N-MFP2 0000857490 XXXXXXXX 2022-01-31 0000857490 0NONMH8REY0TF2TI6Z60 S000004391 1 N N 033-32216 The Vanguard Group, Inc. 801-11953 PRICEWATERHOUSECOOPERS LLC Philadelphia PA The Vanguard Group, Inc. The Vanguard Group, Inc. 0000735286 084-00772 N N N Exempt Government Government/Agency N 43 85 623316452.31 679258869.99 714223253.92 697943720.54 867769534.40 836132488.90 868662988.41 847211407.47 0.00 0.5496 0.6066 0.6365 0.6284 0.7652 0.7467 0.7741 0.7628 0.0000 0.00 1110991431.14 1111081567.43 219512.93 87251.99 1111213828.37 1110776836.7000 1.0000 0.0011 1.0004 1.0004 1.0004 1.0003 0.0000 C000012147 5000.00 1111213828.37 1110776836.7000 1.0004 1.0004 1.0004 1.0003 0.0000 13121143.89 13750136.82 7844703.35 3608506.33 5187472.75 5333768.11 19874678.03 11386266.49 0.00 0.00 47219048.08 34582167.74 0.0001 Y The Vanguard Group, Inc. and the board of trustees agreed to temporarily limit certain net operating expenses in excess of the fund's daily yield to maintain a zero or positive yield for the fund. Net operating expenses were reduced by $ 59739.47 FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.190000% 3130AJVX4 2549001DPIFGXC1TOL40 US3130AJVX42 U.S. Government Agency Debt Y 2022-02-01 2022-08-03 2022-08-03 N N N 0.0005 3002064.00 3002064.00 0.0027 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.110000% 3130AJXV6 2549001DPIFGXC1TOL40 US3130AJXV67 U.S. Government Agency Debt Y 2022-02-01 2022-02-11 2022-02-11 N N N 0.0004 3000054.00 3000054.00 0.0027 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.140000% 3130AK4Q6 2549001DPIFGXC1TOL40 US3130AK4Q60 U.S. Government Agency Debt Y 2022-02-01 2022-09-08 2022-09-08 N N N 0.0006 750369.75 750369.75 0.0007 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.110000% 3130AKJK3 2549001DPIFGXC1TOL40 US3130AKJK32 U.S. Government Agency Debt Y 2022-02-01 2022-12-08 2022-12-08 N N N 0.0007 4751482.00 4751482.00 0.0043 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.110000% 3130AKKN5 2549001DPIFGXC1TOL40 US3130AKKN51 U.S. Government Agency Debt Y 2022-02-01 2022-12-16 2022-12-16 N N N 0.0008 1100350.90 1100350.90 0.0010 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.085000% 3130AMMK5 2549001DPIFGXC1TOL40 US3130AMMK50 U.S. Government Agency Debt Y 2022-02-01 2023-05-19 2023-05-19 N N N 0.0009 1020009.18 1020009.18 0.0009 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.050000% 3130APTW5 2549001DPIFGXC1TOL40 US3130APTW56 U.S. Government Agency Debt Y 2022-02-14 2022-02-14 2022-02-14 N N N 0.0012 1999952.00 1999952.00 0.0018 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.050000% 3130APTX3 2549001DPIFGXC1TOL40 US3130APTX30 U.S. Government Agency Debt Y 2022-02-14 2022-02-14 2022-02-14 N N N 0.0012 1999952.00 1999952.00 0.0018 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Banks 0.050000% 3130APTY1 2549001DPIFGXC1TOL40 US3130APTY13 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0012 3999888.00 3999888.00 0.0036 N N N N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385SP2 2549001DPIFGXC1TOL40 US313385SP29 U.S. Government Agency Debt Y 2022-02-02 2022-02-02 2022-02-02 N N N 0.0007 5085989.83 5085989.83 0.0046 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TD8 2549001DPIFGXC1TOL40 US313385TD89 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0007 18099475.10 18099475.10 0.0163 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TF3 2549001DPIFGXC1TOL40 US313385TF38 U.S. Government Agency Debt Y Fitch, Inc. N/A Moody's Investors Service, Inc. N/A Standard and Poor's Ratings Services N/A 2022-02-18 2022-02-18 