NPORT-EX 2 vg_longtermtreasuryindx.htm
Vanguard® Long-Term Treasury Index Fund
Schedule of Investments (unaudited)
As of November 30, 2024
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
U.S. Government and Agency Obligations (99.1%)
U.S. Government Securities (99.1%)
  United States Treasury Note/Bond 4.500% 2/15/36 57,831 59,747
  United States Treasury Note/Bond 4.750% 2/15/37 30,551 32,136
  United States Treasury Note/Bond 5.000% 5/15/37 35,935 38,653
  United States Treasury Note/Bond 4.375% 2/15/38 34,248 34,687
  United States Treasury Note/Bond 4.500% 5/15/38 35,005 35,847
  United States Treasury Note/Bond 3.500% 2/15/39 35,005 32,084
  United States Treasury Note/Bond 4.250% 5/15/39 61,624 61,191
  United States Treasury Note/Bond 4.500% 8/15/39 71,654 72,975
  United States Treasury Note/Bond 4.375% 11/15/39 72,502 72,808
  United States Treasury Note/Bond 4.625% 2/15/40 76,291 78,675
  United States Treasury Note/Bond 1.125% 5/15/40 254,203 161,260
  United States Treasury Note/Bond 4.375% 5/15/40 73,726 73,957
  United States Treasury Note/Bond 1.125% 8/15/40 312,153 196,315
  United States Treasury Note/Bond 3.875% 8/15/40 81,903 77,437
  United States Treasury Note/Bond 1.375% 11/15/40 344,319 224,561
  United States Treasury Note/Bond 4.250% 11/15/40 74,125 73,175
  United States Treasury Note/Bond 1.875% 2/15/41 422,915 298,287
  United States Treasury Note/Bond 4.750% 2/15/41 80,698 84,354
  United States Treasury Note/Bond 2.250% 5/15/41 336,756 251,409
  United States Treasury Note/Bond 4.375% 5/15/41 71,454 71,477
  United States Treasury Note/Bond 1.750% 8/15/41 488,180 333,030
  United States Treasury Note/Bond 3.750% 8/15/41 80,400 74,294
  United States Treasury Note/Bond 2.000% 11/15/41 399,680 282,649
  United States Treasury Note/Bond 3.125% 11/15/41 84,830 71,801
  United States Treasury Note/Bond 2.375% 2/15/42 323,755 242,462
  United States Treasury Note/Bond 3.125% 2/15/42 89,098 75,079
  United States Treasury Note/Bond 3.000% 5/15/42 84,958 69,945
  United States Treasury Note/Bond 3.250% 5/15/42 280,624 239,890
  United States Treasury Note/Bond 2.750% 8/15/42 101,327 79,953
  United States Treasury Note/Bond 3.375% 8/15/42 255,657 221,862
  United States Treasury Note/Bond 2.750% 11/15/42 141,405 111,113
  United States Treasury Note/Bond 4.000% 11/15/42 239,566 226,465
  United States Treasury Note/Bond 3.125% 2/15/43 120,143 99,738
  United States Treasury Note/Bond 3.875% 2/15/43 246,625 228,591
  United States Treasury Note/Bond 2.875% 5/15/43 191,527 152,474
  United States Treasury Note/Bond 3.875% 5/15/43 245,624 227,279
  United States Treasury Note/Bond 3.625% 8/15/43 139,235 123,897
  United States Treasury Note/Bond 4.375% 8/15/43 265,041 262,142
  United States Treasury Note/Bond 3.750% 11/15/43 140,972 127,469
  United States Treasury Note/Bond 4.750% 11/15/43 265,222 275,085
  United States Treasury Note/Bond 3.625% 2/15/44 150,833 133,605
  United States Treasury Note/Bond 4.500% 2/15/44 265,601 266,265
  United States Treasury Note/Bond 3.375% 5/15/44 139,901 119,178
  United States Treasury Note/Bond 4.625% 5/15/44 253,671 258,349
  United States Treasury Note/Bond 3.125% 8/15/44 179,520 146,674
  United States Treasury Note/Bond 4.125% 8/15/44 255,766 243,457
  United States Treasury Note/Bond 3.000% 11/15/44 143,560 114,646
1 United States Treasury Note/Bond 4.625% 11/15/44 95,168 97,116
  United States Treasury Note/Bond 2.500% 2/15/45 197,805 144,676
  United States Treasury Note/Bond 3.000% 5/15/45 88,727 70,635
