NPORT-EX 2 vg_extendedurationtreas.htm
Vanguard® Extended Duration 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 (100.0%)
U.S. Government Securities (100.0%)
  United States Treasury Strip Coupon 0.000% 11/15/44 44,178 17,285
  United States Treasury Strip Coupon 0.000% 2/15/45 200,149 77,495
  United States Treasury Strip Coupon 0.000% 5/15/45 206,815 79,236
  United States Treasury Strip Coupon 0.000% 8/15/45 202,142 76,530
  United States Treasury Strip Coupon 0.000% 11/15/45 184,454 69,069
  United States Treasury Strip Coupon 0.000% 2/15/46 197,242 72,980
  United States Treasury Strip Coupon 0.000% 5/15/46 196,452 71,920
  United States Treasury Strip Coupon 0.000% 8/15/46 211,853 76,664
  United States Treasury Strip Coupon 0.000% 11/15/46 175,016 62,760
  United States Treasury Strip Coupon 0.000% 2/15/47 183,398 64,920
  United States Treasury Strip Coupon 0.000% 5/15/47 193,790 68,023
  United States Treasury Strip Coupon 0.000% 8/15/47 180,365 62,423
  United States Treasury Strip Coupon 0.000% 11/15/47 160,069 54,999
  United States Treasury Strip Coupon 0.000% 2/15/48 160,435 54,498
  United States Treasury Strip Coupon 0.000% 5/15/48 177,205 59,419
  United States Treasury Strip Coupon 0.000% 8/15/48 167,635 55,752
  United States Treasury Strip Coupon 0.000% 11/15/48 194,082 63,835
  United States Treasury Strip Coupon 0.000% 2/15/49 179,564 58,246
  United States Treasury Strip Coupon 0.000% 5/15/49 194,742 62,561
  United States Treasury Strip Coupon 0.000% 8/15/49 181,020 57,644
  United States Treasury Strip Coupon 0.000% 11/15/49 194,647 61,588
  United States Treasury Strip Coupon 0.000% 2/15/50 188,495 58,964
  United States Treasury Strip Coupon 0.000% 5/15/50 192,043 59,488
  United States Treasury Strip Coupon 0.000% 8/15/50 190,537 58,545
  United States Treasury Strip Coupon 0.000% 11/15/50 193,591 59,045
  United States Treasury Strip Coupon 0.000% 2/15/51 206,403 62,421
  United States Treasury Strip Coupon 0.000% 5/15/51 183,861 55,115
  United States Treasury Strip Coupon 0.000% 8/15/51 175,033 52,045
  United States Treasury Strip Coupon 0.000% 11/15/51 187,824 55,599
  United States Treasury Strip Coupon 0.000% 2/15/52 247,169 72,838
  United States Treasury Strip Coupon 0.000% 5/15/52 232,888 68,229
  United States Treasury Strip Coupon 0.000% 8/15/52 202,354 59,236
  United States Treasury Strip Coupon 0.000% 11/15/52 182,247 53,037
  United States Treasury Strip Coupon 0.000% 2/15/53 178,318 52,256
  United States Treasury Strip Coupon 0.000% 5/15/53 190,424 55,431
  United States Treasury Strip Coupon 0.000% 8/15/53 168,709 48,912
  United States Treasury Strip Coupon 0.000% 11/15/53 70,073 20,173
  United States Treasury Strip Coupon 0.000% 2/15/54 89,953 25,756
  United States Treasury Strip Coupon 0.000% 5/15/54 37,564 10,697
  United States Treasury Strip Coupon 0.000% 8/15/54 10,097 2,850
  United States Treasury Strip Coupon 0.000% 11/15/54 2,850 795
  United States Treasury Strip Principal 0.000% 2/15/45 193,144 77,650
  United States Treasury Strip Principal 0.000% 5/15/45 180,493 71,802
  United States Treasury Strip Principal 0.000% 8/15/45 175,761 69,151
  United States Treasury Strip Principal 0.000% 11/15/45 195,743 76,187
  United States Treasury Strip Principal 0.000% 2/15/46 179,352 68,854
  United States Treasury Strip Principal 0.000% 5/15/46 213,294 80,835
  United States Treasury Strip Principal 0.000% 8/15/46 183,477 68,747