2022-02-18 N N N 0.0007 14323527.31 14323527.31 0.0129 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TL0 2549001DPIFGXC1TOL40 US313385TL06 U.S. Government Agency Debt Y 2022-02-23 2022-02-23 2022-02-23 N N N 0.0007 4566803.62 4566803.62 0.0041 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TN6 2549001DPIFGXC1TOL40 US313385TN61 U.S. Government Agency Debt Y 2022-02-25 2022-02-25 2022-02-25 N N N 0.0007 7377653.23 7377653.23 0.0066 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TT3 2549001DPIFGXC1TOL40 US313385TT32 U.S. Government Agency Debt Y 2022-03-02 2022-03-02 2022-03-02 N N N 0.0007 3503775.74 3503775.74 0.0032 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385TZ9 2549001DPIFGXC1TOL40 US313385TZ91 U.S. Government Agency Debt Y 2022-03-08 2022-03-08 2022-03-08 N N N 0.0008 1439887.68 1439887.68 0.0013 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385UK0 2549001DPIFGXC1TOL40 US313385UK04 U.S. Government Agency Debt Y 2022-03-18 2022-03-18 2022-03-18 N N N 0.0008 10127987.10 10127987.10 0.0091 N N Y N FEDERAL HOME LOAN BANKS Federal Home Loan Bank Discount Notes 0.000000% 313385YE0 2549001DPIFGXC1TOL40 US313385YE08 U.S. Government Agency Debt Y 2022-06-17 2022-06-17 2022-06-17 N N N 0.0018 7994560.00 7994560.00 0.0072 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.480091% 3133EKGP5 US3133EKGP58 U.S. Government Agency Debt Y 2022-02-01 2022-04-11 2022-04-11 N N N 0.0018 1576042.65 1576042.65 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.460091% 3133EKLN4 US3133EKLN46 U.S. Government Agency Debt Y 2022-02-01 2022-05-16 2022-05-16 N N N 0.0019 10199497.08 10199497.08 0.0092 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.220000% 3133EKLP9 US3133EKLP93 U.S. Government Agency Debt Y 2022-02-01 2022-05-16 2022-05-16 N N N 0.0005 1000477.00 1000477.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.195000% 3133EL2B9 US3133EL2B97 U.S. Government Agency Debt Y 2022-02-01 2022-07-28 2022-07-28 N N N 0.0005 1000690.00 1000690.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.280091% 3133EL2G8 US3133EL2G84 U.S. Government Agency Debt Y 2022-02-01 2022-06-03 2022-06-03 N N N 0.0019 7093537.91 7093537.91 0.0064 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.120000% 3133EL3T9 US3133EL3T96 U.S. Government Agency Debt Y 2022-02-01 2022-08-11 2022-08-11 N N N 0.0006 1500519.00 1500519.00 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.260009% 3133EL4E1 US3133EL4E19 U.S. Government Agency Debt Y 2022-02-01 2022-08-01 2022-08-01 N N N 0.0019 2001216.00 2001216.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.255091% 3133EL5A8 US3133EL5A87 U.S. Government Agency Debt Y 2022-02-01 2022-05-25 2022-05-25 N N N 0.0019 2000734.00 2000734.00 0.0018 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.260091% 3133EL6B5 US3133EL6B51 U.S. Government Agency Debt Y 2022-02-01 2022-09-02 2022-09-02 N N N 0.0019 1000729.00 1000729.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.130000% 3133EL6Q2 US3133EL6Q21 U.S. Government Agency Debt Y 2022-02-01 2022-03-10 2022-03-10 N N N 0.0005 1000082.00 1000082.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.440000% 3133ELCW2 US3133ELCW29 U.S. Government Agency Debt Y 2022-02-01 2022-12-12 2022-12-12 N N N 0.0009 10030210.00 10030210.00 0.0090 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.220000% 3133ELJ62 US3133ELJ621 U.S. Government Agency Debt Y 2022-02-01 2022-03-15 2022-03-15 N N N 0.0005 22925538.36 22925538.36 0.0206 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.240000% 3133ELU28 US3133ELU289 U.S. Government Agency Debt Y 2022-02-01 2022-07-14 2022-07-14 N N N 0.0006 8006712.00 8006712.00 0.0072 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.430000% 3133ELYS7 US3133ELYS78 U.S. Government Agency Debt Y 2022-02-01 2023-05-08 2023-05-08 N N N 0.0009 6026544.00 6026544.00 0.0054 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.055000% 3133EM3X8 US3133EM3X80 U.S. Government Agency Debt Y 2022-02-01 2022-09-30 2022-09-30 N N N 0.0006 999973.00 999973.