	341
	National City Bank	4.625%	5/1/13	725	645
	National City Corp.	4.900%	1/15/15	625	549
	National City Corp.	6.875%	5/15/19	350	296
2	National City Preferred Capital Trust I	12.000%	12/31/49	1,575	1,071
4	Nationwide Building Society	5.500%	7/18/12	6,300	5,982
	North Fork Bancorp., Inc.	5.875%	8/15/12	100	89
4	Northern Rock PLC	5.625%	6/22/17	12,150	11,167
	Northern Trust Co.	5.500%	8/15/13	375	390
	Northern Trust Co.	6.500%	8/15/18	375	385
	Paribas NY	6.950%	7/22/13	325	335
	PNC Bank NA	4.875%	9/21/17	2,675	2,283
	PNC Bank NA	6.000%	12/7/17	325	300
	PNC Funding Corp.	5.125%	12/14/10	1,350	1,351
	PNC Funding Corp.	5.250%	11/15/15	2,525	2,277
	PNC Funding Corp.	5.625%	2/1/17	250	225
5	Regions Bank	2.750%	12/10/10	100	103
	Regions Bank	7.500%	5/15/18	325	281
	Regions Financial Corp.	4.375%	12/1/10	200	191
	Regions Financial Corp.	6.375%	5/15/12	4,100	3,762
	Regions Financial Corp.	7.375%	12/10/37	1,050	732
2	Regions Financial Corp.	6.625%	5/15/47	1,350	406
	Royal Bank of Canada	4.125%	1/26/10	1,000	1,014
	Royal Bank of Scotland Group PLC	6.375%	2/1/11	325	293

	Royal Bank of Scotland Group PLC	5.000%	11/12/13	2,850	1,826
	Royal Bank of Scotland Group PLC	5.050%	1/8/15	1,800	1,227
	Santander Central Hispano Issuances Ltd.	7.625%	9/14/10	800	808
	Santander Financial Issuances	6.375%	2/15/11	475	457
	Sanwa Bank Ltd.	7.400%	6/15/11	275	270
	Southtrust Corp.	5.800%	6/15/14	675	606
	Sovereign Bancorp, Inc.	4.800%	9/1/10	2,100	2,059
	Sovereign Bancorp, Inc.	8.750%	5/30/18	500	403
	Sovereign Bank	5.125%	3/15/13	625	529
2,4	Standard Chartered PLC	6.409%	12/31/49	1,775	817
	State Street Bank & Trust	5.300%	1/15/16	825	742
5	State Street Corp.	2.150%	4/30/12	200	202
	Sumitomo Mitsui Banking Corp.	8.000%	6/15/12	3,775	3,893
	SunTrust Banks, Inc.	6.375%	4/1/11	1,850	1,834
	SunTrust Banks, Inc.	5.250%	11/5/12	1,800	1,773
	SunTrust Banks, Inc.	5.000%	9/1/15	100	88
	SunTrust Banks, Inc.	6.000%	9/11/17	1,075	991
	SunTrust Banks, Inc.	5.450%	12/1/17	100	90
	SunTrust Banks, Inc.	7.250%	3/15/18	300	294
	SunTrust Banks, Inc.	6.000%	2/15/26	1,150	853
	SunTrust Capital VIII	6.100%	12/15/36	950	488
2	SunTrust Preferred Capital I	5.853%	12/31/49	625	147
	Swiss Bank Corp.	7.000%	10/15/15	825	744
	Swiss Bank Corp.	7.375%	6/15/17	1,000	893
	Synovus Financial Corp.	4.875%	2/15/13	200	169
	Synovus Financial Corp.	5.125%	6/15/17	1,225	869
	UBS AG	5.875%	7/15/16	1,450	1,109
	UBS AG	5.875%	12/20/17	6,075	5,163
	UBS AG	5.750%	4/25/18	2,700	2,263
	UFJ Finance Aruba AEC	6.750%	7/15/13	6,825	7,107
	Union Bank of California NA	5.950%	5/11/16	1,200	1,066
	Union Planters Corp.	7.750%	3/1/11	2,000	1,813
	UnionBanCal Corp.	5.250%	12/16/13	650	609
	US Bank NA	6.375%	8/1/11	1,825	1,915
	US Bank NA	6.300%	2/4/14	2,575	2,671
	US Bank NA	4.950%	10/30/14	2,400	2,332
2	USB Capital IX	6.189%	4/15/49	2,425	946
	Wachovia Bank NA	7.800%	8/18/10	2,850	2,809
	Wachovia Bank NA	4.800%	11/1/14	425	355
	Wachovia Bank NA	4.875%	2/1/15	4,900	4,177
	Wachovia Bank NA	5.000%	8/15/15	275	237
	Wachovia Bank NA	6.000%	11/15/17	2,300	2,039
	Wachovia Bank NA	5.850%	2/1/37	4,850	3,462
	Wachovia Bank NA	6.600%	1/15/38	3,450	2,685
2	Wachovia Capital Trust III	5.800%	3/15/11	3,450	1,242
	Wachovia Corp.	4.375%	6/1/10	1,825	1,829
	Wachovia Corp.	5.300%	10/15/11	4,000	3,939
	Wachovia Corp.	5.500%	5/1/13	4,265	3,982
	Wachovia Corp.	4.875%	2/15/14	1,575	1,289
	Wachovia Corp.	5.250%	8/1/14	225	188
	Wachovia Corp.	5.625%	10/15/16	1,225	961
	Wachovia Corp.	5.750%	6/15/17	4,475	4,096
	Wachovia Corp.	5.750%	2/1/18	325	292
	Wachovia Corp.	6.605%	10/1/25	100	82
4	Wachovia Corp.	8.000%	12/15/26	1,375	866

	Wachovia Corp.	7.500%	4/15/35	250	198
	Wachovia Corp.	5.500%	8/1/35	1,025	633
	Wachovia Corp.	6.550%	10/15/35	225	163
	Wells Fargo & Co.	4.200%	1/15/10	500	508
	Wells Fargo & Co.	4.875%	1/12/11	3,175	3,164
	Wells Fargo & Co.	6.375%	8/1/11	425	417
	Wells Fargo & Co.	5.300%	8/26/11	2,275	2,264
5	Wells Fargo & Co.	3.000%	12/9/11	4,825	4,980
5	Wells Fargo & Co.	2.125%	6/15/12	2,400	2,419
	Wells Fargo & Co.	5.125%	9/1/12	1,025	974
	Wells Fargo & Co.	5.250%	10/23/12	4,650	4,506
	Wells Fargo & Co.	4.375%	1/31/13	2,050	1,931
	Wells Fargo & Co.	4.950%	10/16/13	1,075	989
	Wells Fargo & Co.	5.000%	11/15/14	500	421
	Wells Fargo & Co.	5.625%	12/11/17	6,500	5,936
	Wells Fargo & Co.	5.375%	2/7/35	1,475	1,111
	Wells Fargo Bank NA	6.450%	2/1/11	3,800	3,754
	Wells Fargo Bank NA	4.750%	2/9/15	3,600	3,188
	Wells Fargo Bank NA	5.750%	5/16/16	2,625	2,279
	Wells Fargo Bank NA	5.950%	8/26/36	475	389
	Wells Fargo Capital X	5.950%	12/15/36	675	438
2	Wells Fargo Capital XIII	7.700%	12/29/49	2,050	984
2	Wells Fargo Capital XV	9.750%	12/29/49	1,550	1,147
	Wells Fargo Financial	5.500%	8/1/12	1,050	1,015
	Zions Bancorp.	5.500%	11/16/15	1,700	1,106
	Brokerage (0.1%)
	Ameriprise Financial Inc.	5.350%	11/15/10	1,550	1,445
	Ameriprise Financial Inc.	5.650%	11/15/15	1,300	1,083
2	Ameriprise Financial Inc.	7.518%	6/1/66	325	176
	BlackRock, Inc.	6.250%	9/15/17	1,000	972
4	Fidelity Investments	7.490%	6/15/19	200	194
	Jefferies Group Inc.	6.450%	6/8/27	3,500	1,962
	Jefferies Group Inc.	6.250%	1/15/36	2,050	1,101
	Lazard Group	6.850%	6/15/17	2,175	1,683
2	Schwab Capital Trust I	7.500%	11/15/37	425	280
	Finance Companies (1.1%)
	American General Finance Corp.	3.875%	10/1/09	850	595
	American General Finance Corp.	4.875%	5/15/10	1,250	612
	American General Finance Corp.	5.625%	8/17/11	1,875	769
	American General Finance Corp.	4.875%	7/15/12	600	243
	American General Finance Corp.	5.375%	10/1/12	225	90
	American General Finance Corp.	5.850%	6/1/13	4,825	1,870
	American General Finance Corp.	5.750%	9/15/16	2,000	700
	American General Finance Corp.	6.900%	12/15/17	3,075	1,130
	Block Financial LLC	7.875%	1/15/13	475	472
	CIT Group Funding Co. of Canada	4.650%	7/1/10	1,675	1,363
	CIT Group Funding Co. of Canada	5.600%	11/2/11	425	320
	CIT Group Funding Co. of Canada	5.200%	6/1/15	2,100	1,260
	CIT Group, Inc.	5.200%	11/3/10	1,025	820
	CIT Group, Inc.	4.750%	12/15/10	1,050	840
	CIT Group, Inc.	5.800%	7/28/11	925	627
	CIT Group, Inc.	7.625%	11/30/12	800	595
	CIT Group, Inc.	5.400%	3/7/13	1,600	962

	CIT Group, Inc.	5.125%	9/30/14	1,450	834
	CIT Group, Inc.	5.000%	2/1/15	1,025	584
	CIT Group, Inc.	5.400%	1/30/16	775	465
	CIT Group, Inc.	5.850%	9/15/16	1,600	898
	CIT Group, Inc.	5.650%	2/13/17	1,750	1,015
	CIT Group, Inc.	6.000%	4/1/36	625	284
	Discover Financial Services	6.450%	6/12/17	325	246
	General Electric Capital Corp.	8.300%	9/20/09	100	102
	General Electric Capital Corp.	4.250%	9/13/10	1,150	1,148
	General Electric Capital Corp.	4.875%	10/21/10	2,975	2,986
	General Electric Capital Corp.	5.000%	12/1/10	525	527
5	General Electric Capital Corp.	1.625%	1/7/11	7,450	7,481
	General Electric Capital Corp.	6.125%	2/22/11	3,200	3,259
5	General Electric Capital Corp.	1.800%	3/11/11	300	302
	General Electric Capital Corp.	5.500%	4/28/11	2,825	2,856
5	General Electric Capital Corp.	3.000%	12/9/11	5,150	5,301
	General Electric Capital Corp.	5.875%	2/15/12	2,925	2,930
	General Electric Capital Corp.	4.375%	3/3/12	2,700	2,606
5	General Electric Capital Corp.	2.250%	3/12/12	200	202
	General Electric Capital Corp.	5.000%	4/10/12	100	97
5	General Electric Capital Corp.	2.200%	6/8/12	9,975	10,063
	General Electric Capital Corp.	6.000%	6/15/12	6,625	6,595
	General Electric Capital Corp.	5.250%	10/19/12	16,725	16,107
	General Electric Capital Corp.	5.450%	1/15/13	2,625	2,536
	General Electric Capital Corp.	4.800%	5/1/13	1,700	1,600
	General Electric Capital Corp.	5.500%	6/4/14	4,300	4,098
	General Electric Capital Corp.	5.650%	6/9/14	2,225	2,124
	General Electric Capital Corp.	5.375%	10/20/16	1,025	908
	General Electric Capital Corp.	5.400%	2/15/17	5,725	5,057
	General Electric Capital Corp.	5.625%	9/15/17	2,175	1,895
	General Electric Capital Corp.	5.625%	5/1/18	10,800	9,367
	General Electric Capital Corp.	6.750%	3/15/32	6,650	5,380
	General Electric Capital Corp.	6.150%	8/7/37	2,700	2,012
	General Electric Capital Corp.	5.875%	1/14/38	9,625	6,819
	General Electric Capital Corp.	6.875%	1/10/39	8,750	7,010
2	General Electric Capital Corp.	6.375%	11/15/67	3,200	1,665
2	HSBC Finance Capital Trust IX	5.911%	11/30/35	650	130
	HSBC Finance Corp.	4.625%	9/15/10	5,650	5,161
	HSBC Finance Corp.	5.250%	1/14/11	3,825	3,325
	HSBC Finance Corp.	5.700%	6/1/11	2,350	2,005
	HSBC Finance Corp.	6.375%	10/15/11	1,750	1,513
	HSBC Finance Corp.	7.000%	5/15/12	2,625	2,125
	HSBC Finance Corp.	5.900%	6/19/12	1,050	853
	HSBC Finance Corp.	6.375%	11/27/12	6,325	5,089
	HSBC Finance Corp.	4.750%	7/15/13	525	395
	HSBC Finance Corp.	5.250%	1/15/14	1,550	1,253
	HSBC Finance Corp.	5.000%	6/30/15	8,550	6,376
	HSBC Finance Corp.	5.500%	1/19/16	425	314
	International Lease Finance Corp.	5.125%	11/1/10	825	569
	International Lease Finance Corp.	4.950%	2/1/11	3,475	2,224
	International Lease Finance Corp.	5.450%	3/24/11	1,450	950
	International Lease Finance Corp.	5.750%	6/15/11	1,275	848
	International Lease Finance Corp.	5.300%	5/1/12	1,525	839
	International Lease Finance Corp.	5.000%	9/15/12	2,000	1,090
	International Lease Finance Corp.	6.375%	3/25/13	2,225	1,179

	International Lease Finance Corp.	5.625%	9/20/13	3,300	1,782
	International Lease Finance Corp.	5.650%	6/1/14	1,475	723
	SLM Corp.	4.500%	7/26/10	850	638
	SLM Corp.	5.400%	10/25/11	5,875	3,646
	SLM Corp.	5.375%	1/15/13	1,150	633
	SLM Corp.	5.000%	10/1/13	1,200	629
	SLM Corp.	5.375%	5/15/14	100	50
	SLM Corp.	5.050%	11/14/14	750	356
	SLM Corp.	8.450%	6/15/18	4,950	2,624
	SLM Corp.	5.625%	8/1/33	1,675	662
	Insurance (0.8%)
	ACE Capital Trust II	9.700%	4/1/30	750	586
	ACE INA Holdings, Inc.	5.600%	5/15/15	1,650	1,538
	ACE INA Holdings, Inc.	5.700%	2/15/17	1,050	970
	ACE INA Holdings, Inc.	5.800%	3/15/18	425	391
	AEGON Funding Corp.	5.750%	12/15/20	350	293
	AEGON NV	4.750%	6/1/13	675	558
	Aetna, Inc.	7.875%	3/1/11	475	493
	Aetna, Inc.	5.750%	6/15/11	400	413
	Aetna, Inc.	6.000%	6/15/16	1,200	1,170
	Aetna, Inc.	6.500%	9/15/18	700	675
	Aetna, Inc.	6.625%	6/15/36	2,500	2,094
	Allied World Assurance	7.500%	8/1/16	4,675	2,907
	Allstate Corp.	7.200%	12/1/09	1,900	1,929
	Allstate Corp.	6.125%	2/15/12	775	765
	Allstate Corp.	5.000%	8/15/14	775	696
	Allstate Corp.	6.125%	12/15/32	775	601
	Allstate Corp.	5.350%	6/1/33	225	154
	Allstate Corp.	5.550%	5/9/35	400	277
2	Allstate Corp.	6.125%	5/15/37	750	416
2	Allstate Corp.	6.500%	5/15/57	1,500	719
	Allstate Life Global Funding	5.375%	4/30/13	1,175	1,149
	American International Group, Inc.	4.700%	10/1/10	750	457
	American International Group, Inc.	5.375%	10/18/11	1,100	577
	American International Group, Inc.	4.950%	3/20/12	1,725	962
	American International Group, Inc.	4.250%	5/15/13	600	228
	American International Group, Inc.	5.050%	10/1/15	1,275	523
	American International Group, Inc.	5.600%	10/18/16	775	306
	American International Group, Inc.	5.450%	5/18/17	2,100	772
	American International Group, Inc.	5.850%	1/16/18	3,300	1,287
	American International Group, Inc.	6.250%	5/1/36	2,425	824
	American International Group, Inc.	6.250%	3/15/37		—
	Aon Capital Trust	8.205%	1/1/27	275	193
	Arch Capital Group Ltd.	7.350%	5/1/34	950	624
	Aspen Insurance Holdings Ltd.	6.000%	8/15/14	775	564
	Assurant, Inc.	5.625%	2/15/14	500	399
	Assurant, Inc.	6.750%	2/15/34	1,125	685
	AXA Financial, Inc.	7.750%	8/1/10	275	270
	AXA SA	8.600%	12/15/30	2,800	1,911
	Axis Capital Holdings Ltd.	5.750%	12/1/14	675	521
	Berkshire Hathaway Finance Corp.	4.200%	12/15/10	1,675	1,716
	Berkshire Hathaway Finance Corp.	4.600%	5/15/13	100	102
	Berkshire Hathaway Finance Corp.	5.000%	8/15/13	5,325	5,488
	Berkshire Hathaway Finance Corp.	4.850%	1/15/15	1,050	1,060

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

	Berkshire Hathaway Finance Corp.	5.400%	5/15/18	2,900	2,918
	Berkshire Hathaway Finance Corp.	5.400%	5/15/18	925	931
	Chubb Corp.	5.200%	4/1/13	425	432
	Chubb Corp.	5.750%	5/15/18	650	640
	Chubb Corp.	6.000%	5/11/37	2,425	2,180
	Chubb Corp.	6.500%	5/15/38	600	576
2	Chubb Corp.	6.375%	3/29/67	1,550	880
	CIGNA Corp.	6.350%	3/15/18	325	279
	CIGNA Corp.	7.875%	5/15/27	375	303
	CIGNA Corp.	6.150%	11/15/36	1,850	1,300
	Cincinnati Financial Corp.	6.920%	5/15/28	200	129
	Cincinnati Financial Corp.	6.125%	11/1/34	1,050	581
	CNA Financial Corp.	6.000%	8/15/11	775	694
	CNA Financial Corp.	5.850%	12/15/14	1,300	943
	CNA Financial Corp.	6.500%	8/15/16	1,625	1,184
	Commerce Group, Inc.	5.950%	12/9/13	450	367
	Coventry Health Care Inc.	6.300%	8/15/14	1,250	941
	Fidelity National Financial, Inc.	7.300%	8/15/11	1,150	1,039
	Fund American Cos., Inc.	5.875%	5/15/13	600	457
	GE Global Insurance Holdings Corp.	6.450%	3/1/19	500	412
	GE Global Insurance Holdings Corp.	7.000%	2/15/26	1,100	844
	GE Global Insurance Holdings Corp.	7.750%	6/15/30	425	335
	Genworth Financial, Inc.	5.125%	3/15/11	375	266
	Genworth Financial, Inc.	5.650%	6/15/12	1,050	525
	Genworth Financial, Inc.	5.750%	6/15/14	250	90
	Genworth Financial, Inc.	4.950%	10/1/15	350	108
	Genworth Financial, Inc.	6.500%	6/15/34	950	287
	Hartford Financial Services Group, Inc.	5.250%	10/15/11	1,225	919
	Hartford Financial Services Group, Inc.	4.625%	7/15/13	625	402
	Hartford Financial Services Group, Inc.	5.500%	10/15/16	850	485
	Hartford Financial Services Group, Inc.	5.375%	3/15/17	800	448
	Hartford Financial Services Group, Inc.	6.000%	1/15/19	375	214
	Hartford Financial Services Group, Inc.	5.950%	10/15/36	750	378
2	Hartford Financial Services Group, Inc.	8.125%	6/15/38	600	186
	Hartford Financial Services Group, Inc.	6.100%	10/1/41	1,200	468
	Humana Inc.	6.450%	6/1/16	1,375	1,155
	Humana Inc.	7.200%	6/15/18	100	83
	Humana Inc.	6.300%	8/1/18	125	97
	Humana Inc.	8.150%	6/15/38	2,300	1,690
	ING Capital Funding Trust III	8.439%	12/31/10	100	29
2	ING Capital Funding Trust III	5.775%	12/8/49	3,200	736
	ING USA Global	4.500%	10/1/10	3,375	3,288
4	Liberty Mutual Group	4.875%	2/1/10	400	387
	Lincoln National Corp.	6.200%	12/15/11	325	158
	Lincoln National Corp.	5.650%	8/27/12	900	405
	Lincoln National Corp.	6.150%	4/7/36	2,000	800
2	Lincoln National Corp.	7.000%	5/17/66	550	126
2	Lincoln National Corp.	6.050%	4/20/67	1,625	341
	Loews Corp.	5.250%	3/15/16	950	863
	Loews Corp.	6.000%	2/1/35	150	110
	Marsh & McLennan Cos., Inc.	5.150%	9/15/10	650	637
	Marsh & McLennan Cos., Inc.	6.250%	3/15/12	1,625	1,599
	Marsh & McLennan Cos., Inc.	5.375%	7/15/14	100	90
	Marsh & McLennan Cos., Inc.	5.750%	9/15/15	2,100	1,829

