Coupon | Maturity Date | Face Amount ($000) | Market Value ($000) | |||
U.S. Government and Agency Obligations (99.6%) | ||||||
U.S. Government Securities (99.6%) | ||||||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/23 | 3,304,471 | 3,299,824 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/24 | 3,143,065 | 3,088,552 | ||
United States Treasury Inflation Indexed Bonds | 0.500% | 4/15/24 | 1,767,263 | 1,723,634 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/24 | 2,854,896 | 2,768,357 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/24 | 2,547,200 | 2,456,058 | ||
United States Treasury Inflation Indexed Bonds | 0.250% | 1/15/25 | 2,610,224 | 2,500,921 | ||
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/25 | 1,780,512 | 1,761,594 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/25 | 2,087,220 | 1,984,816 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/25 | 2,862,191 | 2,738,312 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/25 | 2,537,711 | 2,405,671 | ||
United States Treasury Inflation Indexed Bonds | 0.625% | 1/15/26 | 2,412,839 | 2,300,114 | ||
United States Treasury Inflation Indexed Bonds | 2.000% | 1/15/26 | 1,148,444 | 1,132,473 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/26 | 1,959,565 | 1,837,093 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 7/15/26 | 2,401,668 | 2,255,316 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 10/15/26 | 2,712,073 | 2,535,365 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 1/15/27 | 2,236,510 | 2,098,126 | ||
United States Treasury Inflation Indexed Bonds | 2.375% | 1/15/27 | 1,109,793 | 1,114,995 | ||
United States Treasury Inflation Indexed Bonds | 0.125% | 4/15/27 | 2,770,853 | 2,563,472 | ||
United States Treasury Inflation Indexed Bonds | 0.375% | 7/15/27 | 2,468,609 | 2,313,550 | ||
United States Treasury Inflation Indexed Bonds | 1.625% | 10/15/27 | 2,777,769 | 2,736,536 | ||
United States Treasury Inflation Indexed Bonds | 0.500% | 1/15/28 | 2,521,399 | 2,357,902 | ||
United States Treasury Inflation Indexed Bonds | 1.750% | 1/15/28 | 1,044,401 | 1,032,162 | ||
United States Treasury Inflation Indexed Bonds | 1.250% | 4/15/28 | 2,750,523 | 2,661,560 | ||
United States Treasury Inflation Indexed Bonds | 3.625% | 4/15/28 | 1,069,507 | 1,147,046 | ||
Total U.S. Government and Agency Obligations (Cost $56,078,632) | 52,813,449 | |||||
Shares | ||||||
Temporary Cash Investments (1.1%) | ||||||
Money Market Fund (1.1%) | ||||||
1 | Vanguard Market Liquidity Fund (Cost $617,286) | 5.150% | 6,173,731 | 617,249 | ||
Total Investments (100.7%) (Cost $56,695,918) | 53,430,698 | |||||
Other Assets and Liabilities—Net (-0.7%) | (396,888) | |||||
Net Assets (100%) | 53,033,810 | |||||
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. |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
U.S. Government and Agency Obligations | — | 52,813,449 | — | 52,813,449 |
Temporary Cash Investments | 617,249 | — | — | 617,249 |
Total | 617,249 | 52,813,449 | — | 53,430,698 |