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.062500% 3133EM6Q0 US3133EM6Q03 U.S. Government Agency Debt Y 2022-02-01 2023-03-29 2023-03-29 N N N 0.0008 999807.00 999807.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.055000% 3133EM6X5 US3133EM6X53 U.S. Government Agency Debt Y 2022-02-01 2022-10-05 2022-10-05 N N N 0.0007 999937.00 999937.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.135000% 3133EMCF7 US3133EMCF78 U.S. Government Agency Debt Y 2022-02-01 2022-10-07 2022-10-07 N N N 0.0007 1000487.00 1000487.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.130000% 3133EMDQ2 US3133EMDQ25 U.S. Government Agency Debt Y 2022-02-01 2022-10-14 2022-10-14 N N N 0.0006 1000466.00 1000466.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.095000% 3133EMHQ8 US3133EMHQ88 U.S. Government Agency Debt Y 2022-02-01 2022-08-25 2022-08-25 N N N 0.0006 1500343.50 1500343.50 0.0014 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.110000% 3133EMLK6 US3133EMLK62 U.S. Government Agency Debt Y 2022-02-01 2022-10-21 2022-10-21 N N N 0.0006 1000333.00 1000333.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.105000% 3133EMNA6 US3133EMNA62 U.S. Government Agency Debt Y 2022-02-01 2022-12-13 2022-12-13 N N N 0.0007 500136.50 500136.50 0.0005 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.110000% 3133EMNH1 US3133EMNH16 U.S. Government Agency Debt Y 2022-02-01 2023-01-20 2023-01-20 N N N 0.0008 1000353.00 1000353.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.090000% 3133EMNP3 US3133EMNP32 U.S. Government Agency Debt Y 2022-02-01 2022-08-22 2022-08-22 N N N 0.0005 2500495.00 2500495.00 0.0023 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.060000% 3133ENAV2 US3133ENAV20 U.S. Government Agency Debt Y 2022-02-01 2023-01-12 2023-01-12 N N N 0.0009 999678.00 999678.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.075000% 3133ENDZ0 US3133ENDZ07 U.S. Government Agency Debt Y 2022-02-01 2022-12-16 2022-12-16 N N N 0.0008 1000010.00 1000010.00 0.0009 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.085000% 3133ENKK5 US3133ENKK54 U.S. Government Agency Debt Y 2022-02-01 2023-04-10 2023-04-10 N N N 0.0008 3000036.00 3000036.00 0.0027 N N N N FEDERAL FARM CREDIT BANKS FUNDING CORP Federal Farm Credit Banks Funding Corp. 0.095000% 3133ENKT6 US3133ENKT63 U.S. Government Agency Debt Y 2022-02-01 2023-10-16 2023-10-16 N N N 0.0010 999936.00 999936.00 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.180000% 3134GTS87 S6XOOCT0IEG5ABCC6L87 US3134GTS875 U.S. Government Agency Debt Y 2022-02-01 2022-08-05 2022-08-05 N N N 0.0005 5003220.00 5003220.00 0.0045 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.200000% 3134GVFL7 S6XOOCT0IEG5ABCC6L87 US3134GVFL73 U.S. Government Agency Debt Y 2022-02-01 2022-03-04 2022-03-04 N N N 0.0005 18302360.70 18302360.70 0.0165 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.250000% 3134GVGW2 S6XOOCT0IEG5ABCC6L87 US3134GVGW20 U.S. Government Agency Debt Y 2022-02-01 2022-03-11 2022-03-11 N N N 0.0005 1000211.00 1000211.00 0.0009 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.240000% 