Marsh & McLennan Cos., Inc. 9.250% 4/15/19 650 670

	Marsh & McLennan Cos., Inc.	5.875%	8/1/33	100	67
	MetLife, Inc.	6.125%	12/1/11	200	198
	MetLife, Inc.	5.375%	12/15/12	1,675	1,546
	MetLife, Inc.	5.000%	11/24/13	1,200	1,056
	MetLife, Inc.	5.000%	6/15/15	1,050	901
	MetLife, Inc.	7.717%	2/15/19	725	653
	MetLife, Inc.	6.500%	12/15/32	750	541
	MetLife, Inc.	6.375%	6/15/34	750	548
	MetLife, Inc.	5.700%	6/15/35	275	191
	MetLife, Inc.	6.400%	12/15/36	2,000	800
	Nationwide Financial Services	6.750%	5/15/37	200	83
	Principal Financial Group, Inc.	6.050%	10/15/36	775	428
	Principal Life Income Funding	5.300%	12/14/12	1,450	1,322
	Principal Life Income Funding	5.300%	4/24/13	1,650	1,506
	Principal Life Income Funding	5.100%	4/15/14	1,150	1,006
	Progressive Corp.	6.375%	1/15/12	575	566
	Progressive Corp.	6.625%	3/1/29	1,225	1,063
	Progressive Corp.	6.250%	12/1/32	100	82
2	Progressive Corp.	6.700%	6/15/37	2,100	1,019
	Protective Life Secured Trust	4.850%	8/16/10	675	646
	Prudential Financial, Inc.	5.100%	12/14/11	125	108
	Prudential Financial, Inc.	5.800%	6/15/12	750	606
	Prudential Financial, Inc.	5.150%	1/15/13	750	572
	Prudential Financial, Inc.	4.500%	7/15/13	1,750	1,301
	Prudential Financial, Inc.	4.750%	4/1/14	525	378
	Prudential Financial, Inc.	5.100%	9/20/14	2,150	1,541
	Prudential Financial, Inc.	5.500%	3/15/16	125	77
	Prudential Financial, Inc.	6.100%	6/15/17	275	183
	Prudential Financial, Inc.	6.000%	12/1/17	1,100	638
	Prudential Financial, Inc.	5.750%	7/15/33	550	291
	Prudential Financial, Inc.	5.400%	6/13/35	650	314
	Prudential Financial, Inc.	5.900%	3/17/36	1,125	580
	Prudential Financial, Inc.	5.700%	12/14/36	5,325	2,494
	Torchmark Corp.	6.375%	6/15/16	1,100	940
	Travelers Cos. Inc.	5.375%	6/15/12	100	102
	Travelers Cos. Inc.	5.750%	12/15/17	1,150	1,117
	Travelers Cos. Inc.	5.800%	5/15/18	100	98
2	Travelers Cos. Inc.	6.250%	3/15/37	700	360
	Travelers Cos. Inc.	6.250%	6/15/37	3,350	3,135
	Travelers Cos., Inc.	5.500%	12/1/15	525	517
	Travelers Cos., Inc.	6.250%	6/20/16	850	863
	Travelers Property Casualty Corp.	6.375%	3/15/33	100	92
	UnitedHealth Group, Inc.	5.500%	11/15/12	150	150
	UnitedHealth Group, Inc.	4.875%	2/15/13	800	779
	UnitedHealth Group, Inc.	4.875%	4/1/13	800	770
	UnitedHealth Group, Inc.	5.000%	8/15/14	1,125	1,077
	UnitedHealth Group, Inc.	4.875%	3/15/15	700	640
	UnitedHealth Group, Inc.	6.000%	6/15/17	175	162
	UnitedHealth Group, Inc.	6.000%	11/15/17	375	346
	UnitedHealth Group, Inc.	6.000%	2/15/18	4,750	4,490
	UnitedHealth Group, Inc.	5.800%	3/15/36	375	287
	UnitedHealth Group, Inc.	6.500%	6/15/37	525	437
	UnitedHealth Group, Inc.	6.625%	11/15/37	1,250	1,057
	UnitedHealth Group, Inc.	6.875%	2/15/38	1,475	1,333
	WellPoint Inc.	5.000%	1/15/11	1,575	1,573

	WellPoint Inc.	6.375%	1/15/12	925	934
	WellPoint Inc.	6.800%	8/1/12	625	640
	WellPoint Inc.	6.000%	2/15/14	450	451
	WellPoint Inc.	5.000%	12/15/14	925	882
	WellPoint Inc.	5.250%	1/15/16	225	206
	WellPoint Inc.	5.875%	6/15/17	1,150	1,085
	WellPoint Inc.	5.950%	12/15/34	1,825	1,502
	WellPoint Inc.	5.850%	1/15/36	1,925	1,558
	WellPoint Inc.	6.375%	6/15/37	325	282
	Willis North America Inc.	5.125%	7/15/10	225	207
	Willis North America Inc.	5.625%	7/15/15	1,100	784
	Willis North America Inc.	6.200%	3/28/17	875	604
	XL Capital Ltd.	5.250%	9/15/14	1,425	937
	XL Capital Ltd.	6.375%	11/15/24	125	66
	XL Capital Ltd.	6.250%	5/15/27	2,150	1,066
2	XL Capital Ltd.	6.500%	12/15/49	1,300	237
	Other Finance (0.1%)
	Chicago Mercantile Exchange Group Inc.	5.400%	8/1/13	2,550	2,569
	Chicago Mercantile Exchange Group Inc.	5.750%	2/15/14	950	986
	Orix Corp.	5.480%	11/22/11	1,575	1,072
	XTRA Finance Corp.	5.150%	4/1/17	3,925	3,968
	Real Estate Investment Trusts (0.2%)
	AMB Property LP	6.300%	6/1/13	925	686
	Arden Realty LP	5.250%	3/1/15	225	183
	AvalonBay Communities, Inc.	5.500%	1/15/12	600	550
	AvalonBay Communities, Inc.	6.125%	11/1/12	200	183
	AvalonBay Communities, Inc.	5.750%	9/15/16	225	185
	Boston Properties, Inc.	6.250%	1/15/13	1,225	1,042
	Boston Properties, Inc.	5.625%	4/15/15	1,250	965
	Brandywine Operating Partnership	5.750%	4/1/12	1,675	1,153
	Brandywine Operating Partnership	5.400%	11/1/14	250	126
	Brandywine Operating Partnership	5.700%	5/1/17	100	48
	Camden Property Trust	5.700%	5/15/17	1,825	1,390
	Colonial Realty LP	5.500%	10/1/15	1,425	924
	Developers Diversified Realty Corp.	5.250%	4/15/11	100	48
	Developers Diversified Realty Corp.	5.375%	10/15/12	1,400	608
	Duke Realty LP	5.950%	2/15/17	1,225	773
	ERP Operating LP	6.625%	3/15/12	1,100	1,018
	ERP Operating LP	5.500%	10/1/12	925	815
	ERP Operating LP	5.250%	9/15/14	100	79
	ERP Operating LP	5.125%	3/15/16	300	240
	ERP Operating LP	5.375%	8/1/16	900	656
	ERP Operating LP	5.750%	6/15/17	425	337
	HCP Inc.	6.700%	1/30/18	1,575	1,083
	Health Care Property Investors, Inc.	6.450%	6/25/12	1,550	1,303
	Health Care Property Investors, Inc.	5.650%	12/15/13	2,150	1,657
	Health Care Property Investors, Inc.	6.300%	9/15/16	825	582
	Health Care Property Investors, Inc.	6.000%	1/30/17	425	288
	Health Care REIT, Inc.	6.000%	11/15/13	525	434
	Health Care REIT, Inc.	6.200%	6/1/16	2,775	2,072
	Hospitality Properties	5.125%	2/15/15	1,575	806
	HRPT Properties Trust	6.250%	8/15/16	500	287
	HRPT Properties Trust	6.250%	6/15/17	1,550	871

	Kimco Realty Corp.	5.783%	3/15/16	350	230
	Liberty Property LP	5.125%	3/2/15	2,650	1,830
	Liberty Property LP	5.500%	12/15/16	575	372
	National Retail Properties	6.875%	10/15/17	2,575	1,718
	Nationwide Health Properties, Inc.	6.250%	2/1/13	1,225	1,018
	ProLogis	5.500%	3/1/13	575	340
	ProLogis	5.625%	11/15/15	975	507
	ProLogis	5.750%	4/1/16	875	453
	ProLogis	5.625%	11/15/16	1,025	514
	Realty Income Corp.	6.750%	8/15/19	2,000	1,365
	Regency Centers LP	6.750%	1/15/12	1,950	1,642
	Regency Centers LP	5.250%	8/1/15	625	427
	Simon Property Group Inc.	4.600%	6/15/10	200	188
	Simon Property Group Inc.	4.875%	8/15/10	1,775	1,682
	Simon Property Group Inc.	5.600%	9/1/11	875	792
	Simon Property Group Inc.	5.000%	3/1/12	950	818
	Simon Property Group Inc.	5.300%	5/30/13	1,750	1,444
	Simon Property Group Inc.	5.750%	12/1/15	1,100	873
	Simon Property Group Inc.	6.100%	5/1/16	100	77
	Simon Property Group Inc.	5.250%	12/1/16	3,525	2,685
	Simon Property Group Inc.	5.875%	3/1/17	1,100	857
	Simon Property Group Inc.	6.125%	5/30/18	1,425	1,133
	Tanger Factory Outlet Centers, Inc.	6.150%	11/15/15	1,100	784
	Vornado Realty	5.600%	2/15/11	1,100	1,031
					1,155,311
Industrial (9.3%)
	Basic Industry (0.7%)
	Agrium Inc.	6.750%	1/15/19	3,625	3,379
	Alcan, Inc.	6.450%	3/15/11	375	366
	Alcan, Inc.	4.875%	9/15/12	400	356
	Alcan, Inc.	4.500%	5/15/13	1,725	1,450
	Alcan, Inc.	5.200%	1/15/14	200	170
	Alcan, Inc.	5.000%	6/1/15	225	177
	Alcan, Inc.	6.125%	12/15/33	2,250	1,597
	Alcoa, Inc.	6.000%	1/15/12	950	826
	Alcoa, Inc.	5.375%	1/15/13	1,150	871
	Alcoa, Inc.	6.000%	7/15/13	3,050	2,433
	Alcoa, Inc.	6.750%	7/15/18	100	67
	Alcoa, Inc.	5.720%	2/23/19	1,775	1,082
	Alcoa, Inc.	5.870%	2/23/22	425	258
	Alcoa, Inc.	5.900%	2/1/27	1,650	939
	Aluminum Co. of America	6.750%	1/15/28	200	113
	ArcelorMittal	5.375%	6/1/13	3,475	2,720
	ArcelorMittal	6.125%	6/1/18	2,750	1,984
	Barrick Gold Finance Inc.	6.125%	9/15/13	100	101
	Barrick Gold Finance Inc.	4.875%	11/15/14	775	728
	Barrick Gold Finance Inc.	6.950%	4/1/19	675	679
	Barrick North America Finance LLC	6.800%	9/15/18	1,525	1,502
	Barrick North America Finance LLC	7.500%	9/15/38	1,900	1,813
	BHP Billiton Finance (USA) Ltd.	5.125%	3/29/12	950	963
	BHP Billiton Finance (USA) Ltd.	5.500%	4/1/14	1,725	1,738
	BHP Billiton Finance (USA) Ltd.	5.400%	3/29/17	275	267
	BHP Billiton Finance (USA) Ltd.	6.500%	4/1/19	3,775	3,830
	BHP Billiton Finance (USA) Ltd.	8.500%	12/1/12	100	106
	BHP Billiton Finance (USA) Ltd.	4.800%	4/15/13	2,225	2,227

	BHP Billiton Finance (USA) Ltd.	5.250%	12/15/15	1,350	1,317
	Celulosa Arauco Constitution SA	8.625%	8/15/10	1,925	1,983
	Celulosa Arauco Constitution SA	5.125%	7/9/13	325	312
	Celulosa Arauco Constitution SA	5.625%	4/20/15	750	722
	Commercial Metals Co.	6.500%	7/15/17	700	514
	Commercial Metals Co.	7.350%	8/15/18	1,700	1,295
	Dow Chemical Co.	6.125%	2/1/11	3,175	2,956
	Dow Chemical Co.	6.000%	10/1/12	450	387
	Dow Chemical Co.	5.700%	5/15/18	2,225	1,574
	Dow Chemical Co.	7.375%	11/1/29	1,150	737
	E.I. du Pont de Nemours & Co.	4.125%	4/30/10	1,175	1,210
	E.I. du Pont de Nemours & Co.	4.750%	11/15/12	1,125	1,153
	E.I. du Pont de Nemours & Co.	5.000%	1/15/13	1,500	1,552
	E.I. du Pont de Nemours & Co.	4.125%	3/6/13	100	100
	E.I. du Pont de Nemours & Co.	5.000%	7/15/13	2,025	2,100
	E.I. du Pont de Nemours & Co.	5.875%	1/15/14	1,275	1,347
	E.I. du Pont de Nemours & Co.	5.250%	12/15/16	225	217
	E.I. du Pont de Nemours & Co.	6.000%	7/15/18	3,250	3,277
	E.I. du Pont de Nemours & Co.	6.500%	1/15/28	475	450
	Eastman Chemical Co.	7.250%	1/15/24	250	213
	Eastman Chemical Co.	7.600%	2/1/27	600	518
	Falconbridge Ltd.	7.350%	6/5/12	400	343
	Falconbridge Ltd.	5.375%	6/1/15	100	71
	Freeport-McMoRan Copper & Gold Inc.	8.250%	4/1/15	3,025	2,881
	Freeport-McMoRan Copper & Gold Inc.	8.375%	4/1/17	4,250	3,942
	ICI Wilmington	5.625%	12/1/13	200	191
	Inco Ltd.	7.750%	5/15/12	100	105
	Inco Ltd.	5.700%	10/15/15	1,075	946
	Inco Ltd.	7.200%	9/15/32	325	254
	International Paper Co.	4.000%	4/1/10	100	94
	International Paper Co.	5.850%	10/30/12	700	581
	International Paper Co.	7.400%	6/15/14	200	164
	International Paper Co.	5.300%	4/1/15	1,425	1,028
	International Paper Co.	7.950%	6/15/18	3,275	2,502
	Lubrizol Corp.	5.500%	10/1/14	2,100	1,940
	Lubrizol Corp.	8.875%	2/1/19	100	103
	Lubrizol Corp.	6.500%	10/1/34	1,275	942
	Monsanto Co.	7.375%	8/15/12	350	392
	Monsanto Co.	5.125%	4/15/18	850	853
4	Mosaic Co.	7.375%	12/1/14	1,475	1,427
	Newmont Mining	5.875%	4/1/35	675	512
	Noranda, Inc.	7.250%	7/15/12	1,100	927
	Noranda, Inc.	6.000%	10/15/15	325	244
	Noranda, Inc.	5.500%	6/15/17	1,725	1,179
	Nucor Corp.	5.000%	12/1/12	200	206
	Nucor Corp.	5.000%	6/1/13	100	103
	Nucor Corp.	5.750%	12/1/17	375	380
	Nucor Corp.	5.850%	6/1/18	1,500	1,516
	Nucor Corp.	6.400%	12/1/37	1,100	1,042
	Placer Dome, Inc.	6.450%	10/15/35	775	623
	Plum Creek Timber Co.	5.875%	11/15/15	1,100	899
	Potash Corp. of Saskatchewan	7.750%	5/31/11	2,800	3,008
	Potash Corp. of Saskatchewan	4.875%	3/1/13	1,050	1,023
	Potash Corp. of Saskatchewan	5.875%	12/1/36	200	180
	PPG Industries, Inc.	5.750%	3/15/13	1,050	1,059