  United States Treasury Strip Principal 0.000% 11/15/46 137,936 51,166
  United States Treasury Strip Principal 0.000% 2/15/47 160,832 58,854
  United States Treasury Strip Principal 0.000% 5/15/47 136,197 49,286
  United States Treasury Strip Principal 0.000% 8/15/47 148,268 53,110
  United States Treasury Strip Principal 0.000% 11/15/47 156,507 55,438
  United States Treasury Strip Principal 0.000% 2/15/48 183,490 64,365
  United States Treasury Strip Principal 0.000% 5/15/48 165,837 57,512
  United States Treasury Strip Principal 0.000% 8/15/48 169,130 58,125
  United States Treasury Strip Principal 0.000% 11/15/48 179,329 60,972
  United States Treasury Strip Principal 0.000% 2/15/49 181,896 61,276
  United States Treasury Strip Principal 0.000% 5/15/49 172,491 57,461
  United States Treasury Strip Principal 0.000% 8/15/49 168,492 55,589
  United States Treasury Strip Principal 0.000% 11/15/49 181,039 59,248
  United States Treasury Strip Principal 0.000% 2/15/50 183,729 59,511
      Coupon Maturity
Date 		Face
Amount
($000) 		Market
Value
($000)
  United States Treasury Strip Principal 0.000% 5/15/50 180,316 58,265
  United States Treasury Strip Principal 0.000% 8/15/50 187,053 59,550
  United States Treasury Strip Principal 0.000% 11/15/50 218,013 68,844
  United States Treasury Strip Principal 0.000% 2/15/51 190,120 59,754
  United States Treasury Strip Principal 0.000% 5/15/51 175,048 54,511
  United States Treasury Strip Principal 0.000% 8/15/51 208,959 64,451
  United States Treasury Strip Principal 0.000% 11/15/51 195,192 59,640
  United States Treasury Strip Principal 0.000% 2/15/52 196,862 59,720
  United States Treasury Strip Principal 0.000% 5/15/52 168,500 50,826
  United States Treasury Strip Principal 0.000% 8/15/52 180,628 54,160
  United States Treasury Strip Principal 0.000% 11/15/52 186,895 56,463
  United States Treasury Strip Principal 0.000% 2/15/53 182,641 54,321
  United States Treasury Strip Principal 0.000% 5/15/53 282,447 83,388
  United States Treasury Strip Principal 0.000% 8/15/53 284,889 84,064
  United States Treasury Strip Principal 0.000% 11/15/53 327,259 97,104
  United States Treasury Strip Principal 0.000% 2/15/54 306,161 89,217
  United States Treasury Strip Principal 0.000% 5/15/54 326,045 94,884
  United States Treasury Strip Principal 0.000% 8/15/54 285,874 82,077
  United States Treasury Strip Principal 0.000% 11/15/54 199,359 56,895
Total U.S. Government and Agency Obligations (Cost $5,651,013) 4,862,552
          Shares  
Temporary Cash Investments (0.0%)
Money Market Fund (0.0%)
1 Vanguard Market Liquidity Fund (Cost $66) 4.651%   662 66
Total Investments (100.0%) (Cost $5,651,079)   4,862,618
Other Assets and Liabilities—Net (0.0%)   76
Net Assets (100%)   4,862,694
Cost is in $000.
1 Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield.
A.  Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Bonds and other temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Securities for which market quotations are not readily available, or whose values have been affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the valuation designee to represent fair value and subject to oversight by the board of trustees.
B.  Various inputs may be used to determine the value of the fund’s investments. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments as of 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 — 4,862,552 — 4,862,552
Temporary Cash Investments 66 — — 66
Total 66 4,862,552 — 4,862,618