3134GVJ25 S6XOOCT0IEG5ABCC6L87 US3134GVJ250 U.S. Government Agency Debt Y 2022-02-01 2022-06-02 2022-06-02 N N N 0.0005 4422762.50 4422762.50 0.0040 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.240000% 3134GVJ58 S6XOOCT0IEG5ABCC6L87 US3134GVJ581 U.S. Government Agency Debt Y 2022-02-01 2022-06-03 2022-06-03 N N N 0.0005 15009450.00 15009450.00 0.0135 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.230000% 3134GWBR6 S6XOOCT0IEG5ABCC6L87 US3134GWBR62 U.S. Government Agency Debt Y 2022-02-01 2022-07-15 2022-07-15 N N N 0.0005 3002397.00 3002397.00 0.0027 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.210000% 3134GWCT1 S6XOOCT0IEG5ABCC6L87 US3134GWCT10 U.S. Government Agency Debt Y 2022-02-01 2022-04-20 2022-04-20 N N N 0.0005 5001680.00 5001680.00 0.0045 N N N N FEDERAL HOME LOAN MORTGAGE CORPORATION Federal Home Loan Mortgage Corp. 0.145000% 3134GWQ25 S6XOOCT0IEG5ABCC6L87 US3134GWQ253 U.S. Government Agency Debt Y 2022-02-01 2022-09-09 2022-09-09 N N N 0.0006 2001052.00 2001052.00 0.0018 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589SP9 B1V7KEBTPIMZEU4LTD58 US313589SP98 U.S. Government Agency Debt Y 2022-02-02 2022-02-02 2022-02-02 N N N 0.0007 33488933.02 33488933.02 0.0301 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589SW4 B1V7KEBTPIMZEU4LTD58 US313589SW40 U.S. Government Agency Debt Y 2022-02-09 2022-02-09 2022-02-09 N N N 0.0007 39999360.00 39999360.00 0.0360 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Fannie Mae Discount Notes 0.000000% 313589TD5 B1V7KEBTPIMZEU4LTD58 US313589TD59 U.S. Government Agency Debt Y 2022-02-16 2022-02-16 2022-02-16 N N N 0.0007 9999710.00 9999710.00 0.0090 N N Y N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.270000% 3135G02K8 B1V7KEBTPIMZEU4LTD58 US3135G02K83 U.S. Government Agency Debt Y 2022-02-01 2022-03-16 2022-03-16 N N N 0.0005 8002104.00 8002104.00 0.0072 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.440000% 3135G03J0 B1V7KEBTPIMZEU4LTD58 US3135G03J02 U.S. Government Agency Debt Y 2022-02-01 2022-04-15 2022-04-15 N N N 0.0006 11058574.80 11058574.80 0.0100 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.280000% 3135G04J9 B1V7KEBTPIMZEU4LTD58 US3135G04J92 U.S. Government Agency Debt Y 2022-02-01 2022-05-06 2022-05-06 N N N 0.0005 3401992.40 3401992.40 0.0031 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.230000% 3135G04N0 B1V7KEBTPIMZEU4LTD58 US3135G04N05 U.S. Government Agency Debt Y 2022-02-01 2022-05-13 2022-05-13 N N N 0.0006 14217949.18 14217949.18 0.0128 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.240000% 3135G04T7 B1V7KEBTPIMZEU4LTD58 US3135G04T74 U.S. Government Agency Debt Y 2022-02-01 2022-05-27 2022-05-27 N N N 0.0006 44055933.67 44055933.67 0.0396 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.230000% 3135G05F6 B1V7KEBTPIMZEU4LTD58 US3135G05F61 U.S. Government Agency Debt Y 2022-02-01 2022-07-08 2022-07-08 N N N 0.0006 5003820.00 5003820.00 0.0045 N N N N FEDERAL NATIONAL MORTGAGE ASSOCIATION Federal National Mortgage Assn. 0.170000% 3135G05N9 B1V7KEBTPIMZEU4LTD58 US3135G05N95 U.S. 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strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-02-24 0.00 100.00 100.00 U.S. Treasuries (including strips) UNITED STATES TREASURY 254900HROIFWPRGM1V77 2022-06-09 0.00 400.00 399.52 U.S. Treasuries (including strips) Y 2022-02-01 2022-02-01 2022-02-01 N N N 0.0005 27000000.00 27000000.00 0.0243 N Y Y N Vanguard Variable Insurance Funds 2022-02-07 Christine M. Buchanan Christine M. Buchanan Chief Financial Officer & Acting Treasurer