	PPG Industries, Inc.	6.650%	3/15/18	950	920
	Praxair, Inc.	6.375%	4/1/12	525	560
	Praxair, Inc.	3.950%	6/1/13	200	201
	Praxair, Inc.	4.375%	3/31/14	575	577
	Praxair, Inc.	5.250%	11/15/14	1,775	1,904
	Praxair, Inc.	4.625%	3/30/15	100	98
	Praxair, Inc.	5.200%	3/15/17	325	307
	Reliance Steel & Aluminum	6.200%	11/15/16	100	73
	Reliance Steel & Aluminum	6.850%	11/15/36	100	59
	Rio Tinto Finance USA Ltd.	5.875%	7/15/13	3,775	3,385
	Rio Tinto Finance USA Ltd.	6.500%	7/15/18	2,750	2,407
	Rio Tinto Finance USA Ltd.	7.125%	7/15/28	1,250	1,027
	Rohm & Haas Co.	6.000%	9/15/17	2,325	1,933
2	Rohm & Haas Co.	9.800%	4/15/20	600	615
	Rohm & Haas Co.	7.850%	7/15/29	775	556
	Southern Copper Corp.	7.500%	7/27/35	2,250	1,609
	US Steel Corp.	6.050%	6/1/17	1,250	749
	US Steel Corp.	7.000%	2/1/18	825	538
	US Steel Corp.	6.650%	6/1/37	100	58
	Vale Overseas Ltd.	6.250%	1/11/16	575	569
	Vale Overseas Ltd.	6.250%	1/23/17	1,300	1,284
	Vale Overseas Ltd.	8.250%	1/17/34	700	693
	Vale Overseas Ltd.	6.875%	11/21/36	4,425	3,798
	Weyerhaeuser Co.	7.375%	3/15/32	2,425	1,648
	WMC Finance USA	5.125%	5/15/13	300	294
	Capital Goods (1.0%)
	3M Co.	5.125%	11/6/09	375	383
	3M Co.	4.500%	11/1/11	300	319
	3M Co.	5.700%	3/15/37	850	873
	Allied Waste North America Inc.	7.875%	4/15/13	1,100	1,097
	Allied Waste North America Inc.	7.125%	5/15/16	375	348
2,4	BAE Systems Asset Trust	7.156%	12/15/11	429	439
4	BAE Systems Holdings Inc.	5.200%	8/15/15	100	92
	Bemis Co. Inc.	4.875%	4/1/12	450	416
	Black & Decker Corp.	7.125%	6/1/11	250	253
	Black & Decker Corp.	5.750%	11/15/16	625	551
	Boeing Capital Corp.	7.375%	9/27/10	825	880
	Boeing Capital Corp.	6.500%	2/15/12	3,825	4,062
	Boeing Capital Corp.	5.800%	1/15/13	1,475	1,547
	Boeing Co.	5.000%	3/15/14	100	103
	Boeing Co.	8.750%	8/15/21	200	239
	Boeing Co.	7.250%	6/15/25	775	796
	Boeing Co.	8.750%	9/15/31	250	294
	Boeing Co.	6.125%	2/15/33	225	211
	Boeing Co.	6.625%	2/15/38	525	513
	Caterpillar Financial Services Corp.	4.150%	1/15/10	2,900	2,937
	Caterpillar Financial Services Corp.	4.300%	6/1/10	2,150	2,172
	Caterpillar Financial Services Corp.	5.125%	10/12/11	100	101
	Caterpillar Financial Services Corp.	4.850%	12/7/12	100	99
	Caterpillar Financial Services Corp.	4.250%	2/8/13	1,375	1,320
	Caterpillar Financial Services Corp.	6.125%	2/17/14	4,750	4,604
	Caterpillar Financial Services Corp.	4.750%	2/17/15	1,300	1,181
	Caterpillar Financial Services Corp.	4.625%	6/1/15	700	629
	Caterpillar Financial Services Corp.	7.150%	2/15/19	2,525	2,327

	Caterpillar, Inc.	7.000%	12/15/13	425	449
	Caterpillar, Inc.	7.900%	12/15/18	2,500	2,580
	Caterpillar, Inc.	6.625%	7/15/28	200	189
	Caterpillar, Inc.	7.300%	5/1/31	375	377
	Caterpillar, Inc.	6.050%	8/15/36	1,075	893
	Caterpillar, Inc.	8.250%	12/15/38	200	219
	Caterpillar, Inc.	6.950%	5/1/42	325	301
	Caterpillar, Inc.	7.375%	3/1/97	1,600	1,510
	Cooper Industries, Inc.	5.250%	11/15/12	1,100	1,133
	Cooper Industries, Inc.	5.450%	4/1/15	525	503
	CRH America Inc.	5.625%	9/30/11	1,100	961
	CRH America Inc.	6.950%	3/15/12	1,600	1,379
	CRH America Inc.	5.300%	10/15/13	325	247
	CRH America Inc.	6.000%	9/30/16	3,650	2,626
	CRH America Inc.	8.125%	7/15/18	3,275	2,578
	CRH America Inc.	6.400%	10/15/33	525	282
	Danaher Corp.	5.625%	1/15/18	725	742
	Deere & Co.	6.950%	4/25/14	1,550	1,687
	Deere & Co.	8.100%	5/15/30	1,175	1,287
	Deere & Co.	7.125%	3/3/31	800	814
	Dover Corp.	5.450%	3/15/18	2,025	2,056
	Dover Corp.	5.375%	10/15/35	100	89
	Dover Corp.	6.600%	3/15/38	850	890
	Eaton Corp.	4.900%	5/15/13	850	825
	Eaton Corp.	5.600%	5/15/18	700	649
	Embraer Overseas Ltd.	6.375%	1/24/17	1,350	1,094
	Emerson Electric Co.	7.125%	8/15/10	975	1,036
	Emerson Electric Co.	4.625%	10/15/12	1,800	1,867
	Emerson Electric Co.	4.500%	5/1/13	1,150	1,182
	Emerson Electric Co.	5.250%	10/15/18	1,950	2,012
	Emerson Electric Co.	4.875%	10/15/19	650	658
	General Dynamics Corp.	4.250%	5/15/13	2,375	2,447
	General Dynamics Corp.	5.250%	2/1/14	900	959
	General Electric Co.	5.000%	2/1/13	8,625	8,655
	General Electric Co.	5.250%	12/6/17	2,400	2,236
	Harsco Corp.	5.750%	5/15/18	1,575	1,533
	Honeywell International, Inc.	6.125%	11/1/11	725	787
	Honeywell International, Inc.	5.625%	8/1/12	1,125	1,212
	Honeywell International, Inc.	4.250%	3/1/13	400	412
	Honeywell International, Inc.	3.875%	2/15/14	300	301
	Honeywell International, Inc.	5.400%	3/15/16	425	438
	Honeywell International, Inc.	5.300%	3/15/17	1,375	1,403
	Honeywell International, Inc.	5.300%	3/1/18	125	128
	Honeywell International, Inc.	5.000%	2/15/19	2,175	2,170
	Honeywell International, Inc.	5.700%	3/15/36	650	623
4	Illinois Tool Works, Inc.	5.150%	4/1/14	1,700	1,711
4	Illinois Tool Works, Inc.	6.250%	4/1/19	1,050	1,055
	Ingersoll-Rand GL Holding Company	6.000%	8/15/13	1,300	1,266
	Ingersoll-Rand GL Holding Company	6.875%	8/15/18	1,725	1,601
	John Deere Capital Corp	4.950%	12/17/12	975	988
	John Deere Capital Corp.	5.400%	10/17/11	1,675	1,738
	John Deere Capital Corp.	5.350%	1/17/12	1,075	1,093
	John Deere Capital Corp.	7.000%	3/15/12	200	214
	John Deere Capital Corp.	5.250%	10/1/12	650	659
	John Deere Capital Corp.	4.900%	9/9/13	2,825	2,809

John Deere Capital Corp.	5.500%	4/13/17	100	98
John Deere Capital Corp.	5.750%	9/10/18	1,275	1,237
Joy Global, Inc.	6.000%	11/15/16	500	417
Lafarge SA	6.150%	7/15/11	225	204
Lafarge SA	6.500%	7/15/16	1,950	1,404
Lafarge SA	7.125%	7/15/36	3,500	1,998
Lockheed Martin Corp.	4.121%	3/14/13	625	640
Lockheed Martin Corp.	7.650%	5/1/16	1,550	1,799
Lockheed Martin Corp.	7.750%	5/1/26	100	117
Lockheed Martin Corp.	6.150%	9/1/36	2,850	2,922
Martin Marietta Material	6.600%	4/15/18	1,600	1,348
Masco Corp.	6.125%	10/3/16		—
Masco Corp.	6.500%	8/15/32		—
Minnesota Mining & Manufacturing Corp.	6.375%	2/15/28	1,125	1,200
Northrop Grumman Corp.	7.125%	2/15/11	2,400	2,567
Northrop Grumman Corp.	7.750%	3/1/16	175	202
Northrop Grumman Corp.	7.875%	3/1/26	525	619
Northrop Grumman Corp.	7.750%	2/15/31	100	125
Parker-Hannifin Corp.	5.500%	5/15/18	375	373
Parker-Hannifin Corp.	6.250%	5/15/38	475	430
Raytheon Co.	4.850%	1/15/11	325	335
Raytheon Co.	5.500%	11/15/12	725	761
Raytheon Co.	6.400%	12/15/18	100	110
Raytheon Co.	7.200%	8/15/27	1,100	1,231
Republic Services, Inc.	6.750%	8/15/11	525	528
Republic Services, Inc.	6.086%	3/15/35	725	505
Rockwell Automation	5.650%	12/1/17	500	506
Rockwell Automation	6.700%	1/15/28	375	392
Rockwell Automation	6.250%	12/1/37	1,275	1,246
Roper Industries Inc.	6.625%	8/15/13	2,775	2,804
Textron Financial Corp.	5.125%	11/1/10	1,425	957
Textron Financial Corp.	5.400%	4/28/13	1,425	860
Textron, Inc.	6.500%	6/1/12	2,075	1,440
Textron, Inc.	5.600%	12/1/17	325	188
TRW, Inc.	7.750%	6/1/29	1,350	1,441
Tyco International Group SA	6.750%	2/15/11	2,850	2,874
Tyco International Group SA	6.375%	10/15/11	2,750	2,761
Tyco International Group SA	6.000%	11/15/13	1,275	1,197
Tyco International Group SA	7.000%	12/15/19	850	736
United Technologies Corp.	4.375%	5/1/10	525	540
United Technologies Corp.	7.125%	11/15/10	175	188
United Technologies Corp.	6.350%	3/1/11	2,075	2,223
United Technologies Corp.	6.100%	5/15/12	100	108
United Technologies Corp.	4.875%	5/1/15	100	105
United Technologies Corp.	5.375%	12/15/17	3,475	3,583
United Technologies Corp.	8.875%	11/15/19	950	1,176
United Technologies Corp.	6.700%	8/1/28	325	341
United Technologies Corp.	7.500%	9/15/29	725	828
United Technologies Corp.	5.400%	5/1/35	1,900	1,736
United Technologies Corp.	6.050%	6/1/36	1,525	1,522
United Technologies Corp.	6.125%	7/15/38	625	639
Vulcan Materials Co.	6.300%	6/15/13	825	807
Vulcan Materials Co.	7.000%	6/15/18	1,375	1,230
Waste Management, Inc.	7.375%	8/1/10	250	259
Waste Management, Inc.	6.375%	11/15/12	250	253

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

Waste Management, Inc.	5.000%	3/15/14	100	96
Waste Management, Inc.	6.375%	3/11/15	100	99
Waste Management, Inc.	7.375%	3/11/19	3,675	3,764
Waste Management, Inc.	7.750%	5/15/32	100	97
WMX Technologies Inc.	7.100%	8/1/26	325	295
Communication (2.1%)
America Movil SA de C.V.	5.500%	3/1/14	575	547
America Movil SA de C.V.	5.750%	1/15/15	950	904
America Movil SA de C.V.	6.375%	3/1/35	2,425	1,948
America Movil SA de C.V.	6.125%	11/15/37	1,350	1,036
AT&T Inc.	5.300%	11/15/10	1,125	1,161
AT&T Inc.	6.250%	3/15/11	3,375	3,529
AT&T Inc.	7.300%	11/15/11	1,375	1,490
AT&T Inc.	5.875%	2/1/12	1,725	1,809
AT&T Inc.	5.875%	8/15/12	1,525	1,612
AT&T Inc.	4.950%	1/15/13	2,700	2,741
AT&T Inc.	6.700%	11/15/13	325	348
AT&T Inc.	4.850%	2/15/14	1,750	1,770
AT&T Inc.	5.100%	9/15/14	3,600	3,591
AT&T Inc.	5.625%	6/15/16	4,875	4,802
AT&T Inc.	5.500%	2/1/18	1,050	1,019
AT&T Inc.	5.600%	5/15/18	1,150	1,114
AT&T Inc.	5.800%	2/15/19	7,175	6,974
AT&T Inc.	8.000%	11/15/31	6,100	6,617
AT&T Inc.	6.450%	6/15/34	1,750	1,594
AT&T Inc.	6.500%	9/1/37	5,475	4,916
AT&T Inc.	6.300%	1/15/38	3,250	2,857
AT&T Inc.	6.550%	2/15/39	2,850	2,587
AT&T Wireless	7.875%	3/1/11	3,650	3,860
AT&T Wireless	8.125%	5/1/12	3,250	3,567
AT&T Wireless	8.750%	3/1/31	1,325	1,445
BellSouth Capital Funding Corp.	7.875%	2/15/30	3,025	3,060
BellSouth Corp.	5.200%	9/15/14	425	428
BellSouth Corp.	5.200%	12/15/16	1,725	1,689
BellSouth Corp.	6.875%	10/15/31	1,500	1,444
BellSouth Corp.	6.550%	6/15/34	1,625	1,474
BellSouth Corp.	6.000%	11/15/34	1,000	883
BellSouth Telecommunications Inc.	6.375%	6/1/28	2,275	2,020
British Telecommunications PLC	8.625%	12/15/10	2,325	2,421
British Telecommunications PLC	5.150%	1/15/13	625	581
British Telecommunications PLC	5.950%	1/15/18	1,800	1,445
British Telecommunications PLC	9.125%	12/15/30	3,400	3,106
CBS Corp.	7.700%	7/30/10	1,150	1,150
CBS Corp.	6.625%	5/15/11	1,000	960
CBS Corp.	5.625%	8/15/12	975	834
CBS Corp.	4.625%	5/15/18	100	64
CBS Corp.	7.875%	7/30/30	275	171
CBS Corp.	5.500%	5/15/33	150	80
CenturyTel Enterprises	6.875%	1/15/28	250	182
CenturyTel, Inc.	7.875%	8/15/12	575	576
CenturyTel, Inc.	6.000%	4/1/17	100	85
Cingular Wireless LLC	6.500%	12/15/11	1,225	1,292
Cingular Wireless LLC	7.125%	12/15/31	3,150	3,018

Comcast Cable Communications Holdings Inc.	8.375%	3/15/13	125	134
Comcast Cable Communications Holdings Inc.	9.455%	11/15/22	1,950	2,169
Comcast Cable Communications, Inc.	6.750%	1/30/11	1,050	1,091
Comcast Cable Communications, Inc.	8.875%	5/1/17	800	884
Comcast Corp.	5.500%	3/15/11	625	635
Comcast Corp.	5.300%	1/15/14	1,375	1,335
Comcast Corp.	6.500%	1/15/15	1,275	1,269
Comcast Corp.	5.850%	11/15/15	200	192
Comcast Corp.	5.900%	3/15/16	6,550	6,287
Comcast Corp.	6.500%	1/15/17	100	99
Comcast Corp.	6.300%	11/15/17	3,425	3,318
Comcast Corp.	5.875%	2/15/18	3,800	3,609
Comcast Corp.	6.500%	11/15/35	4,275	3,757
Comcast Corp.	6.950%	8/15/37	2,000	1,869
Comcast Corp.	6.400%	5/15/38	475	413
Cox Communications, Inc.	6.750%	3/15/11	3,325	3,304
Cox Communications, Inc.	7.125%	10/1/12	2,500	2,468
Cox Communications, Inc.	5.450%	12/15/14	2,875	2,569
Cox Communications, Inc.	5.500%	10/1/15	100	88
Deutsche Telekom International Finance	8.500%	6/15/10	6,300	6,623
Deutsche Telekom International Finance	5.875%	8/20/13	100	102
Deutsche Telekom International Finance	5.750%	3/23/16	2,250	2,231
Deutsche Telekom International Finance	6.750%	8/20/18	100	101
Deutsche Telekom International Finance	8.750%	6/15/30	5,325	5,631
Embarq Corp.	6.738%	6/1/13	100	94
Embarq Corp.	7.082%	6/1/16	5,275	4,790
Embarq Corp.	7.995%	6/1/36	900	671
France Telecom	7.750%	3/1/11	4,075	4,372
France Telecom	8.500%	3/1/31	4,150	5,260
Grupo Televisa SA	6.625%	3/18/25	1,125	923
Grupo Televisa SA	8.500%	3/11/32	200	184
GTE Corp.	8.750%	11/1/21	900	1,004
GTE Corp.	6.940%	4/15/28	1,050	941
Koninklijke KPN NV	8.000%	10/1/10	500	520
Koninklijke KPN NV	8.375%	10/1/30	1,425	1,490
McGraw-Hill Cos. Inc.	5.375%	11/15/12	525	503
McGraw-Hill Cos. Inc.	5.900%	11/15/17	1,500	1,317
McGraw-Hill Cos. Inc.	6.550%	11/15/37	1,600	1,136
New England Telephone & Telegraph Co.	7.875%	11/15/29	700	660
News America Holdings, Inc.	8.000%	10/17/16	1,200	1,136
News America Holdings, Inc.	7.700%	10/30/25	200	163
News America Holdings, Inc.	8.150%	10/17/36	575	501
News America Holdings, Inc.	7.750%	12/1/45	425	343
News America Inc.	5.300%	12/15/14	325	320
News America Inc.	6.550%	3/15/33	100	72
News America Inc.	6.200%	12/15/34	4,775	3,315
News America Inc.	6.400%	12/15/35	6,150	4,536
Omnicom Group Inc.	5.900%	4/15/16	225	197
Pacific Bell	7.125%	3/15/26	425	417
Qwest Communications International Inc.	7.875%	9/1/11	1,375	1,354
Qwest Communications International Inc.	8.875%	3/15/12	1,500	1,481
Qwest Communications International Inc.	7.500%	10/1/14	2,425	2,207
Qwest Communications International Inc.	6.500%	6/1/17	1,000	835

R.R. Donnelley & Sons Co.	4.950%	5/15/10	1,000	959
R.R. Donnelley & Sons Co.	5.625%	1/15/12	500	412
R.R. Donnelley & Sons Co.	4.950%	4/1/14	350	267
R.R. Donnelley & Sons Co.	5.500%	5/15/15	375	245
Reed Elsevier Capital	4.625%	6/15/12	350	322
Reed Elsevier Capital	7.750%	1/15/14	1,125	1,137
Reed Elsevier Capital	8.625%	1/15/19	1,100	1,132
Rogers Communications Inc.	7.250%	12/15/12	850	880
Rogers Communications Inc.	6.375%	3/1/14	4,425	4,464
Rogers Communications Inc.	5.500%	3/15/14	1,500	1,474
Rogers Communications Inc.	6.800%	8/15/18	2,750	2,733
Rogers Communications Inc.	7.500%	8/15/38	100	99
TCI Communications, Inc.	8.750%	8/1/15	4,000	4,306
TCI Communications, Inc.	7.875%	2/15/26	200	184
Tele-Communications, Inc.	7.875%	8/1/13	4,400	4,577
Telecom Italia Capital	4.875%	10/1/10	750	740
Telecom Italia Capital	6.200%	7/18/11	2,575	2,523
Telecom Italia Capital	5.250%	11/15/13	1,825	1,653
Telecom Italia Capital	4.950%	9/30/14	1,000	867
Telecom Italia Capital	5.250%	10/1/15	2,075	1,756
Telecom Italia Capital	6.999%	6/4/18	200	181
Telecom Italia Capital	6.375%	11/15/33	2,050	1,466
Telecom Italia Capital	6.000%	9/30/34	200	137
Telecom Italia Capital	7.200%	7/18/36	925	739
Telecom Italia Capital	7.721%	6/4/38	325	272
Telefonica Emisiones SAU	5.984%	6/20/11	2,350	2,427
Telefonica Emisiones SAU	5.855%	2/4/13	525	544
Telefonica Emisiones SAU	6.421%	6/20/16	4,375	4,525
Telefonica Emisiones SAU	7.045%	6/20/36	1,875	1,914
Telefonica Europe BV	7.750%	9/15/10	3,150	3,300
Telefonica Europe BV	8.250%	9/15/30	1,375	1,581
Telefonos de Mexico SA	5.500%	1/27/15	4,900	4,520
Telus Corp.	8.000%	6/1/11	1,300	1,354
Thomson Corp.	6.200%	1/5/12	1,400	1,378
Thomson Corp.	5.700%	10/1/14	2,475	2,464
Thomson Corp.	6.500%	7/15/18	225	210
Thomson Corp.	5.500%	8/15/35	1,425	1,011
Thomson Reuters Corp.	5.950%	7/15/13	625	612
Time Warner Cable Inc.	5.400%	7/2/12	1,750	1,694
Time Warner Cable Inc.	6.200%	7/1/13	2,275	2,221
Time Warner Cable Inc.	8.250%	2/14/14	1,125	1,177
Time Warner Cable Inc.	7.500%	4/1/14	1,350	1,381
Time Warner Cable Inc.	5.850%	5/1/17	4,750	4,260
Time Warner Cable Inc.	6.750%	7/1/18	3,950	3,709
Time Warner Cable Inc.	8.750%	2/14/19	1,825	1,945
Time Warner Cable Inc.	8.250%	4/1/19	1,100	1,132
Time Warner Cable Inc.	6.550%	5/1/37	800	674
Time Warner Cable Inc.	7.300%	7/1/38	100	90
Time Warner Entertainment	10.150%	5/1/12	275	287
Time Warner Entertainment	8.875%	10/1/12	375	386
Time Warner Entertainment	8.375%	3/15/23	700	664
Time Warner Entertainment	8.375%	7/15/33	2,425	2,319
US Cellular	6.700%	12/15/33	925	703
US West Communications Group	7.500%	6/15/23	1,150	868
US West Communications Group	6.875%	9/15/33	1,575	1,032