  United States Treasury Note/Bond 2.875% 8/15/45 125,109 97,311
  United States Treasury Note/Bond 3.000% 11/15/45 73,306 58,129
  United States Treasury Note/Bond 2.500% 2/15/46 156,400 113,024
  United States Treasury Note/Bond 2.500% 5/15/46 156,486 112,719
  United States Treasury Note/Bond 2.250% 8/15/46 197,973 135,364
  United States Treasury Note/Bond 2.875% 11/15/46 86,722 66,626
  United States Treasury Note/Bond 3.000% 2/15/47 181,849 142,439
  United States Treasury Note/Bond 3.000% 5/15/47 133,274 104,204
  United States Treasury Note/Bond 2.750% 8/15/47 195,511 145,747
  United States Treasury Note/Bond 2.750% 11/15/47 203,710 151,573
  United States Treasury Note/Bond 3.000% 2/15/48 229,242 178,450
  United States Treasury Note/Bond 3.125% 5/15/48 250,739 199,377
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Note/Bond 3.000% 8/15/48 276,594 214,749
  United States Treasury Note/Bond 3.375% 11/15/48 282,980 234,697
  United States Treasury Note/Bond 3.000% 2/15/49 297,488 230,460
  United States Treasury Note/Bond 2.875% 5/15/49 290,461 219,298
  United States Treasury Note/Bond 2.250% 8/15/49 270,003 178,708
  United States Treasury Note/Bond 2.375% 11/15/49 257,206 174,779
  United States Treasury Note/Bond 2.000% 2/15/50 318,274 197,977
  United States Treasury Note/Bond 1.250% 5/15/50 363,847 185,790
  United States Treasury Note/Bond 1.375% 8/15/50 413,629 217,543
  United States Treasury Note/Bond 1.625% 11/15/50 410,670 230,745
  United States Treasury Note/Bond 1.875% 2/15/51 456,709 273,740
  United States Treasury Note/Bond 2.375% 5/15/51 461,547 311,544
  United States Treasury Note/Bond 2.000% 8/15/51 459,045 282,743
  United States Treasury Note/Bond 1.875% 11/15/51 428,478 254,944
  United States Treasury Note/Bond 2.250% 2/15/52 390,984 255,239
  United States Treasury Note/Bond 2.875% 5/15/52 374,138 280,720
  United States Treasury Note/Bond 3.000% 8/15/52 356,342 274,606
  United States Treasury Note/Bond 4.000% 11/15/52 352,455 328,334
  United States Treasury Note/Bond 3.625% 2/15/53 350,030 305,018
  United States Treasury Note/Bond 3.625% 5/15/53 352,907 307,691
  United States Treasury Note/Bond 4.125% 8/15/53 390,892 372,752
  United States Treasury Note/Bond 4.750% 11/15/53 409,735 433,423
  United States Treasury Note/Bond 4.250% 2/15/54 428,514 418,471
  United States Treasury Note/Bond 4.625% 5/15/54 428,550 445,357
  United States Treasury Note/Bond 4.250% 8/15/54 428,600 419,224
  United States Treasury Note/Bond 4.500% 11/15/54 166,365 169,822
Total U.S. Government and Agency Obligations (Cost $17,441,555) 15,874,191
          Shares  
Temporary Cash Investments (1.0%)
Money Market Fund (1.0%)
2 Vanguard Market Liquidity Fund (Cost $167,957) 4.651%   1,679,610 167,944
Total Investments (100.1%) (Cost $17,609,512)   16,042,135
Other Assets and Liabilities—Net (-0.1%)   (16,029)
Net Assets (100%)   16,026,106
Cost is in $000.
1 Includes securities purchased on a when-issued or delayed-delivery basis for which the fund has not taken delivery as of November 30, 2024.
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.
A.  Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
B.  Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments as of November 30, 2024, based on the inputs used to value them:
  Level 1
($000) 		Level 2
($000) 		Level 3
($000) 		Total
($000)
Investments        
Assets        
U.S. Government and Agency Obligations — 15,874,191 — 15,874,191
Temporary Cash Investments 167,944 — — 167,944
Total 167,944 15,874,191 — 16,042,135