	Verizon Communications Corp.	5.350%	2/15/11	1,750	1,793
	Verizon Communications Corp.	5.250%	4/15/13	1,175	1,210
	Verizon Communications Corp.	5.550%	2/15/16	3,025	2,969
	Verizon Communications Corp.	5.500%	2/15/18	4,750	4,578
	Verizon Communications Corp.	8.750%	11/1/18	1,525	1,740
	Verizon Communications Corp.	6.350%	4/1/19	3,525	3,479
	Verizon Communications Corp.	6.250%	4/1/37	525	462
	Verizon Communications Corp.	6.400%	2/15/38	1,775	1,621
	Verizon Communications Corp.	6.900%	4/15/38	100	95
	Verizon Communications Corp.	8.950%	3/1/39	3,500	4,003
	Verizon Communications Corp.	7.350%	4/1/39	4,300	4,192
	Verizon Global Funding Corp.	7.250%	12/1/10	175	185
	Verizon Global Funding Corp.	6.875%	6/15/12	4,750	5,070
	Verizon Global Funding Corp.	7.375%	9/1/12	1,700	1,851
	Verizon Global Funding Corp.	4.375%	6/1/13	200	200
	Verizon Global Funding Corp.	4.900%	9/15/15	300	288
	Verizon Global Funding Corp.	7.750%	12/1/30	1,975	2,090
	Verizon Global Funding Corp.	5.850%	9/15/35	4,475	3,829
	Verizon Maryland, Inc.	6.125%	3/1/12	100	102
	Verizon Maryland, Inc.	5.125%	6/15/33	125	93
	Verizon New England, Inc.	6.500%	9/15/11	1,250	1,298
	Verizon New Jersey, Inc.	5.875%	1/17/12	1,700	1,721
	Verizon New York, Inc.	6.875%	4/1/12	825	846
	Verizon New York, Inc.	7.375%	4/1/32	575	541
	Verizon Pennsylvania, Inc.	5.650%	11/15/11	2,650	2,727
	Verizon Virginia, Inc.	4.625%	3/15/13	1,650	1,609
4	Verizon Wireless Capital	5.250%	2/1/12	2,675	2,703
4	Verizon Wireless Capital	7.375%	11/15/13	8,425	9,066
4	Verizon Wireless Capital	8.500%	11/15/18	3,550	4,084
4	Verizon Wireless Captial	5.550%	2/1/14	3,550	3,559
	Vodafone AirTouch PLC	7.875%	2/15/30	1,275	1,432
	Vodafone Group PLC	5.350%	2/27/12	825	846
	Vodafone Group PLC	5.000%	12/16/13	400	405
	Vodafone Group PLC	5.375%	1/30/15	1,275	1,270
	Vodafone Group PLC	5.000%	9/15/15	425	413
	Vodafone Group PLC	5.750%	3/15/16	1,700	1,695
	Vodafone Group PLC	5.625%	2/27/17	3,850	3,788
	Vodafone Group PLC	6.250%	11/30/32	2,325	2,225
	Vodafone Group PLC	6.150%	2/27/37	1,025	951
	Washington Post Co.	7.250%	2/1/19	775	779
	WPP Finance USA Corp.	5.875%	6/15/14	1,000	786
	Consumer Cyclical (1.0%)
	Best Buy Co.	6.750%	7/15/13	2,750	2,646
	Brinker International Inc.	5.750%	6/1/14	450	338
	Costco Wholesale Corp.	5.500%	3/15/17	2,950	3,069
	CVS Caremark Corp.	5.750%	8/15/11	650	684
	CVS Caremark Corp.	4.875%	9/15/14	675	673
	CVS Caremark Corp.	5.750%	6/1/17	625	606
	CVS Caremark Corp.	6.250%	6/1/27	4,850	4,450
2	CVS Caremark Corp.	6.302%	6/1/37	1,350	805
	DaimlerChrysler North America Holding Corp.	4.875%	6/15/10	475	463
	DaimlerChrysler North America Holding Corp.	8.000%	6/15/10	375	378
	DaimlerChrysler North America Holding Corp.	5.875%	3/15/11	200	193
	DaimlerChrysler North America Holding Corp.	5.750%	9/8/11	3,050	2,883

DaimlerChrysler North America Holding Corp.	7.300%	1/15/12	5,975	5,743
DaimlerChrysler North America Holding Corp.	6.500%	11/15/13	4,250	3,883
DaimlerChrysler North America Holding Corp.	8.500%	1/18/31	2,275	2,074
Darden Restaurants Inc.	5.625%	10/15/12	1,450	1,367
Darden Restaurants Inc.	6.200%	10/15/17	2,125	1,750
Darden Restaurants Inc.	6.800%	10/15/37	825	571
Federated Retail Holding	5.350%	3/15/12	1,075	850
Federated Retail Holding	5.900%	12/1/16	3,475	2,209
Home Depot Inc.	4.625%	8/15/10	2,375	2,385
Home Depot Inc.	5.200%	3/1/11	325	331
Home Depot Inc.	5.250%	12/16/13	2,950	2,855
Home Depot Inc.	5.400%	3/1/16	1,275	1,146
Home Depot Inc.	5.875%	12/16/36	2,000	1,410
J.C. Penney Co., Inc.	7.950%	4/1/17	1,275	1,038
J.C. Penney Co., Inc.	5.750%	2/15/18	375	260
J.C. Penney Co., Inc.	6.375%	10/15/36	1,925	1,207
J.C. Penney Co., Inc.	7.400%	4/1/37	800	524
Johnson Controls, Inc.	5.250%	1/15/11	925	891
Johnson Controls, Inc.	6.000%	1/15/36	275	153
Kohl's Corp.	6.250%	12/15/17	725	660
Kohl's Corp.	6.000%	1/15/33	250	168
Kohl's Corp.	6.875%	12/15/37	600	443
Lowe's Cos., Inc.	8.250%	6/1/10	200	212
Lowe's Cos., Inc.	5.600%	9/15/12	800	837
Lowe's Cos., Inc.	5.400%	10/15/16	425	432
Lowe's Cos., Inc.	6.100%	9/15/17	750	796
Lowe's Cos., Inc.	6.875%	2/15/28	225	223
Lowe's Cos., Inc.	6.500%	3/15/29	1,050	998
Lowe's Cos., Inc.	5.800%	10/15/36	1,925	1,728
Macy's Retail Holdings Inc.	5.750%	7/15/14	1,150	792
Macy's Retail Holdings Inc.	6.650%	7/15/24	525	280
Macy's Retail Holdings Inc.	6.790%	7/15/27	675	384
Macy's Retail Holdings Inc.	7.000%	2/15/28	375	201
Macys Retail Holdings Inc.	6.625%	4/1/11	725	615
Macys Retail Holdings Inc.	6.900%	4/1/29	1,775	904
Marriott International	4.625%	6/15/12	925	797
Marriott International	5.625%	2/15/13	725	624
Marriott International	6.200%	6/15/16	425	350
Marriott International	6.375%	6/15/17	525	427
McDonald's Corp.	6.000%	4/15/11	850	903
McDonald's Corp.	5.300%	3/15/17	250	263
McDonald's Corp.	5.800%	10/15/17	1,650	1,797
McDonald's Corp.	5.350%	3/1/18	1,625	1,783
McDonald's Corp.	5.000%	2/1/19	925	966
McDonald's Corp.	6.300%	10/15/37	625	649
McDonald's Corp.	6.300%	3/1/38	425	442
McDonald's Corp.	5.700%	2/1/39	725	694
MDC Holdings Inc.	5.500%	5/15/13	750	673
Nordstrom, Inc.	6.250%	1/15/18	475	376
Nordstrom, Inc.	6.950%	3/15/28	375	252
Nordstrom, Inc.	7.000%	1/15/38	400	276
Paccar Inc.	6.875%	2/15/14	1,075	1,116
Staples Inc.	7.750%	4/1/11	625	641
Staples Inc.	9.750%	1/15/14	1,000	1,042
Target Corp.	7.500%	8/15/10	475	508

Target Corp.	6.350%	1/15/11	600	636
Target Corp.	5.875%	3/1/12	1,600	1,700
Target Corp.	5.125%	1/15/13	350	363
Target Corp.	4.000%	6/15/13	500	504
Target Corp.	5.875%	7/15/16	3,575	3,691
Target Corp.	5.375%	5/1/17	100	99
Target Corp.	6.000%	1/15/18	2,525	2,533
Target Corp.	7.000%	7/15/31	1,025	1,029
Target Corp.	6.350%	11/1/32	1,600	1,505
Target Corp.	6.500%	10/15/37	1,675	1,570
Target Corp.	7.000%	1/15/38	1,625	1,536
The Walt Disney Co.	5.700%	7/15/11	4,125	4,426
The Walt Disney Co.	6.375%	3/1/12	525	568
The Walt Disney Co.	4.700%	12/1/12	100	103
The Walt Disney Co.	4.500%	12/15/13	2,100	2,145
The Walt Disney Co.	5.625%	9/15/16	2,025	2,105
The Walt Disney Co.	5.875%	12/15/17	1,625	1,697
The Walt Disney Co.	7.000%	3/1/32	325	371
Time Warner, Inc.	6.750%	4/15/11	2,225	2,297
Time Warner, Inc.	5.500%	11/15/11	1,475	1,466
Time Warner, Inc.	6.875%	5/1/12	1,650	1,681
Time Warner, Inc.	9.125%	1/15/13	825	868
Time Warner, Inc.	5.875%	11/15/16	2,525	2,390
Time Warner, Inc.	9.150%	2/1/23	2,600	2,650
Time Warner, Inc.	7.570%	2/1/24	325	286
Time Warner, Inc.	6.950%	1/15/28	100	87
Time Warner, Inc.	6.625%	5/15/29	2,450	2,053
Time Warner, Inc.	7.625%	4/15/31	2,700	2,355
Time Warner, Inc.	7.700%	5/1/32	1,525	1,338
Time Warner, Inc.	6.500%	11/15/36	1,900	1,591
Toll Brothers, Inc.	6.875%	11/15/12	200	190
Toll Brothers, Inc.	5.950%	9/15/13	100	89
Toll Brothers, Inc.	5.150%	5/15/15	925	778
Toyota Motor Credit Corp.	4.350%	12/15/10	1,300	1,329
Toyota Motor Credit Corp.	5.450%	5/18/11	925	967
VF Corp.	5.950%	11/1/17	725	693
VF Corp.	6.450%	11/1/37	725	631
Viacom Inc.	5.750%	4/30/11	625	608
Viacom Inc.	6.250%	4/30/16	1,550	1,350
Viacom Inc.	6.125%	10/5/17	875	757
Viacom Inc.	6.875%	4/30/36	100	73
Wal-Mart Stores, Inc.	4.125%	7/1/10	1,275	1,314
Wal-Mart Stores, Inc.	4.750%	8/15/10	1,650	1,726
Wal-Mart Stores, Inc.	4.125%	2/15/11	5,475	5,733
Wal-Mart Stores, Inc.	4.250%	4/15/13	25	26
Wal-Mart Stores, Inc.	4.550%	5/1/13	1,525	1,618
Wal-Mart Stores, Inc.	7.250%	6/1/13	375	434
Wal-Mart Stores, Inc.	4.500%	7/1/15	1,200	1,275
Wal-Mart Stores, Inc.	5.375%	4/5/17	575	613
Wal-Mart Stores, Inc.	5.800%	2/15/18	1,000	1,093
Wal-Mart Stores, Inc.	5.875%	4/5/27	5,425	5,554
Wal-Mart Stores, Inc.	7.550%	2/15/30	3,400	3,981
Wal-Mart Stores, Inc.	5.250%	9/1/35	1,325	1,192
Wal-Mart Stores, Inc.	6.500%	8/15/37	3,200	3,322
Wal-Mart Stores, Inc.	6.200%	4/15/38	550	560

Walgreen Co.	4.875%	8/1/13	3,375	3,585
Walgreen Co.	5.250%	1/15/19	1,250	1,252
Western Union Co.	5.400%	11/17/11	150	152
Western Union Co.	6.500%	2/26/14	2,850	2,892
Western Union Co.	5.930%	10/1/16	1,650	1,523
Western Union Co.	6.200%	11/17/36	850	684
Wyndham Worldwide	6.000%	12/1/16	1,700	850
Yum! Brands, Inc.	8.875%	4/15/11	850	907
Yum! Brands, Inc.	7.700%	7/1/12	700	732
Yum! Brands, Inc.	6.250%	4/15/16	100	95
Yum! Brands, Inc.	6.250%	3/15/18	700	655
Yum! Brands, Inc.	6.875%	11/15/37	2,625	2,203
Consumer Noncyclical (2.4%)
Abbott Laboratories	3.750%	3/15/11	1,550	1,603
Abbott Laboratories	5.600%	5/15/11	2,025	2,175
Abbott Laboratories	5.150%	11/30/12	925	1,000
Abbott Laboratories	4.350%	3/15/14	1,775	1,860
Abbott Laboratories	5.875%	5/15/16	4,600	4,886
Abbott Laboratories	5.600%	11/30/17	3,975	4,160
Abbott Laboratories	5.125%	4/1/19	400	403
Abbott Laboratories	6.150%	11/30/37	950	968
Abbott Laboratories	6.000%	4/1/39	500	496
Allergan Inc.	5.750%	4/1/16	350	337
Altria Group, Inc.	8.500%	11/10/13	6,175	6,762
Altria Group, Inc.	9.700%	11/10/18	925	1,007
Altria Group, Inc.	9.250%	8/6/19	3,200	3,423
Altria Group, Inc.	9.950%	11/10/38	1,575	1,573
Altria Group, Inc.	10.200%	2/6/39	4,100	4,172
AmerisourceBergen Corp.	5.625%	9/15/12	375	369
AmerisourceBergen Corp.	5.875%	9/15/15	2,175	2,030
Amgen Inc.	4.850%	11/18/14	1,475	1,526
Amgen Inc.	5.850%	6/1/17	5,100	5,256
Amgen Inc.	5.700%	2/1/19	1,175	1,199
Amgen Inc.	6.375%	6/1/37	1,150	1,108
Amgen Inc.	6.400%	2/1/39	2,025	1,944
Anheuser-Busch Cos., Inc.	6.000%	4/15/11	525	533
Anheuser-Busch Cos., Inc.	4.375%	1/15/13	1,150	1,108
Anheuser-Busch Cos., Inc.	5.600%	3/1/17	1,375	1,261
Anheuser-Busch Cos., Inc.	5.500%	1/15/18	2,950	2,648
Anheuser-Busch Cos., Inc.	6.800%	8/20/32	650	564
Anheuser-Busch Cos., Inc.	5.750%	4/1/36	1,500	1,121
Archer-Daniels-Midland Co.	8.375%	4/15/17	100	115
Archer-Daniels-Midland Co.	5.450%	3/15/18	2,625	2,619
Archer-Daniels-Midland Co.	7.000%	2/1/31	950	1,003
Archer-Daniels-Midland Co.	5.935%	10/1/32	1,400	1,303
Archer-Daniels-Midland Co.	5.375%	9/15/35	1,750	1,530
Archer-Daniels-Midland Co.	6.450%	1/15/38	525	531
AstraZeneca PLC	5.400%	9/15/12	2,050	2,185
AstraZeneca PLC	5.400%	6/1/14	925	986
AstraZeneca PLC	5.900%	9/15/17	3,800	4,028
AstraZeneca PLC	6.450%	9/15/37	4,575	4,719
Baxter Finco, BV	4.750%	10/15/10	1,700	1,758
Baxter International, Inc.	5.900%	9/1/16	700	737
Baxter International, Inc.	6.250%	12/1/37	1,050	1,084

Biogen Idec Inc.	6.000%	3/1/13	400	402
Biogen Idec Inc.	6.875%	3/1/18	3,775	3,700
Bottling Group LLC	4.625%	11/15/12	4,350	4,508
Bottling Group LLC	5.000%	11/15/13	2,600	2,737
Bottling Group LLC	6.950%	3/15/14	1,875	2,126
Bottling Group LLC	5.500%	4/1/16	1,750	1,851
Bristol-Myers Squibb Co.	5.250%	8/15/13	375	397
Bristol-Myers Squibb Co.	5.450%	5/1/18	700	713
Bristol-Myers Squibb Co.	7.150%	6/15/23	100	110
Bristol-Myers Squibb Co.	6.800%	11/15/26	100	106
Bristol-Myers Squibb Co.	5.875%	11/15/36	1,275	1,227
Bristol-Myers Squibb Co.	6.125%	5/1/38	625	622
Bristol-Myers Squibb Co.	6.875%	8/1/97	275	273
Bunge Ltd. Finance Corp.	5.100%	7/15/15	500	390
C.R. Bard, Inc.	6.700%	12/1/26	1,575	1,665
Campbell Soup Co.	6.750%	2/15/11	1,725	1,864
Cardinal Health, Inc.	5.650%	6/15/12	150	148
Cardinal Health, Inc.	4.000%	6/15/15	100	84
Cardinal Health, Inc.	5.800%	10/15/16	600	544
Cardinal Health, Inc.	5.850%	12/15/17	425	381
Cia. Brasil de Bebidas AmBev	10.500%	12/15/11	1,100	1,232
Cia. Brasil de Bebidas AmBev	8.750%	9/15/13	1,250	1,372
Clorox Co.	4.200%	1/15/10	425	430
Clorox Co.	5.450%	10/15/12	200	206
Clorox Co.	5.000%	1/15/15	525	529
Coca-Cola Co.	5.350%	11/15/17	2,325	2,477
Coca-Cola Co.	4.875%	3/15/19	4,225	4,239
Coca-Cola Enterprises Inc.	5.000%	8/15/13	2,600	2,703
Coca-Cola Enterprises Inc.	7.375%	3/3/14	2,325	2,639
Coca-Cola Enterprises Inc.	8.500%	2/1/22	3,125	3,609
Coca-Cola Enterprises Inc.	8.000%	9/15/22	325	363
Coca-Cola Enterprises Inc.	7.000%	10/1/26	1,175	1,216
Coca-Cola Enterprises Inc.	6.950%	11/15/26	900	927
Coca-Cola Enterprises Inc.	6.750%	9/15/28	400	404
Coca-Cola HBC Finance BV	5.125%	9/17/13	325	332
ConAgra Foods, Inc.	7.875%	9/15/10	1,450	1,526
ConAgra Foods, Inc.	6.750%	9/15/11	200	211
ConAgra Foods, Inc.	5.819%	6/15/17	225	214
ConAgra Foods, Inc.	7.125%	10/1/26	325	314
ConAgra Foods, Inc.	7.000%	10/1/28	225	214
ConAgra Foods, Inc.	8.250%	9/15/30	425	444
Covidien International	5.450%	10/15/12	725	746
Covidien International	6.000%	10/15/17	1,175	1,192
Covidien International	6.550%	10/15/37	1,350	1,322
Delhaize America Inc.	5.875%	2/1/14	1,225	1,223
Delhaize America Inc.	9.000%	4/15/31	625	662
Diageo Capital PLC	7.250%	11/1/09	100	103
Diageo Capital PLC	4.375%	5/3/10	325	332
Diageo Capital PLC	5.200%	1/30/13	2,325	2,371
Diageo Capital PLC	7.375%	1/15/14	2,500	2,767
Diageo Capital PLC	5.500%	9/30/16	425	430
Diageo Capital PLC	5.750%	10/23/17	2,200	2,234
Diageo Capital PLC	5.875%	9/30/36	200	195
Diageo Finance BV	5.300%	10/28/15	1,750	1,758
Dr. Pepper Snapple Group	6.120%	5/1/13	475	466

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

Dr. Pepper Snapple Group	6.820%	5/1/18	1,425	1,346
Dr. Pepper Snapple Group	7.450%	5/1/38	375	329
Eli Lilly & Co.	3.550%	3/6/12	725	745
Eli Lilly & Co.	6.000%	3/15/12	675	740
Eli Lilly & Co.	4.200%	3/6/14	100	103
Eli Lilly & Co.	5.200%	3/15/17	2,625	2,688
Eli Lilly & Co.	5.500%	3/15/27	1,800	1,709
Eli Lilly & Co.	5.550%	3/15/37	200	188
Estee Lauder Ace Trust I	6.000%	5/15/37	200	150
Fortune Brands Inc.	5.125%	1/15/11	1,150	1,136
Fortune Brands Inc.	5.375%	1/15/16	200	172
Fortune Brands Inc.	5.875%	1/15/36	800	534
Genentech Inc.	4.400%	7/15/10	375	383
Genentech Inc.	4.750%	7/15/15	675	676
Genentech Inc.	5.250%	7/15/35	900	753
General Mills, Inc.	6.000%	2/15/12	2,950	3,104
General Mills, Inc.	5.650%	9/10/12	625	657
General Mills, Inc.	5.250%	8/15/13	1,350	1,401
General Mills, Inc.	5.200%	3/17/15	1,900	1,926
General Mills, Inc.	5.700%	2/15/17	3,375	3,454
GlaxoSmithKline Capital Inc.	4.850%	5/15/13	3,475	3,611
GlaxoSmithKline Capital Inc.	4.375%	4/15/14	100	101
GlaxoSmithKline Capital Inc.	5.650%	5/15/18	4,425	4,568
GlaxoSmithKline Capital Inc.	5.375%	4/15/34	950	849
GlaxoSmithKline Capital Inc.	6.375%	5/15/38	4,950	4,971
Grand Metropolitan Investment Corp.	9.000%	8/15/11	575	640
Grand Metropolitan Investment Corp.	7.450%	4/15/35	200	195
H.J. Heinz Co.	6.625%	7/15/11	1,875	1,989
H.J. Heinz Co.	5.350%	7/15/13	625	647
H.J. Heinz Co.	6.750%	3/15/32	1,075	1,016
Hasbro Inc.	6.300%	9/15/17	1,850	1,672
Hershey Foods Corp.	5.450%	9/1/16	375	373
Hospira, Inc.	5.900%	6/15/14	450	429
Hospira, Inc.	6.050%	3/30/17	100	89
Johnson & Johnson	5.150%	8/15/12	2,225	2,426
Johnson & Johnson	3.800%	5/15/13	1,050	1,103
Johnson & Johnson	5.550%	8/15/17	400	444
Johnson & Johnson	5.150%	7/15/18	475	514
Johnson & Johnson	6.950%	9/1/29	1,300	1,518
Johnson & Johnson	4.950%	5/15/33	1,475	1,412
Johnson & Johnson	5.950%	8/15/37	1,700	1,806
Johnson & Johnson	5.850%	7/15/38	1,550	1,614
Kellogg Co.	6.600%	4/1/11	3,700	3,945
Kellogg Co.	5.125%	12/3/12	1,475	1,552
Kellogg Co.	4.250%	3/6/13	1,250	1,270
Kimberly-Clark Corp.	5.625%	2/15/12	900	953
Kimberly-Clark Corp.	4.875%	8/15/15	1,625	1,638
Kimberly-Clark Corp.	6.125%	8/1/17	2,400	2,611
Kimberly-Clark Corp.	6.625%	8/1/37	200	224
Kraft Foods, Inc.	4.125%	11/12/09	100	101
Kraft Foods, Inc.	5.625%	11/1/11	6,875	7,138
Kraft Foods, Inc.	6.250%	6/1/12	1,200	1,272
Kraft Foods, Inc.	6.000%	2/11/13	2,950	3,105
Kraft Foods, Inc.	5.250%	10/1/13	100	106

Kraft Foods, Inc. 6.750% 2/19/14 100 109

Kraft Foods, Inc.	6.500%	8/11/17	3,725	3,850
Kraft Foods, Inc.	6.125%	2/1/18	100	100
Kraft Foods, Inc.	6.125%	8/23/18	1,900	1,906
Kraft Foods, Inc.	6.500%	11/1/31	2,675	2,506
Kraft Foods, Inc.	7.000%	8/11/37	3,575	3,526
Kraft Foods, Inc.	6.875%	1/26/39	950	919
Kroger Co.	6.800%	4/1/11	850	895
Kroger Co.	6.750%	4/15/12	100	106
Kroger Co.	6.200%	6/15/12	1,825	1,903
Kroger Co.	5.500%	2/1/13	425	428
Kroger Co.	5.000%	4/15/13	1,050	1,035
Kroger Co.	4.950%	1/15/15	850	816
Kroger Co.	6.400%	8/15/17	200	203
Kroger Co.	6.800%	12/15/18	1,125	1,159
Kroger Co.	6.150%	1/15/20	1,250	1,232
Kroger Co.	7.700%	6/1/29	2,400	2,617
Kroger Co.	8.000%	9/15/29	450	500
Kroger Co.	7.500%	4/1/31	625	681
Kroger Co.	6.900%	4/15/38	625	648
Laboratory Corp. of America	5.500%	2/1/13	425	404
Laboratory Corp. of America	5.625%	12/15/15	725	651
McKesson Corp.	7.750%	2/1/12	325	346
McKesson Corp.	5.250%	3/1/13	3,050	3,013
Medco Health Solutions	6.125%	3/15/13	100	99
Medco Health Solutions	7.250%	8/15/13	500	515
Medco Health Solutions	7.125%	3/15/18	2,225	2,204
Medtronic Inc.	4.750%	9/15/15	1,400	1,382
Merck & Co.	5.125%	11/15/11	725	777
Merck & Co.	4.375%	2/15/13	1,125	1,209
Merck & Co.	4.750%	3/1/15	925	957
Merck & Co.	6.400%	3/1/28	1,175	1,193
Merck & Co.	5.950%	12/1/28	700	679
Merck & Co.	5.750%	11/15/36	325	311
Molson Coors Capital Finance	4.850%	9/22/10	525	532
Newell Rubbermaid, Inc.	4.000%	5/1/10	525	508
Novartis Capital Corp.	4.125%	2/10/14	5,775	5,925
Novartis Securities Investment Ltd.	5.125%	2/10/19	4,275	4,339
Pepsi Bottling Group, Inc.	7.000%	3/1/29	1,275	1,412
PepsiAmericas Inc.	5.750%	7/31/12	875	914
PepsiAmericas Inc.	4.375%	2/15/14	75	75
PepsiAmericas Inc.	4.875%	1/15/15	100	100
PepsiAmericas Inc.	5.000%	5/15/17	1,225	1,220
Pepsico, Inc.	5.150%	5/15/12	675	725
Pepsico, Inc.	4.650%	2/15/13	2,800	2,989
Pepsico, Inc.	3.750%	3/1/14	5,725	5,854
Pepsico, Inc.	5.000%	6/1/18	2,775	2,882
Pepsico, Inc.	7.900%	11/1/18	625	765
Pfizer, Inc.	4.450%	3/15/12	9,150	9,422
Pfizer, Inc.	5.350%	3/15/15	4,550	4,811
Pfizer, Inc.	6.200%	3/15/19	6,000	6,423
Pfizer, Inc.	7.200%	3/15/39	3,150	3,412
Pharmacia Corp.	6.500%	12/1/18	200	217
Pharmacia Corp.	6.600%	12/1/28	425	443
Philip Morris International Inc	5.650%	5/16/18	2,775	2,798
Philip Morris International Inc.	4.875%	5/16/13	2,725	2,768

	Philip Morris International Inc.	6.875%	3/17/14	3,500	3,785
	Philip Morris International Inc.	6.375%	5/16/38	2,300	2,244
	Philips Electronics NV	4.625%	3/11/13	1,175	1,170
	Philips Electronics NV	5.750%	3/11/18	2,950	2,903
	Philips Electronics NV	6.875%	3/11/38	1,325	1,287
	Procter & Gamble Co.	4.600%	1/15/14	1,300	1,383
	Procter & Gamble Co.	4.950%	8/15/14	575	621
	Procter & Gamble Co.	3.500%	2/15/15	1,825	1,825
	Procter & Gamble Co.	4.700%	2/15/19	1,600	1,628
	Procter & Gamble Co.	6.450%	1/15/26	1,350	1,472
	Procter & Gamble Co.	5.800%	8/15/34	100	103
	Procter & Gamble Co.	5.550%	3/5/37	2,950	3,030
2	Procter & Gamble Co. ESOP	9.360%	1/1/21	3,000	3,776
	Quest Diagnostic, Inc.	5.450%	11/1/15	1,800	1,683
	Quest Diagnostic, Inc.	6.400%	7/1/17	125	119
	Quest Diagnostic, Inc.	6.950%	7/1/37	925	820
	Reynolds American Inc.	6.500%	7/15/10	625	628
	Reynolds American Inc.	7.250%	6/1/12	1,150	1,139
	Reynolds American Inc.	7.250%	6/1/13	1,575	1,500
	Reynolds American Inc.	7.625%	6/1/16	850	736
	Reynolds American Inc.	6.750%	6/15/17	1,275	1,084
	Reynolds American Inc.	7.250%	6/15/37	1,275	918
	Safeway, Inc.	4.950%	8/16/10	800	814
	Safeway, Inc.	6.500%	3/1/11	1,900	1,990
	Safeway, Inc.	5.800%	8/15/12	900	938
	Safeway, Inc.	6.250%	3/15/14	1,350	1,420
	Safeway, Inc.	6.350%	8/15/17	250	257
	Safeway, Inc.	7.250%	2/1/31	1,525	1,646
	Sara Lee Corp.	6.125%	11/1/32	100	84
	Schering-Plough Corp.	5.550%	12/1/13	325	341
	Schering-Plough Corp.	6.000%	9/15/17	2,300	2,371
	Schering-Plough Corp.	6.750%	12/1/33	2,225	2,346
	Schering-Plough Corp.	6.550%	9/15/37	525	545
	Sysco Corp.	4.200%	2/12/13	575	591
	Sysco Corp.	5.250%	2/12/18	3,325	3,376
	Sysco Corp.	5.375%	9/21/35	1,225	1,130
	Teva Pharmaceutical Finance LLC	5.550%	2/1/16	325	340
	Teva Pharmaceutical Finance LLC	6.150%	2/1/36	2,425	2,242
	Unilever Capital Corp.	7.125%	11/1/10	2,900	3,117
	Unilever Capital Corp.	3.650%	2/15/14	1,350	1,360
	Unilever Capital Corp.	4.800%	2/15/19	600	598
	UST, Inc.	6.625%	7/15/12	200	204
	UST, Inc.	5.750%	3/1/18	875	772
	Whirlpool Corp.	5.500%	3/1/13	3,550	2,937
	Wyeth	6.950%	3/15/11	700	748
	Wyeth	5.500%	3/15/13	2,750	2,889
	Wyeth	5.500%	2/1/14	1,350	1,423
	Wyeth	5.500%	2/15/16	5,375	5,504
	Wyeth	5.450%	4/1/17	850	854
	Wyeth	6.450%	2/1/24	475	480
	Wyeth	6.500%	2/1/34	925	927
	Wyeth	6.000%	2/15/36	1,475	1,394
	Wyeth	5.950%	4/1/37	2,325	2,189
	Energy (1.1%)

Alberta Energy Co. Ltd.	7.375%	11/1/31	300	265
Amerada Hess Corp.	6.650%	8/15/11	1,600	1,633
Amerada Hess Corp.	7.875%	10/1/29	1,800	1,602
Amerada Hess Corp.	7.125%	3/15/33	1,375	1,122
Anadarko Finance Co.	6.750%	5/1/11	1,075	1,085
Anadarko Finance Co.	7.500%	5/1/31	200	156
Anadarko Petroleum Corp.	5.950%	9/15/16	1,475	1,265
Anadarko Petroleum Corp.	6.450%	9/15/36	2,100	1,454
Apache Corp.	6.250%	4/15/12	650	691
Apache Corp.	5.250%	4/15/13	250	261
Apache Corp.	6.000%	9/15/13	1,750	1,880
Apache Corp.	5.625%	1/15/17	225	229
Apache Corp.	6.900%	9/15/18	3,100	3,385
Apache Corp.	6.000%	1/15/37	1,450	1,400
Apache Finance Canada Corp.	7.750%	12/15/29	350	376
Baker Hughes, Inc.	7.500%	11/15/18	325	368
Baker Hughes, Inc.	6.875%	1/15/29	250	256
BJ Services Co.	6.000%	6/1/18	800	750
BP Capital Markets PLC	3.125%	3/10/12	200	202
BP Capital Markets PLC	5.250%	11/7/13	3,750	4,014
BP Capital Markets PLC	3.875%	3/10/15	100	100
BP Capital Markets PLC	4.750%	3/10/19	4,600	4,539
Burlington Resources, Inc.	6.680%	2/15/11	1,175	1,258
Burlington Resources, Inc.	6.500%	12/1/11	1,125	1,225
Burlington Resources, Inc.	7.200%	8/15/31	250	255
Burlington Resources, Inc.	7.400%	12/1/31	1,350	1,409
Cameron International Corp.	6.375%	7/15/18	225	194
Cameron International Corp.	7.000%	7/15/38	100	76
Canadian Natural Resources	5.450%	10/1/12	1,175	1,141
Canadian Natural Resources	5.150%	2/1/13	450	429
Canadian Natural Resources	4.900%	12/1/14	1,450	1,286
Canadian Natural Resources	6.000%	8/15/16	1,150	1,060
Canadian Natural Resources	7.200%	1/15/32	1,500	1,323
Canadian Natural Resources	6.450%	6/30/33	1,750	1,375
Canadian Natural Resources	6.500%	2/15/37	2,175	1,657
Canadian Natural Resources	6.250%	3/15/38	525	405
Canadian Natural Resources	6.750%	2/1/39	250	199
Chevron Corp.	3.450%	3/3/12	1,525	1,573
Chevron Corp.	3.950%	3/3/14	2,475	2,542
Chevron Corp.	4.950%	3/3/19	2,400	2,470
Conoco Funding Co.	6.350%	10/15/11	3,825	4,126
Conoco Funding Co.	7.250%	10/15/31	150	152
Conoco, Inc.	6.950%	4/15/29	350	350
ConocoPhillips	8.750%	5/25/10	500	538
ConocoPhillips	4.750%	2/1/14	1,475	1,533
ConocoPhillips	5.750%	2/1/19	4,800	4,824
ConocoPhillips	5.900%	10/15/32	425	384
ConocoPhillips	6.500%	2/1/39	100	97
ConocoPhillips Canada	5.300%	4/15/12	1,500	1,573
ConocoPhillips Canada	5.625%	10/15/16	4,525	4,700
ConocoPhillips Canada	5.950%	10/15/36	1,025	910
Devon Energy Corp.	5.625%	1/15/14	1,125	1,140
Devon Energy Corp.	7.950%	4/15/32	1,425	1,485
Devon Financing Corp.	6.875%	9/30/11	2,575	2,697
Devon Financing Corp.	7.875%	9/30/31	2,075	2,122

	Diamond Offshore Drilling	4.875%	7/1/15	225	215
	Encana Corp.	5.900%	12/1/17	2,100	1,975
	Encana Corp.	6.500%	8/15/34	2,550	2,087
	Encana Corp.	6.625%	8/15/37	825	719
	Encana Holdings Finance Corp.	5.800%	5/1/14	625	614
	EOG Resources Inc.	6.125%	10/1/13	325	349
	EOG Resources Inc.	5.875%	9/15/17	1,900	1,931
	Global Marine, Inc.	7.000%	6/1/28	850	751
	Halliburton Co.	5.500%	10/15/10	1,000	1,042
	Halliburton Co.	6.150%	9/15/19	550	559
	Halliburton Co.	6.700%	9/15/38	3,100	2,837
	Halliburton Co.	7.450%	9/15/39	100	100
	Hess Corp.	8.125%	2/15/19	3,500	3,605
	Husky Energy Inc.	6.250%	6/15/12	675	664
	Husky Energy Inc.	6.150%	6/15/19	200	173
	Husky Energy Inc.	6.800%	9/15/37	700	537
	Kerr McGee Corp.	6.875%	9/15/11	1,700	1,722
	Kerr McGee Corp.	6.950%	7/1/24	2,900	2,231
	Kerr McGee Corp.	7.875%	9/15/31	650	555
	Lasmo Inc.	7.300%	11/15/27	125	133
	Marathon Oil Corp.	6.125%	3/15/12	700	713
	Marathon Oil Corp.	6.000%	7/1/12	875	901
	Marathon Oil Corp.	6.000%	10/1/17	3,750	3,540
	Marathon Oil Corp.	5.900%	3/15/18	2,825	2,606
	Marathon Oil Corp.	6.600%	10/1/37	100	79
	Nabors Industries Inc.	6.150%	2/15/18	2,575	2,042
4	Nabors Industries Inc.	9.250%	1/15/19	975	937
	Nexen, Inc.	5.050%	11/20/13	1,575	1,439
	Nexen, Inc.	5.650%	5/15/17	675	566
	Nexen, Inc.	7.875%	3/15/32	275	231
	Nexen, Inc.	5.875%	3/10/35	100	66
	Nexen, Inc.	6.400%	5/15/37	2,850	2,017
	Noble Energy, Inc.	8.250%	3/1/19	3,000	3,085
	Noble Energy, Inc.	8.000%	4/1/27	100	92
	Norsk Hydro	7.250%	9/23/27	1,500	1,654
	Norsk Hydro	7.150%	1/15/29	825	890
	Occidental Petroleum	4.250%	3/15/10	300	307
	Occidental Petroleum	6.750%	1/15/12	1,575	1,688
	PanCanadian Energy Corp.	7.200%	11/1/31	1,675	1,448
	Petro-Canada	4.000%	7/15/13	1,250	1,147
	Petro-Canada	7.875%	6/15/26	400	343
	Petro-Canada	7.000%	11/15/28	400	310
	Petro-Canada	5.350%	7/15/33	1,350	862
	Petro-Canada	5.950%	5/15/35	2,000	1,373
	Petro-Canada	6.800%	5/15/38	525	392
	Petro-Canada Financial Partnership	5.000%	11/15/14	600	530
	Petro-Canada Financial Partnership	6.050%	5/15/18	775	665
	Questar Market Resources	6.050%	9/1/16	850	749
	Shell International Finance BV	5.625%	6/27/11	375	404
	Shell International Finance BV	4.950%	3/22/12	900	956
	Shell International Finance BV	4.000%	3/21/14	2,750	2,785
	Shell International Finance BV	5.200%	3/22/17	850	880
	Shell International Finance BV	6.375%	12/15/38	3,800	3,984
4	Statoilhydro ASA	6.500%	12/1/28	225	217
	Suncor Energy, Inc.	6.100%	6/1/18	975	832

	Suncor Energy, Inc.	7.150%	2/1/32	425	329
	Suncor Energy, Inc.	5.950%	12/1/34	100	68
	Suncor Energy, Inc.	6.500%	6/15/38	2,100	1,444
	Sunoco, Inc.	4.875%	10/15/14	450	404
	Sunoco, Inc.	5.750%	1/15/17	625	537
	Talisman Energy, Inc.	5.125%	5/15/15	350	305
	Talisman Energy, Inc.	7.250%	10/15/27	200	164
	Talisman Energy, Inc.	5.850%	2/1/37	1,550	1,027
	Tosco Corp.	8.125%	2/15/30	4,525	4,915
	Transocean Inc.	5.250%	3/15/13	1,025	1,022
	Transocean Inc.	6.000%	3/15/18	1,625	1,530
	Transocean Inc.	7.500%	4/15/31	650	613
	Transocean Inc.	6.800%	3/15/38	1,475	1,297
	Valero Energy Corp.	6.875%	4/15/12	4,125	4,145
	Valero Energy Corp.	4.750%	6/15/13	100	92
	Valero Energy Corp.	9.375%	3/15/19	1,300	1,348
	Valero Energy Corp.	7.500%	4/15/32	1,425	1,110
	Valero Energy Corp.	6.625%	6/15/37	1,725	1,227
	Weatherford International Inc.	5.950%	6/15/12	200	192
	Weatherford International Inc.	5.150%	3/15/13	325	300
	Weatherford International Inc.	6.350%	6/15/17	1,375	1,182
	Weatherford International Inc.	6.000%	3/15/18	525	426
	Weatherford International Inc.	9.625%	3/1/19	850	879
	Weatherford International Inc.	6.500%	8/1/36	2,475	1,774
	Weatherford International Inc.	6.800%	6/15/37	475	337
	Weatherford International Inc.	7.000%	3/15/38	425	305
	XTO Energy, Inc.	5.000%	8/1/10	200	201
	XTO Energy, Inc.	5.900%	8/1/12	1,400	1,427
	XTO Energy, Inc.	6.250%	4/15/13	2,050	2,109
	XTO Energy, Inc.	5.750%	12/15/13	1,725	1,753
	XTO Energy, Inc.	4.900%	2/1/14	350	339
	XTO Energy, Inc.	5.000%	1/31/15	450	422
	XTO Energy, Inc.	6.250%	8/1/17	2,775	2,734
	XTO Energy, Inc.	6.500%	12/15/18	1,875	1,881
	XTO Energy, Inc.	6.100%	4/1/36	350	299
	XTO Energy, Inc.	6.750%	8/1/37	1,900	1,741
	XTO Energy, Inc.	6.375%	6/15/38	425	375
	Other Industrial (0.0%)
	Cintas Corp.	6.125%	12/1/17	725	661
	Technology (0.6%)
	Agilent Technologies Inc.	6.500%	11/1/17	2,350	1,957
	Avnet Inc.	6.625%	9/15/16	100	83
	BMC Software Inc.	7.250%	6/1/18	725	650
	Cisco Systems Inc.	5.250%	2/22/11	9,625	10,182
	Cisco Systems Inc.	5.500%	2/22/16	1,225	1,282
	Cisco Systems Inc.	4.950%	2/15/19	1,625	1,596
	Cisco Systems Inc.	5.900%	2/15/39	1,675	1,541
4	Computer Sciences Corp.	5.500%	3/15/13	425	413
4	Computer Sciences Corp.	6.500%	3/15/18	100	95
	Corning Inc.	7.250%	8/15/36	100	75
	Dell Inc.	4.700%	4/15/13	1,800	1,807
	Dell Inc.	5.650%	4/15/18	975	911
	Dell Inc.	6.500%	4/15/38	1,025	813

Dun & Bradstreet Corp.	6.000%	4/1/13	1,275	1,298
Electronic Data Systems	7.125%	10/15/09	100	103
Electronic Data Systems	6.000%	8/1/13	1,575	1,664
Equifax Inc.	6.300%	7/1/17	375	304
Equifax Inc.	7.000%	7/1/37	500	350
Fiserv, Inc.	6.125%	11/20/12	2,650	2,618
Fiserv, Inc.	6.800%	11/20/17	1,850	1,732
Harris Corp.	5.000%	10/1/15	1,100	969
Hewlett-Packard Co.	4.250%	2/24/12	275	282
Hewlett-Packard Co.	6.500%	7/1/12	425	456
Hewlett-Packard Co.	4.500%	3/1/13	3,700	3,800
Hewlett-Packard Co.	6.125%	3/1/14	5,175	5,507
Hewlett-Packard Co.	4.750%	6/2/14	375	380
Hewlett-Packard Co.	5.400%	3/1/17	700	714
Hewlett-Packard Co.	5.500%	3/1/18	1,050	1,081
IBM International Group Capital	5.050%	10/22/12	1,950	2,074
International Business Machines Corp.	4.950%	3/22/11	825	869
International Business Machines Corp.	7.500%	6/15/13	975	1,106
International Business Machines Corp.	5.700%	9/14/17	9,600	9,937
International Business Machines Corp.	7.000%	10/30/25	225	243
International Business Machines Corp.	6.220%	8/1/27	1,675	1,685
International Business Machines Corp.	6.500%	1/15/28	100	103
International Business Machines Corp.	5.875%	11/29/32	150	145
International Business Machines Corp.	8.000%	10/15/38	2,100	2,492
International Business Machines Corp.	7.125%	12/1/96	1,500	1,492
Intuit Inc.	5.400%	3/15/12	625	591
Intuit Inc.	5.750%	3/15/17	500	433
Lexmark International Inc.	5.900%	6/1/13	825	702
Lexmark International Inc.	6.650%	6/1/18	1,475	1,104
Motorola, Inc.	7.625%	11/15/10	150	144
Motorola, Inc.	8.000%	11/1/11	100	93
Motorola, Inc.	5.375%	11/15/12	1,525	1,295
Motorola, Inc.	6.000%	11/15/17	325	253
Motorola, Inc.	7.500%	5/15/25	250	151
Motorola, Inc.	6.500%	9/1/25	350	207
Motorola, Inc.	6.500%	11/15/28	150	90
Motorola, Inc.	6.625%	11/15/37	700	441
Oracle Corp.	5.000%	1/15/11	1,700	1,787
Oracle Corp.	4.950%	4/15/13	2,475	2,619
Oracle Corp.	5.250%	1/15/16	4,575	4,671
Oracle Corp.	5.750%	4/15/18	4,700	4,874
Oracle Corp.	6.500%	4/15/38	1,575	1,562
Pitney Bowes, Inc.	4.625%	10/1/12	150	151
Pitney Bowes, Inc.	3.875%	6/15/13	1,200	1,187
Pitney Bowes, Inc.	4.875%	8/15/14	100	102
Pitney Bowes, Inc.	4.750%	1/15/16	3,700	3,508
Pitney Bowes, Inc.	5.750%	9/15/17	950	945
Pitney Bowes, Inc.	4.750%	5/15/18	100	93
Pitney Bowes, Inc.	5.250%	1/15/37	100	90
Science Applications International Corp.	6.250%	7/1/12	350	358
Science Applications International Corp.	5.500%	7/1/33	450	314
Tyco Electronics Group	6.000%	10/1/12	550	466
Tyco Electronics Group	6.550%	10/1/17	2,200	1,670
Tyco Electronics Group	7.125%	10/1/37	200	133
Xerox Capital Trust I	8.000%	2/1/27	1,425	983

	Xerox Corp.	7.125%	6/15/10	1,125	1,149
	Xerox Corp.	6.875%	8/15/11	600	585
	Xerox Corp.	5.500%	5/15/12	925	795
	Xerox Corp.	7.625%	6/15/13	1,025	927
	Xerox Corp.	6.400%	3/15/16	1,350	993
	Xerox Corp.	6.750%	2/1/17	975	720
	Xerox Corp.	6.350%	5/15/18	2,950	2,154
	Transportation (0.4%)
	Burlington Northern Santa Fe Corp.	7.125%	12/15/10	100	105
	Burlington Northern Santa Fe Corp.	6.750%	7/15/11	1,025	1,078
	Burlington Northern Santa Fe Corp.	5.900%	7/1/12	750	780
	Burlington Northern Santa Fe Corp.	5.650%	5/1/17	1,350	1,317
	Burlington Northern Santa Fe Corp.	5.750%	3/15/18	850	831
	Burlington Northern Santa Fe Corp.	7.000%	12/15/25	1,525	1,458
	Burlington Northern Santa Fe Corp.	6.200%	8/15/36	1,075	975
	Canadian National Railway Co.	6.375%	10/15/11	300	319
	Canadian National Railway Co.	4.400%	3/15/13	800	804
	Canadian National Railway Co.	4.950%	1/15/14	125	129
	Canadian National Railway Co.	5.800%	6/1/16	200	205
	Canadian National Railway Co.	5.850%	11/15/17	350	362
	Canadian National Railway Co.	6.800%	7/15/18	2,750	3,021
	Canadian National Railway Co.	6.900%	7/15/28	100	107
	Canadian National Railway Co.	6.250%	8/1/34	500	499
	Canadian National Railway Co.	6.200%	6/1/36	800	802
	Canadian Pacific Railway Co.	6.250%	10/15/11	2,825	2,812
	Canadian Pacific Railway Co.	7.125%	10/15/31	150	127
	Canadian Pacific Railway Co.	5.950%	5/15/37	275	192
	CNF, Inc.	6.700%	5/1/34	1,125	695
	Continental Airlines, Inc.	6.563%	2/15/12	675	570
2	Continental Airlines, Inc.	6.648%	9/15/17	2,146	1,674
2	Continental Airlines, Inc.	6.900%	1/2/18	950	755
2	Continental Airlines, Inc.	6.545%	2/2/19	97	84
2	Continental Airlines, Inc.	5.983%	4/19/22	250	186
	CSX Corp.	6.750%	3/15/11	850	869
	CSX Corp.	6.300%	3/15/12	575	571
	CSX Corp.	6.250%	4/1/15	625	566
	CSX Corp.	5.600%	5/1/17	450	380
	CSX Corp.	7.900%	5/1/17	100	97
	CSX Corp.	6.250%	3/15/18	100	86
	CSX Corp.	7.950%	5/1/27	100	87
	CSX Corp.	6.000%	10/1/36	1,675	1,158
	CSX Corp.	6.150%	5/1/37	775	547
	CSX Corp.	7.450%	4/1/38	525	434
	Delta Air Lines Enhanced Equipment Trust Certificates	6.417%	7/2/12	1,000	760
2	Delta Air Lines Enhanced Equipment Trust Certificates	6.718%	1/2/23	850	557
	Delta Air Lines, Inc.	7.111%	9/18/11	1,000	840
2	Delta Air Lines, Inc.	6.821%	8/10/22	1,540	1,032
	Norfolk Southern Corp.	6.750%	2/15/11	1,825	1,918
4	Norfolk Southern Corp.	5.750%	1/15/16	600	612
	Norfolk Southern Corp.	7.700%	5/15/17	1,450	1,621
	Norfolk Southern Corp.	5.750%	4/1/18	425	431
	Norfolk Southern Corp.	9.750%	6/15/20	600	692

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

	Norfolk Southern Corp.	5.590%	5/17/25	100	84
	Norfolk Southern Corp.	5.640%	5/17/29	525	450
	Norfolk Southern Corp.	7.050%	5/1/37	2,875	2,971
	Norfolk Southern Corp.	7.900%	5/15/97	500	490
	Ryder System Inc.	5.950%	5/2/11	850	849
	Ryder System Inc.	5.850%	3/1/14	500	459
	Ryder System Inc.	7.200%	9/1/15	1,100	972
	Ryder System Inc.	5.850%	11/1/16	475	363
	Southwest Airlines Co.	6.500%	3/1/12	2,000	1,943
	Southwest Airlines Co.	5.250%	10/1/14	100	91
	Southwest Airlines Co.	5.750%	12/15/16	1,000	887
	Southwest Airlines Co.	5.125%	3/1/17	225	174
2	Southwest Airlines Co.	6.150%	8/1/22	643	581
	Union Pacific Corp.	3.625%	6/1/10	500	498
	Union Pacific Corp.	6.650%	1/15/11	1,275	1,337
	Union Pacific Corp.	6.500%	4/15/12	600	622
	Union Pacific Corp.	5.450%	1/31/13	950	949
	Union Pacific Corp.	7.000%	2/1/16	100	102
	Union Pacific Corp.	5.650%	5/1/17	1,150	1,084
	Union Pacific Corp.	5.750%	11/15/17	2,050	1,965
	Union Pacific Corp.	5.700%	8/15/18	2,475	2,357
	Union Pacific Corp.	6.625%	2/1/29	225	212
2	Union Pacific Railroad Co.	6.176%	1/2/31	375	366
	United Parcel Service of America	3.875%	4/1/14	1,300	1,302
	United Parcel Service of America	5.500%	1/15/18	1,050	1,111
	United Parcel Service of America	5.125%	4/1/19	1,000	1,015
	United Parcel Service of America	6.200%	1/15/38	1,250	1,282
					1,523,710
Utilities (1.9%)
	Electric (1.4%)
	AEP Texas Central Co.	6.650%	2/15/33	700	596
	Alabama Power Co.	4.850%	12/15/12	525	542
	Alabama Power Co.	5.500%	10/15/17	1,075	1,113
	Alabama Power Co.	6.000%	3/1/39	1,000	998
	American Electric Power Co., Inc.	5.250%	6/1/15	200	194
	American Water Capital Corp.	6.085%	10/15/17	425	397
	American Water Capital Corp.	6.593%	10/15/37	1,625	1,287
	Appalachian Power Co.	7.000%	4/1/38	1,475	1,308
	Arizona Public Service Co.	6.375%	10/15/11	200	197
	Arizona Public Service Co.	5.800%	6/30/14	100	92
	Arizona Public Service Co.	4.650%	5/15/15	300	245
	Arizona Public Service Co.	5.500%	9/1/35	100	62
	Baltimore Gas & Electric Co.	5.900%	10/1/16	1,100	990
	Baltimore Gas & Electric Co.	6.350%	10/1/36	150	119
	Carolina Power & Light Co.	6.500%	7/15/12	750	799
	Carolina Power & Light Co.	5.125%	9/15/13	1,600	1,680
	Carolina Power & Light Co.	5.300%	1/15/19	375	378
	Carolina Power & Light Co.	6.300%	4/1/38	625	654
	CenterPoint Energy Houston	5.700%	3/15/13	3,975	3,935
	CenterPoint Energy Houston	5.750%	1/15/14	100	99
	CenterPoint Energy Houston	7.000%	3/1/14	1,200	1,251
	CenterPoint Energy Houston	6.950%	3/15/33	100	91
	CenterPoint Energy Inc.	6.500%	5/1/18	100	86
	Cincinnati Gas & Electric Co.	5.700%	9/15/12	1,100	1,137

Cleveland Electric Illumination Co. 7.880% 11/1/17 375 407

	Columbus Southern Power	5.850%	10/1/35	1,625	1,241
	Commonwealth Edison Co.	6.150%	3/15/12	525	533
	Commonwealth Edison Co.	5.950%	8/15/16	2,625	2,515
	Commonwealth Edison Co.	6.150%	9/15/17	3,725	3,564
	Commonwealth Edison Co.	5.800%	3/15/18	950	885
	Commonwealth Edison Co.	5.875%	2/1/33	100	84
	Commonwealth Edison Co.	5.900%	3/15/36	200	170
	Commonwealth Edison Co.	6.450%	1/15/38	850	762
	Connecticut Light & Power Co.	6.350%	6/1/36	1,825	1,846
	Consolidated Edison Co. of New York	4.875%	2/1/13	900	904
	Consolidated Edison Co. of New York	5.375%	12/15/15	400	399
	Consolidated Edison Co. of New York	5.500%	9/15/16	1,800	1,780
	Consolidated Edison Co. of New York	6.650%	4/1/19	1,275	1,314
	Consolidated Edison Co. of New York	5.300%	3/1/35	550	452
	Consolidated Edison Co. of New York	5.850%	3/15/36	600	533
	Consolidated Edison Co. of New York	6.200%	6/15/36	850	791
	Consolidated Edison Co. of New York	6.300%	8/15/37	1,725	1,604
	Consolidated Edison Co. of New York	6.750%	4/1/38	625	628
	Consolidated Natural Gas	6.250%	11/1/11	2,275	2,340
	Consolidated Natural Gas	5.000%	12/1/14	1,275	1,230
	Constellation Energy Group, Inc.	6.125%	9/1/09	275	275
	Constellation Energy Group, Inc.	7.000%	4/1/12	350	344
	Constellation Energy Group, Inc.	4.550%	6/15/15	4,325	3,560
	Constellation Energy Group, Inc.	7.600%	4/1/32	600	503
	Consumers Energy Co.	5.000%	2/15/12	625	626
	Consumers Energy Co.	5.375%	4/15/13	1,200	1,185
	Consumers Energy Co.	5.500%	8/15/16	625	598
	Consumers Energy Co.	5.650%	4/15/20	200	191
	Detroit Edison Co.	6.125%	10/1/10	700	718
	Detroit Edison Co.	5.700%	10/1/37	300	255
	Dominion Resources, Inc.	4.750%	12/15/10	700	706
	Dominion Resources, Inc.	6.250%	6/30/12	675	706
	Dominion Resources, Inc.	5.700%	9/17/12	250	257
	Dominion Resources, Inc.	5.150%	7/15/15	200	193
	Dominion Resources, Inc.	6.000%	11/30/17	1,450	1,418
	Dominion Resources, Inc.	6.400%	6/15/18	100	101
	Dominion Resources, Inc.	6.300%	3/15/33	350	312
	Dominion Resources, Inc.	5.250%	8/1/33	775	747
	Dominion Resources, Inc.	5.950%	6/15/35	2,250	1,929
	Dominion Resources, Inc.	7.000%	6/15/38	325	316
2	Dominion Resources, Inc.	7.500%	6/30/66	950	599
2	Dominion Resources, Inc.	6.300%	9/30/66	700	401
	DTE Energy Co.	7.050%	6/1/11	1,525	1,537
	DTE Energy Co.	6.375%	4/15/33	100	74
	Duke Energy Carolinas LLC	5.750%	11/15/13	100	107
	Duke Energy Carolinas LLC	6.100%	6/1/37	2,675	2,653
	Duke Energy Carolinas LLC	6.000%	1/15/38	150	151
	Duke Energy Carolinas LLC	6.050%	4/15/38	775	801
	Duke Energy Corp.	6.250%	1/15/12	2,225	2,381
	Duke Energy Corp.	6.000%	12/1/28	425	412
	Duke Energy Corp.	6.450%	10/15/32	575	603
	Duke Energy Indiana Inc.	6.350%	8/15/38	2,425	2,470
	El Paso Electric Co.	6.000%	5/15/35	550	369
	Empresa Nacional Electric	8.350%	8/1/13	625	678
	Energy East Corp.	6.750%	6/15/12	1,525	1,506

	Energy East Corp.	6.750%	7/15/36	1,150	763
	Entergy Gulf States, Inc.	6.000%	5/1/18	2,600	2,398
	Entergy Louisiana LLC	6.500%	9/1/18	375	353
	Exelon Corp.	6.750%	5/1/11	100	102
	Exelon Corp.	4.900%	6/15/15	1,325	1,146
	Exelon Corp.	5.625%	6/15/35	200	135
	FirstEnergy Corp.	6.450%	11/15/11	4,925	4,986
	FirstEnergy Corp.	7.375%	11/15/31	1,800	1,466
	Florida Power & Light Co.	4.850%	2/1/13	625	647
	Florida Power & Light Co.	5.550%	11/1/17	600	626
	Florida Power & Light Co.	5.950%	10/1/33	100	102
	Florida Power & Light Co.	5.625%	4/1/34	1,175	1,146
	Florida Power & Light Co.	4.950%	6/1/35	200	176
	Florida Power & Light Co.	5.400%	9/1/35	425	401
	Florida Power & Light Co.	6.200%	6/1/36	1,050	1,105
	Florida Power & Light Co.	5.650%	2/1/37	1,250	1,222
	Florida Power & Light Co.	5.850%	5/1/37	525	528
	Florida Power & Light Co.	5.950%	2/1/38	200	205
	Florida Power Corp.	4.800%	3/1/13	2,850	2,907
	Florida Power Corp.	5.650%	6/15/18	1,000	1,053
	Florida Power Corp.	6.350%	9/15/37	1,275	1,312
	Florida Power Corp.	6.400%	6/15/38	925	981
	FPL Group Capital, Inc.	5.625%	9/1/11	925	980
	FPL Group Capital, Inc.	5.350%	6/15/13	1,475	1,512
2	FPL Group Capital, Inc.	6.350%	10/1/66	600	435
2	FPL Group Capital, Inc.	6.650%	6/15/67	900	652
	Georgia Power Co.	5.700%	6/1/17	525	555
	Georgia Power Co.	5.650%	3/1/37	100	96
	Illinois Power Co.	6.125%	11/15/17	425	386
	Illinois Power Co.	6.250%	4/1/18	1,275	1,166
	Indiana Michigan Power Co.	7.000%	3/15/19	325	321
	Indiana Michigan Power Co.	6.050%	3/15/37	2,200	1,804
2	Integrys Energy Group	6.110%	12/1/66	1,375	735
	Jersey Central Power & Light	5.625%	5/1/16	900	863
	Jersey Central Power & Light	5.650%	6/1/17	650	610
	Kansas City Power & Light	6.050%	11/15/35	475	377
	Kansas Gas & Electric	5.647%	3/29/21	100	93
	MidAmerican Energy Co.	5.650%	7/15/12	825	858
	MidAmerican Energy Co.	5.125%	1/15/13	1,700	1,749
	MidAmerican Energy Co.	5.950%	7/15/17	600	612
	MidAmerican Energy Co.	5.300%	3/15/18	100	97
	MidAmerican Energy Co.	6.750%	12/30/31	1,350	1,348
	MidAmerican Energy Co.	5.750%	11/1/35	500	438
	MidAmerican Energy Holdings Co.	5.875%	10/1/12	1,825	1,909
	MidAmerican Energy Holdings Co.	5.000%	2/15/14	375	377
	MidAmerican Energy Holdings Co.	5.750%	4/1/18	1,275	1,255
	MidAmerican Energy Holdings Co.	8.480%	9/15/28	100	106
	MidAmerican Energy Holdings Co.	6.125%	4/1/36	5,150	4,555
	MidAmerican Energy Holdings Co.	5.950%	5/15/37	2,150	1,919
	MidAmerican Energy Holdings Co.	6.500%	9/15/37	200	183
	National Rural Utilities Cooperative Finance Corp.	7.250%	3/1/12	4,975	5,193
	National Rural Utilities Cooperative Finance Corp.	5.500%	7/1/13	1,550	1,570

National Rural Utilities Cooperative Finance Corp.	4.750%	3/1/14	3,025	2,963
National Rural Utilities Cooperative Finance Corp.	5.450%	4/10/17	175	162
National Rural Utilities Cooperative Finance Corp.	5.450%	2/1/18	1,350	1,257
National Rural Utilities Cooperative Finance Corp.	8.000%	3/1/32	900	858
Nevada Power Co.	7.125%	3/15/19	375	367
Nevada Power Co.	6.750%	7/1/37	325	278
NiSource Finance Corp.	7.875%	11/15/10	1,625	1,601
NiSource Finance Corp.	6.150%	3/1/13	100	86
NiSource Finance Corp.	5.400%	7/15/14	375	300
NiSource Finance Corp.	5.250%	9/15/17	475	368
NiSource Finance Corp.	6.400%	3/15/18	200	160
NiSource Finance Corp.	5.450%	9/15/20	500	371
Northern States Power Co.	5.250%	3/1/18	575	590
Northern States Power Co.	5.250%	7/15/35	100	94
Northern States Power Co.	6.250%	6/1/36	475	513
Northern States Power Co.	6.200%	7/1/37	750	806
NStar Electric Co.	4.875%	4/15/14	575	590
NStar Electric Co.	5.625%	11/15/17	1,650	1,729
Ohio Edison	6.400%	7/15/16	1,150	1,096
Ohio Power Co.	5.750%	9/1/13	1,950	1,962
Ohio Power Co.	6.000%	6/1/16	950	919
Oncor Electric Delivery Co.	6.375%	5/1/12	1,050	1,037
Oncor Electric Delivery Co.	6.375%	1/15/15	1,850	1,845
Oncor Electric Delivery Co.	7.000%	9/1/22	100	94
Oncor Electric Delivery Co.	7.000%	5/1/32	700	629
Oncor Electric Delivery Co.	7.250%	1/15/33	1,050	971
Pacific Gas & Electric Co.	4.200%	3/1/11	6,375	6,545
Pacific Gas & Electric Co.	4.800%	3/1/14	1,550	1,558
Pacific Gas & Electric Co.	5.625%	11/30/17	1,025	1,046
Pacific Gas & Electric Co.	8.250%	10/15/18	100	119
Pacific Gas & Electric Co.	6.050%	3/1/34	1,800	1,786
Pacific Gas & Electric Co.	5.800%	3/1/37	2,000	1,917
PacifiCorp	6.900%	11/15/11	1,825	1,946
PacifiCorp	7.700%	11/15/31	400	473
PacifiCorp	6.250%	10/15/37	200	200
PECO Energy Co.	5.350%	3/1/18	500	483
Pennsylvania Electric Co.	6.050%	9/1/17	675	613
Pepco Holdings, Inc.	6.450%	8/15/12	2,025	2,038
Pepco Holdings, Inc.	7.450%	8/15/32	375	317
Potomac Electric Power	6.500%	11/15/37	200	192
PPL Energy Supply LLC	6.400%	11/1/11	3,100	3,094
PPL Energy Supply LLC	6.300%	7/15/13	925	932
PPL Energy Supply LLC	5.400%	8/15/14	200	189
PPL Energy Supply LLC	6.200%	5/15/16	549	498
PPL Energy Supply LLC	6.500%	5/1/18	525	463
Progress Energy, Inc.	7.100%	3/1/11	1,875	1,961
Progress Energy, Inc.	6.850%	4/15/12	525	545
Progress Energy, Inc.	6.050%	3/15/14	425	432
Progress Energy, Inc.	5.625%	1/15/16	475	460
Progress Energy, Inc.	7.050%	3/15/19	375	384
Progress Energy, Inc.	7.750%	3/1/31	525	533

Progress Energy, Inc.	7.000%	10/30/31	1,300	1,215
PSE&G Power LLC	7.750%	4/15/11	425	450
PSE&G Power LLC	6.950%	6/1/12	2,775	2,843
PSE&G Power LLC	5.000%	4/1/14	725	683
PSE&G Power LLC	5.500%	12/1/15	875	819
PSE&G Power LLC	8.625%	4/15/31	125	126
PSI Energy Inc.	5.000%	9/15/13	100	99
PSI Energy Inc.	6.050%	6/15/16	100	102
PSI Energy Inc.	6.120%	10/15/35	325	321
Public Service Co. of Colorado	7.875%	10/1/12	2,600	2,922
Public Service Co. of Colorado	5.500%	4/1/14	100	106
Public Service Co. of Colorado	5.800%	8/1/18	425	447
Public Service Co. of Colorado	6.250%	9/1/37	450	468
Public Service Co. of Colorado	6.500%	8/1/38	725	779
Public Service Co. of Oklahoma	6.625%	11/15/37	1,375	1,129
Public Service Electric & Gas	5.250%	7/1/35	100	92
Public Service Electric & Gas	5.800%	5/1/37	1,275	1,230
Puget Sound Energy Inc.	5.483%	6/1/35	225	167
Puget Sound Energy Inc.	6.274%	3/15/37	1,350	1,115
SCANA Corp.	6.875%	5/15/11	2,025	2,112
Sierra Pacific Power Co.	6.000%	5/15/16	725	699
Sierra Pacific Power Co.	6.750%	7/1/37	1,250	1,125
South Carolina Electric & Gas Co.	6.500%	11/1/18	475	522
South Carolina Electric & Gas Co.	6.625%	2/1/32	625	672
South Carolina Electric & Gas Co.	6.050%	1/15/38	350	352
Southern California Edison Co.	5.000%	1/15/14	1,075	1,124
Southern California Edison Co.	5.750%	3/15/14	2,000	2,157
Southern California Edison Co.	4.650%	4/1/15	425	423
Southern California Edison Co.	5.000%	1/15/16	350	355
Southern California Edison Co.	6.650%	4/1/29	100	104
Southern California Edison Co.	5.750%	4/1/35	250	245
Southern California Edison Co.	5.350%	7/15/35	1,200	1,110
Southern California Edison Co.	5.625%	2/1/36	1,825	1,743
Southern California Edison Co.	5.550%	1/15/37	2,500	2,345
Southern California Edison Co.	6.050%	3/15/39	350	348
Southern Co.	5.300%	1/15/12	800	840
Southern Power Co.	6.250%	7/15/12	1,000	1,054
Southern Power Co.	4.875%	7/15/15	1,900	1,735
Southwestern Electric Power	5.550%	1/15/17	100	91
Southwestern Electric Power	6.450%	1/15/19	950	892
Tampa Electric Co.	6.375%	8/15/12	1,050	1,079
Tampa Electric Co.	6.550%	5/15/36	950	793
Toledo Edison Co.	6.150%	5/15/37	175	127
TransAlta Corp.	6.650%	5/15/18	375	334
Union Electric Co.	5.400%	2/1/16	925	849
Virginia Electric & Power Co.	5.100%	11/30/12	250	257
Virginia Electric & Power Co.	5.400%	1/15/16	500	524
Virginia Electric & Power Co.	6.000%	1/15/36	1,575	1,552
Virginia Electric & Power Co.	6.000%	5/15/37	800	783
Virginia Electric & Power Co.	6.350%	11/30/37	600	599
Virginia Electric & Power Co.	8.875%	11/15/38	100	124
Wisconsin Electric Power Co.	6.000%	4/1/14	450	484
Wisconsin Electric Power Co.	5.625%	5/15/33	275	265
Wisconsin Electric Power Co.	5.700%	12/1/36	200	194
Wisconsin Energy Corp.	6.500%	4/1/11	2,425	2,541

2	Wisconsin Energy Corp.	6.250%	5/15/67	4,175	2,529
	Wisconsin Power & Light Co.	6.375%	8/15/37	1,225	1,235
	Xcel Energy, Inc.	5.613%	4/1/17	225	218
	Xcel Energy, Inc.	6.500%	7/1/36	850	755
	Natural Gas (0.5%)
	AGL Capital Corp.	7.125%	1/14/11	600	613
	Atmos Energy Corp.	4.950%	10/15/14	1,000	902
	Atmos Energy Corp.	8.500%	3/15/19	400	410
	Boardwalk Pipelines LLC	5.500%	2/1/17	875	715
	British Transco Finance	6.625%	6/1/18	425	416
	Buckeye Partners LP	6.050%	1/15/18	100	86
	CenterPoint Energy Resources	7.875%	4/1/13	1,050	1,084
	CenterPoint Energy Resources	6.150%	5/1/16	500	434
	Duke Capital Corp.	6.250%	2/15/13	325	318
	Duke Capital Corp.	5.500%	3/1/14	1,125	1,065
	Duke Capital Corp.	5.668%	8/15/14	100	94
	Duke Capital Corp.	6.750%	2/15/32	675	553
	Duke Energy Field Services	7.875%	8/16/10	1,100	1,126
	Duke Energy Field Services	8.125%	8/16/30	100	81
	El Paso Natural Gas Co.	5.950%	4/15/17	600	522
	Enbridge Energy Partners	6.500%	4/15/18	625	544
	Enbridge Energy Partners	9.875%	3/1/19	1,575	1,618
	Enbridge Energy Partners	7.500%	4/15/38	1,475	1,178
	Enbridge Inc.	5.600%	4/1/17	100	88
	Energy Transfer Partners LP	5.650%	8/1/12	1,500	1,422
	Energy Transfer Partners LP	5.950%	2/1/15	1,850	1,677
	Energy Transfer Partners LP	6.125%	2/15/17	400	357
	Energy Transfer Partners LP	6.625%	10/15/36	575	429
	Energy Transfer Partners LP	7.500%	7/1/38	100	81
6	Enron Corp.	7.625%	9/10/04	400	2
6	Enron Corp.	6.625%	11/15/05	300	2
6	Enron Corp.	7.125%	5/15/07	1,800	9
6	Enron Corp.	6.875%	10/15/07	1,800	9
6	Enron Corp.	6.750%	8/1/09	1,300	7
	Enterprise Products Operating LP	4.950%	6/1/10	1,150	1,134
	Enterprise Products Operating LP	5.650%	4/1/13	950	895
	Enterprise Products Operating LP	5.600%	10/15/14	1,300	1,201
	Enterprise Products Operating LP	6.300%	9/15/17	2,625	2,418
	Enterprise Products Operating LP	6.500%	1/31/19	750	685
	Enterprise Products Operating LP	6.875%	3/1/33	450	369
	Equitable Resources Inc.	6.500%	4/1/18	3,175	2,765
6	HNG Internorth	9.625%	3/15/06	1,000	5
	KeySpan Corp.	7.625%	11/15/10	350	365
	KeySpan Corp.	8.000%	11/15/30	100	93
	Kinder Morgan Energy Partners LP	6.750%	3/15/11	275	284
	Kinder Morgan Energy Partners LP	7.125%	3/15/12	1,650	1,685
	Kinder Morgan Energy Partners LP	5.850%	9/15/12	1,825	1,800
	Kinder Morgan Energy Partners LP	5.000%	12/15/13	1,700	1,622
	Kinder Morgan Energy Partners LP	5.125%	11/15/14	525	503
	Kinder Morgan Energy Partners LP	5.950%	2/15/18	2,200	2,011
	Kinder Morgan Energy Partners LP	7.300%	8/15/33	225	206
	Kinder Morgan Energy Partners LP	6.500%	2/1/37	150	120
	Kinder Morgan Energy Partners LP	6.950%	1/15/38	775	671
	Magellan Midstream Partners, LP	5.650%	10/15/16	225	203

	National Grid PLC	6.300%	8/1/16	2,275	2,212
	NuStar Energy LP	7.650%	4/15/18	1,475	1,220
	ONEOK Inc.	5.200%	6/15/15	875	789
	ONEOK Inc.	6.000%	6/15/35	675	469
	ONEOK Partners, LP	5.900%	4/1/12	1,225	1,224
	ONEOK Partners, LP	6.150%	10/1/16	1,350	1,202
	ONEOK Partners, LP	8.625%	3/1/19	100	101
	ONEOK Partners, LP	6.650%	10/1/36	3,800	2,788
	ONEOK Partners, LP	6.850%	10/15/37	1,475	1,101
	Panhandle Eastern Pipeline	6.200%	11/1/17	2,500	2,130
	Panhandle Eastern Pipeline	7.000%	6/15/18	325	291
	Plains All American Pipeline LP	6.125%	1/15/17	2,000	1,685
	Plains All American Pipeline LP	6.650%	1/15/37	325	241
	Reliant Energy Resources	7.750%	2/15/11	200	204
	San Diego Gas & Electric	5.300%	11/15/15	575	592
	San Diego Gas & Electric	5.350%	5/15/35	225	218
	San Diego Gas & Electric	6.125%	9/15/37	125	134
	Sempra Energy	6.000%	2/1/13	200	204
	Southern California Gas Co.	5.750%	11/15/35	300	297
4	Southern Natural Gas	5.900%	4/1/17	2,350	2,052
	Southern Union Co.	7.600%	2/1/24	200	157
	Spectra Energy Corp.	6.200%	4/15/18	325	306
	Teppco Partners, LP	5.900%	4/15/13	625	584
	Teppco Partners, LP	6.650%	4/15/18	800	675
	Teppco Partners, LP	7.550%	4/15/38	425	342
	Texas Eastern Transmission	7.000%	7/15/32	100	94
	Texas Gas Transmission	4.600%	6/1/15	1,000	824
	Trans-Canada Pipelines	4.000%	6/15/13	1,375	1,329
	Trans-Canada Pipelines	6.500%	8/15/18	4,440	4,399
	Trans-Canada Pipelines	7.125%	1/15/19	450	473
	Trans-Canada Pipelines	5.600%	3/31/34	1,050	840
	Trans-Canada Pipelines	5.850%	3/15/36	2,450	1,968
	Trans-Canada Pipelines	6.200%	10/15/37	825	682
	Trans-Canada Pipelines	7.625%	1/15/39	350	349
2	Trans-Canada Pipelines	6.350%	5/15/67	3,200	1,851
	Transcontinental Gas Pipe Line Corp.	7.000%	8/15/11	950	971
	Williams Cos., Inc.	7.125%	9/1/11	1,875	1,880
	Williams Cos., Inc.	8.125%	3/15/12	525	533
	Williams Cos., Inc.	7.625%	7/15/19	2,925	2,757
	Williams Cos., Inc.	7.500%	1/15/31	2,725	2,180
	Williams Cos., Inc.	7.750%	6/15/31	725	598
	Williams Cos., Inc.	8.750%	3/15/32	300	272
					307,296
Total Corporate Bonds (Cost $3,735,940)					3,676,308
Sovereign Bonds (U.S. Dollar-Denominated) (3.0%)
	African Development Bank	1.875%	1/23/12	1,800	1,791
	Asian Development Bank	4.125%	9/15/10	150	155
	Asian Development Bank	2.125%	3/15/12	1,400	1,401
	Asian Development Bank	4.500%	9/4/12	325	346
	Asian Development Bank	3.625%	9/5/13	6,850	7,139
	Asian Development Bank	5.250%	6/12/17	100	114
	Asian Development Bank	5.593%	7/16/18	1,225	1,423
	Canada Mortgage & Housing Corp.	4.800%	10/1/10	325	339
	China Development Bank	4.750%	10/8/14	1,125	1,148
	China Development Bank	5.000%	10/15/15	475	490

	Corp. Andina de Fomento	5.200%	5/21/13	1,250	1,124
	Corp. Andina de Fomento	5.750%	1/12/17	2,925	2,385
	Development Bank of Japan	4.250%	6/9/15	575	592
	Eksportfinans	5.500%	5/25/16	2,450	2,623
	Eksportfinans	5.500%	6/26/17	1,925	2,103
	European Investment Bank	4.125%	9/15/10	100	103
	European Investment Bank	4.625%	9/15/10	2,975	3,083
	European Investment Bank	3.250%	2/15/11	3,675	3,748
	European Investment Bank	2.625%	5/16/11	1,275	1,287
	European Investment Bank	5.250%	6/15/11	4,375	4,644
	European Investment Bank	3.125%	7/15/11	1,525	1,561
	European Investment Bank	3.250%	10/14/11	1,150	1,179
	European Investment Bank	2.625%	11/15/11	950	963
	European Investment Bank	2.000%	2/10/12	13,900	13,916
	European Investment Bank	4.625%	3/21/12	7,600	8,090
	European Investment Bank	2.875%	3/15/13	2,450	2,456
	European Investment Bank	3.250%	5/15/13	6,125	6,265
	European Investment Bank	4.250%	7/15/13	10,225	10,845
	European Investment Bank	2.375%	3/14/14	200	197
	European Investment Bank	4.625%	5/15/14	10,200	10,549
	European Investment Bank	4.875%	2/16/16	250	270
	European Investment Bank	5.125%	9/13/16	600	660
	European Investment Bank	4.875%	1/17/17	5,850	6,344
	European Investment Bank	5.125%	5/30/17	6,525	7,111
	European Investment Bank	4.875%	2/15/36	100	101
	Export Development Canada	3.750%	7/15/11	200	210
	Export Development Canada	2.625%	11/15/11	1,475	1,507
	Export Development Canada	2.375%	3/19/12	100	101
	Export-Import Bank of Korea	5.125%	2/14/11	3,025	2,956
	Export-Import Bank of Korea	5.500%	10/17/12	2,550	2,461
	Export-Import Bank of Korea	8.125%	1/21/14	1,600	1,655
	Export-Import Bank of Korea	5.125%	3/16/15	300	262
	Federation of Malaysia	7.500%	7/15/11	2,975	3,222
	Federative Republic of Brazil	9.250%	10/22/10	1,225	1,338
	Federative Republic of Brazil	11.000%	1/11/12	1,225	1,452
	Federative Republic of Brazil	7.875%	3/7/15	2,075	2,298
	Federative Republic of Brazil	6.000%	1/17/17	2,350	2,338
2	Federative Republic of Brazil	8.000%	1/15/18	7,025	7,666
	Federative Republic of Brazil	5.875%	1/15/19	6,000	5,835
	Federative Republic of Brazil	8.875%	10/14/19	3,125	3,648
	Federative Republic of Brazil	8.875%	4/15/24	1,350	1,546
	Federative Republic of Brazil	8.750%	2/4/25	3,725	4,209
	Federative Republic of Brazil	10.125%	5/15/27	3,675	4,667
	Federative Republic of Brazil	8.250%	1/20/34	1,775	1,958
	Federative Republic of Brazil	7.125%	1/20/37	2,875	2,882
	Federative Republic of Brazil	11.000%	8/17/40	7,375	9,366
	Financement Quebec	5.000%	10/25/12	1,100	1,182
	Inter-American Development Bank	8.500%	3/15/11	700	782
	Inter-American Development Bank	4.750%	10/19/12	1,500	1,608
	Inter-American Development Bank	3.500%	3/15/13	2,625	2,703
	Inter-American Development Bank	4.250%	9/14/15	450	478
	Inter-American Development Bank	5.125%	9/13/16	100	111
	Inter-American Development Bank	4.250%	9/10/18	6,925	7,265
	Inter-American Development Bank	7.000%	6/15/25	925	1,162

Vanguard Total Bond Market II Index Fund

Schedule of Investments

As of March 31, 2009

	International Bank for Reconstruction & Development	3.125%	11/15/11	250	257
	International Bank for Reconstruction & Development	2.000%	4/2/12	5,750	5,764
	International Bank for Reconstruction & Development	5.000%	4/1/16	4,100	4,600
	International Bank for Reconstruction & Development	7.625%	1/19/23	950	1,327
	International Bank for Reconstruction & Development	8.875%	3/1/26	325	477
	International Bank for Reconstruction & Development	4.750%	2/15/35	200	206
	Japan Bank International	4.750%	5/25/11	575	604
	Japan Bank International	4.375%	11/26/12	1,650	1,721
	Japan Bank International	4.250%	6/18/13	2,425	2,492
	Japan Finance Corp.	5.875%	3/14/11	550	589
	Japan Finance Corp.	4.625%	4/21/15	1,975	2,015
	Japan Finance Corp.	5.000%	5/16/17	1,075	1,124
	KFW International Finance Inc.	1.875%	3/15/11	725	727
	KFW International Finance Inc.	3.250%	10/14/11	4,225	4,338
	KFW International Finance Inc.	2.000%	1/17/12	3,825	3,830
	KFW International Finance Inc.	3.500%	3/10/14	300	303
	Korea Development Bank	4.625%	9/16/10	800	786
	Korea Development Bank	5.300%	1/17/13	900	835
	Korea Development Bank	5.750%	9/10/13	2,950	2,761
	Korea Development Bank	8.000%	1/23/14	425	437
	Korea Electric Power	7.750%	4/1/13	1,825	1,816
	Kreditanstalt fur Wiederaufbau	5.000%	6/1/10	3,100	3,206
	Kreditanstalt fur Wiederaufbau	4.250%	6/15/10	2,525	2,593
5	Kreditanstalt fur Wiederaufbau	3.125%	11/15/10	1,000	1,022
	Kreditanstalt fur Wiederaufbau	4.625%	1/20/11	100	104
	Kreditanstalt fur Wiederaufbau	3.250%	2/15/11	5,900	6,028
	Kreditanstalt fur Wiederaufbau	3.750%	6/27/11	6,650	6,880
	Kreditanstalt fur Wiederaufbau	4.750%	5/15/12	3,950	4,234
	Kreditanstalt fur Wiederaufbau	3.250%	3/15/13	17,425	17,850
	Kreditanstalt fur Wiederaufbau	3.500%	5/16/13	3,575	3,693
	Kreditanstalt fur Wiederaufbau	4.000%	10/15/13	6,900	7,267
	Kreditanstalt fur Wiederaufbau	4.125%	10/15/14	500	511
	Kreditanstalt fur Wiederaufbau	5.125%	3/14/16	6,525	7,098
	Kreditanstalt fur Wiederaufbau	4.375%	3/15/18	425	439
	Kreditanstalt fur Wiederaufbau	4.500%	7/16/18	4,200	4,374
	Landeskreditbank Baden-Wuerttemberg - Foerderbank	4.250%	9/15/10	500	514
	Landeskreditbank Baden-Wuerttemberg - Foerderbank	4.875%	1/13/12	2,625	2,833
	Landwirtschaftliche Rentenbank	5.250%	7/2/12	2,275	2,456
	Landwirtschaftliche Rentenbank	3.250%	3/15/13	6,225	6,358
	Landwirtschaftliche Rentenbank	4.875%	11/16/15	925	978
	Landwirtschaftliche Rentenbank	5.125%	2/1/17	2,000	2,166
	Mass Transit Railway Corp.	7.500%	11/8/10	300	321
	Nordic Investment Bank	3.875%	6/15/10	200	205
	Nordic Investment Bank	4.500%	9/13/10	850	882
	Nordic Investment Bank	4.875%	3/15/11	100	106
	Nordic Investment Bank	5.000%	2/1/17	1,150	1,274

Oesterreichische Kontrollbank 4.250% 10/6/10 300 310

	Oesterreichische Kontrollbank	2.875%	3/15/11	2,625	2,673
	Oesterreichische Kontrollbank	3.125%	10/14/11	2,250	2,317
	Oesterreichische Kontrollbank	4.750%	11/8/11	725	767
	Oesterreichische Kontrollbank	1.875%	3/21/12	1,975	1,969
	Oesterreichische Kontrollbank	4.750%	10/16/12	1,150	1,230
	Oesterreichische Kontrollbank	5.000%	4/25/17	3,800	4,175
	Ontario Hydro Electric	7.450%	3/31/13	1,250	1,462
	Pemex Project Funding Master Trust	9.125%	10/13/10	125	132
	Pemex Project Funding Master Trust	5.750%	3/1/18	8,025	6,661
	Pemex Project Funding Master Trust	6.625%	6/15/35	3,800	2,765
	Pemex Project Funding Master Trust	6.625%	6/15/38	1,800	1,278
	People's Republic of China	4.750%	10/29/13	1,675	1,725
	Petrobras International Finance	6.125%	10/6/16	4,200	4,211
	Petrobras International Finance	5.875%	3/1/18	1,525	1,414
	Petrobras International Finance	8.375%	12/10/18	1,025	1,117
	Petrobras International Finance	7.875%	3/15/19	1,175	1,222
4	Petroleos Mexicanos	8.000%	5/3/19	1,575	1,534
	Province of Nova Scotia	5.750%	2/27/12	475	508
	Province of Ontario	3.125%	9/8/10	3,850	3,912
	Province of Ontario	2.750%	2/22/11	1,350	1,369
	Province of Ontario	3.375%	5/20/11	275	283
	Province of Ontario	5.000%	10/18/11	4,475	4,769
	Province of Ontario	3.500%	7/15/13	2,100	2,147
	Province of Ontario	4.750%	1/19/16	775	813
	Province of Ontario	5.450%	4/27/16	5,000	5,455
	Province of Quebec	6.125%	1/22/11	2,025	2,150
	Province of Quebec	4.875%	5/5/14	200	213
	Province of Quebec	4.600%	5/26/15	2,175	2,226
	Province of Quebec	5.125%	11/14/16	6,575	6,593
	Province of Quebec	4.625%	5/14/18	1,725	1,668
	Province of Quebec	7.125%	2/9/24	325	378
	Province of Quebec	7.500%	9/15/29	2,100	2,608
	Province of Saskatchewan	7.375%	7/15/13	375	454
	Quebec Hydro Electric	6.300%	5/11/11	2,450	2,611
	Quebec Hydro Electric	8.000%	2/1/13	2,750	3,239
	Quebec Hydro Electric	7.500%	4/1/16	775	875
	Quebec Hydro Electric	8.400%	1/15/22	200	257
	Quebec Hydro Electric	8.050%	7/7/24	975	1,222
	Quebec Hydro Electric	8.500%	12/1/29	100	136
	Region of Lombardy, Italy	5.804%	10/25/32	825	891
	Republic of Chile	7.125%	1/11/12	975	1,073
	Republic of Chile	5.500%	1/15/13	925	990
	Republic of Hungary	4.750%	2/3/15	1,800	1,565
	Republic of Italy	6.000%	2/22/11	4,350	4,608
	Republic of Italy	3.500%	7/15/11	2,175	2,222
	Republic of Italy	5.625%	6/15/12	2,150	2,294
	Republic of Italy	4.500%	1/21/15	4,000	4,030
	Republic of Italy	4.750%	1/25/16	6,875	6,862
	Republic of Italy	5.250%	9/20/16	3,525	3,594
	Republic of Italy	6.875%	9/27/23	3,700	4,231
	Republic of Italy	5.375%	6/15/33	4,400	4,212
	Republic of Korea	4.250%	6/1/13	5,225	5,054
	Republic of Korea	5.625%	11/3/25	500	413
	Republic of Peru	9.125%	2/21/12	200	224
	Republic of Peru	9.875%	2/6/15	1,850	2,192

	Republic of Peru	7.125%	3/30/19	700	709
	Republic of Peru	7.350%	7/21/25	1,400	1,407
2	Republic of Peru	6.550%	3/14/37	3,025	2,707
	Republic of Poland	6.250%	7/3/12	2,050	2,153
	Republic of Poland	5.250%	1/15/14	500	495
	Republic of Poland	5.000%	10/19/15	750	707
	Republic of South Africa	7.375%	4/25/12	2,375	2,470
	Republic of South Africa	5.875%	5/30/22	950	850
	State of Israel	4.625%	6/15/13	675	704
	State of Israel	5.125%	3/1/14	200	213
	State of Israel	5.500%	11/9/16	2,325	2,484
	State of Israel	5.125%	3/26/19	4,750	4,717
	Swedish Export Credit Corp.	4.000%	6/15/10	750	768
	Swedish Export Credit Corp.	4.500%	9/27/10	4,325	4,478
	Swedish Export Credit Corp.	5.125%	3/1/17	425	445
	United Mexican States	9.875%	2/1/10	100	107
	United Mexican States	8.375%	1/14/11	700	767
	United Mexican States	7.500%	1/14/12	1,300	1,427
	United Mexican States	6.375%	1/16/13	2,350	2,482
	United Mexican States	5.875%	1/15/14	1,875	1,945
	United Mexican States	5.875%	2/17/14	2,275	2,360
	United Mexican States	6.625%	3/3/15	625	661
	United Mexican States	11.375%	9/15/16	1,300	1,703
	United Mexican States	5.625%	1/15/17	8,600	8,385
	United Mexican States	5.950%	3/19/19	3,000	2,910
	United Mexican States	8.125%	12/30/19	200	224
	United Mexican States	8.300%	8/15/31	2,825	3,129
	United Mexican States	6.750%	9/27/34	8,875	8,343
	United Mexican States	6.050%	1/11/40	1,375	1,172
Total Sovereign Bonds (Cost $491,560)					490,039
Taxable Municipal Bonds (0.2%)
	Chicago IL Transit Auth. Rev.	6.899%	12/1/40	2,400	2,394
	Connecticut GO	5.850%	3/15/32	2,375	2,258
	Illinois (Taxable Pension) GO	4.950%	6/1/23	4,225	3,869
	Illinois (Taxable Pension) GO	5.100%	6/1/33	11,950	10,375
	Johns Hopkins Univ.	5.250%	7/1/19	2,000	1,979
	Kansas Dev. Finance Auth. Rev. (Public Employee Retirement System)	5.501%	5/1/34	1,350	1,226
	New Jersey Econ. Dev. Auth. State Pension Rev.	7.425%	2/15/29	2,825	2,815
	New Jersey Turnpike Auth. Rev.	4.252%	1/1/16	825	777
	Oregon (Taxable Pension) GO	5.762%	6/1/23	575	535
	Oregon (Taxable Pension) GO	5.892%	6/1/27	850	815
	Oregon School Board Assn.	4.759%	6/30/28	600	491
	Oregon School Board Assn.	5.528%	6/30/28	350	329
	Tobacco Settlement Finance Auth. Rev.	7.467%	6/1/47	1,250	647
	Wisconsin Public Service Rev.	4.800%	5/1/13	700	728
	Wisconsin Public Service Rev.	5.700%	5/1/26	825	769

Total Taxable Municipal Bonds (Cost $29,627) 30,007

			Coupon		Shares	Market Value ($000)
Temporary Cash Investment (5.1%)
Money Market Fund
7		Vanguard Market Liquidity Fund (Cost $830,495)		0.440%	830,495,294	830,495
Total Investments (104.0%) (Cost $17,011,452)						17,043,283
Other Assets and Liabilities-Net (-4.0%)						(655,883)
Net Assets (100%)						16,387,400
1	The issuer operates under a congressional charter; its securities are not backed by the full faith and credit of the
	U.S. government.
2	The average or expected maturity is shorter than the final maturity shown because of the possibility of interim
	principal payments and prepayments or the possibility of the issue being called.
3	Adjustable-rate security.
4	Security exempt from registration under Rule 144A of the Securities Act of 1933. Such securities may be sold in
	transactions exempt from registration, normally to qualified institutional buyers. At March 31, 2009, the aggregate
	value of these securities was $78,769,000, representing 0.5% of net assets.
5	Guaranteed by the Federal Deposit Insurance Corporation (FDIC) as part of the Temporary Liquidity Guarantee
	Program.
6	Non-income-producing security--security in default.
7	Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by
	Vanguard. Rate shown is the 7-day yield.
	GO—General Obligation Bond.
	REIT—Real Estate Investment Trust.

Total Bond Market II Index Fund

Security Valuation: Bonds, and temporary cash investments acquired over 60 days to maturity, 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. Other temporary cash investments are valued at amortized cost, which approximates market 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 board of trustees to represent fair value.

At March 31, 2009, the cost of investment securities for tax purposes was $17,011,452. Net unrealized appreciation of investment securities for tax purposes was $31,831,000, consisting of unrealized gains of $145,852,000 on securities that had risen in value since their purchase and $114,021,000 in unrealized losses on securities that had fallen in value since their purchase.

In September 2006, the Financial Accounting Standards Board issued Statement of Financial Accounting Standards No. 157 (“FAS 157”), “Fair Value Measurements.” FAS 157 establishes a framework for measuring fair value and expands disclosures about fair value measurements in financial statements.

The various inputs that may be used to determinethe value of the fund's investments are summarized in three broad levels. The inputs or methodologies used for valuing 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).

The following table summarizes the fund's investments as of March 31, 2009, based on the inputs used to value them:

Valuation Inputs	Investments in Securities ($000)
Level 1- Quoted prices	830,495
Level 2- Other significant observable inputs	16,212,788
Level 3- Significant unobservable inputs	-
Total	17,043,283

Item 2: Controls and Procedures.

(a) Disclosure Controls and Procedures. The Principal Executive and Financial Officers concluded that the Registrant’s Disclosure Controls and Procedures are effective based on their evaluation of the Disclosure Controls and Procedures as of a date within 90 days of the filing date of this report.

(b) Internal Control Over Financial Reporting. During the last fiscal quarter, there was no significant change in the Registrant’s internal control over financial reporting that has materially affected, or is reasonably likely to materially affect, the registrant’s internal control over financial reporting.

Item 3:

Exhibits.
(a) Certifications.

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized.

	VANGUARD BOND INDEX FUNDS
By:	/s/ F. WILLIAM MCNABB III*
	F. WILLIAM MCNABB III
	CHIEF EXECUTIVE OFFICER
Date: May 18, 2009

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed below by the following persons on behalf of the registrant and in the capacities and on the dates indicated.

	VANGUARD BOND INDEX FUNDS
By:	/s/ F. WILLIAM MCNABB III*
	F. WILLIAM MCNABB III
	CHIEF EXECUTIVE OFFICER
Date: May 18, 2009

	VANGUARD BOND INDEX FUNDS
By:	/s/ THOMAS J. HIGGINS*
	THOMAS J. HIGGINS
	CHIEF FINANCIAL OFFICER
Date: May 18, 2009

* By: /s/ Heidi Stam

Heidi Stam, pursuant to a Power of Attorney filed on January 18, 2008, see file Number 2-29601, Incorporated by Reference; and pursuant to a Power of Attorney filed on September 26, 2008, see File Number 2-47371, Incorporated by Reference.